Edgar Filing: EATON VANCE SENIOR FLOATING RATE TRUST

Eaton Vance Senior Floating Rate Trust Fund

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

July 31, 2009

Date of Reporting Period

TABLE OF CONTENTS


	Item 1. Schedule of Investments
	Item 2. Controls and Procedures
Signatures
EX-99.CERT Section 302 Certification

Item 1. Schedule of Investments


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

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 146.3%⁽¹⁾


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
Aerospace and Defense — 2.9%
		ACTS Aero Technical Support & Service, Inc.
	709	Term Loan, 0.00%, Maturing October 5, 2014⁽²⁾	$	161,381
		AWAS Capital, Inc.
	684	Term Loan, 2.38%, Maturing March 22, 2013		608,657
		DAE Aviation Holdings, Inc.
	408	Term Loan, 4.24%, Maturing July 31, 2014		339,050
	416	Term Loan, 4.24%, Maturing July 31, 2014		345,686
		Evergreen International Aviation
	1,370	Term Loan, 11.50%, Maturing October 31, 2011		840,020
		Hawker Beechcraft Acquisition
	4,342	Term Loan, 2.39%, Maturing March 26, 2014		2,969,059
	256	Term Loan, 2.60%, Maturing March 26, 2014		175,235
		Hexcel Corp.
	825	Term Loan, 6.50%, Maturing May 21, 2014		828,438
		IAP Worldwide Services, Inc.
	884	Term Loan, 9.25%, Maturing December 30, 2012⁽³⁾		632,200
		Spirit AeroSystems, Inc.
	1,585	Term Loan, 2.26%, Maturing December 31, 2011		1,549,661
		TransDigm, Inc.
	1,625	Term Loan, 2.41%, Maturing June 23, 2013		1,577,604
		Vought Aircraft Industries, Inc.
	914	Term Loan, 7.50%, Maturing December 17, 2011		897,865
	216	Term Loan, 7.50%, Maturing December 22, 2011		213,823
		Wesco Aircraft Hardware Corp.
	1,143	Term Loan, 2.54%, Maturing September 29, 2013		1,028,768

			$	12,167,447

Air Transport — 1.6%
		Airport Development and Investment, Ltd.
GBP	783	Term Loan - Second Lien, 5.05%, Maturing April 7, 2011	$	733,673
		Delta Air Lines, Inc.
	750	Term Loan, 2.23%, Maturing April 30, 2012		592,500
	1,176	Term Loan - Second Lien, 3.55%, Maturing April 30, 2014		808,991
		Northwest Airlines, Inc.
	4,917	Term Loan, 2.29%, Maturing December 31, 2010		4,698,648

			$	6,833,812

Automotive — 6.2%
		Accuride Corp.
	1,958	Term Loan, 3.00%, Maturing January 31, 2012	$	1,806,224
		Adesa, Inc.
	2,544	Term Loan, 2.54%, Maturing October 18, 2013		2,372,098
		Affina Group, Inc.
	1,326	Term Loan, 3.49%, Maturing November 30, 2011		1,219,865
		Allison Transmission, Inc.
	1,898	Term Loan, 3.06%, Maturing September 30, 2014		1,655,292
		CSA Acquisition Corp.
	353	Term Loan, 3.13%, Maturing December 23, 2011		248,862
	882	Term Loan, 3.13%, Maturing December 23, 2011		621,644
	483	Term Loan, 3.13%, Maturing December 23, 2012		337,750
		Dayco Products, LLC
	1,728	Term Loan, 0.00%, Maturing June 21, 2011⁽²⁾		486,127


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Delphi Corp.
	1,361	DIP Loan, 0.00%, Maturing September 30, 2009⁽²⁾	$	648,914
	139	DIP Loan, 10.50%, Maturing September 30, 2009		66,087
		Federal-Mogul Corp.
	1,489	Term Loan, 2.24%, Maturing December 27, 2014		1,127,790
	3,128	Term Loan, 2.23%, Maturing December 27, 2015		2,369,145
		Ford Motor Co.
	2,225	Term Loan, 3.50%, Maturing December 15, 2013		1,899,897
		Goodyear Tire & Rubber Co.
	5,400	Term Loan - Second Lien, 2.04%, Maturing April 30, 2010		5,004,002
		HLI Operating Co., Inc.
	531	DIP Loan, 26.00%, Maturing November 30, 2009⁽³⁾		509,940
EUR	109	Term Loan, 3.56%, Maturing May 30, 2014		11,662
EUR	1,853	Term Loan, 9.50%, Maturing May 30, 2014		201,392
		Keystone Automotive Operations, Inc.
	1,327	Term Loan, 3.79%, Maturing January 12, 2012		630,253
		LKQ Corp.
	945	Term Loan, 2.55%, Maturing October 12, 2014		926,106
		TriMas Corp.
	234	Term Loan, 2.62%, Maturing August 2, 2011		211,523
	1,975	Term Loan, 2.65%, Maturing August 2, 2013		1,782,442
		TRW Automotive, Inc.
	997	Term Loan, 6.31%, Maturing February 2, 2014		949,453
		United Components, Inc.
	1,137	Term Loan, 3.21%, Maturing June 30, 2010		1,003,537

			$	26,090,005

Beverage and Tobacco — 0.3%
		Culligan International Co.
EUR	975	Term Loan - Second Lien, 5.48%, Maturing May 31, 2013	$	358,997
		Southern Wine & Spirits of America, Inc.
	1,000	Term Loan, Maturing May 31, 2012⁽⁴⁾		967,500

			$	1,326,497

Brokers, Dealers and Investment Houses — 0.2%
		AmeriTrade Holding Corp.
	730	Term Loan, 1.79%, Maturing December 31, 2012	$	709,362

			$	709,362

Building and Development — 3.2%
		Beacon Sales Acquisition, Inc.
	1,143	Term Loan, 2.56%, Maturing September 30, 2013	$	1,040,130
		Brickman Group Holdings, Inc.
	1,186	Term Loan, 2.34%, Maturing January 23, 2014		1,089,421
		Epco/Fantome, LLC
	1,342	Term Loan, 2.91%, Maturing November 23, 2010		1,026,630
		Forestar USA Real Estate Group, Inc.
	1,550	Revolving Loan, 0.38%, Maturing December 1, 2010⁽⁵⁾		1,278,467
	1,205	Term Loan, 4.91%, Maturing December 1, 2010		993,771
		Hovstone Holdings, LLC
	907	Term Loan, 5.50%, Maturing September 25, 2009⁽³⁾⁽⁶⁾		364,778
		LNR Property Corp.
	1,026	Term Loan, 3.81%, Maturing July 3, 2011		625,749
		Metroflag Bp, LLC
	500	Term Loan - Second Lien, 0.00%, Maturing October 2, 2009⁽²⁾		5,250
		Mueller Water Products, Inc.
	1,831	Term Loan, 6.03%, Maturing May 24, 2014		1,687,975
		NCI Building Systems, Inc.
	553	Term Loan, 2.91%, Maturing June 18, 2010		479,781
		November 2005 Land Investors
	305	Term Loan, 0.00%, Maturing May 9, 2011⁽²⁾⁽³⁾		129,557


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Panolam Industries Holdings, Inc.
	1,000	Term Loan, 5.00%, Maturing September 30, 2012	$	737,713
		Re/Max International, Inc.
	634	Term Loan, 3.91%, Maturing December 17, 2012		583,737
	1,955	Term Loan, 8.01%, Maturing December 17, 2012		1,769,329
		Realogy Corp.
	321	Term Loan, 3.28%, Maturing September 1, 2014		248,390
	677	Term Loan, 3.31%, Maturing September 1, 2014		524,638
		South Edge, LLC
	788	Term Loan, 0.00%, Maturing October 31, 2009⁽²⁾		196,875
		Wintergames Acquisition ULC
	885	Term Loan, 7.79%, Maturing October 31, 2009		698,010

			$	13,480,201

Business Equipment and Services — 11.9%
		ACCO Brands Corp.
	1,014	Term Loan, 7.75%, Maturing August 17, 2012	$	930,306
		Activant Solutions, Inc.
	1,170	Term Loan, 2.48%, Maturing May 1, 2013		1,059,118
		Affiliated Computer Services
	796	Term Loan, 2.29%, Maturing March 20, 2013		782,388
	707	Term Loan, 2.29%, Maturing March 20, 2013		694,590
		Affinion Group, Inc.
	2,379	Term Loan, 2.79%, Maturing October 17, 2012		2,267,123
		Allied Barton Security Service
	993	Term Loan, 6.75%, Maturing February 21, 2015		998,033
		Education Management, LLC
	4,642	Term Loan, 2.38%, Maturing June 1, 2013		4,456,292
		Info USA, Inc.
	274	Term Loan, 2.60%, Maturing February 14, 2012		261,220
		Intergraph Corp.
	1,000	Term Loan, 2.66%, Maturing May 29, 2014		951,875
	1,000	Term Loan - Second Lien, 6.43%, Maturing November 29, 2014		915,000
		iPayment, Inc.
	2,489	Term Loan, 2.46%, Maturing May 10, 2013		2,034,452
		Kronos, Inc.
	1,042	Term Loan, 2.60%, Maturing June 11, 2014		967,315
		Language Line, Inc.
	1,880	Term Loan, 3.85%, Maturing June 11, 2011		1,828,522
		Mitchell International, Inc.
	1,000	Term Loan - Second Lien, 5.88%, Maturing March 28, 2015		600,000
		N.E.W. Holdings I, LLC
	1,906	Term Loan, 2.80%, Maturing May 22, 2014		1,767,885
		Protection One, Inc.
	889	Term Loan, 2.54%, Maturing March 31, 2012		849,065
		Quantum Corp.
	199	Term Loan, 4.10%, Maturing July 12, 2014		177,285
		Quintiles Transnational Corp.
	997	Term Loan, 2.48%, Maturing March 31, 2013		946,715
	1,700	Term Loan - Second Lien, 4.29%, Maturing March 31, 2014		1,589,500
		Sabre, Inc.
	6,057	Term Loan, 2.67%, Maturing September 30, 2014		4,898,839
		Serena Software, Inc.
	477	Term Loan, 2.63%, Maturing March 10, 2013		440,032
		Sitel (Client Logic)
	1,867	Term Loan, 5.96%, Maturing January 29, 2014		1,390,807
		Solera Holdings, LLC
EUR	738	Term Loan, 3.06%, Maturing May 15, 2014		915,533


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		SunGard Data Systems, Inc.
	244	Term Loan, 2.45%, Maturing February 11, 2013	$	231,343
	6,879	Term Loan, 4.35%, Maturing February 28, 2016		6,607,643
		TDS Investor Corp.
	3,178	Term Loan, 2.90%, Maturing August 23, 2013		2,706,057
	437	Term Loan, 3.10%, Maturing August 23, 2013		372,118
EUR	1,054	Term Loan, 3.62%, Maturing August 23, 2013		1,172,020
		Ticketmaster
	1,750	Term Loan, 3.60%, Maturing July 22, 2014		1,697,500
		Transaction Network Services, Inc.
	505	Term Loan, 9.50%, Maturing May 4, 2012		508,183
		Valassis Communications, Inc.
	460	Term Loan, 2.04%, Maturing March 2, 2014		438,510
	1,794	Term Loan, 2.04%, Maturing March 2, 2014		1,708,921
		VWR International, Inc.
	1,000	Term Loan, 2.79%, Maturing June 28, 2013		917,917
		West Corp.
	2,379	Term Loan, 2.67%, Maturing October 24, 2013		2,259,904

			$	50,342,011

Cable and Satellite Television — 10.9%
		Atlantic Broadband Finance, LLC
	2,582	Term Loan, 6.75%, Maturing June 8, 2013	$	2,586,050
	96	Term Loan, 2.85%, Maturing September 1, 2013		95,309
		Bragg Communications, Inc.
	2,112	Term Loan, 3.17%, Maturing August 31, 2014		2,070,127
		Bresnan Broadband Holdings, LLC
	499	Term Loan, 2.52%, Maturing March 29, 2014		480,359
	1,200	Term Loan - Second Lien, 4.81%, Maturing March 29, 2014		1,116,000
		Cequel Communications, LLC
	1,492	Term Loan, 2.30%, Maturing November 5, 2013		1,429,637
	3,931	Term Loan, 6.31%, Maturing May 5, 2014⁽³⁾		3,562,637
	1,550	Term Loan - Second Lien, 4.81%, Maturing May 5, 2014		1,389,188
		Charter Communications Operating, Inc.
	6,870	Term Loan, 6.25%, Maturing April 28, 2013		6,433,336
		CSC Holdings, Inc.
	2,930	Term Loan, 2.04%, Maturing March 29, 2013		2,837,664
		CW Media Holdings, Inc.
	614	Term Loan, 3.85%, Maturing February 15, 2015		530,396
		Foxco Acquisition Sub., LLC
	582	Term Loan, 7.25%, Maturing July 2, 2015		463,801
		Insight Midwest Holdings, LLC
	3,594	Term Loan, 2.31%, Maturing April 6, 2014		3,412,090
		MCC Iowa, LLC
	5,748	Term Loan, 2.02%, Maturing January 31, 2015		5,422,338
		Mediacom Illinois, LLC
	3,702	Term Loan, 2.02%, Maturing January 31, 2015		3,483,409
		NTL Investment Holdings, Ltd.
GBP	127	Term Loan, 3.89%, Maturing March 30, 2012		197,366
GBP	703	Term Loan, 3.81%, Maturing September 3, 2012		1,089,472
		ProSiebenSat.1 Media AG
EUR	410	Term Loan, 3.53%, Maturing March 2, 2015		221,086
EUR	11	Term Loan, 3.14%, Maturing June 26, 2015		12,223
EUR	273	Term Loan, 3.14%, Maturing June 26, 2015		301,196
EUR	410	Term Loan, 3.78%, Maturing March 2, 2016		221,086
EUR	358	Term Loan, 8.15%, Maturing March 2, 2017⁽³⁾		24,737
EUR	520	Term Loan - Second Lien, 4.90%, Maturing September 2, 2016		66,698
		UPC Broadband Holding B.V.
	1,264	Term Loan, 2.06%, Maturing December 31, 2014		1,209,644
	686	Term Loan, 3.81%, Maturing December 31, 2016		670,979


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
EUR	2,353	Term Loan, 4.52%, Maturing December 31, 2016	$	3,019,960
EUR	1,697	Term Loan, 4.77%, Maturing December 31, 2017		2,179,700
		Virgin Media Investment Holding
GBP	240	Term Loan, 5.31%, Maturing March 30, 2012		371,094
		YPSO Holding SA
EUR	209	Term Loan, 3.44%, Maturing July 28, 2014		221,576
EUR	249	Term Loan, 3.44%, Maturing July 28, 2014		264,336
EUR	542	Term Loan, 3.44%, Maturing July 28, 2014		574,154

			$	45,957,648

Chemicals and Plastics — 7.3%
		Ashland, Inc.
	786	Term Loan, 7.65%, Maturing November 20, 2014	$	800,938
		AZ Chem US, Inc.
	500	Term Loan - Second Lien, 6.00%, Maturing February 28, 2014		357,500
		Brenntag Holding GmbH and Co. KG
	1,493	Term Loan, 2.29%, Maturing December 23, 2013		1,422,369
	365	Term Loan, 2.33%, Maturing December 23, 2013		347,290
	1,000	Term Loan - Second Lien, 4.29%, Maturing December 23, 2015		827,500
		Celanese Holdings, LLC
	4,130	Term Loan, 2.35%, Maturing April 2, 2014		3,921,504
		First Chemical Holding
EUR	965	Term Loan, 4.56%, Maturing December 18, 2014		511,340
		Georgia Gulf Corp.
	654	Term Loan, 9.02%, Maturing October 3, 2013		607,144
		Hexion Specialty Chemicals, Inc.
	490	Term Loan, 2.88%, Maturing May 5, 2012		352,800
	957	Term Loan, 2.88%, Maturing May 5, 2013		722,754
	4,407	Term Loan, 2.88%, Maturing May 5, 2013		3,327,160
		Huntsman International, LLC
	2,500	Term Loan, 2.04%, Maturing August 16, 2012		2,323,750
		INEOS Group
	2,295	Term Loan, 7.50%, Maturing December 14, 2013		1,778,344
	2,200	Term Loan, 8.00%, Maturing December 14, 2014		1,704,692
EUR	750	Term Loan - Second Lien, 7.71%, Maturing December 14, 2012		632,298
		ISP Chemco, Inc.
	1,561	Term Loan, 2.06%, Maturing June 4, 2014		1,458,376
		Kranton Polymers, LLC
	2,751	Term Loan, 2.63%, Maturing May 12, 2013		2,303,898
		MacDermid, Inc.
EUR	726	Term Loan, 2.75%, Maturing April 12, 2014		731,237
		Millenium Inorganic Chemicals
	313	Term Loan, 2.85%, Maturing April 30, 2014		233,313
	975	Term Loan - Second Lien, 6.35%, Maturing October 31, 2014		609,375
		Momentive Performance Material
	1,682	Term Loan, 2.56%, Maturing December 4, 2013		1,329,882
		Nalco Co.
	500	Term Loan, 6.50%, Maturing May 6, 2016		506,875
		Rockwood Specialties Group, Inc.
	3,210	Term Loan, 6.00%, Maturing May 15, 2014		3,249,969
		Schoeller Arca Systems Holding
EUR	145	Term Loan, 4.33%, Maturing November 16, 2015		113,293
EUR	412	Term Loan, 4.33%, Maturing November 16, 2015		323,020
EUR	443	Term Loan, 4.33%, Maturing November 16, 2015		347,601

			$	30,844,222

Clothing/Textiles — 0.4%
		Hanesbrands, Inc.
	850	Term Loan - Second Lien, 4.25%, Maturing March 5, 2014	$	818,833
		St. John Knits International, Inc.
	505	Term Loan, 10.00%, Maturing March 23, 2012		378,397


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		The William Carter Co.
	622	Term Loan, 1.81%, Maturing July 14, 2012	$	606,556

			$	1,803,786

Conglomerates — 4.6%
		Amsted Industries, Inc.
	1,680	Term Loan, 2.53%, Maturing October 15, 2010	$	1,576,037
		Blount, Inc.
	249	Term Loan, 2.06%, Maturing August 9, 2010		233,946
		Doncasters (Dunde HoldCo 4 Ltd.)
	428	Term Loan, 2.79%, Maturing July 13, 2015		298,517
	428	Term Loan, 3.29%, Maturing July 13, 2015		298,517
GBP	500	Term Loan - Second Lien, 5.09%, Maturing January 13, 2016		390,468
		GenTek, Inc.
	496	Term Loan, 2.54%, Maturing February 25, 2011		459,368
		Jarden Corp.
	988	Term Loan, 2.35%, Maturing January 24, 2012		966,452
	1,753	Term Loan, 2.35%, Maturing January 24, 2012		1,714,909
		Johnson Diversey, Inc.
	1,605	Term Loan, 3.02%, Maturing December 16, 2011		1,570,457
		Manitowoc Company, Inc. (The)
	1,742	Term Loan, 7.50%, Maturing August 21, 2014		1,584,221
		Polymer Group, Inc.
	2,287	Term Loan, 2.67%, Maturing November 22, 2012		2,166,970
		RBS Global, Inc.
	786	Term Loan, 2.31%, Maturing July 19, 2013		707,554
	3,785	Term Loan, 2.96%, Maturing July 19, 2013		3,444,201
		RGIS Holdings, LLC
	2,710	Term Loan, 3.04%, Maturing April 30, 2014		2,317,320
	136	Term Loan, 3.10%, Maturing April 30, 2014		115,866
		US Investigations Services, Inc.
	1,000	Term Loan, 3.36%, Maturing February 21, 2015		895,625
		Vertrue, Inc.
	822	Term Loan, 3.60%, Maturing August 16, 2014		657,781

			$	19,398,209

Containers and Glass Products — 4.5%
		Berry Plastics Corp.
	1,995	Term Loan, 2.30%, Maturing April 3, 2015	$	1,701,149
		Consolidated Container Co.
	1,000	Term Loan - Second Lien, 5.79%, Maturing September 28, 2014		730,000
		Crown Americas, Inc.
	606	Term Loan, 2.04%, Maturing November 15, 2012		593,367
		Graham Packaging Holdings Co.
	1,192	Term Loan, 2.56%, Maturing October 7, 2011		1,151,386
	1,948	Term Loan, 6.75%, Maturing April 5, 2014		1,947,750
		Graphic Packaging International, Inc.
	4,476	Term Loan, 2.52%, Maturing May 16, 2014		4,269,558
	478	Term Loan, 3.26%, Maturing May 16, 2014		461,430
		JSG Acquisitions
	1,845	Term Loan, 2.42%, Maturing December 31, 2013		1,771,778
	1,845	Term Loan, 2.67%, Maturing December 13, 2014		1,771,777
		Owens-Brockway Glass Container
	1,556	Term Loan, 1.79%, Maturing June 14, 2013		1,499,535


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Smurfit-Stone Container Corp.
	487	Revolving Loan, 3.05%, Maturing December 31, 2009	$	463,102
	1,470	Term Loan, 2.89%, Maturing November 1, 2009		1,396,274
	191	Term Loan, 2.57%, Maturing November 1, 2011		181,156
	336	Term Loan, 2.57%, Maturing November 1, 2011		317,261
	633	Term Loan, 2.57%, Maturing November 1, 2011		599,171
	295	Term Loan, 4.50%, Maturing November 1, 2011		278,781

			$	19,133,475

Cosmetics/Toiletries — 0.6%
		American Safety Razor Co.
	489	Term Loan, 2.71%, Maturing July 31, 2013	$	464,820
	900	Term Loan - Second Lien, 6.54%, Maturing July 31, 2014		648,000
		KIK Custom Products, Inc.
	975	Term Loan - Second Lien, 5.29%, Maturing November 30, 2014		446,062
		Prestige Brands, Inc.
	1,158	Term Loan, 2.54%, Maturing April 7, 2011		1,137,507

			$	2,696,389

Drugs — 0.8%
		Graceway Pharmaceuticals, LLC
	696	Term Loan, 3.04%, Maturing May 3, 2012	$	555,062
	275	Term Loan, 8.54%, Maturing November 3, 2013		68,750
	2,000	Term Loan - Second Lien, 6.79%, Maturing May 3, 2013		800,000
		Pharmaceutical Holdings Corp.
	340	Term Loan, 3.56%, Maturing January 30, 2012		311,320
		Warner Chilcott Corp.
	444	Term Loan, 2.29%, Maturing January 18, 2012		432,862
	1,265	Term Loan, 2.46%, Maturing January 18, 2012		1,234,249

			$	3,402,243

Ecological Services and Equipment — 1.4%
		Blue Waste B.V. (AVR Acquisition)
EUR	1,000	Term Loan, 2.79%, Maturing April 1, 2015	$	1,275,643
		Cory Environmental Holdings
GBP	500	Term Loan - Second Lien, 5.49%, Maturing September 30, 2014		522,016
		Environmental Systems Products Holdings, Inc.
	1,064	Term Loan - Second Lien, 13.50%, Maturing December 12, 2010		818,186
		Kemble Water Structure, Ltd.
GBP	1,250	Term Loan - Second Lien, 5.63%, Maturing October 13, 2013		1,363,206
		Sensus Metering Systems, Inc.
	2,074	Term Loan, 7.00%, Maturing June 3, 2013		2,053,174

			$	6,032,225

Electronics/ Electrical — 4.1%
		Aspect Software, Inc.
	889	Term Loan, 3.31%, Maturing July 11, 2011	$	773,088
	1,800	Term Loan - Second Lien, 7.38%, Maturing July 11, 2013		976,500
		FCI International S.A.S.
	207	Term Loan, 3.41%, Maturing November 1, 2013		140,650
	207	Term Loan, 3.41%, Maturing November 1, 2013		140,650
	215	Term Loan, 3.41%, Maturing November 1, 2013		146,096
	215	Term Loan, 3.41%, Maturing November 1, 2013		146,096
		Freescale Semiconductor, Inc.
	2,992	Term Loan, 2.06%, Maturing December 1, 2013		2,222,832
		Infor Enterprise Solutions Holdings
	1,510	Term Loan, 4.04%, Maturing July 28, 2012		1,298,621
	2,894	Term Loan, 4.04%, Maturing July 28, 2012		2,489,023
	500	Term Loan, 5.79%, Maturing March 2, 2014		277,500
	183	Term Loan - Second Lien, 6.54%, Maturing March 2, 2014		96,250
	317	Term Loan - Second Lien, 6.54%, Maturing March 2, 2014		174,167


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Network Solutions, LLC
	672	Term Loan, 2.84%, Maturing March 7, 2014	$	586,334
		Open Solutions, Inc.
	2,053	Term Loan, 2.63%, Maturing January 23, 2014		1,463,703
		Sensata Technologies Finance Co.
	2,736	Term Loan, 2.25%, Maturing April 27, 2013		2,305,638
		Spectrum Brands, Inc.
	105	Term Loan, 2.60%, Maturing March 30, 2013		96,141
	2,084	Term Loan, 6.25%, Maturing March 30, 2013		1,910,256
		VeriFone, Inc.
	705	Term Loan, 3.04%, Maturing October 31, 2013		673,514
		Vertafore, Inc.
	1,207	Term Loan, 3.16%, Maturing January 31, 2012		1,152,764

			$	17,069,823

Equipment Leasing — 0.4%
		AWAS Capital, Inc.
	1,630	Term Loan - Second Lien, 6.63%, Maturing March 22, 2013	$	745,732
		Hertz Corp.
	1,078	Term Loan, 2.05%, Maturing December 21, 2012		1,020,546
	15	Term Loan, 2.36%, Maturing December 21, 2012		14,015

			$	1,780,293

Farming/ Agriculture — 0.7%
		BF Bolthouse HoldCo, LLC
	1,150	Term Loan - Second Lien, 5.79%, Maturing December 16, 2013	$	999,063
		Central Garden & Pet Co.
	1,858	Term Loan, 1.79%, Maturing February 28, 2014		1,727,781

			$	2,726,844

Financial Intermediaries — 2.1%
		Citco III, Ltd.
	2,612	Term Loan, 2.85%, Maturing June 30, 2014	$	1,828,333
		Grosvenor Capital Management
	1,429	Term Loan, 2.31%, Maturing December 5, 2013		1,236,130
		Jupiter Asset Management Group
GBP	405	Term Loan, 3.11%, Maturing June 30, 2015		512,280
		LPL Holdings, Inc.
	4,001	Term Loan, 2.19%, Maturing December 18, 2014		3,670,471
		Nuveen Investments, Inc.
	1,359	Term Loan, 3.39%, Maturing November 2, 2014		1,108,260
		Oxford Acquisition III, Ltd.
	898	Term Loan, 2.50%, Maturing May 24, 2014		480,661
		RJO Holdings Corp. (RJ O’Brien)
	450	Term Loan, 3.30%, Maturing July 31, 2014		198,210

			$	9,034,345

Food Products — 4.1%
		Acosta, Inc.
	3,009	Term Loan, 2.54%, Maturing July 28, 2013	$	2,862,143
		Advantage Sales & Marketing, Inc.
	1,687	Term Loan, 2.31%, Maturing March 29, 2013		1,611,694
		Dean Foods Co.
	3,389	Term Loan, 1.97%, Maturing April 2, 2014		3,269,274
		Dole Food Company, Inc.
	108	Term Loan, 7.37%, Maturing April 12, 2013		108,724
	188	Term Loan, 8.00%, Maturing April 12, 2013		190,060
	702	Term Loan, 8.00%, Maturing April 12, 2013		708,181
		Pinnacle Foods Finance, LLC
	4,712	Term Loan, 3.06%, Maturing April 2, 2014		4,311,578


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Provimi Group SA
	205	Term Loan, 2.54%, Maturing June 28, 2015	$	161,262
	252	Term Loan, 2.54%, Maturing June 28, 2015		198,453
EUR	265	Term Loan, 2.79%, Maturing June 28, 2015		297,289
EUR	439	Term Loan, 2.79%, Maturing June 28, 2015		491,683
EUR	457	Term Loan, 2.79%, Maturing June 28, 2015		512,341
EUR	598	Term Loan, 2.79%, Maturing June 28, 2015		670,219
EUR	24	Term Loan - Second Lien, 4.79%, Maturing June 28, 2015		12,695
EUR	697	Term Loan - Second Lien, 2.28%, Maturing December 28, 2016⁽⁵⁾		366,148
	148	Term Loan - Second Lien, 4.54%, Maturing December 28, 2016		54,601
		Reddy Ice Group, Inc.
	1,970	Term Loan, 2.04%, Maturing August 9, 2012		1,592,416

			$	17,418,761

Food Service — 3.5%
		AFC Enterprises, Inc.
	417	Term Loan, 2.63%, Maturing May 11, 2011	$	412,585
		Aramark Corp.
	358	Term Loan, 1.73%, Maturing January 26, 2014		340,936
	5,642	Term Loan, 2.47%, Maturing January 26, 2014		5,366,564
GBP	975	Term Loan, 3.33%, Maturing January 27, 2014		1,514,681
		Buffets, Inc.
	983	Term Loan, 15.29%, Maturing April 30, 2012		950,780
	106	Term Loan, 7.85%, Maturing November 1, 2013⁽³⁾		49,649
	499	Term Loan - Second Lien, 19.12%, Maturing November 1, 2013⁽³⁾		233,229
		CBRL Group, Inc.
	1,655	Term Loan, 2.52%, Maturing April 27, 2013		1,579,862
		NPC International, Inc.
	350	Term Loan, 2.22%, Maturing May 3, 2013		322,199
		OSI Restaurant Partners, LLC
	186	Term Loan, 3.05%, Maturing May 9, 2013		142,554
	2,146	Term Loan, 2.63%, Maturing May 9, 2014		1,646,711
		QCE Finance, LLC
	1,216	Term Loan, 2.88%, Maturing May 5, 2013		927,319
	950	Term Loan - Second Lien, 6.35%, Maturing November 5, 2013		498,750
		Sagittarius Restaurants, LLC
	354	Term Loan, 10.25%, Maturing March 29, 2013		297,561
		Selecta
EUR	741	Term Loan - Second Lien, 5.34%, Maturing December 28, 2015		303,743

			$	14,587,123

Food/Drug Retailers — 4.4%
		General Nutrition Centers, Inc.
	4,836	Term Loan, 2.73%, Maturing September 16, 2013	$	4,421,735
		Iceland Foods Group, Ltd.
GBP	267	Term Loan, 2.36%, Maturing May 2, 2014		436,108
GBP	1,250	Term Loan, 3.11%, Maturing May 2, 2015		2,042,821
		Pantry, Inc. (The)
	224	Term Loan, 1.79%, Maturing May 15, 2014		209,947
	777	Term Loan, 1.79%, Maturing May 15, 2014		729,235
		Rite Aid Corp.
	6,320	Term Loan, 2.05%, Maturing June 1, 2014		5,259,820
	1,067	Term Loan, 6.00%, Maturing June 4, 2014		964,245
	1,000	Term Loan, 9.50%, Maturing June 4, 2014		1,030,000
		Roundy’s Supermarkets, Inc.
	3,340	Term Loan, 3.05%, Maturing November 3, 2011		3,253,944

			$	18,347,855

Forest Products — 2.9%
		Appleton Papers, Inc.
	1,822	Term Loan, 6.50%, Maturing June 5, 2014	$	1,594,012


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Georgia-Pacific Corp.
	1,084	Term Loan, 2.31%, Maturing December 20, 2012	$	1,048,709
	5,978	Term Loan, 2.59%, Maturing December 20, 2012		5,783,964
	1,571	Term Loan, 3.77%, Maturing December 23, 2014		1,537,326
		Newpage Corp.
	1,758	Term Loan, 4.06%, Maturing December 5, 2014		1,528,318
		Xerium Technologies, Inc.
	1,215	Term Loan, 6.10%, Maturing May 18, 2012		783,956

			$	12,276,285

Healthcare — 16.1%
		Accellent, Inc.
	2,264	Term Loan, 3.17%, Maturing November 22, 2012	$	2,060,017
		Alliance Imaging, Inc.
	480	Term Loan, 3.14%, Maturing December 29, 2011		465,023
		American Medical Systems
	860	Term Loan, 2.56%, Maturing July 20, 2012		834,463
		AMN Healthcare, Inc.
	179	Term Loan, 2.35%, Maturing November 2, 2011		168,855
		AMR HoldCo, Inc.
	1,093	Term Loan, 2.30%, Maturing February 10, 2012		1,046,809
		Biomet, Inc.
	1,783	Term Loan, 3.58%, Maturing December 26, 2014		1,693,788
EUR	1,204	Term Loan, 3.98%, Maturing December 26, 2014		1,637,385
		Bright Horizons Family Solutions, Inc.
	940	Term Loan, 7.50%, Maturing May 15, 2015		889,713
		Cardinal Health 409, Inc.
	4,204	Term Loan, 2.54%, Maturing April 10, 2014		3,601,695
		Carestream Health, Inc.
	2,669	Term Loan, 2.29%, Maturing April 30, 2013		2,465,639
	1,000	Term Loan - Second Lien, 5.54%, Maturing October 30, 2013		666,563
		Carl Zeiss Vision Holding GmbH
	1,300	Term Loan, 2.79%, Maturing March 23, 2015		643,500
		Community Health Systems, Inc.
	475	Term Loan, 2.54%, Maturing July 25, 2014		447,628
	9,313	Term Loan, 2.90%, Maturing July 25, 2014		8,772,029
		Concentra, Inc.
	612	Term Loan - Second Lien, 6.85%, Maturing June 25, 2015⁽³⁾		418,922
		ConMed Corp.
	464	Term Loan, 1.79%, Maturing April 13, 2013		422,366
		Convatec Cidron Healthcare
EUR	746	Term Loan, 5.01%, Maturing July 30, 2016		1,033,210
		CRC Health Corp.
	484	Term Loan, 2.85%, Maturing February 6, 2013		391,893
	486	Term Loan, 2.85%, Maturing February 6, 2013		393,863
		Dako EQT Project Delphi
	500	Term Loan - Second Lien, 4.35%, Maturing December 12, 2016		210,834
		DaVita, Inc.
	548	Term Loan, 1.88%, Maturing October 5, 2012		526,077
		DJO Finance, LLC
	788	Term Loan, 3.41%, Maturing May 15, 2014		738,094
		Fenwal, Inc.
	500	Term Loan - Second Lien, 5.92%, Maturing August 28, 2014		341,250
		Fresenius Medical Care Holdings
	493	Term Loan, 1.97%, Maturing March 31, 2013		478,148
		Hanger Orthopedic Group, Inc.
	703	Term Loan, 2.29%, Maturing May 30, 2013		657,438
		HCA, Inc.
	9,547	Term Loan, 2.85%, Maturing November 18, 2013		8,979,719


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Health Management Association, Inc.
	4,651	Term Loan, 2.35%, Maturing February 28, 2014	$	4,330,577
		HealthSouth Corp.
	2,294	Term Loan, 2.54%, Maturing March 10, 2013		2,192,215
		Iasis Healthcare, LLC
	78	Term Loan, 2.28%, Maturing March 14, 2014		73,033
	289	Term Loan, 2.29%, Maturing March 14, 2014		271,133
	836	Term Loan, 2.29%, Maturing March 14, 2014		783,498
		Ikaria Acquisition, Inc.
	488	Term Loan, 2.65%, Maturing March 28, 2013		444,267
		IM U.S. Holdings, LLC
	985	Term Loan, 2.42%, Maturing June 26, 2014		948,810
	625	Term Loan - Second Lien, 4.54%, Maturing June 26, 2015		582,031
		Invacare Corp.
	513	Term Loan, 2.54%, Maturing February 12, 2013		461,250
		LifePoint Hospitals, Inc.
	2,022	Term Loan, 2.30%, Maturing April 15, 2012		1,943,425
		MultiPlan Merger Corp.
	1,042	Term Loan, 2.81%, Maturing April 12, 2013		994,006
	1,457	Term Loan, 2.81%, Maturing April 12, 2013		1,390,025
		Mylan, Inc.
	1,582	Term Loan, 3.81%, Maturing October 2, 2014		1,541,184
		National Mentor Holdings, Inc.
	62	Term Loan, 2.44%, Maturing June 29, 2013		52,873
	1,007	Term Loan, 2.60%, Maturing June 29, 2013		864,554
		National Renal Institutes, Inc.
	819	Term Loan, 5.63%, Maturing March 31, 2013⁽³⁾		594,082
		Physiotherapy Associates, Inc.
	748	Term Loan, 7.50%, Maturing June 27, 2013		489,942
		RadNet Management, Inc.
	1,036	Term Loan, 4.59%, Maturing November 15, 2012		958,536
		ReAble Therapeutics Finance, LLC
	2,514	Term Loan, 2.47%, Maturing November 16, 2013		2,451,305
		Renal Advantage, Inc.
	1	Term Loan, 3.09%, Maturing October 5, 2012		781
		Select Medical Holdings Corp.
	3,105	Term Loan, 2.72%, Maturing February 24, 2012		2,968,168
		Sunrise Medical Holdings, Inc.
	416	Term Loan, 6.31%, Maturing May 13, 2010		238,956
		TZ Merger Sub., Inc. (TriZetto)
	748	Term Loan, 7.50%, Maturing July 24, 2015		733,153
		Vanguard Health Holding Co., LLC
	2,139	Term Loan, 2.54%, Maturing September 23, 2011		2,070,724
		Viant Holdings, Inc.
	505	Term Loan, 2.85%, Maturing June 25, 2014		439,720

			$	67,803,169

Home Furnishings — 1.6%
		Hunter Fan Co.
	428	Term Loan, 2.81%, Maturing April 16, 2014	$	272,654
		Interline Brands, Inc.
	525	Term Loan, 1.98%, Maturing June 23, 2013		474,928
	936	Term Loan, 1.98%, Maturing June 23, 2013		846,664
		National Bedding Co., LLC
	1,472	Term Loan, 2.31%, Maturing August 31, 2011		1,284,624
	2,050	Term Loan - Second Lien, 5.31%, Maturing August 31, 2012		1,359,833
		Simmons Co.
	2,799	Term Loan, 10.50%, Maturing December 19, 2011		2,659,411
	1,047	Term Loan, 8.22%, Maturing February 15, 2012⁽³⁾		31,411

			$	6,929,525


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
Industrial Equipment — 3.8%
		Brand Energy and Infrastructure Services, Inc.
	786	Term Loan, 3.67%, Maturing February 7, 2014	$	735,892
		CEVA Group PLC U.S.
	2,240	Term Loan, 3.29%, Maturing January 4, 2014		1,672,801
	3,474	Term Loan, 3.29%, Maturing January 4, 2014		2,594,004
	1,006	Term Loan, 3.60%, Maturing January 4, 2014		722,423
		EPD Holdings (Goodyear Engineering Products)
	146	Term Loan, 2.55%, Maturing July 13, 2014		99,423
	1,021	Term Loan, 2.55%, Maturing July 13, 2014		694,198
	775	Term Loan - Second Lien, 6.05%, Maturing July 13, 2015		308,062
		FR Brand Acquisition Corp.
	733	Term Loan, 2.60%, Maturing February 7, 2014		679,973
		Generac Acquisition Corp.
	1,744	Term Loan, 2.81%, Maturing November 7, 2013		1,369,277
	500	Term Loan - Second Lien, 6.31%, Maturing April 7, 2014		282,500
		Gleason Corp.
	138	Term Loan, 2.42%, Maturing June 30, 2013		129,412
	568	Term Loan, 2.42%, Maturing June 30, 2013		531,457
		Jason, Inc.
	399	Term Loan, 5.35%, Maturing April 30, 2010		199,261
		John Maneely Co.
	2,672	Term Loan, 3.63%, Maturing December 8, 2013		2,092,513
		KION Group GmbH
	250	Term Loan, 2.29%, Maturing December 23, 2014		156,250
	250	Term Loan, 2.79%, Maturing December 23, 2015		156,250
		Polypore, Inc.
	2,965	Term Loan, 2.56%, Maturing July 3, 2014		2,801,452
		Sequa Corp.
	794	Term Loan, 3.84%, Maturing November 30, 2014		649,376
		TFS Acquisition Corp.
	681	Term Loan, 5.10%, Maturing August 11, 2013		314,847

			$	16,189,371

Insurance — 3.3%
		AmWINS Group, Inc.
	987	Term Loan, 3.14%, Maturing June 8, 2013	$	635,642
	500	Term Loan - Second Lien, 6.11%, Maturing June 8, 2014		200,000
		Applied Systems, Inc.
	1,231	Term Loan, 2.79%, Maturing September 26, 2013		1,138,917
		CCC Information Services Group, Inc.
	1,563	Term Loan, 2.54%, Maturing February 10, 2013		1,501,524
		Conseco, Inc.
	3,434	Term Loan, 6.50%, Maturing October 10, 2013		2,506,598
		Crawford & Company
	1,211	Term Loan, 3.10%, Maturing October 31, 2013		1,041,890
		Crump Group, Inc.
	838	Term Loan, 3.29%, Maturing August 4, 2014		678,422
		Getty Images, Inc.
	1,987	Term Loan, 6.25%, Maturing July 2, 2015		2,007,215
		Hub International Holdings, Inc.
	498	Term Loan, 2.79%, Maturing June 13, 2014		459,319
	2,217	Term Loan, 2.79%, Maturing June 13, 2014		2,043,990
		U.S.I. Holdings Corp.
	1,813	Term Loan, 3.35%, Maturing May 4, 2014		1,541,050

			$	13,754,567

Leisure Goods/Activities/ Movies — 8.2%
		24 Hour Fitness Worldwide, Inc.
	1,621	Term Loan, 2.94%, Maturing June 8, 2012	$	1,401,787


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		AMC Entertainment, Inc.
	3,797	Term Loan, 1.79%, Maturing January 26, 2013	$	3,612,453
		AMF Bowling Worldwide, Inc.
	1,000	Term Loan - Second Lien, 6.55%, Maturing December 8, 2013		525,000
		Bombardier Recreational Products
	1,823	Term Loan, 3.30%, Maturing June 28, 2013		1,303,291
		Butterfly Wendel US, Inc.
	280	Term Loan, 3.05%, Maturing June 22, 2013		166,816
	280	Term Loan, 2.80%, Maturing June 22, 2014		166,870
		Carmike Cinemas, Inc.
	893	Term Loan, 4.10%, Maturing May 19, 2012		843,512
	720	Term Loan, 4.49%, Maturing May 19, 2012		680,212
		Cedar Fair, L.P.
	1,426	Term Loan, 2.29%, Maturing August 30, 2012		1,397,380
		Cinemark, Inc.
	3,514	Term Loan, 2.23%, Maturing October 5, 2013		3,376,564
		Deluxe Entertainment Services
	1,030	Term Loan, 2.67%, Maturing January 28, 2011		937,003
	59	Term Loan, 2.85%, Maturing January 28, 2011		53,740
	104	Term Loan, 2.85%, Maturing January 28, 2011		94,808
		Easton-Bell Sports, Inc.
	1,228	Term Loan, 2.26%, Maturing March 16, 2012		1,138,708
		Fender Musical Instruments Corp.
	332	Term Loan, 2.54%, Maturing June 9, 2014		252,478
	654	Term Loan, 2.85%, Maturing June 9, 2014		497,359
		Mega Blocks, Inc.
	1,584	Term Loan, 9.75%, Maturing July 26, 2012		629,640
		Metro-Goldwyn-Mayer Holdings, Inc.
	4,811	Term Loan, 3.54%, Maturing April 8, 2012		2,790,380
		National CineMedia, LLC
	2,750	Term Loan, 2.38%, Maturing February 13, 2015		2,591,875
		Regal Cinemas Corp.
	4,174	Term Loan, 4.35%, Maturing November 10, 2010		4,146,118
		Revolution Studios Distribution Co., LLC
	1,006	Term Loan, 4.04%, Maturing December 21, 2014		915,167
	800	Term Loan - Second Lien, 7.29%, Maturing June 21, 2015		460,000
		Six Flags Theme Parks, Inc.
	1,105	Term Loan, 2.66%, Maturing April 30, 2015		1,078,482
		Southwest Sports Group, LLC
	1,875	Term Loan, 6.75%, Maturing December 22, 2010		1,664,062
		Universal City Development Partners, Ltd.
	1,721	Term Loan, 6.00%, Maturing June 9, 2011		1,693,374
		Zuffa, LLC
	2,346	Term Loan, 2.38%, Maturing June 20, 2016		2,052,397

			$	34,469,476

Lodging and Casinos — 2.1%
		Ameristar Casinos, Inc.
	1,062	Term Loan, 3.76%, Maturing November 10, 2012	$	1,034,963
		Harrah’s Operating Co.
	1,326	Term Loan, 3.50%, Maturing January 28, 2015		1,066,087
		LodgeNet Entertainment Corp.
	2,052	Term Loan, 2.59%, Maturing April 4, 2014		1,769,962
		New World Gaming Partners, Ltd.
	204	Term Loan, 3.10%, Maturing June 30, 2014		133,395
	1,006	Term Loan, 3.10%, Maturing June 30, 2014		658,616
		Penn National Gaming, Inc.
	370	Term Loan, 2.08%, Maturing October 3, 2012		363,145


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Venetian Casino Resort/ Las Vegas Sands, Inc.
	856	Term Loan, 2.09%, Maturing May 14, 2014	$	678,229
	3,391	Term Loan, 2.09%, Maturing May 23, 2014		2,685,514
		Wimar OpCo, LLC
	1,883	Term Loan, 0.00%, Maturing January 3, 2012⁽²⁾		555,576

			$	8,945,487

Nonferrous Metals/Minerals — 2.0%
		Alpha Natural Resources, LLC
	816	Term Loan, 2.13%, Maturing October 26, 2012	$	807,778
		Euramax International, Inc.
	307	Term Loan, 10.00%, Maturing June 29, 2013⁽³⁾		115,755
	296	Term Loan, 14.00%, Maturing June 29, 2013⁽³⁾		111,571
		Murray Energy Corp.
	851	Term Loan, 6.94%, Maturing January 28, 2010		825,310
		Noranda Aluminum Acquisition
	2,092	Term Loan, 2.29%, Maturing May 18, 2014		1,474,761
		Novelis, Inc.
	620	Term Loan, 2.29%, Maturing June 28, 2014		557,365
	1,364	Term Loan, 2.43%, Maturing June 28, 2014		1,226,228
		Oxbow Carbon and Mineral Holdings
	296	Term Loan, 2.29%, Maturing May 8, 2014		272,642
	3,107	Term Loan, 2.41%, Maturing May 8, 2014		2,858,875

			$	8,250,285

Oil and Gas — 2.9%
		Atlas Pipeline Partners, L.P.
	937	Term Loan, 6.75%, Maturing July 20, 2014	$	908,547
		Big West Oil, LLC
	315	Term Loan, 4.50%, Maturing May 1, 2014		283,481
	399	Term Loan, 4.50%, Maturing May 1, 2014		358,875
		Dresser, Inc.
	1,432	Term Loan, 3.10%, Maturing May 4, 2014		1,337,652
	1,000	Term Loan - Second Lien, 6.04%, Maturing May 4, 2015		770,833
		Dynegy Holdings, Inc.
	187	Term Loan, 1.79%, Maturing April 2, 2013		181,508
	2,310	Term Loan, 1.79%, Maturing April 2, 2013		2,241,001
		Enterprise GP Holdings, L.P.
	1,114	Term Loan, 2.68%, Maturing October 31, 2014		1,090,779
		Hercules Offshore, Inc.
	1,000	Term Loan, Maturing July 6, 2013⁽⁴⁾		925,000
		Niska Gas Storage
	61	Term Loan, 2.04%, Maturing May 13, 2011		57,982
	41	Term Loan, 2.04%, Maturing May 13, 2011		39,276
	594	Term Loan, 2.04%, Maturing May 12, 2013		563,970
		Precision Drilling Corp.
	1,000	Term Loan, 4.30%, Maturing December 23, 2013		985,000
		Targa Resources, Inc.
	939	Term Loan, 2.29%, Maturing October 31, 2012		922,746
	1,366	Term Loan, 2.60%, Maturing October 31, 2012		1,342,917

			$	12,009,567

Publishing — 9.1%
		American Media Operations, Inc.
	4,199	Term Loan, 10.00%, Maturing January 31, 2013⁽³⁾	$	3,366,247
		Aster Zweite Beteiligungs GmbH
	775	Term Loan, 4.01%, Maturing September 27, 2013		508,594
		CanWest MediaWorks, Ltd.
	786	Term Loan, 4.75%, Maturing July 10, 2014		412,650
		Dex Media West, LLC
	1,709	Term Loan, 7.00%, Maturing October 24, 2014		1,392,023


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		GateHouse Media Operating, Inc.
	2,078	Term Loan, 2.29%, Maturing August 28, 2014	$	525,503
	872	Term Loan, 2.30%, Maturing August 28, 2014		220,425
	675	Term Loan, 2.55%, Maturing August 28, 2014		170,678
		Idearc, Inc.
	7,082	Term Loan, 0.00%, Maturing November 17, 2014⁽²⁾		3,269,524
		Laureate Education, Inc.
	349	Term Loan, 3.75%, Maturing August 17, 2014		308,663
	2,332	Term Loan, 3.75%, Maturing August 17, 2014		2,062,441
		Local Insight Regatta Holdings, Inc.
	1,635	Term Loan, 6.25%, Maturing April 23, 2015		1,013,688
		MediaNews Group, Inc.
	703	Term Loan, 6.79%, Maturing August 2, 2013		142,943
		Merrill Communications, LLC
	1,225	Term Loan, 8.50%, Maturing December 24, 2012		882,223
	1,001	Term Loan - Second Lien, 14.75%, Maturing November 15, 2013⁽³⁾		530,530
		Nebraska Book Co., Inc.
	1,373	Term Loan, 9.25%, Maturing March 4, 2011		1,359,397
		Nelson Education, Ltd.
	491	Term Loan, 3.10%, Maturing July 5, 2014		358,613
		Nielsen Finance, LLC
	5,950	Term Loan, 2.30%, Maturing August 9, 2013		5,548,174
	1,000	Term Loan, 0.00%, Maturing May 1, 2016⁽⁴⁾		943,750
		PagesJaunes Group, SA
EUR	500	Term Loan, 4.90%, Maturing April 10, 2016		241,707
		Philadelphia Newspapers, LLC
	708	Term Loan, 0.00%, Maturing June 29, 2013⁽²⁾		155,777
		R.H. Donnelley Corp.
	2,645	Term Loan, 6.75%, Maturing June 30, 2010		2,040,910
		Reader’s Digest Association, Inc. (The)
	6,710	Term Loan, 2.64%, Maturing March 2, 2014		3,321,686
		SGS International, Inc.
	634	Term Loan, 2.92%, Maturing December 30, 2011		576,551
		Source Interlink Companies, Inc.
	916	Term Loan, 10.75%, Maturing June 18, 2013		755,668
	458	Term Loan, 15.00%, Maturing June 18, 2013⁽³⁾		82,436
		Trader Media Corp.
GBP	1,315	Term Loan, 2.89%, Maturing March 23, 2015		1,563,104
		Tribune Co.
	1,547	Term Loan, 0.00%, Maturing April 10, 2010⁽²⁾		632,900
	1,935	Term Loan, 0.00%, Maturing May 17, 2014⁽²⁾		797,864
	2,990	Term Loan, 0.00%, Maturing May 17, 2014⁽²⁾		1,153,466
		Xsys, Inc.
	1,801	Term Loan, 4.01%, Maturing September 27, 2013		1,181,665
	1,828	Term Loan, 4.01%, Maturing September 27, 2014		1,199,842
		Yell Group, PLC
	2,600	Term Loan, 3.29%, Maturing February 10, 2013		1,573,000

			$	38,292,642

Radio and Television — 5.3%
		Block Communications, Inc.
	820	Term Loan, 2.60%, Maturing December 22, 2011	$	713,618
		Citadel Broadcasting Corp.
	1,000	Term Loan, 2.34%, Maturing June 12, 2014		567,500
		CMP KC, LLC
	959	Term Loan, 6.25%, Maturing May 5, 2013⁽⁶⁾		275,143
		CMP Susquehanna Corp.
	1,574	Term Loan, 2.31%, Maturing May 5, 2013		858,098
		Discovery Communications, Inc.
	998	Term Loan, 5.25%, Maturing May 14, 2014		1,013,709


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Emmis Operating Co.
	762	Term Loan, 2.60%, Maturing November 2, 2013	$	508,057
		Gray Television, Inc.
	1,086	Term Loan, 3.81%, Maturing January 19, 2015		693,689
		HIT Entertainment, Inc.
	750	Term Loan, 3.26%, Maturing March 20, 2012		609,647
		Intelsat Corp.
	2,447	Term Loan, 2.80%, Maturing January 3, 2014		2,340,215
	2,447	Term Loan, 2.80%, Maturing January 3, 2014		2,340,215
	2,447	Term Loan, 2.80%, Maturing January 3, 2014		2,340,927
		Ion Media Networks, Inc.
	332	DIP Loan, 10.17%, Maturing May 29, 2010⁽⁵⁾		327,926
	2,500	Term Loan, 0.00%, Maturing January 15, 2012⁽²⁾		675,000
		NEP II, Inc.
	611	Term Loan, 2.54%, Maturing February 16, 2014		537,617
		Nexstar Broadcasting, Inc.
	1,667	Term Loan, 2.24%, Maturing October 1, 2012		1,254,632
	1,763	Term Loan, 2.35%, Maturing October 1, 2012		1,326,588
		NextMedia Operating, Inc.
	68	Term Loan, 8.25%, Maturing November 15, 2012		45,854
	153	Term Loan, 8.25%, Maturing November 15, 2012		103,172
		Raycom TV Broadcasting, LLC
	875	Term Loan, 1.81%, Maturing June 25, 2014		656,250
		SFX Entertainment
	1,046	Term Loan, 3.72%, Maturing June 21, 2013		978,416
		Sirius Satellite Radio, Inc.
	491	Term Loan, 2.56%, Maturing December 19, 2012		433,528
		Univision Communications, Inc.
	4,200	Term Loan, 2.54%, Maturing September 29, 2014		3,401,126
		Young Broadcasting, Inc.
	709	Term Loan, 0.00%, Maturing November 3, 2012⁽²⁾		354,638

			$	22,355,565

Rail Industries — 0.4%
		Kansas City Southern Railway Co.
	1,964	Term Loan, 2.30%, Maturing April 26, 2013	$	1,826,752

			$	1,826,752

Retailers (Except Food and Drug) — 3.3%
		American Achievement Corp.
	211	Term Loan, 6.26%, Maturing March 25, 2011	$	181,583
		Amscan Holdings, Inc.
	489	Term Loan, 2.88%, Maturing May 25, 2013		431,322
		Cumberland Farms, Inc.
	1,525	Term Loan, 2.44%, Maturing September 29, 2013		1,392,003
		Educate, Inc.
	500	Term Loan - Second Lien, 5.85%, Maturing June 14, 2014		435,000
		FTD, Inc.
	1,369	Term Loan, 6.75%, Maturing July 31, 2014		1,339,896
		Harbor Freight Tools USA, Inc.
	420	Term Loan, 9.75%, Maturing July 15, 2010		406,289
		Josten’s Corp.
	1,510	Term Loan, 2.64%, Maturing October 4, 2011		1,468,223
		Orbitz Worldwide, Inc.
	1,159	Term Loan, 3.51%, Maturing July 25, 2014		843,427
		Oriental Trading Co., Inc.
	2,530	Term Loan, 9.75%, Maturing July 31, 2013		1,796,507
	1,125	Term Loan - Second Lien, 6.29%, Maturing January 31, 2013		196,875
		Rover Acquisition Corp.
	2,194	Term Loan, 2.72%, Maturing October 26, 2013		2,110,388


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Savers, Inc.
	333	Term Loan, 3.06%, Maturing August 11, 2012	$	318,222
	365	Term Loan, 3.06%, Maturing August 11, 2012		348,173
		Yankee Candle Company, Inc. (The)
	2,958	Term Loan, 2.29%, Maturing February 6, 2014		2,706,928

			$	13,974,836

Steel — 0.5%
		Algoma Acquisition Corp.
	1,534	Term Loan, 2.79%, Maturing June 20, 2013	$	1,273,428
		Niagara Corp.
	1,989	Term Loan, 7.25%, Maturing June 29, 2014		1,014,607

			$	2,288,035

Surface Transport — 0.6%
		Gainey Corp.
	1,217	Term Loan, 0.00%, Maturing April 20, 2012⁽²⁾	$	131,887
		Oshkosh Truck Corp.
	1,794	Term Loan, 6.62%, Maturing December 6, 2013		1,781,722
		Swift Transportation Co., Inc.
	804	Term Loan, 3.56%, Maturing May 10, 2014		624,471

			$	2,538,080

Telecommunications — 4.6%
		Alaska Communications Systems Holdings, Inc.
	985	Term Loan, 2.35%, Maturing February 1, 2012	$	940,083
		Asurion Corp.
	1,900	Term Loan, 3.58%, Maturing July 13, 2012		1,834,687
	1,000	Term Loan - Second Lien, 6.79%, Maturing January 13, 2013		904,167
		Centennial Cellular Operating Co., LLC
	4,446	Term Loan, 2.60%, Maturing February 9, 2011		4,433,051
		CommScope, Inc.
	1,338	Term Loan, 3.10%, Maturing November 19, 2014		1,309,424
		Intelsat Subsidiary Holding Co.
	948	Term Loan, 2.80%, Maturing July 3, 2013		903,149
		Iowa Telecommunications Services
	1,616	Term Loan, 2.31%, Maturing November 23, 2011		1,539,240
		IPC Systems, Inc.
	500	Term Loan - Second Lien, 5.56%, Maturing May 31, 2015		255,000
		Macquarie UK Broadcast Ventures, Ltd.
GBP	755	Term Loan, 2.59%, Maturing December 26, 2014		1,052,946
		NTelos, Inc.
	1,154	Term Loan, 2.54%, Maturing August 24, 2011		1,146,561
		Palm, Inc.
	761	Term Loan, 3.79%, Maturing April 24, 2014		639,607
		Stratos Global Corp.
	977	Term Loan, 3.10%, Maturing February 13, 2012		947,205
		Trilogy International Partners
	850	Term Loan, 4.10%, Maturing June 29, 2012		578,000
		Windstream Corp.
	3,028	Term Loan, 1.98%, Maturing July 17, 2013		2,937,265

			$	19,420,385

Utilities — 3.5%
		AEI Finance Holding, LLC
	270	Term Loan, 3.29%, Maturing March 30, 2012	$	229,963
	1,879	Term Loan, 3.60%, Maturing March 30, 2014		1,602,120
		Astoria Generating Co.
	1,000	Term Loan - Second Lien, 4.10%, Maturing August 23, 2013		905,833
		BRSP, LLC
	1,000	Term Loan, 7.50%, Maturing June 24, 2014		942,500


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Calpine Corp.
	2,992	DIP Loan, 3.48%, Maturing March 29, 2014	$	2,754,261
		Electricinvest Holding Co.
GBP	480	Term Loan, 5.08%, Maturing October 24, 2012		517,973
EUR	477	Term Loan - Second Lien, 5.08%, Maturing October 24, 2012		440,879
		NRG Energy, Inc.
	1,046	Term Loan, Maturing June 1, 2014⁽⁴⁾		994,515
	1,954	Term Loan, Maturing June 1, 2014⁽⁴⁾		1,857,735
		Pike Electric, Inc.
	146	Term Loan, 1.81%, Maturing July 1, 2012		132,347
	340	Term Loan, 1.81%, Maturing December 10, 2012		307,493
		TXU Texas Competitive Electric Holdings Co., LLC
	1,335	Term Loan, 3.80%, Maturing October 10, 2014		1,029,923
	3,823	Term Loan, 3.80%, Maturing October 10, 2014		2,961,413

			$	14,676,955


Total Senior Floating-Rate Interests (identified cost $716,320,836)			$	617,183,558

Corporate Bonds & Notes — 7.4%


Principal
Amount
(000’s omitted)*		Security	Value
Aerospace and Defense — 0.0%
		Alion Science and Technologies Corp.
	145	10.25%, 2/1/15	$	78,300
		Hawker Beechcraft Acquisition
	125	9.75%, 4/1/17		63,125

			$	141,425

Air Transport — 0.0%
		Continental Airlines
	194	7.033%, 6/15/11	$	152,904

			$	152,904

Automotive — 0.1%
		Altra Industrial Motion, Inc.
	335	9.00%, 12/1/11	$	332,488
		Commercial Vehicle Group, Inc., Sr. Notes
	100	8.00%, 7/1/13		57,500
		Tenneco, Inc., Sr. Notes
	40	8.125%, 11/15/15		36,500

			$	426,488

Broadcast Radio and Television — 0.0%
		Warner Music Group, Sr. Sub. Notes
	65	7.375%, 4/15/14	$	59,150

			$	59,150

Brokers, Dealers and Investment Houses — 0.0%
		Nuveen Investments, Inc., Sr. Notes
	25	10.50%, 11/15/15⁽⁷⁾	$	17,875

			$	17,875

Building and Development — 0.5%
		Grohe Holding GmbH, Variable Rate
EUR	2,000	3.871%, 1/15/14⁽⁸⁾	$	2,023,925


Principal
Amount
(000’s omitted)*		Security	Value
		Panolam Industries International, Sr. Sub. Notes
	425	10.75%, 10/1/13⁽²⁾	$	23,375
		Texas Industries, Inc., Sr. Notes
	115	7.25%, 7/15/13⁽⁷⁾		106,375

			$	2,153,675

Business Equipment and Services — 0.4%
		Affinion Group, Inc.
	95	10.125%, 10/15/13	$	94,525
	205	11.50%, 10/15/15		190,650
		Ceridian Corp., Sr. Notes
	275	11.25%, 11/15/15⁽⁷⁾		235,813
		Education Management, LLC, Sr. Notes
	390	8.75%, 6/1/14		393,412
		MediMedia USA, Inc., Sr. Sub. Notes
	170	11.375%, 11/15/14⁽⁷⁾		97,750
		Ticketmaster Entertainment, Inc.
	185	10.75%, 7/28/16		172,975
		West Corp.
	380	9.50%, 10/15/14		362,900

			$	1,548,025

Cable and Satellite Television — 0.1%
		Kabel Deutschland GmbH
	190	10.625%, 7/1/14	$	199,975
		Mediacom Broadband Corp., Sr. Notes
	120	8.50%, 10/15/15		114,600
		National Cable PLC
	40	8.75%, 4/15/14		40,600

			$	355,175

Chemicals and Plastics — 0.1%
		CII Carbon, LLC
	185	11.125%, 11/15/15⁽⁷⁾	$	148,925
		Nova Chemicals Corp., Sr. Notes, Variable Rate
	195	4.538%, 11/15/13		175,500
		Reichhold Industries, Inc., Sr. Notes
	445	9.00%, 8/15/14⁽⁷⁾		173,550
		Wellman Holdings, Inc., Sr. Sub. Notes
	438	5.00%, 1/29/19⁽⁶⁾		127,896

			$	625,871

Clothing/Textiles — 0.2%
		Levi Strauss & Co., Sr. Notes
	505	9.75%, 1/15/15	$	515,100
	75	8.875%, 4/1/16		74,812
		Perry Ellis International, Inc., Sr. Sub. Notes
	360	8.875%, 9/15/13		315,000

			$	904,912

Conglomerates — 0.1%
		RBS Global & Rexnord Corp.
	161	9.50%, 8/1/14⁽⁷⁾	$	140,875
	155	11.75%, 8/1/16		125,550

			$	266,425

Containers and Glass Products — 0.6%
		Berry Plastics Corp., Sr. Notes, Variable Rate
	2,000	4.538%, 2/15/15	$	1,810,000
		Intertape Polymer US, Inc., Sr. Sub. Notes
	310	8.50%, 8/1/14		165,850


Principal
Amount
(000’s omitted)*		Security	Value
		Pliant Corp., Sr. Notes
	345	11.625%, 6/15/09⁽³⁾⁽⁹⁾	$	257,164
		Smurfit-Stone Container Corp., Sr. Notes
	45	8.38%, 7/1/12⁽²⁾		23,400
	300	8.00%, 3/15/17⁽²⁾		152,250

			$	2,408,664

Ecological Services and Equipment — 0.2%
		Environmental Systems Product Holdings, Inc., Jr. Notes
	373	18.00%, 3/31/15⁽³⁾⁽⁶⁾	$	298,205
		Waste Services, Inc., Sr. Sub. Notes
	440	9.50%, 4/15/14		434,500

			$	732,705

Electronics/Electrical — 0.3%
		Advanced Micro Devices, Inc., Sr. Notes
	220	7.75%, 11/1/12	$	172,150
		Amkor Technologies, Inc., Sr. Notes
	50	7.75%, 5/15/13		48,750
	190	9.25%, 6/1/16		194,750
		Avago Technologies Finance
	170	10.125%, 12/1/13		177,650
	215	11.875%, 12/1/15		224,675
		NXP BV/NXP Funding, LLC, Variable Rate
	775	3.259%, 10/15/13		477,594

			$	1,295,569

Equipment Leasing — 0.0%
		Hertz Corp.
	25	8.875%, 1/1/14	$	24,188

			$	24,188

Financial Intermediaries — 0.1%
		Ford Motor Credit Co., Sr. Notes
	230	8.00%, 12/15/16	$	206,429

			$	206,429

Food Products — 0.1%
		ASG Consolidated, LLC/ASG Finance, Inc., Sr. Disc. Notes
	520	11.50%, 11/1/11	$	481,000

			$	481,000

Food Service — 0.1%
		Aramark Services, Inc.
	50	8.50%, 2/1/15	$	50,625
		El Pollo Loco, Inc.
	275	11.75%, 11/15/13		235,125
		NPC International, Inc., Sr. Sub. Notes
	320	9.50%, 5/1/14		304,000

			$	589,750

Food/Drug Retailers — 0.2%
		General Nutrition Center, Sr. Notes, Variable Rate
	665	6.404%, 3/15/14⁽³⁾	$	590,187
		General Nutrition Center, Sr. Sub. Notes
	385	10.75%, 3/15/15		363,825

			$	954,012

Forest Products — 0.1%
		Jefferson Smurfit Corp., Sr. Notes
	90	8.25%, 10/1/12⁽²⁾	$	45,900
	75	7.50%, 6/1/13⁽²⁾		37,312


Principal
Amount
(000’s omitted)*		Security	Value
		NewPage Corp.
	520	10.00%, 5/1/12	$	234,000
	165	12.00%, 5/1/13		48,675
		NewPage Corp., Variable Rate
	135	7.278%, 5/1/12		57,375
		Verso Paper Holdings, LLC/Verso Paper, Inc.
	225	11.375%, 8/1/16		77,625

			$	500,887

Healthcare — 0.6%
		Accellent, Inc.
	285	10.50%, 12/1/13	$	264,338
		AMR HoldCo, Inc./EmCare HoldCo, Inc., Sr. Sub. Notes
	325	10.00%, 2/15/15		337,187
		DJO Finance, LLC/DJO Finance Corp.
	190	10.875%, 11/15/14		180,500
		HCA, Inc.
	70	9.125%, 11/15/14		72,275
	115	9.25%, 11/15/16		120,175
		MultiPlan, Inc., Sr. Sub. Notes
	485	10.375%, 4/15/16⁽⁷⁾		468,025
		National Mentor Holdings, Inc.
	290	11.25%, 7/1/14		255,200
		Res-Care, Inc., Sr. Notes
	195	7.75%, 10/15/13		186,225
		US Oncology, Inc.
	265	9.00%, 8/15/12		270,631
	515	10.75%, 8/15/14		512,425

			$	2,666,981

Home Furnishings — 0.0%
		Interline Brands, Inc., Sr. Sub. Notes
	115	8.125%, 6/15/14	$	115,288

			$	115,288

Industrial Equipment — 0.1%
		Chart Industries, Inc., Sr. Sub. Notes
	195	9.125%, 10/15/15	$	188,175
		ESCO Corp., Sr. Notes
	145	8.625%, 12/15/13⁽⁷⁾		134,125
		ESCO Corp., Sr. Notes, Variable Rate
	145	4.504%, 12/15/13⁽⁷⁾		122,525

			$	444,825

Insurance — 0.0%
		Alliant Holdings I, Inc.
	100	11.00%, 5/1/15⁽⁷⁾	$	88,500

			$	88,500

Leisure Goods/Activities/Movies — 0.3%
		Bombardier, Inc.
	130	8.00%, 11/15/14⁽⁷⁾	$	126,100
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
	360	0.00%, 4/1/12⁽²⁾⁽⁷⁾		36
		Marquee Holdings, Inc., Sr. Disc. Notes
	665	9.505%, 8/15/14		548,625
		Royal Caribbean Cruises, Sr. Notes
	95	7.00%, 6/15/13		85,500
	35	6.875%, 12/1/13		31,150
	25	7.25%, 6/15/16		20,750
	50	7.25%, 3/15/18		39,750


Principal
Amount
(000’s omitted)*		Security	Value
		Universal City Development Partners, Sr. Notes
	240	11.75%, 4/1/10	$	239,400

			$	1,091,311

Lodging and Casinos — 0.8%
		Buffalo Thunder Development Authority
	480	9.375%, 12/15/14⁽²⁾⁽⁷⁾	$	73,200
		CCM Merger, Inc.
	325	8.00%, 8/1/13⁽⁷⁾		251,875
		Chukchansi EDA, Sr. Notes, Variable Rate
	280	4.913%, 11/15/12⁽⁷⁾		192,500
		Fontainebleau Las Vegas Casino, LLC
	485	10.25%, 6/15/15⁽²⁾⁽⁷⁾		16,975
		Galaxy Entertainment Finance
	300	9.875%, 12/15/12⁽⁷⁾		286,500
		Greektown Holdings, LLC, Sr. Notes
	95	10.75%, 12/1/13⁽²⁾⁽⁷⁾		14,725
		Host Hotels and Resorts, LP, Sr. Notes
	240	6.75%, 6/1/16		223,800
		Indianapolis Downs, LLC & Capital Corp., Sr. Notes
	85	11.00%, 11/1/12⁽⁷⁾		64,175
		Inn of the Mountain Gods, Sr. Notes
	500	12.00%, 11/15/10⁽²⁾		205,000
		Majestic HoldCo, LLC
	140	12.50%, 10/15/11⁽²⁾⁽⁷⁾		16
		MGM Mirage, Inc.
	20	7.50%, 6/1/16		14,700
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
	140	8.00%, 4/1/12		115,500
	215	7.125%, 8/15/14		151,575
	230	6.875%, 2/15/15		159,850
		OED Corp./Diamond Jo, LLC
	475	8.75%, 4/15/12		491,625
		Pinnacle Entertainment, Inc., Sr. Sub. Notes
	60	7.50%, 6/15/15		53,550
		Pokagon Gaming Authority, Sr. Notes
	102	10.375%, 6/15/14⁽⁷⁾		102,000
		San Pasqual Casino
	110	8.00%, 9/15/13⁽⁷⁾		94,050
		Seminole Hard Rock Entertainment, Variable Rate
	175	3.129%, 3/15/14⁽⁷⁾		132,125
		Tunica-Biloxi Gaming Authority, Sr. Notes
	310	9.00%, 11/15/15⁽⁷⁾		274,350
		Waterford Gaming, LLC, Sr. Notes
	289	8.625%, 9/15/14⁽⁷⁾		248,553
		Wynn Las Vegas, LLC
	110	6.625%, 12/1/14		102,575

			$	3,269,219

Nonferrous Metals/Minerals — 0.2%
		FMG Finance PTY, Ltd.
	675	10.625%, 9/1/16⁽⁷⁾	$	700,312

			$	700,312

Oil and Gas — 0.7%
		Allis-Chalmers Energy, Inc., Sr. Notes
	335	9.00%, 1/15/14	$	245,388
		Clayton Williams Energy, Inc.
	175	7.75%, 8/1/13		132,125
		Compton Pet Finance Corp.
	360	7.625%, 12/1/13		236,700


Principal
Amount
(000’s omitted)*		Security	Value
		Denbury Resources, Inc., Sr. Sub. Notes
	50	7.50%, 12/15/15	$	49,750
		El Paso Corp., Sr. Notes
	225	9.625%, 5/15/12		234,575
		Forbes Energy Services, Sr. Notes
	310	11.00%, 2/15/15		223,200
		OPTI Canada, Inc., Sr. Notes
	95	7.875%, 12/15/14		62,700
	175	8.25%, 12/15/14		116,375
		Petrohawk Energy Corp., Sr. Notes
	295	9.125%, 7/15/13		307,537
		Petroleum Development Corp., Sr. Notes
	115	12.00%, 2/15/18		102,925
		Petroplus Finance, Ltd.
	465	7.00%, 5/1/17⁽⁷⁾		399,900
		Quicksilver Resources, Inc.
	290	7.125%, 4/1/16		245,050
		SandRidge Energy, Inc., Sr. Notes
	225	8.00%, 6/1/18⁽⁷⁾		205,875
		SemGroup, L.P., Sr. Notes
	540	8.75%, 11/15/15⁽²⁾⁽⁷⁾		18,900
		SESI, LLC, Sr. Notes
	60	6.875%, 6/1/14		57,000
		Stewart & Stevenson, LLC, Sr. Notes
	335	10.00%, 7/15/14		293,125

			$	2,931,125

Publishing — 0.2%
		Dex Media West/Finance, Series B
	112	9.875%, 8/15/13⁽²⁾	$	21,000
		Harland Clarke Holdings
	35	9.50%, 5/15/15		28,262
		Local Insight Regatta Holdings, Inc.
	90	11.00%, 12/1/17		25,650
		Nielsen Finance, LLC
	515	10.00%, 8/1/14		520,150
	70	12.50%, (0.00% until 2011), 8/1/16		51,275
		Reader’s Digest Association, Inc. (The), Sr. Sub. Notes
	455	9.00%, 2/15/17⁽²⁾		29,575

			$	675,912

Rail Industries — 0.2%
		American Railcar Industry, Sr. Notes
	175	7.50%, 3/1/14	$	161,000
		Kansas City Southern Mexico, Sr. Notes
	280	7.625%, 12/1/13		253,400
	100	7.375%, 6/1/14		88,500
	190	8.00%, 6/1/15		185,250

			$	688,150

Retailers (Except Food and Drug) — 0.3%
		Amscan Holdings, Inc., Sr. Sub. Notes
	400	8.75%, 5/1/14	$	360,000
		Neiman Marcus Group, Inc.
	561	9.00%, 10/15/15		418,242
	165	10.375%, 10/15/15		119,625
		Sally Holdings, LLC
	10	9.25%, 11/15/14		10,350


Principal
Amount
(000’s omitted)*		Security	Value
		Sally Holdings, LLC, Sr. Notes
	20	10.50%, 11/15/16	$	20,700
		Yankee Acquisition Corp., Series B
	545	8.50%, 2/15/15		490,500

			$	1,419,417

Steel — 0.1%
		RathGibson, Inc., Sr. Notes
	445	11.25%, 2/15/14⁽²⁾	$	160,200
		Steel Dynamics, Inc., Sr. Notes
	60	7.375%, 11/1/12		59,850

			$	220,050

Surface Transport — 0.0%
		CEVA Group, PLC, Sr. Notes
	210	10.00%, 9/1/14⁽⁷⁾	$	156,450

			$	156,450

Telecommunications — 0.5%
		Digicel Group, Ltd., Sr. Notes
	300	9.25%, 9/1/12⁽⁷⁾	$	301,500
	882	9.125%, 1/15/15⁽⁷⁾		771,750
		Qwest Corp., Sr. Notes, Variable Rate
	925	3.879%, 6/15/13		874,125
		Windstream Corp., Sr. Notes
	190	8.125%, 8/1/13		192,850
	60	8.625%, 8/1/16		61,200

			$	2,201,425

Utilities — 0.2%
		AES Corp.
	55	8.00%, 10/15/17	$	54,175
		Edison Mission Energy, Sr. Notes
	25	7.50%, 6/15/13		22,938
		NGC Corp.
	390	7.625%, 10/15/26		251,550
		NRG Energy, Inc.
	165	7.25%, 2/1/14		162,525
	355	7.375%, 1/15/17		343,462
		Reliant Energy, Inc., Sr. Notes
	20	7.625%, 6/15/14		18,700

			$	853,350


Total Corporate Bonds & Notes (identified cost $39,206,655)			$	31,367,444

Asset-Backed Securities — 0.1%


Principal
Amount
(000’s omitted)		Security	Value
$	547	Alzette European CLO SA, Series 2004-1A, Class E2, 7.13%, 12/15/20⁽¹⁰⁾	$	32,808
	686	Avalon Capital Ltd. 3, Series 1A, Class D, 2.559%, 2/24/19^(7)(10)		27,441
	837	Babson Ltd., Series 2005-1A, Class C1, 3.081%, 4/15/19^(7)(10)		66,951
	1,000	Bryant Park CDO Ltd., Series 2005-1A, Class C, 3.181%, 1/15/19^(7)(10)		30,000
	1,000	Carlyle High Yield Partners, Series 2004-6A, Class C, 3.406%, 8/11/16^(7)(10)		100,000
	871	Centurion CDO 8 Ltd., Series 2005-8A, Class D, 6.129%, 3/8/17⁽¹⁰⁾		52,267
	750	Centurion CDO 9 Ltd., Series 2005-9A, Class D1, 5.264%, 7/17/19⁽¹⁰⁾		45,000
	750	Comstock Funding Ltd., Series 2006-1A, Class D, 4.918%, 5/30/20^(7)(10)		22,500
	1,500	Dryden Leveraged Loan, Series 2004-6A, Class C1, 3.041%, 7/30/16^(7)(10)		45,000
	1,000	First CLO Ltd., Series 2004-1A1, Class C, 2.804%, 7/27/16^(7)(10)		100,000
	1,000	Schiller Park CLO Ltd., Series 2007-1A, Class D, 2.254%, 4/25/21^(7)(10)		100,000


Total Asset-Backed Securities (identified cost $9,703,909)			$	621,967

Common Stocks — 0.1%


Shares		Security	Value
Air Transport — 0.0%
	1,535	Delta Air Lines, Inc.⁽¹¹⁾	$	10,638

			$	10,638

Building and Development — 0.0%
	508	United Subcontractors, Inc.^(6)(11)	$	64,949

			$	64,949

Chemicals and Plastics — 0.1%
	438	Wellman Holdings, Inc.^(6)(11)	$	109,394

			$	109,394

Ecological Services and Equipment — 0.0%
	6,211	Environmental Systems Products Holdings, Inc.^(6)(11)(12)	$	53,601

			$	53,601

Food Service — 0.0%
	23,029	Buffets, Inc.⁽¹¹⁾	$	31,665

			$	31,665

Nonferrous Metals/Minerals — 0.0%
	701	Euramax International, Inc.^(6)(11)	$	0

			$	0

Publishing — 0.0%
	2,290	Source Interlink Companies, Inc.^(6)(11)	$	32,518

			$	32,518


Total Common Stocks (identified cost $258,207)			$	302,765

Convertible Preferred Stocks — 0.0%


Shares		Security	Value
Telecommunications — 0.0%
	484	Crown Castle International Corp., 6.25%⁽³⁾	$	24,563

			$	24,563


Total Convertible Preferred Stocks (identified cost $23,003)			$	24,563


Preferred Stocks — 0.1%

Shares		Security	Value
Ecological Services and Equipment — 0.1%
	2,845	Environmental Systems Products Holdings, Inc., Series A^(6)(11)(12)		252,949

			$	252,949


Total Preferred Stocks (identified cost $49,788)			$	252,949


Miscellaneous — 0.0%

Shares		Security	Value
Air Transport — 0.0%
	1,000,000	Delta Air Lines, Inc., Escrow Certificate⁽¹¹⁾		11,100

			$	11,100

Oil and Gas — 0.0%
	105,000	VeraSun Energy Corp., Escrow Certificate^(6)(11)	$	0

			$	0


Total Miscellaneous (identified cost $0)			$	11,100

Short-Term Investments — 1.6%


Interest
(000’s omitted)		Description	Value
$	6,693	Cash Management Portfolio, 0.00%⁽¹³⁾	$	6,692,862

			$	6,692,862


Total Short-Term Investments (identified cost $6,692,862)			$	6,692,862


Total Investments — 155.6% (identified cost $772,255,260)			$	656,457,208


Less Unfunded Loan Commitments — (0.5)%			$	(2,179,602	)


Net Investments — 155.1% (identified cost $770,075,658)			$	654,277,606


Other Assets, Less Liabilities — (24.0)%			$	(101,234,219	)


Auction Preferred Shares Plus Cumulative Unpaid Dividends — (31.1)%			$	(131,312,055	)


Net Assets Applicable to Common Shares — 100.0%			$	421,731,332

The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares.


DIP	-	Debtor in Possession

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 and includes commitment fees on unfunded loan commitments, if any. 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 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)		Defaulted security. Currently the issuer is in default with respect to interest payments.

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

(4)		This Senior Loan will settle after July 31, 2009, at which time the interest rate will be determined.

(5)		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.

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

(7)		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 July 31, 2009, the aggregate value of these securities is $6,788,172 or 1.6% of the Trust’s net assets applicable to common shares.

(8)		Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933.

(9)		Defaulted security.

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

(11)		Non-income producing security.

(12)		Restricted security.

(13)		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 July 31, 2009. Net income allocated from the investment in Cash Management Portfolio for the fiscal year to date ended July 31, 2009 was $30,405.

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

Forward Foreign Currency Exchange Contracts

Sales


Settlement			Net Unrealized
Date	Deliver	In Exchange For	Depreciation
8/28/09	British Pound Sterling 7,710,539	United States Dollar 12,610,278	$	(269,077	)
8/31/09	Euro 15,084,034	United States Dollar 21,130,469		(370,109	)

			$	(639,186	)

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

The Trust is subject to foreign exchange risk in the normal course of pursuing its investment objectives. Because the Trust holds foreign currency denominated investments, the value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Trust may enter into forward foreign currency exchange contracts. The Trust may also enter into such contracts to hedge the currency risk of investments it anticipates purchasing.

At July 31, 2009, the aggregate fair value of derivative instruments (not accounted for as hedging instruments under Financial Accounting Standards Board (FASB) Statement of Financial Accounting Standards No. 133) in a liability position and whose primary underlying risk exposure is foreign exchange risk was $639,186.

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


Aggregate cost	$	770,191,562

Gross unrealized appreciation	$	7,038,623
Gross unrealized depreciation		(122,952,579	)

Net unrealized depreciation	$	(115,913,956	)

Restricted Securities

At July 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

⁾

53,601

Preferred Stocks

Environmental Systems Products Holdings, Inc., Series A

10/25/07

2,845

49,788

252,949

Total Restricted Securities

49,788

306,550

(1) Less than $0.50.

The Trust adopted FASB 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 July 31, 2009, the inputs used in valuing the Trust’s investments, which are carried at value, were as follows:


	Quoted Prices in
	Active Markets for		Significant Other			Significant
	Identical Assets		Observable Inputs			Unobservable Inputs

Asset Description	(Level 1)		(Level 2)			(Level 3)		Total
Senior Floating-Rate Interests (Less Unfunded Loan Commitments)	$	—	$	614,364,035		$	639,921	$	615,003,956
Corporate Bonds & Notes		—		30,941,343			426,101		31,367,444
Asset-Backed Securities		—		621,967			—		621,967
Common Stocks		—		42,303			260,462		302,765
Convertible Preferred Stocks		24,563		—			—		24,563
Preferred Stocks		—		—			252,949		252,949
Miscellaneous		—		11,100			0		11,100
Short-Term Investments		6,692,862		—			—		6,692,862

Total Investments	$	6,717,425	$	645,980,748		$	1,579,433	$	654,277,606


Liability Description
Forward Foreign Currency Exchange Contracts	$	—	$	(639,186	)	$	—	$	(639,186	)

Total	$	—	$	(639,186	)		—	$	(639,186	)

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


	Investments in
	Senior			Investments in
	Floating-Rate			Corporate		Investments in		Investments in
	Interests			Bonds & Notes		Common Stocks		Preferred Stocks		Total
Balance as of October 31, 2008	$	659,148		$	269,280	$	0	$	65,350	$	993,778
Realized gains (losses)		(803,059	)		—		—		—		(803,059	)
Change in net unrealized appreciation (depreciation)		(191,353	)		20,698		31,040		187,599		47,984
Net purchases (sales)		(48,137	)		124,917		229,422		—		306,202
Accrued discount (premium)		6,225			11,206		—		—		17,431
Net transfers to (from) Level 3		1,017,097			—		—		—		1,017,097

Balance as of July 31, 2009	$	639,921		$	426,101	$	260,462	$	252,949	$	1,579,433


Change in net unrealized appreciation (depreciation) on investments still held as of July 31, 2009	$	(584,309	)	$	20,698	$	31,040	$	187,599	$	(344,972	)

For 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:		September 25, 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:		September 25, 2009

By:		/s/ Barbara E. Campbell

		Barbara E. Campbell
		Treasurer

Date:		September 25, 2009

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