Eaton Vance Senior Floating-Rate Trust

N-Q 1 a08-22195_1nq.htm N-Q

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)
Maureen
A. Gemma Eaton Vance Management, 255 State Street, Boston, Massachusetts 02109
(Name and Address of
Agent for Service)
Registrants Telephone Number, Including Area Code:	(617) 482-8260
Date of Fiscal Year End:	October 31
Date of Reporting Period:	July 31, 2008

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*Item 1. Schedule of Investments*

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Eaton Vance Senior Floating-Rate Trust as of July 31, 2008

*PORTFOLIO OF INVESTMENTS (Unaudited)*

*Senior Floating-Rate Interests 157.0% (1)*

Principal Amount*		Borrower/Tranche Description	Value
Aerospace
and Defense 3.0%
		ACTS Aero
Technical Support & Service, Inc.
709,366		Term Loan, 6.04%, Maturing October 5,
2014	$ 556,853
		AWAS
Capital, Inc.
966,341		Term Loan, 4.56%, Maturing March 22,
2013	831,054
		Colt
Defense, LLC
983,904		Term Loan, 5.71%, Maturing July 9,
2014	929,790
		DAE
Aviation Holdings, Inc.
412,652		Term Loan, 6.55%, Maturing July 31,
2014	390,988
416,490		Term Loan, 6.55%, Maturing July 31,
2014	394,624
		Evergreen
International Aviation
1,387,959		Term Loan, 8.50%, Maturing October 31,
2011	1,245,693
		Hawker
Beechcraft Acquisition
200,822		Term Loan, 4.80%, Maturing March 26,
2014	187,752
3,437,395		Term Loan, 4.80%, Maturing March 26,
2014	3,213,696
		Hexcel
Corp.
820,506		Term Loan, 4.91%, Maturing March 1,
2012	808,199
		IAP
Worldwide Services, Inc.
880,584		Term Loan, 8.25%, Maturing December 30,
2012	708,870
		Spirit
AeroSystems, Inc.
1,601,633		Term Loan, 4.54%, Maturing December 31,
2011	1,562,593
		TransDigm, Inc.
1,625,000		Term Loan, 4.80%, Maturing June 23,
2013	1,581,125
		Vought
Aircraft Industries, Inc.
2,113,024		Term Loan, 4.97%, Maturing December 17,
2011	2,024,541
500,000		Term Loan, 6.47%, Maturing December 22,
2011	496,250
		Wesco
Aircraft Hardware Corp.
1,142,688		Term Loan, 5.06%, Maturing September 29,
2013	1,098,766
			$ 16,030,794
Air
Transport 0.9%
		Airport
Development and Investment, Ltd.
GBP	982,900	Term Loan - Second Lien,
9.94%, Maturing April 7, 2011	$ 1,715,210
		Delta Air
Lines, Inc.
1,188,000		Term Loan - Second Lien,
5.71%, Maturing April 30, 2014	801,306
		Northwest
Airlines, Inc.
2,579,000		DIP Loan, 4.47%, Maturing August 21,
2008	2,014,844
			$ 4,531,360
Automotive
6.6%
		Accuride
Corp.
1,957,967		Term Loan, 6.03%, Maturing January 31,
2012	$ 1,880,465
		Adesa, Inc.
4,182,750		Term Loan, 5.06%, Maturing October 18,
2013	3,739,378
		Affina
Group, Inc.
1,370,985		Term Loan, 5.80%, Maturing November 30,
2011	1,281,871
		Allison
Transmission, Inc.
2,977,500		Term Loan, 5.32%, Maturing September 30,
2014	2,673,051
		AxleTech
International Holding, Inc.
1,750,000		Term Loan - Second Lien,
9.30%, Maturing April 21, 2013	1,728,125
		Chrysler
Financial
1,492,481		Term Loan, 6.78%, Maturing August 1,
2014	1,228,188
		CSA
Acquisition Corp.
356,567		Term Loan, 5.31%, Maturing December 23,
2011	332,499
890,991		Term Loan, 5.31%, Maturing December 23,
2011	830,849
487,500		Term Loan, 5.31%, Maturing December 23,
2012	453,375
		Dayco
Products, LLC
1,748,610		Term Loan, 7.38%, Maturing June 21,
2011	1,254,628
		Delphi
Corp.
138,644		DIP Loan, 8.50%, Maturing December 31,
2008	123,982
1,361,357		DIP Loan, 8.50%, Maturing December 31,
2008	1,217,393

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| 1,503,946 | | Federal-Mogul
Corp. — Term Loan, 4.40%, Maturing December 27,
2014 | $ 1,188,118 |
| --- | --- | --- | --- |
| 3,159,337 | | Term Loan, 4.40%, Maturing December 27,
2015 | 2,578,809 |
| | | Ford Motor
Co. | |
| 1,748,375 | | Term Loan, 5.46%, Maturing December 15,
2013 | 1,381,216 |
| | | General
Motors Corp. | |
| 3,405,669 | | Term Loan, 5.16%, Maturing November 29,
2013 | 2,692,181 |
| | | Goodyear
Tire & Rubber Co. | |
| 2,400,000 | | Term Loan - Second Lien,
4.54%, Maturing April 30, 2010 | 2,213,400 |
| | | HLI
Operating Co., Inc. | |
| EUR | 109,091 | Term Loan, 4.31%, Maturing May 30,
2014 | 148,082 |
| EUR | 1,867,273 | Term Loan, 7.49%, Maturing May 30,
2014 | 2,534,669 |
| | | Keystone
Automotive Operations, Inc. | |
| 1,340,457 | | Term Loan, 6.00%, Maturing January 12,
2012 | 1,075,717 |
| | | LKQ Corp. | |
| 967,501 | | Term Loan, 4.71%, Maturing October 12,
2014 | 959,036 |
| | | TriMas
Corp. | |
| 234,375 | | Term Loan, 4.88%, Maturing August 2,
2011 | 210,937 |
| 1,995,314 | | Term Loan, 4.87%, Maturing August 2,
2013 | 1,795,782 |
| | | United
Components, Inc. | |
| 1,137,153 | | Term Loan, 4.70%, Maturing June 30,
2010 | 1,097,353 |
| | | | $ 34,619,104 |
| Beverage
and Tobacco 0.1% | | | |
| | | Culligan
International Co. | |
| EUR | 975,000 | Term Loan - Second Lien,
9.44%, Maturing May 31, 2013 | $ 798,653 |
| | | | $ 798,653 |
| Brokers,
Dealers and Investment Houses 0.1% | | | |
| | | AmeriTrade
Holding Corp. | |
| 730,172 | | Term Loan, 3.96%, Maturing December 31,
2012 | $ 711,002 |
| | | | $ 711,002 |
| Building
and Development 5.1% | | | |
| | | Beacon
Sales Acquisition, Inc. | |
| 1,179,000 | | Term Loan, 4.77%, Maturing September 30,
2013 | $ 1,061,100 |
| | | Brickman
Group Holdings, Inc. | |
| 1,209,688 | | Term Loan, 4.80%, Maturing January 23,
2014 | 1,106,864 |
| | | Building
Materials Corp. of America | |
| 1,403,758 | | Term Loan, 5.56%, Maturing February 22,
2014 | 1,223,464 |
| | | Capital
Automotive (REIT) | |
| 1,232,598 | | Term Loan, 4.23%, Maturing December 16,
2010 | 1,171,893 |
| | | Epco/Fantome,
LLC | |
| 1,403,000 | | Term Loan, 5.09%, Maturing November 23,
2010 | 1,318,820 |
| | | Forestar
USA Real Estate Group, Inc. | |
| 1,550,000 | | Term Loan, 6.46%, Maturing December 1,
2010 (2) | 1,457,000 |
| 1,550,000 | | Term Loan, 6.46%, Maturing December 1,
2010 | 1,519,000 |
| | | Hovstone Holdings,
LLC | |
| 894,412 | | Term Loan, 6.96%, Maturing February 28,
2009 | 742,988 |
| | | LNR
Property Corp. | |
| 1,144,000 | | Term Loan, 6.03%, Maturing July 3,
2011 | 922,827 |
| | | Metroflag
BP, LLC | |
| 500,000 | | Term Loan - Second Lien,
11.46%, Maturing January 2, 2009 | 412,500 |
| | | Mueller
Water Products, Inc. | |
| 1,775,771 | | Term Loan, 4.51%, Maturing May 24,
2014 | 1,667,745 |
| | | NCI
Building Systems, Inc. | |
| 553,061 | | Term Loan, 3.96%, Maturing June 18,
2010 | 539,235 |
| | | November 2005
Land Investors | |
| 304,934 | | Term Loan, 6.46%, Maturing May 9,
2011 | 240,898 |
| | | Panolam
Industries Holdings, Inc. | |
| 1,000,288 | | Term Loan, 5.55%, Maturing September 30,
2012 | 900,259 |
| | | Re/Max
International, Inc. | |
| 688,722 | | Term Loan, 6.29%, Maturing December 17,
2012 | 606,076 |
| 493,929 | | Term Loan, 10.29%, Maturing
December 17, 2012 | 434,657 |
| | | Realogy
Corp. | |
| 892,501 | | Term Loan, 5.46%, Maturing September 1,
2014 | 734,082 |
| 3,314,999 | | Term Loan, 5.46%, Maturing September 1,
2014 | 2,726,587 |
| | | South
Edge, LLC | |
| 787,500 | | Term Loan, 7.25%, Maturing October 31,
2009 | 480,375 |

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| 1,297,200 | | Tousa/Kolter,
LLC — Term Loan, 5.00%, Maturing March 31,
2031 (3) (4) | $ 616,040 |
| --- | --- | --- | --- |
| | | TRU 2005
RE Holding Co. | |
| 4,600,000 | | Term Loan, 5.47%, Maturing December 9,
2008 | 4,251,168 |
| | | United
Subcontractors, Inc. | |
| 825,642 | | Term Loan - Second Lien,
12.42%, Maturing June 27, 2013 (4) | 412,821 |
| | | Wintergames
Acquisition ULC | |
| 2,586,100 | | Term Loan, 5.88%, Maturing April 24,
2009 | 2,469,726 |
| | | | $ 27,016,125 |
| Business
Equipment and Services 11.3% | | | |
| | | ACCO
Brands Corp. | |
| 1,017,825 | | Term Loan, 4.51%, Maturing August 17,
2012 | $ 997,468 |
| | | Activant
Solutions, Inc. | |
| 1,221,446 | | Term Loan, 4.81%, Maturing May 1,
2013 | 1,071,818 |
| | | Affiliated
Computer Services | |
| 804,375 | | Term Loan, 4.46%, Maturing March 20,
2013 | 780,872 |
| 2,131,500 | | Term Loan, 4.46%, Maturing March 20,
2013 | 2,069,220 |
| | | Affinion
Group, Inc. | |
| 2,402,406 | | Term Loan, 5.17%, Maturing October 17,
2012 | 2,305,308 |
| | | Allied
Security Holdings, LLC | |
| 1,216,229 | | Term Loan, 7.00%, Maturing June 30,
2010 | 1,161,499 |
| | | Education
Management, LLC | |
| 4,690,787 | | Term Loan, 4.56%, Maturing June 1,
2013 | 4,307,986 |
| | | Info USA, Inc. | |
| 609,469 | | Term Loan, 4.81%, Maturing February 14,
2012 | 582,043 |
| | | Intergraph
Corp. | |
| 1,000,000 | | Term Loan, 4.65%, Maturing May 29,
2014 | 955,000 |
| 1,000,000 | | Term Loan - Second Lien,
8.65%, Maturing November 29, 2014 | 963,113 |
| | | iPayment, Inc. | |
| 2,646,015 | | Term Loan, 4.64%, Maturing May 10,
2013 | 2,288,803 |
| | | ista
International GmbH | |
| EUR | 1,063,683 | Term Loan, 7.12%, Maturing May 14,
2015 | 1,443,170 |
| EUR | 211,317 | Term Loan, 7.12%, Maturing May 14,
2015 | 286,708 |
| | | Kronos, Inc. | |
| 1,081,143 | | Term Loan, 5.05%, Maturing June 11,
2014 | 994,651 |
| | | Language
Line, Inc. | |
| 2,041,944 | | Term Loan, 6.06%, Maturing June 11,
2011 | 1,919,427 |
| | | Mitchell
International, Inc. | |
| 1,000,000 | | Term Loan - Second Lien,
8.06%, Maturing March 28, 2015 | 955,000 |
| | | N.E.W.
Holdings I, LLC | |
| 1,981,955 | | Term Loan, 5.23%, Maturing May 22,
2014 | 1,778,805 |
| | | Protection
One, Inc. | |
| 898,262 | | Term Loan, 4.72%, Maturing March 31,
2012 | 835,384 |
| | | Quantum
Corp. | |
| 308,125 | | Term Loan, 6.30%, Maturing July 12,
2014 | 272,691 |
| | | Quintiles
Transnational Corp. | |
| 1,700,000 | | Term Loan - Second Lien,
6.90%, Maturing March 31, 2014 | 1,619,250 |
| | | Sabre, Inc. | |
| 6,057,297 | | Term Loan, 4.66%, Maturing September 30,
2014 | 4,758,346 |
| | | Serena
Software, Inc. | |
| 480,000 | | Term Loan, 4.68%, Maturing March 10,
2013 | 441,000 |
| | | Sitel
(Client Logic) | |
| 1,984,264 | | Term Loan, 5.29%, Maturing January 29,
2014 | 1,726,310 |
| | | Solera
Holdings, LLC | |
| EUR | 745,923 | Term Loan, 6.96%, Maturing May 15,
2014 | 1,082,359 |
| | | SunGard
Data Systems, Inc. | |
| 12,709,948 | | Term Loan, 4.51%, Maturing February 11,
2013 | 12,014,052 |
| | | TDS
Investor Corp. | |
| 2,345,107 | | Term Loan, 4.71%, Maturing August 23,
2013 | 1,975,753 |
| 269,897 | | Term Loan, 5.05%, Maturing August 23,
2013 | 227,388 |
| EUR | 1,054,228 | Term Loan, 7.21%, Maturing August 23,
2013 | 1,391,962 |
| | | Transaction
Network Services, Inc. | |
| 574,369 | | Term Loan, 4.46%, Maturing May 4,
2012 | 539,907 |
| | | Valassis
Communications, Inc. | |
| 465,206 | | Term Loan, 4.56%, Maturing March 2,
2014 | 437,294 |
| 1,813,219 | | Term Loan, 4.56%, Maturing March 2,
2014 | 1,704,426 |
| | | VWR
International, Inc. | |
| 1,625,000 | | Term Loan, 4.96%, Maturing June 28,
2013 | 1,476,719 |

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| EUR | 245,946 | WAM Acquisition,
S.A. — Term Loan, 6.45%, Maturing May 4,
2014 | $ 329,665 |
| --- | --- | --- | --- |
| EUR | 148,939 | Term Loan, 6.45%, Maturing May 4,
2014 | 199,637 |
| EUR | 245,946 | Term Loan, 6.95%, Maturing May 4,
2015 | 329,665 |
| EUR | 148,939 | Term Loan, 6.95%, Maturing May 4,
2015 | 199,637 |
| | | West Corp. | |
| 3,398,358 | | Term Loan, 4.95%, Maturing October 24,
2013 | 3,061,710 |
| | | | $ 59,484,046 |
| Cable and
Satellite Television 11.4% | | | |
| | | Atlantic
Broadband Finance, LLC | |
| 4,208,956 | | Term Loan, 5.06%, Maturing February 10,
2011 | $ 4,054,626 |
| | | Bragg
Communications, Inc. | |
| 2,133,875 | | Term Loan, 5.18%, Maturing August 31,
2014 | 2,107,202 |
| | | Bresnan
Broadband Holdings, LLC | |
| 500,000 | | Term Loan, 5.02%, Maturing March 29,
2014 | 478,333 |
| 1,200,000 | | Term Loan - Second Lien,
7.47%, Maturing March 29, 2014 | 1,106,250 |
| | | Cequel
Communications, LLC | |
| 497,481 | | Term Loan, 4.78%, Maturing November 5,
2013 | 462,811 |
| 1,550,000 | | Term Loan - Second Lien,
7.37%, Maturing May 5, 2014 | 1,367,487 |
| 3,613,508 | | Term Loan - Second Lien,
8.86%, Maturing May 5, 2014 | 3,167,843 |
| | | Charter
Communications Operating, Inc. | |
| 12,058,214 | | Term Loan, 4.80%, Maturing April 28,
2013 | 10,640,120 |
| | | CSC
Holdings, Inc. | |
| 4,965,370 | | Term Loan, 4.21%, Maturing March 29,
2013 | 4,717,101 |
| | | CW Media
Holdings, Inc. | |
| 620,313 | | Term Loan, 6.05%, Maturing February 15,
2015 | 593,949 |
| | | Foxco
Acquistion Sub., LLC | |
| 650,000 | | Term Loan, Maturing July 2,
2015 (5) | 640,250 |
| | | Insight
Midwest Holdings, LLC | |
| 3,594,375 | | Term Loan, 4.47%, Maturing April 6,
2014 | 3,466,875 |
| | | Mediacom
Broadband Group | |
| 5,807,018 | | Term Loan, 4.22%, Maturing January 31,
2015 | 5,320,680 |
| | | Mediacom
Illinois, LLC | |
| 3,740,447 | | Term Loan, 4.22%, Maturing January 31,
2015 | 3,431,860 |
| | | NTL
Investment Holdings, Ltd. | |
| 2,213,852 | | Term Loan, 4.80%, Maturing March 30,
2012 | 2,097,624 |
| GBP | 471,050 | Term Loan, 8.13%, Maturing March 30,
2012 | 839,266 |
| GBP | 239,517 | Term Loan, 8.13%, Maturing March 30,
2012 | 426,746 |
| | | Orion
Cable GmbH | |
| EUR | 646,623 | Term Loan, 7.64%, Maturing October 31,
2014 | 923,768 |
| EUR | 646,623 | Term Loan, 7.73%, Maturing October 31,
2015 | 923,768 |
| | | ProSiebenSat.1
Media AG | |
| EUR | 608,000 | Term Loan, 7.31%, Maturing March 2,
2015 | 636,770 |
| EUR | 11,076 | Term Loan, 6.73%, Maturing June 26,
2015 | 13,554 |
| EUR | 272,924 | Term Loan, 6.73%, Maturing June 26,
2015 | 333,986 |
| EUR | 608,000 | Term Loan, 7.56%, Maturing March 2,
2016 | 636,770 |
| EUR | 575,000 | Term Loan - Second Lien,
8.84%, Maturing September 2, 2016 | 349,886 |
| EUR | 387,372 | Term Loan, 8.59%, Maturing March 2,
2017 | 179,809 |
| | | UPC
Broadband Holding B.V. | |
| EUR | 4,050,000 | Term Loan, 6.44%, Maturing October 16,
2011 | 5,579,164 |
| 2,950,000 | | Term Loan, 4.22%, Maturing December 31,
2014 | 2,773,737 |
| | | YPSO
Holding SA | |
| EUR | 541,621 | Term Loan, 6.98%, Maturing July 28,
2014 | 674,114 |
| EUR | 209,021 | Term Loan, 6.98%, Maturing July 28,
2014 | 260,153 |
| EUR | 249,358 | Term Loan, 6.98%, Maturing July 28,
2014 | 310,357 |
| EUR | 1,000,000 | Term Loan, 7.23%, Maturing July 28,
2015 | 1,266,403 |
| | | | $ 59,781,262 |
| Chemicals
and Plastics 10.0% | | | |
| | | AZ Chem US, Inc. | |
| 500,000 | | Term Loan - Second Lien,
8.15%, Maturing February 28, 2014 | $ 362,500 |
| | | Brenntag
Holding GmbH and Co. KG | |
| 373,091 | | Term Loan, 5.07%, Maturing December 23,
2013 | 342,311 |
| 1,526,909 | | Term Loan, 5.07%, Maturing December 23,
2013 | 1,400,939 |
| 1,000,000 | | Term Loan - Second Lien,
7.79%, Maturing December 23, 2015 | 815,000 |
| | | Celanese
Holdings, LLC | |
| 4,172,188 | | Term Loan, 4.28%, Maturing April 2,
2014 | 3,934,523 |

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| EUR | 803,279 | Cognis
GmbH — Term Loan, 6.96%, Maturing September 15,
2013 | $ 1,156,967 |
| --- | --- | --- | --- |
| EUR | 196,721 | Term Loan, 6.96%, Maturing September 15,
2013 | 283,339 |
| | | First
Chemical Holding | |
| EUR | 1,000,000 | Term Loan, 6.58%, Maturing December 18,
2014 (2) | 1,334,014 |
| | | Foamex
L.P. | |
| 1,459,647 | | Term Loan, 6.05%, Maturing February 12,
2013 | 1,149,472 |
| | | Georgia
Gulf Corp. | |
| 660,469 | | Term Loan, 4.96%, Maturing October 3,
2013 | 616,878 |
| | | Hercules, Inc. | |
| 573,038 | | Term Loan, 3.96%, Maturing October 8,
2010 | 558,712 |
| | | Hexion
Specialty Chemicals, Inc. | |
| 495,000 | | Term Loan, 5.06%, Maturing May 5,
2012 | 431,887 |
| 4,452,266 | | Term Loan, 5.06%, Maturing May 5,
2013 | 3,884,602 |
| 967,159 | | Term Loan, 5.06%, Maturing May 5,
2013 | 843,846 |
| | | Huish
Detergents, Inc. | |
| 940,500 | | Term Loan, 4.81%, Maturing April 26,
2014 | 865,260 |
| | | INEOS
Group | |
| 750,000 | | Term Loan, Maturing December 14,
2013 (5) | 655,000 |
| 1,592,500 | | Term Loan, 4.88%, Maturing December 14,
2013 | 1,303,916 |
| 750,000 | | Term Loan, Maturing December 14,
2014 (5) | 655,000 |
| 1,592,500 | | Term Loan, 5.38%, Maturing December 14,
2014 | 1,303,916 |
| | | Innophos, Inc. | |
| 574,337 | | Term Loan, 4.81%, Maturing August 10,
2010 | 567,158 |
| | | Invista
B.V. | |
| 2,479,141 | | Term Loan, 4.30%, Maturing April 29,
2011 | 2,355,184 |
| 1,314,129 | | Term Loan, 4.30%, Maturing April 29,
2011 | 1,248,422 |
| | | ISP Chemco, Inc. | |
| 1,576,519 | | Term Loan, 4.13%, Maturing June 4,
2014 | 1,456,967 |
| | | Kleopatra | |
| 825,000 | | Term Loan, 5.29%, Maturing January 3,
2016 | 599,156 |
| EUR | 575,000 | Term Loan, 7.46%, Maturing January 3,
2016 | 658,760 |
| | | Kranton
Polymers, LLC | |
| 2,779,356 | | Term Loan, 4.50%, Maturing May 12,
2013 | 2,635,177 |
| | | Lucite
International Group Holdings | |
| 598,660 | | Term Loan, 5.05%, Maturing July 7,
2013 | 492,398 |
| 211,981 | | Term Loan, 5.05%, Maturing July 7,
2013 | 174,354 |
| | | MacDermid, Inc. | |
| EUR | 804,505 | Term Loan, 7.20%, Maturing April 12,
2014 | 1,129,705 |
| | | Millenium
Inorganic Chemicals | |
| 348,250 | | Term Loan, 5.05%, Maturing April 30,
2014 | 295,142 |
| 975,000 | | Term Loan - Second Lien,
8.55%, Maturing October 31, 2014 | 716,625 |
| | | Momentive
Performance Material | |
| 3,685,254 | | Term Loan, 4.75%, Maturing December 4,
2013 | 3,385,827 |
| | | Nalco Co. | |
| 5,411,119 | | Term Loan, 4.63%, Maturing November 4,
2010 | 5,357,008 |
| | | Propex
Fabrics, Inc. | |
| 983,333 | | Term Loan, 6.69%, Maturing January 23,
2009 (2) | 894,833 |
| 795,687 | | Term Loan, 9.00%, Maturing July 31,
2012 | 369,995 |
| | | Rockwood
Specialties Group, Inc. | |
| 4,294,250 | | Term Loan, 4.30%, Maturing December 10,
2012 | 4,143,183 |
| | | Schoeller
Arca Systems Holding | |
| EUR | 443,417 | Term Loan, 8.40%, Maturing November 16,
2015 | 639,953 |
| EUR | 412,060 | Term Loan, 8.40%, Maturing November 16,
2015 | 594,698 |
| EUR | 144,523 | Term Loan, 8.40%, Maturing November 16,
2015 | 208,580 |
| | | Solo Cup
Co. | |
| 1,633,292 | | Term Loan, 6.04%, Maturing February 27,
2011 | 1,595,861 |
| | | Wellman, Inc. | |
| 2,250,000 | | Term Loan, 6.74%, Maturing February 10,
2009 (3) | 1,125,000 |
| | | | $ 52,542,068 |
| Clothing/Textiles
0.4% | | | |
| | | Hanesbrands, Inc. | |
| 850,000 | | Term Loan - Second Lien,
6.55%, Maturing March 5, 2014 | $ 831,761 |
| | | St. John
Knits International, Inc. | |
| 528,149 | | Term Loan, 5.46%, Maturing March 23,
2012 | 493,819 |
| | | The
William Carter Co. | |
| 628,588 | | Term Loan, 4.12%, Maturing July 14,
2012 | 601,873 |
| | | | $ 1,927,453 |

SEQ.=1,FOLIO='5',FILE='C:\JMS\105568\08-22195-1\task3148210\22195-1-bi-01.htm',USER='105568',CD='Sep 26 20:59 2008'

| Conglomerates
4.2% | | | |
| --- | --- | --- | --- |
| | | Amsted
Industries, Inc. | |
| 1,697,503 | | Term Loan, 4.79%, Maturing October 15,
2010 | $ 1,659,309 |
| | | Blount, Inc. | |
| 277,369 | | Term Loan, 4.22%, Maturing August 9,
2010 | 268,354 |
| | | Doncasters
(Dunde HoldCo 4 Ltd.) | |
| 427,981 | | Term Loan, 4.96%, Maturing July 13,
2015 | 391,603 |
| 427,981 | | Term Loan, 5.46%, Maturing July 13,
2015 | 391,603 |
| GBP | 500,000 | Term Loan - Second Lien,
9.90%, Maturing January 13, 2016 | 831,978 |
| | | GenTek, Inc. | |
| 501,123 | | Term Loan, 4.79%, Maturing February 25,
2011 | 469,803 |
| | | ISS
Holdings A/S | |
| EUR | 147,368 | Term Loan, 6.96%, Maturing December 31,
2013 | 207,385 |
| EUR | 1,052,632 | Term Loan, 6.96%, Maturing December 31,
2013 | 1,481,324 |
| | | Jarden
Corp. | |
| 2,139,314 | | Term Loan, 4.55%, Maturing January 24,
2012 | 2,036,804 |
| 1,205,568 | | Term Loan, 4.55%, Maturing January 24,
2012 | 1,147,801 |
| | | Johnson
Diversey, Inc. | |
| 1,642,481 | | Term Loan, 4.78%, Maturing December 16,
2011 | 1,589,100 |
| | | Polymer
Group, Inc. | |
| 2,312,790 | | Term Loan, 5.03%, Maturing November 22,
2012 | 2,139,330 |
| | | RBS Global, Inc. | |
| 794,234 | | Term Loan, 4.79%, Maturing July 19,
2013 | 754,522 |
| 3,784,836 | | Term Loan, 5.29%, Maturing July 19,
2013 | 3,590,863 |
| | | RGIS
Holdings, LLC | |
| 2,829,753 | | Term Loan, 5.13%, Maturing April 30,
2014 | 2,362,844 |
| 141,488 | | Term Loan, 5.30%, Maturing April 30,
2014 | 118,142 |
| | | US
Investigations Services, Inc. | |
| 1,910,526 | | Term Loan, 5.55%, Maturing February 21,
2015 | 1,770,422 |
| | | Vertrue, Inc. | |
| 843,625 | | Term Loan, 5.81%, Maturing August 16,
2014 | 761,372 |
| | | | $ 21,972,559 |
| Containers
and Glass Products 4.3% | | | |
| | | Berry
Plastics Corp. | |
| 1,876,250 | | Term Loan, 4.78%, Maturing April 3,
2015 | $ 1,657,130 |
| | | Consolidated
Container Co. | |
| 1,000,000 | | Term Loan - Second Lien,
8.11%, Maturing September 28, 2014 | 512,500 |
| | | Crown
Americas, Inc. | |
| 612,500 | | Term Loan, 4.43%, Maturing November 15,
2012 | 598,719 |
| | | Graham
Packaging Holdings Co. | |
| 4,196,875 | | Term Loan, 4.99%, Maturing October 7,
2011 | 4,007,021 |
| | | Graphic
Packaging International, Inc. | |
| 5,528,673 | | Term Loan, 4.79%, Maturing May 16,
2014 | 5,202,874 |
| 1,492,500 | | Term Loan, 5.55%, Maturing May 16,
2014 | 1,435,943 |
| | | JSG
Acquisitions | |
| 1,845,000 | | Term Loan, 4.66%, Maturing December 31,
2013 | 1,669,725 |
| 1,845,000 | | Term Loan, 4.91%, Maturing December 13,
2014 | 1,669,725 |
| | | Kranson
Industries, Inc. | |
| 832,996 | | Term Loan, 5.05%, Maturing July 31,
2013 | 774,686 |
| | | Owens-Brockway
Glass Container | |
| 1,555,938 | | Term Loan, 3.96%, Maturing June 14,
2013 | 1,518,595 |
| | | Smurfit-Stone
Container Corp. | |
| 627,297 | | Term Loan, 4.50%, Maturing November 1,
2011 | 608,912 |
| 729,847 | | Term Loan, 4.64%, Maturing November 1,
2011 | 708,456 |
| 1,424,137 | | Term Loan, 4.64%, Maturing November 1,
2011 | 1,382,398 |
| 650,961 | | Term Loan, 5.06%, Maturing November 1,
2011 | 631,882 |
| | | | $ 22,378,566 |
| Cosmetics/Toiletries
0.7% | | | |
| | | American
Safety Razor Co. | |
| 491,806 | | Term Loan - Second Lien,
5.26%, Maturing July 31, 2013 | $ 464,757 |
| 900,000 | | Term Loan - Second Lien,
8.79%, Maturing July 31, 2014 | 828,000 |
| | | Bausch &
Lomb, Inc. | |
| 110,000 | | Term Loan, 6.05%, Maturing April 30,
2015 (2) | 107,296 |
| 437,800 | | Term Loan, 6.05%, Maturing April 30,
2015 | 427,038 |

SEQ.=1,FOLIO='6',FILE='C:\JMS\jkarthi\08-22195-1\task3140672\22195-1-bi-03.htm',USER='105429',CD='Sep 21 01:55 2008'

| 975,000 | | KIK Custom
Products, Inc. — Term Loan - Second Lien,
7.46%, Maturing November 30, 2014 | $ 421,687 |
| --- | --- | --- | --- |
| | | Prestige
Brands, Inc. | |
| 1,370,155 | | Term Loan, 4.73%, Maturing April 7,
2011 | 1,339,326 |
| | | | $ 3,588,104 |
| Drugs
1.2% | | | |
| | | Graceway
Pharmaceuticals, LLC | |
| 754,801 | | Term Loan, 5.55%, Maturing May 3,
2012 | $ 651,959 |
| 1,000,000 | | Term Loan - Second Lien,
9.30%, Maturing May 3, 2013 | 760,000 |
| 275,000 | | Term Loan, 11.05%, Maturing
November 3, 2013 | 215,875 |
| | | Pharmaceutical
Holdings Corp. | |
| 475,289 | | Term Loan, 5.71%, Maturing January 30,
2012 | 458,654 |
| | | Stiefel
Laboratories, Inc. | |
| 715,362 | | Term Loan, 5.04%, Maturing December 28,
2013 | 681,382 |
| 935,270 | | Term Loan, 5.04%, Maturing December 28,
2013 | 890,844 |
| | | Warner
Chilcott Corp. | |
| 1,885,990 | | Term Loan, 4.70%, Maturing January 18,
2012 | 1,826,266 |
| 734,383 | | Term Loan, 4.80%, Maturing January 18,
2012 | 711,128 |
| | | | $ 6,196,108 |
| Ecological
Services and Equipment 2.4% | | | |
| | | Allied
Waste Industries, Inc. | |
| 1,284,460 | | Term Loan, 4.05%, Maturing January 15,
2012 | $ 1,262,249 |
| 2,136,226 | | Term Loan, 4.23%, Maturing January 15,
2012 | 2,099,286 |
| | | Blue Waste
B.V. (AVR Acquisition) | |
| EUR | 1,000,000 | Term Loan, 7.05%, Maturing April 1,
2015 | 1,455,908 |
| | | Cory
Environmental Holdings | |
| GBP | 500,000 | Term Loan - Second Lien,
9.74%, Maturing September 30, 2014 | 901,310 |
| | | Environmental
Systems Products Holdings, Inc. | |
| 1,165,123 | | Term Loan - Second Lien,
13.50%, Maturing December 12, 2010 (4) | 1,064,456 |
| | | IESI Corp. | |
| 970,588 | | Term Loan, 4.40%, Maturing January 20,
2012 | 936,617 |
| | | Kemble
Water Structure, Ltd. | |
| GBP | 1,250,000 | Term Loan, 9.74%, Maturing October 13,
2013 | 2,254,512 |
| | | Sensus
Metering Systems, Inc. | |
| 54,457 | | Term Loan, 4.46%, Maturing December 17,
2010 | 51,461 |
| 2,113,043 | | Term Loan, 4.64%, Maturing December 17,
2010 | 1,996,826 |
| | | Waste
Services, Inc. | |
| 633,630 | | Term Loan, 5.15%, Maturing March 31,
2011 | 629,670 |
| | | | $ 12,652,295 |
| Electronics/Electrical
4.3% | | | |
| | | Aspect
Software, Inc. | |
| 1,696,287 | | Term Loan, 5.81%, Maturing July 11,
2011 | $ 1,581,787 |
| 1,800,000 | | Term Loan - Second Lien,
9.88%, Maturing July 11, 2013 | 1,638,000 |
| | | FCI
International S.A.S. | |
| 215,870 | | Term Loan, 4.84%, Maturing November 1,
2013 | 205,481 |
| 207,823 | | Term Loan, 4.84%, Maturing November 1,
2013 | 197,821 |
| 207,823 | | Term Loan, 4.84%, Maturing November 1,
2013 | 197,821 |
| 215,870 | | Term Loan, 4.84%, Maturing November 1,
2013 | 205,481 |
| | | Freescale
Semiconductor, Inc. | |
| 4,260,125 | | Term Loan, 4.22%, Maturing December 1,
2013 | 3,845,508 |
| | | Infor
Enterprise Solutions Holdings | |
| 997,481 | | Term Loan, 5.55%, Maturing July 28,
2012 | 815,441 |
| 2,923,973 | | Term Loan, 6.55%, Maturing July 28,
2012 | 2,441,518 |
| 1,525,551 | | Term Loan, 6.55%, Maturing July 28,
2012 | 1,273,835 |
| 500,000 | | Term Loan - Second Lien,
8.30%, Maturing March 2, 2014 | 298,750 |
| 183,333 | | Term Loan - Second Lien,
9.05%, Maturing March 2, 2014 | 109,542 |
| 316,667 | | Term Loan - Second Lien, 9.05%,
Maturing March 2, 2014 | 202,667 |
| | | Network
Solutions, LLC | |
| 677,081 | | Term Loan, 5.17%, Maturing March 7,
2014 | 568,748 |
| | | Open
Solutions, Inc. | |
| 2,074,118 | | Term Loan, 5.15%, Maturing January 23,
2014 | 1,840,780 |
| | | Sensata
Technologies Finance Co. | |
| 2,763,848 | | Term Loan, 4.54%, Maturing April 27,
2013 | 2,416,065 |
| | | Spectrum
Brands, Inc. | |
| 57,701 | | Term Loan, 6.46%, Maturing March 30,
2013 | 51,667 |
| 1,142,689 | | Term Loan, 6.61%, Maturing March 30,
2013 | 1,023,183 |

SEQ.=1,FOLIO='7',FILE='C:\JMS\jkarthi\08-22195-1\task3140672\22195-1-bi-03.htm',USER='105429',CD='Sep 21 01:55 2008'

| 720,750 | | VeriFone, Inc. — Term Loan, 5.55%, Maturing October 31,
2013 | $ 691,920 |
| --- | --- | --- | --- |
| | | Vertafore, Inc. | |
| 2,222,015 | | Term Loan, 5.14%, Maturing January 31,
2012 | 2,077,584 |
| 850,000 | | Term Loan - Second Lien,
8.64%, Maturing January 31, 2013 | 758,625 |
| | | | $ 22,442,224 |
| Equipment
Leasing 0.8% | | | |
| | | AWAS
Capital, Inc. | |
| 1,966,414 | | Term Loan - Second Lien,
8.81%, Maturing March 22, 2013 | $ 1,592,796 |
| | | The Hertz
Corp. | |
| 2,206,609 | | Term Loan, 4.21%, Maturing December 21,
2012 | 2,035,597 |
| 400,000 | | Term Loan, 4.55%, Maturing December 21,
2012 | 369,000 |
| | | | $ 3,997,393 |
| Farming/Agriculture
0.5% | | | |
| | | BF
Bolthouse HoldCo, LLC | |
| 1,150,000 | | Term Loan - Second Lien,
8.30%, Maturing December 16, 2013 | $ 1,098,250 |
| | | Central
Garden & Pet Co. | |
| 2,028,313 | | Term Loan, 3.97%, Maturing February 28,
2014 | 1,800,127 |
| | | | $ 2,898,377 |
| Financial
Intermediaries 2.4% | | | |
| | | Citco III,
Ltd. | |
| 2,642,561 | | Term Loan, 5.13%, Maturing June 30,
2014 | $ 2,378,305 |
| | | Grosvenor
Capital Management | |
| 1,470,067 | | Term Loan, 4.55%, Maturing December 5,
2013 | 1,403,914 |
| | | INVESTools, Inc. | |
| 384,000 | | Term Loan, 6.06%, Maturing August 13,
2012 | 349,440 |
| | | Jupiter
Asset Management Group | |
| GBP | 418,271 | Term Loan, 7.90%, Maturing June 30,
2015 | 715,441 |
| | | Lender
Processing Services, Inc. | |
| 825,000 | | Term Loan, 4.96%, Maturing July 2,
2014 | 826,031 |
| | | LPL
Holdings, Inc. | |
| 4,041,439 | | Term Loan, 4.67%, Maturing December 18,
2014 | 3,839,367 |
| | | Nuveen
Investments, Inc. | |
| 1,471,313 | | Term Loan, 5.46%, Maturing November 2,
2014 | 1,364,642 |
| | | Oxford
Acquisition III, Ltd. | |
| 916,637 | | Term Loan, 4.55%, Maturing May 24,
2014 | 834,369 |
| | | RJO
Holdings Corp. (RJ OBrien) | |
| 471,438 | | Term Loan, 5.47%, Maturing July 31,
2014 | 318,220 |
| | | Travelex
America Holdings, Inc. | |
| 375,000 | | Term Loan, 5.54%, Maturing October 31,
2013 | 349,922 |
| 375,000 | | Term Loan, 6.04%, Maturing October 31,
2014 | 349,922 |
| | | | $ 12,729,573 |
| Food
Products 3.7% | | | |
| | | Acosta, Inc. | |
| 3,039,842 | | Term Loan, 4.72%, Maturing July 28,
2013 | $ 2,847,952 |
| | | Advantage
Sales & Marketing, Inc. | |
| 2,242,210 | | Term Loan, 4.56%, Maturing March 29,
2013 | 2,103,007 |
| | | Black Lion
Beverages III B.V. | |
| EUR | 147,059 | Term Loan, 6.98%, Maturing December 31,
2013 | 210,902 |
| EUR | 852,941 | Term Loan, 7.01%, Maturing December 31,
2014 | 1,223,229 |
| | | Dean Foods
Co. | |
| 4,426,525 | | Term Loan, 4.30%, Maturing April 2,
2014 | 4,192,751 |
| | | Pinnacle
Foods Finance, LLC | |
| 3,737,250 | | Term Loan, 5.43%, Maturing April 2,
2014 | 3,422,697 |
| | | Provimi
Group SA | |
| EUR | 46,773 | Term Loan - Second Lien,
4.51%, Maturing June 28, 2015 (2) | 54,916 |
| 252,404 | | Term Loan, 4.71%, Maturing June 28,
2015 | 229,057 |
| 205,103 | | Term Loan, 4.71%, Maturing June 28,
2015 | 186,131 |
| EUR | 457,186 | Term Loan, 6.73%, Maturing June 28,
2015 | 647,341 |
| EUR | 265,285 | Term Loan, 6.73%, Maturing June 28,
2015 | 375,624 |
| EUR | 438,752 | Term Loan, 6.73%, Maturing June 28,
2015 | 621,240 |
| EUR | 598,067 | Term Loan, 6.73%, Maturing June 28,
2015 | 846,820 |
| EUR | 697,446 | Term Loan - Second Lien,
4.15%, Maturing December 28, 2016 (2) | 818,863 |
| 282,126 | | Term Loan - Second Lien,
6.71%, Maturing December 28, 2016 (2) | 212,300 |

SEQ.=1,FOLIO='8',FILE='C:\JMS\jkarthi\08-22195-1\task3140672\22195-1-bi-03.htm',USER='105429',CD='Sep 21 01:55 2008'

| 1,970,000 | | Reddy Ice
Group, Inc. — Term Loan, 4.54%, Maturing August 9,
2012 | $ 1,699,125 |
| --- | --- | --- | --- |
| | | | $ 19,691,955 |
| Food
Service 2.9% | | | |
| | | AFC
Enterprises, Inc. | |
| 431,737 | | Term Loan, 5.06%, Maturing May 23,
2009 | $ 410,150 |
| | | Aramark
Corp. | |
| 180,813 | | Term Loan, 4.47%, Maturing January 26,
2014 | 172,178 |
| 2,842,419 | | Term Loan, 4.68%, Maturing January 26,
2014 | 2,706,688 |
| GBP | 985,000 | Term Loan, 8.07%, Maturing January 27,
2014 | 1,795,092 |
| | | Buffets, Inc. | |
| 453,687 | | Term Loan, 9.71%, Maturing January 22,
2009 | 272,212 |
| 45,200 | | Term Loan, 9.71%, Maturing January 22,
2009 | 27,120 |
| 1,126,576 | | DIP Loan, 11.25%, Maturing January 22,
2009 | 1,132,209 |
| 141,467 | | Term Loan, 4.70%, Maturing May 1,
2013 | 61,892 |
| 943,706 | | Term Loan, 9.71%, Maturing November 1,
2013 | 412,871 |
| | | CBRL Group, Inc. | |
| 1,752,409 | | Term Loan, 4.29%, Maturing April 27,
2013 | 1,623,169 |
| | | JRD
Holdings, Inc. | |
| 1,379,688 | | Term Loan, 5.05%, Maturing June 26,
2014 | 1,296,906 |
| | | NPC
International, Inc. | |
| 373,356 | | Term Loan, 4.49%, Maturing May 3,
2013 | 345,354 |
| | | OSI
Restaurant Partners, LLC | |
| 185,739 | | Term Loan, 5.03%, Maturing May 9,
2013 | 156,021 |
| 2,282,101 | | Term Loan, 5.13%, Maturing May 9,
2014 | 1,916,965 |
| | | QCE
Finance, LLC | |
| 1,228,693 | | Term Loan, 4.81%, Maturing May 5,
2013 | 1,049,304 |
| 950,000 | | Term Loan - Second Lien,
8.55%, Maturing November 5, 2013 | 779,000 |
| | | Sagittarius
Restaurants, LLC | |
| 391,000 | | Term Loan, 9.50%, Maturing March 29,
2013 | 307,913 |
| | | Selecta | |
| EUR | 741,246 | Term Loan - Second Lien,
9.12%, Maturing December 28, 2015 | 962,810 |
| | | | $ 15,427,854 |
| Food/Drug
Retailers 3.8% | | | |
| | | General
Nutrition Centers, Inc. | |
| 3,422,808 | | Term Loan, 5.05%, Maturing September 16,
2013 | $ 3,046,299 |
| | | Iceland
Foods Group, Ltd. | |
| GBP | 1,250,000 | Term Loan, 7.66%, Maturing May 2,
2014 | 2,401,841 |
| GBP | 1,250,000 | Term Loan, 8.16%, Maturing May 2,
2015 | 2,401,841 |
| | | Pantry, Inc.
(The) | |
| 827,750 | | Term Loan, 4.22%, Maturing May 15,
2014 | 744,975 |
| 238,292 | | Term Loan, 4.22%, Maturing May 15,
2014 | 214,463 |
| | | Rite Aid
Corp. | |
| 6,384,000 | | Term Loan, 4.22%, Maturing June 1,
2014 | 5,655,158 |
| 1,075,000 | | Term Loan, 6.00%, Maturing June 4,
2014 | 978,250 |
| | | Roundys
Supermarkets, Inc. | |
| 4,530,167 | | Term Loan, 5.21%, Maturing November 3,
2011 | 4,354,623 |
| | | | $ 19,797,450 |
| Forest
Products 2.3% | | | |
| | | Appleton
Papers, Inc. | |
| 1,336,500 | | Term Loan, 4.49%, Maturing June 5,
2014 | $ 1,234,035 |
| | | Georgia-Pacific
Corp. | |
| 8,628,750 | | Term Loan, 4.45%, Maturing December 20,
2012 | 8,159,130 |
| | | Newpage Corp. | |
| 1,492,500 | | Term Loan, 6.56%, Maturing December 5,
2014 | 1,478,815 |
| | | Xerium
Technologies, Inc. | |
| 1,243,030 | | Term Loan, 8.30%, Maturing May 18,
2012 | 1,096,974 |
| | | | $ 11,968,954 |
| Healthcare
14.1% | | | |
| | | Accellent, Inc. | |
| 2,313,440 | | Term Loan, 5.14%, Maturing November 22,
2012 | $ 2,093,663 |
| | | Advanced
Medical Optics, Inc. | |
| 994,962 | | Term Loan, 4.52%, Maturing April 2,
2014 | 914,122 |

SEQ.=1,FOLIO='9',FILE='C:\JMS\jkarthi\08-22195-1\task3140672\22195-1-bi-03.htm',USER='105429',CD='Sep 21 01:55 2008'

| 1,022,942 | | Alliance
Imaging, Inc. — Term Loan, 5.30%, Maturing December 29,
2011 | $ 996,090 |
| --- | --- | --- | --- |
| | | American
Medical Systems | |
| 1,164,384 | | Term Loan, 4.94%, Maturing July 20,
2012 | 1,097,432 |
| | | AMN
Healthcare, Inc. | |
| 279,697 | | Term Loan, 4.55%, Maturing November 2,
2011 | 272,705 |
| | | AMR HoldCo, Inc. | |
| 1,869,552 | | Term Loan, 4.69%, Maturing February 10,
2012 | 1,820,476 |
| | | Biomet, Inc. | |
| 2,729,375 | | Term Loan, 5.80%, Maturing December 26,
2014 | 2,684,447 |
| EUR | 1,215,813 | Term Loan, 7.95%, Maturing December 26,
2014 | 1,863,774 |
| | | Bright
Horizons Family Solutions, Inc. | |
| 950,000 | | Term Loan, 7.49%, Maturing May 15,
2015 | 937,235 |
| | | Capio AB | |
| EUR | 227,051 | Term Loan, 6.69%, Maturing April 24,
2015 | 340,363 |
| EUR | 272,949 | Term Loan, 6.69%, Maturing April 24,
2015 | 409,167 |
| EUR | 227,051 | Term Loan, 6.81%, Maturing April 16,
2016 | 340,363 |
| EUR | 272,949 | Term Loan, 6.81%, Maturing April 24,
2016 | 409,167 |
| | | Cardinal
Health 409, Inc. | |
| 4,247,212 | | Term Loan, 5.05%, Maturing April 10,
2014 | 3,726,929 |
| | | Carestream
Health, Inc. | |
| 2,859,924 | | Term Loan, 4.75%, Maturing April 30,
2013 | 2,523,883 |
| 1,000,000 | | Term Loan - Second Lien,
7.96%, Maturing October 30, 2013 | 715,000 |
| | | Carl Zeiss
Vision Holding GmbH | |
| 1,300,000 | | Term Loan, 5.14%, Maturing March 23,
2015 | 940,333 |
| | | Community
Health Systems, Inc. | |
| 385,151 | | Term Loan, 0.00%, Maturing July 25,
2014 (2) | 365,223 |
| 7,528,298 | | Term Loan, 4.85%, Maturing July 25,
2014 | 7,138,791 |
| | | Concentra, Inc. | |
| 600,000 | | Term Loan - Second Lien,
8.30%, Maturing June 25, 2015 | 393,000 |
| | | ConMed
Corp. | |
| 475,139 | | Term Loan, 3.96%, Maturing April 13,
2013 | 464,448 |
| | | CRC Health
Corp. | |
| 491,250 | | Term Loan, 5.05%, Maturing February 6,
2013 | 455,634 |
| 488,794 | | Term Loan, 5.05%, Maturing February 6,
2013 | 453,356 |
| | | Dako EQT
Project Delphi | |
| 500,000 | | Term Loan - Second Lien,
6.54%, Maturing December 12, 2016 | 310,834 |
| | | DaVita, Inc. | |
| 4,047,997 | | Term Loan, 4.10%, Maturing October 5,
2012 | 3,904,872 |
| | | DJO
Finance, LLC | |
| 796,000 | | Term Loan, 5.62%, Maturing May 15,
2014 | 774,110 |
| | | Fenwal, Inc. | |
| 500,000 | | Term Loan - Second Lien,
7.90%, Maturing August 28, 2014 | 425,000 |
| | | Fresenius
Medical Care Holdings | |
| 497,924 | | Term Loan, 4.17%, Maturing March 31,
2013 | 484,931 |
| | | Hanger
Orthopedic Group, Inc. | |
| 702,985 | | Term Loan, 4.47%, Maturing May 30,
2013 | 678,380 |
| | | HCA, Inc. | |
| 7,172,109 | | Term Loan, 5.05%, Maturing November 18,
2013 | 6,754,233 |
| | | Health
Management Association, Inc. | |
| 6,247,648 | | Term Loan, 4.55%, Maturing February 28,
2014 | 5,788,840 |
| | | HealthSouth
Corp. | |
| 1,493,167 | | Term Loan, 5.29%, Maturing March 10,
2013 | 1,414,508 |
| | | Iasis
Healthcare, LLC | |
| 77,901 | | Term Loan, 4.46%, Maturing March 14,
2014 | 72,805 |
| 292,130 | | Term Loan, 4.46%, Maturing March 14,
2014 | 273,020 |
| 844,281 | | Term Loan, 4.46%, Maturing March 14,
2014 | 789,051 |
| | | Ikaria
Acquisition, Inc. | |
| 532,551 | | Term Loan, 5.05%, Maturing March 28,
2013 | 508,586 |
| | | IM U.S.
Holdings, LLC | |
| 994,975 | | Term Loan, 4.81%, Maturing June 26,
2014 | 940,251 |
| 625,000 | | Term Loan - Second Lien,
7.06%, Maturing June 26, 2015 | 589,063 |
| | | Invacare
Corp. | |
| 664,200 | | Term Loan, 4.97%, Maturing February 12,
2013 | 621,027 |
| | | Leiner
Health Products, Inc. | |
| 97,791 | | Term Loan, 8.75%, Maturing May 27,
2011 (3) | 92,901 |
| | | LifePoint
Hospitals, Inc. | |
| 2,063,187 | | Term Loan, 4.27%, Maturing April 15,
2012 | 1,997,938 |

SEQ.=1,FOLIO='10',FILE='C:\JMS\jkarthi\08-22195-1\task3140672\22195-1-bi-03.htm',USER='105429',CD='Sep 21 01:55 2008'

| 1,609,662 | | MultiPlan
Merger Corp. — Term Loan, 5.00%, Maturing April 12,
2013 | $ 1,525,658 |
| --- | --- | --- | --- |
| 1,147,842 | | Term Loan, 5.00%, Maturing April 12,
2013 | 1,087,939 |
| | | Mylan, Inc. | |
| 597,000 | | Term Loan, 5.93%, Maturing October 2,
2014 | 592,075 |
| | | National
Mentor Holdings, Inc. | |
| 61,600 | | Term Loan, 4.59%, Maturing June 29,
2013 | 53,438 |
| 1,017,632 | | Term Loan, 4.81%, Maturing June 29,
2013 | 882,796 |
| | | National
Rental Institutes, Inc. | |
| 815,335 | | Term Loan, 5.00%, Maturing March 31,
2013 | 705,265 |
| | | Nyco
Holdings | |
| EUR | 984,850 | Term Loan, 7.21%, Maturing December 29,
2014 | 1,220,646 |
| EUR | 984,850 | Term Loan, 7.96%, Maturing December 29,
2015 | 1,220,646 |
| | | Physiotherapy
Associates, Inc. | |
| 822,611 | | Term Loan, 6.25%, Maturing June 27,
2013 | 666,315 |
| | | RadNet
Management, Inc. | |
| 541,753 | | Term Loan, 6.92%, Maturing November 15,
2012 | 517,374 |
| | | ReAble
Therapeutics Finance, LLC | |
| 2,599,953 | | Term Loan, 4.81%, Maturing November 16,
2013 | 2,456,955 |
| | | Renal
Advantage, Inc. | |
| 322,702 | | Term Loan, 5.28%, Maturing October 5,
2012 | 306,567 |
| | | Select
Medical Holdings Corp. | |
| 2,123,487 | | Term Loan, 4.68%, Maturing February 24,
2012 | 1,986,522 |
| | | Sunrise
Medical Holdings, Inc. | |
| 500,515 | | Term Loan, 6.84%, Maturing May 13,
2010 | 415,528 |
| | | Vanguard
Health Holding Co., LLC | |
| 2,160,425 | | Term Loan, 5.05%, Maturing September 23,
2011 | 2,086,147 |
| | | Viant
Holdings, Inc. | |
| 519,750 | | Term Loan, 5.05%, Maturing June 25,
2014 | 446,985 |
| | | | $ 73,946,807 |
| Home
Furnishings 1.9% | | | |
| | | Hunter Fan
Co. | |
| 462,752 | | Term Loan, 5.18%, Maturing April 16,
2014 | $ 369,045 |
| | | Interline
Brands, Inc. | |
| 983,196 | | Term Loan, 4.19%, Maturing June 23,
2013 | 934,036 |
| 679,130 | | Term Loan, 4.19%, Maturing June 23,
2013 | 645,174 |
| | | National Bedding
Co., LLC | |
| 1,487,449 | | Term Loan, 4.59%, Maturing August 31,
2011 | 1,173,846 |
| 1,050,000 | | Term Loan - Second Lien,
7.46%, Maturing August 31, 2012 | 750,750 |
| | | Sealy
Mattress Co. | |
| 2,887,500 | | Term Loan, 3.94%, Maturing August 25,
2011 | 2,685,375 |
| | | Simmons
Co. | |
| 2,799,380 | | Term Loan, 5.53%, Maturing December 19,
2011 | 2,627,918 |
| 1,000,000 | | Term Loan, 8.20%, Maturing February 15,
2012 | 635,000 |
| | | | $ 9,821,144 |
| Industrial
Equipment 4.2% | | | |
| | | Brand
Energy and Infrastructure Services, Inc. | |
| 792,480 | | Term Loan, 6.06%, Maturing February 7,
2014 | $ 752,856 |
| | | CEVA Group
PLC U.S. | |
| 3,509,561 | | Term Loan, 5.46%, Maturing January 4,
2014 | 3,228,796 |
| 2,264,547 | | Term Loan, 5.46%, Maturing January 4,
2014 | 2,083,384 |
| 1,005,694 | | Term Loan, 5.80%, Maturing January 4,
2014 | 925,238 |
| | | EPD
Holdings (Goodyear Engineering Products) | |
| 147,695 | | Term Loan, 4.97%, Maturing July 13,
2014 | 131,080 |
| 1,031,270 | | Term Loan, 5.30%, Maturing July 13,
2014 | 915,252 |
| 775,000 | | Term Loan - Second Lien,
8.55%, Maturing July 13, 2015 | 589,000 |
| | | Flowserve
Corp. | |
| 1,979,929 | | Term Loan, 4.31%, Maturing August 10,
2012 | 1,923,006 |
| | | FR Brand
Acquisition Corp. | |
| 739,217 | | Term Loan, 5.06%, Maturing February 7,
2014 | 680,079 |
| | | Generac
Acquisition Corp. | |
| 1,762,302 | | Term Loan, 5.29%, Maturing November 7,
2013 | 1,418,653 |
| 500,000 | | Term Loan - Second Lien,
8.79%, Maturing April 7, 2014 | 351,667 |
| | | Gleason
Corp. | |
| 138,408 | | Term Loan, 4.52%, Maturing June 30,
2013 | 131,488 |
| 568,403 | | Term Loan, 4.52%, Maturing June 30,
2013 | 539,983 |

SEQ.=1,FOLIO='11',FILE='C:\JMS\105546\08-22195-1\task3140027\22195-1-bi-05.htm',USER='105546',CD='Sep 20 04:52 2008'

| EUR | Itron, Inc. — Term Loan, 6.96%, Maturing April 18,
2014 | $ 488,648 |
| --- | --- | --- |
| | Jason, Inc. | |
| 437,870 | Term Loan, 4.96%, Maturing April 30,
2010 | 394,083 |
| | John
Maneely Co. | |
| 2,821,723 | Term Loan, 6.04%, Maturing December 8,
2013 | 2,591,282 |
| | KION Group
GmbH | |
| 250,000 | Term Loan, 4.46%, Maturing December 23,
2014 | 217,322 |
| 250,000 | Term Loan, 4.96%, Maturing December 23,
2015 | 217,322 |
| | Polypore, Inc. | |
| 2,994,750 | Term Loan, 4.72%, Maturing July 3,
2014 | 2,815,065 |
| | Sequa
Corp. | |
| 993,167 | Term Loan, 6.03%, Maturing November 30,
2014 | 941,440 |
| | TFS
Acquisition Corp. | |
| 687,750 | Term Loan, 6.30%, Maturing August 11,
2013 | 646,485 |
| | | $ 21,982,129 |
| Insurance
3.3% | | |
| | Alliant
Holdings I, Inc. | |
| 967,688 | Term Loan, 5.80%, Maturing August 21,
2014 | $ 895,111 |
| | AmWINS
Group, Inc. | |
| 997,481 | Term Loan, 5.07%, Maturing June 8,
2013 | 812,947 |
| 500,000 | Term Loan - Second Lien,
7.96%, Maturing June 8, 2014 | 327,500 |
| | Applied
Systems, Inc. | |
| 1,284,034 | Term Loan, 5.30%, Maturing September 26,
2013 | 1,219,832 |
| | CCC
Information Services Group, Inc. | |
| 1,578,926 | Term Loan, 5.06%, Maturing February 10,
2013 | 1,555,242 |
| | Conseco, Inc. | |
| 3,468,942 | Term Loan, 4.46%, Maturing October 10,
2013 | 3,041,828 |
| | Crawford &
Company | |
| 1,225,500 | Term Loan, 5.56%, Maturing October 31,
2013 | 1,191,799 |
| | Crump
Group, Inc. | |
| 972,078 | Term Loan, 5.81%, Maturing August 4,
2014 | 913,754 |
| | Getty
Images, Inc. | |
| 2,525,000 | Term Loan, 7.25%, Maturing July 2,
2015 | 2,510,009 |
| | Hub
International Holdings | |
| 605,484 | Term Loan, 5.30%, Maturing June 13,
2014 (2) | 557,416 |
| 2,694,413 | Term Loan, 5.30%, Maturing June 13,
2014 | 2,480,511 |
| | U.S.I.
Holdings Corp. | |
| 1,831,500 | Term Loan, 5.56%, Maturing May 4,
2014 | 1,694,138 |
| | | $ 17,200,087 |
| Leisure
Goods/Activities/Movies 10.7% | | |
| | 24 Hour
Fitness Worldwide, Inc. | |
| 1,637,313 | Term Loan, 4.97%, Maturing June 8,
2012 | $ 1,547,260 |
| | AMC
Entertainment, Inc. | |
| 2,825,567 | Term Loan, 4.21%, Maturing January 26,
2013 | 2,664,202 |
| | AMF
Bowling Worldwide, Inc. | |
| 1,000,000 | Term Loan - Second Lien,
8.95%, Maturing December 8, 2013 | 775,000 |
| | Bombardier
Recreational Products | |
| 1,822,785 | Term Loan, 5.29%, Maturing June 28,
2013 | 1,667,848 |
| | Butterfly
Wendel US, Inc. | |
| 287,796 | Term Loan, 5.63%, Maturing June 22,
2013 | 263,694 |
| 287,890 | Term Loan, 5.38%, Maturing June 22,
2014 | 263,779 |
| | Carmike
Cinemas, Inc. | |
| 994,872 | Term Loan, 6.31%, Maturing May 19,
2012 | 966,269 |
| 856,566 | Term Loan, 6.47%, Maturing May 19,
2012 | 831,940 |
| | Cedar
Fair, L.P. | |
| 3,973,925 | Term Loan, 4.46%, Maturing August 30,
2012 | 3,748,182 |
| | Cinemark, Inc. | |
| 4,552,293 | Term Loan, 4.53%, Maturing October 5,
2013 | 4,302,731 |
| | Deluxe
Entertainment Services | |
| 1,164,909 | Term Loan, 5.01%, Maturing January 28,
2011 | 1,039,682 |
| 59,055 | Term Loan, 5.05%, Maturing January 28,
2011 | 52,707 |
| 110,681 | Term Loan, 5.05%, Maturing January 28,
2011 | 98,783 |
| | Easton-Bell
Sports, Inc. | |
| 1,276,290 | Term Loan, 4.39%, Maturing March 16,
2012 | 1,159,829 |

SEQ.=1,FOLIO='12',FILE='C:\JMS\105546\08-22195-1\task3140027\22195-1-bi-05.htm',USER='105546',CD='Sep 20 04:52 2008'

| 335,563 | Fender
Musical Instruments Corp. — Term Loan, 5.06%, Maturing June 9,
2014 | $ 310,396 |
| --- | --- | --- |
| 661,098 | Term Loan, 5.17%, Maturing June 9,
2014 | 611,516 |
| | Mega
Blocks, Inc. | |
| 1,600,500 | Term Loan, 8.25%, Maturing July 26,
2012 | 1,400,438 |
| | Metro-Goldwyn-Mayer
Holdings, Inc. | |
| 7,876,151 | Term Loan, 6.05%, Maturing April 8,
2012 | 6,123,707 |
| | National
CineMedia, LLC | |
| 2,750,000 | Term Loan, 4.54%, Maturing February 13,
2015 | 2,501,642 |
| | Regal
Cinemas Corp. | |
| 5,974,049 | Term Loan, 4.30%, Maturing November 10,
2010 | 5,642,155 |
| | Revolution
Studios Distribution Co., LLC | |
| 1,105,564 | Term Loan, 6.22%, Maturing December 21,
2014 | 1,028,175 |
| 800,000 | Term Loan, 9.47%, Maturing June 21,
2015 | 676,000 |
| | Six Flags
Theme Parks, Inc. | |
| 3,118,500 | Term Loan, 4.88%, Maturing April 30,
2015 | 2,674,893 |
| | Southwest
Sports Group, LLC | |
| 1,875,000 | Term Loan, 5.31%, Maturing December 22,
2010 | 1,650,000 |
| | Ticketmaster | |
| 1,750,000 | Term Loan, 0.00%, Maturing July 22,
2014 (2) | 1,754,375 |
| | Universal
City Development Partners, Ltd. | |
| 1,721,345 | Term Loan, 5.69%, Maturing June 9,
2011 | 1,708,435 |
| | WMG
Acquisition Corp. | |
| 875,000 | Revolving Loan, 4.25%,
Maturing February 28, 2010 (2) | 818,125 |
| 9,634,200 | Term Loan, 4.61%, Maturing February 28,
2011 | 9,016,002 |
| | Zuffa, LLC | |
| 1,361,898 | Term Loan, 4.50%, Maturing June 20,
2016 | 1,143,994 |
| | | $ 56,441,759 |
| Lodging
and Casinos 4.2% | | |
| | Ameristar
Casinos, Inc. | |
| 1,072,500 | Term Loan, 5.02%, Maturing November 10,
2012 | $ 1,018,875 |
| | Bally
Technologies, Inc. | |
| 4,563,921 | Term Loan, 6.12%, Maturing September 5,
2009 | 4,523,987 |
| | Isle of
Capri Casinos, Inc. | |
| 1,324,853 | Term Loan, 4.55%, Maturing November 30,
2013 | 1,147,101 |
| 399,464 | Term Loan, 4.55%, Maturing November 30,
2013 | 345,869 |
| 529,941 | Term Loan, 4.55%, Maturing November 30,
2013 | 458,840 |
| | LodgeNet
Entertainment Corp. | |
| 2,286,823 | Term Loan, 4.81%, Maturing April 4,
2014 | 2,065,287 |
| | New World
Gaming Partners, Ltd. | |
| 1,015,729 | Term Loan, 5.28%, Maturing June 30,
2014 | 877,336 |
| 204,167 | Term Loan, 5.28%, Maturing June 30,
2014 | 176,349 |
| | Penn
National Gaming, Inc. | |
| 6,389,325 | Term Loan, 4.47%, Maturing October 3,
2012 | 6,147,444 |
| | Venetian
Casino Resort/Las Vegas Sands Inc. | |
| 865,000 | Term Loan, 4.56%, Maturing May 14,
2014 | 749,424 |
| 3,425,400 | Term Loan, 4.56%, Maturing May 23,
2014 | 2,967,719 |
| | Wimar
OpCo, LLC | |
| 1,883,308 | Term Loan, 8.25%, Maturing January 3,
2012 | 1,606,697 |
| | | $ 22,084,928 |
| Nonferrous
Metals/Minerals 2.0% | | |
| | Alpha
Natural Resources, LLC | |
| 815,937 | Term Loan, 4.55%, Maturing October 26,
2012 | $ 811,858 |
| | Euramax
International, Inc. | |
| 580,533 | Term Loan, 8.00%, Maturing June 28,
2012 | 512,611 |
| 501,316 | Term Loan - Second Lien,
10.79%, Maturing June 28, 2013 | 353,428 |
| 248,684 | Term Loan - Second Lien,
10.79%, Maturing June 28, 2013 | 175,322 |
| | Murray
Energy Corp. | |
| 899,775 | Term Loan, 5.50%, Maturing January 28,
2010 | 877,281 |
| | Neo
Material Technologies, Inc. | |
| 431,252 | Term Loan, 6.50%, Maturing August 31,
2009 | 424,783 |
| | Noranda
Aluminum Acquisition | |
| 2,230,769 | Term Loan, 4.47%, Maturing May 18,
2014 | 2,102,499 |

SEQ.=1,FOLIO='13',FILE='C:\JMS\105546\08-22195-1\task3140027\22195-1-bi-05.htm',USER='105546',CD='Sep 20 04:52 2008'

| 626,484 | | Novelis, Inc. — Term Loan, 4.81%, Maturing June 28,
2014 | $ 597,248 |
| --- | --- | --- | --- |
| 1,378,266 | | Term Loan, 4.81%, Maturing June 28,
2014 | 1,313,946 |
| | | Oxbow
Carbon and Mineral Holdings | |
| 3,051,358 | | Term Loan, 4.79%, Maturing May 8,
2014 | 2,856,834 |
| 273,173 | | Term Loan, 4.80%, Maturing May 8,
2014 | 255,758 |
| | | | $ 10,281,568 |
| Oil and
Gas 2.2% | | | |
| | | Atlas
Pipeline Partners, L.P. | |
| 1,500,000 | | Term Loan, 4.97%, Maturing July 20,
2014 | $ 1,466,250 |
| | | Big West
Oil, LLC | |
| 398,750 | | Term Loan, 4.46%, Maturing May 1,
2014 | 366,850 |
| 319,000 | | Term Loan, 4.46%, Maturing May 1,
2014 | 293,480 |
| | | Dresser, Inc. | |
| 1,431,601 | | Term Loan, 4.97%, Maturing May 4,
2014 | 1,376,723 |
| 1,000,000 | | Term Loan - Second Lien,
8.47%, Maturing May 4, 2015 | 960,000 |
| | | Dynegy
Holdings, Inc. | |
| 226,592 | | Term Loan, 3.96%, Maturing April 2,
2013 | 211,184 |
| | | Dynegy
Holdings, Inc., Sr. Notes | |
| 2,772,266 | | Term Loan, 3.96%, Maturing April 2,
2013 | 2,583,752 |
| | | Enterprise
GP Holdings, L.P. | |
| 1,125,000 | | Term Loan, 4.71%, Maturing October 31,
2014 | 1,104,609 |
| | | Niska Gas
Storage | |
| 96,845 | | Term Loan, 4.41%, Maturing May 13,
2011 | 90,308 |
| 46,882 | | Term Loan, 4.84%, Maturing May 13,
2011 | 43,718 |
| 65,602 | | Term Loan, 4.84%, Maturing May 13,
2011 | 61,174 |
| 599,746 | | Term Loan, 4.53%, Maturing May 12,
2013 | 559,263 |
| | | Targa
Resources, Inc. | |
| 961,324 | | Term Loan, 4.65%, Maturing October 31,
2012 | 928,880 |
| 1,365,968 | | Term Loan, 4.80%, Maturing October 31,
2012 | 1,319,866 |
| | | | $ 11,366,057 |
| Publishing
10.8% | | | |
| | | American
Media Operations, Inc. | |
| 4,187,087 | | Term Loan, 5.99%, Maturing January 31,
2013 | $ 3,904,459 |
| | | Aster
Zweite Beteiligungs GmbH | |
| 775,000 | | Term Loan, 4.88%, Maturing September 27,
2013 | 651,000 |
| | | CanWest
MediaWorks, Ltd. | |
| 792,000 | | Term Loan, 4.65%, Maturing July 10,
2014 | 738,540 |
| | | Dex Media
West, LLC | |
| 2,370,000 | | Term Loan, 7.00%, Maturing October 24,
2014 | 2,246,317 |
| | | GateHouse
Media Operating, Inc. | |
| 2,078,261 | | Term Loan, 4.65%, Maturing August 28,
2014 | 1,249,554 |
| 871,739 | | Term Loan, 4.79%, Maturing August 28,
2014 | 524,133 |
| 675,000 | | Term Loan, 4.93%, Maturing August 28,
2014 | 410,063 |
| | | Idearc, Inc. | |
| 10,347,723 | | Term Loan, 4.79%, Maturing November 17,
2014 | 7,747,858 |
| | | Laureate
Education, Inc. | |
| 351,599 | | Term Loan, 0.00%, Maturing August 17,
2014 (2) | 326,767 |
| 2,355,492 | | Term Loan, 5.71%, Maturing August 17,
2014 | 2,189,135 |
| | | Local
Insight Regatta Holdings, Inc. | |
| 1,700,000 | | Term Loan, 7.75%, Maturing April 23,
2015 | 1,551,250 |
| | | MediaNews
Group, Inc. | |
| 955,500 | | Term Loan, 6.25%, Maturing August 2,
2013 | 788,288 |
| | | Mediannuaire
Holding | |
| EUR | 500,000 | Term Loan - Second Lien,
8.72%, Maturing April 10, 2016 | 611,748 |
| | | Merrill
Communications, LLC | |
| 1,280,845 | | Term Loan, 4.94%, Maturing February 9,
2009 | 1,088,718 |
| 1,000,000 | | Term Loan - Second Lien,
9.52%, Maturing November 15, 2013 | 750,000 |
| | | Nebraska
Book Co., Inc. | |
| 1,387,620 | | Term Loan, 5.13%, Maturing March 4,
2011 | 1,304,363 |
| | | Nelson
Education, Ltd. | |
| 496,250 | | Term Loan, 5.30%, Maturing July 5,
2014 | 440,422 |
| | | Newsday,
LLC (NMG Company, LLC) | |
| 650,000 | | Term Loan, Maturing August 1,
2013 (5) | 649,594 |
| | | Nielsen
Finance, LLC | |
| 6,803,853 | | Term Loan, 4.73%, Maturing August 9,
2013 | 6,341,157 |

SEQ.=1,FOLIO='14',FILE='C:\JMS\105546\08-22195-1\task3140027\22195-1-bi-05.htm',USER='105546',CD='Sep 20 04:52 2008'

| 708,076 | | Philadelphia
Newspapers, LLC — Term Loan, 9.50%, Maturing June 29,
2013 | $ 518,666 |
| --- | --- | --- | --- |
| | | R.H.
Donnelley Corp. | |
| 2,877,334 | | Term Loan, 6.75%, Maturing June 30,
2010 | 2,745,457 |
| | | Readers
Digest Association, Inc. (The) | |
| 3,258,750 | | Term Loan, 4.61%, Maturing March 2,
2014 | 2,791,664 |
| | | SGS
International, Inc. | |
| 682,500 | | Term Loan, 5.31%, Maturing December 30,
2011 | 634,725 |
| | | Source
Interlink Companies, Inc. | |
| 1,994,962 | | Term Loan, 5.71%, Maturing August 1,
2014 | 1,635,869 |
| | | TL
Acquisitions, Inc. | |
| 1,910,562 | | Term Loan, 4.96%, Maturing July 5,
2014 | 1,692,938 |
| | | Trader
Media Corp. | |
| GBP | 2,334,000 | Term Loan, 7.50%, Maturing March 23,
2015 | 3,772,711 |
| | | Tribune
Co. | |
| 1,575,533 | | Term Loan, 5.54%, Maturing May 17,
2009 | 1,526,692 |
| 1,994,975 | | Term Loan, 5.79%, Maturing May 17,
2014 | 1,371,545 |
| 1,940,288 | | Term Loan, 5.79%, Maturing May 17,
2014 | 1,393,369 |
| | | Xsys US, Inc. | |
| 1,856,807 | | Term Loan, 4.88%, Maturing September 27,
2013 | 1,559,718 |
| 1,896,271 | | Term Loan, 4.88%, Maturing September 27,
2014 | 1,592,868 |
| | | Yell
Group, PLC | |
| 2,600,000 | | Term Loan, 4.46%, Maturing February 10,
2013 | 2,278,250 |
| | | | $ 57,027,838 |
| Radio and
Television 6.9% | | | |
| | | Block
Communications, Inc. | |
| 828,750 | | Term Loan, 4.80%, Maturing December 22,
2011 | $ 797,672 |
| | | Citadel
Broadcasting Corp. | |
| 1,000,000 | | Term Loan, 4.27%, Maturing June 12,
2014 | 820,000 |
| | | CMP KC,
LLC | |
| 968,688 | | Term Loan, 6.50%, Maturing May 5,
2013 | 721,963 |
| | | CMP Susquehanna
Corp. | |
| 1,322,000 | | Term Loan, 4.49%, Maturing May 5,
2013 | 1,090,650 |
| | | Discovery
Communications, Inc. | |
| 1,403,269 | | Term Loan, 4.80%, Maturing April 30,
2014 | 1,374,151 |
| | | Emmis
Operating Co. | |
| 793,444 | | Term Loan, 4.78%, Maturing November 2,
2013 | 700,710 |
| | | Entravision
Communications Corp. | |
| 1,245,500 | | Term Loan, 4.29%, Maturing September 29,
2013 | 1,155,980 |
| | | Gray
Television, Inc. | |
| 1,136,077 | | Term Loan, 4.29%, Maturing January 19,
2015 | 969,926 |
| | | HIT
Entertainment, Inc. | |
| 750,335 | | Term Loan, 4.79%, Maturing March 20,
2012 | 652,791 |
| | | NEP II, Inc. | |
| 617,183 | | Term Loan, 5.05%, Maturing February 16,
2014 | 560,093 |
| | | Nexstar
Broadcasting, Inc. | |
| 1,685,930 | | Term Loan, 4.42%, Maturing October 1,
2012 | 1,538,411 |
| 1,781,224 | | Term Loan, 4.55%, Maturing October 1,
2012 | 1,625,367 |
| | | NextMedia
Operating, Inc. | |
| 106,894 | | Term Loan, 6.46%, Maturing November 15,
2012 | 98,076 |
| 240,515 | | Term Loan, 6.46%, Maturing November 15,
2012 | 220,672 |
| | | PanAmSat
Corp. | |
| 2,139,258 | | Term Loan, 5.29%, Maturing January 3,
2014 | 2,024,054 |
| 2,138,613 | | Term Loan, 5.29%, Maturing January 3,
2014 | 2,023,444 |
| 2,138,613 | | Term Loan, 5.29%, Maturing January 3,
2014 | 2,023,444 |
| | | Panamsat
Corporation | |
| 333,400 | | Term Loan, Maturing January 3,
2014 (5) | 316,730 |
| 333,300 | | Term Loan, Maturing January 3,
2014 (5) | 316,635 |
| 333,300 | | Term Loan, Maturing January 3,
2014 (5) | 316,635 |
| | | Paxson
Communications Corp. | |
| 2,500,000 | | Term Loan, 6.04%, Maturing January 15,
2012 | 2,025,000 |
| | | Raycom TV
Broadcasting, LLC | |
| 875,000 | | Term Loan, 4.00%, Maturing June 25,
2014 | 809,375 |
| | | SFX
Entertainment | |
| 1,139,185 | | Term Loan, 5.72%, Maturing June 21,
2013 | 1,070,834 |
| | | Sirius
Satellite Radio, Inc. | |
| 496,250 | | Term Loan, 5.43%, Maturing December 19,
2012 | 444,144 |

SEQ.=1,FOLIO='15',FILE='C:\JMS\105546\08-22195-1\task3140027\22195-1-bi-05.htm',USER='105546',CD='Sep 20 04:52 2008'

| EUR | 800,000 | Tyrol
Acquisition 2 SAS — Term Loan, 6.48%, Maturing January 19,
2015 | $ 1,060,190 |
| --- | --- | --- | --- |
| EUR | 800,000 | Term Loan, 7.40%, Maturing January 19,
2016 | 1,060,190 |
| | | Univision
Communications, Inc. | |
| 3,889,375 | | Term Loan - Second Lien,
4.96%, Maturing March 29, 2009 | 3,730,560 |
| 7,625,000 | | Term Loan, 5.03%, Maturing September 29,
2014 | 6,260,842 |
| | | Young
Broadcasting, Inc. | |
| 712,950 | | Term Loan, 5.31%, Maturing November 3,
2012 | 623,831 |
| | | | $ 36,432,370 |
| Rail
Industries 0.7% | | | |
| | | Kansas
City Southern Railway Co. | |
| 1,984,500 | | Term Loan, 4.33%, Maturing April 26,
2013 | $ 1,922,484 |
| | | Rail
America, Inc. | |
| 94,240 | | Term Loan, 6.79%, Maturing August 14,
2009 | 94,122 |
| 1,455,760 | | Term Loan, 6.79%, Maturing August 13,
2010 | 1,453,940 |
| | | | $ 3,470,546 |
| Retailers
(Except Food and Drug) 3.6% | | | |
| | | American
Achievement Corp. | |
| 340,901 | | Term Loan, 5.02%, Maturing March 25,
2011 | $ 337,492 |
| | | Amscan
Holdings, Inc. | |
| 493,750 | | Term Loan, 4.98%, Maturing May 25,
2013 | 434,500 |
| | | Claires
Stores, Inc. | |
| 346,500 | | Term Loan, 5.45%, Maturing May 24,
2014 | 239,735 |
| | | Cumberland
Farms, Inc. | |
| 1,539,773 | | Term Loan, 4.91%, Maturing September 29,
2013 | 1,462,784 |
| | | Educate, Inc. | |
| 500,000 | | Term Loan - Second Lien,
8.06%, Maturing June 14, 2014 | 422,500 |
| | | FTD, Inc. | |
| 1,450,000 | | Term Loan, Maturing July 31,
2014 (5) | 1,417,375 |
| | | Harbor
Freight Tools USA, Inc. | |
| 684,853 | | Term Loan, 4.71%, Maturing July 15,
2010 | 606,095 |
| | | Jostens
Corp. | |
| 1,509,741 | | Term Loan, 5.17%, Maturing October 4,
2011 | 1,475,772 |
| | | Neiman
Marcus Group, Inc. | |
| 802,215 | | Term Loan, 4.42%, Maturing April 5,
2013 | 749,741 |
| | | Orbitz
Worldwide, Inc. | |
| 1,171,150 | | Term Loan, 5.66%, Maturing July 25,
2014 | 948,632 |
| | | Oriental
Trading Co., Inc. | |
| 1,125,000 | | Term Loan - Second Lien,
8.47%, Maturing January 31, 2013 | 815,625 |
| 2,574,147 | | Term Loan, 4.83%, Maturing July 31,
2013 | 2,123,671 |
| | | Rent-A-Center, Inc. | |
| 905,091 | | Term Loan, 4.52%, Maturing November 15,
2012 | 855,311 |
| | | Rover
Acquisition Corp. | |
| 2,216,250 | | Term Loan, 4.98%, Maturing October 26,
2013 | 2,033,409 |
| | | Savers, Inc. | |
| 336,643 | | Term Loan, 5.55%, Maturing August 11,
2012 | 319,811 |
| 368,271 | | Term Loan, 5.55%, Maturing August 11,
2012 | 349,857 |
| | | The Yankee
Candle Company, Inc. | |
| 3,123,519 | | Term Loan, 4.80%, Maturing February 6,
2014 | 2,826,785 |
| | | Vivarte | |
| EUR | 750,000 | Term Loan, 6.47%, Maturing May 29,
2015 | 764,673 |
| EUR | 750,000 | Term Loan, 6.97%, Maturing May 29,
2016 | 764,673 |
| | | | $ 18,948,441 |
| Steel
0.5% | | | |
| | | Algoma
Acquisition Corp. | |
| 1,046,089 | | Term Loan, 4.96%, Maturing June 20,
2013 | $ 988,554 |
| | | Niagara
Corp. | |
| 2,009,725 | | Term Loan, 7.47%, Maturing June 29,
2014 | 1,768,558 |
| | | | $ 2,757,112 |
| Surface
Transport 0.4% | | | |
| | | Gainey
Corp. | |
| 1,212,304 | | Term Loan, 7.00%, Maturing April 20,
2012 (3) | $ 430,368 |
| | | Oshkosh
Truck Corp. | |
| 916,252 | | Term Loan, 4.41%, Maturing December 6,
2013 | 838,800 |

SEQ.=1,FOLIO='16',FILE='C:\JMS\tganes\08-22195-1\task3147710\22195-1-bi-07.htm',USER='105377',CD='Sep 26 14:00 2008'

| 486,140 | | Ozburn-Hessey
Holding Co., LLC — Term Loan, 6.16%, Maturing August 9,
2012 | $ 435,095 |
| --- | --- | --- | --- |
| | | Swift
Transportation Co., Inc. | |
| 805,814 | | Term Loan, 6.13%, Maturing May 10,
2014 | 620,980 |
| | | | $ 2,325,243 |
| Telecommunications
5.8% | | | |
| | | Alaska Communications
Systems Holdings, Inc. | |
| 985,347 | | Term Loan, 4.55%, Maturing February 1,
2012 | $ 930,846 |
| | | Alltell
Communication | |
| 1,492,481 | | Term Loan, 5.56%, Maturing May 16,
2014 | 1,476,485 |
| 3,136,350 | | Term Loan, 5.21%, Maturing May 16,
2015 | 3,125,081 |
| | | Asurion
Corp. | |
| 1,900,000 | | Term Loan, 5.78%, Maturing July 13,
2012 | 1,792,333 |
| 1,000,000 | | Term Loan - Second Lien,
9.10%, Maturing January 13, 2013 | 928,750 |
| | | Centennial
Cellular Operating Co., LLC | |
| 4,445,833 | | Term Loan, 4.74%, Maturing February 9,
2011 | 4,369,143 |
| | | CommScope, Inc. | |
| 2,133,522 | | Term Loan, 5.23%, Maturing November 19,
2014 | 2,056,182 |
| | | FairPoint
Communications, Inc. | |
| 4,425,000 | | Term Loan, 5.75%, Maturing March 31,
2015 | 3,900,222 |
| | | Intelsat
Subsidiary Holding Co. | |
| 957,938 | | Term Loan, 5.29%, Maturing July 3,
2013 | 920,578 |
| | | Iowa
Telecommunications Services | |
| 1,616,000 | | Term Loan, 4.56%, Maturing November 23,
2011 | 1,537,894 |
| | | IPC
Systems, Inc. | |
| 1,089,000 | | Term Loan, 5.05%, Maturing May 31,
2014 | 830,363 |
| 500,000 | | Term Loan - Second Lien,
8.06%, Maturing May 31, 2015 | 343,750 |
| | | Macquarie
UK Broadcast Ventures, Ltd. | |
| GBP | 775,000 | Term Loan, 7.39%, Maturing December 26,
2014 | 1,337,925 |
| | | NTelos, Inc. | |
| 1,165,795 | | Term Loan, 5.27%, Maturing August 24,
2011 | 1,141,750 |
| | | Palm, Inc. | |
| 769,188 | | Term Loan, 5.97%, Maturing April 24,
2014 | 507,664 |
| | | Stratos
Global Corp. | |
| 987,000 | | Term Loan, 5.30%, Maturing February 13,
2012 | 933,949 |
| | | Telesat
Canada, Inc. | |
| 51,482 | | Term Loan, 5.67%, Maturing October 22,
2014 (2) | 49,145 |
| 599,910 | | Term Loan, 5.77%, Maturing October 22,
2014 | 572,679 |
| | | Trilogy
International Partners | |
| 850,000 | | Term Loan, 6.30%, Maturing June 29,
2012 | 726,750 |
| | | Windstream
Corp. | |
| 3,059,007 | | Term Loan, 4.29%, Maturing July 17,
2013 | 2,962,936 |
| | | | $ 30,444,425 |
| Utilities
3.3% | | | |
| | | AEI
Finance Holding, LLC | |
| 269,751 | | Revolving Loan, 5.40%,
Maturing March 30, 2012 | $ 248,171 |
| 1,967,284 | | Term Loan, 5.80%, Maturing March 30,
2014 | 1,809,901 |
| | | Astoria
Generating Co. | |
| 1,000,000 | | Term Loan - Second Lien,
6.56%, Maturing August 23, 2013 | 960,000 |
| | | BRSP, LLC | |
| 1,721,685 | | Term Loan, 5.86%, Maturing July 13,
2009 | 1,670,034 |
| | | Calpine
Corp. | |
| 839,407 | | DIP Loan, 5.69%, Maturing March 30,
2009 | 789,567 |
| | | Electricinvest
Holding Co. | |
| EUR | 476,616 | Term Loan, 8.72%, Maturing October 24,
2012 | 665,558 |
| GBP | 480,000 | Term Loan, 9.65%, Maturing October 24,
2012 | 847,429 |
| | | Mirant
North America, LLC | |
| 656,017 | | Term Loan, 4.21%, Maturing January 3,
2013 | 636,883 |
| | | NRG Energy, Inc. | |
| 2,093,940 | | Term Loan, 4.30%, Maturing June 1,
2014 | 1,997,095 |
| 4,274,422 | | Term Loan, 4.30%, Maturing June 1,
2014 | 4,076,730 |

SEQ.=1,FOLIO='17',FILE='C:\JMS\tganes\08-22195-1\task3147710\22195-1-bi-07.htm',USER='105377',CD='Sep 26 14:00 2008'

| 146,240 | | Pike
Electric, Inc. — Term Loan, 4.00%, Maturing July 1,
2012 | $ 141,853 |
| --- | --- | --- | --- |
| 339,771 | | Term Loan, 4.00%, Maturing December 10,
2012 | 329,578 |
| | | TXU Texas
Competitive Electric Holdings Co., LLC | |
| 2,339,856 | | Term Loan, 6.24%, Maturing October 10,
2014 | 2,205,314 |
| 843,625 | | Term Loan, 6.26%, Maturing October 10,
2014 | 792,480 |
| | | | $ 17,170,593 |
| Total
Senior Floating-Rate Interests (identified cost $897,987,256) | | | $ 824,884,326 |
| Corporate Bonds & Notes 11.1% | | | |
| Principal | | | |
| Amount | | | |
| (000s omitted) | | Security | Value |
| Aerospace
and Defense 0.1% | | | |
| | | Alion
Science and Technologies Corp. | |
| $ 145 | | 10.25%, 2/1/15 | $ 100,956 |
| | | DRS
Technologies, Inc., Sr. Sub. Notes | |
| 80 | | 7.625%, 2/1/18 | 83,600 |
| | | Hawker Beechcraft
Acquisition | |
| 150 | | 9.75%, 4/1/17 | 148,875 |
| | | Vought
Aircraft Industries, Inc., Sr. Notes | |
| 85 | | 8.00%, 7/15/11 | 78,837 |
| | | | $ 412,268 |
| Air
Transport 0.0% | | | |
| | | Continental
Airlines | |
| $ 209 | | 7.033%, 6/15/11 | $ 173,849 |
| | | | $ 173,849 |
| Automotive
0.2% | | | |
| | | Allison
Transmission, Inc. | |
| $ 50 | | 11.00%, 11/1/15 (6) | $ 45,500 |
| | | Altra
Industrial Motion, Inc. | |
| 335 | | 9.00%, 12/1/11 | 340,025 |
| | | American
Axle & Manufacturing, Inc. | |
| 135 | | 7.875%, 3/1/17 | 89,775 |
| | | Commercial
Vehicle Group, Inc., Sr. Notes | |
| 100 | | 8.00%, 7/1/13 | 85,500 |
| | | Ford Motor
Credit Co., Sr. Notes | |
| 440 | | 5.70%, 1/15/10 | 379,180 |
| | | Tenneco, Inc. | |
| 55 | | 8.125%, 11/15/15 | 49,225 |
| | | | $ 989,205 |
| Broadcast
Radio and Television 0.0% | | | |
| | | Warner
Music Group, Sr. Sub. Notes | |
| $ 85 | | 7.375%, 4/15/14 | $ 67,575 |
| | | | $ 67,575 |
| Brokers/Dealers/Investment
Houses 0.0% | | | |
| | | Nuveen
Investments, Inc. | |
| $ 30 | | 5.00%, 9/15/10 | $ 26,775 |
| | | Nuveen
Investments, Inc., Sr. Notes | |
| 125 | | 10.50%, 11/15/15 (6) | 113,125 |
| | | | $ 139,900 |
| Building
and Development 0.7% | | | |
| | | Grohe
Holding GMBH, Variable Rate | |
| EUR | 2,000 | 7.838%, 1/15/14 | $ 2,710,934 |
| | | Nortek, Inc., Sr.
Notes | |
| 235 | | 10.00%, 12/1/13 (6) | 211,500 |
| | | Panolam
Industries International, Sr. Sub. Notes | |
| 425 | | 10.75%, 10/1/13 | 337,875 |

SEQ.=1,FOLIO='18',FILE='C:\JMS\tganes\08-22195-1\task3147710\22195-1-bi-07.htm',USER='105377',CD='Sep 26 14:00 2008'

| $ 240 | Ply Gem
Industries, Inc. — 11.75%, 6/15/13 (6) | $ 216,000 |
| --- | --- | --- |
| | Realogy
Corp. | |
| 240 | 10.50%, 4/15/14 | 157,200 |
| | Stanley Martin
Co. | |
| 80 | 9.75%, 8/15/15 | 32,400 |
| | | $ 3,665,909 |
| Business
Equipment and Services 0.5% | | |
| | Affinion
Group, Inc. | |
| $ 95 | 10.125%, 10/15/13 | $ 95,950 |
| 205 | 11.50%, 10/15/15 | 205,000 |
| | Ceridian
Corp., Sr. Notes | |
| 275 | 11.25%, 11/15/15 (6) | 250,937 |
| | Education
Management, LLC, Sr. Notes | |
| 415 | 8.75%, 6/1/14 | 375,575 |
| | Education
Management, LLC, Sr. Sub. Notes | |
| 595 | 10.25%, 6/1/16 | 519,137 |
| | MediMedia USA, Inc., Sr. Sub. Notes | |
| 170 | 11.375%, 11/15/14 (6) | 170,850 |
| | Neff Corp., Sr.
Notes | |
| 40 | 10.00%, 6/1/15 | 15,000 |
| | Rental
Service Corp. | |
| 450 | 9.50%, 12/1/14 | 371,250 |
| | Travelport,
LLC | |
| 380 | 9.875%, 9/1/14 | 321,100 |
| 30 | 11.875%, 9/1/16 | 23,625 |
| | West Corp. | |
| 380 | 9.50%, 10/15/14 | 328,700 |
| | | $ 2,677,124 |
| Cable and
Satellite Television 0.3% | | |
| | Cablevision
Systems Corp., Sr. Notes, Series B | |
| $ 105 | 8.00%, 4/15/12 | $ 101,062 |
| | CCH I,
Holdings LLC, Sr. Notes | |
| 205 | 11.00%, 10/1/15 | 155,287 |
| | CCH II,
Holdings LLC, Sr. Notes | |
| 65 | 10.25%, 10/1/13 | 57,525 |
| 50 | 10.25%, 10/1/13 (6) | 44,000 |
| | CCO
Holdings, LLC/CCO Capital Corp., Sr. Notes | |
| 730 | 8.75%, 11/15/13 | 678,900 |
| | Charter
Communications, Inc., Sr. Notes | |
| 180 | 10.875%, 9/15/14 (6) | 188,100 |
| | Kabel Deutschland
GmbH | |
| 190 | 10.625%, 7/1/14 | 195,225 |
| | Mediacom
Broadband Group Corp., LLC, Sr. Notes | |
| 120 | 8.50%, 10/15/15 | 107,700 |
| | National
Cable PLC | |
| 40 | 8.75%, 4/15/14 | 37,500 |
| | XM
Satellite Radio Holdings, Inc., Sr. Notes | |
| 205 | 13.00%, 8/1/13 (6) | 188,087 |
| | | $ 1,753,386 |
| Chemicals
and Plastics 0.2% | | |
| | CII
Carbon, LLC | |
| $ 185 | 11.125%, 11/15/15 (6) | $ 181,300 |
| | INEOS
Group Holdings PLC | |
| 305 | 8.50%, 2/15/16 (6) | 205,875 |
| | Nova
Chemicals Corp., Sr. Notes, Variable Rate | |
| 195 | 5.953%, 11/15/13 | 165,750 |
| | Reichhold
Industries, Inc., Sr. Notes | |
| 445 | 9.00%, 8/15/14 (6) | 441,662 |
| | | $ 994,587 |

SEQ.=1,FOLIO='19',FILE='C:\JMS\tganes\08-22195-1\task3147710\22195-1-bi-07.htm',USER='105377',CD='Sep 26 14:00 2008'

| Clothing/Textiles
0.3% | | |
| --- | --- | --- |
| | Levi
Strauss & Co., Sr. Notes | |
| $ 440 | 9.75%, 1/15/15 | $ 416,900 |
| 75 | 8.875%, 4/1/16 | 67,875 |
| | Oxford
Industries, Inc., Sr. Notes | |
| 790 | 8.875%, 6/1/11 | 762,350 |
| | Perry
Ellis International, Inc., Sr. Sub. Notes | |
| 360 | 8.875%, 9/15/13 | 334,800 |
| | | $ 1,581,925 |
| Conglomerates
0.1% | | |
| | RBS Global &
Rexnord Corp. | |
| $ 175 | 9.50%, 8/1/14 | $ 168,000 |
| 155 | 11.75%, 8/1/16 | 149,962 |
| | | $ 317,962 |
| Containers
and Glass Products 0.7% | | |
| | Berry
Plastics Corp., Sr. Notes, Variable Rate | |
| $ 2,000 | 7.541%, 2/15/15 | $ 1,870,000 |
| | Intertape
Polymer US, Inc., Sr. Sub. Notes | |
| 310 | 8.50%, 8/1/14 | 277,450 |
| | Pliant
Corp. (PIK) | |
| 1,438 | 11.625%, 6/15/09 | 1,380,641 |
| | Smurfit-Stone
Container Enterprises, Inc., Sr. Notes | |
| 320 | 8.00%, 3/15/17 | 263,200 |
| | Stone
Container Corp., Sr. Notes | |
| 80 | 8.375%, 7/1/12 | 71,000 |
| | | $ 3,862,291 |
| Cosmetics/Toiletries
0.0% | | |
| | Bausch &
Lomb, Inc., Sr. Notes | |
| $ 195 | 9.875%, 11/1/15 (6) | $ 200,362 |
| | | $ 200,362 |
| Ecological
Services and Equipment 0.1% | | |
| | Waste
Services, Inc., Sr. Sub. Notes | |
| $ 440 | 9.50%, 4/15/14 | $ 444,400 |
| | | $ 444,400 |
| Electronic/Electric
0.1% | | |
| | Advanced
Micro Devices, Inc., Sr. Notes | |
| $ 445 | 7.75%, 11/1/12 | $ 339,312 |
| | | $ 339,312 |
| Electronics/Electrical
0.2% | | |
| | Amkor
Technologies, Inc., Sr. Notes | |
| $ 25 | 7.75%, 5/15/13 | $ 22,969 |
| | Avago
Technologies Finance | |
| 170 | 10.125%, 12/1/13 | 180,200 |
| 215 | 11.875%, 12/1/15 | 230,050 |
| | NXP BV/NXP
Funding, LLC | |
| 105 | 7.875%, 10/15/14 | 87,937 |
| | NXP BV/NXP
Funding, LLC, Variable Rate | |
| 775 | 5.541%, 10/15/13 | 611,281 |
| | | $ 1,132,437 |
| Equipment
Leasing 0.1% | | |
| | Hertz
Corp. | |
| $ 25 | 8.875%, 1/1/14 | $ 23,063 |
| | Hertz
Corp. | |
| 350 | 10.50%, 1/1/16 | 306,250 |
| | | $ 329,313 |
| Financial
Intermediaries 0.3% | | |
| | E*Trade
Financial Corp. | |
| $ 190 | 7.875%, 12/1/15 | $ 160,550 |

SEQ.=1,FOLIO='20',FILE='C:\JMS\tganes\08-22195-1\task3147710\22195-1-bi-07.htm',USER='105377',CD='Sep 26 14:00 2008'

| $ 345 | Ford Motor
Credit Co. — 7.375%, 10/28/09 | $ 314,336 |
| --- | --- | --- |
| | Ford Motor
Credit Co., Sr. Notes | |
| 415 | 7.875%, 6/15/10 | 353,583 |
| 15 | 9.875%, 8/10/11 | 12,239 |
| 480 | 12.00%, 5/15/15 | 404,967 |
| | General
Motors Acceptance Corp., Variable Rate | |
| 110 | 3.926%, 5/15/09 | 97,376 |
| | | $ 1,343,051 |
| Food
Products 0.2% | | |
| | ASG Consolidated, LLC/ASG Finance, Inc., Sr.
Disc. Notes | |
| $ 520 | 11.50% (0.00% until
November 2008), 11/1/11 | $ 481,000 |
| | Dole Foods
Co., Sr. Notes | |
| 495 | 8.625%, 5/1/09 | 486,956 |
| | | $ 967,956 |
| Food
Service 0.1% | | |
| | El Pollo
Loco, Inc. | |
| $ 370 | 11.75%, 11/15/13 | $ 364,450 |
| | NPC
International, Inc. | |
| 390 | 9.50%, 5/1/14 | 333,450 |
| | | $ 697,900 |
| Food/Drug
Retailers 0.2% | | |
| | General
Nutrition Center, Sr. Notes, Variable Rate, (PIK) | |
| $ 540 | 7.199%, 3/15/14 | $ 461,700 |
| | General
Nutrition Center, Sr. Sub. Notes | |
| 365 | 10.75%, 3/15/15 | 309,337 |
| | Rite Aid
Corp. | |
| 245 | 10.375%, 7/15/16 | 228,462 |
| 285 | 7.50%, 3/1/17 | 232,275 |
| | | $ 1,231,774 |
| Forest
Products 0.2% | | |
| | Georgia-Pacific
Corp. | |
| $ 5 | 9.50%, 12/1/11 | $ 5,062 |
| | Jefferson
Smurfit Corp., Sr. Notes | |
| 200 | 8.25%, 10/1/12 | 176,500 |
| 75 | 7.50%, 6/1/13 | 62,625 |
| | NewPage Corp. | |
| 430 | 10.00%, 5/1/12 | 413,875 |
| 260 | 12.00%, 5/1/13 | 250,250 |
| | NewPage Corp.,
Variable Rate | |
| 135 | 9.123%, 5/1/12 | 128,925 |
| | Verso
Paper Holdings, LLC/Verso Paper, Inc. | |
| 265 | 11.375%, 8/1/16 | 223,925 |
| | | $ 1,261,162 |
| Healthcare
0.7% | | |
| | Accellent, Inc. | |
| $ 210 | 10.50%, 12/1/13 | $ 194,250 |
| | Advanced
Medical Optics, Inc., Sr. Sub. Notes | |
| 70 | 7.50%, 5/1/17 | 63,350 |
| | AMR HoldCo, Inc./EmCare
HoldCo, Inc., Sr. Sub. Notes | |
| 325 | 10.00%, 2/15/15 | 342,875 |
| | Biomet, Inc. | |
| 400 | 11.625%, 10/15/17 | 424,500 |
| | HCA, Inc. | |
| 264 | 8.75%, 9/1/10 | 267,960 |
| 30 | 7.875%, 2/1/11 | 29,850 |
| 135 | 9.125%, 11/15/14 | 139,387 |
| 285 | 9.25%, 11/15/16 | 294,262 |

SEQ.=1,FOLIO='21',FILE='C:\JMS\105568\08-22195-1\task3148210\22195-1-bi-09.htm',USER='105568',CD='Sep 26 21:01 2008'

| $ 485 | MultiPlan
Inc., Sr. Sub. Notes — 10.375%, 4/15/16 (6) | $ 477,725 |
| --- | --- | --- |
| | National
Mentor Holdings, Inc. | |
| 315 | 11.25%, 7/1/14 | 321,300 |
| | Res-Care, Inc., Sr.
Notes | |
| 195 | 7.75%, 10/15/13 | 186,712 |
| | US
Oncology, Inc. | |
| 265 | 9.00%, 8/15/12 | 262,350 |
| 515 | 10.75%, 8/15/14 | 508,562 |
| | | $ 3,513,083 |
| Home
Furnishings 0.0% | | |
| | Interline
Brands, Inc., Sr. Sub. Notes | |
| $ 135 | 8.125%, 6/15/14 | $ 129,600 |
| | | $ 129,600 |
| Industrial
Equipment 0.1% | | |
| | Chart
Industries, Inc., Sr. Sub. Notes | |
| $ 195 | 9.125%, 10/15/15 | $ 203,288 |
| | ESCO Corp., Sr.
Notes | |
| 145 | 8.625%, 12/15/13 (6) | 145,363 |
| | ESCO Corp., Sr.
Notes, Variable Rate | |
| 145 | 6.651%, 12/15/13 (6) | 137,025 |
| | | $ 485,676 |
| Insurance
0.0% | | |
| | Alliant
Holdings I, Inc. | |
| $ 100 | 11.00%, 5/1/15 (6) | $ 89,500 |
| | Hub
International Holdings, Inc. | |
| 50 | 9.00%, 12/15/14 (6) | 44,750 |
| | U.S.I.
Holdings Corp., Sr. Notes, Variable Rate | |
| 95 | 6.551%, 11/15/14 (6) | 76,475 |
| | | $ 210,725 |
| Leisure
Goods/Activities/Movies 0.6% | | |
| | AMC
Entertainment, Inc. | |
| $ 470 | 11.00%, 2/1/16 | $ 478,225 |
| | Bombardier, Inc., Sr.
Notes | |
| 130 | 8.00%, 11/15/14 (6) | 133,250 |
| | HRP Myrtle
Beach Operations, LLC/HRP Myrtle Beach Capital Corp. | |
| 195 | 12.50%, 4/1/13 (6) | 148,200 |
| | HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital
Corp., Variable Rate | |
| 360 | 7.383%, 4/1/12 (6) | 309,600 |
| | Marquee
Holdings, Inc., Sr. Disc. Notes | |
| 665 | 9.505%, 8/15/14 | 530,338 |
| | Ticketmaster, Sr.
Notes | |
| 285 | 10.75%, 8/1/16 (6) | 296,400 |
| | Universal City
Development Partners, Sr. Notes | |
| 240 | 11.75%, 4/1/10 | 245,400 |
| | Universal
City Florida Holdings, Sr. Notes, Variable Rate | |
| 920 | 7.623%, 5/1/10 | 897,000 |
| | | $ 3,038,413 |
| Lodging
and Casinos 1.1% | | |
| | Buffalo
Thunder Development Authority | |
| $ 480 | 9.375%, 12/15/14 (6) | $ 280,800 |
| | CCM Merger, Inc. | |
| 325 | 8.00%, 8/1/13 (6) | 265,688 |
| | Chukchansi
EDA, Sr. Notes, Variable Rate | |
| 280 | 6.328%, 11/15/12 (6) | 228,200 |
| | Fontainebleau Las Vegas Casino, LLC | |
| 485 | 10.25%, 6/15/15 (6) | 259,475 |
| | Galaxy
Entertainment Finance | |
| 300 | 9.875%, 12/15/12 (6) | 291,000 |

SEQ.=1,FOLIO='22',FILE='C:\JMS\105568\08-22195-1\task3148210\22195-1-bi-09.htm',USER='105568',CD='Sep 26 21:01 2008'

| $ 100 | Greektown
Holdings, LLC, Sr. Notes — 10.75%, 12/1/13 (6) | $ 72,500 |
| --- | --- | --- |
| | Indianapolis
Downs, LLC & Capital Corp., Sr. Notes | |
| 165 | 11.00%, 11/1/12 (6) | 134,475 |
| | Inn of the
Mountain Gods, Sr. Notes | |
| 570 | 12.00%, 11/15/10 | 418,950 |
| | Majestic
HoldCo, LLC | |
| 140 | 12.50%, 10/15/11 (6) | 3,500 |
| | MGM Mirage, Inc. | |
| 115 | 7.50%, 6/1/16 | 92,288 |
| | Mohegan
Tribal Gaming Authority, Sr. Sub. Notes | |
| 140 | 8.00%, 4/1/12 | 118,300 |
| 215 | 7.125%, 8/15/14 | 156,950 |
| 195 | 6.875%, 2/15/15 | 137,475 |
| | OED
Corp./Diamond Jo, LLC | |
| 475 | 8.75%, 4/15/12 | 406,125 |
| | Park Place
Entertainment | |
| 605 | 7.875%, 3/15/10 | 536,938 |
| | Pinnacle
Entertainment, Inc. | |
| 25 | 8.25%, 3/15/12 | 23,813 |
| | Pinnacle
Entertainment, Inc., Sr. Sub. Notes | |
| 140 | 7.50%, 6/15/15 | 105,000 |
| | Pokagon
Gaming Authority, Sr. Notes | |
| 102 | 10.375%, 6/15/14 (6) | 105,570 |
| | San
Pasqual Casino | |
| 110 | 8.00%, 9/15/13 (6) | 100,650 |
| | Scientific
Games Corp. | |
| 60 | 7.875%, 6/15/16 (6) | 58,500 |
| | Seminole
Hard Rock Entertainment, Variable Rate | |
| 175 | 5.30%, 3/15/14 (6) | 142,626 |
| | Station
Casinos, Inc., Sr. Notes | |
| 110 | 6.00%, 4/1/12 | 74,250 |
| | Trump
Entertainment Resorts, Inc. | |
| 770 | 8.50%, 6/1/15 | 383,075 |
| | Tunica-Biloxi
Gaming Authority, Sr. Notes | |
| 310 | 9.00%, 11/15/15 (6) | 293,725 |
| | Waterford
Gaming, LLC, Sr. Notes | |
| 328 | 8.625%, 9/15/14 (6) | 309,960 |
| | Wynn Las
Vegas, LLC | |
| 310 | 6.625%, 12/1/14 | 282,100 |
| | | $ 5,281,933 |
| Nonferrous
Metals/Minerals 0.2% | | |
| | Aleris
International, Inc., Sr. Notes | |
| $ 450 | 9.00%, 12/15/14 | $ 346,500 |
| | Aleris
International, Inc., Sr. Sub. Notes | |
| 110 | 10.00%, 12/15/16 | 76,450 |
| | FMG
Finance PTY, Ltd. | |
| 490 | 10.625%, 9/1/16 (6) | 570,850 |
| | FMG
Finance PTY, Ltd., Variable Rate | |
| 195 | 6.682%, 9/1/11 (6) | 195,975 |
| | | $ 1,189,775 |
| Oil and
Gas 1.1% | | |
| | Allis-Chalmers
Energy, Inc., Sr. Notes | |
| $ 425 | 9.00%, 1/15/14 | $ 405,875 |
| | Cimarex
Energy Co., Sr. Notes | |
| 120 | 7.125%, 5/1/17 | 118,800 |
| | Clayton
Williams Energy, Inc. | |
| 175 | 7.75%, 8/1/13 | 166,250 |
| | Compton
Pet Finance Corp. | |
| 360 | 7.625%, 12/1/13 | 352,800 |
| | Denbury
Resources, Inc., Sr. Sub. Notes | |
| 50 | 7.50%, 12/15/15 | 49,875 |

SEQ.=1,FOLIO='23',FILE='C:\JMS\105568\08-22195-1\task3148210\22195-1-bi-09.htm',USER='105568',CD='Sep 26 21:01 2008'

$ 225	El Paso Corp., Sr. Notes — 9.625%, 5/15/12	$ 245,213
	Encore
Acquisition Co., Sr. Sub. Notes
155	7.25%, 12/1/17	149,575
	Forbes
Energy Services, Sr. Notes
310	11.00%, 2/15/15 (6)	311,550
	OPTI
Canada, Inc.
95	7.875%, 12/15/14	94,763
180	8.25%, 12/15/14	182,250
	Parker
Drilling Co., Sr. Notes
100	9.625%, 10/1/13	105,000
	Petrohawk
Energy Corp.
120	7.875%, 6/1/15 (6)	116,700
	Petrohawk
Energy Corp., Sr. Notes
795	9.125%, 7/15/13	808,913
	Petroleum
Development Corp., Sr. Notes
115	12.00%, 2/15/18	122,475
	Petroplus
Finance, Ltd.
350	7.00%, 5/1/17 (6)	304,500
	Plains
Exploration & Production Co.
255	7.00%, 3/15/17	239,700
	Quicksilver
Resources, Inc.
25	8.25%, 8/1/15	24,438
290	7.125%, 4/1/16	251,575
	Sandridge
Energy, Inc., Sr. Notes
290	8.00%, 6/1/18 (6)	288,550
	SemGroup
L.P., Sr. Notes
540	8.75%, 11/15/15 (6)	75,600
	SESI, LLC, Sr.
Notes
60	6.875%, 6/1/14	56,100
	Stewart &
Stevenson, LLC, Sr. Notes
415	10.00%, 7/15/14	406,700
	United
Refining Co., Sr. Notes
865	10.50%, 8/15/12	808,775
	VeraSun
Energy Corp.
105	9.875%, 12/15/12	89,775
		$ 5,775,752
Publishing
0.4%
	Dex Media
West/Finance, Series B
$ 127	9.875%, 8/15/13	$ 100,013
	Harland
Clarke Holdings
160	9.50%, 5/15/15	131,200
	Laureate
Education, Inc.
90	10.00%, 8/15/15 (6)	80,438
890	10.25%, 8/15/15 (6)	770,963
	Nielsen
Finance, LLC
175	10.00%, 8/1/14	177,188
365	10.00%, 8/1/14 (6)	369,563
145	0.00%, 8/1/16	99,688
	R.H.
Donnelley Corp.
455	8.875%, 10/15/17	220,675
	Readers
Digest Association, Inc., (The), Sr. Sub. Notes
595	9.00%, 2/15/17 (6)	339,150
		$ 2,288,878
Radio and
Television 0.0%
	Rainbow
National Services, LLC, Sr. Sub. Debs.
$ 145	10.375%, 9/1/14 (6)	$ 154,244
		$ 154,244
Rail
Industries 0.1%
	American
Railcar Industry, Sr. Notes
$ 175	7.50%, 3/1/14	$ 162,750
	Kansas
City Southern Mexico, Sr. Notes
280	7.625%, 12/1/13	275,800
100	7.375%, 6/1/14	96,750
190	8.00%, 6/1/15	192,850
		$ 728,150

SEQ.=1,FOLIO='24',FILE='C:\JMS\105568\08-22195-1\task3148210\22195-1-bi-09.htm',USER='105568',CD='Sep 26 21:01 2008'

| Retailers
(Except Food and Drug) 0.8% | | |
| --- | --- | --- |
| | Amscan
Holdings, Inc., Sr. Sub. Notes | |
| $ 400 | 8.75%, 5/1/14 | $ 350,000 |
| | GameStop
Corp. | |
| 1,255 | 8.00%, 10/1/12 | 1,298,925 |
| | Neiman
Marcus Group, Inc. | |
| 310 | 9.00%, 10/15/15 | 305,350 |
| 1,230 | 10.375%, 10/15/15 | 1,211,550 |
| | Sally
Holdings, LLC | |
| 40 | 9.25%, 11/15/14 | 39,200 |
| | Sally
Holdings, LLC, Sr. Notes | |
| 330 | 10.50%, 11/15/16 | 319,275 |
| | Toys R
Us | |
| 225 | 7.375%, 10/15/18 | 164,250 |
| | Yankee
Acquisition Corp., Series B | |
| 545 | 8.50%, 2/15/15 | 403,300 |
| 150 | 9.75%, 2/15/17 | 87,000 |
| | | $ 4,178,850 |
| Services
0.0% | | |
| | First Data
Corp. | |
| $ 155 | 9.875%, 9/24/15 (6) | $ 137,369 |
| | | $ 137,369 |
| Steel 0.1% | | |
| | RathGibson, Inc., Sr.
Notes | |
| $ 445 | 11.25%, 2/15/14 | $ 424,975 |
| | Ryerson, Inc., Sr.
Notes, Variable Rate | |
| 20 | 10.248%, 11/1/14 (6) | 19,100 |
| | Steel
Dynamics, Inc., Sr. Notes | |
| 205 | 7.375%, 11/1/12 | 203,975 |
| | | $ 648,050 |
| Surface
Transport 0.1% | | |
| | CEVA
Group, PLC, Sr. Notes | |
| $ 210 | 10.00%, 9/1/14 (6) | $ 213,150 |
| | | $ 213,150 |
| Telecommunications
0.8% | | |
| | Centennial
Cellular Operating Co./Centennial Communication Corp., Sr. Notes | |
| $ 205 | 10.125%, 6/15/13 | $ 214,225 |
| | Digicel
Group, Ltd., Sr. Notes | |
| 300 | 9.25%, 9/1/12 (6) | 307,500 |
| 672 | 9.125%, 1/15/15 (6) | 621,600 |
| | Intelsat
Bermuda, Ltd. | |
| 645 | 11.25%, 6/15/16 | 672,413 |
| | Nortel
Networks, Ltd. | |
| 470 | 10.75%, 7/15/16 (6) | 462,950 |
| | Qwest
Communications International, Inc. | |
| 500 | 7.50%, 2/15/14 | 463,750 |
| | Qwest
Corp., Sr. Notes | |
| 140 | 7.625%, 6/15/15 | 128,450 |
| | Qwest
Corp., Sr. Notes, Variable Rate | |
| 925 | 6.026%, 6/15/13 | 862,563 |
| | Windstream
Corp., Sr. Notes | |
| 190 | 8.125%, 8/1/13 | 192,850 |
| 60 | 8.625%, 8/1/16 | 61,050 |
| | Windstream
Regatta Holdings, Inc., Sr. Sub. Notes | |
| 90 | 11.00%, 12/1/17 (6) | 58,950 |
| | | $ 4,046,301 |
| Utilities
0.4% | | |
| | AES Corp. | |
| $ 55 | 8.00%, 10/15/17 | $ 54,450 |
| | Dynegy
Holdings, Inc., Sr. Notes | |
| 30 | 7.75%, 6/1/19 | 27,750 |

SEQ.=1,FOLIO='25',FILE='C:\JMS\105568\08-22195-1\task3148210\22195-1-bi-09.htm',USER='105568',CD='Sep 26 21:01 2008'

| $ 25 | Edison
Mission Energy — 7.50%, 6/15/13 | $ 25,250 |
| --- | --- | --- |
| | Energy
Future Holdings, Sr. Notes | |
| 370 | 10.875%, 11/1/17 (6) | 382,950 |
| | NGC Corp. | |
| 390 | 7.625%, 10/15/26 | 327,600 |
| | NRG Energy, Inc. | |
| 140 | 7.25%, 2/1/14 | 136,850 |
| 355 | 7.375%, 1/15/17 | 343,463 |
| | NRG Energy, Inc., Sr.
Notes | |
| 120 | 7.375%, 2/1/16 | 116,700 |
| | Reliant
Energy, Inc., Sr. Notes | |
| 20 | 7.625%, 6/15/14 | 19,400 |
| | Texas
Competitive Electric Holdings Co., LLC, Series A, Sr. Notes | |
| 240 | 10.25%, 11/1/15 (6) | 241,200 |
| | Texas
Competitive Electric Holdings Co., LLC, Series B, Sr. Notes | |
| 195 | 10.25%, 11/1/15 (6) | 195,975 |
| | | $ 1,871,588 |
| Total Corporate Bonds & Notes (identified cost $63,287,687) | | $ 58,475,185 |
| Asset
Backed Securities 1.4% | | |
| Principal | | |
| Amount | | |
| (000s omitted) | Security | Value |
| $ 750 | Alzette
European CLO SA, Series 2004-1A, Class E2, 11.86%, 12/15/20 (6) (7) | $ 676,425 |
| 760 | Avalon Capital Ltd. 3, Series 1A,
Class D, 4.588%, 2/24/19 (6) (7) | 531,012 |
| 1,000 | Babson Ltd., Series 2005-1A,
Class C1, 4.663%, 4/15/19 (6) (7) | 659,800 |
| 1,000 | Bryant Park CDO Ltd., Series 2005-1A,
Class C, 4.763%, 1/15/19 (6) (7) | 677,100 |
| 1,000 | Carlyle High Yield
Partners, Series 2004-6A, Class C, 5.166%, 8/11/16 (6) (7) | 722,000 |
| 1,000 | Centurion CDO 8 Ltd., Series 2005-8A,
Class D, 8.177%, 3/8/17 (7) | 685,900 |
| 750 | Centurion CDO Ltd., Series 2005-9A,
Class D1, 7.539%, 7/17/19 (6) (7) | 468,375 |
| 750 | Comstock Funding Ltd., Series 2006-1A,
Class D, 6.899%, 5/30/20 (6) (7) | 406,275 |
| 1,500 | Dryden Leveraged Loan, Series 2004-6A,
Class C1, 5.449%, 7/30/16 (6) (7) | 1,042,800 |
| 1,000 | First CLO, Ltd., Series 2004-
1A1, Class C, 5.207%, 7/27/16 (6) (7) | 722,700 |
| 1,000 | Schiller Park CLO Ltd., Series 2007-1A,
Class D, 4.67%, 4/25/21 (6) (7) | 637,700 |
| Total Asset Backed Securities (identified cost $10,264,732) | | $ 7,230,087 |
| Convertible
Bonds 0.1% | | |
| Principal | | |
| Amount | Security | Value |
| Aerospace &
Defense 0.1% | | |
| $ 310,000 | L-3 Communications Corp.,
3.00%, 8/1/35 (6) | $ 356,500 |
| | | $ 356,500 |
| Total Convertible Bonds (identified
cost $313,125) | | $ 356,500 |
| Convertible
Preferred Stocks 0.0% | | |
| Shares | Security | Value |
| Oil and
Gas 0.0% | | |
| 882 | Chesapeake Energy Corp.,
4.50% | $ 112,896 |
| | | $ 112,896 |
| Telecommunications
0.0% | | |
| 484 | Crown Castle International
Corp., 6.25% (PIK) | $ 26,862 |
| | | $ 26,862 |
| Total Convertible Preferred Stocks (identified cost $108,601) | | $ 139,758 |

SEQ.=1,FOLIO='26',FILE='C:\JMS\jkarthi\08-22195-1\task3150020\22195-1-bi-11.htm',USER='105429',CD='Sep 29 10:33 2008'

| Common
Stocks 0.0% — Shares | Security | Value |
| --- | --- | --- |
| Air
Transport 0.0% | | |
| 22,932 | Delta Air Lines, Inc.
(8) | $ 172,907 |
| | | $ 172,907 |
| Commercial
Services 0.0% | | |
| 6,211 | Environmental Systems
Products Holdings, Inc. (4) (8) (9) | $ 0 |
| | | $ |
| Lodging
and Casinos 0.0% | | |
| 28,848 | Trump Entertainment Resorts, Inc.
(8) | $ 44,715 |
| | | $ 44,715 |
| Total Common Stocks (identified cost $1,164,106) | | $ 217,622 |
| Preferred
Stocks 0.1% | | |
| Shares | Security | Value |
| Commercial
Services 0.01% | | |
| 6,211 | Environmental Systems
Products Holdings, Series A (4) (8) (9) | $ 378,374 |
| Total Preferred Stocks (identified cost $108,692) | | $ 378,374 |
| Miscellaneous
0.0% | | |
| Shares | Security | Value |
| Air
Transport 0.0% | | |
| 1,000,000 | Delta Air Lines, Inc., Escrow Certificate (8) | $ 27,500 |
| Total
Miscellaneous (identified
cost $0) | | $ 27,500 |
| Closed-End
Investment Companies 2.2% | | |
| Shares | Security | Value |
| 43,021 | BlackRock Floating Rate
Income Strategies Fund II, Inc. | $ 612,618 |
| 62,341 | BlackRock Floating Rate
Income Strategies Fund, Inc. | 897,087 |
| 20,864 | BlackRock Global Floating
Rate Income Trust Fund | 294,391 |
| 2,933 | First Trust/Four Corners
Senior Floating Rate Income Fund | 39,595 |
| 126,490 | First Trust/Four Corners
Senior Floating Rate Income Fund II | 1,698,761 |
| 911,533 | ING Prime Rate Trust | 4,958,740 |
| 98,332 | LMP Corporate Loan Fund, Inc. | 1,007,903 |
| 50,752 | Nuveen Floating Rate Income
Fund | 517,163 |
| 8,502 | Nuveen Floating Rate Income
Opportunity Fund | 85,530 |
| 23,445 | Nuveen Senior Income Fund | 144,890 |
| 136 | PIMCO Floating Rate Income
Fund | 1,901 |
| 1,620 | PIMCO Floating Rate
Strategy Fund | 20,736 |
| 292 | Pioneer Floating Rate Trust | 3,834 |
| 268,136 | Van Kampen Senior Income
Trust | 1,472,067 |
| Total Closed-End Investment Companies (identified
cost $15,542,362) | | $ 11,755,216 |

SEQ.=1,FOLIO='27',FILE='C:\JMS\jkarthi\08-22195-1\task3150020\22195-1-bi-11.htm',USER='105429',CD='Sep 29 10:33 2008'

| Short-Term
Investments 2.3% | | | |
| --- | --- | --- | --- |
| Interest | | | |
| (000s omitted) | Description | Value | |
| $ 12,154 | Investment in Cash
Managment Portfolio, 2.23% (10) | $ 12,154,294 | |
| Total Short-Term Investments (identified cost $12,154,294) | | $ 12,154,294 | |
| Total Investments 174.2% (identified cost $1,000,930,855) | | $ 915,618,862 | |
| Less Unfunded Loan Commitments (1.2)% | | $ (6,154,209 | ) |
| Net Investments 173.0% (identified
cost $994,776,646) | | $ 909,464,653 | |
| Other
Assets, Less Liabilities (48.0)% | | $ (252,519,837 | ) |
| Auction
Preferred Shares Plus Cumulative Unpaid Dividends (25.0)% | | $ (131,404,584 | ) |
| Net
Assets Applicable to Common Shares 100.0% | | $ 525,540,232 | |

DIP		Debtor in Possession
PIK		Payment In Kind
REIT		Real Estate Investment
Trust
EUR		Euro
GBP		British Pound Sterling
*		In U.S. dollars unless
otherwise indicated.
(1)		Senior floating-rate
interests 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, it is
anticipated that the senior floating-rate interests will have an expected
average life of approximately two to four years. The stated interest rate
represents the weighted average interest rate of all contracts within the
senior loan facility. Senior Loans typically have rates of interest which are
redetermined either daily, monthly, quarterly or semi-annually by reference
to a base lending rate, plus a premium. These base lending rates are
primarily the London-Interbank Offered Rate (LIBOR), and secondarily the
prime rate offered by one or more major United States banks (the Prime
Rate) and the certificate of deposit (CD) rate or other base lending rates
used by commercial lenders.
(2)		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 borrowers discretion.
(3)		Defaulted security. Currently
the issuer is in default with respect to interest payments.
(4)		Security valued at fair
value using methods determined in good faith by or at the direction of the
Trustees.
(5)		This Senior Loan will
settle after July 31, 2008, at which time the interest rate will be
determined.
(6)		Security exempt from
registration under Rule 144A of the Securities Act of 1933. These
securities may be sold in transactions exempt from registration, normally to
qualified institutional buyers. At July 31, 2008, the aggregate value of
the securities is $19,981,769 or 3.8% of the Trusts net assets.
(7)		Variable rate mortgage
security. The stated interest rate represents the rate in effect at
July 31, 2008.
(8)		Non-income producing
security.
(9)		Restricted security.
(10)		Affiliated investment
company available to Eaton Vance portfolios and funds which invests in high
quality, U.S. dollar denominated money market instruments. The rate shown is
the annualized seven-day yield as of July 31, 2008. Net income allocated
from the Investment in Cash Management Portfolio for the fiscal year to date
ended July 31, 2008 was $427,166.

SEQ.=1,FOLIO='28',FILE='C:\JMS\jkarthi\08-22195-1\task3150020\22195-1-bi-11.htm',USER='105429',CD='Sep 29 10:33 2008'

A summary of financial instruments at July 31, 2008 is as follows:

*Forward Foreign Currency Exchange Contracts*

*Sales*

Settlement — Date	Deliver	In Exchange For	Net Unrealized Appreciation/ — (Depreciation)
8/29/08	Euro 31,795,340	United States Dollar 49,518,062	$ (25,746	)
8/29/08	British
Pound Sterling 10,206,418	United States Dollar 20,196,460	16,016
			$ (9,730	)

*Credit Default Swaps*

Counterparty	Reference Entity	Buy/Sell	Notional Amount (000s omitted)	Pay/Receive Annual Fixed Rate	Termination Date	Net Unrealized Appreciation
Lehman
Brothers, Inc.	Inergy, L.P.	Sell	$ 2,000	2.20 %	3/22/2010	$ 11,582

At July 31, 2008, the Trust had sufficient cash and/or securities to cover commitments under these contracts.

The cost and unrealized appreciation (depreciation) of investments of the Trust at July 31, 2008, as determined on a federal income tax basis, were as follows:

Aggregate cost	$
Gross unrealized appreciation	$ 9,084,983
Gross unrealized depreciation	(88,714,509	)
Net unrealized depreciation	$ (79,629,526	)

*Restricted Securities*

At July 31, 2008, the Trust owned the following securities (representing less than 0.1% of net assets) 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.

*Restricted Securities*

Description	Date of Acquisition	Shares	Cost		Value
Common Stocks
Environmental
Systems Products Holdings, Inc.	10/25/07	6,211	$ 0	(1)	$ 0
Preferred Stocks
Environmental
Systems Products Holdings, Series A	10/25/07	6,211	$ 108,693		$ 378,374
Total
Restricted Securities			$ 108,693		$ 378,374

(1) Less than $0.50.

SEQ.=1,FOLIO='29',FILE='C:\JMS\jkarthi\08-22195-1\task3150020\22195-1-bi-11.htm',USER='105429',CD='Sep 29 10:33 2008'

*Item 2. Controls and Procedures*

(a) It is the conclusion of the registrants principal executive officer and principal financial officer that the effectiveness of the registrants 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 Commissions 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 registrants principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.

(b) There have been no changes in the registrants 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 registrants internal control over financial reporting.

SEQ.=1,FOLIO='',FILE='C:\JMS\105692\08-22195-1\task3145841\22195-1-ga.htm',USER='105692',CD='Sep 25 16:12 2008'

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:	September 29, 2008

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:	September 29, 2008
By:	/s/ Barbara E. Campbell
	Barbara E. Campbell
	Treasurer
Date:	September 29, 2008

SEQ.=1,FOLIO='',FILE='C:\JMS\105692\08-22195-1\task3145841\22195-1-jc.htm',USER='105692',CD='Sep 25 16:18 2008'

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