Edgar Filing: EATON VANCE SENIOR FLOATING RATE TRUST

Eaton Vance Senior Floating Rate Trust

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES

811-21411

Investment Company Act File Number

Eaton Vance Senior Floating-Rate Trust

(Exact Name of Registrant as Specified in Charter)

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

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

(617) 482-8260

(Registrant’s Telephone Number, Including Area Code)

October 31

Date of Fiscal Year End

January 31, 2011

Date of Reporting Period

Item 1. Schedule of Investments


Eaton Vance Senior Floating-Rate Trust	as of January 31, 2011

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 134.6%⁽¹⁾


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
Aerospace and Defense — 3.3%
		Aveos Fleet Performance, Inc.
	70	Revolving Loan, 3.86%, Maturing March 12, 2013⁽²⁾	$	69,950
	47	Term Loan, 11.25%, Maturing March 12, 2013		46,633
	128	Term Loan - Second Lien, 10.75%, Maturing March 12, 2015⁽³⁾		121,871
		Booz Allen Hamilton, Inc.
	495	Term Loan, 6.00%, Maturing July 31, 2015		496,547
		DAE Aviation Holdings, Inc.
	894	Term Loan, 4.06%, Maturing July 31, 2014		888,541
	925	Term Loan, 4.06%, Maturing July 31, 2014		919,976
		Delos Aircraft, Inc.
	625	Term Loan, 7.00%, Maturing March 17, 2016		633,036
		Doncasters (Dunde HoldCo 4 Ltd.)
	394	Term Loan, 4.26%, Maturing July 13, 2015		373,368
	394	Term Loan, 4.76%, Maturing July 13, 2015		373,368
GBP	500	Term Loan - Second Lien, 6.60%, Maturing January 13, 2016		723,836
		DynCorp International, LLC
	898	Term Loan, 6.25%, Maturing July 5, 2016		907,401
		Evergreen International Aviation
	910	Term Loan, 10.50%, Maturing October 31, 2011⁽³⁾		906,052
		Hawker Beechcraft Acquisition
	2,861	Term Loan, 2.27%, Maturing March 26, 2014		2,559,133
	171	Term Loan, 2.30%, Maturing March 26, 2014		153,395
		IAP Worldwide Services, Inc.
	825	Term Loan, 8.25%, Maturing December 30, 2012		823,359
		International Lease Finance Co.
	850	Term Loan, 6.75%, Maturing March 17, 2015		860,777
		Spirit AeroSystems, Inc.
	1,561	Term Loan, 3.55%, Maturing September 30, 2016		1,573,400
		TransDigm, Inc.
	2,150	Term Loan, 5.00%, Maturing December 6, 2016		2,187,223
		Triumph Group, Inc.
	572	Term Loan, 4.50%, Maturing June 16, 2016		576,845
		Wesco Aircraft Hardware Corp.
	1,014	Term Loan, 2.51%, Maturing September 30, 2013		1,015,828
		Wyle Laboratories, Inc.
	871	Term Loan, 7.75%, Maturing March 25, 2016		877,695

			$	17,088,234

Air Transport — 0.1%
		Delta Air Lines, Inc.
	742	Term Loan, 2.25%, Maturing April 30, 2012	$	740,182

			$	740,182

Automotive — 5.1%
		Adesa, Inc.
	1,944	Term Loan, 3.01%, Maturing October 18, 2013	$	1,944,174
		Allison Transmission, Inc.
	3,811	Term Loan, 3.02%, Maturing August 7, 2014		3,808,564
		Autotrader.com, Inc.
	1,100	Term Loan, 4.75%, Maturing December 15, 2016		1,111,912
		Federal-Mogul Corp.
	2,451	Term Loan, 2.20%, Maturing December 29, 2014		2,387,103
	3,080	Term Loan, 2.20%, Maturing December 28, 2015		2,999,748


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Ford Motor Co.
	3,235	Term Loan, 3.02%, Maturing December 16, 2013	$	3,246,982
		Goodyear Tire & Rubber Co.
	5,400	Term Loan - Second Lien, 1.96%, Maturing April 30, 2014		5,317,650
		HHI Holdings, LLC
	963	Term Loan, 10.50%, Maturing March 30, 2015		979,386
		Keystone Automotive Operations, Inc.
	1,306	Term Loan, 3.76%, Maturing January 12, 2012		1,205,187
		Metaldyne, LLC
	923	Term Loan, 7.75%, Maturing October 28, 2016		945,755
		TriMas Corp.
	142	Term Loan, 6.00%, Maturing August 2, 2011		143,119
	2,740	Term Loan, 6.00%, Maturing December 15, 2015		2,760,843

			$	26,850,423

Beverage and Tobacco — 0.2%
		Green Mountain Coffee Roasters
	1,100	Term Loan, 5.50%, Maturing December 16, 2016	$	1,106,188

			$	1,106,188

Building and Development — 2.1%
		Armstrong World Industries, Inc.
	650	Term Loan, 5.00%, Maturing May 23, 2017	$	660,481
		Beacon Sales Acquisition, Inc.
	1,078	Term Loan, 2.29%, Maturing September 30, 2013		1,059,373
		Brickman Group Holdings, Inc.
	1,175	Term Loan, 7.25%, Maturing October 14, 2016		1,201,438
		Forestar USA Real Estate Group, Inc.
	244	Revolving Loan, 0.67%, Maturing August 6, 2013⁽²⁾		234,610
	2,240	Term Loan, 6.50%, Maturing August 6, 2015		2,206,517
		NCI Building Systems, Inc.
	252	Term Loan, 8.00%, Maturing April 18, 2014		248,804
		November 2005 Land Investors, LLC
	305	Term Loan, 0.00%, Maturing March 31, 2011⁽⁴⁾⁽⁵⁾		68,589
		Panolam Industries Holdings, Inc.
	1,633	Term Loan, 8.25%, Maturing December 31, 2013		1,513,598
		RE/MAX International, Inc.
	1,886	Term Loan, 5.50%, Maturing April 15, 2016		1,904,608
		Realogy Corp.
	139	Term Loan, 3.26%, Maturing October 10, 2013		135,021
	667	Term Loan, 3.29%, Maturing October 10, 2013		647,902
		South Edge, LLC
	1,588	Term Loan, 0.00%, Maturing October 31, 2009⁽⁶⁾		829,469

			$	10,710,410

Business Equipment and Services — 11.3%
		Activant Solutions, Inc.
	153	Term Loan, 2.31%, Maturing May 2, 2013	$	151,546
	916	Term Loan, 4.81%, Maturing February 2, 2016		925,551
		Advantage Sales & Marketing, Inc.
	1,850	Term Loan, 5.25%, Maturing December 18, 2017		1,866,511
		Affinion Group, Inc.
	3,697	Term Loan, 5.00%, Maturing October 10, 2016		3,727,101
		Allied Barton Security Service
	965	Term Loan, 7.75%, Maturing February 18, 2015		966,392
		Dealer Computer Services, Inc.
	1,560	Term Loan, 5.25%, Maturing April 21, 2017		1,576,149
		Education Management, LLC
	4,020	Term Loan, 2.06%, Maturing June 3, 2013		3,958,654


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Fifth Third Processing Solution
	925	Term Loan, 5.50%, Maturing November 3, 2016	$	940,725
		First American Corp.
	920	Term Loan, 4.75%, Maturing April 12, 2016		929,003
		Infogroup, Inc.
	721	Term Loan, 6.25%, Maturing July 1, 2016		731,294
		iPayment, Inc.
	2,215	Term Loan, 2.31%, Maturing May 10, 2013		2,181,340
		Kronos, Inc.
	1,009	Term Loan, 2.05%, Maturing June 11, 2014		1,007,619
		Language Line, Inc.
	2,175	Term Loan, 6.25%, Maturing July 3, 2016		2,196,750
		Mitchell International, Inc.
	1,000	Term Loan - Second Lien, 5.56%, Maturing March 30, 2015		902,500
		NE Customer Service
	1,661	Term Loan, 6.00%, Maturing March 23, 2016		1,660,200
		Protection One Alarm Monitor, Inc.
	1,678	Term Loan, 6.00%, Maturing May 16, 2016		1,684,724
		Quantum Corp.
	154	Term Loan, 3.80%, Maturing July 14, 2014		152,786
		Quintiles Transnational Corp.
	982	Term Loan, 2.31%, Maturing March 29, 2013		982,527
	1,700	Term Loan - Second Lien, 4.31%, Maturing March 31, 2014		1,702,125
		Sabre, Inc.
	5,999	Term Loan, 2.28%, Maturing September 30, 2014		5,620,578
		Safenet, Inc.
	1,979	Term Loan, 2.76%, Maturing April 12, 2014		1,969,590
		Serena Software, Inc.
	474	Term Loan, 2.30%, Maturing March 10, 2013		474,198
		Sitel (Client Logic)
	1,567	Term Loan, 5.80%, Maturing January 30, 2014		1,541,243
		Softlayer Tech, Inc.
	650	Term Loan, 7.75%, Maturing November 5, 2016		656,771
		Solera Holdings, LLC
EUR	727	Term Loan, 2.81%, Maturing May 16, 2014		982,926
		SunGard Data Systems, Inc.
	2,166	Term Loan, 2.01%, Maturing February 28, 2014		2,161,389
	6,642	Term Loan, 3.91%, Maturing February 26, 2016		6,684,476
		TransUnion, LLC
	1,915	Term Loan, 6.75%, Maturing June 15, 2017		1,943,906
		Travelport, LLC
	553	Term Loan, 4.80%, Maturing August 21, 2015		539,197
	4,062	Term Loan, 4.96%, Maturing August 21, 2015		3,962,739
EUR	1,054	Term Loan, 5.50%, Maturing August 21, 2015		1,382,052
		West Corp.
	283	Term Loan, 2.74%, Maturing October 24, 2013		282,411
	1,971	Term Loan, 4.59%, Maturing July 15, 2016		1,994,386
	692	Term Loan, 4.61%, Maturing July 15, 2016		700,705

			$	59,140,064

Cable and Satellite Television — 10.1%
		Atlantic Broadband Finance, LLC
	1,400	Term Loan, 5.00%, Maturing November 27, 2015	$	1,412,686
		Bragg Communications, Inc.
	2,080	Term Loan, 2.79%, Maturing August 31, 2014		2,056,724
		Bresnan Communications, LLC
	1,250	Term Loan, 4.50%, Maturing December 14, 2017		1,264,063
		Casema NV
EUR	1,000	Term Loan - Second Lien, 5.62%, Maturing March 14, 2016		1,380,703


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Cequel Communications, LLC
	2,151	Term Loan, 2.26%, Maturing November 5, 2013	$	2,152,643
		Charter Communications Operating, LLC
	3,943	Term Loan, 2.26%, Maturing March 6, 2014		3,948,213
	997	Term Loan, 3.56%, Maturing September 6, 2016		1,001,667
		CSC Holdings, Inc.
	2,885	Term Loan, 2.01%, Maturing March 29, 2016		2,900,318
		Foxco Acquisition Sub, LLC
	561	Term Loan, 7.50%, Maturing July 14, 2015		562,014
		Insight Midwest Holdings, LLC
	3,304	Term Loan, 2.02%, Maturing April 7, 2014		3,298,950
		Kabel Deutschland GmbH
EUR	2,000	Term Loan, 4.87%, Maturing December 13, 2016		2,764,829
		MCC Iowa, LLC
	5,660	Term Loan, 2.01%, Maturing January 31, 2015		5,518,141
		Mediacom Broadband, LLC
	1,468	Term Loan, 4.50%, Maturing October 23, 2017		1,470,377
		Mediacom Illinois, LLC
	3,646	Term Loan, 2.01%, Maturing January 31, 2015		3,528,174
	988	Term Loan, 5.50%, Maturing March 31, 2017		986,575
		Mediacom, LLC
	821	Term Loan, 4.50%, Maturing October 23, 2017		821,901
		ProSiebenSat.1 Media AG
EUR	93	Term Loan, 2.54%, Maturing July 2, 2014		122,321
EUR	904	Term Loan, 2.54%, Maturing July 2, 2014		1,194,874
EUR	369	Term Loan, 3.68%, Maturing March 6, 2015		463,121
EUR	2,187	Term Loan, 2.91%, Maturing June 26, 2015		2,910,670
EUR	97	Term Loan, 2.91%, Maturing July 3, 2015		129,357
EUR	369	Term Loan, 3.93%, Maturing March 4, 2016		463,121
EUR	378	Term Loan, 8.30%, Maturing March 6, 2017⁽³⁾		456,971
EUR	520	Term Loan - Second Lien, 5.05%, Maturing September 2, 2016		634,918
		UPC Broadband Holding B.V.
	1,686	Term Loan, 3.76%, Maturing December 30, 2016		1,685,417
EUR	2,353	Term Loan, 4.54%, Maturing December 31, 2016		3,210,834
	1,264	Term Loan, 3.76%, Maturing December 29, 2017		1,267,059
EUR	1,619	Term Loan, 4.79%, Maturing December 31, 2017		2,203,479
		Virgin Media Investment Holding
GBP	1,000	Term Loan, 4.53%, Maturing December 31, 2015		1,611,529
		YPSO Holding SA
EUR	211	Term Loan, 4.62%, Maturing June 16, 2014⁽³⁾		246,331
EUR	252	Term Loan, 4.62%, Maturing June 16, 2014⁽³⁾		293,868
EUR	548	Term Loan, 4.62%, Maturing June 16, 2014⁽³⁾		638,300

			$	52,600,148

Chemicals and Plastics — 6.7%
		Arizona Chemical, Inc.
	544	Term Loan, 6.75%, Maturing November 21, 2016	$	552,764
		Brenntag Holding GmbH and Co. KG
	220	Term Loan, 3.77%, Maturing January 20, 2014		221,078
	1,493	Term Loan, 3.77%, Maturing January 20, 2014		1,499,834
		Celanese Holdings, LLC
	1,477	Term Loan, 3.30%, Maturing October 31, 2016		1,494,568
		Hexion Specialty Chemicals, Inc.
	483	Term Loan, 4.06%, Maturing May 5, 2015		476,469
	766	Term Loan, 4.06%, Maturing May 5, 2015		770,482
	1,717	Term Loan, 4.06%, Maturing May 5, 2015		1,726,627
		Houghton International, Inc.
	825	Term Loan, Maturing January 29, 2016⁽⁷⁾		839,438


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Huntsman International, LLC
	2,136	Term Loan, 1.80%, Maturing April 21, 2014	$	2,127,980
	855	Term Loan, 2.53%, Maturing June 30, 2016		856,778
		INEOS Group
	2,563	Term Loan, 7.50%, Maturing December 16, 2013		2,659,488
	2,478	Term Loan, 8.00%, Maturing December 16, 2014		2,570,626
EUR	1,250	Term Loan, 9.00%, Maturing December 16, 2015		1,788,300
		ISP Chemco, Inc.
	1,537	Term Loan, 1.81%, Maturing June 4, 2014		1,528,545
		Kraton Polymers, LLC
	1,866	Term Loan, 2.31%, Maturing May 13, 2013		1,851,029
		MacDermid, Inc.
EUR	685	Term Loan, 3.07%, Maturing April 11, 2014		870,566
	495	Term Loan, 2.26%, Maturing April 12, 2014		475,284
		Millenium Inorganic Chemicals
	1,306	Term Loan, 2.55%, Maturing May 15, 2014		1,298,487
		Momentive Performance Material
	1,656	Term Loan, 2.56%, Maturing December 4, 2013		1,650,567
		Nalco Co.
	1,397	Term Loan, 4.50%, Maturing October 5, 2017		1,415,527
		Omnova Solutions, Inc.
	1,000	Term Loan, 5.75%, Maturing May 31, 2017		1,015,625
		Rockwood Specialties Group, Inc.
	2,675	Term Loan, 6.00%, Maturing May 15, 2014		2,685,535
		Schoeller Arca Systems Holding
EUR	145	Term Loan, 5.53%, Maturing November 16, 2015⁽⁴⁾		136,532
EUR	412	Term Loan, 5.53%, Maturing November 16, 2015⁽⁴⁾		389,279
EUR	443	Term Loan, 5.53%, Maturing November 16, 2015⁽⁴⁾		418,902
		Solutia, Inc.
	2,239	Term Loan, 4.50%, Maturing March 17, 2017		2,261,950
		Styron S.A.R.L.
	1,536	Term Loan, 7.50%, Maturing June 17, 2016		1,561,539

			$	35,143,799

Clothing/Textiles — 0.2%
		Phillips Van Heusen Corp.
	954	Term Loan, 4.75%, Maturing May 6, 2016	$	963,879

			$	963,879

Conglomerates — 3.1%
		Gentek
	599	Term Loan, 6.75%, Maturing October 6, 2015	$	612,714
		Goodman Global Holdings, Inc.
	1,796	Term Loan, 5.75%, Maturing October 28, 2016		1,814,152
		Jarden Corp.
	1,653	Term Loan, 3.55%, Maturing January 26, 2015		1,669,603
		Manitowoc Company, Inc. (The)
	775	Term Loan, 8.00%, Maturing November 6, 2014		788,096
		RBS Global, Inc.
	774	Term Loan, 2.56%, Maturing July 19, 2013		764,723
	3,785	Term Loan, 2.81%, Maturing July 19, 2013		3,774,193
		RGIS Holdings, LLC
	127	Term Loan, 2.80%, Maturing April 30, 2014		123,849
	2,547	Term Loan, 2.80%, Maturing April 30, 2014		2,476,971
		Service Master Co.
	135	Term Loan, 2.76%, Maturing July 24, 2014		133,865
	1,361	Term Loan, 2.77%, Maturing July 24, 2014		1,344,225
		US Investigations Services, Inc.
	985	Term Loan, 3.05%, Maturing February 21, 2015		978,539
	821	Term Loan, 7.75%, Maturing February 21, 2015		833,188


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Vertrue, Inc.
	804	Term Loan, 3.31%, Maturing August 16, 2014	$	730,026

			$	16,044,144

Containers and Glass Products — 4.1%
		Berry Plastics Corp.
	1,964	Term Loan, 2.28%, Maturing April 3, 2015	$	1,929,451
		BWAY Corp.
	75	Term Loan, 5.50%, Maturing June 16, 2017		75,231
	796	Term Loan, 5.53%, Maturing June 16, 2017		802,468
		Graham Packaging Holdings Co.
	1,681	Term Loan, 6.75%, Maturing April 5, 2014		1,710,890
	2,244	Term Loan, 6.00%, Maturing September 23, 2016		2,288,796
		Graphic Packaging International, Inc.
	3,748	Term Loan, 2.30%, Maturing May 16, 2014		3,759,937
	400	Term Loan, 3.05%, Maturing May 16, 2014		403,334
		Hilex Poly Co.
	1,000	Term Loan, 11.25%, Maturing November 16, 2015		1,015,000
		JSG Acquisitions
	1,189	Term Loan, 3.68%, Maturing December 31, 2014		1,190,390
		Pelican Products, Inc.
	775	Term Loan, 5.75%, Maturing November 30, 2016		785,172
		Reynolds Group Holdings, Inc.
	889	Term Loan, 6.25%, Maturing May 5, 2016		896,279
	1,200	Term Loan, 6.50%, Maturing May 5, 2016		1,207,997
	1,938	Term Loan, 6.75%, Maturing May 5, 2016		1,949,226
		Smurfit Kappa Acquisitions
	1,189	Term Loan, 3.43%, Maturing December 31, 2014		1,190,390
		Smurfit-Stone Container Corp.
	2,413	Term Loan, 6.75%, Maturing July 15, 2016		2,444,042

			$	21,648,603

Cosmetics/Toiletries — 1.2%
		Alliance Boots Holdings, Ltd.
GBP	775	Term Loan, 3.57%, Maturing July 5, 2015	$	1,178,845
EUR	1,000	Term Loan, 3.78%, Maturing July 5, 2015		1,324,843
		Bausch & Lomb, Inc.
	292	Term Loan, 3.51%, Maturing April 24, 2015		293,048
	1,201	Term Loan, 3.54%, Maturing April 24, 2015		1,206,927
		KIK Custom Products, Inc.
	975	Term Loan - Second Lien, 5.30%, Maturing November 30, 2014		665,438
		Prestige Brands, Inc.
	1,719	Term Loan, 4.75%, Maturing March 24, 2016		1,737,453

			$	6,406,554

Drugs — 0.5%
		Graceway Pharmaceuticals, LLC
	1,216	Term Loan, 5.01%, Maturing May 3, 2012	$	575,100
	299	Term Loan, 10.01%, Maturing November 3, 2013⁽³⁾⁽⁴⁾		5,254
	1,500	Term Loan - Second Lien, 0.00%, Maturing May 3, 2013⁽⁵⁾		138,750
		Pharmaceutical Holdings Corp.
	98	Term Loan, 4.51%, Maturing January 30, 2012		96,720
		Warner Chilcott Corp.
	676	Term Loan, 6.00%, Maturing October 30, 2014		678,295
	334	Term Loan, 6.25%, Maturing April 30, 2015		337,498
	557	Term Loan, 6.25%, Maturing April 30, 2015		561,995
	311	Term Loan, 6.50%, Maturing February 22, 2016		315,406

			$	2,709,018


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
Ecological Services and Equipment — 1.9%
		Cory Environmental Holdings
GBP	500	Term Loan - Second Lien, 5.04%, Maturing September 30, 2014	$	620,717
		Environmental Systems Products Holdings, Inc.
	730	Term Loan - Second Lien, 13.50%, Maturing September 12, 2014		639,891
		Kemble Water Structure, Ltd.
GBP	4,250	Term Loan - Second Lien, 5.03%, Maturing October 13, 2013		6,683,056
		Sensus Metering Systems, Inc.
	2,043	Term Loan, 7.00%, Maturing June 3, 2013		2,056,848

			$	10,000,512

Electronics/Electrical — 3.8%
		Aspect Software, Inc.
	1,563	Term Loan, 6.25%, Maturing April 19, 2016	$	1,581,425
		Christie/Aix, Inc.
	673	Term Loan, 5.25%, Maturing April 29, 2016		673,476
		FCI International S.A.S.
	156	Term Loan, 3.68%, Maturing November 1, 2013		153,394
	162	Term Loan, 3.68%, Maturing November 1, 2013		159,333
	156	Term Loan, 3.68%, Maturing October 31, 2014		153,394
	162	Term Loan, 3.68%, Maturing October 31, 2014		159,333
		Freescale Semiconductor, Inc.
	2,775	Term Loan, 4.51%, Maturing December 1, 2016		2,786,090
		Infor Enterprise Solutions Holdings
	1,487	Term Loan, 6.01%, Maturing July 28, 2015		1,450,494
	2,850	Term Loan, 6.01%, Maturing July 28, 2015		2,774,754
	500	Term Loan - Second Lien, 5.76%, Maturing March 2, 2014		386,562
	183	Term Loan - Second Lien, 6.51%, Maturing March 2, 2014		141,167
	317	Term Loan - Second Lien, 6.51%, Maturing March 2, 2014		245,153
		Network Solutions, LLC
	480	Term Loan, 2.51%, Maturing March 7, 2014		462,149
		Open Solutions, Inc.
	2,022	Term Loan, 2.43%, Maturing January 23, 2014		1,769,927
		Sensata Technologies Finance Co.
	2,693	Term Loan, 2.05%, Maturing April 26, 2013		2,693,342
		Shield Finance Co. S.A.R.L.
	862	Term Loan, 7.75%, Maturing June 15, 2016		870,494
		Spansion, LLC
	558	Term Loan, 6.50%, Maturing January 8, 2015		565,363
		VeriFone, Inc.
	2,002	Term Loan, 3.01%, Maturing October 31, 2013		2,007,005
		Vertafore, Inc.
	995	Term Loan, 7.24%, Maturing July 29, 2016		1,000,908

			$	20,033,763

Equipment Leasing — 0.2%
		Hertz Corp.
	1,062	Term Loan, 2.01%, Maturing December 21, 2012	$	1,062,379
	15	Term Loan, 2.03%, Maturing December 21, 2012		14,811

			$	1,077,190

Farming/Agriculture — 0.5%
		CF Industries, Inc.
	789	Term Loan, 4.25%, Maturing April 6, 2015	$	795,003
		WM. Bolthouse Farms, Inc.
	1,665	Term Loan, 5.50%, Maturing February 11, 2016		1,678,665

			$	2,473,668


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
Financial Intermediaries — 5.1%
		Citco III, Ltd.
	2,575	Term Loan, 4.46%, Maturing June 30, 2014	$	2,561,968
		Fidelity National Information Services, Inc.
	2,444	Term Loan, 5.25%, Maturing July 18, 2016		2,483,842
		First Data Corp.
	500	Term Loan, 3.01%, Maturing September 24, 2014		473,977
	951	Term Loan, 3.01%, Maturing September 24, 2014		901,553
	2,406	Term Loan, 3.01%, Maturing September 24, 2014		2,281,343
		Grosvenor Capital Management
	1,353	Term Loan, 4.31%, Maturing December 5, 2016		1,336,311
		HarbourVest Partners, LLC
	1,275	Term Loan, 6.25%, Maturing December 14, 2016		1,290,937
		Interactive Data Corp.
	1,468	Term Loan, 6.75%, Maturing January 27, 2017		1,490,856
		Jupiter Asset Management Group
GBP	302	Term Loan, 4.35%, Maturing March 17, 2015		482,016
		LPL Holdings, Inc.
	923	Term Loan, 2.04%, Maturing June 28, 2013		923,971
	2,904	Term Loan, 4.25%, Maturing June 25, 2015		2,926,546
	2,096	Term Loan, 5.25%, Maturing June 28, 2017		2,131,793
		MSCI, Inc.
	3,259	Term Loan, 4.75%, Maturing June 1, 2016		3,297,321
		Nuveen Investments, Inc.
	1,651	Term Loan, 3.30%, Maturing November 13, 2014		1,617,697
	1,929	Term Loan, 5.80%, Maturing May 12, 2017		1,947,054
		Oxford Acquisition III, Ltd.
	374	Term Loan, 2.05%, Maturing May 12, 2014		371,479
		RJO Holdings Corp. (RJ O’Brien)
	7	Term Loan, 6.27%, Maturing December 10, 2015⁽⁴⁾		5,801
	224	Term Loan, 6.27%, Maturing December 10, 2015⁽⁴⁾		178,969

			$	26,703,434

Food Products — 3.4%
		Acosta, Inc.
	2,962	Term Loan, 2.51%, Maturing July 28, 2013	$	2,960,444
		American Seafoods Group, LLC
	685	Term Loan, 5.50%, Maturing May 7, 2015		689,063
		Dole Food Company, Inc.
	1,682	Term Loan, 5.04%, Maturing March 2, 2017		1,701,320
	677	Term Loan, 5.06%, Maturing March 2, 2017		684,980
		Michael Foods Holdings, Inc.
	700	Term Loan, 6.25%, Maturing June 29, 2016		711,553
		Pierre Foods, Inc.
	1,247	Term Loan, 7.00%, Maturing September 30, 2016		1,261,682
		Pinnacle Foods Finance, LLC
	6,568	Term Loan, 2.76%, Maturing April 2, 2014		6,560,208
		Provimi Group SA
	205	Term Loan, 2.51%, Maturing June 28, 2015		200,317
	252	Term Loan, 2.51%, Maturing June 28, 2015		246,515
EUR	265	Term Loan, 3.12%, Maturing June 28, 2015		354,740
EUR	428	Term Loan, 3.12%, Maturing June 28, 2015		572,375
EUR	457	Term Loan, 3.12%, Maturing June 28, 2015		611,350
EUR	590	Term Loan, 3.12%, Maturing June 28, 2015		788,366
	148	Term Loan - Second Lien, 4.51%, Maturing December 28, 2016		136,379
EUR	24	Term Loan - Second Lien, 5.12%, Maturing December 28, 2016		30,460
EUR	331	Term Loan - Second Lien, 5.12%, Maturing December 28, 2016		417,179

			$	17,926,931


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
Food Service — 5.6%
		Aramark Corp.
	169	Term Loan, 2.14%, Maturing January 27, 2014	$	169,504
	2,094	Term Loan, 2.18%, Maturing January 27, 2014		2,101,374
GBP	960	Term Loan, 2.76%, Maturing January 27, 2014		1,491,643
	304	Term Loan, 3.51%, Maturing July 26, 2016		306,652
	4,621	Term Loan, 3.55%, Maturing July 26, 2016		4,662,845
		Buffets, Inc.
	1,240	Term Loan, 12.00%, Maturing April 21, 2015⁽³⁾		1,186,288
	119	Term Loan, 7.55%, Maturing April 22, 2015⁽³⁾		91,097
		Burger King Corp.
	4,825	Term Loan, 6.25%, Maturing October 19, 2016		4,907,551
		CBRL Group, Inc.
	903	Term Loan, 1.79%, Maturing April 29, 2013		901,951
	577	Term Loan, 2.79%, Maturing April 27, 2016		577,498
		Denny’s, Inc.
	720	Term Loan, 6.50%, Maturing September 20, 2016		730,800
		DineEquity, Inc.
	1,750	Term Loan, 6.00%, Maturing October 19, 2017		1,780,736
		Dunkin Brands, Inc.
	2,075	Term Loan, 5.75%, Maturing November 23, 2017		2,112,690
		NPC International, Inc.
	308	Term Loan, 2.02%, Maturing May 3, 2013		306,252
		OSI Restaurant Partners, LLC
	352	Term Loan, 2.56%, Maturing June 14, 2013		346,658
	3,606	Term Loan, 2.63%, Maturing June 14, 2014		3,550,472
		QCE Finance, LLC
	1,120	Term Loan, 5.01%, Maturing May 5, 2013		1,059,825
		Sagittarius Restaurants, LLC
	529	Term Loan, 7.51%, Maturing May 18, 2015		530,402
		Selecta
EUR	741	Term Loan - Second Lien, 5.24%, Maturing December 28, 2015		725,637
		U.S. Foodservice, Inc.
	1,000	Term Loan, 2.76%, Maturing July 3, 2014		967,188
		Wendy’s/Arby’s Restaurants, LLC
	871	Term Loan, 5.00%, Maturing May 24, 2017		879,604

			$	29,386,667

Food/Drug Retailers — 4.1%
		General Nutrition Centers, Inc.
	6,285	Term Loan, 2.54%, Maturing September 16, 2013	$	6,265,084
		NBTY, Inc.
	2,100	Term Loan, 6.25%, Maturing October 2, 2017		2,136,095
		Pantry, Inc. (The)
	218	Term Loan, 2.01%, Maturing May 15, 2014		214,238
	758	Term Loan, 2.01%, Maturing May 15, 2014		744,049
		Rite Aid Corp.
	8,196	Term Loan, 2.02%, Maturing June 4, 2014		7,896,961
	1,051	Term Loan, 6.00%, Maturing June 4, 2014		1,058,255
		Roundy’s Supermarkets, Inc.
	3,288	Term Loan, 7.00%, Maturing November 3, 2013		3,311,777

			$	21,626,459

Forest Products — 0.3%
		Georgia-Pacific Corp.
	1,546	Term Loan, 3.55%, Maturing December 23, 2014	$	1,558,786

			$	1,558,786


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
Health Care — 17.2%
		1-800-Contacts, Inc.
	909	Term Loan, 7.70%, Maturing March 4, 2015	$	913,966
		Alliance Healthcare Services
	1,213	Term Loan, 5.50%, Maturing June 1, 2016		1,223,741
		Ardent Medical Services, Inc.
	1,141	Term Loan, 6.50%, Maturing September 15, 2015		1,150,411
		Ascend Learning
	1,100	Term Loan, 7.75%, Maturing December 6, 2016		1,085,791
		Aveta Holdings, LLC
	543	Term Loan, 8.50%, Maturing April 14, 2015		546,826
	543	Term Loan, 8.50%, Maturing April 14, 2015		546,826
		Biomet, Inc.
	3,725	Term Loan, 3.29%, Maturing March 25, 2015		3,743,259
EUR	1,185	Term Loan, 3.85%, Maturing March 25, 2015		1,617,629
		Bright Horizons Family Solutions, Inc.
	926	Term Loan, 7.50%, Maturing May 28, 2015		933,858
		Cardinal Health 409, Inc.
	2,155	Term Loan, 2.51%, Maturing April 10, 2014		2,102,398
		Carestream Health, Inc.
	2,461	Term Loan, 2.26%, Maturing April 30, 2013		2,446,691
		Carl Zeiss Vision Holding GmbH
	1,170	Term Loan, 1.87%, Maturing October 24, 2014		1,047,150
	130	Term Loan, 4.00%, Maturing September 30, 2019		102,700
		CDRL MS, Inc.
	998	Term Loan, 6.75%, Maturing September 29, 2016		1,016,203
		Community Health Systems, Inc.
	354	Term Loan, 2.54%, Maturing July 25, 2014		352,975
	6,877	Term Loan, 2.54%, Maturing July 25, 2014		6,852,077
	3,458	Term Loan, 3.79%, Maturing January 25, 2017		3,486,495
		ConMed Corp.
	448	Term Loan, 1.76%, Maturing April 12, 2013		420,781
		Dako EQT Project Delphi
	500	Term Loan - Second Lien, 4.05%, Maturing December 12, 2016		438,750
		DaVita, Inc.
	3,000	Term Loan, 4.50%, Maturing October 20, 2016		3,048,204
		DJO Finance, LLC
	640	Term Loan, 3.26%, Maturing May 20, 2014		636,018
		Fresenius Medical Care Holdings
	485	Term Loan, 1.68%, Maturing March 31, 2013		484,987
		Fresenius SE
	310	Term Loan, Maturing September 10, 2014⁽⁷⁾		312,531
	690	Term Loan, Maturing September 10, 2014⁽⁷⁾		695,907
		Grifols SA
	2,150	Term Loan, Maturing November 23, 2016⁽⁷⁾		2,186,505
		Hanger Orthopedic Group, Inc.
	675	Term Loan, 5.25%, Maturing November 17, 2016		685,125
		Harvard Drug Group, LLC
	116	Term Loan, 6.50%, Maturing April 8, 2016		113,438
	846	Term Loan, 6.50%, Maturing April 8, 2016		825,000
		HCA, Inc.
	2,572	Term Loan, 2.55%, Maturing November 18, 2013		2,570,683
	6,168	Term Loan, 3.55%, Maturing March 31, 2017		6,242,602
		Health Management Associates, Inc.
	7,040	Term Loan, 2.05%, Maturing February 28, 2014		7,026,809
		Iasis Healthcare, LLC
	78	Term Loan, 2.26%, Maturing March 14, 2014		77,307
	285	Term Loan, 2.26%, Maturing March 14, 2014		282,655
	823	Term Loan, 2.26%, Maturing March 14, 2014		816,632


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Ikaria Acquisition, Inc.
	895	Term Loan, 7.00%, Maturing May 16, 2016	$	862,556
		IM U.S. Holdings, LLC
	970	Term Loan, 2.26%, Maturing June 26, 2014		968,334
	625	Term Loan - Second Lien, 4.51%, Maturing June 26, 2015		623,438
		IMS Health, Inc.
	1,287	Term Loan, 5.25%, Maturing February 26, 2016		1,305,812
		inVentiv Health, Inc.
	796	Term Loan, 6.50%, Maturing August 4, 2016		807,940
		Lifepoint Hospitals, Inc.
	2,022	Term Loan, 3.04%, Maturing April 15, 2015		2,028,109
		Medassets, Inc.
	925	Term Loan, 5.25%, Maturing November 16, 2016		939,261
		MPT Operating Partnership, L.P.
	1,047	Term Loan, 5.00%, Maturing May 17, 2016		1,052,068
		MultiPlan, Inc.
	2,548	Term Loan, 6.50%, Maturing August 26, 2017		2,577,140
		Mylan, Inc.
	1,130	Term Loan, 3.56%, Maturing October 2, 2014		1,138,388
		National Mentor Holdings, Inc.
	62	Term Loan, 2.15%, Maturing June 29, 2013		60,984
	992	Term Loan, 4.25%, Maturing June 29, 2013		981,756
		Nyco Holdings
EUR	472	Term Loan, 4.87%, Maturing December 29, 2014		636,327
EUR	471	Term Loan, 5.37%, Maturing December 29, 2015		635,991
		Physiotherapy Associates, Inc.
	649	Term Loan, 7.50%, Maturing June 27, 2013		622,609
		Prime Healthcare Services, Inc.
	2,308	Term Loan, 7.25%, Maturing April 22, 2015		2,272,949
		RadNet Management, Inc.
	1,092	Term Loan, 5.75%, Maturing April 1, 2016		1,096,526
		ReAble Therapeutics Finance, LLC
	2,473	Term Loan, 2.26%, Maturing November 18, 2013		2,466,719
		RehabCare Group, Inc.
	750	Term Loan, 6.00%, Maturing November 24, 2015		758,329
		Renal Advantage Holdings, Inc.
	725	Term Loan, 5.75%, Maturing December 16, 2016		737,008
		Select Medical Holdings Corp.
	2,347	Term Loan, 4.04%, Maturing August 22, 2014		2,361,233
		Skillsoft Corp.
	995	Term Loan, 6.50%, Maturing May 26, 2017		1,009,925
		Sunquest Information Systems, Inc.
	750	Term Loan, 6.25%, Maturing December 16, 2016		755,625
		Sunrise Medical Holdings, Inc.
EUR	263	Term Loan, 6.75%, Maturing May 13, 2014		333,654
		TZ Merger Sub., Inc.
	723	Term Loan, 6.75%, Maturing August 4, 2015		725,762
		Universal Health Services, Inc.
	2,300	Term Loan, 5.50%, Maturing November 15, 2016		2,343,323
		Vanguard Health Holding Co., LLC
	1,588	Term Loan, 5.00%, Maturing January 29, 2016		1,604,572
		VWR Funding, Inc.
	2,228	Term Loan, 2.76%, Maturing June 30, 2014		2,212,989

			$	89,952,257

Home Furnishings — 0.7%
		Hunter Fan Co.
	365	Term Loan, 2.77%, Maturing April 16, 2014	$	337,864


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		National Bedding Co., LLC
	1,449	Term Loan, 3.81%, Maturing November 28, 2013	$	1,456,534
	2,050	Term Loan - Second Lien, 5.31%, Maturing February 28, 2014		2,034,625

			$	3,829,023

Industrial Equipment — 4.5%
		Brand Energy and Infrastructure Services, Inc.
	2,688	Term Loan, 2.56%, Maturing February 7, 2014	$	2,651,944
	737	Term Loan, 3.56%, Maturing February 7, 2014		734,337
		Bucyrus International, Inc.
	1,290	Term Loan, 4.25%, Maturing February 19, 2016		1,297,512
		Butterfly Wendel US, Inc.
	280	Term Loan, 3.29%, Maturing June 23, 2014		268,886
	280	Term Loan, 4.04%, Maturing June 22, 2015		268,799
		EPD Holdings, (Goodyear Engineering Products)
	238	Term Loan, 2.76%, Maturing July 31, 2014		221,065
	1,660	Term Loan, 2.76%, Maturing July 31, 2014		1,543,466
	775	Term Loan - Second Lien, 6.01%, Maturing July 13, 2015		682,484
		Excelitas Technologies Corp.
	998	Term Loan, 7.25%, Maturing November 23, 2016		1,007,475
		Generac Acquisition Corp.
	1,259	Term Loan, 2.80%, Maturing November 11, 2013		1,258,495
		Gleason Corp.
	634	Term Loan, 2.05%, Maturing June 30, 2013		621,376
		Jason, Inc.
	69	Term Loan, 8.25%, Maturing September 21, 2014		69,203
	176	Term Loan, 8.25%, Maturing September 21, 2014		176,058
		John Maneely Co.
	4,128	Term Loan, 3.55%, Maturing December 9, 2013		4,088,922
		KION Group GmbH
	1,017	Term Loan, 4.01%, Maturing December 23, 2014⁽³⁾		949,837
	1,017	Term Loan, 4.26%, Maturing December 23, 2015⁽³⁾		949,837
		Pinafore, LLC
	2,121	Term Loan, 6.25%, Maturing September 29, 2016		2,157,026
		Polypore, Inc.
	3,814	Term Loan, 2.26%, Maturing July 3, 2014		3,747,736
		Sequa Corp.
	794	Term Loan, 3.56%, Maturing December 3, 2014		785,425

			$	23,479,883

Insurance — 3.1%
		Alliant Holdings I, Inc.
	2,446	Term Loan, 3.30%, Maturing August 21, 2014	$	2,384,885
		AmWINS Group, Inc.
	956	Term Loan, 2.80%, Maturing June 8, 2013		940,358
	500	Term Loan - Second Lien, 5.81%, Maturing June 8, 2014		438,333
		Applied Systems, Inc.
	1,400	Term Loan, 5.50%, Maturing December 8, 2016		1,409,334
		CCC Information Services Group, Inc.
	1,425	Term Loan, 5.50%, Maturing November 11, 2015		1,442,368
		Conseco, Inc.
	1,450	Term Loan, 7.50%, Maturing September 30, 2016		1,468,125
		Crawford & Company
	1,151	Term Loan, 5.25%, Maturing October 30, 2013		1,142,115
		Crump Group, Inc.
	619	Term Loan, 3.26%, Maturing August 1, 2014		610,716
		HUB International Holdings, Inc.
	491	Term Loan, 2.80%, Maturing June 13, 2014		489,005
	2,183	Term Loan, 2.80%, Maturing June 13, 2014		2,175,975
	568	Term Loan, 6.75%, Maturing June 13, 2014		571,645


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		U.S.I. Holdings Corp.
	2,999	Term Loan, 2.76%, Maturing May 5, 2014	$	2,944,431

			$	16,017,290

Leisure Goods/Activities/Movies — 8.0%
		24 Hour Fitness Worldwide, Inc.
	995	Term Loan, 6.75%, Maturing April 22, 2016	$	985,672
		Alpha D2, Ltd.
	2,000	Term Loan - Second Lien, 3.96%, Maturing June 30, 2014		1,923,750
		AMC Entertainment, Inc.
	3,738	Term Loan, 3.51%, Maturing December 16, 2016		3,767,358
		Bombardier Recreational Products
	2,823	Term Loan, 2.81%, Maturing June 28, 2013		2,812,199
		Carmike Cinemas, Inc.
	2,419	Term Loan, 5.50%, Maturing January 27, 2016		2,451,948
		Cedar Fair, L.P.
	1,969	Term Loan, 5.50%, Maturing December 15, 2016		2,000,066
		Cinemark, Inc.
	3,461	Term Loan, 3.53%, Maturing April 29, 2016		3,492,405
		ClubCorp Club Operations, Inc.
	650	Term Loan, 6.00%, Maturing November 9, 2016		659,750
		Dave & Buster’s, Inc.
	993	Term Loan, 6.00%, Maturing June 1, 2016		998,703
		Deluxe Entertainment Services Group, Inc.
	59	Term Loan, 6.25%, Maturing May 11, 2013		56,859
	945	Term Loan, 6.25%, Maturing May 11, 2013		909,745
		Fender Musical Instruments Corp.
	568	Term Loan, 2.51%, Maturing June 9, 2014		534,227
	289	Term Loan, 2.54%, Maturing June 9, 2014		271,238
		Miramax Film NY, LLC
	1,000	Term Loan, 7.75%, Maturing May 20, 2016		1,027,500
		National CineMedia, LLC
	2,750	Term Loan, 2.06%, Maturing February 13, 2015		2,733,305
		Regal Cinemas Corp.
	4,428	Term Loan, 3.80%, Maturing November 21, 2016		4,465,468
		Revolution Studios Distribution Co., LLC
	961	Term Loan, 4.01%, Maturing December 21, 2014		764,113
	800	Term Loan - Second Lien, 7.26%, Maturing June 21, 2015⁽⁴⁾		264,000
		Six Flags Theme Parks, Inc.
	3,141	Term Loan, 5.50%, Maturing June 30, 2016		3,189,656
		SW Acquisition Co., Inc.
	1,856	Term Loan, 5.75%, Maturing June 1, 2016		1,879,453
		Universal City Development Partners, Ltd.
	2,599	Term Loan, 5.50%, Maturing November 6, 2014		2,633,932
		Zuffa, LLC
	3,933	Term Loan, 2.31%, Maturing June 19, 2015		3,873,561

			$	41,694,908

Lodging and Casinos — 2.4%
		Ameristar Casinos, Inc.
	1,045	Term Loan, 3.55%, Maturing November 10, 2012	$	1,048,919
		Harrah’s Operating Co.
	1,223	Term Loan, 3.30%, Maturing January 28, 2015		1,141,323
	2,970	Term Loan, 9.50%, Maturing October 31, 2016		3,161,889
		Isle of Capri Casinos, Inc.
	299	Term Loan, 5.00%, Maturing November 25, 2013		299,418
	340	Term Loan, 5.00%, Maturing November 25, 2013		340,429
	850	Term Loan, 5.00%, Maturing November 25, 2013		851,072


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Las Vegas Sands, LLC
	554	Term Loan, 3.04%, Maturing November 23, 2016	$	551,203
	2,192	Term Loan, 3.04%, Maturing November 23, 2016		2,184,381
		LodgeNet Entertainment Corp.
	1,474	Term Loan, 2.31%, Maturing April 4, 2014		1,384,360
		Penn National Gaming, Inc.
	354	Term Loan, 2.03%, Maturing October 3, 2012		354,248
		Tropicana Entertainment, Inc.
	184	Term Loan, 15.00%, Maturing December 29, 2012		205,221
		VML US Finance, LLC
	991	Term Loan, 4.80%, Maturing May 27, 2013		996,352

			$	12,518,815

Nonferrous Metals/Minerals — 1.3%
		Euramax International, Inc.
	307	Term Loan, 10.00%, Maturing June 29, 2013	$	295,520
	291	Term Loan, 14.00%, Maturing June 29, 2013⁽³⁾		280,008
		Fairmount Minerals, Ltd.
	975	Term Loan, 6.25%, Maturing August 5, 2016		994,127
		Noranda Aluminum Acquisition
	499	Term Loan, 2.01%, Maturing May 18, 2014		497,866
		Novelis, Inc.
	2,050	Term Loan, 5.25%, Maturing December 19, 2016		2,089,719
		Oxbow Carbon and Mineral Holdings
	2,723	Term Loan, 3.80%, Maturing May 8, 2016		2,753,745

			$	6,910,985

Oil and Gas — 3.4%
		Big West Oil, LLC
	725	Term Loan, 7.00%, Maturing March 31, 2016	$	734,063
		CITGO Petroleum Corp.
	561	Term Loan, 8.00%, Maturing June 24, 2015		589,217
	2,562	Term Loan, 9.00%, Maturing June 23, 2017		2,702,242
		Crestwood Holdings, LLC
	475	Term Loan, 10.50%, Maturing September 30, 2016		486,281
		Dresser, Inc.
	1,420	Term Loan, 2.53%, Maturing May 4, 2014		1,418,260
	1,000	Term Loan - Second Lien, 6.03%, Maturing May 4, 2015		1,000,313
		Dynegy Holdings, Inc.
	332	Term Loan, 4.01%, Maturing April 2, 2013		330,647
	5,161	Term Loan, 4.01%, Maturing April 2, 2013		5,147,296
		Obsidian Natural Gas Trust
	3,191	Term Loan, 7.00%, Maturing November 2, 2015		3,263,232
		SemGroup Corp.
	430	Term Loan, 7.57%, Maturing November 30, 2012		433,785
		Sheridan Production Partners I, LLC
	108	Term Loan, 7.50%, Maturing April 20, 2017		108,886
	176	Term Loan, 7.50%, Maturing April 20, 2017		178,266
	1,329	Term Loan, 7.50%, Maturing April 20, 2017		1,345,318

			$	17,737,806

Publishing — 5.6%
		Aster Zweite Beteiligungs GmbH
	1,775	Term Loan, 2.71%, Maturing September 27, 2013	$	1,737,281
		Cengage Learning, Inc.
	1,000	Term Loan, 2.55%, Maturing July 3, 2014		985,414
		GateHouse Media Operating, Inc.
	870	Term Loan, 2.26%, Maturing August 28, 2014		417,555
	2,074	Term Loan, 2.26%, Maturing August 28, 2014		995,467
	674	Term Loan, 2.51%, Maturing August 28, 2014		323,319


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Getty Images, Inc.
	3,491	Term Loan, 5.25%, Maturing November 7, 2016	$	3,550,165
		Lamar Media Corp.
	811	Term Loan, 4.25%, Maturing December 30, 2016		820,719
		Laureate Education, Inc.
	344	Term Loan, 3.55%, Maturing August 17, 2014		335,387
	2,296	Term Loan, 3.55%, Maturing August 17, 2014		2,240,191
	1,481	Term Loan, 7.00%, Maturing August 31, 2014		1,484,953
		MediaNews Group, Inc.
	132	Term Loan, 8.50%, Maturing March 19, 2014		129,877
		Merrill Communications, LLC
	1,225	Term Loan, 7.50%, Maturing December 24, 2012		1,228,372
		Nelson Education, Ltd.
	473	Term Loan, 2.80%, Maturing July 5, 2014		411,335
		Nielsen Finance, LLC
	5,645	Term Loan, 2.26%, Maturing August 9, 2013		5,652,700
	1,978	Term Loan, 4.01%, Maturing May 2, 2016		1,996,876
		SGS International, Inc.
	477	Term Loan, 3.96%, Maturing September 30, 2013		473,075
		Source Interlink Companies, Inc.
	902	Term Loan, 10.75%, Maturing June 18, 2013		861,621
	576	Term Loan, 15.00%, Maturing March 18, 2014⁽³⁾		420,730
		Trader Media Corp.
GBP	1,287	Term Loan, 2.60%, Maturing March 23, 2015		1,968,500
		Xsys, Inc.
	1,509	Term Loan, 2.71%, Maturing December 31, 2014		1,477,406
	1,699	Term Loan, 2.71%, Maturing December 31, 2014		1,663,380

			$	29,174,323

Radio and Television — 2.5%
		Block Communications, Inc.
	808	Term Loan, 2.30%, Maturing December 22, 2011	$	789,331
		CMP KC, LLC
	956	Term Loan, 0.00%, Maturing May 3, 2011⁽⁴⁾⁽⁵⁾		274,426
		CMP Susquehanna Corp.
	1,548	Term Loan, 2.31%, Maturing May 5, 2013		1,496,705
		Gray Television, Inc.
	638	Term Loan, 3.77%, Maturing December 31, 2014		631,563
		HIT Entertainment, Inc.
	743	Term Loan, 5.54%, Maturing June 1, 2012		732,936
		Live Nation Worldwide, Inc.
	2,283	Term Loan, 4.50%, Maturing November 7, 2016		2,296,047
		Mission Broadcasting, Inc.
	524	Term Loan, 5.00%, Maturing September 30, 2016		525,177
		Nexstar Broadcasting, Inc.
	819	Term Loan, 5.00%, Maturing September 30, 2016		821,431
		Raycom TV Broadcasting, LLC
	871	Term Loan, 1.81%, Maturing June 25, 2014		844,506
		Univision Communications, Inc.
	1,852	Term Loan, 2.51%, Maturing September 29, 2014		1,826,514
	1,852	Term Loan, 4.51%, Maturing March 31, 2017		1,818,560
		Weather Channel
	1,141	Term Loan, 5.00%, Maturing September 14, 2015		1,148,000

			$	13,205,196

Retailers (Except Food and Drug) — 3.4%
		Amscan Holdings, Inc.
	1,521	Term Loan, 6.75%, Maturing December 4, 2017	$	1,546,279
		FTD, Inc.
	1,036	Term Loan, 6.75%, Maturing August 26, 2014		1,041,289


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Harbor Freight Tools USA, Inc.
	1,800	Term Loan, 6.50%, Maturing December 22, 2017	$	1,826,438
		Michaels Stores, Inc.
	926	Term Loan, 2.56%, Maturing October 31, 2013		924,092
		Neiman Marcus Group, Inc.
	3,346	Term Loan, 4.30%, Maturing April 6, 2016		3,371,428
		Orbitz Worldwide, Inc.
	1,108	Term Loan, 3.28%, Maturing July 25, 2014		1,037,821
		Oriental Trading Co., Inc.
	1,125	Term Loan - Second Lien, 0.00%, Maturing January 31, 2014⁽⁵⁾		33,750
		PETCO Animal Supplies, Inc.
	1,250	Term Loan, 6.00%, Maturing November 24, 2017		1,269,043
		Pilot Travel Centers, LLC
	1,052	Term Loan, 5.25%, Maturing June 30, 2016		1,071,522
		Savers, Inc.
	1,191	Term Loan, 5.75%, Maturing March 11, 2016		1,201,421
		Visant Corp.
	1,097	Term Loan, 7.00%, Maturing December 22, 2016		1,113,366
		Vivarte
EUR	29	Term Loan, 2.64%, Maturing March 9, 2015		36,164
EUR	62	Term Loan, 2.64%, Maturing March 9, 2015		79,071
EUR	347	Term Loan, 2.64%, Maturing March 9, 2015		439,486
EUR	441	Term Loan, 3.26%, Maturing March 8, 2016		557,786
EUR	18	Term Loan, 3.26%, Maturing May 29, 2016		23,292
EUR	71	Term Loan, 3.26%, Maturing May 29, 2016		90,104
		Yankee Candle Company, Inc. (The)
	2,020	Term Loan, 2.26%, Maturing February 6, 2014		2,012,025

			$	17,674,377

Steel — 0.2%
		Niagara Corp.
	1,351	Term Loan, 10.50%, Maturing June 29, 2014⁽³⁾⁽⁴⁾	$	1,279,278

			$	1,279,278

Surface Transport — 0.4%
		Swift Transportation Co., Inc.
	2,168	Term Loan, 6.00%, Maturing December 16, 2016	$	2,200,793

			$	2,200,793

Telecommunications — 6.2%
		Alaska Communications Systems Holdings, Inc.
	1,825	Term Loan, 5.50%, Maturing October 21, 2016	$	1,842,681
		Asurion Corp.
	3,851	Term Loan, 3.26%, Maturing July 3, 2014		3,760,083
	1,375	Term Loan, 6.75%, Maturing March 31, 2015		1,398,325
		CommScope, Inc.
	2,125	Term Loan, 5.00%, Maturing January 14, 2018		2,172,812
		Intelsat Jackson Holdings SA
	10,350	Term Loan, 5.25%, Maturing April 2, 2018		10,501,348
		Macquarie UK Broadcast Ventures, Ltd.
GBP	755	Term Loan, 2.60%, Maturing December 1, 2014		1,076,212
		NTelos, Inc.
	1,481	Term Loan, 5.75%, Maturing August 7, 2015		1,496,813
		Telesat Canada, Inc.
	157	Term Loan, 3.26%, Maturing October 31, 2014		157,606
	1,832	Term Loan, 3.26%, Maturing October 31, 2014		1,834,849
		TowerCo Finance, LLC
	421	Term Loan, 6.00%, Maturing November 24, 2014		425,089
		Wind Telecomunicazioni SpA
EUR	3,600	Term Loan, Maturing December 15, 2017⁽⁷⁾		4,948,795


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Windstream Corp.
	2,983	Term Loan, 3.06%, Maturing December 17, 2015	$	3,007,128

			$	32,621,741

Utilities — 2.8%
		AEI Finance Holding, LLC
	270	Revolving Loan, 3.30%, Maturing March 30, 2012	$	267,020
	1,747	Term Loan, 3.30%, Maturing March 30, 2014		1,729,680
		Astoria Generating Co.
	1,000	Term Loan - Second Lien, 4.06%, Maturing August 23, 2013		990,104
		BRSP, LLC
	967	Term Loan, 7.50%, Maturing June 4, 2014		988,512
		EquiPower Resources Holdings
	550	Term Loan, Maturing January 4, 2018⁽⁷⁾		559,625
		New Development Holdings, Inc.
	987	Term Loan, 7.00%, Maturing July 3, 2017		1,001,482
		NRG Energy, Inc.
	262	Term Loan, 2.04%, Maturing February 1, 2013		262,431
	1	Term Loan, 2.05%, Maturing February 1, 2013		785
	1,246	Term Loan, 3.55%, Maturing August 31, 2015		1,255,716
	2,045	Term Loan, 3.55%, Maturing August 31, 2015		2,058,458
		Pike Electric, Inc.
	103	Term Loan, 2.06%, Maturing July 2, 2012		102,272
	239	Term Loan, 2.06%, Maturing December 10, 2012		237,616
		TXU Texas Competitive Electric Holdings Co., LLC
	987	Term Loan, 3.76%, Maturing October 10, 2014		819,027
	1,315	Term Loan, 3.76%, Maturing October 10, 2014		1,088,301
	3,764	Term Loan, 3.79%, Maturing October 10, 2014		3,119,866

			$	14,480,895


Total Senior Floating-Rate Interests (identified cost $698,979,858)			$	704,716,626

Corporate Bonds & Notes — 10.5%


Principal
Amount*
(000’s omitted)		Security	Value
Aerospace and Defense — 0.2%
		International Lease Finance Corp., Sr. Notes
	350	6.50%, 9/1/14⁽⁸⁾	$	374,500
	350	6.75%, 9/1/16⁽⁸⁾		376,250
	350	7.125%, 9/1/18⁽⁸⁾		378,875

			$	1,129,625

Air Transport — 0.0%⁽⁹⁾
		Continental Airlines
	122	7.033%, 6/15/11	$	122,582

			$	122,582

Automotive — 0.2%
		Allison Transmission, Inc.
	665	11.25%, 11/1/15⁽³⁾⁽⁸⁾	$	733,163
		American Axle & Manufacturing Holdings, Inc., Sr. Notes
	115	9.25%, 1/15/17⁽⁸⁾		131,100
		Commercial Vehicle Group, Inc., Sr. Notes
	100	8.00%, 7/1/13		98,500

			$	962,763


Principal
Amount*
(000’s omitted)		Security	Value
Broadcast Radio and Television — 0.5%
		Clear Channel Communications, Inc., Sr. Notes
	1,000	6.25%, 3/15/11	$	1,002,500
		Entravision Communications Corp., Sr. Notes
	1,000	8.75%, 8/1/17⁽⁸⁾		1,075,000
		XM Satellite Radio Holdings, Inc.
	485	13.00%, 8/1/13⁽⁸⁾		579,575

			$	2,657,075

Building and Development — 0.9%
		AMO Escrow Corp., Sr. Notes
	1,900	11.50%, 12/15/17⁽⁸⁾	$	2,061,500
		Grohe Holding GmbH, Variable Rate
EUR	2,000	3.873%, 1/15/14⁽¹⁰⁾		2,704,072

			$	4,765,572

Business Equipment and Services — 0.4%
		Brocade Communications Systems, Inc., Sr. Notes
	30	6.625%, 1/15/18⁽⁸⁾	$	32,025
	30	6.875%, 1/15/20⁽⁸⁾		32,100
		Education Management, LLC, Sr. Notes
	390	8.75%, 6/1/14		403,650
		MediMedia USA, Inc., Sr. Sub. Notes
	170	11.375%, 11/15/14⁽⁸⁾		148,750
		RSC Equipment Rental, Inc., Sr. Notes
	750	10.00%, 7/15/17⁽⁸⁾		855,000
		SunGard Data Systems, Inc., Sr. Notes
	500	10.625%, 5/15/15		558,125
		Ticketmaster Entertainment, Inc.
	185	10.75%, 8/1/16		203,962

			$	2,233,612

Cable and Satellite Television — 0.5%
		Virgin Media Finance PLC, Sr. Notes
	2,500	6.50%, 1/15/18	$	2,662,500

			$	2,662,500

Chemicals and Plastics — 0.1%
		CII Carbon, LLC
	185	11.125%, 11/15/15⁽⁸⁾	$	200,725
		Reichhold Industries, Inc., Sr. Notes
	110	9.00%, 8/15/14⁽⁸⁾		97,625
		Wellman Holdings, Inc., Sr. Sub. Notes
	473	5.00%, 1/29/19⁽³⁾⁽⁴⁾		0

			$	298,350

Conglomerates — 0.0%⁽⁹⁾
		RBS Global & Rexnord Corp.
	155	11.75%, 8/1/16	$	168,369

			$	168,369

Containers and Glass Products — 0.4%
		Berry Plastics Corp., Sr. Notes, Variable Rate
	2,000	5.053%, 2/15/15	$	2,007,500
		Intertape Polymer US, Inc., Sr. Sub. Notes
	310	8.50%, 8/1/14		261,950

			$	2,269,450


Principal
Amount*
(000’s omitted)		Security	Value
Cosmetics/Toiletries — 0.3%
		Revlon Consumer Products Corp.
	1,415	9.75%, 11/15/15	$	1,510,512

			$	1,510,512

Ecological Services and Equipment — 0.1%
		Environmental Systems Product Holdings, Inc., Jr. Notes
	373	18.00%, 3/31/15⁽⁴⁾	$	318,185

			$	318,185

Electronics/Electrical — 0.2%
		NXP BV/NXP Funding, LLC, Variable Rate
	775	3.053%, 10/15/13	$	770,156

			$	770,156

Equipment Leasing — 0.0%⁽⁹⁾
		Hertz Corp.
	2	8.875%, 1/1/14	$	2,063

			$	2,063

Financial Intermediaries — 0.8%
		Ford Motor Credit Co., Sr. Notes
	2,250	12.00%, 5/15/15	$	2,855,279
	175	8.00%, 12/15/16		198,733
		UPCB Finance II, Ltd., Sr. Notes
EUR	1,000	6.375%, 7/1/20		1,361,620

			$	4,415,632

Food Products — 0.2%
		Smithfield Foods, Inc., Sr. Notes
	1,000	10.00%, 7/15/14⁽⁸⁾	$	1,181,250

			$	1,181,250

Food Service — 0.2%
		NPC International, Inc., Sr. Sub. Notes
	245	9.50%, 5/1/14	$	253,575
		U.S. Foodservice, Inc., Sr. Notes
	940	10.25%, 6/30/15⁽⁸⁾		977,600

			$	1,231,175

Food/Drug Retailers — 0.1%
		General Nutrition Center, Sr. Notes, Variable Rate
	215	5.75%, 3/15/14⁽³⁾	$	214,597
		General Nutrition Center, Sr. Sub. Notes
	385	10.75%, 3/15/15		389,812

			$	604,409

Forest Products — 0.1%
		Verso Paper Holdings, LLC/Verso Paper, Inc.
	225	11.375%, 8/1/16	$	243,563

			$	243,563

Health Care — 0.2%
		Accellent, Inc., Sr. Notes
	135	8.375%, 2/1/17⁽⁸⁾	$	142,087
		DJO Finance, LLC/DJO Finance Corp.
	205	10.875%, 11/15/14		226,012
		HCA, Inc.
	115	9.25%, 11/15/16		124,344


Principal
Amount*
(000’s omitted)		Security	Value
		National Mentor Holdings, Inc.
	90	11.25%, 7/1/14	$	95,288
		US Oncology, Inc.
	515	10.75%, 8/15/14		537,531

			$	1,125,262

Industrial Equipment — 0.3%
		CEVA Group PLC, Sr. Notes
	165	11.50%, 4/1/18⁽⁸⁾	$	181,294
		Chart Industries, Inc., Sr. Sub. Notes
	195	9.125%, 10/15/15		201,337
		Terex Corp., Sr. Notes
	1,000	10.875%, 6/1/16		1,165,000

			$	1,547,631

Insurance — 0.0%⁽⁹⁾
		Alliant Holdings I, Inc.
	100	11.00%, 5/1/15⁽⁸⁾	$	106,250

			$	106,250

Leisure Goods/Activities/Movies — 0.1%
		AMC Entertainment, Inc., Sr. Notes
	110	8.75%, 6/1/19	$	118,525
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp.
	195	12.50%, 4/1/13^(4)(5)(8)		0
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
	360	0.00%, 4/1/12^(4)(5)(8)		0
		Royal Caribbean Cruises, Sr. Notes
	95	7.00%, 6/15/13		102,125
	35	6.875%, 12/1/13		37,844
	25	7.25%, 6/15/16		27,125
	50	7.25%, 3/15/18		54,250

			$	339,869

Lodging and Casinos — 0.9%
		Buffalo Thunder Development Authority
	480	9.375%, 12/15/14⁽⁵⁾⁽⁸⁾	$	156,000
		CCM Merger, Inc.
	85	8.00%, 8/1/13⁽⁸⁾		85,000
		Chukchansi EDA, Sr. Notes, Variable Rate
	280	3.943%, 11/15/12⁽⁸⁾		183,750
		Fontainebleau Las Vegas Casino, LLC
	485	10.25%, 6/15/15⁽⁵⁾⁽⁸⁾		1,819
		Harrah’s Operating Co., Inc., Sr. Notes
	1,500	11.25%, 6/1/17		1,710,000
		Inn of the Mountain Gods Resort & Casino, Sr. Notes
	500	12.00%, 11/15/10⁽⁶⁾		282,500
		Majestic HoldCo, LLC
	140	12.50%, 10/15/11⁽⁵⁾⁽⁸⁾		15
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
	140	8.00%, 4/1/12		119,350
	215	7.125%, 8/15/14		154,800
	230	6.875%, 2/15/15		164,450
		Peninsula Gaming, LLC
	1,000	10.75%, 8/15/17		1,107,500
		San Pasqual Casino
	110	8.00%, 9/15/13⁽⁸⁾		110,687
		Seminole Hard Rock Entertainment, Variable Rate
	175	2.802%, 3/15/14⁽⁸⁾		166,250


Principal
Amount*
(000’s omitted)		Security	Value
		Tunica-Biloxi Gaming Authority, Sr. Notes
	310	9.00%, 11/15/15⁽⁸⁾	$	308,450
		Waterford Gaming, LLC, Sr. Notes
	243	8.625%, 9/15/14⁽⁴⁾⁽⁸⁾		156,711

			$	4,707,282

Oil and Gas — 0.5%
		Cloud Peak Energy Resources, LLC / Cloud Peak Energy Finance Corp.
	1,000	8.25%, 12/15/17⁽⁸⁾	$	1,093,750
	335	8.50%, 12/15/19		375,200
		Compton Petroleum Finance Corp.
	145	10.00%, 9/15/17		121,112
		Denbury Resources, Inc., Sr. Sub. Notes
	50	7.50%, 12/15/15		52,250
		El Paso Corp., Sr. Notes
	116	9.625%, 5/15/12		123,793
		Forbes Energy Services, Sr. Notes
	290	11.00%, 2/15/15		292,900
		OPTI Canada, Inc., Sr. Notes
	45	8.25%, 12/15/14		27,225
		Petroleum Development Corp., Sr. Notes
	115	12.00%, 2/15/18		130,238
		Petroplus Finance, Ltd.
	145	7.00%, 5/1/17⁽⁸⁾		134,125
		Quicksilver Resources, Inc., Sr. Notes
	125	11.75%, 1/1/16		146,875
		SESI, LLC, Sr. Notes
	60	6.875%, 6/1/14		60,900

			$	2,558,368

Publishing — 0.2%
		Laureate Education, Inc.
	1,000	10.00%, 8/15/15⁽⁸⁾	$	1,052,500
		Nielsen Finance, LLC
	70	12.50%, (0.00% until 8/1/11), 8/1/16		73,937

			$	1,126,437

Rail Industries — 0.2%
		American Railcar Industry, Sr. Notes
	175	7.50%, 3/1/14	$	178,063
		Kansas City Southern Mexico, Sr. Notes
	280	7.625%, 12/1/13		286,300
	100	7.375%, 6/1/14		104,750
	500	8.00%, 2/1/18⁽⁸⁾		546,875

			$	1,115,988

Retailers (Except Food and Drug) — 0.6%
		Amscan Holdings, Inc., Sr. Sub. Notes
	400	8.75%, 5/1/14	$	406,000
		Neiman Marcus Group, Inc.
	739	9.00%, 10/15/15		778,218
		Sally Holdings, LLC, Sr. Notes
	665	9.25%, 11/15/14		701,575
	20	10.50%, 11/15/16		22,200
		Toys “R” Us
	1,000	10.75%, 7/15/17		1,152,500

			$	3,060,493


Principal
Amount*
(000’s omitted)		Security	Value
Steel — 0.0%⁽⁹⁾
		RathGibson, Inc., Sr. Notes
	445	11.25%, 2/15/14⁽⁵⁾	$	45

			$	45

Telecommunications — 0.7%
		Avaya, Inc., Sr. Notes
	1,000	9.75%, 11/1/15	$	1,040,000
		Clearwire Communications, LLC/Clearwire Finance, Inc., Sr. Notes
	500	12.00%, 12/1/15⁽⁸⁾		547,500
		Intelsat Bermuda, Ltd.
	900	11.25%, 6/15/16		972,000
		NII Capital Corp.
	335	10.00%, 8/15/16		376,875
		Telesat Canada/Telesat, LLC, Sr. Notes
	590	11.00%, 11/1/15		665,225

			$	3,601,600

Utilities — 1.6%
		Calpine Corp., Sr. Notes
	4,725	7.50%, 2/15/21⁽⁸⁾	$	4,807,687
	3,350	7.875%, 1/15/23		3,404,438
		NGC Corp.
	390	7.625%, 10/15/26		254,475
		Reliant Energy, Inc., Sr. Notes
	20	7.625%, 6/15/14		21,100

			$	8,487,700


Total Corporate Bonds & Notes (identified cost $54,754,489)			$	55,323,768

Asset-Backed Securities — 1.6%


Principal
Amount
(000’s omitted)		Security	Value
$	462	Alzette European CLO SA, Series 2004-1A, Class E2, 6.802%, 12/15/20⁽¹¹⁾	$	388,454
	589	Avalon Capital Ltd. 3, Series 1A, Class D, 2.234%, 2/24/19^(8)(11)		482,302
	753	Babson Ltd., Series 2005-1A, Class C1, 2.253%, 4/15/19^(8)(11)		615,522
	1,007	Bryant Park CDO Ltd., Series 2005-1A, Class C, 2.353%, 1/15/19^(3)(8)(11)		701,665
	1,000	Carlyle High Yield Partners, Series 2004-6A, Class C, 2.736%, 8/11/16^(8)(11)		875,295
	985	Centurion CDO 8 Ltd., Series 2005-8A, Class D, 5.803%, 3/8/17⁽¹¹⁾		874,384
	750	Centurion CDO 9 Ltd., Series 2005-9A, Class D1, 5.053%, 7/17/19⁽¹¹⁾		621,926
	707	Comstock Funding Ltd., Series 2006-1A, Class D, 4.544%, 5/30/20^(8)(11)		570,634
	1,500	Dryden Leveraged Loan, Series 2004-6A, Class C1, 2.854%, 7/30/16^(8)(11)		1,333,385
	1,000	First CLO Ltd., Series 2004-1A1, Class C, 2.604%, 7/27/16^(8)(11)		900,762
	1,000	Schiller Park CLO Ltd., Series 2007-1A, Class D, 2.538%, 4/25/21^(8)(11)		843,798


Total Asset-Backed Securities (identified cost $9,548,073)			$	8,208,127

Common Stocks — 1.7%


Shares		Security	Value
Aerospace and Defense — 0.0%⁽⁹⁾
	12,734	ACTS Aero Technical Support & Service, Inc.^(4)(12)(13)	$	130,522

			$	130,522

Air Transport — 0.0%⁽⁹⁾
	3,971	Delta Air Lines, Inc.⁽¹²⁾		46,341

			$	46,341

Automotive — 0.7%
	18,702	Dayco Products, LLC^(12)(13)	$	1,084,716
	44,747	Hayes Lemmerz International, Inc.^(4)(12)(13)		2,371,591

			$	3,456,307

Building and Development — 0.1%
	253	Panolam Holdings Co.^(4)(12)(14)	$	201,163
	508	United Subcontractors, Inc.^(4)(12)(13)		52,373

			$	253,536

Chemicals and Plastics — 0.0%
	438	Wellman Holdings, Inc.^(4)(12)(13)	$	0

			$	0

Diversified Manufacturing — 0.1%
	323,008	MEGA Brands, Inc.⁽¹²⁾	$	221,099

			$	221,099

Ecological Services and Equipment — 0.0%⁽⁹⁾
	6,211	Environmental Systems Products Holdings, Inc.^(4)(12)(14)	$	39,378

			$	39,378

Financial Intermediaries — 0.0%⁽⁹⁾
	78	RTS Investor Corp.^(4)(12)(13)	$	1,828

			$	1,828

Food Service — 0.0%⁽⁹⁾
	23,029	Buffets, Inc.^(4)(12)	$	111,691

			$	111,691

Leisure Goods/Activities/Movies — 0.2%
	50,438	Metro-Goldwyn-Mayer Holdings, Inc.^(12)(13)	$	1,122,245

			$	1,122,245

Lodging and Casinos — 0.1%
	71	Greektown Superholdings, Inc.⁽¹²⁾	$	5,503
	35,670	Tropicana Entertainment, Inc.^(12)(13)		615,307

			$	620,810

Nonferrous Metals/Minerals — 0.0%⁽⁹⁾
	701	Euramax International, Inc.^(4)(12)(13)	$	217,372

			$	217,372

Oil and Gas — 0.0%⁽⁹⁾
	1,397	SemGroup Corp.⁽¹²⁾	$	40,234

			$	40,234

Publishing — 0.4%
	3,990	Ion Media Networks, Inc.^(4)(12)(13)	$	1,855,350
	10,718	MediaNews Group, Inc.^(4)(12)(13)		203,640
	2,290	Source Interlink Companies, Inc.^(4)(12)(13)		28,854
	9,554	SuperMedia, Inc.⁽¹²⁾		67,929

			$	2,155,773


Shares		Security	Value
Steel — 0.1%
	23,138	KNIA Holdings, Inc.^(4)(12)(13)	$	268,170
	19,800	RathGibson Acquisition Co., LLC^(4)(12)(14)		464,112

			$	732,282


Total Common Stocks (identified cost $4,844,511)			$	9,149,418

Preferred Stocks — 0.0%⁽⁹⁾


Shares		Security	Value
Ecological Services and Equipment — 0.0%⁽⁹⁾
	1,422	Environmental Systems Products Holdings, Inc., Series A^(4)(12)(14)	$	88,477

			$	88,477


Total Preferred Stocks (identified cost $24,885)			$	88,477

Warrants — 0.0%⁽⁹⁾


Shares		Security	Value

Oil and Gas — 0.0%⁽⁹⁾
	1,470	SemGroup Corp., Expires 11/30/14⁽¹²⁾	$	10,290

			$	10,290

Publishing — 0.0%
	1,450	Reader’s Digest Association, Inc. (The), Expires 2/19/14^(4)(12)(13)	$	0

			$	0


Total Warrants (identified cost $15)			$	10,290

Miscellaneous — 0.0%


Shares		Security	Value
Air Transport — 0.0%
	1,000,000	Delta Air Lines, Inc., Escrow Certificate⁽¹²⁾	$	0

			$	0


Total Miscellaneous (identified cost $0)			$	0

Short-Term Investments — 4.7%


Interest/
Principal
Amount
(000’s omitted)		Description	Value
$	22,179	Eaton Vance Cash Reserves Fund, LLC, 0.21%⁽¹⁵⁾	$	22,179,247
	2,273	State Street Bank and Trust Euro Time Deposit, 0.01%, 2/1/11		2,273,265


Total Short-Term Investments (identified cost $24,452,512)			$	24,452,512


Total Investments — 153.1% (identified cost $792,604,343)			$	801,949,218


Less Unfunded Loan Commitments — (0.0)%⁽⁹⁾			$	(284,389	)


Net Investments — 153.1% (identified cost $792,319,954)			$	801,664,829


Other Assets, Less Liabilities — (28.0)%			$	(146,690,837	)


Auction Preferred Shares Plus Cumulative Unpaid Dividends — (25.1)%			$	(131,312,835	)


Net Assets Applicable to Common Shares — 100.0%			$	523,661,157



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

EUR	-	Euro

GBP	-	British Pound Sterling

*		In U.S. dollars unless otherwise indicated.

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

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

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

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

(5)		Currently the issuer is in default with respect to interest payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

(6)		Defaulted matured security. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

(7)		This Senior Loan will settle after January 31, 2011, at which time the interest rate will be determined.

(8)		Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be sold in certain transactions (normally to qualified institutional buyers) and remain exempt from registration. At January 31, 2011, the aggregate value of these securities is $25,339,151 or 4.8% of the Trust’s net assets applicable to common shares.

(9)		Amount is less than 0.05%.

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

(11)		Variable rate security. The stated interest rate represents the rate in effect at January 31, 2011.

(12)		Non-income producing security.

(13)		Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale.

(14)		Restricted security.

(15)		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, 2011. Net income allocated from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended January 31, 2011 was $9,386.

A summary of open financial instruments at January 31, 2011 is as follows:

Forward Foreign Currency Exchange Contracts

Sales


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

2/28/11	British Pound Sterling 3,197,000	United States Dollar 5,092,821	HSBC Bank USA	$	(27,315	)
2/28/11	Euro 10,000,000	United States Dollar 13,721,000	Goldman Sachs, Inc.		34,140
2/28/11	Euro 1,000,000	United States Dollar 1,345,530	State Street Bank and Trust Company		(23,156	)
3/31/11	British Pound Sterling 3,197,000	United States Dollar 5,091,958	Goldman Sachs, Inc.		(26,895	)
3/31/11	Euro 10,000,000	United States Dollar 13,725,000	HSBC Bank USA		43,155
4/28/11	British Pound Sterling 3,292,527	United States Dollar 5,241,111	JPMorgan Chase Bank		(29,433	)
4/29/11	Euro 9,721,664	United States Dollar 13,342,886	Deutsche Bank		46,994

				$	17,490

At January 31, 2011, the Trust had sufficient cash and/or securities to cover commitments under these contracts.

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

At January 31, 2011, the aggregate fair value of derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) in an asset position and in a liability position and whose primary underlying risk exposure is foreign exchange risk was $124,289 and $106,799, respectively.

The cost and unrealized appreciation (depreciation) of investments of the Trust at January 31, 2011, as determined on a federal income tax basis, were as follows:


Aggregate cost	$	793,091,044

Gross unrealized appreciation	$	27,058,135
Gross unrealized depreciation		(18,484,350	)

Net unrealized appreciation	$	8,573,785

Restricted Securities

At January 31, 2011, the Trust owned the following securities (representing less than 0.2% of net assets applicable to common shares) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Trust has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.


	Date of
Description	Acquisition		Shares		Cost			Value
Common Stocks
Environmental Systems Products Holdings, Inc.		10/25/07		6,211	$	0	⁽¹⁾	$	39,378
Panolam Holdings Co.		12/30/09		253		139,024			201,163
RathGibson Acquisition Co., LLC		6/14/10		19,800		105,079			464,112

Total Common Stocks					$	244,103		$	704,653

Preferred Stocks
Environmental Systems Products Holdings, Inc., Series A		10/25/07		1,422	$	24,885		$	88,477

					$	24,885		$	88,477

Total Restricted Securities					$	268,988		$	793,130


(1)		Less than $0.50.

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.


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

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

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

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At January 31, 2011, the hierarchy of inputs used in valuing the Trust’s investments, which are carried at value, were as follows:


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

Asset Description	(Level 1)		(Level 2)			(Level 3)		Total

Senior Floating-Rate Interests (Less Unfunded Loan Commitments)	$	—	$	701,411,207		$	3,021,030	$	704,432,237
Corporate Bonds & Notes		—		54,848,872			474,896		55,323,768
Asset-Backed Securities		—		8,208,127			—		8,208,127
Common Stocks		375,603		2,827,771			5,946,044		9,149,418
Preferred Stocks		—		—			88,477		88,477
Warrants		—		10,290			0		10,290
Miscellaneous		—		0			—		0
Short-Term Investments		—		24,452,512			—		24,452,512


Total Investments	$	375,603	$	791,758,779		$	9,530,447	$	801,664,829


Forward Foreign Currency Exchange Contracts	$	—	$	124,289		$	—	$	124,289


Total	$	375,603	$	791,883,068		$	9,530,447	$	801,789,118



Liability Description
Forward Foreign Currency Exchange Contracts	$	—	$	(106,799	)	$	—	$	(106,799	)


Total	$	—	$	(106,799	)	$	—	$	(106,799	)

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


	Investments in
	Senior			Investments in
	Floating-Rate			Corporate			Investments in			Investments in			Investments
	Interests			Bonds & Notes			Common Stocks			Preferred Stocks			in Warrants		Total
Balance as of October 31, 2010	$	1,958,716		$	528,020		$	1,650,143		$	328,797		$	0	$	4,465,676
Realized gains (losses)		(500,105	)		—			84,460			117,398			—		(298,247	)
Change in net unrealized appreciation (depreciation)		383,670			7,983			2,041,501			(215,418	)		—		2,217,736
Cost of purchases		199,606			—			1,828			—			—		201,434
Proceeds from sales		(42,018	)		(64,118	)		(219,495	)		(142,300	)		—		(467,931	)
Accrued discount (premium)		3,427			3,011			—			—			—		6,438
Transfers to Level 3*		1,017,734			—			2,387,607			—			—		3,405,341
Transfers from Level 3*		—			—			—			—			—		—

Balance as of January 31, 2011	$	3,021,030		$	474,896		$	5,946,044		$	88,477		$	0	$	9,530,447


Change in net unrealized appreciation (depreciation) on investments still held as of January 31, 2011	$	(116,330	)	$	(1,459	)	$	2,041,501		$	(75,863	)	$	—	$	1,847,849


*		Transfers are reflected at the value of the securities at the beginning of the period. Transfers from Level 2 to Level 3 were due to a reduction in the availability of significant observable inputs in determining the fair value of these investments. Transfers from Level 3 to Level 2 were due to increased market trading activity resulting in the availability of significant observable inputs in determining the fair value of these investments.

At January 31, 2011, the value of investments transferred between Level 1 and Level 2, if any, during the fiscal year to date then ended was not significant.

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

Item 2. Controls and Procedures

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

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

Signatures

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

Eaton Vance Senior Floating-Rate Trust



	By:	/s/ Scott H. Page
		Scott H. Page
		President

Date: March 24, 2011

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



	By:	/s/ Scott H. Page
		Scott H. Page
		President

Date: March 24, 2011



	By:	/s/ Barbara E. Campbell
		Barbara E. Campbell
		Treasurer

Date: March 24, 2011