Eaton Vance Senior Floating-Rate Trust

N-Q 1 a08-6607_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:	January 31, 2008

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*Item 1. Schedule of Investments*

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| Eaton
Vance Senior Floating-Rate Trust |
| --- |
| PORTFOLIO
OF INVESTMENTS (Unaudited) |

*Senior Floating-Rate Interests 156.2% (1)*

| Principal — Amount* | | Borrower/Tranche
Description | Value |
| --- | --- | --- | --- |
| Aerospace
and Defense 2.9% | | | |
| | | ACTS Aero
Technical Support & Service, Inc. | |
| 709,366 | | Term Loan, 7.31%, Maturing October 5,
2014 | $ 652,617 |
| | | Colt
Defense, LLC | |
| 995,000 | | Term Loan, 6.52%, Maturing July 9,
2014 | 988,781 |
| | | DAE
Aviation Holdings, Inc. | |
| 485,066 | | Term Loan, 7.75%, Maturing July 31,
2009 | 484,763 |
| 414,731 | | Term Loan, 6.99%, Maturing July 31,
2014 | 413,435 |
| 547,791 | | Term Loan, 7.93%, Maturing July 31,
2014 | 546,079 |
| | | Evergreen
International Aviation | |
| 1,395,302 | | Term Loan, 6.81%, Maturing October 31,
2011 | 1,325,537 |
| | | Hawker
Beechcraft Acquisition | |
| 117,836 | | Term Loan, Maturing March 26,
2014 (2) | 111,944 |
| 1,382,164 | | Term Loan, Maturing March 26,
2014 (2) | 1,313,056 |
| 176,702 | | Term Loan, 6.83%, Maturing March 26,
2014 | 159,813 |
| 2,072,636 | | Term Loan, 6.83%, Maturing March 26,
2014 | 1,874,536 |
| | | Hexcel
Corp. | |
| 820,506 | | Term Loan, 6.46%, Maturing March 1,
2012 | 808,199 |
| | | IAP
Worldwide Services, Inc. | |
| 955,500 | | Term Loan, 11.13%, Maturing
December 30, 2012 | 848,484 |
| | | Spirit
AeroSystems, Inc. | |
| 1,609,784 | | Term Loan, 5.68%, Maturing December 31,
2011 | 1,599,723 |
| | | TransDigm, Inc. | |
| 1,625,000 | | Term Loan, 6.86%, Maturing June 23,
2013 | 1,566,094 |
| | | Vought
Aircraft Industries, Inc. | |
| 2,123,306 | | Term Loan, 7.34%, Maturing December 17,
2011 | 2,010,064 |
| | | Wesco
Aircraft Hardware Corp. | |
| 1,142,688 | | Term Loan, 7.08%, Maturing September 29,
2013 | 1,099,837 |
| | | | $ 15,802,962 |
| Air
Transport 0.9% | | | |
| | | Airport
Development and Investment, Ltd. | |
| GBP | 986,070 | Term Loan, 9.64%, Maturing April 7,
2011 | $ 1,806,852 |
| | | Delta Air
Lines, Inc. | |
| 1,194,000 | | Term Loan, 8.08%, Maturing April 30,
2014 | 1,087,038 |
| | | Northwest
Airlines, Inc. | |
| 2,079,000 | | DIP Loan, 5.99%, Maturing August 21,
2008 | 1,905,751 |
| | | | $ 4,799,641 |
| Automotive
5.7% | | | |
| | | Accuride
Corp. | |
| 1,957,967 | | Term Loan, 7.56%, Maturing January 31,
2012 | $ 1,888,214 |
| | | Adesa, Inc. | |
| 4,203,875 | | Term Loan, 7.08%, Maturing October 18,
2013 | 3,691,154 |
| | | Affina
Group, Inc. | |
| 1,370,985 | | Term Loan, 6.24%, Maturing November 30,
2011 | 1,340,138 |
| | | Allison
Transmission, Inc. | |
| 2,992,500 | | Term Loan, 7.43%, Maturing September 30,
2014 | 2,631,796 |
| | | AxleTech
International Holding, Inc. | |
| 1,750,000 | | Term Loan, 11.23%, Maturing
April 21, 2013 | 1,723,750 |
| | | Chrysler
Financial | |
| 1,500,000 | | Term Loan, Maturing August 1,
2014 (2) | 1,350,000 |
| | | CSA
Acquisition Corp. | |
| 358,353 | | Term Loan, 7.38%, Maturing December 23,
2011 | 341,033 |
| 895,604 | | Term Loan, 7.38%, Maturing December 23,
2011 | 852,317 |
| 490,000 | | Term Loan, 7.38%, Maturing December 23,
2012 | 463,050 |

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| 1,748,610 | | Dayco
Products, LLC — Term Loan, 9.27%, Maturing June 21,
2011 | $ 1,455,718 |
| --- | --- | --- | --- |
| | | Delphi
Corp. | |
| 1,000,000 | | DIP Loan, 7.38%, Maturing July 1,
2008 | 987,500 |
| | | Ford Motor
Co. | |
| 1,757,250 | | Term Loan, 8.00%, Maturing December 15,
2013 | 1,543,185 |
| | | General
Motors Corp. | |
| 3,422,956 | | Term Loan, 7.06%, Maturing November 29,
2013 | 3,140,990 |
| | | Goodyear
Tire & Rubber Co. | |
| 2,400,000 | | Term Loan, 6.43%, Maturing April 30,
2010 | 2,199,000 |
| | | HLI
Operating Co., Inc. | |
| EUR | 109,091 | Term Loan, 6.94%, Maturing May 30,
2014 | 157,482 |
| EUR | 1,886,182 | Term Loan, 7.59%, Maturing May 30,
2014 | 2,694,937 |
| | | Keystone
Automotive Operations, Inc. | |
| 1,388,487 | | Term Loan, 7.44%, Maturing January 12,
2012 | 1,219,554 |
| | | LKQ Corp. | |
| 975,000 | | Term Loan, 6.57%, Maturing October 12,
2014 | 966,469 |
| | | TriMas
Corp. | |
| 234,375 | | Term Loan, 5.39%, Maturing August 2,
2011 | 230,566 |
| 1,002,930 | | Term Loan, 5.49%, Maturing August 2,
2013 | 986,632 |
| | | United
Components, Inc. | |
| 1,197,003 | | Term Loan, 6.86%, Maturing June 30,
2010 | 1,144,634 |
| | | | $ 31,008,119 |
| Beverage
and Tobacco 0.5% | | | |
| | | Constellation
Brands, Inc. | |
| 560,000 | | Term Loan, 6.60%, Maturing June 5,
2013 | $ 543,050 |
| | | Culligan
International Co. | |
| EUR | 975,000 | Term Loan, 9.32%, Maturing May 31,
2013 | 851,715 |
| | | Southern
Wine & Spirits of America, Inc. | |
| 1,424,128 | | Term Loan, 6.34%, Maturing May 31,
2012 | 1,413,447 |
| | | | $ 2,808,212 |
| Brokers,
Dealers and Investment Houses 0.1% | | | |
| | | AmeriTrade
Holding Corp. | |
| 730,172 | | Term Loan, 4.77%, Maturing December 31,
2012 | $ 700,783 |
| | | | $ 700,783 |
| Building
and Development 6.5% | | | |
| | | Beacon
Sales Acquisition, Inc. | |
| 691,250 | | Term Loan, 6.78%, Maturing September 30,
2013 | $ 629,037 |
| | | Brickman
Group Holdings, Inc. | |
| 1,215,813 | | Term Loan, 7.14%, Maturing January 23,
2014 | 1,130,706 |
| | | Building
Materials Corp. of America | |
| 1,410,803 | | Term Loan, 6.69%, Maturing February 22,
2014 | 1,144,767 |
| | | Capital
Automotive (REIT) | |
| 1,232,598 | | Term Loan, 6.39%, Maturing December 16,
2010 | 1,181,333 |
| | | Epco/Fantome,
LLC | |
| 1,403,000 | | Term Loan, 5.90%, Maturing November 23,
2010 | 1,395,985 |
| | | Forestar
USA Real Estate Group, Inc. | |
| 1,550,000 | | Term Loan, 8.32%, Maturing December 1,
2010 | 1,534,500 |
| 1,550,000 | | Term Loan, 8.60%, Maturing December 1,
2010 (3) | 1,526,750 |
| | | Hovstone
Holdings, LLC | |
| 1,162,726 | | Term Loan, 5.80%, Maturing February 28,
2009 (4) | 1,033,082 |
| | | LNR
Property Corp. | |
| 2,800,000 | | Term Loan, 7.63%, Maturing July 3,
2011 | 2,590,000 |
| | | Metroflag
BP, LLC | |
| 500,000 | | Term Loan, 13.02%, Maturing
July 1, 2008 | 450,000 |
| | | Mueller
Water Products, Inc. | |
| 1,784,739 | | Term Loan, 5.14%, Maturing May 24,
2014 | 1,691,040 |
| | | NCI
Building Systems, Inc. | |
| 553,061 | | Term Loan, 6.73%, Maturing June 18,
2010 | 528,865 |
| | | Nortek, Inc. | |
| 2,704,138 | | Term Loan, 5.53%, Maturing August 27,
2011 | 2,501,328 |

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| 306,506 | | November 2005
Land Investors — Term Loan, 7.27%, Maturing May 9,
2011 | $ 245,205 |
| --- | --- | --- | --- |
| | | Panolam
Industries Holdings, Inc. | |
| 1,000,288 | | Term Loan, 7.59%, Maturing September 30,
2012 | 875,252 |
| | | PLY GEM
Industries, Inc. | |
| 1,841,744 | | Term Loan, 7.58%, Maturing August 15,
2011 | 1,631,785 |
| 57,607 | | Term Loan, 7.58%, Maturing August 15,
2011 | 51,040 |
| | | Re/Max
International, Inc. | |
| 700,000 | | Term Loan, 6.79%, Maturing December 17,
2012 | 630,000 |
| 500,000 | | Term Loan, 12.50%, Maturing
December 17, 2012 | 450,000 |
| | | Realogy
Corp. | |
| 897,008 | | Term Loan, 7.76%, Maturing September 1,
2014 | 756,290 |
| 3,331,742 | | Term Loan, 7.51%, Maturing September 1,
2014 | 2,809,075 |
| | | South
Edge, LLC | |
| 787,500 | | Term Loan, 5.31%, Maturing October 31,
2009 | 602,437 |
| | | Stile Acquisition
Corp. | |
| 1,160,497 | | Term Loan, 5.65%, Maturing April 6,
2013 | 1,004,753 |
| | | Stile U.S.
Acquisition Corp. | |
| 1,162,479 | | Term Loan, 5.65%, Maturing April 6,
2013 | 1,006,469 |
| | | Tousa/Kolter,
LLC | |
| 1,297,200 | | Term Loan, 7.00%, Maturing March 31,
2031 (4) | 1,123,375 |
| | | TRU 2005
RE Holding Co. | |
| 4,100,000 | | Term Loan, 7.63%, Maturing December 9,
2008 | 3,856,562 |
| | | United
Subcontractors, Inc. | |
| 825,000 | | Term Loan, 12.21%, Maturing
June 27, 2013 (4) | 591,195 |
| | | Wintergames
Acquisition ULC | |
| 2,782,468 | | Term Loan, 6.55%, Maturing April 24,
2008 | 2,737,253 |
| | | | $ 35,708,084 |
| Business
Equipment and Services 10.3% | | | |
| | | ACCO
Brands Corp. | |
| 1,017,825 | | Term Loan, 6.38%, Maturing August 17,
2012 | $ 951,666 |
| | | Activant
Solutions, Inc. | |
| 721,446 | | Term Loan, 6.77%, Maturing May 1,
2013 | 662,828 |
| | | Affiliated
Computer Services | |
| 808,500 | | Term Loan, 5.29%, Maturing March 20,
2013 | 775,971 |
| 2,142,375 | | Term Loan, 5.85%, Maturing March 20,
2013 | 2,056,179 |
| | | Affinion
Group, Inc. | |
| 2,402,406 | | Term Loan, 7.44%, Maturing October 17,
2012 | 2,254,257 |
| | | Allied
Security Holdings, LLC | |
| 1,240,909 | | Term Loan, 7.83%, Maturing June 30,
2010 | 1,172,659 |
| | | Buhrmann
US, Inc. | |
| 2,058,838 | | Term Loan, 7.00%, Maturing December 31,
2010 | 2,017,661 |
| | | DynCorp
International, LLC | |
| 1,073,596 | | Term Loan, 6.88%, Maturing February 11,
2011 | 1,012,758 |
| | | Education
Management, LLC | |
| 2,710,005 | | Term Loan, 6.63%, Maturing June 1,
2013 | 2,512,023 |
| | | Info USA, Inc. | |
| 612,563 | | Term Loan, 6.83%, Maturing February 14,
2012 | 597,248 |
| | | Intergraph
Corp. | |
| 1,000,000 | | Term Loan, Maturing May 29,
2014 (2) | 960,000 |
| | | iPayment, Inc. | |
| 1,662,773 | | Term Loan, 6.45%, Maturing May 10,
2013 | 1,463,240 |
| | | ista
International GmbH | |
| EUR | 1,063,683 | Term Loan, 6.77%, Maturing May 14,
2015 | 1,338,656 |
| EUR | 211,317 | Term Loan, 6.77%, Maturing May 14,
2015 | 265,944 |
| | | Kronos, Inc. | |
| 1,086,643 | | Term Loan, 7.08%, Maturing June 11,
2014 | 969,829 |
| | | Language
Line, Inc. | |
| 2,153,357 | | Term Loan, 6.52%, Maturing June 11,
2011 | 2,080,681 |
| | | Mitchell
International, Inc. | |
| 1,000,000 | | Term Loan, 10.13%, Maturing
March 28, 2015 | 890,000 |
| | | N.E.W.
Holdings I, LLC | |
| 981,955 | | Term Loan, 7.13%, Maturing May 22,
2014 | 864,120 |

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| 902,857 | | Protection
One, Inc. — Term Loan, 6.45%, Maturing March 31,
2012 | $ 830,628 |
| --- | --- | --- | --- |
| | | Quantum
Corp. | |
| 382,500 | | Term Loan, 8.33%, Maturing July 12,
2014 | 371,025 |
| | | Quintiles
Transnational Corp. | |
| 1,700,000 | | Term Loan, 8.83%, Maturing March 31,
2014 | 1,634,125 |
| | | Sabre, Inc. | |
| 6,057,297 | | Term Loan, 5.24%, Maturing September 30,
2014 | 4,982,884 |
| | | Serena
Software, Inc. | |
| 480,000 | | Term Loan, 7.18%, Maturing March 10,
2013 | 457,400 |
| | | Sitel
(Client Logic) | |
| 1,995,594 | | Term Loan, 5.94%, Maturing January 29,
2014 | 1,781,068 |
| | | Solera
Holdings, LLC | |
| EUR | 789,735 | Term Loan, 7.00%, Maturing May 15,
2014 | 1,128,357 |
| | | SunGard
Data Systems, Inc. | |
| 12,774,465 | | Term Loan, 6.90%, Maturing February 11,
2013 | 11,870,940 |
| | | TDS
Investor Corp. | |
| EUR | 1,054,228 | Term Loan, 7.02%, Maturing August 23,
2013 | 1,400,898 |
| 1,345,107 | | Term Loan, 7.08%, Maturing August 23,
2013 | 1,244,014 |
| 269,897 | | Term Loan, 7.08%, Maturing August 23,
2013 | 249,612 |
| | | Transaction
Network Services, Inc. | |
| 623,911 | | Term Loan, 7.48%, Maturing May 4,
2012 | 602,074 |
| | | Valassis
Communications, Inc. | |
| 238,601 | | Term Loan, 0.00%, Maturing March 2,
2014 (3) | 213,548 |
| 1,215,724 | | Term Loan, 6.58%, Maturing March 2,
2014 | 1,088,073 |
| | | VWR International, Inc. | |
| 1,625,000 | | Term Loan, 7.33%, Maturing June 28,
2013 | 1,497,031 |
| | | WAM
Acquisition, S.A. | |
| EUR | 245,946 | Term Loan, 6.96%, Maturing May 4,
2014 | 328,809 |
| EUR | 154,054 | Term Loan, 6.96%, Maturing May 4,
2014 | 206,113 |
| EUR | 245,946 | Term Loan, 7.21%, Maturing May 4,
2015 | 330,630 |
| EUR | 154,054 | Term Loan, 7.21%, Maturing May 4,
2015 | 207,149 |
| | | West Corp. | |
| 3,406,961 | | Term Loan, 5.85%, Maturing October 24,
2013 | 3,152,717 |
| | | | $ 56,422,815 |
| Cable and
Satellite Television 10.7% | | | |
| | | Atlantic
Broadband Finance, LLC | |
| 4,230,267 | | Term Loan, 7.08%, Maturing February 10,
2011 | $ 4,046,957 |
| | | Bragg
Communications, Inc. | |
| 2,144,625 | | Term Loan, 7.58%, Maturing August 31,
2014 | 2,123,179 |
| | | Bresnan
Broadband Holdings, LLC | |
| 500,000 | | Term Loan, 5.93%, Maturing March 29,
2014 | 467,291 |
| 1,200,000 | | Term Loan, 9.47%, Maturing March 29,
2014 | 1,155,000 |
| | | Cequel
Communications, LLC | |
| 1,550,000 | | Term Loan, 9.41%, Maturing May 5,
2014 | 1,330,094 |
| 3,436,112 | | Term Loan, 10.91%, Maturing
May 5, 2014 | 2,955,056 |
| | | Charter
Communications Operating, Inc. | |
| 12,118,808 | | Term Loan, 5.26%, Maturing April 28,
2013 | 10,609,786 |
| | | CSC
Holdings, Inc. | |
| 4,990,768 | | Term Loan, 6.90%, Maturing March 29,
2013 | 4,603,539 |
| | | CW Media Holdings, Inc. | |
| 623,438 | | Term Loan, 8.08%, Maturing February 15,
2015 | 604,734 |
| | | Insight
Midwest Holdings, LLC | |
| 3,594,375 | | Term Loan, 6.73%, Maturing April 6,
2014 | 3,306,325 |
| | | Mediacom
Broadband Group | |
| 5,836,496 | | Term Loan, 5.46%, Maturing January 31,
2015 | 5,192,397 |
| | | Mediacom
Illinois, LLC | |
| 2,756,903 | | Term Loan, 5.46%, Maturing January 31,
2015 | 2,458,567 |
| | | NTL
Investment Holdings, Ltd. | |
| 2,492,490 | | Term Loan, 6.06%, Maturing March 30,
2012 | 2,355,403 |
| GBP | 530,337 | Term Loan, 7.68%, Maturing March 30,
2012 | 971,020 |
| GBP | 269,663 | Term Loan, 7.68%, Maturing March 30,
2012 | 493,739 |
| | | Orion
Cable GmbH | |
| EUR | 1,075,000 | Term Loan, 7.47%, Maturing October 31,
2014 | 1,514,905 |
| EUR | 1,075,000 | Term Loan, 7.98%, Maturing October 31,
2015 | 1,517,178 |

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| EUR | 608,000 | ProSiebenSat.1
Media AG — Term Loan, 6.07%, Maturing March 2,
2015 | $ 707,111 |
| --- | --- | --- | --- |
| EUR | 11,076 | Term Loan, 6.55%, Maturing June 26,
2015 | 14,342 |
| EUR | 272,924 | Term Loan, 6.55%, Maturing June 26,
2015 | 353,396 |
| EUR | 608,000 | Term Loan, 6.30%, Maturing March 2,
2016 | 711,612 |
| EUR | 575,000 | Term Loan, 8.10%, Maturing September 2,
2016 | 615,097 |
| EUR | 375,568 | Term Loan, 6.86%, Maturing March 2,
2017 | 398,514 |
| | | UPC
Broadband Holding B.V. | |
| EUR | 4,050,000 | Term Loan, 6.30%, Maturing October 16,
2011 | 5,398,148 |
| 1,950,000 | | Term Loan, 6.38%, Maturing December 31,
2014 | 1,762,617 |
| | | YPSO
Holding SA | |
| EUR | 541,621 | Term Loan, 6.70%, Maturing July 28,
2014 | 704,190 |
| EUR | 209,021 | Term Loan, 6.70%, Maturing July 28,
2014 | 271,759 |
| EUR | 249,358 | Term Loan, 6.70%, Maturing July 28,
2014 | 324,203 |
| EUR | 1,000,000 | Term Loan, 6.95%, Maturing July 28,
2015 | 1,317,734 |
| | | | $ 58,283,893 |
| Chemicals
and Plastics 9.5% | | | |
| | | AZ Chem US, Inc. | |
| 500,000 | | Term Loan, 10.57%, Maturing
February 28, 2014 | $ 408,333 |
| | | Brenntag
Holding GmbH and Co. KG | |
| 373,091 | | Term Loan, 5.79%, Maturing December 23,
2013 | 345,731 |
| 1,526,909 | | Term Loan, 5.79%, Maturing December 23,
2013 | 1,414,936 |
| 1,000,000 | | Term Loan, 7.79%, Maturing December 23,
2015 | 935,000 |
| | | Celanese
Holdings, LLC | |
| 4,193,313 | | Term Loan, 6.48%, Maturing April 2,
2014 | 3,956,273 |
| | | Cognis
GmbH | |
| EUR | 803,279 | Term Loan, 6.95%, Maturing September 15,
2013 | 1,058,755 |
| EUR | 196,721 | Term Loan, 6.95%, Maturing September 15,
2013 | 259,287 |
| | | First
Chemical Holding | |
| EUR | 1,000,000 | Term Loan, 6.75%, Maturing December 18,
2014 (3) | 1,396,919 |
| | | Foamex
L.P. | |
| 1,542,353 | | Term Loan, 6.48%, Maturing February 12,
2013 | 1,346,988 |
| | | Georgia
Gulf Corp. | |
| 795,563 | | Term Loan, 7.03%, Maturing October 3,
2013 | 741,199 |
| | | Hercules, Inc. | |
| 577,463 | | Term Loan, 5.52%, Maturing October 8,
2010 | 573,853 |
| | | Hexion
Specialty Chemicals, Inc. | |
| 497,500 | | Term Loan, 7.13%, Maturing May 5,
2012 | 468,548 |
| 4,474,981 | | Term Loan, 7.00%, Maturing May 5,
2013 | 4,214,564 |
| 972,093 | | Term Loan, 7.13%, Maturing May 5,
2013 | 915,523 |
| | | Huish
Detergents, Inc. | |
| 945,250 | | Term Loan, 6.83%, Maturing April 26,
2014 | 757,888 |
| | | INEOS
Group | |
| 1,592,500 | | Term Loan, 7.86%, Maturing December 14,
2014 | 1,476,380 |
| | | Innophos, Inc. | |
| 578,842 | | Term Loan, 7.08%, Maturing August 10,
2010 | 555,688 |
| | | Invista
B.V. | |
| 2,491,854 | | Term Loan, 6.33%, Maturing April 29,
2011 | 2,383,875 |
| 1,320,868 | | Term Loan, 6.33%, Maturing April 29,
2011 | 1,263,630 |
| | | ISP Chemco, Inc. | |
| 2,587,000 | | Term Loan, 6.68%, Maturing June 4,
2014 | 2,413,994 |
| | | Kleopatra | |
| 825,000 | | Term Loan, 7.04%, Maturing January 3,
2016 | 665,156 |
| EUR | 575,000 | Term Loan, 7.12%, Maturing January 3,
2016 | 651,988 |
| | | Kranton
Polymers, LLC | |
| 2,879,071 | | Term Loan, 6.75%, Maturing May 12,
2013 | 2,673,937 |
| | | Lucite
International Group Holdings | |
| 601,715 | | Term Loan, 5.50%, Maturing July 7,
2013 | 553,578 |
| 213,052 | | Term Loan, 5.50%, Maturing July 7,
2013 | 196,007 |
| | | MacDermid, Inc. | |
| EUR | 832,042 | Term Loan, 7.02%, Maturing April 12,
2014 | 1,176,485 |
| | | Millenium
Inorganic Chemicals | |
| 350,000 | | Term Loan, 7.08%, Maturing April 30,
2014 | 313,250 |
| 975,000 | | Term Loan, 10.48%, Maturing
October 31, 2014 | 758,062 |

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| 1,707,750 | | Momentive
Performance Material — Term Loan, 7.13%, Maturing December 4,
2013 | $ 1,573,874 |
| --- | --- | --- | --- |
| | | Nalco Co. | |
| 5,411,119 | | Term Loan, 5.87%, Maturing November 4,
2010 | 5,291,625 |
| | | Propex
Fabrics, Inc. | |
| 780,858 | | Term Loan, 10.00%, Maturing
July 31, 2012 | 564,170 |
| | | Rockwood
Specialties Group, Inc. | |
| 4,316,500 | | Term Loan, 4.74%, Maturing December 10,
2012 | 4,109,368 |
| | | Schoeller
Arca Systems Holding | |
| EUR | 443,417 | Term Loan, 7.46%, Maturing November 16,
2015 | 646,675 |
| EUR | 144,523 | Term Loan, 7.46%, Maturing November 16,
2015 | 210,770 |
| | | Solo Cup
Co. | |
| 1,663,802 | | Term Loan, 8.41%, Maturing February 27,
2011 | 1,614,780 |
| | | Solutia, Inc. | |
| 1,748,505 | | DIP Loan, 6.49%, Maturing March 31,
2008 | 1,727,742 |
| | | Sshoeller
Arca Systems Holding | |
| EUR | 412,060 | Term Loan, 7.46%, Maturing November 16,
2015 | 600,945 |
| | | Wellman, Inc. | |
| 2,250,000 | | Term Loan, 8.91%, Maturing February 10,
2009 | 1,800,000 |
| | | | $ 52,015,776 |
| Clothing/Textiles
0.6% | | | |
| | | Hanesbrands, Inc. | |
| 1,255,179 | | Term Loan, 5.00%, Maturing September 5,
2013 | $ 1,213,797 |
| 850,000 | | Term Loan, 6.99%, Maturing March 5,
2014 | 843,271 |
| | | St. John
Knits International, Inc. | |
| 558,625 | | Term Loan, 7.84%, Maturing March 23,
2012 | 550,246 |
| | | The
William Carter Co. | |
| 631,829 | | Term Loan, 4.75%, Maturing July 14,
2012 | 608,661 |
| | | | $ 3,215,975 |
| Conglomerates
3.8% | | | |
| | | Amsted
Industries, Inc. | |
| 1,706,253 | | Term Loan, 6.38%, Maturing October 15,
2010 | $ 1,652,933 |
| | | Blount, Inc. | |
| 281,091 | | Term Loan, 6.38%, Maturing August 9,
2010 | 272,658 |
| | | Doncasters
(Dunde HoldCo 4 Ltd.) | |
| 431,763 | | Term Loan, 6.82%, Maturing July 13,
2015 | 410,984 |
| 431,763 | | Term Loan, 7.32%, Maturing July 13,
2015 | 412,064 |
| GBP | 500,000 | Term Loan, 10.20%, Maturing
January 13, 2016 | 919,450 |
| | | GenTek, Inc. | |
| 503,669 | | Term Loan, 6.44%, Maturing February 25,
2011 | 490,448 |
| | | Goodman
Global Holdings, Inc. | |
| 262,087 | | Term Loan, 6.59%, Maturing December 23,
2011 | 260,941 |
| | | ISS
Holdings A/S | |
| EUR | 147,368 | Term Loan, 6.95%, Maturing December 31,
2013 | 200,411 |
| EUR | 1,052,632 | Term Loan, 6.95%, Maturing December 31,
2013 | 1,431,506 |
| | | Jarden
Corp. | |
| 2,150,395 | | Term Loan, 6.58%, Maturing January 24,
2012 | 2,019,879 |
| 1,211,782 | | Term Loan, 6.58%, Maturing January 24,
2012 | 1,138,234 |
| | | Johnson
Diversey, Inc. | |
| 1,661,444 | | Term Loan, 6.88%, Maturing December 16,
2011 | 1,603,294 |
| | | Polymer
Group, Inc. | |
| 2,451,274 | | Term Loan, 7.09%, Maturing November 22,
2012 | 2,402,249 |
| | | RBS Global, Inc. | |
| 2,284,836 | | Term Loan, 6.43%, Maturing July 19,
2013 | 2,197,251 |
| 296,250 | | Term Loan, 7.40%, Maturing July 19,
2013 | 284,894 |
| | | RGIS
Holdings, LLC | |
| 2,844,045 | | Term Loan, 5.76%, Maturing April 30,
2014 | 2,488,539 |
| 142,202 | | Term Loan, 5.77%, Maturing April 30,
2014 | 124,427 |
| | | US
Investigations Services, Inc. | |
| 1,920,175 | | Term Loan, 7.91%, Maturing February 21,
2015 | 1,788,163 |
| | | Vertrue, Inc. | |
| 847,875 | | Term Loan, 7.83%, Maturing August 16,
2014 | 784,284 |
| | | | $ 20,882,609 |

SEQ.=1,FOLIO='6',FILE='C:\JMS\105546\08-6607-1\task2803746\6607-1-ga-03.htm',USER='105546',CD='Mar 25 12:12 2008'

| Containers
and Glass Products 4.6% | | |
| --- | --- | --- |
| | Berry
Plastics Corp. | |
| 1,885,750 | Term Loan, 7.16%, Maturing April 3,
2015 | $ 1,634,828 |
| | Bluegrass
Container Co. | |
| 374,300 | Term Loan, 6.57%, Maturing June 30,
2013 | 364,408 |
| 1,250,950 | Term Loan, 6.68%, Maturing June 30,
2013 | 1,217,889 |
| 284,848 | Term Loan, 8.40%, Maturing December 30,
2013 | 283,780 |
| 890,152 | Term Loan, 8.40%, Maturing December 30,
2013 | 886,813 |
| | Consolidated
Container Co. | |
| 1,000,000 | Term Loan, 9.58%, Maturing September 28,
2014 | 591,667 |
| | Crown
Americas, Inc. | |
| 612,500 | Term Loan, 6.62%, Maturing November 15,
2012 | 597,187 |
| | Graham
Packaging Holdings Co. | |
| 4,218,125 | Term Loan, 7.25%, Maturing October 7,
2011 | 3,922,270 |
| | Graphic
Packaging International, Inc. | |
| 5,528,673 | Term Loan, 6.03%, Maturing May 16,
2014 | 5,090,216 |
| | IPG (US), Inc. | |
| 1,278,225 | Term Loan, 8.08%, Maturing July 28,
2011 | 1,270,236 |
| | JSG
Acquisitions | |
| 1,845,000 | Term Loan, 6.50%, Maturing December 31,
2013 | 1,772,353 |
| 1,845,000 | Term Loan, 6.75%, Maturing December 13,
2014 | 1,781,578 |
| | Kranson
Industries, Inc. | |
| 840,563 | Term Loan, 7.09%, Maturing July 31,
2013 | 806,940 |
| | Owens-Brockway
Glass Container | |
| 1,555,938 | Term Loan, 5.82%, Maturing June 14,
2013 | 1,504,073 |
| | Smurfit-Stone
Container Corp. | |
| 650,961 | Term Loan, 6.60%, Maturing November 1,
2011 | 623,476 |
| 630,522 | Term Loan, 6.69%, Maturing November 1,
2011 | 603,725 |
| 1,431,516 | Term Loan, 7.02%, Maturing November 1,
2011 | 1,370,677 |
| 729,847 | Term Loan, 7.06%, Maturing November 1,
2011 | 699,031 |
| | | $ 25,021,147 |
| Cosmetics/Toiletries
0.7% | | |
| | American
Safety Razor Co. | |
| 497,475 | Term Loan, 5.95%, Maturing July 31,
2013 | $ 482,550 |
| 900,000 | Term Loan, 11.69%, Maturing
July 31, 2014 | 891,000 |
| | Bausch &
Lomb, Inc. | |
| 440,000 | Term Loan, 8.08%, Maturing April 30,
2015 | 430,100 |
| 110,000 | Term Loan, 8.51%, Maturing April 30,
2015 (3) | 107,525 |
| | KIK Custom
Products, Inc. | |
| 975,000 | Term Loan, 9.84%, Maturing November 30,
2014 | 458,250 |
| | Prestige
Brands, Inc. | |
| 1,522,268 | Term Loan, 6.98%, Maturing April 7,
2011 | 1,479,454 |
| | | $ 3,848,879 |
| Drugs
1.2% | | |
| | Graceway
Pharmaceuticals, LLC | |
| 797,500 | Term Loan, 7.58%, Maturing May 3,
2012 | $ 742,472 |
| 1,000,000 | Term Loan, 11.33%, Maturing
May 3, 2013 | 870,000 |
| 275,000 | Term Loan, 13.08%, Maturing
November 3, 2013 | 233,750 |
| | Pharmaceutical
Holdings Corp. | |
| 501,188 | Term Loan, 6.53%, Maturing January 30,
2012 | 488,658 |
| | Stiefel
Laboratories, Inc. | |
| 750,843 | Term Loan, 6.69%, Maturing December 28,
2013 | 720,809 |
| 981,657 | Term Loan, 6.69%, Maturing December 28,
2013 | 942,391 |
| | Warner
Chilcott Corp. | |
| 738,179 | Term Loan, 6.59%, Maturing January 18,
2012 | 704,961 |
| 2,146,127 | Term Loan, 6.77%, Maturing January 18,
2012 | 2,049,551 |
| | | $ 6,752,592 |
| Ecological
Services and Equipment 2.4% | | |
| | Allied
Waste Industries, Inc. | |
| 1,284,460 | Term Loan, 6.10%, Maturing January 15,
2012 | $ 1,206,663 |
| 2,136,226 | Term Loan, 5.89%, Maturing January 15,
2012 | 2,006,839 |

SEQ.=1,FOLIO='7',FILE='C:\JMS\105546\08-6607-1\task2803746\6607-1-ga-03.htm',USER='105546',CD='Mar 25 12:12 2008'

| EUR | 1,000,000 | Blue Waste
B.V. (AVR Acquisition) — Term Loan, 7.02%, Maturing April 1,
2015 | $ 1,421,376 |
| --- | --- | --- | --- |
| | | Cory
Environmental Holdings | |
| GBP | 500,000 | Term Loan, 10.05%, Maturing
September 30, 2014 | 985,924 |
| | | Environmental
Systems Products Holdings, Inc. | |
| 1,165,123 | | Term Loan, 10.91%, Maturing
December 12, 2010 (4) | 1,165,123 |
| | | IESI Corp. | |
| 970,588 | | Term Loan, 6.61%, Maturing January 20,
2012 | 913,566 |
| | | Kemble
Water Structure Ltd. | |
| GBP | 1,250,000 | Term Loan, 10.05%, Maturing
October 13, 2013 | 2,335,125 |
| | | Sensus
Metering Systems, Inc. | |
| 2,243,478 | | Term Loan, 6.67%, Maturing December 17,
2010 | 2,142,522 |
| 145,761 | | Term Loan, 6.88%, Maturing December 17,
2010 | 139,202 |
| | | Waste
Services, Inc. | |
| 750,000 | | Term Loan, 7.40%, Maturing March 31,
2011 | 705,000 |
| | | | $ 13,021,340 |
| Electronics/Electrical
4.7% | | | |
| | | AMI
Semiconductor, Inc. | |
| 1,808,451 | | Term Loan, 6.83%, Maturing April 1,
2012 | $ 1,799,409 |
| | | Aspect
Software, Inc. | |
| 1,790,205 | | Term Loan, 7.94%, Maturing July 11,
2011 | 1,718,597 |
| 1,800,000 | | Term Loan, 11.50%, Maturing
July 11, 2013 | 1,701,000 |
| | | EnerSys
Capital, Inc. | |
| 1,061,775 | | Term Loan, 6.67%, Maturing March 17,
2011 | 1,029,922 |
| | | FCI
International S.A.S. | |
| 216,536 | | Term Loan, 6.85%, Maturing November 1,
2013 | 204,626 |
| 208,464 | | Term Loan, 6.85%, Maturing November 1,
2013 | 196,999 |
| 208,464 | | Term Loan, 6.85%, Maturing November 1,
2013 | 200,073 |
| 216,536 | | Term Loan, 6.85%, Maturing November 1,
2013 | 207,820 |
| | | Freescale
Semiconductor, Inc. | |
| 4,281,750 | | Term Loan, 6.38%, Maturing December 1,
2013 | 3,647,516 |
| | | Infor
Enterprise Solutions Holdings | |
| 2,938,854 | | Term Loan, 8.58%, Maturing July 28,
2012 | 2,674,357 |
| 1,533,315 | | Term Loan, 8.58%, Maturing July 28,
2012 | 1,395,317 |
| 500,000 | | Term Loan, 10.33%, Maturing
March 2, 2014 | 428,750 |
| 183,333 | | Term Loan, 11.08%, Maturing
March 2, 2014 | 157,208 |
| 316,667 | | Term Loan, 11.08%, Maturing
March 2, 2014 | 271,542 |
| | | Network
Solutions, LLC | |
| 712,538 | | Term Loan, 6.99%, Maturing March 7,
2014 | 637,722 |
| | | Open
Solutions, Inc. | |
| 2,084,618 | | Term Loan, 5.85%, Maturing January 23,
2014 | 1,925,666 |
| | | Sensata
Technologies Finance Co. | |
| 1,000,000 | | Term Loan, Maturing April 27,
2013 (2) | 942,500 |
| 1,777,950 | | Term Loan, 5.06%, Maturing April 27,
2013 | 1,561,624 |
| | | Spectrum
Brands, Inc. | |
| 57,701 | | Term Loan, 8.63%, Maturing March 30,
2013 | 53,691 |
| 1,148,556 | | Term Loan, 8.65%, Maturing March 30,
2013 | 1,068,731 |
| | | TTM
Technologies, Inc. | |
| 270,000 | | Term Loan, 5.57%, Maturing October 27,
2012 | 264,600 |
| | | VeriFone, Inc. | |
| 728,500 | | Term Loan, 5.25%, Maturing October 31,
2013 | 703,002 |
| | | Vertafore, Inc. | |
| 2,233,167 | | Term Loan, 7.52%, Maturing January 31,
2012 | 2,110,343 |
| 850,000 | | Term Loan, 11.02%, Maturing
January 31, 2013 | 794,750 |
| | | | $ 25,695,765 |
| Equipment
Leasing 1.6% | | | |
| | | AWAS
Capital, Inc. | |
| 2,063,354 | | Term Loan, 10.94%, Maturing
March 22, 2013 | $ 1,867,335 |
| | | Maxim
Crane Works, L.P. | |
| 870,625 | | Term Loan, 6.60%, Maturing June 29,
2014 | 787,916 |
| | | The Hertz
Corp. | |
| 400,000 | | Term Loan, 6.66%, Maturing December 21,
2012 | 383,292 |
| 2,217,684 | | Term Loan, 6.89%, Maturing December 21,
2012 | 2,125,049 |

SEQ.=1,FOLIO='8',FILE='C:\JMS\105546\08-6607-1\task2803746\6607-1-ga-03.htm',USER='105546',CD='Mar 25 12:12 2008'

| 1,030,874 | | United
Rentals, Inc. — Term Loan, 6.75%, Maturing February 14,
2011 | $ 989,639 |
| --- | --- | --- | --- |
| 2,444,349 | | Term Loan, 6.09%, Maturing February 14,
2011 | 2,346,575 |
| | | | $ 8,499,806 |
| Farming/Agriculture
0.5% | | | |
| | | BF
Bolthouse HoldCo, LLC | |
| 1,150,000 | | Term Loan, 10.33%, Maturing
December 16, 2013 | $ 1,063,750 |
| | | Central
Garden & Pet Co. | |
| 2,038,688 | | Term Loan, 5.67%, Maturing February 28,
2014 | 1,778,755 |
| | | | $ 2,842,505 |
| Financial
Intermediaries 2.0% | | | |
| | | Citco III,
Ltd. | |
| 1,275,000 | | Term Loan, 6.97%, Maturing June 30,
2014 | $ 1,209,656 |
| | | Grosvenor
Capital Management | |
| 1,508,826 | | Term Loan, 6.82%, Maturing December 5,
2013 | 1,440,929 |
| | | INVESTools, Inc. | |
| 450,000 | | Term Loan, 8.09%, Maturing August 13,
2012 | 441,000 |
| | | Jupiter
Asset Management Group | |
| GBP | 418,271 | Term Loan, 8.73%, Maturing June 30,
2015 | 756,166 |
| | | LPL
Holdings, Inc. | |
| 4,061,902 | | Term Loan, 6.83%, Maturing December 18,
2014 | 3,833,420 |
| | | Nuveen
Investments, Inc. | |
| 1,475,000 | | Term Loan, 7.29%, Maturing November 2,
2014 | 1,431,787 |
| | | Oxford
Acquisition III, Ltd. | |
| 929,820 | | Term Loan, 5.64%, Maturing May 24,
2014 | 835,288 |
| | | RJO
Holdings Corp. (RJ OBrien) | |
| 473,813 | | Term Loan, 6.28%, Maturing July 31,
2014 | 377,865 |
| | | Travelex
America Holdings, Inc. | |
| 375,000 | | Term Loan, 6.49%, Maturing October 31,
2013 | 365,625 |
| 375,000 | | Term Loan, 6.98%, Maturing October 31,
2014 | 367,500 |
| | | | $ 11,059,236 |
| Food
Products 4.5% | | | |
| | | Acosta, Inc. | |
| 3,055,352 | | Term Loan, 5.53%, Maturing July 28,
2013 | $ 2,856,754 |
| | | Advantage
Sales & Marketing, Inc. | |
| 833,921 | | Term Loan, 5.77%, Maturing March 29,
2013 | 775,547 |
| 423,830 | | Term Loan, 5.77%, Maturing March 29,
2013 | 394,162 |
| | | Black Lion
Beverages III B.V. | |
| EUR | 147,059 | Term Loan, 6.71%, Maturing December 31,
2013 | 204,025 |
| EUR | 852,941 | Term Loan, 6.71%, Maturing December 31,
2014 | 1,183,343 |
| | | Chiquita
Brands, LLC | |
| 1,033,641 | | Term Loan, 6.31%, Maturing June 28,
2012 | 1,009,868 |
| | | Dean Foods
Co. | |
| 500,000 | | Term Loan, Maturing April 2,
2014 (2) | 473,125 |
| 3,948,938 | | Term Loan, 6.58%, Maturing April 2,
2014 | 3,687,139 |
| | | Dole Food
Company, Inc. | |
| 162,791 | | Term Loan, 6.38%, Maturing April 12,
2013 | 148,709 |
| 1,199,564 | | Term Loan, 6.55%, Maturing April 12,
2013 | 1,095,802 |
| 359,869 | | Term Loan, 6.70%, Maturing April 12,
2013 | 328,740 |
| | | Michael
Foods, Inc. | |
| 2,821,847 | | Term Loan, 6.85%, Maturing November 21,
2010 | 2,769,821 |
| | | Pinnacle
Foods Finance, LLC | |
| 3,756,125 | | Term Loan, 7.48%, Maturing April 2,
2014 | 3,399,293 |
| | | Provimi
Group SA | |
| EUR | 46,773 | Term Loan, 6.42%, Maturing June 28,
2015 (3) | 60,365 |
| EUR | 457,186 | Term Loan, 6.46%, Maturing June 28,
2015 | 627,833 |
| EUR | 265,285 | Term Loan, 6.46%, Maturing June 28,
2015 | 364,304 |
| EUR | 438,752 | Term Loan, 6.46%, Maturing June 28,
2015 | 602,518 |
| EUR | 598,067 | Term Loan, 6.46%, Maturing June 28,
2015 | 821,300 |
| 252,404 | | Term Loan, 6.57%, Maturing June 28,
2015 | 234,105 |
| 205,103 | | Term Loan, 6.57%, Maturing June 28,
2015 | 190,233 |
| 282,126 | | Term Loan, 8.57%, Maturing December 28,
2016 (3) | 245,920 |
| EUR | 697,446 | Term Loan, 8.46%, Maturing December 28,
2016 (3) | 900,116 |

SEQ.=1,FOLIO='9',FILE='C:\JMS\105579\08-6607-1\task2802608\6607-1-ga-05.htm',USER='105579',CD='Mar 25 04:29 2008'

| 1,970,000 | | Reddy Ice
Group, Inc. — Term Loan, 6.13%, Maturing August 9,
2012 | $ 1,881,350 |
| --- | --- | --- | --- |
| | | | $ 24,254,372 |
| Food
Service 3.0% | | | |
| | | AFC
Enterprises, Inc. | |
| 463,079 | | Term Loan, 7.13%, Maturing May 23,
2009 | $ 451,502 |
| | | Aramark
Corp. | |
| 180,813 | | Term Loan, 7.23%, Maturing January 26,
2014 | 167,026 |
| 2,842,419 | | Term Loan, 6.71%, Maturing January 26,
2014 | 2,625,685 |
| GBP | 990,000 | Term Loan, 8.17%, Maturing January 27,
2014 | 1,800,830 |
| | | Buffets, Inc. | |
| 415,966 | | DIP Loan, Maturing January 22,
2009 (2) | 407,647 |
| 1,178,571 | | DIP Loan, Maturing January 22,
2009 (2) | 1,155,000 |
| 186,667 | | Term Loan, 7.83%, Maturing May 1,
2013 | 117,227 |
| 1,397,393 | | Term Loan, 7.98%, Maturing November 1,
2013 | 877,563 |
| | | CBRL Group, Inc. | |
| 1,762,296 | | Term Loan, 6.40%, Maturing April 27,
2013 | 1,660,964 |
| | | Dennys, Inc. | |
| 123,333 | | Term Loan, 6.63%, Maturing March 31,
2012 | 119,633 |
| 508,409 | | Term Loan, 6.85%, Maturing March 31,
2012 | 493,157 |
| | | JRD
Holdings, Inc. | |
| 1,379,688 | | Term Loan, 7.19%, Maturing June 26,
2014 | 1,321,051 |
| | | NPC
International, Inc. | |
| 380,000 | | Term Loan, 6.12%, Maturing May 3,
2013 | 351,025 |
| | | OSI
Restaurant Partners, LLC | |
| 148,885 | | Term Loan, 4.88%, Maturing May 9,
2013 | 125,963 |
| 1,829,673 | | Term Loan, 7.13%, Maturing May 9,
2014 | 1,547,980 |
| | | QCE
Finance, LLC | |
| 1,234,962 | | Term Loan, 7.03%, Maturing May 5,
2013 | 1,113,396 |
| 950,000 | | Term Loan, 10.58%, Maturing
November 5, 2013 | 823,334 |
| | | Sagittarius
Restaurants, LLC | |
| 393,000 | | Term Loan, 7.08%, Maturing March 29,
2013 | 353,700 |
| | | Selecta | |
| EUR | 741,246 | Term Loan, 8.77%, Maturing December 28,
2015 | 962,132 |
| | | | $ 16,474,815 |
| Food/Drug
Retailers 2.9% | | | |
| | | General
Nutrition Centers, Inc. | |
| 1,937,614 | | Term Loan, 7.04%, Maturing September 16,
2013 | $ 1,657,629 |
| | | Iceland
Foods Group, Ltd. | |
| GBP | 1,250,000 | Term Loan, 8.71%, Maturing May 2,
2014 | 2,447,725 |
| GBP | 1,250,000 | Term Loan, 9.21%, Maturing May 2,
2015 | 2,460,150 |
| | | Krispy
Kreme Doughnut Corp. | |
| 395,332 | | Term Loan, 6.74%, Maturing February 16,
2014 | 374,577 |
| | | Pantry, Inc.
(The) | |
| 238,889 | | Term Loan, 0.00%, Maturing May 15,
2014 (3) | 218,583 |
| 831,931 | | Term Loan, 5.03%, Maturing May 15,
2014 | 761,216 |
| | | Rite Aid
Corp. | |
| 1,000,000 | | Term Loan, Maturing June 1,
2014 (2) | 940,000 |
| 3,900,000 | | Term Loan, 5.71%, Maturing June 1,
2014 | 3,592,500 |
| | | Roundys
Supermarkets, Inc. | |
| 3,356,842 | | Term Loan, 7.91%, Maturing November 3,
2011 | 3,233,059 |
| | | | $ 15,685,439 |
| Forest
Products 3.2% | | | |
| | | Appleton
Papers, Inc. | |
| 1,343,250 | | Term Loan, 6.51%, Maturing June 5,
2014 | $ 1,242,506 |
| | | Boise
Cascade Holdings, LLC | |
| 766,582 | | Term Loan, 4.78%, Maturing April 30,
2014 | 756,042 |
| 3,405,760 | | Term Loan, 4.78%, Maturing April 30,
2014 | 3,358,931 |
| | | Georgia-Pacific
Corp. | |
| 8,673,000 | | Term Loan, 6.87%, Maturing December 20,
2012 | 8,027,946 |
| | | INEOS
Group | |
| 1,592,500 | | Term Loan, 7.36%, Maturing December 14,
2013 | 1,476,380 |

SEQ.=1,FOLIO='10',FILE='C:\JMS\105579\08-6607-1\task2802608\6607-1-ga-05.htm',USER='105579',CD='Mar 25 04:29 2008'

| 1,500,000 | | Newpage Corp. — Term Loan, 8.69%, Maturing December 5,
2014 | $ 1,460,833 |
| --- | --- | --- | --- |
| | | Xerium
Technologies, Inc. | |
| 1,250,468 | | Term Loan, 7.52%, Maturing May 18,
2012 | 1,134,799 |
| | | | $ 17,457,437 |
| Healthcare
13.7% | | | |
| | | Accellent, Inc. | |
| 2,325,304 | | Term Loan, 7.79%, Maturing November 22,
2012 | $ 1,988,135 |
| | | Alliance
Imaging, Inc. | |
| 1,066,583 | | Term Loan, 6.26%, Maturing December 29,
2011 | 1,007,921 |
| | | American
Medical Systems | |
| 1,458,858 | | Term Loan, 7.54%, Maturing July 20,
2012 | 1,327,561 |
| | | AMN
Healthcare, Inc. | |
| 328,331 | | Term Loan, 6.58%, Maturing November 2,
2011 | 313,556 |
| | | AMR HoldCo, Inc. | |
| 1,879,214 | | Term Loan, 7.13%, Maturing February 10,
2012 | 1,818,139 |
| | | Biomet, Inc. | |
| EUR | 1,221,938 | Term Loan, 7.78%, Maturing December 26,
2014 | 1,754,925 |
| 2,743,125 | | Term Loan, 7.86%, Maturing December 26,
2014 | 2,668,624 |
| | | Capio AB | |
| EUR | 227,051 | Term Loan, 6.55%, Maturing April 24,
2015 | 324,826 |
| EUR | 272,949 | Term Loan, 6.55%, Maturing April 24,
2015 | 390,489 |
| EUR | 227,051 | Term Loan, 6.68%, Maturing April 16,
2016 | 326,087 |
| EUR | 272,949 | Term Loan, 6.68%, Maturing April 24,
2016 | 392,004 |
| | | Cardinal
Health 409, Inc. | |
| 2,263,625 | | Term Loan, 7.08%, Maturing April 10,
2014 | 2,020,285 |
| | | Carestream
Health, Inc. | |
| 500,000 | | Term Loan, Maturing April 30,
2013 (2) | 457,500 |
| 2,507,781 | | Term Loan, 5.76%, Maturing April 30,
2013 | 2,211,906 |
| 1,000,000 | | Term Loan, 9.40%, Maturing October 30,
2013 | 906,667 |
| | | Carl Zeiss
Vision Holding GmbH | |
| 1,300,000 | | Term Loan, 7.64%, Maturing March 23,
2015 | 1,239,333 |
| | | Community
Health Systems, Inc. | |
| 385,151 | | Term Loan, 0.00%, Maturing July 25,
2014 (3) | 356,413 |
| 7,658,082 | | Term Loan, 7.33%, Maturing July 25,
2014 | 7,086,674 |
| | | Concentra, Inc. | |
| 600,000 | | Term Loan, 10.33%, Maturing
June 25, 2015 | 540,000 |
| | | ConMed
Corp. | |
| 480,639 | | Term Loan, 4.79%, Maturing April 13,
2013 | 468,623 |
| | | CRC Health
Corp. | |
| 493,750 | | Term Loan, 7.09%, Maturing February 6,
2013 | 477,703 |
| 491,281 | | Term Loan, 7.09%, Maturing February 6,
2013 | 475,315 |
| | | Dako EQT
Project Delphi | |
| 500,000 | | Term Loan, 8.66%, Maturing December 12,
2016 (4) | 434,900 |
| | | DaVita, Inc. | |
| 4,047,997 | | Term Loan, 5.57%, Maturing October 5,
2012 | 3,847,896 |
| | | DJO
Finance, LLC | |
| 800,000 | | Term Loan, 7.83%, Maturing May 15,
2014 | 785,000 |
| | | Fenwal, Inc. | |
| 500,000 | | Term Loan, 10.33%, Maturing
August 28, 2014 | 466,875 |
| | | Fresenius
Medical Care Holdings | |
| 2,497,924 | | Term Loan, 6.25%, Maturing March 31,
2013 | 2,381,503 |
| | | Hanger
Orthopedic Group, Inc. | |
| 713,972 | | Term Loan, 7.09%, Maturing May 30,
2013 | 680,058 |
| | | HCA, Inc. | |
| 6,707,250 | | Term Loan, 7.08%, Maturing November 18,
2013 | 6,214,160 |
| | | Health
Management Association, Inc. | |
| 4,053,368 | | Term Loan, 6.56%, Maturing February 28,
2014 | 3,576,590 |
| | | HealthSouth
Corp. | |
| 1,569,562 | | Term Loan, 6.91%, Maturing March 10,
2013 | 1,471,465 |
| | | Iasis
Healthcare, LLC | |
| 848,556 | | Term Loan, 5.25%, Maturing March 14,
2014 | 775,722 |
| 292,130 | | Term Loan, 5.55%, Maturing March 14,
2014 (3) | 267,056 |
| 77,901 | | Term Loan, 5.93%, Maturing March 14,
2014 | 71,215 |

SEQ.=1,FOLIO='11',FILE='C:\JMS\105579\08-6607-1\task2802608\6607-1-ga-05.htm',USER='105579',CD='Mar 25 04:29 2008'

| 535,248 | | Ikaria
Acquisition, Inc. — Term Loan, 7.08%, Maturing March 28,
2013 | $ 505,809 |
| --- | --- | --- | --- |
| | | IM US
Holdings, LLC | |
| 1,000,000 | | Term Loan, 6.84%, Maturing June 26,
2014 | 925,000 |
| 625,000 | | Term Loan, 9.09%, Maturing June 26,
2015 | 585,937 |
| | | Invacare
Corp. | |
| 809,750 | | Term Loan, 5.50%, Maturing February 12,
2013 | 769,769 |
| | | Leiner
Health Products, Inc. | |
| 960,175 | | Term Loan, 9.65%, Maturing May 27,
2011 | 539,756 |
| | | LifeCare
Holdings, Inc. | |
| 855,313 | | Term Loan, 9.10%, Maturing August 11,
2012 | 750,537 |
| | | LifePoint
Hospitals, Inc. | |
| 2,063,187 | | Term Loan, 6.72%, Maturing April 15,
2012 | 1,931,658 |
| | | Magellan
Health Services, Inc. | |
| 1,111,111 | | Term Loan, 6.29%, Maturing August 15,
2008 | 1,088,889 |
| 277,778 | | Term Loan, 6.74%, Maturing August 15,
2008 | 272,222 |
| | | Matria
Healthcare, Inc. | |
| 997,167 | | Term Loan, 6.83%, Maturing January 19,
2012 | 972,237 |
| 161,308 | | Term Loan, 6.91%, Maturing January 19,
2012 | 157,275 |
| | | MultiPlan
Merger Corp. | |
| 1,687,132 | | Term Loan, 5.77%, Maturing April 12,
2013 | 1,615,429 |
| 1,201,008 | | Term Loan, 5.77%, Maturing April 12,
2013 | 1,149,965 |
| | | Mylan, Inc. | |
| 600,000 | | Term Loan, 7.21%, Maturing October 2,
2014 | 588,000 |
| | | National
Mentor Holdings, Inc. | |
| 61,600 | | Term Loan, 5.32%, Maturing June 29,
2013 | 57,134 |
| 1,022,824 | | Term Loan, 6.73%, Maturing June 29,
2013 | 948,669 |
| | | National
Rental Institutes, Inc. | |
| 819,495 | | Term Loan, 7.13%, Maturing March 31,
2013 | 738,058 |
| | | Nyco
Holdings | |
| EUR | 1,000,000 | Term Loan, 7.01%, Maturing December 29,
2014 | 1,204,221 |
| EUR | 1,000,000 | Term Loan, 7.76%, Maturing December 29,
2015 | 1,211,624 |
| | | Physiotherapy
Associates, Inc. | |
| 826,861 | | Term Loan, 8.09%, Maturing June 27,
2013 | 760,712 |
| | | RadNet
Management, Inc. | |
| 544,501 | | Term Loan, 8.65%, Maturing November 15,
2012 | 530,208 |
| | | ReAble
Therapeutics Finance, LLC | |
| 2,613,705 | | Term Loan, 6.83%, Maturing November 16,
2013 | 2,489,554 |
| | | Renal
Advantage, Inc. | |
| 342,236 | | Term Loan, 7.47%, Maturing October 5,
2012 | 320,847 |
| | | Select
Medical Holding Corp. | |
| 2,138,303 | | Term Loan, 6.99%, Maturing February 24,
2012 | 1,997,532 |
| | | Sunrise
Medical Holdings, Inc. | |
| 675,653 | | Term Loan, 8.59%, Maturing May 13,
2010 | 608,088 |
| | | Vanguard
Health Holding Co., LLC | |
| 2,171,268 | | Term Loan, 5.52%, Maturing September 23,
2011 | 2,016,565 |
| | | Viant
Holdings, Inc. | |
| 522,375 | | Term Loan, 7.08%, Maturing June 25,
2014 | 473,402 |
| | | | $ 74,734,223 |
| Home
Furnishings 1.9% | | | |
| | | Hunter Fan
Co. | |
| 49,286 | | Term Loan, 0.00%, Maturing April 16,
2014 (3) | $ 42,386 |
| 478,523 | | Term Loan, 7.38%, Maturing April 16,
2014 | 411,530 |
| | | Interline
Brands, Inc. | |
| 988,212 | | Term Loan, 5.02%, Maturing June 23,
2013 | 967,212 |
| 682,989 | | Term Loan, 5.02%, Maturing June 23,
2013 | 668,476 |
| | | National
Bedding Co., LLC | |
| 1,000,000 | | Term Loan, Maturing August 31,
2011 (2) | 890,000 |
| 495,000 | | Term Loan, 5.97%, Maturing August 31,
2011 | 405,667 |
| 1,050,000 | | Term Loan, 8.26%, Maturing August 31,
2012 | 866,250 |
| | | Sealy
Mattress Co. | |
| 2,962,500 | | Term Loan, 6.28%, Maturing August 25,
2011 | 2,903,250 |

SEQ.=1,FOLIO='12',FILE='C:\JMS\105579\08-6607-1\task2802608\6607-1-ga-05.htm',USER='105579',CD='Mar 25 04:29 2008'

| 2,799,380 | | Simmons
Co. — Term Loan, 5.75%, Maturing December 19,
2011 | $ 2,557,933 |
| --- | --- | --- | --- |
| 1,000,000 | | Term Loan, 10.65%, Maturing
February 15, 2012 | 780,000 |
| | | | $ 10,492,704 |
| Industrial
Equipment 4.0% | | | |
| | | Aearo
Technologies, Inc. | |
| 400,000 | | Term Loan, 10.33%, Maturing
September 24, 2013 | $ 400,000 |
| 696,500 | | Term Loan, 7.08%, Maturing July 2,
2014 | 690,406 |
| | | Alliance
Laundry Holdings, LLC | |
| 728,670 | | Term Loan, 7.63%, Maturing January 27,
2012 | 703,167 |
| | | Brand
Energy & Infrastructure Service, Inc. | |
| 798,000 | | Term Loan, 7.91%, Maturing February 7,
2014 | 768,075 |
| | | CEVA Group
PLC U.S. | |
| 2,276,643 | | Term Loan, 6.28%, Maturing January 4,
2014 | 2,219,727 |
| 1,068,316 | | Term Loan, 7.24%, Maturing January 4,
2014 | 1,041,608 |
| 833,485 | | Term Loan, 7.83%, Maturing January 4,
2014 | 812,648 |
| | | EPD
Holdings (Goodyear Engineering Products) | |
| 1,036,465 | | Term loan, 5.75%, Maturing July 13,
2014 | 938,001 |
| 148,438 | | Term Loan, 5.78%, Maturing July 13,
2014 | 134,336 |
| 775,000 | | Term Loan, 8.99%, Maturing July 13,
2015 | 690,073 |
| | | Flowserve
Corp. | |
| 1,990,108 | | Term Loan, 6.40%, Maturing August 10,
2012 | 1,938,698 |
| | | FR Brand
Acquisition Corp. | |
| 744,375 | | Term Loan, 7.14%, Maturing February 7,
2014 | 695,991 |
| | | Generac
Acquisition Corp. | |
| 1,764,000 | | Term Loan, 7.20%, Maturing November 7,
2013 | 1,486,800 |
| 500,000 | | Term Loan, 10.70%, Maturing
April 7, 2014 | 376,071 |
| | | Gleason
Corp. | |
| 568,403 | | Term Loan, 6.56%, Maturing June 30,
2013 | 532,168 |
| 138,408 | | Term Loan, 6.56%, Maturing June 30,
2013 | 129,585 |
| | | Itron, Inc. | |
| EUR | 380,090 | Term Loan, 6.78%, Maturing April 18,
2014 | 525,946 |
| | | Jason, Inc. | |
| 447,750 | | Term Loan, 6.52%, Maturing April 30,
2010 | 425,363 |
| | | John
Maneely Co. | |
| 2,837,512 | | Term Loan, 7.77%, Maturing December 8,
2013 | 2,438,235 |
| | | KION Group
GmbH | |
| 250,000 | | Term Loan, 6.75%, Maturing December 23,
2014 | 227,188 |
| 250,000 | | Term Loan, 7.25%, Maturing December 23,
2015 | 228,438 |
| | | Polypore, Inc. | |
| 3,009,875 | | Term Loan, 5.52%, Maturing July 3,
2014 | 2,836,807 |
| | | Sequa
Corp. | |
| 1,000,000 | | Term Loan, 8.08%, Maturing November 30,
2014 | 955,833 |
| | | TFS
Acquisition Corp. | |
| 691,250 | | Term Loan, 8.33%, Maturing August 11,
2013 | 663,600 |
| | | | $ 21,858,764 |
| Insurance
2.4% | | | |
| | | Alliant
Holdings I, Inc. | |
| 972,563 | | Term Loan, 7.83%, Maturing August 21,
2014 | $ 919,072 |
| | | AmWINS
Group, Inc. | |
| 500,000 | | Term Loan, 11.07%, Maturing
June 8, 2014 | 412,500 |
| | | Applied
Systems, Inc. | |
| 1,333,125 | | Term Loan, 7.19%, Maturing September 26,
2013 | 1,266,469 |
| | | CCC Information
Services Group, Inc. | |
| 1,578,926 | | Term Loan, 7.36%, Maturing February 10,
2013 | 1,539,453 |
| | | Conseco, Inc. | |
| 3,486,565 | | Term Loan, 5.27%, Maturing October 10,
2013 | 3,158,245 |
| | | Crawford &
Company | |
| 1,232,500 | | Term Loan, 7.58%, Maturing October 31,
2013 | 1,152,388 |
| | | Crump
Group, Inc. | |
| 1,015,725 | | Term Loan, 7.83%, Maturing August 4,
2014 | 1,000,489 |
| | | Hub
International Holdings, Inc. | |
| 424,067 | | Term Loan, 6.07%, Maturing June 13,
2014 (3) | 381,660 |
| 1,889,395 | | Term Loan, 7.33%, Maturing June 13,
2014 | 1,700,456 |

SEQ.=1,FOLIO='13',FILE='C:\JMS\tganes\08-6607-1\task2804018\6607-1-ga-07.htm',USER='105377',CD='Mar 25 14:39 2008'

| 1,840,750 | U.S.I.
Holdings Corp. — Term Loan, 7.58%, Maturing May 4,
2014 | $ 1,707,296 |
| --- | --- | --- |
| | | $ 13,238,028 |
| Leisure
Goods/Activities/Movies 9.6% | | |
| | 24 Hour
Fitness Worldwide, Inc. | |
| 1,645,688 | Term Loan, 6.95%, Maturing June 8,
2012 | $ 1,497,576 |
| | AMC
Entertainment, Inc. | |
| 1,837,500 | Term Loan, 5.04%, Maturing January 26,
2013 | 1,698,376 |
| | AMF
Bowling Worldwide, Inc. | |
| 1,000,000 | Term Loan, 11.81%, Maturing
December 8, 2013 | 935,000 |
| | Bombardier
Recreational Product | |
| 1,822,785 | Term Loan, 6.43%, Maturing June 28,
2013 | 1,730,127 |
| | Butterfly
Wendel US, Inc. | |
| 300,000 | Term Loan, 7.65%, Maturing June 22,
2013 | 275,500 |
| 300,000 | Term Loan, 7.40%, Maturing June 22,
2014 | 274,000 |
| | Carmike
Cinemas, Inc. | |
| 893,313 | Term Loan, 8.65%, Maturing May 19,
2012 | 835,247 |
| 1,000,000 | Term Loan, Maturing May 19,
2012 (2) | 935,000 |
| | Cedar
Fair, L.P. | |
| 3,994,200 | Term Loan, 5.27%, Maturing August 30,
2012 | 3,746,312 |
| | Cinemark, Inc. | |
| 3,590,317 | Term Loan, 6.51%, Maturing October 5,
2013 | 3,293,556 |
| | Deluxe
Entertainment Services | |
| 59,055 | Term Loan, 4.73%, Maturing January 28,
2011 | 52,559 |
| 1,232,528 | Term Loan, 7.08%, Maturing January 28,
2011 | 1,096,950 |
| 113,929 | Term Loan, 7.08%, Maturing January 28,
2011 | 101,397 |
| | Easton-Bell
Sports, Inc. | |
| 1,282,818 | Term Loan, 6.85%, Maturing March 16,
2012 | 1,163,089 |
| | Fender
Musical Instruments Corp. | |
| 335,563 | Term Loan, 6.97%, Maturing June 9,
2014 | 305,362 |
| 664,437 | Term Loan, 7.16%, Maturing June 9,
2014 | 604,638 |
| | HEI
Acquisition, LLC | |
| 1,925,000 | Term Loan, 7.31%, Maturing April 13,
2014 | 1,886,500 |
| | Mega
Blocks, Inc. | |
| 1,608,750 | Term Loan, 5.50%, Maturing July 26,
2012 | 1,419,722 |
| | Metro-Goldwyn-Mayer
Holdings, Inc. | |
| 7,916,438 | Term Loan, 8.11%, Maturing April 8,
2012 | 7,074,414 |
| | National
CineMedia, LLC | |
| 1,750,000 | Term Loan, 6.87%, Maturing February 13,
2015 | 1,596,875 |
| | Regal
Cinemas Corp. | |
| 3,999,376 | Term Loan, 6.33%, Maturing November 10,
2010 | 3,712,828 |
| | Revolution
Studios Distribution Co., LLC | |
| 1,209,316 | Term Loan, 7.03%, Maturing December 21,
2014 | 1,166,990 |
| 800,000 | Term Loan, 10.28%, Maturing
June 21, 2015 | 780,000 |
| | Six Flags
Theme Parks, Inc. | |
| 3,134,250 | Term Loan, 7.25%, Maturing April 30,
2015 | 2,716,787 |
| | Southwest
Sports Group, LLC | |
| 1,875,000 | Term Loan, 5.75%, Maturing December 22,
2010 | 1,790,625 |
| | Universal
City Development Partners, Ltd. | |
| 1,721,345 | Term Loan, 6.45%, Maturing June 9,
2011 | 1,687,994 |
| | WMG
Acquisition Corp. | |
| 875,000 | Revolving Loan, 0.00%,
Maturing February 28, 2010 (3) | 837,266 |
| 9,692,991 | Term Loan, 6.73%, Maturing February 28,
2011 | 9,087,179 |
| | | $ 52,301,869 |
| Lodging
and Casinos 4.6% | | |
| | Ameristar
Casinos, Inc. | |
| 1,078,000 | Term Loan, 7.43%, Maturing November 10,
2012 | $ 1,064,525 |
| | Bally
Technologies, Inc. | |
| 4,590,161 | Term Loan, 7.36%, Maturing September 5,
2009 | 4,565,778 |
| | CCM Merger, Inc. | |
| 2,426,562 | Term Loan, 6.90%, Maturing April 25,
2012 | 2,268,835 |

SEQ.=1,FOLIO='14',FILE='C:\JMS\tganes\08-6607-1\task2804018\6607-1-ga-07.htm',USER='105377',CD='Mar 25 14:39 2008'

| 401,471 | Isle of
Capri Casinos, Inc. — Term Loan, 5.04%, Maturing November 30,
2013 | $ 353,294 |
| --- | --- | --- |
| 1,331,544 | Term Loan, 6.58%, Maturing November 30,
2013 | 1,171,759 |
| 532,618 | Term Loan, 6.58%, Maturing November 30,
2013 | 468,703 |
| | LodgeNet
Entertainment Corp. | |
| 820,875 | Term Loan, 6.83%, Maturing April 4,
2014 | 761,362 |
| | New World
Gaming Partners, Ltd. | |
| 1,020,833 | Term Loan, 7.23%, Maturing June 30,
2014 | 905,990 |
| 204,167 | Term Loan, 7.23%, Maturing June 30,
2014 | 181,198 |
| | Penn
National Gaming, Inc. | |
| 6,422,175 | Term Loan, 5.66%, Maturing October 3,
2012 | 6,287,309 |
| | Venetian
Casino Resort/Las Vegas Sands Inc. | |
| 865,000 | Term Loan, 0.00%, Maturing May 14,
2014 (3) | 768,499 |
| 3,442,700 | Term Loan, 6.58%, Maturing May 23,
2014 | 3,058,626 |
| | VML US
Finance, LLC | |
| 441,667 | Term Loan, 7.08%, Maturing May 25,
2012 | 412,805 |
| 883,333 | Term Loan, 7.08%, Maturing May 25,
2013 | 825,610 |
| | Wimar
OpCo, LLC | |
| 1,883,308 | Term Loan, 9.25%, Maturing January 3,
2012 | 1,867,220 |
| | | $ 24,961,513 |
| Nonferrous
Metals/Minerals 2.3% | | |
| | Alpha
Natural Resources, LLC | |
| 815,937 | Term Loan, 6.59%, Maturing October 26,
2012 | $ 802,679 |
| | Euramax
International, Inc. | |
| 580,533 | Term Loan, 7.81%, Maturing June 28,
2012 | 500,226 |
| 501,316 | Term Loan, 12.65%, Maturing
June 28, 2013 | 374,984 |
| 248,684 | Term Loan, 12.65%, Maturing
June 28, 2013 | 186,016 |
| | Magnum Coal
Co. | |
| 1,831,023 | Term Loan, 6.50%, Maturing March 15,
2013 | 1,592,990 |
| 186,364 | Term Loan, 6.53%, Maturing March 15,
2013 | 162,136 |
| | Murray
Energy Corp. | |
| 904,425 | Term Loan, 7.91%, Maturing January 28,
2010 | 863,726 |
| | Neo
Material Technologies, Inc. | |
| 990,000 | Term Loan, 8.31%, Maturing August 31,
2009 | 990,000 |
| | Noranda
Aluminum Acquisition | |
| 1,402,563 | Term Loan, 6.91%, Maturing May 18,
2014 | 1,326,590 |
| | Novelis, Inc. | |
| 629,648 | Term Loan, 6.83%, Maturing June 28,
2014 | 580,064 |
| 1,385,227 | Term Loan, 6.83%, Maturing June 28,
2014 | 1,276,140 |
| | Oxbow
Carbon and Mineral Holdings | |
| 3,066,808 | Term Loan, 6.82%, Maturing May 8,
2014 | 2,767,794 |
| 274,552 | Term Loan, 6.83%, Maturing May 8,
2014 | 247,783 |
| | Thompson
Creek Metals Co. | |
| 1,128,641 | Term Loan, 9.40%, Maturing October 26,
2012 | 1,117,355 |
| | | $ 12,788,483 |
| Oil and
Gas 2.9% | | |
| | Atlas
Pipeline Partners L.P. | |
| 1,500,000 | Term Loan, 6.03%, Maturing July 20,
2014 | $ 1,475,625 |
| | Big West
Oil, LLC | |
| 398,750 | Term Loan, 0.00%, Maturing May 1,
2014 (3) | 378,813 |
| 322,625 | Term Loan, 5.50%, Maturing May 1,
2014 | 306,494 |
| | Concho
Resources, Inc. | |
| 361,110 | Term Loan, 9.23%, Maturing March 27,
2012 | 354,791 |
| | Dresser, Inc. | |
| 1,448,620 | Term Loan, 7.41%, Maturing May 4,
2014 | 1,301,947 |
| 1,000,000 | Term Loan, 11.13%, Maturing
May 4, 2015 | 905,000 |
| | Dynegy
Holdings, Inc. | |
| 1,847,980 | Term Loan, Maturing April 2,
2013 (2) | 1,706,609 |
| 152,020 | Term Loan, Maturing April 2,
2013 (2) | 140,391 |
| | Enterprise
GP Holdings L.P. | |
| 1,125,000 | Term Loan, 6.75%, Maturing October 31,
2014 | 1,115,156 |
| | Kinder
Morgan, Inc. | |
| 3,810,553 | Term Loan, 4.78%, Maturing May 21,
2014 | 3,776,346 |

SEQ.=1,FOLIO='15',FILE='C:\JMS\tganes\08-6607-1\task2804018\6607-1-ga-07.htm',USER='105377',CD='Mar 25 14:39 2008'

| 116,528 | | Niska Gas
Storage — Term Loan, 6.74%, Maturing May 13,
2011 | $ 110,119 |
| --- | --- | --- | --- |
| 66,642 | | Term Loan, 6.81%, Maturing May 13,
2011 | 62,977 |
| 98,381 | | Term Loan, 7.32%, Maturing May 13,
2011 | 92,970 |
| 608,113 | | Term Loan, 7.32%, Maturing May 12,
2013 | 574,666 |
| | | Primary
Natural Resources, Inc. | |
| 1,522,875 | | Term Loan, 6.00%, Maturing July 28,
2010 (4) | 1,495,768 |
| | | Targa
Resources, Inc. | |
| 1,365,968 | | Term Loan, 6.84%, Maturing October 31,
2012 | 1,312,012 |
| 972,695 | | Term Loan, 6.90%, Maturing October 31,
2012 | 934,273 |
| | | | $ 16,043,957 |
| Publishing
11.2% | | | |
| | | American
Media Operations, Inc. | |
| 4,275,000 | | Term Loan, 8.25%, Maturing January 31,
2013 | $ 4,018,500 |
| | | Aster
Zweite Beteiligungs GmbH | |
| 775,000 | | Term Loan, 7.39%, Maturing September 27,
2013 | 723,269 |
| | | CanWest
MediaWorks, Ltd. | |
| 796,000 | | Term Loan, 7.08%, Maturing July 10,
2014 | 768,140 |
| | | Dex Media
West, LLC | |
| 2,447,377 | | Term Loan, 6.43%, Maturing March 9,
2010 | 2,376,058 |
| | | GateHouse
Media Operating, Inc. | |
| 600,000 | | Term Loan, 6.50%, Maturing August 28,
2014 | 480,000 |
| 1,350,000 | | Term Loan, 7.07%, Maturing August 28,
2014 | 1,080,000 |
| 675,000 | | Term Loan, 7.41%, Maturing August 28,
2014 | 553,500 |
| | | Idearc, Inc. | |
| 8,400,250 | | Term Loan, 6.83%, Maturing November 17,
2014 | 7,678,593 |
| | | Laureate
Education, Inc. | |
| 129,314 | | Term Loan, Maturing August 17,
2014 (2) | 125,111 |
| 870,686 | | Term Loan, Maturing August 17,
2014 (2) | 842,389 |
| 222,285 | | Term Loan, 0.00%, Maturing August 17,
2014 (3) | 203,634 |
| 1,496,672 | | Term Loan, 8.73%, Maturing August 17,
2014 | 1,371,091 |
| | | MediaNews
Group, Inc. | |
| 960,375 | | Term Loan, 7.08%, Maturing August 2,
2013 | 811,517 |
| | | Mediannuaire
Holding | |
| EUR | 500,000 | Term Loan, 9.18%, Maturing April 10,
2016 | 662,939 |
| | | Merrill
Communications, LLC | |
| 1,287,413 | | Term Loan, 6.46%, Maturing February 9,
2009 | 1,223,042 |
| 1,000,000 | | Term Loan, 9.77%, Maturing November 15,
2013 | 890,000 |
| | | Nebraska
Book Co., Inc. | |
| 1,394,866 | | Term Loan, 7.65%, Maturing March 4,
2011 | 1,354,764 |
| | | Nelson
Education, Ltd. | |
| 498,750 | | Term Loan, 7.33%, Maturing July 5,
2014 | 461,655 |
| | | Nielsen
Finance, LLC | |
| 6,838,458 | | Term Loan, 6.96%, Maturing August 9,
2013 | 6,338,867 |
| | | Philadelphia
Newspapers, LLC | |
| 711,689 | | Term Loan, 7.92%, Maturing June 29,
2013 | 633,403 |
| | | R.H.
Donnelley Corp. | |
| 3,063,126 | | Term Loan, 6.40%, Maturing June 30,
2010 | 2,914,182 |
| | | Readers
Digest Association | |
| 3,275,250 | | Term Loan, 7.19%, Maturing March 2,
2014 | 2,872,666 |
| | | SGS
International, Inc. | |
| 686,000 | | Term Loan, 7.29%, Maturing December 30,
2011 | 668,850 |
| | | Source
Media, Inc. | |
| 1,623,307 | | Term Loan, 7.08%, Maturing November 8,
2011 | 1,542,141 |
| | | SP
Newsprint Co. | |
| 3,866,667 | | Term Loan, 7.02%, Maturing January 9,
2010 | 3,499,333 |
| | | TL
Acquisitions, Inc. | |
| 1,920,188 | | Term Loan, 6.20%, Maturing July 5,
2014 | 1,733,503 |
| | | Trader
Media Corp. | |
| GBP | 2,334,000 | Term Loan, 7.68%, Maturing March 23,
2015 | 4,303,593 |
| | | Tribune
Co. | |
| 1,866,667 | | Term Loan, 7.40%, Maturing May 17,
2009 | 1,748,251 |
| 3,955,125 | | Term Loan, 7.91%, Maturing May 17,
2014 | 2,982,659 |

SEQ.=1,FOLIO='16',FILE='C:\JMS\tganes\08-6607-1\task2804018\6607-1-ga-07.htm',USER='105377',CD='Mar 25 14:39 2008'

| 1,872,229 | | Xsys US, Inc. — Term Loan, 7.39%, Maturing September 27,
2013 | $ 1,747,258 |
| --- | --- | --- | --- |
| 1,896,271 | | Term Loan, 7.39%, Maturing September 27,
2014 | 1,780,124 |
| | | Yell
Group, PLC | |
| 2,600,000 | | Term Loan, 5.27%, Maturing February 10,
2013 | 2,448,469 |
| | | | $ 60,837,501 |
| Radio and
Television 6.3% | | | |
| | | Block
Communications, Inc. | |
| 833,000 | | Term Loan, 6.83%, Maturing December 22,
2011 | $ 770,525 |
| | | CMP KC,
LLC | |
| 973,688 | | Term Loan, 8.47%, Maturing May 5,
2013 | 890,924 |
| | | CMP
Susquehanna Corp. | |
| 1,329,000 | | Term Loan, 5.81%, Maturing May 5,
2013 | 1,174,504 |
| | | Discovery
Communications, Inc. | |
| 2,412,875 | | Term Loan, 6.83%, Maturing April 30,
2014 | 2,298,263 |
| | | Emmis
Operating Co. | |
| 797,426 | | Term Loan, 6.84%, Maturing November 2,
2013 | 726,156 |
| | | Entravision
Communications Corp. | |
| 1,272,000 | | Term Loan, 6.23%, Maturing September 29,
2013 | 1,174,480 |
| | | Gray
Television, Inc. | |
| 1,262,250 | | Term Loan, 6.21%, Maturing January 19,
2015 | 1,137,603 |
| | | HIT
Entertainment, Inc. | |
| 999,399 | | Term Loan, 6.60%, Maturing March 20,
2012 | 904,456 |
| | | NEP II, Inc. | |
| 620,310 | | Term Loan, 7.11%, Maturing February 16,
2014 | 586,709 |
| | | Nexstar
Broadcasting, Inc. | |
| 1,790,382 | | Term Loan, 6.58%, Maturing October 1,
2012 | 1,629,248 |
| 1,695,252 | | Term Loan, 6.58%, Maturing October 1,
2012 | 1,542,680 |
| | | NextMedia
Operating, Inc. | |
| 247,444 | | Term Loan, 5.99%, Maturing November 15,
2012 | 230,123 |
| 109,974 | | Term Loan, 6.32%, Maturing November 15,
2012 | 102,276 |
| | | PanAmSat
Corp. | |
| 2,000,000 | | Term Loan, Maturing September 30,
2010 (2) | 1,766,250 |
| 2,444,063 | | Term Loan, 6.60%, Maturing January 3,
2014 | 2,125,478 |
| | | Paxson
Communications Corp. | |
| 2,500,000 | | Term Loan, 7.51%, Maturing January 15,
2012 | 2,350,000 |
| | | Raycom TV
Broadcasting, LLC | |
| 875,000 | | Term Loan, 4.81%, Maturing June 25,
2014 | 813,750 |
| | | SFX
Entertainment | |
| 1,144,939 | | Term Loan, 7.58%, Maturing June 21,
2013 | 1,110,591 |
| | | Sirius
Satellite Radio, Inc. | |
| 498,750 | | Term Loan, 5.56%, Maturing December 19,
2012 | 443,888 |
| | | Tyrol
Acquisition 2 SAS | |
| EUR | 800,000 | Term Loan, 6.19%, Maturing January 19,
2015 | 1,039,650 |
| EUR | 800,000 | Term Loan, 6.65%, Maturing January 19,
2016 | 1,045,035 |
| | | Univision
Communications, Inc. | |
| 2,750,000 | | Term Loan, 5.77%, Maturing March 29,
2009 | 2,603,906 |
| 255,872 | | Term Loan, 0.00%, Maturing September 29,
2014 (3) | 211,121 |
| 7,369,128 | | Term Loan, 5.49%, Maturing September 29,
2014 | 6,080,297 |
| | | Young
Broadcasting, Inc. | |
| 982,500 | | Term Loan, 7.06%, Maturing November 3,
2012 | 896,531 |
| 716,625 | | Term Loan, 7.16%, Maturing November 3,
2012 | 653,920 |
| | | | $ 34,308,364 |
| Rail
Industries 0.6% | | | |
| | | Kansas
City Southern Railway Co. | |
| 1,994,625 | | Term Loan, 6.58%, Maturing March 30,
2008 | $ 1,944,137 |
| | | RailAmerica, Inc. | |
| 1,550,000 | | Term Loan, 7.12%, Maturing August 14,
2008 | 1,519,000 |
| | | | $ 3,463,137 |

SEQ.=1,FOLIO='17',FILE='C:\JMS\tganes\08-6607-1\task2804018\6607-1-ga-09.htm',USER='105377',CD='Mar 25 14:31 2008'

| Retailers
(Except Food and Drug) 3.2% | | | |
| --- | --- | --- | --- |
| | | American
Achievement Corp. | |
| 390,159 | | Term Loan, 6.70%, Maturing March 25,
2011 | $ 366,750 |
| | | Amscan
Holdings, Inc. | |
| 496,250 | | Term Loan, 6.35%, Maturing May 25,
2013 | 454,069 |
| | | Claires
Stores, Inc. | |
| 348,250 | | Term Loan, 6.47%, Maturing May 24,
2014 | 285,391 |
| | | Cumberland
Farms, Inc. | |
| 1,546,918 | | Term Loan, 6.06%, Maturing September 29,
2013 | 1,515,979 |
| | | Educate, Inc. | |
| 500,000 | | Term Loan, 10.08%, Maturing
June 14, 2014 | 465,000 |
| | | Harbor
Freight Tools USA, Inc. | |
| 1,714,570 | | Term Loan, 6.21%, Maturing July 15,
2010 | 1,564,545 |
| | | Jostens
Corp. | |
| 1,509,741 | | Term Loan, 6.72%, Maturing October 4,
2011 | 1,482,063 |
| | | Mapco
Express, Inc. | |
| 537,372 | | Term Loan, 6.01%, Maturing April 28,
2011 | 511,846 |
| | | Neiman
Marcus Group, Inc. | |
| 802,215 | | Term Loan, 6.69%, Maturing April 5,
2013 | 739,375 |
| | | Orbitz
Worldwide, Inc. | |
| 1,177,050 | | Term Loan, 7.05%, Maturing July 25,
2014 | 1,085,829 |
| | | Oriental
Trading Co., Inc. | |
| 1,125,000 | | Term Loan, 9.28%, Maturing January 31,
2013 | 945,000 |
| 1,585,006 | | Term Loan, 6.42%, Maturing July 31,
2013 | 1,410,655 |
| | | Rent-A-Center, Inc. | |
| 1,033,316 | | Term Loan, 6.72%, Maturing November 15,
2012 | 949,359 |
| | | Rover
Acquisition Corp. | |
| 2,227,500 | | Term Loan, 6.28%, Maturing October 26,
2013 | 2,075,288 |
| | | Savers, Inc. | |
| 338,357 | | Term Loan, 7.58%, Maturing August 11,
2012 | 328,206 |
| 368,271 | | Term Loan, 7.58%, Maturing August 11,
2012 | 357,223 |
| | | The Yankee
Candle Company, Inc. | |
| 1,200,250 | | Term Loan, 6.83%, Maturing February 6,
2014 | 1,087,727 |
| | | Vivarte | |
| EUR | 750,000 | Term Loan, 6.20%, Maturing May 29,
2015 | 832,518 |
| EUR | 750,000 | Term Loan, 6.70%, Maturing May 29,
2016 | 837,002 |
| | | | $ 17,293,825 |
| Steel
0.4% | | | |
| | | Algoma
Acquisition Corp. | |
| 1,046,089 | | Term Loan, 7.33%, Maturing June 20,
2013 | $ 975,478 |
| | | Niagara
Corp. | |
| 1,019,875 | | Term Loan, 8.27%, Maturing June 29,
2014 | 897,490 |
| | | | $ 1,872,968 |
| Surface
Transport 1.1% | | | |
| | | Gainey
Corp. | |
| 500,000 | | Term Loan, Maturing April 20,
2012 (2) | $ 348,750 |
| 746,860 | | Term Loan, 10.00%, Maturing
April 20, 2012 | 484,568 |
| | | Oshkosh
Truck Corp. | |
| 1,925,625 | | Term Loan, 6.90%, Maturing December 6,
2013 | 1,788,644 |
| | | Ozburn-Hessey
Holding Co., LLC | |
| 489,087 | | Term Loan, 7.10%, Maturing August 9,
2012 | 437,733 |
| | | SIRVA
Worldwide, Inc. | |
| 1,599,041 | | Term Loan, 11.82%, Maturing
December 1, 2010 | 838,830 |
| | | Swift
Transportation Co., Inc. | |
| 2,805,814 | | Term Loan, 8.19%, Maturing May 10,
2014 | 2,177,138 |
| | | | $ 6,075,663 |
| Telecommunications
5.7% | | | |
| | | Alaska
Communications Systems Holdings, Inc. | |
| 990,000 | | Term Loan, 6.58%, Maturing February 1,
2012 | $ 932,972 |
| | | Alltell
Communication | |
| 1,500,000 | | Term Loan, Maturing May 16,
2014 (2) | 1,370,000 |
| 1,147,125 | | Term Loan, 6.77%, Maturing May 16,
2015 | 1,047,707 |
| | | Asurion
Corp. | |
| 1,400,000 | | Term Loan, 7.88%, Maturing July 13,
2012 | 1,277,500 |
| 1,000,000 | | Term Loan, 11.18%, Maturing
January 13, 2013 | 908,125 |

SEQ.=1,FOLIO='18',FILE='C:\JMS\tganes\08-6607-1\task2804018\6607-1-ga-09.htm',USER='105377',CD='Mar 25 14:31 2008'

| 4,445,833 | | Centennial
Cellular Operating Co., LLC — Term Loan, 6.85%, Maturing February 9,
2011 | $ 4,310,604 |
| --- | --- | --- | --- |
| | | CommScope, Inc. | |
| 1,150,000 | | Term Loan, 7.06%, Maturing November 19,
2014 | 1,127,000 |
| | | FairPoint
Communications, Inc. | |
| 2,980,000 | | Term Loan, 6.63%, Maturing February 8,
2012 | 2,940,515 |
| | | Intelsat
Bermuda, Ltd. | |
| 1,075,000 | | Term Loan, 7.13%, Maturing February 1,
2014 | 1,053,052 |
| | | Intelsat
Subsidiary Holding Co. | |
| 962,813 | | Term Loan, 6.35%, Maturing July 3,
2013 | 904,081 |
| | | Iowa
Telecommunications Services | |
| 2,616,000 | | Term Loan, 6.68%, Maturing November 23,
2011 | 2,490,105 |
| | | IPC
Systems, Inc. | |
| 1,094,500 | | Term Loan, 7.09%, Maturing May 31,
2014 | 913,223 |
| 500,000 | | Term Loan, 10.09%, Maturing
May 31, 2015 | 388,750 |
| | | Macquarie
UK Broadcast Ventures, Ltd. | |
| GBP | 775,000 | Term Loan, 7.95%, Maturing December 26,
2014 | 1,359,668 |
| | | NTelos, Inc. | |
| 1,171,806 | | Term Loan, 5.53%, Maturing August 24,
2011 | 1,137,019 |
| | | Palm, Inc. | |
| 773,063 | | Term Loan, 6.78%, Maturing April 24,
2014 | 566,268 |
| | | Stratos
Global Corp. | |
| 1,039,500 | | Term Loan, 7.59%, Maturing February 13,
2012 | 992,723 |
| | | Telesat Canada, Inc. | |
| 602,924 | | Term Loan, 6.92%, Maturing October 22,
2014 | 572,025 |
| 51,532 | | Term Loan, 7.00%, Maturing October 22,
2014 (3) | 48,891 |
| | | Trilogy
International Partners | |
| 850,000 | | Term Loan, 8.33%, Maturing June 29,
2012 | 777,750 |
| | | Triton PCS, Inc. | |
| 2,710,612 | | Term Loan, 6.53%, Maturing November 18,
2009 | 2,697,059 |
| | | Windstream
Corp. | |
| 3,074,456 | | Term Loan, 5.50%, Maturing July 17,
2013 | 2,990,871 |
| | | | $ 30,805,908 |
| Utilities
3.5% | | | |
| | | AEI
Finance Holding, LLC | |
| 269,751 | | Revolving Loan, 7.83%,
Maturing March 30, 2012 | $ 249,520 |
| 2,011,266 | | Term Loan, 7.83%, Maturing March 30,
2014 | 1,860,421 |
| | | Astoria
Generating Co. | |
| 1,000,000 | | Term Loan, 8.66%, Maturing August 23,
2013 | 955,625 |
| | | BRSP, LLC | |
| 1,775,173 | | Term Loan, 7.91%, Maturing July 13,
2009 | 1,739,670 |
| | | Calpine
Corp. | |
| 843,625 | | DIP Loan, 7.08%, Maturing March 30,
2009 | 755,044 |
| | | Covanta
Energy Corp. | |
| 569,072 | | Term Loan, 6.20%, Maturing February 9,
2014 | 536,825 |
| 1,147,258 | | Term Loan, 6.57%, Maturing February 9,
2014 | 1,082,247 |
| | | Electricinvest
Holding Co. | |
| EUR | 476,616 | Term Loan, 8.33%, Maturing October 24,
2012 | 645,695 |
| GBP | 480,000 | Term Loan, 9.73%, Maturing October 24,
2012 | 869,949 |
| | | Elster
Group GmbH (Ruhrgas) | |
| 240,599 | | Term Loan, 6.91%, Maturing June 12,
2013 | 233,983 |
| | | LS Power
Acquisition Co. | |
| 580,904 | | Term Loan, 8.58%, Maturing November 1,
2014 | 573,643 |
| | | Mach
General, LLC | |
| 67,969 | | Term Loan, 6.83%, Maturing February 22,
2013 | 61,444 |
| 650,461 | | Term Loan, 7.00%, Maturing February 22,
2014 | 588,017 |
| | | Mirant
North America, LLC | |
| 871,833 | | Term Loan, 5.02%, Maturing January 3,
2013 | 835,507 |
| | | NRG Energy, Inc. | |
| 2,093,940 | | Term Loan, 6.48%, Maturing June 1,
2014 | 1,928,781 |
| 4,534,961 | | Term Loan, 6.58%, Maturing June 1,
2014 | 4,177,266 |
| | | Pike
Electric, Inc. | |
| 173,511 | | Term Loan, 5.88%, Maturing July 1,
2012 | 170,474 |
| 403,131 | | Term Loan, 5.50%, Maturing December 10,
2012 | 396,076 |

SEQ.=1,FOLIO='19',FILE='C:\JMS\tganes\08-6607-1\task2804018\6607-1-ga-09.htm',USER='105377',CD='Mar 25 14:31 2008'

| 847,875 | | TXU Texas
Competitive Electric Holdings Co., LLC — Term Loan, 8.40%, Maturing October 10,
2014 | $ 781,876 |
| --- | --- | --- | --- |
| 847,875 | | Term Loan, 8.40%, Maturing October 10,
2014 | 784,670 |
| | | | $ 19,226,733 |
| Total Senior Floating-Rate Interests (identified
cost $917,592,383) | | | $ 852,565,842 |
| Corporate
Bonds & Notes 11.0% | | | |
| Principal | | | |
| Amount* | | | |
| (000s omitted) | | Security | Value |
| Aerospace
and Defense 0.0% | | | |
| | | Alion
Science and Technologies, Corp. | |
| 145 | | 10.25%, 2/1/15 | $ 113,825 |
| | | DRS
Technologies, Inc., Sr. Sub. Notes | |
| 80 | | 7.625%, 2/1/18 | 79,400 |
| | | | $ 193,225 |
| Air
Transport 0.0% | | | |
| | | Continental
Airlines | |
| 212 | | 7.033%, 6/15/11 | $ 201,246 |
| | | | $ 201,246 |
| Automotive
0.2% | | | |
| | | Altra
Industrial Motion, Inc. | |
| 225 | | 9.00%, 12/1/11 | $ 220,500 |
| 110 | | 9.00%, 12/1/11 | 107,800 |
| | | American
Axle & Manufacturing, Inc. | |
| 135 | | 7.875%, 3/1/17 | 121,837 |
| | | Commercial
Vehicle Group, Inc., Sr. Notes | |
| 100 | | 8.00%, 7/1/13 | 85,125 |
| | | Ford Motor
Credit Co., Sr. Notes | |
| 15 | | 9.875%, 8/10/11 | 14,402 |
| | | Goodyear
Tire & Rubber Co., Sr. Notes, Variable Rate | |
| 180 | | 8.663%, 12/1/09 | 180,450 |
| | | Tenneco, Inc., Sr.
Notes | |
| 55 | | 8.125%, 11/15/15 (5) | 55,000 |
| | | | $ 785,114 |
| Broadcast
Radio and Television 0.0% | | | |
| | | Warner
Music Group, Sr. Sub. Notes | |
| 85 | | 7.375%, 4/15/14 | $ 66,725 |
| | | | $ 66,725 |
| Brokers/Dealers/Investment
Houses 0.1% | | | |
| | | Nuveen
Investments, Inc. | |
| 30 | | 5.00%, 9/15/10 | $ 27,150 |
| | | Nuveen
Investments, Inc., Sr. Notes | |
| 330 | | 10.50%, 11/15/15 (5) | 321,750 |
| | | | $ 348,900 |
| Building
and Development 0.8% | | | |
| | | Grohe
Holding GMBH, Variable Rate | |
| EUR | 2,000 | 7.451%, 1/15/14 | $ 2,598,453 |
| | | Interface, Inc. | |
| 500 | | 10.375%, 2/1/10 | 517,500 |
| | | Nortek, Inc., Sr.
Sub. Notes | |
| 850 | | 8.50%, 9/1/14 | 667,250 |
| | | NTK
Holdings, Inc., Sr. Disc. Notes | |
| 360 | | 10.75%, 3/1/14 | 203,400 |
| | | Panolam
Industries International | |
| 425 | | 10.75%, 10/1/13 | 350,625 |
| | | Stanley
Martin Co. | |
| 80 | | 9.75%, 8/15/15 | 40,400 |
| | | | $ 4,377,628 |

SEQ.=1,FOLIO='20',FILE='C:\JMS\tganes\08-6607-1\task2804018\6607-1-ga-09.htm',USER='105377',CD='Mar 25 14:31 2008'

| Business
Equipment and Services 0.6% | | |
| --- | --- | --- |
| | Affinion
Group, Inc. | |
| 95 | 10.125%, 10/15/13 | $ 94,525 |
| 135 | 11.50%, 10/15/15 | 125,550 |
| | Ceridian
Corp., Sr. Notes | |
| 350 | 11.25%, 11/15/15 (5) | 297,500 |
| | Education
Management, LLC | |
| 415 | 8.75%, 6/1/14 | 401,512 |
| 655 | 10.25%, 6/1/16 | 627,162 |
| | KAR
Holdings, Inc., Sr. Notes | |
| 20 | 8.75%, 5/1/14 (5) | 17,900 |
| | KAR
Holdings, Inc., Variable Rate, Sr. Notes | |
| 130 | 8.911%, 5/1/14 (5) | 108,550 |
| | Neff Corp., Sr.
Notes | |
| 40 | 10.00%, 6/1/15 | 19,200 |
| | Norcross
Safety Products, LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B | |
| 40 | 9.875%, 8/15/11 | 41,300 |
| | Safety
Products Holdings, Inc. Sr. Notes (PIK) | |
| 481 | 11.75%, 1/1/12 | 504,454 |
| | SunGard
Data Systems, Inc. | |
| 85 | 9.125%, 8/15/13 | 86,700 |
| | Travelport,
LLC | |
| 475 | 9.875%, 9/1/14 | 458,375 |
| 70 | 11.875%, 9/1/16 | 66,850 |
| | United
Rentals North America, Inc. | |
| 20 | 6.50%, 2/15/12 | 18,500 |
| | West Corp. | |
| 685 | 9.50%, 10/15/14 | 640,475 |
| | | $ 3,508,553 |
| Cable and
Satellite Television 0.3% | | |
| | Cablevision
Systems Corp., Sr. Notes, Series B | |
| 75 | 8.00%, 4/15/12 | $ 72,187 |
| | CCH II,
LLC/CCH II Capital Co. | |
| 310 | 10.25%, 9/15/10 | 293,725 |
| | CCO
Holdings, LLC/CCO Capital Corp., Sr. Notes | |
| 730 | 8.75%, 11/15/13 | 682,550 |
| | Kabel
Deutschland GmbH | |
| 190 | 10.625%, 7/1/14 | 193,325 |
| | Mediacom
Broadband Group Corp., LLC, Sr. Notes | |
| 135 | 8.50%, 10/15/15 | 111,375 |
| | | $ 1,353,162 |
| Chemicals
and Plastics 0.2% | | |
| | CII
Carbon, LLC | |
| 100 | 11.125%, 11/15/15 (5) | $ 96,000 |
| | INEOS
Group Holdings PLC | |
| 225 | 8.50%, 2/15/16 (5) | 176,625 |
| | Nova
Chemicals Corp., Sr. Notes, Variable Rate | |
| 195 | 7.863%, 11/15/13 | 166,725 |
| | Reichhold
Industries, Inc., Sr. Notes | |
| 445 | 9.00%, 8/15/14 (5) | 440,550 |
| | | $ 879,900 |
| Clothing/Textiles
0.3% | | |
| | Levi
Strauss & Co., Sr. Notes | |
| 385 | 9.75%, 1/15/15 | $ 376,337 |
| 75 | 8.875%, 4/1/16 | 71,625 |
| | Oxford
Industries, Inc., Sr. Notes | |
| 790 | 8.875%, 6/1/11 | 776,175 |
| | Perry
Ellis International, Inc., Sr. Sub. Notes | |
| 325 | 8.875%, 9/15/13 | 313,625 |
| | Phillips
Van Heusen, Sr. Notes | |
| 55 | 7.25%, 2/15/11 | 55,412 |
| | | $ 1,593,174 |

SEQ.=1,FOLIO='21',FILE='C:\JMS\105579\08-6607-1\task2802608\6607-1-ga-11.htm',USER='105579',CD='Mar 25 04:49 2008'

| Conglomerates
0.1% | | |
| --- | --- | --- |
| | Goodman
Global Holdings, Inc., Sr. Notes, Variable Rate | |
| 210 | 7.991%, 6/15/12 | $ 212,100 |
| | RBS Global &
Rexnord Corp. | |
| 175 | 9.50%, 8/1/14 | 158,812 |
| 155 | 11.75%, 8/1/16 | 132,525 |
| | | $ 503,437 |
| Containers
and Glass Products 0.3% | | |
| | Intertape
Polymer US, Inc., Sr. Sub. Notes | |
| 310 | 8.50%, 8/1/14 | $ 284,812 |
| | Pliant
Corp. (PIK) | |
| 1,358 | 11.85%, 6/15/09 | 1,357,731 |
| | Smurfit-Stone
Container Enterprises, Inc., Sr. Notes | |
| 250 | 8.00%, 3/15/17 | 233,125 |
| | | $ 1,875,668 |
| Cosmetics/Toiletries
0.1% | | |
| | Bausch &
Lomb, Inc., Sr. Notes | |
| 195 | 9.875%, 11/1/15 (5) | $ 198,412 |
| | Revlon
Consumer Products Corp., Sr. Sub. Notes | |
| 210 | 8.625%, 2/1/08 | 210,000 |
| | | $ 408,412 |
| Ecological
Services and Equipment 0.1% | | |
| | Waste
Services, Inc., Sr. Sub. Notes | |
| 440 | 9.50%, 4/15/14 | $ 411,400 |
| | | $ 411,400 |
| Electronics/Electrical
0.3% | | |
| | Advanced
Micro Devices, Inc., Sr. Notes | |
| 445 | 7.75%, 11/1/12 | $ 366,012 |
| | Amkor
Technologies, Inc., Sr. Notes | |
| 140 | 7.75%, 5/15/13 | 125,825 |
| | Avago
Technologies Finance | |
| 90 | 11.875%, 12/1/15 | 94,500 |
| | Avago
Technologies Finance, Variable Rate | |
| 170 | 10.125%, 12/1/13 | 177,650 |
| | NXP BV/NXP
Funding, LLC | |
| 10 | 7.875%, 10/15/14 | 9,212 |
| | NXP BV/NXP
Funding, LLC, Variable Rate | |
| 775 | 7.008%, 10/15/13 | 646,156 |
| | | $ 1,419,355 |
| Financial
Intermediaries 0.7% | | |
| | Alzette,
Variable Rate | |
| 750 | 11.86%, 12/15/20 | $ 723,225 |
| | E*Trade
Financial Corp. | |
| 190 | 7.875%, 12/1/15 | 144,875 |
| | First CLO,
Ltd., Sr. Sub. Notes, Variable Rate | |
| 1,000 | 7.68%, 7/27/16 (5) | 863,917 |
| | Ford Motor
Credit Co. | |
| 715 | 7.375%, 10/28/09 | 688,827 |
| 340 | 7.875%, 6/15/10 | 320,235 |
| | Ford Motor
Credit Co., Sr. Notes | |
| 50 | 5.80%, 1/12/09 | 48,644 |
| | General
Motors Acceptance Corp. | |
| 210 | 6.375%, 5/1/08 | 210,000 |
| 100 | 5.85%, 1/14/09 | 97,287 |
| 160 | 7.75%, 1/19/10 | 153,127 |
| 325 | 7.25%, 3/2/11 | 293,822 |
| 40 | 7.00%, 2/1/12 | 34,728 |
| | General
Motors Acceptance Corp., Variable Rate | |
| 110 | 6.119%, 5/15/09 | 102,732 |
| | | $ 3,681,419 |

SEQ.=1,FOLIO='22',FILE='C:\JMS\105579\08-6607-1\task2802608\6607-1-ga-11.htm',USER='105579',CD='Mar 25 04:49 2008'

| Food
Products 0.1% | | |
| --- | --- | --- |
| | ASG
Consolidated, LLC/ASG Finance, Inc., Sr. Disc. Notes | |
| 495 | 11.50%, 11/1/11 | $ 460,350 |
| | Dole Foods
Co. | |
| 210 | 7.25%, 6/15/10 | 185,850 |
| | Dole Foods
Co., Sr. Notes | |
| 105 | 8.625%, 5/1/09 | 98,175 |
| | Pierre
Foods, Inc., Sr. Sub. Notes | |
| 55 | 9.875%, 7/15/12 | 36,300 |
| | | $ 780,675 |
| Food
Service 0.1% | | |
| | Aramark
Corp., Sr. Notes | |
| 60 | 8.50%, 2/1/15 | $ 60,000 |
| | El Pollo
Loco, Inc. | |
| 370 | 11.75%, 11/15/13 | 355,200 |
| | NPC International, Inc., Sr.
Sub. Notes | |
| 390 | 9.50%, 5/1/14 | 337,350 |
| | | $ 752,550 |
| Food/Drug
Retailers 0.3% | | |
| | General
Nutrition Center, Sr. Notes, Variable Rate (PIK) | |
| 345 | 10.009%, 3/15/14 | $ 284,625 |
| | General
Nutrition Center, Sr. Sub. Notes | |
| 365 | 10.75%, 3/15/15 | 295,650 |
| | Rite Aid
Corp. | |
| 685 | 6.125%, 12/15/08 (5) | 661,025 |
| 285 | 7.50%, 1/15/15 | 252,225 |
| 120 | 7.50%, 3/1/17 | 103,500 |
| | | $ 1,597,025 |
| Forest
Products 0.2% | | |
| | Georgia-Pacific
Corp. | |
| 5 | 9.50%, 12/1/11 | $ 5,225 |
| | Jefferson
Smurfit Corp. | |
| 75 | 7.50%, 6/1/13 | 69,750 |
| | NewPage Corp. | |
| 350 | 10.00%, 5/1/12 (5) | 350,000 |
| 245 | 10.00%, 5/1/12 | 245,000 |
| 210 | 12.00%, 5/1/13 | 208,950 |
| | NewPage Corp.,
Variable Rate | |
| 135 | 11.161%, 5/1/12 | 132,975 |
| | | $ 1,011,900 |
| Healthcare
0.7% | | |
| | Accellent, Inc. | |
| 210 | 10.50%, 12/1/13 | $ 166,950 |
| | Advanced
Medical Optics, Inc., Sr. Sub. Notes | |
| 70 | 7.50%, 5/1/17 | 59,500 |
| | AMR HoldCo, Inc., Sr.
Sub. Notes | |
| 325 | 10.00%, 2/15/15 | 346,125 |
| | HCA, Inc. | |
| 695 | 8.75%, 9/1/10 | 700,212 |
| 150 | 7.875%, 2/1/11 | 148,125 |
| 135 | 9.125%, 11/15/14 | 140,569 |
| 285 | 9.25%, 11/15/16 | 299,606 |
| | MultiPlan
Merger Corp., Sr. Sub. Notes | |
| 485 | 10.375%, 4/15/16 (5) | 453,475 |
| | National
Mentor Holdings, Inc. | |
| 315 | 11.25%, 7/1/14 | 326,025 |
| | Res-Care, Inc., Sr.
Notes | |
| 195 | 7.75%, 10/15/13 | 187,687 |
| | Service
Corp. International, Sr. Notes | |
| 120 | 7.00%, 6/15/17 | 118,200 |
| | Universal
Hospital Service, Inc. (PIK) | |
| 40 | 8.50%, 6/1/15 | 40,600 |

SEQ.=1,FOLIO='23',FILE='C:\JMS\105579\08-6607-1\task2802608\6607-1-ga-11.htm',USER='105579',CD='Mar 25 04:49 2008'

| 265 | US
Oncology, Inc. — 9.00%, 8/15/12 | $ 261,025 |
| --- | --- | --- |
| 515 | 10.75%, 8/15/14 | 504,700 |
| | Varietal
Distribution Merger, Inc., Sr. Notes (PIK) | |
| 40 | 10.25%, 7/15/15 (5) | 37,600 |
| | | $ 3,790,399 |
| Home
Furnishings 0.0% | | |
| | Interline
Brands, Inc., Sr. Sub. Notes | |
| 135 | 8.125%, 6/15/14 | $ 132,300 |
| | | $ 132,300 |
| Industrial
Equipment 0.1% | | |
| | Chart
Industries, Inc., Sr. Sub. Notes | |
| 195 | 9.125%, 10/15/15 | $ 195,000 |
| | ESCO Corp., Sr.
Notes | |
| 145 | 8.625%, 12/15/13 (5) | 139,200 |
| | ESCO Corp., Sr.
Notes, Variable Rate | |
| 145 | 8.866%, 12/15/13 (5) | 131,225 |
| | | $ 465,425 |
| Insurance
0.0% | | |
| | Alliant
Holdings I, Inc. | |
| 100 | 11.00%, 5/1/15 (5) | $ 94,000 |
| | | $ 94,000 |
| Leisure
Goods/Activities/Movies 0.4% | | |
| | AMC
Entertainment, Inc. | |
| 265 | 11.00%, 2/1/16 | $ 263,675 |
| | Bombardier, Inc., Sr.
Notes | |
| 130 | 8.00%, 11/15/14 (5) | 136,500 |
| | HRP Myrtle
Beach Operations, LLC/HRP Myrtle Beach Capital Corp. | |
| 195 | 12.50%, 4/1/13 (5) | 178,425 |
| | HRP Myrtle
Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate | |
| 360 | 9.894%, 4/1/12 (5) | 329,400 |
| | Marquee
Holdings, Inc., Sr. Disc. Notes | |
| 790 | 9.505%, 8/15/14 | 560,900 |
| | Universal
City Development Partners, Sr. Notes | |
| 240 | 11.75%, 4/1/10 | 247,800 |
| | Universal
City Florida Holdings, Sr. Notes, Variable Rate | |
| 680 | 9.661%, 5/1/10 | 659,600 |
| | | $ 2,376,300 |
| Lodging
and Casinos 1.1% | | |
| | Buffalo
Thunder Development Authority | |
| 375 | 9.375%, 12/15/14 (5) | $ 315,000 |
| | CCM Merger, Inc. | |
| 230 | 8.00%, 8/1/13 (5) | 207,000 |
| | Chukchansi
EDA, Sr. Notes, Variable Rate | |
| 280 | 8.238%, 11/15/12 (5) | 268,800 |
| | Fontainebleau
Las Vegas Casino, LLC | |
| 485 | 10.25%, 6/15/15 (5) | 366,175 |
| | Galaxy
Entertainment Finance | |
| 200 | 9.875%, 12/15/12 (5) | 206,000 |
| | Galaxy
Entertainment Finance, Variable Rate | |
| 140 | 9.829%, 12/15/10 (5) | 141,750 |
| | Greektown
Holdings, LLC, Sr. Notes | |
| 100 | 10.75%, 12/1/13 (5) | 96,000 |
| | Indianapolis
Downs, LLC & Capital Corp., Sr. Notes | |
| 165 | 11.00%, 11/1/12 (5) | 154,275 |
| | Inn of the
Mountain Gods, Sr. Notes | |
| 625 | 12.00%, 11/15/10 | 625,000 |
| | Majestic
Star Casino, LLC | |
| 340 | 9.50%, 10/15/10 | 305,150 |
| 140 | 12.50%, 10/15/11 (5) | 86,450 |

SEQ.=1,FOLIO='24',FILE='C:\JMS\105579\08-6607-1\task2802608\6607-1-ga-11.htm',USER='105579',CD='Mar 25 04:49 2008'

160	MGM Mirage, Inc. — 7.50%, 6/1/16	$ 154,400
	Mohegan
Tribal Gaming Authority
60	6.875%, 2/15/15	54,000
	Mohegan
Tribal Gaming Authority, Sr. Sub. Notes
45	8.00%, 4/1/12	44,325
	OED
Corp./Diamond Jo, LLC
475	8.75%, 4/15/12	477,969
	Park Place
Entertainment
265	7.875%, 3/15/10	250,756
	Pinnacle
Entertainment Inc., Sr. Sub. Notes
140	7.50%, 6/15/15 (5)	112,000
	Pokagon
Gaming Authority, Sr. Notes
110	10.375%, 6/15/14 (5)	114,262
	San Pasqual
Casino
110	8.00%, 9/15/13 (5)	105,050
	Seminole
Hard Rock Entertainment, Variable Rate
175	7.491%, 3/15/14 (5)	158,375
	Station
Casinos, Inc.
55	7.75%, 8/15/16	48,744
	Station
Casinos, Inc., Sr. Notes
95	6.00%, 4/1/12	83,362
	Trump
Entertainment Resorts, Inc.
845	8.50%, 6/1/15	612,625
	Tunica-Biloxi
Gaming Authority, Sr. Notes
310	9.00%, 11/15/15 (5)	310,000
	Turning
Stone Resort Casinos, Sr. Notes
75	9.125%, 9/15/14 (5)	73,500
	Waterford
Gaming, LLC, Sr. Notes
348	8.625%, 9/15/14 (5)	339,300
		$ 5,710,268
Nonferrous
Metals/Minerals 0.3%
	Aleris
International, Inc., Sr. Notes
100	9.00%, 12/15/14	$ 78,500
	Aleris
International, Inc., Sr. Sub. Notes
560	10.00%, 12/15/16	396,200
	Alpha
Natural Resources, Sr. Notes
135	10.00%, 6/1/12	139,388
	FMG
Finance PTY, Ltd.
490	10.625%, 9/1/16 (5)	558,600
	FMG
Finance PTY, Ltd., Variable Rate
195	9.124%, 9/1/11 (5)	198,900
		$ 1,371,588
Oil and
Gas 1.0%
	Allis-Chalmers
Energy, Inc.
90	8.50%, 3/1/17	$ 83,250
	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	117,900
	Clayton Williams
Energy, Inc.
160	7.75%, 8/1/13	138,400
	Compton
Pet Finance Corp.
360	7.625%, 12/1/13	334,800
	Denbury
Resources, Inc., Sr. Sub. Notes
50	7.50%, 12/15/15	50,250
	El Paso
Corp., Sr. Notes
225	9.625%, 5/15/12	244,946
	Encore
Acquisition Co., Sr. Sub. Notes
155	7.25%, 12/1/17	149,963
	Ocean Rig
Norway AS, Sr. Notes
225	8.375%, 7/1/13 (5)	239,625

SEQ.=1,FOLIO='25',FILE='C:\JMS\105546\08-6607-1\task2803746\6607-1-ga-13.htm',USER='105546',CD='Mar 25 12:16 2008'

| 95 | OPTI
Canada, Inc. — 7.875%, 12/15/14 (5) | $ 92,625 |
| --- | --- | --- |
| 180 | 8.25%, 12/15/14 (5) | 177,300 |
| | Parker
Drilling Co., Sr. Notes | |
| 100 | 9.625%, 10/1/13 | 106,000 |
| | Petrohawk
Energy Corp., Sr. Notes | |
| 795 | 9.125%, 7/15/13 | 824,813 |
| | Petroplus
Finance, Ltd. | |
| 315 | 7.00%, 5/1/17 (5) | 287,438 |
| | Plains
Exploration & Production Co. | |
| 255 | 7.00%, 3/15/17 | 243,525 |
| | Quicksilver
Resources, Inc. | |
| 210 | 7.125%, 4/1/16 | 204,750 |
| | SemGroup
L.P., Sr. Notes | |
| 540 | 8.75%, 11/15/15 (5) | 507,600 |
| | Sesi, LLC, Sr.
Notes | |
| 60 | 6.875%, 6/1/14 | 58,200 |
| | Stewart &
Stevenson, LLC, Sr. Notes | |
| 400 | 10.00%, 7/15/14 | 390,000 |
| | United
Refining Co., Sr. Notes | |
| 865 | 10.50%, 8/15/12 | 877,975 |
| | VeraSun
Energy Corp. | |
| 105 | 9.875%, 12/15/12 | 103,425 |
| | | $ 5,638,660 |
| Publishing
0.4% | | |
| | CanWest
Media, Inc. | |
| 420 | 8.00%, 9/15/12 | $ 400,003 |
| | Dex Media
West/Finance, Series B | |
| 127 | 9.875%, 8/15/13 | 129,858 |
| | Harland
Clarke Holdings | |
| 160 | 9.50%, 5/15/15 | 124,000 |
| | Idearc, Inc., Sr.
Notes | |
| 320 | 8.00%, 11/15/16 | 288,000 |
| | MediaNews
Group, Inc., Sr. Sub. Notes | |
| 100 | 6.875%, 10/1/13 | 56,500 |
| | MediMedia
USA, Inc., Sr. Sub Notes | |
| 170 | 11.375%, 11/15/14 (5) | 175,950 |
| | Nielsen
Finance, LLC | |
| 175 | 10.00%, 8/1/14 | 177,625 |
| | R.H.
Donnelley Corp. | |
| 580 | 8.875%, 10/15/17 (5) | 494,450 |
| | Readers
Digest Association, Sr. Sub. Notes | |
| 595 | 9.00%, 2/15/17 (5) | 462,613 |
| | | $ 2,308,999 |
| Radio and
Television 0.1% | | |
| | Intelsat
Bermuda, Ltd. | |
| 325 | 9.25%, 6/15/16 | $ 325,813 |
| | Rainbow
National Services, LLC, Sr. Sub. Debs. | |
| 145 | 10.375%, 9/1/14 (5) | 154,788 |
| | | $ 480,601 |
| Rail
Industries 0.1% | | |
| | American
Railcar Industry | |
| 175 | 7.50%, 3/1/14 | $ 158,375 |
| | Kansas
City Southern Mexico, Sr. Notes | |
| 245 | 7.625%, 12/1/13 | 237,650 |
| 55 | 7.375%, 6/1/14 (5) | 52,388 |
| | | $ 448,413 |
| Retailers
(Except Food and Drug) 0.9% | | |
| | Amscan
Holdings, Inc., Sr. Sub. Notes | |
| 400 | 8.75%, 5/1/14 | $ 358,000 |
| | GameStop
Corp. | |
| 1,255 | 8.00%, 10/1/12 | 1,308,338 |

SEQ.=1,FOLIO='26',FILE='C:\JMS\105546\08-6607-1\task2803746\6607-1-ga-13.htm',USER='105546',CD='Mar 25 12:16 2008'

| 250 | Michaels
Stores, Inc., Sr. Notes — 10.00%, 11/1/14 | $ 223,750 |
| --- | --- | --- |
| | Michaels
Stores, Inc., Sr. Sub. Notes | |
| 325 | 11.375%, 11/1/16 | 264,875 |
| | Neiman
Marcus Group, Inc. | |
| 310 | 9.00%, 10/15/15 | 311,550 |
| 1,300 | 10.375%, 10/15/15 | 1,300,000 |
| | Sally
Holdings, LLC, Sr. Notes | |
| 90 | 9.25%, 11/15/14 | 85,500 |
| 200 | 10.50%, 11/15/16 | 178,500 |
| | Toys R US
Corp. | |
| 330 | 7.375%, 10/15/18 | 229,350 |
| | Yankee
Acquisition Corp., Series B | |
| 445 | 8.50%, 2/15/15 | 382,700 |
| 300 | 9.75%, 2/15/17 | 246,000 |
| | | $ 4,888,563 |
| Steel 0.1% | | |
| | RathGibson, Inc.,
Sr, Notes | |
| 445 | 11.25%, 2/15/14 | $ 440,550 |
| | Ryerson, Inc., Sr.
Notes | |
| 30 | 12.00%, 11/1/15 (5) | 28,350 |
| | Ryerson, Inc., Sr.
Notes, Variable Rate | |
| 20 | 12.574%, 11/1/14 (5) | 18,500 |
| | Steel
Dynamics, Inc., Sr. Notes | |
| 205 | 7.375%, 11/1/12 (5) | 205,513 |
| | | $ 692,913 |
| Surface
Transport 0.0% | | |
| | CEVA
Group, PLC, Sr. Notes | |
| 210 | 10.00%, 9/1/14 (5) | $ 199,500 |
| | | $ 199,500 |
| Telecommunications
0.6% | | |
| | Centennial
Cellular Operating Co., LLC, Sr. Notes | |
| 205 | 10.125%, 6/15/13 | $ 210,638 |
| | Digicel
Group, Ltd., Sr. Notes | |
| 275 | 9.25%, 9/1/12 (5) | 280,156 |
| 205 | 8.875%, 1/15/15 (5) | 181,425 |
| 467 | 9.125%, 1/15/15 (5) | 412,128 |
| | Level 3
Financing, Inc., Sr. Notes | |
| 225 | 9.25%, 11/1/14 | 194,625 |
| 300 | 8.75%, 2/15/17 | 244,500 |
| | Qwest
Communications International, Inc. | |
| 500 | 7.50%, 2/15/14 | 497,500 |
| | Qwest
Corp., Sr. Notes | |
| 140 | 7.625%, 6/15/15 | 141,750 |
| | Qwest
Corp., Sr. Notes, Variable Rate | |
| 925 | 8.241%, 6/15/13 | 906,500 |
| | Windstream
Corp., Sr. Notes | |
| 190 | 8.125%, 8/1/13 | 195,700 |
| 60 | 8.625%, 8/1/16 | 62,400 |
| | Windstream
Regatta Holdings, Inc., Sr. Sub. Notes | |
| 90 | 11.00%, 12/1/17 (5) | 82,350 |
| | | $ 3,409,672 |
| Utilities
0.4% | | |
| | AES Corp. | |
| 55 | 8.00%, 10/15/17 | $ 56,375 |
| | Dynegy
Holdings, Inc. | |
| 90 | 8.375%, 5/1/16 | 87,975 |
| 30 | 7.75%, 6/1/19 | 27,450 |
| | Edison
Mission Energy | |
| 100 | 7.50%, 6/15/13 | 102,750 |
| | Energy
Future Holdings, Sr. Notes | |
| 370 | 10.875%, 11/1/17 (5) | 368,150 |

SEQ.=1,FOLIO='27',FILE='C:\JMS\105546\08-6607-1\task2803746\6607-1-ga-13.htm',USER='105546',CD='Mar 25 12:16 2008'

390	NGC Corp. — 7.625%, 10/15/26	$ 335,400
	NRG Energy, Inc.
140	7.25%, 2/1/14	136,675
355	7.375%, 1/15/17	344,794
	NRG Energy, Inc., Sr.
Notes
120	7.375%, 2/1/16	116,250
	Reliant
Energy, Inc., Sr. Notes
20	7.625%, 6/15/14	19,600
	Texas
Competitive Electric Holdings Co., LLC, Series A, Sr. Notes
240	10.25%, 11/1/15 (5)	237,000
	Texas
Competitive Electric Holdings Co., LLC, Series B, Sr. Notes
195	10.25%, 11/1/15 (5)	192,563
		$ 2,024,982
Total Corporate Bonds & Notes (identified
cost $63,348,046)		$ 59,782,051

*Asset Backed Securities 1.3%*

Principal
Amount
(000s omitted)	Security	Value
$ 760	Avalon Capital Ltd. 3, Series 1A,
Class D, Variable Rate, 6.98%, 2/24/19 (5) (6)	$ 622,283
1,000	Babson Ltd., Series 2005-1A,
Class C1, Variable Rate, 6.208%, 4/15/19 (5) (6)	817,391
1,000	Bryant
Park CDO Ltd., Series 2005-1A, Class C, Variable Rate, 6.308%,
1/15/19 (5) (6)	822,678
1,000	Carlyle
High Yield Partners, Series 2004-6A, Class C, Variable Rate,
7.329%, 8/11/16 (5) (6)	870,522
1,000	Centurion
CDO 8 Ltd., Series 2005-8A, Class D, Variable Rate, 10.646%, 3/8/17 (6)	864,543
750	Centurion CDO 9 Ltd., Series 2005-9A,
Class Note, 9.35%, 7/17/19	606,186
750	Comstock
Funding Ltd., Series 2006-1A, Class D, Variable Rate, 9.30%,
5/30/20 (5) (6)	556,468
1,500	Dryden
Leveraged Loan, Series 2004-6A, Class C1, Variable Rate, 5.801%,
7/30/16 (5) (6)	1,287,519
1,000	Schiller
Park CLO Ltd., Series 2007-1A, Class D, Variable Rate, 5.081%,
4/25/21 (5) (6)	798,077
Total Asset Backed Securities (identified
cost $8,514,732)		$ 7,245,667

*Common Stocks 0.1%*

Shares	Security	Value
Air
Transport 0.1%
22,932	Delta Air Lines, Inc. (7)	$ 385,946
		$ 385,946
Commercial
Services 0.0%
6,211	Environmental Systems
Products Holdings, Inc. (4) (7) (8)	$ 0
		$ 0
Lodging
and Casinos 0.0%
32,088	Trump Entertainment Resorts, Inc.
(7)	$ 142,150
		$ 142,150
Total Common Stocks (identified
cost $1,204,201)		$ 528,096

*Convertible Bonds 0.1%*

Principal — Amount	Security	Value
Aerospace &
Defense 0.1%
$ 310,000	L-3 Communications Corp. (5)	$ 391,763
Total Convertible Bonds (identified cost $313,181)		$ 391,763

SEQ.=1,FOLIO='28',FILE='C:\JMS\105546\08-6607-1\task2803746\6607-1-ga-13.htm',USER='105546',CD='Mar 25 12:16 2008'

*Convertible Preferred Stocks 0.0%*

Shares	Security	Value
1,007	Chesapeake Energy Corp.,
4.50%	$ 105,483
484	Crown Castle International
Corp., 6.25% (PIK)	27,346
Total Convertible Preferred Stocks (identified cost $120,732)		$ 132,829

*Preferred Stocks 0.1%*

Shares	Security	Value
6,211	Environmental Systems
Products Holdings Preferred (Series A) (4) (7)	$ 491,352
Total Preferred Stocks (identified cost $108,693)		$ 491,352

*Miscellaneous 0.0%*

Shares	Security	Value
1,000,000	Delta Air Lines, Escrow
Certificate (7)	$ 50,000
Total Miscellaneous (identified cost $0)		$ 50,000

*Closed-End Investment Companies 2.4%*

Shares	Security	Value
43,021	BlackRock Floating Rate
Income Strategies Fund II, Inc.	$ 664,244
62,341	BlackRock Floating Rate
Income Strategies Fund, Inc.	975,637
20,864	BlackRock Global Floating
Rate Income Trust Fund	330,277
2,933	First Trust/Four Corners
Senior Floating Rate Income Fund	43,526
126,490	First Trust/Four Corners
Senior Floating Rate Income Fund II	1,901,145
911,533	ING Prime Rate Trust	5,533,005
98,332	LMP Corporate Loan Fund, Inc.	1,135,734
50,752	Nuveen Floating Rate Income
Fund	570,960
8,502	Nuveen Floating Rate Income
Opportunity Fund	96,668
23,445	Nuveen Senior Income Fund	167,632
136	PIMCO Floating Rate Income
Fund	2,230
1,620	PIMCO Floating Rate
Strategy Fund	24,462
292	Pioneer Floating Rate Trust	4,649
268,136	Van Kampen Senior Income
Trust	1,804,555
Total Closed-End Investment Companies (identified cost $15,542,362)		$ 13,254,724

*Short-Term Investments 1.5%*

Description	Interest — (000s omitted)	Value
Investment in Cash Management Portfolio,
4.32% (9)	8,214	$ 8,213,996
Total Short-Term Investments (identified cost $8,213,996)		$ 8,213,996
Total Investments 172.7% (identified cost $1,014,958,326)		$ 942,656,320
Less Unfunded Loan Commitments (1.2)%		$ (6,426,918	)
Net Investments 171.5% (identified cost $1,008,531,408)		$ 936,229,402
Other Assets, Less Liabilities 0.8%		$ 4,077,057
Auction Preferred Shares Plus Cumulative
Unpaid Dividends (72.3)%		$ (394,474,598	)
Net Assets Applicable to Common Shares
100.0%		$ 545,831,861

SEQ.=1,FOLIO='29',FILE='C:\JMS\105546\08-6607-1\task2803746\6607-1-ga-13.htm',USER='105546',CD='Mar 25 12:16 2008'

DIP		Debtor in Possession
PIK		Payment In Kind
REIT		Real Estate Investment
Trust
EUR		Euro
GBP		British Pound
*		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 three years. The stated interest rate
represents the weighted average interest rate of all contracts within the
senior loan facility. Senior Loans typically have rates of interest which are
redetermined either daily, monthly, quarterly or semi-annually by reference
to a base lending rate, plus a premium. These base lending rates are
primarily the London-Interbank Offered Rate (LIBOR), and secondarily the
prime rate offered by one or more major United States banks (the Prime
Rate) and the certificate of deposit (CD) rate or other base lending rates
used by commercial lenders.
(2)		This Senior Loan will
settle after January 31, 2008, at which time the interest rate will be
determined.
(3)		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.
(4)		Security valued at fair
value using methods determined in good faith by or at the direction of the
Trustees.
(5)		Security exempt from
registration under Rule 144A of the Securities Act of 1933. These
securities may be sold in transactions exempt from registration, normally to
qualified institutional buyers. At January 31, 2008, the aggregate value
of the securities is $19,915,604 or 3.6% of the Trusts net assets.
(6)		Variable rate security. The
stated interest rate represents the rate in effect at January 31, 2008.
(7)		Non-income producing
security.
(8)		Restricted security.
(9)		Affiliated investment
company available to Eaton Vance portfolios and funds which invests in high
quality, U.S. dollar denominated money market instruments. The rate shown is
the annualized seven-day yield as of January 31, 2008. Net income
allocated from the Investment in Cash Management Portfolio for the fiscal
year to date ended January 31, 2008 was $163,125.

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

*Forward Foreign Currency Exchange Contracts*

*Sales*

Settlement — Date	Deliver	In Exchange For	Net Unrealized — Depreciation
2/29/08	Euro 34,747,126	United States Dollar 51,308,301	$ (104,146	)
2/29/08	British Pound Sterling 10,850,781	United States Dollar 21,517,316	(21,764	)
			$ (125,910	)

*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.	Buy	$ 2,000	2.20 %	3/20/2010	$ 53,695

At January 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 January 31, 2008, as determined on a federal income tax basis, were as follows:

Aggregate cost	$
Gross unrealized appreciation	$ 1,722,574
Gross unrealized depreciation	(74,556,015	)
Net unrealized depreciation	$ (72,833,441	)

The net unrealized appreciation on foreign currency, swaps and forward foreign exchange contracts at January 31, 2008 was $199,733.

*Restricted Securities*

At January 31, 2008, the Trust owned the following security, which was 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.

Description	Date of — Acquisition	Shares	Cost	Value
Preferred Stocks
Environmental Systems Products Holdings, Inc.	10/25/07	6,211	$ 0 (1)	$ 0
Total Restricted Securities			$ 0	$ 0

(1) Less than $0.50.

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*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\jkarthi\08-6607-1\task2813507\6607-1-ga.htm',USER='105429',CD='Mar 27 13:45 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:	March 28, 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:	March 28, 2008

By:	/s/ Barbara E. Campbell
	Barbara E. Campbell
	Treasurer
Date:	March 28, 2008

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