UNITED STATES
SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES

Investment Company Act File Number	811-21411
Eaton Vance Senior Floating-Rate Trust
(Exact Name of Registrant as Specified in Charter)
The Eaton Vance Building, 255 State Street, Boston, Massachusetts	02109
(Address of Principal Executive Offices)	(Zip code)
Alan R. Dynner, Esq. Eaton Vance Management, 255 State Street, Boston, Massachusetts 02109
(Name and Address of Agent for Services)
Registrant’s Telephone Number, Including Area Code:	(617) 482-8260
Date of Fiscal Year End:	October 31
Date of Reporting Period:	January 31, 2006

Item 1. Schedule of Investments

Eaton Vance Senior Floating-Rate Trust                                                                                     as of January 31, 2006

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating Rate Interests — 137.4% (1)

Principal Amount		Borrower/Tranche Description	Value
Aerospace and Defense — 2.9%
		Alliant Techsystems, Inc.
$	596,625	Term Loan, 5.78%, Maturing March 31, 2009	$	599,608
		Delta Air Lines, Inc.
2,075,000		Term Loan, 13.51%, Maturing March 16, 2008	2,143,734
		Dresser Rand Group, Inc.
1,840,457		Term Loan, 6.39%, Maturing October 29, 2011	1,873,241
		Hexcel Corp.
1,735,778		Term Loan, 6.30%, Maturing March 1, 2012	1,754,581
		IAP Worldwide Services, Inc.
975,000		Term Loan, 7.63%, Maturing December 30, 2012	986,578
		K&F Industries, Inc.
1,635,814		Term Loan, 6.87%, Maturing November 18, 2012	1,656,262
		Mid-Western Aircraft Systems, Inc.
1,920,350		Term Loan, 6.85%, Maturing December 31, 2011	1,948,556
		Standard Aero Holdings, Inc.
1,464,538		Term Loan, 6.89%, Maturing August 24, 2012	1,456,300
		Transdigm, Inc.
1,969,937		Term Loan, 6.58%, Maturing July 22, 2010	1,997,331
		Vought Aircraft Industries, Inc.
2,164,435		Term Loan, 7.07%, Maturing December 22, 2011	2,187,703
		Wam Aquisition, S.A.
695,118		Term Loan, 7.28%, Maturing April 8, 2013	702,017
695,118		Term Loan, 7.78%, Maturing April 8, 2014	704,936
		Wyle Laboratories, Inc.
277,900		Term Loan, 7.02%, Maturing January 28, 2011	282,329
			$	18,293,176
Air Transport — 0.5%
		United Airlines, Inc.
825,000		DIP Loan, 0.00%, Maturing March 31, 2006 (2)	827,578
1,978,812		Term Loan, 8.62%, Maturing December 31, 2006	1,994,890
			$	2,822,468
Automotive — 7.0%
		Accuride Corp.
2,755,442		Term Loan, 6.55%, Maturing January 31, 2012	2,792,296
		AE Europe Group, LLC
997,500		Term Loan, 7.51%, Maturing October 11, 2011	1,009,345
		Affina Group, Inc.
1,440,285		Term Loan, 7.67%, Maturing November 30, 2011	1,432,363
		Axletech International Holding, Inc.
1,750,000		Term Loan, 10.95%, Maturing April 21, 2013	1,762,395

1

		Collins & Aikman Products Co.
$	695,155	Term Loan, 11.00%, Maturing August 31, 2011	$	673,059
		CSA Acquisition Corp.
608,634		Term Loan, 6.56%, Maturing December 23, 2011	611,221
979,107		Term Loan, 6.56%, Maturing December 23, 2011	983,268
		Dayco Products, LLC
2,846,333		Term Loan, 7.30%, Maturing June 23, 2011	2,880,133
		Exide Technologies, Inc.
612,574		Term Loan, 9.38%, Maturing May 5, 2010	616,786
611,943		Term Loan, 9.39%, Maturing May 5, 2010	616,151
		Federal-Mogul Corp.
7,434,538		Revolving Loan, 6.09%, Maturing December 9, 2006 (2)	6,939,680
2,559,019		Term Loan, 6.81%, Maturing December 9, 2006	2,385,486
		Goodyear Tire & Rubber Co.
880,000		Term Loan, 5.94%, Maturing April 30, 2010	888,486
2,950,000		Term Loan, 7.06%, Maturing April 30, 2010	2,983,494
1,000,000		Term Loan, 7.81%, Maturing March 1, 2011	1,004,500
		HLI Operating Co., Inc.
1,825,749		Term Loan, 7.65%, Maturing June 3, 2009	1,825,097
		Key Automotive Group
1,345,145		Term Loan, 7.39%, Maturing June 29, 2010	1,345,145
		Keystone Automotive Operations, Inc.
1,625,000		Term Loan, 7.06%, Maturing October 30, 2010	1,632,109
		R.J. Tower Corp.
1,725,000		DIP Revolving Loan, 7.25%, Maturing February 2, 2007	1,761,965
		Tenneco Automotive, Inc.
1,994,254		Term Loan, 6.63%, Maturing December 12, 2009	2,027,159
1,656,896		Term Loan, 6.64%, Maturing December 12, 2010	1,684,235
		TI Automotive, Ltd.
1,197,280		Term Loan, 7.94%, Maturing June 30, 2011	1,180,818
		TRW Automotive, Inc.
4,551,889		Term Loan, 6.25%, Maturing June 30, 2012	4,559,791
		Visteon Corp.
500,000		Term Loan, 9.18%, Maturing June 20, 2007	504,937
			$	44,099,919
Beverage and Tobacco — 2.0%
		Alliance One International, Inc.
774,150		Term Loan, 8.03%, Maturing May 13, 2010	777,053
		Constellation Brands, Inc.
4,516,628		Term Loan, 5.90%, Maturing November 30, 2011	4,575,064
		Culligan International Co.
1,163,250		Term Loan, 6.97%, Maturing September 30, 2011	1,179,487
		National Dairy Holdings, L.P.
794,000		Term Loan, 6.57%, Maturing March 15, 2012	798,466
		National Distribution Company
785,000		Term Loan, 11.06%, Maturing June 22, 2010	786,962

2

		Southern Wine & Spirits of America, Inc.
$	3,770,928	Term Loan, 6.03%, Maturing June 1, 2012	$	3,808,049
		Sunny Delight Beverages Co.
395,294		Term Loan, 8.46%, Maturing August 20, 2010	392,329
			$	12,317,410
Building and Development — 11.7%
		AP-Newkirk Holdings, LLC
1,950,000		Term Loan, 6.99%, Maturing December 21, 2007	1,967,062
		Biomed Realty, L.P.
3,055,000		Term Loan, 6.64%, Maturing May 31, 2010	3,062,637
		DMB / CH II LLC
385,000		Term Loan, 7.06%, Maturing September 9, 2009	385,962
		Epco / Fantome, LLC
1,525,000		Term Loan, 7.57%, Maturing November 23, 2010	1,526,906
		Formica Corp.
363,392		Term Loan, 9.50%, Maturing June 10, 2010	365,209
293,233		Term Loan, 9.50%, Maturing June 10, 2010	294,699
710,576		Term Loan, 9.51%, Maturing June 10, 2010	714,129
1,019,303		Term Loan, 9.51%, Maturing June 10, 2010	1,024,399
		FT-FIN Acquisition, LLC
1,229,345		Term Loan, 8.94%, Maturing November 17, 2007	1,232,418
		Gables GP, Inc.
1,653,803		Term Loan, 6.16%, Maturing September 30, 2006	1,664,483
		General Growth Properties, Inc.
8,630,435		Term Loan, 6.57%, Maturing November 12, 2008	8,656,145
		Hovstone Holdings, LLC
1,230,000		Term Loan, 6.78%, Maturing February 28, 2009	1,233,075
		Kyle Acquisition Group, LLC
730,712		Term Loan, 6.50%, Maturing July 20, 2010	735,736
		Landsource Communities, LLC
6,011,000		Term Loan, 7.00%, Maturing March 31, 2010	6,074,867
		LNR Property Corp.
2,772,669		Term Loan, 7.28%, Maturing February 3, 2008	2,796,498
1,399,850		Term Loan, 7.42%, Maturing February 3, 2008	1,408,599
		LNR Property Holdings
935,000		Term Loan, 8.77%, Maturing March 3, 2008	944,350
		MAAX Corp.
713,489		Term Loan, 7.51%, Maturing June 4, 2011	692,084
		Mueller Group, Inc.
3,541,125		Term Loan, 6.75%, Maturing October 3, 2012	3,587,602
		NCI Building Systems, Inc.
741,125		Term Loan, 5.85%, Maturing June 18, 2010	745,989
		Newkirk Master, L.P.
4,003,078		Term Loan, 6.14%, Maturing August 11, 2008	4,038,105
		Nortek, Inc.
2,760,038		Term Loan, 6.95%, Maturing August 27, 2011	2,785,052

3

		Panolam Industries Holdings, Inc.
$	648,375	Term Loan, 7.28%, Maturing September 30, 2012	$	658,101
		Ply Gem Industries, Inc.
699,129		Term Loan, 6.64%, Maturing February 12, 2011	704,373
1,099,083		Term Loan, 7.19%, Maturing February 12, 2011	1,107,326
189,975		Term Loan, 7.19%, Maturing February 12, 2011	191,400
		Shea Capital I, LLC
625,000		Term Loan, 6.26%, Maturing October 27, 2011	626,562
		South Edge, LLC
787,500		Term Loan, 6.57%, Maturing October 31, 2009	793,078
		St. Marys Cement, Inc.
5,870,151		Term Loan, 6.53%, Maturing December 4, 2010	5,958,203
		Stile Acquisition Corp.
2,143,221		Term Loan, 6.63%, Maturing April 6, 2013	2,093,436
		Stile U.S. Acquisition Corp.
2,146,872		Term Loan, 6.63%, Maturing April 6, 2013	2,097,003
		Sugarloaf Mills, L.P.
1,500,000		Term Loan, 6.26%, Maturing April 7, 2007	1,507,500
		TE / Tousa Senior, LLC
1,575,000		Term Loan, 7.19%, Maturing July 29, 2008	1,588,781
		The Woodlands Community Property Co.
1,022,000		Term Loan, 6.78%, Maturing November 30, 2007	1,029,665
1,319,000		Term Loan, 8.78%, Maturing November 30, 2007	1,338,785
		Tousa/Kolter, LLC
2,070,000		Term Loan, 5.88%, Maturing January 7, 2008 (2)	2,080,350
		Tru 2005 Re Holding Co.
4,100,000		Term Loan, 7.39%, Maturing December 9, 2008	4,083,772
		Trustreet Properties, Inc.
1,465,000		Term Loan, 6.39%, Maturing April 8, 2010	1,479,650
			$	73,273,991
Business Equipment and Services — 5.9%
		Acco Brands Corp.
1,634,313		Term Loan, 6.25%, Maturing August 17, 2012	1,655,967
		Affinion Group, Inc.
2,246,512		Term Loan, 7.10%, Maturing October 17, 2012	2,235,279
		Allied Security Holdings, LLC
1,628,285		Term Loan, 8.28%, Maturing June 30, 2010	1,648,639
		Baker & Taylor, Inc.
2,200,000		Term Loan, 11.00%, Maturing May 6, 2011	2,227,500
		Buhrmann US, Inc.
3,131,327		Term Loan, 6.20%, Maturing December 31, 2010	3,179,603
		DynCorp International, LLC
1,220,775		Term Loan, 7.13%, Maturing February 11, 2011	1,233,492
		Global Imaging Systems, Inc.
483,894		Term Loan, 5.99%, Maturing May 10, 2010	487,523

4

		Info USA, Inc.
$	738,636	Term Loan, 9.00%, Maturing March 25, 2009	$		740,483
485,777		Term Loan, 9.25%, Maturing June 4, 2010	486,992
		Iron Mountain, Inc.
2,303,900		Term Loan, 6.19%, Maturing April 2, 2011	2,325,140
		Language Line, Inc.
2,496,758		Term Loan, 8.88%, Maturing June 11, 2011	2,513,923
		Mitchell International, Inc.
739,942		Term Loan, 6.53%, Maturing August 15, 2011	751,041
		N.E.W. Holdings I, LLC
895,228		Term Loan, 7.77%, Maturing July 1, 2011	906,418
		Protection One, Inc.
921,259		Term Loan, 7.44%, Maturing April 18, 2011	931,047
		SGS International, Inc.
700,000		Term Loan, 7.17%, Maturing December 30, 2011	708,750
		Sungard Data Systems, Inc.
13,034,500		Term Loan, 6.81%, Maturing February 11, 2013	13,183,849
		Transaction Network Services, Inc.
783,819		Term Loan, 6.48%, Maturing May 4, 2012	785,779
		Western Inventory Services
525,000		Term Loan, 11.28%, Maturing October 14, 2011	528,937
		Williams Scotsman, Inc.
750,000		Term Loan, 6.91%, Maturing June 28, 2010	760,156
			$		37,290,518
Cable and Satellite Television — 8.1%
		Adelphia Communications Corp.
3,382,074		DIP Loan, 6.31%, Maturing March 31, 2006		3,398,985
		Atlantic Broadband Finance, LLC
4,294,434		Term Loan, 7.20%, Maturing September 1, 2011		4,370,931
		Bragg Communications, Inc.
1,036,875		Term Loan, 6.46%, Maturing August 31, 2011		1,047,892
		Bresnan Communications, LLC
2,000,000		Term Loan, 8.05%, Maturing March 31, 2010		2,022,500
		Canadian Cable Acquisition
1,477,500		Term Loan, 7.53%, Maturing July 30, 2011		1,498,739
		Cebridge Connections, Inc.
1,483,575		Term Loan, 7.49%, Maturing February 23, 2009		1,492,847
1,572,000		Term Loan, 10.43%, Maturing February 23, 2010		1,630,950
		Charter Communications Operating, LLC
12,149,645		Term Loan, 7.92%, Maturing April 27, 2011		12,248,361
		Insight Midwest Holdings, LLC
7,090,226		Term Loan, 6.56%, Maturing December 31, 2009		7,196,579
		MCC Iowa, LLC
5,910,338		Term Loan, 6.45%, Maturing February 3, 2014		5,996,682
		Mediacom Illinois, LLC
2,791,800		Term Loan, 6.64%, Maturing March 31, 2013		2,833,895

5

		NTL, Inc.
$	2,300,000	Term Loan, 7.44%, Maturing April 13, 2012	$	2,312,937
		UGS Corp.
2,434,989		Term Loan, 6.55%, Maturing March 31, 2012	2,468,470
		UPC Broadband Holdings B.V.
2,390,000		Term Loan, 7.28%, Maturing September 30, 2012	2,419,234
			$	50,939,002
Chemicals and Plastics — 7.4%
		Basell Af S.A.R.L.
312,500		Term Loan, 6.91%, Maturing August 1, 2013	317,676
62,500		Term Loan, 6.91%, Maturing August 1, 2013	63,443
312,500		Term Loan, 7.67%, Maturing August 1, 2014	317,676
62,500		Term Loan, 7.67%, Maturing August 1, 2014	63,488
		Brenntag Holding GmbH and Co. KG
373,091		Term Loan, 6.92%, Maturing December 23, 2013	379,154
1,526,909		Term Loan, 6.92%, Maturing December 23, 2013	1,551,340
		Celanese Holdings, LLC
4,290,222		Term Loan, 6.53%, Maturing April 6, 2011	4,341,169
		Gentek, Inc.
555,561		Term Loan, 7.09%, Maturing February 25, 2011	560,908
800,000		Term Loan, 10.35%, Maturing February 25, 2012	798,500
		Hercules, Inc.
869,513		Term Loan, 6.31%, Maturing October 8, 2010	880,925
		Hexion Specialty Chemicals, Inc.
170,000		Term Loan, 4.29%, Maturing May 31, 2012	172,709
972,414		Term Loan, 7.06%, Maturing May 31, 2012	987,912
704,162		Term Loan, 7.13%, Maturing May 31, 2012	715,384
		Huntsman, LLC
5,777,409		Term Loan, 6.23%, Maturing August 16, 2012	5,815,327
		Innophos, Inc.
936,508		Term Loan, 6.80%, Maturing August 13, 2010	949,775
		Invista B.V.
2,651,462		Term Loan, 6.38%, Maturing April 29, 2011	2,683,499
1,347,822		Term Loan, 6.38%, Maturing April 29, 2011	1,364,108
		ISP Chemco, Inc.
1,473,750		Term Loan, 6.47%, Maturing March 27, 2011	1,492,172
		Kraton Polymer, LLC
3,283,285		Term Loan, 7.02%, Maturing December 23, 2010	3,332,534
		Mosaic Co.
1,429,200		Term Loan, 6.18%, Maturing February 21, 2012	1,444,743
		Nalco Co.
6,594,684		Term Loan, 6.56%, Maturing November 4, 2010	6,686,601
		PQ Corp.
1,267,303		Term Loan, 6.56%, Maturing February 11, 2012	1,283,936
		Professional Paint, Inc.
914,062		Term Loan, 7.29%, Maturing September 30, 2011	920,918

6

		Rockwood Specialties Group, Inc.
$	4,405,500	Term Loan, 6.67%, Maturing December 10, 2012	$	4,464,353
		Solo Cup Co.
2,663,359		Term Loan, 7.03%, Maturing February 27, 2011	2,690,547
		Wellman, Inc.
2,250,000		Term Loan, 8.25%, Maturing February 10, 2009	2,283,750
			$	46,562,547
Clothing/Textiles — 0.2%
		St. John Knits International, Inc.
699,001		Term Loan, 7.06%, Maturing March 23, 2012	709,486
		The William Carter Co.
795,559		Term Loan, 6.49%, Maturing July 14, 2012	804,841
			$	1,514,327
Conglomerates — 3.6%
		Amsted Industries, Inc.
1,814,377		Term Loan, 7.10%, Maturing October 15, 2010	1,842,350
		Blount, Inc.
536,141		Term Loan, 7.00%, Maturing August 9, 2010	541,726
		Euramax International, Inc.
687,735		Term Loan, 7.25%, Maturing June 28, 2012	685,443
501,316		Term Loan, 11.54%, Maturing June 28, 2013	473,743
248,684		Term Loan, 11.54%, Maturing June 28, 2013	235,007
		Goodman Global Holdings, Inc.
1,072,020		Term Loan, 6.94%, Maturing December 23, 2011	1,088,770
		Jarden Corp.
1,581,799		Term Loan, 6.28%, Maturing January 24, 2012	1,589,312
2,807,292		Term Loan, 6.53%, Maturing January 24, 2012	2,831,606
		Johnson Diversey, Inc.
3,792,693		Term Loan, 6.78%, Maturing December 16, 2011	3,831,568
		Polymer Group, Inc.
2,575,000		Term Loan, 6.77%, Maturing November 22, 2012	2,605,578
		PP Acquisition Corp.
2,484,409		Term Loan, 7.53%, Maturing November 12, 2011	2,473,023
		Rexnord Corp.
3,291,006		Term Loan, 6.49%, Maturing December 31, 2011	3,333,516
		US Investigations Services, Inc.
698,250		Term Loan, 7.00%, Maturing October 14, 2012	703,050
550,000		Term Loan, 7.04%, Maturing October 14, 2013	553,781
			$	22,788,473
Containers and Glass Products — 6.5%
		Berry Plastics Corp.
2,120,065		Term Loan, 6.45%, Maturing December 2, 2011	2,150,541
		BWAY Corp.
510,593		Term Loan, 6.56%, Maturing June 30, 2011	518,093

7

		Consolidated Container Holding, LLC
$	1,182,000	Term Loan, 7.50%, Maturing December 15, 2008	$	1,193,081
		Crown America, Inc.
500,000		Revolving Loan, 0.00%, Maturing February 15, 2010 (2)	482,500
625,000		Term Loan, 6.00%, Maturing November 15, 2012	629,883
		Dr. Pepper/Seven Up Bottling Group, Inc.
5,926,371		Term Loan, 6.48%, Maturing December 19, 2010	6,016,007
		Graham Packaging Holdings Co.
4,356,000		Term Loan, 6.84%, Maturing October 7, 2011	4,414,728
2,000,000		Term Loan, 8.81%, Maturing April 7, 2012	2,049,166
		Graphic Packaging International, Inc.
5,427,325		Term Loan, 6.98%, Maturing August 8, 2010	5,517,218
		IPG (US), Inc.
2,157,688		Term Loan, 6.74%, Maturing July 28, 2011	2,190,053
		JSG Acquisitions
1,845,000		Term Loan, 7.24%, Maturing December 31, 2013	1,844,078
1,845,000		Term Loan, 7.74%, Maturing December 13, 2014	1,844,078
		Owens-Illinois, Inc.
1,216,832		Term Loan, 6.18%, Maturing April 1, 2007	1,222,155
788,429		Term Loan, 6.27%, Maturing April 1, 2008	793,233
1,178,229		Term Loan, 6.35%, Maturing April 1, 2008	1,185,961
		Smurfit-Stone Container Corp.
589,195		Term Loan, 4.29%, Maturing November 1, 2010	595,566
4,228,086		Term Loan, 6.71%, Maturing November 1, 2011	4,274,595
1,481,719		Term Loan, 6.73%, Maturing November 1, 2011	1,498,018
673,313		Term Loan, 6.81%, Maturing November 1, 2011	680,719
		U.S. Can Corp.
1,473,750		Term Loan, 8.31%, Maturing January 15, 2010	1,488,488
			$	40,588,161
Cosmetics/Toiletries — 0.6%
		American Safety Razor Co.
895,574		Term Loan, 7.15%, Maturing February 28, 2012	909,007
		Prestige Brands, Inc.
1,768,500		Term Loan, 6.31%, Maturing April 6, 2011	1,786,185
		Revlon Consumer Products Corp.
945,000		Term Loan, 10.23%, Maturing July 9, 2010	974,679
			$	3,669,871
Drugs — 1.1%
		Patheon, Inc.
1,825,000		Term Loan, 6.91%, Maturing December 14, 2011	1,836,406
		Warner Chilcott Corp.
44,164		Term Loan, 7.36%, Maturing January 31, 2006	44,252
8,833		Term Loan, 0.00%, Maturing June 30, 2006 (2)	8,850
3,112,679		Term Loan, 7.14%, Maturing January 18, 2012	3,129,945

8

$	1,254,258	Term Loan, 7.28%, Maturing January 18, 2012	$	1,261,215
579,432		Term Loan, 7.28%, Maturing January 18, 2012	582,646
			$	6,863,314
Ecological Services and Equipment — 2.3%
		Alderwoods Group, Inc.
212,883		Term Loan, 6.36%, Maturing September 29, 2009	215,544
		Allied Waste Industries, Inc.
1,310,943		Term Loan, 2.31%, Maturing January 15, 2012	1,323,152
3,376,587		Term Loan, 6.35%, Maturing January 15, 2012	3,406,659
		Envirocare of Utah, LLC
1,420,682		Term Loan, 7.38%, Maturing April 15, 2010	1,439,624
500,000		Term Loan, 10.13%, Maturing April 15, 2012	512,500
		Environmental Systems, Inc.
1,184,107		Term Loan, 8.07%, Maturing December 12, 2008	1,206,680
2,500,000		Term Loan, 14.52%, Maturing December 12, 2010	2,550,000
		IESI Corp.
970,588		Term Loan, 6.56%, Maturing January 20, 2012	984,844
		Sensus Metering Systems, Inc.
315,326		Term Loan, 6.81%, Maturing December 17, 2010	318,775
2,439,130		Term Loan, 6.84%, Maturing December 17, 2010	2,465,810
			$	14,423,588
Electronics/Electrical — 3.3%
		AMI Semiconductor, Inc.
2,076,573		Term Loan, 6.06%, Maturing April 1, 2012	2,090,417
		Aspect Software, Inc.
1,150,000		Term Loan, 6.56%, Maturing September 22, 2010	1,160,781
		Avago Technologies Finance PTE
1,225,000		Term Loan, 6.85%, Maturing December 1, 2012	1,229,403
		Communications & Power, Inc.
1,022,222		Term Loan, 6.72%, Maturing July 23, 2010	1,032,018
		Enersys Capital, Inc.
1,083,500		Term Loan, 6.40%, Maturing March 17, 2011	1,096,367
		Fairchild Semiconductor Corp.
1,954,004		Term Loan, 6.31%, Maturing December 31, 2010	1,980,871
		Invensys International Holdings Ltd.
2,128,616		Term Loan, 7.79%, Maturing September 4, 2009	2,155,223
		Rayovac Corp.
3,453,516		Term Loan, 6.91%, Maturing February 7, 2012	3,490,209
		Security Co., Inc.
985,011		Term Loan, 9.50%, Maturing June 30, 2010	992,398
1,000,000		Term Loan, 12.06%, Maturing June 30, 2011	1,013,750
		SSA Global Technologies, Inc.
497,500		Term Loan, 6.52%, Maturing September 22, 2011	501,231
		Telcordia Technologies, Inc.
2,713,266		Term Loan, 6.91%, Maturing September 15, 2012	2,684,437

9

		Vertafore, Inc.
$	500,000	Term Loan, 10.54%, Maturing December 22, 2011	$	505,000
		Viasystems, Inc.
491,898		Term Loan, 8.83%, Maturing September 30, 2009	497,432
			$	20,429,537
Equipment Leasing — 2.1%
		Ashtead Group, PLC
990,000		Term Loan, 6.13%, Maturing November 12, 2009	1,000,210
		Maxim Crane Works, L.P.
1,450,000		Term Loan, 9.94%, Maturing January 28, 2012	1,490,480
		The Hertz Corp.
468,800		Term Loan, 0.00%, Maturing December 21, 2012 (2)	475,214
400,000		Term Loan, 4.50%, Maturing December 21, 2012	406,136
2,731,200		Term Loan, 6.65%, Maturing December 21, 2012	2,773,099
		United Rentals, Inc.
1,121,250		Term Loan, 4.39%, Maturing February 14, 2011	1,135,266
5,508,141		Term Loan, 6.79%, Maturing February 14, 2011	5,576,993
			$	12,857,398
Farming/Agriculture — 0.2%
		Central Garden & Pet Co.
1,521,961		Term Loan, 6.28%, Maturing May 15, 2009	1,527,668
			$	1,527,668
Financial Intermediaries — 3.1%
		AIMCO Properties, L.P.
1,300,000		Term Loan, 6.35%, Maturing November 2, 2009	1,318,282
2,000,000		Term Loan, 6.42%, Maturing November 2, 2009	2,030,626
		Ameritrade Holding Corp.
4,225,000		Term Loan, 6.04%, Maturing December 31, 2012	4,251,934
		Coinstar, Inc.
576,139		Term Loan, 6.55%, Maturing July 7, 2011	582,260
		Fidelity National Information Solutions, Inc.
6,437,200		Term Loan, 4.51%, Maturing March 9, 2013	6,482,260
		LPL Holdings, Inc.
3,625,000		Term Loan, 7.88%, Maturing June 30, 2013	3,612,918
		The Macerich Partnership, L.P.
1,210,000		Term Loan, 5.94%, Maturing April 25, 2010	1,218,823
			$	19,497,103
Food Products — 2.9%
		Acosta, Inc.
1,025,000		Term Loan, 6.82%, Maturing December 6, 2012	1,036,531
		BF Bolthouse HoldCo, LLC
1,150,000		Term Loan, 9.92%, Maturing December 16, 2013	1,178,270
		Chiquita Brands, LLC
1,184,050		Term Loan, 6.56%, Maturing June 28, 2012	1,198,111

10

		Del Monte Corp.
$	873,400	Term Loan, 6.14%, Maturing February 8, 2012	$	886,501
		Doane Pet Care Co.
548,625		Term Loan, 6.77%, Maturing October 21, 2012	556,511
		Dole Food Company, Inc.
1,645,279		Term Loan, 6.06%, Maturing April 18, 2012	1,654,093
		Herbalife International, Inc.
251,365		Term Loan, 6.39%, Maturing December 21, 2010	253,774
		Michael Foods, Inc.
4,566,107		Term Loan, 6.66%, Maturing November 21, 2010	4,629,840
		Pinnacle Foods Holdings Corp.
5,061,026		Term Loan, 7.78%, Maturing November 25, 2010	5,133,146
		Reddy Ice Group, Inc.
1,970,000		Term Loan, 6.32%, Maturing August 9, 2012	1,990,317
			$	18,517,094
Food Service — 3.2%
		AFC Enterprises, Inc.
1,572,100		Term Loan, 6.81%, Maturing May 11, 2011	1,591,751
		Buffets, Inc.
418,182		Term Loan, 3.60%, Maturing June 28, 2009	422,364
1,987,198		Term Loan, 8.18%, Maturing June 28, 2009	2,007,070
		Burger King Corp.
1,412,900		Term Loan, 6.31%, Maturing June 30, 2012	1,429,678
		Carrols Corp.
2,450,141		Term Loan, 7.00%, Maturing December 31, 2010	2,486,893
		CKE Restaurants, Inc.
343,474		Term Loan, 6.50%, Maturing May 1, 2010	347,338
		Denny’s, Inc.
960,309		Term Loan, 7.61%, Maturing September 30, 2009	979,315
		Domino’s, Inc.
5,702,436		Term Loan, 6.06%, Maturing June 25, 2010	5,770,153
		Gate Gourmet Borrower, LLC
1,415,790		Term Loan, 11.92%, Maturing December 31, 2008	1,419,330
		Jack in the Box, Inc.
2,939,999		Term Loan, 5.92%, Maturing January 8, 2011	2,971,237
		Weight Watchers International, Inc.
913,438		Term Loan, 6.10%, Maturing March 31, 2010	924,475
			$	20,349,604
Food/Drug Retailers — 2.2%
		Cumberland Farms, Inc.
852,465		Term Loan, 6.88%, Maturing September 8, 2008	857,261
		General Nutrition Centers, Inc.
1,010,606		Term Loan, 7.49%, Maturing December 7, 2009	1,024,818
1,000,000		Revolving Loan, 0.00%, Maturing December 15, 2009 (2)	985,000
		Giant Eagle, Inc.
1,850,000		Term Loan, 5.98%, Maturing November 7, 2012	1,861,274

11

		Roundy’s Supermarkets, Inc.
$	3,425,000	Term Loan, 7.46%, Maturing November 3, 2011	$	3,416,438
		The Jean Coutu Group (PJC), Inc.
5,024,247		Term Loan, 6.94%, Maturing July 30, 2011	5,089,844
		The Pantry, Inc.
800,000		Term Loan, 6.14%, Maturing January 2, 2012	809,750
			$	14,044,385
Forest Products — 2.1%
		Appleton Papers, Inc.
1,857,443		Term Loan, 6.58%, Maturing June 11, 2010	1,878,107
		Boise Cascade Holdings, LLC
2,788,378		Term Loan, 6.29%, Maturing October 29, 2011	2,828,810
		Buckeye Technologies, Inc.
3,111,155		Term Loan, 6.28%, Maturing March 15, 2008	3,139,025
		NewPage Corp.
2,636,750		Term Loan, 7.56%, Maturing May 2, 2011	2,669,709
		RLC Industries Co.
1,108,929		Term Loan, 6.03%, Maturing February 24, 2010	1,115,166
		Xerium Technologies, Inc.
1,394,247		Term Loan, 6.53%, Maturing November 19, 2011	1,395,118
			$	13,025,935
Healthcare — 8.1%
		Accellent, Inc.
350,000		Term Loan, 6.39%, Maturing November 22, 2012	353,063
		Alliance Imaging, Inc.
1,119,752		Term Loan, 7.13%, Maturing December 29, 2011	1,122,692
		AMN Healthcare, Inc.
525,000		Term Loan, 6.53%, Maturing November 2, 2011	530,578
		AMR HoldCo, Inc.
1,258,982		Term Loan, 6.71%, Maturing February 10, 2012	1,274,719
		Carl Zeiss Topco GMBH
368,333		Term Loan, 6.95%, Maturing February 28, 2013	371,556
736,667		Term Loan, 7.45%, Maturing February 28, 2014	742,192
375,000		Term Loan, 9.70%, Maturing August 31, 2014	382,031
		Colgate Medical, Ltd.
268,182		Term Loan, 6.60%, Maturing December 30, 2008	269,690
		Community Health Systems, Inc.
7,150,952		Term Loan, 6.16%, Maturing August 19, 2011	7,253,003
		Concentra Operating Corp.
2,394,000		Term Loan, 6.69%, Maturing September 30, 2011	2,426,420
		Conmed Corp.
1,186,009		Term Loan, 6.76%, Maturing December 31, 2007	1,200,339
		Davita Inc.
7,231,875		Term Loan, 6.76%, Maturing October 5, 2012	7,343,644
		Encore Medical IHC, Inc.
1,445,769		Term Loan, 7.49%, Maturing October 4, 2010	1,462,034

12

		FHC Health Systems, Inc.
$	928,571	Term Loan, 10.41%, Maturing December 18, 2009	$	947,143
650,000		Term Loan, 12.41%, Maturing December 18, 2009	663,000
500,000		Term Loan, 13.41%, Maturing February 7, 2011	510,000
		Genoa Healthcare Group, LLC
363,181		Term Loan, 7.75%, Maturing August 12, 2012	366,473
		Healthcare Partners, LLC
888,215		Term Loan, 6.89%, Maturing March 2, 2011	896,820
		Healthsouth Corp.
1,391,440		Term Loan, 7.07%, Maturing June 14, 2007	1,397,963
387,752		Term Loan, 2.50%, Maturing March 21, 2010	389,569
		Kinetic Concepts, Inc.
1,965,675		Term Loan, 6.28%, Maturing August 11, 2010	1,989,426
		Leiner Health Products, Inc.
980,075		Term Loan, 7.70%, Maturing May 27, 2011	995,695
		Lifecare Holdings, Inc.
872,813		Term Loan, 6.65%, Maturing August 11, 2012	790,805
		Lifepoint Hospitals, Inc.
3,968,138		Term Loan, 6.19%, Maturing April 15, 2012	3,996,796
		Magellan Health Services, Inc.
1,111,111		Term Loan, 4.28%, Maturing August 15, 2008	1,123,611
1,388,889		Term Loan, 6.74%, Maturing August 15, 2008	1,404,514
		National Mentor, Inc.
1,249,108		Term Loan, 6.81%, Maturing September 30, 2011	1,265,502
		PER-SE Technologies, Inc.
1,000,000		Term Loan, 6.79%, Maturing January 6, 2013	1,011,250
		Renal Advantage, Inc.
349,125		Term Loan, 6.97%, Maturing October 5, 2012	353,271
		Select Medical Holding Corp.
2,182,278		Term Loan, 6.12%, Maturing February 24, 2012	2,164,093
		Sunrise Medical Holdings, Inc.
968,577		Term Loan, 7.65%, Maturing May 13, 2010	969,788
		Talecris Biotherapeutics, Inc.
1,002,425		Term Loan, 7.63%, Maturing March 31, 2010	999,919
		Vanguard Health Holding Co., LLC
2,215,186		Term Loan, 6.95%, Maturing September 23, 2011	2,246,105
		VWR International, Inc.
1,939,933		Term Loan, 7.12%, Maturing April 7, 2011	1,970,852
			$	51,184,556
Home Furnishings — 1.6%
		Knoll, Inc.
1,885,275		Term Loan, 6.53%, Maturing October 3, 2012	1,913,260
		National Bedding Company, LLC
550,000		Term Loan, 9.53%, Maturing August 31, 2012	550,688
		Sealy Mattress Co.
2,504,867		Term Loan, 6.14%, Maturing April 6, 2012	2,535,396

13

		Simmons Co.
$	5,102,748	Term Loan, 7.35%, Maturing December 19, 2011	$	5,174,508
			$	10,173,852
Industrial Equipment — 1.1%
		Alliance Laundry Holdings, LLC
911,550		Term Loan, 6.73%, Maturing January 27, 2012	924,654
		Douglas Dynamics Holdings, Inc.
990,008		Term Loan, 6.28%, Maturing December 16, 2010	997,433
		Flowserve Corp.
2,034,058		Term Loan, 6.36%, Maturing August 10, 2012	2,061,709
		Gleason Corp.
414,820		Term Loan, 6.97%, Maturing July 27, 2011	420,006
1,243,750		Term Loan, 10.04%, Maturing January 31, 2012	1,265,516
		Itron, Inc.
432,432		Term Loan, 6.38%, Maturing December 17, 2010	435,135
		Terex Corp.
796,418		Term Loan, 6.84%, Maturing June 30, 2009	807,867
			$	6,912,320
Insurance — 1.1%
		ARG Holdings, Inc.
1,250,000		Term Loan, 11.47%, Maturing November 30, 2012	1,268,750
		CCC Information Services Group, Inc.
1,003,342		Term Loan, 7.31%, Maturing August 20, 2010	1,005,850
		Conseco, Inc.
3,521,069		Term Loan, 6.47%, Maturing June 22, 2010	3,551,878
		U.S.I. Holdings Corp.
1,242,450		Term Loan, 7.07%, Maturing August 11, 2008	1,247,886
			$	7,074,364
Leisure Goods/Activities/Movies — 7.8%
		24 Hour Fitness Worldwide, Inc.
1,675,000		Term Loan, 7.62%, Maturing June 8, 2012	1,698,730
		Alliance Atlantis Communications, Inc.
620,313		Term Loan, 6.07%, Maturing December 20, 2011	626,128
		AMF Bowling Worldwide, Inc.
1,762,447		Term Loan, 7.52%, Maturing August 27, 2009	1,778,421
		Cinemark, Inc.
1,965,000		Term Loan, 6.53%, Maturing March 31, 2011	1,993,984
		Fender Musical Instruments Co.
705,000		Term Loan, 8.72%, Maturing March 30, 2012	708,525
		HEI Acquisition, LLC
575,000		Term Loan, 7.08%, Maturing December 31, 2011	581,469
		Mega Blocks, Inc.
1,641,750		Term Loan, 6.44%, Maturing July 26, 2012	1,664,324
		Metro-Goldwyn-Mayer Holdings, Inc.
9,065,000		Term Loan, 6.78%, Maturing April 8, 2012	9,169,039

14

		Regal Cinemas Corp.
$	7,448,084	Term Loan, 6.53%, Maturing November 10, 2010	$	7,542,116
		Riddell Bell Holdings, Inc.
493,750		Term Loan, 7.03%, Maturing September 30, 2011	501,979
		Six Flags Theme Parks, Inc.
7,803,784		Term Loan, 6.95%, Maturing June 30, 2009	7,904,383
		Southwest Sports Group, LLC
1,875,000		Term Loan, 7.06%, Maturing December 22, 2010	1,898,438
		Universal City Development Partners, Ltd.
1,841,400		Term Loan, 6.50%, Maturing June 9, 2011	1,864,801
		WMG Acquisition Corp.
875,000		Revolving Loan, 0.00%, Maturing February 28, 2010 (2)	851,594
9,928,157		Term Loan, 6.50%, Maturing February 28, 2011	10,034,418
		Yankees Holdings & YankeeNets, LLC
400,714		Term Loan, 6.85%, Maturing June 25, 2007	402,718
			$	49,221,067
Lodging and Casinos — 5.0%
		Alliance Gaming Corp.
4,935,581		Term Loan, 8.18%, Maturing September 4, 2009	4,943,295
		Ameristar Casinos, Inc.
1,100,000		Term Loan, 5.87%, Maturing November 10, 2012	1,110,141
		CCM Merger, Inc.
2,476,318		Term Loan, 6.49%, Maturing July 13, 2012	2,493,962
		Columbia Entertainment
302,813		Term Loan, 7.03%, Maturing October 24, 2011	305,178
		Globalcash Access, LLC
762,221		Term Loan, 6.82%, Maturing March 10, 2010	772,464
		Green Valley Ranch Gaming, LLC
1,237,501		Term Loan, 6.53%, Maturing December 17, 2011	1,253,743
		Isle of Capri Casinos, Inc.
2,252,250		Term Loan, 6.29%, Maturing February 4, 2011	2,281,529
		Marina District Finance Co., Inc.
2,747,250		Term Loan, 6.31%, Maturing October 20, 2011	2,766,566
		Penn National Gaming, Inc.
6,553,575		Term Loan, 6.34%, Maturing October 3, 2012	6,647,783
		Pinnacle Entertainment, Inc.
700,000		Term Loan, 0.00%, Maturing December 14, 2011 (2)	703,063
625,000		Term Loan, 6.49%, Maturing December 14, 2011	631,120
		Resorts International Holdings, LLC
1,069,719		Term Loan, 7.53%, Maturing April 26, 2012	1,051,801
1,346,961		Term Loan, 12.03%, Maturing April 26, 2013	1,220,347
		Venetian Casino Resort, LLC
3,433,304		Term Loan, 6.28%, Maturing June 15, 2011	3,467,369
707,898		Term Loan, 6.28%, Maturing June 15, 2011	714,922

15

		Wynn Las Vegas, LLC
$	1,225,000	Term Loan, 6.69%, Maturing December 14, 2011	$	1,239,241
			$	31,602,524
Nonferrous Metals/Minerals — 2.0%
		Alpha Natural Resources
875,000		Term Loan, 6.32%, Maturing October 26, 2012	879,557
		Carmeuse Lime, Inc.
606,375		Term Loan, 6.43%, Maturing May 2, 2011	609,407
		Foundation Coal Corp.
1,265,160		Term Loan, 6.35%, Maturing July 30, 2011	1,288,178
		ICG, LLC
172,047		Term Loan, 7.41%, Maturing November 5, 2010	172,477
		International Mill Service, Inc.
2,000,000		Term Loan, 10.53%, Maturing October 26, 2011	2,030,000
		Magnequench International, Inc.
2,041,813		Term Loan, 8.00%, Maturing August 31, 2009	2,046,917
		Murray Energy Corp.
923,025		Term Loan, 7.56%, Maturing January 28, 2010	925,909
		Novelis, Inc.
1,235,079		Term Loan, 6.01%, Maturing January 6, 2012	1,251,097
2,145,705		Term Loan, 6.01%, Maturing January 6, 2012	2,173,533
		Trout Coal Holdings, LLC
1,400,000		Term Loan, 10.83%, Maturing March 23, 2012	1,400,000
			$	12,777,075
Oil and Gas — 4.4%
		Coffeyville Resources, LLC
850,000		Term Loan, 11.31%, Maturing June 24, 2013	877,625
		Dresser, Inc.
402,348		Term Loan, 7.07%, Maturing March 31, 2007	409,389
		El Paso Corp.
1,973,625		Term Loan, 4.29%, Maturing November 23, 2009	1,984,316
3,223,588		Term Loan, 7.31%, Maturing November 23, 2009	3,249,331
		Epco Holdings, Inc.
1,885,950		Term Loan, 6.78%, Maturing August 18, 2010	1,913,798
		Key Energy Services, Inc.
1,195,000		Term Loan, 7.68%, Maturing June 30, 2012	1,213,423
		LB Pacific, L.P.
1,511,094		Term Loan, 7.09%, Maturing March 3, 2012	1,533,760
		Lyondell-Citgo Refining, L.P.
2,647,194		Term Loan, 6.53%, Maturing May 21, 2007	2,673,666
		Petroleum Geo-Services ASA
2,375,000		Term Loan, 7.00%, Maturing December 16, 2012	2,406,915
		Targa Resources, Inc.
1,685,000		Term Loan, 6.83%, Maturing October 31, 2007	1,691,319
1,365,968		Term Loan, 4.40%, Maturing October 31, 2012	1,381,335
2,268,347		Term Loan, 6.74%, Maturing October 31, 2012	2,293,866

16

		Universal Compression, Inc.
$	1,027,240	Term Loan, 6.03%, Maturing February 15, 2012	$	1,039,438
		Williams Production RMT Co.
4,655,000		Term Loan, 6.72%, Maturing May 30, 2008	4,710,278
			$	27,378,459
Publishing — 5.4%
		CBD Media, LLC
2,086,585		Term Loan, 6.99%, Maturing December 31, 2009	2,118,537
		Dex Media East, LLC
5,426,617		Term Loan, 6.19%, Maturing May 8, 2009	5,479,342
		Dex Media West, LLC
4,039,333		Term Loan, 6.25%, Maturing March 9, 2010	4,081,410
		Hanley-Wood, LLC
55,629		Term Loan, 0.00%, Maturing August 1, 2012 (2)	55,930
469,371		Term Loan, 6.56%, Maturing August 1, 2012	471,913
		Herald Media, Inc.
279,852		Term Loan, 7.28%, Maturing July 22, 2011	281,251
625,000		Term Loan, 10.28%, Maturing January 22, 2012	633,203
		Liberty Group Operating, Inc.
1,328,027		Term Loan, 6.69%, Maturing February 28, 2012	1,340,975
		Merrill Communications, LLC
1,313,687		Term Loan, 6.81%, Maturing May 5, 2011	1,330,313
		Nebraska Book Co., Inc.
1,434,450		Term Loan, 6.52%, Maturing March 4, 2011	1,440,726
		R.H. Donnelley Corp.
158,705		Term Loan, 6.27%, Maturing December 31, 2009	159,462
5,294,546		Term Loan, 6.26%, Maturing June 30, 2011	5,340,874
		Source Media, Inc.
1,884,436		Term Loan, 6.85%, Maturing November 8, 2011	1,909,169
		SP Newsprint Co.
3,866,667		Term Loan, 4.56%, Maturing January 9, 2010	3,924,667
1,495,000		Term Loan, 6.81%, Maturing January 9, 2010	1,517,425
		Sun Media Corp.
1,271,767		Term Loan, 6.67%, Maturing February 7, 2009	1,290,313
		Xsys US, Inc.
1,122,229		Term Loan, 6.77%, Maturing December 31, 2012	1,132,517
1,146,271		Term Loan, 7.27%, Maturing December 31, 2013	1,162,510
			$	33,670,537
Radio and Television — 6.2%
		Adams Outdoor Advertising, L.P.
1,352,605		Term Loan, 6.62%, Maturing November 18, 2012	1,372,894
		ALM Media Holdings, Inc.
1,121,525		Term Loan, 7.03%, Maturing March 5, 2010	1,121,993
		Block Communications, Inc.
850,000		Term Loan, 6.53%, Maturing December 22, 2011	861,688

17

		DirecTV Holdings, LLC
$	3,896,667	Term Loan, 6.01%, Maturing April 13, 2013	$	3,941,416
		Entravision Communications Corp.
1,321,688		Term Loan, 6.03%, Maturing September 29, 2013	1,331,875
		Gray Television, Inc.
1,147,125		Term Loan, 6.03%, Maturing November 22, 2015	1,156,445
		HIT Entertainment, Inc.
1,019,875		Term Loan, 6.86%, Maturing March 20, 2012	1,024,847
		NEP Supershooters, L.P.
1,916,927		Term Loan, 12.53%, Maturing August 3, 2011	1,907,343
		Nexstar Broadcasting, Inc.
1,827,014		Term Loan, 6.28%, Maturing October 1, 2012	1,838,053
1,859,809		Term Loan, 6.28%, Maturing October 1, 2012	1,871,046
		NextMedia Operating, Inc.
130,442		Term Loan, 6.40%, Maturing November 15, 2012	131,448
293,495		Term Loan, 6.47%, Maturing November 15, 2012	295,757
		PanAmSat Corp.
5,077,949		Term Loan, 6.49%, Maturing August 20, 2011	5,143,962
		Patriot Media and Communications CNJ, LLC
500,000		Term Loan, 9.50%, Maturing October 6, 2013	510,938
		Paxson Communcations Corp.
2,500,000		Term Loan, 7.78%, Maturing January 15, 2012	2,507,813
		Rainbow National Services, LLC
2,765,986		Term Loan, 7.19%, Maturing March 31, 2012	2,801,137
		Raycom TV Broadcasting, Inc.
2,275,000		Term Loan, 6.56%, Maturing February 24, 2012	2,283,531
		SFX Entertainment
1,400,000		Term Loan, 6.76%, Maturing June 21, 2013	1,402,188
		Spanish Broadcasting System, Inc.
1,200,000		Term Loan, 8.02%, Maturing June 10, 2013	1,218,250
		Susquchana Media Co.
5,210,625		Term Loan, 6.01%, Maturing March 9, 2012	5,210,625
		Young Broadcasting, Inc.
731,325		Term Loan, 6.70%, Maturing November 3, 2012	733,039
			$	38,666,288
Rail Industries — 0.5%
		Kansas City Southern Industries, Inc.
683,100		Term Loan, 5.91%, Maturing March 30, 2008	687,156
		Railamerica, Inc.
2,456,718		Term Loan, 6.69%, Maturing September 29, 2011	2,495,615
206,828		Term Loan, 6.69%, Maturing September 29, 2011	210,103
			$	3,392,874
Retailers (Except Food and Drug) — 5.6%
		Advance Stores Company, Inc.
1,507,605		Term Loan, 5.95%, Maturing September 30, 2010	1,525,980
896,191		Term Loan, 6.03%, Maturing September 30, 2010	905,153

18

		Alimentation Couche-Tard, Inc.
$	1,200,000	Term Loan, 6.31%, Maturing December 17, 2010	$	1,215,000
		American Achievement Corp.
564,950		Term Loan, 6.95%, Maturing March 25, 2011	574,130
		Amscan Holdings, Inc.
1,425,000		Term Loan, 7.51%, Maturing December 23, 2012	1,411,344
		Coinmach Laundry Corp.
3,500,000		Term Loan, 7.125%, Maturing December 15, 2012 (2)	3,555,416
		FGX International, Inc.
590,077		Term Loan, 8.50%, Maturing December 12, 2012	585,651
		FTD, Inc.
2,224,511		Term Loan, 6.90%, Maturing February 28, 2011	2,251,623
		Harbor Freight Tools USA, Inc.
1,944,762		Term Loan, 6.94%, Maturing July 15, 2010	1,967,127
		Home Interiors & Gifts, Inc.
1,077,338		Term Loan, 9.56%, Maturing March 31, 2011	994,741
		Josten’s Corp.
3,894,799		Term Loan, 6.78%, Maturing October 4, 2010	3,951,597
		Mapco Express, Inc.
605,955		Term Loan, 7.26%, Maturing April 28, 2011	613,908
		Mauser Werke GMBH & Co. KG
1,175,000		Term Loan, 7.14%, Maturing December 3, 2011	1,182,344
		Movie Gallery, Inc.
1,059,675		Term Loan, 8.28%, Maturing April 27, 2011	1,014,261
		Neiman Marcus Group, Inc.
925,633		Term Loan, 6.95%, Maturing April 5, 2013	936,891
		Oriental Trading Co., Inc.
887,488		Term Loan, 6.81%, Maturing August 4, 2010	893,774
		Petro Stopping Center, L.P.
531,250		Term Loan, 6.81%, Maturing February 9, 2008	537,891
		Rent-A-Center, Inc.
1,979,900		Term Loan, 6.27%, Maturing June 30, 2010	2,002,668
		Savers, Inc.
1,072,221		Term Loan, 7.61%, Maturing August 4, 2009	1,083,614
1,000,000		Term Loan, 12.22%, Maturing August 4, 2010	1,021,250
		School Specialty, Inc.
2,450,000		Term Loan, 8.50%, Maturing April 12, 2006	2,453,063
		Sears Canada, Inc.
900,000		Term Loan, 0.00%, Maturing December 22, 2012 (2)	907,875
		Stewert Enterprises, Inc.
423,842		Term Loan, 5.99%, Maturing November 19, 2011	428,345
		Travelcenters of America, Inc.
3,090,000		Term Loan, 6.28%, Maturing November 30, 2008	3,125,921
			$	35,139,567

19

Steel — 0.1%
		Gibraltar Industries, Inc.
$	875,000	Term Loan, 6.28%, Maturing December 8, 2010	$	881,563
			$	881,563
Surface Transport — 0.5%
		Horizon Lines, LLC
935,750		Term Loan, 6.78%, Maturing July 7, 2011	948,226
		Sirva Worldwide, Inc.
2,039,925		Term Loan, 8.52%, Maturing December 1, 2010	1,963,428
			$	2,911,654
Telecommunications — 5.4%
		AAT Communications Corp.
1,230,000		Term Loan, 7.16%, Maturing July 29, 2013	1,245,631
		Alaska Communications Systems Holdings, Inc.
990,000		Term Loan, 6.53%, Maturing February 11, 2012	1,001,261
		Centennial Cellular Operating Co., LLC
4,445,833		Term Loan, 6.62%, Maturing February 9, 2011	4,511,285
		Cincinnati Bell, Inc.
648,375		Term Loan, 5.90%, Maturing August 31, 2012	653,744
		Consolidated Communications, Inc.
2,563,752		Term Loan, 6.24%, Maturing April 14, 2011	2,595,799
		D&E Communications, Inc.
979,815		Term Loan, 6.41%, Maturing December 31, 2011	989,614
		Fairpoint Communications, Inc.
2,980,000		Term Loan, 6.31%, Maturing February 8, 2012	2,990,430
		Hawaiian Telcom Communications, Inc.
750,000		Term Loan, 6.78%, Maturing October 31, 2012	757,266
		Intelsat, Ltd.
1,745,592		Term Loan, 6.31%, Maturing July 28, 2011	1,764,685
		Iowa Telecommunications Services
2,616,000		Term Loan, 6.30%, Maturing November 23, 2011	2,647,065
		IPC Acquisition Corp.
453,664		Term Loan, 7.27%, Maturing August 5, 2011	459,051
		Madison River Capital, LLC
535,000		Term Loan, 6.80%, Maturing July 31, 2012	540,517
		NTelos, Inc.
1,207,800		Term Loan, 7.07%, Maturing February 18, 2011	1,220,482
		Qwest Corp.
4,000,000		Term Loan, 9.22%, Maturing June 4, 2007	4,100,752
		Stratos Global Corp.
1,052,370		Term Loan, 6.81%, Maturing December 3, 2010	1,052,370
		Triton PCS, Inc.
2,766,501		Term Loan, 7.82%, Maturing November 18, 2009	2,781,717
		Valor Telecom Enterprise, LLC
2,873,167		Term Loan, 6.04%, Maturing February 14, 2012	2,886,409

20

		Westcom Corp.
$	813,477	Term Loan, 7.54%, Maturing December 17, 2010	$	815,002
1,000,000		Term Loan, 11.79%, Maturing May 17, 2011	1,017,500
			$	34,030,580
Utilities — 3.7%
		Allegheny Energy Supply Co., LLC
3,189,189		Term Loan, 5.63%, Maturing July 21, 2011	3,221,080
		Cellnet Technology, Inc.
582,075		Term Loan, 7.53%, Maturing April 26, 2012	590,806
		Cogentrix Delaware Holdings, Inc.
1,038,581		Term Loan, 6.28%, Maturing April 14, 2012	1,051,347
		Covanta Energy Corp.
1,050,407		Term Loan, 4.53%, Maturing June 24, 2012	1,067,476
708,445		Term Loan, 7.52%, Maturing June 24, 2012	719,957
725,000		Term Loan, 10.03%, Maturing June 24, 2013	739,047
		Energy Transfer Company, L.P.
1,597,925		Term Loan, 7.44%, Maturing June 16, 2012	1,603,419
		KGen, LLC
893,250		Term Loan, 7.15%, Maturing August 5, 2011	893,250
		La Paloma Generating Co., LLC
311,030		Term Loan, 6.28%, Maturing August 16, 2012	314,218
24,771		Term Loan, 6.28%, Maturing August 16, 2012	25,025
52,459		Term Loan, 6.32%, Maturing August 16, 2012	52,997
		Mirant North America, LLC
1,100,000		Term Loan, 8.25%, Maturing January 3, 2013	1,108,250
		NRG Energy, Inc.
2,023,982		Term Loan, 4.43%, Maturing December 24, 2011	2,031,361
		Pike Electric, Inc.
667,451		Term Loan, 6.25%, Maturing July 1, 2012	675,794
287,276		Term Loan, 6.25%, Maturing July 1, 2012	290,866
		Plains Resources, Inc.
1,658,701		Term Loan, 6.40%, Maturing August 12, 2011	1,680,472
		Reliant Energy, Inc.
1,377,458		Term Loan, 6.09%, Maturing December 22, 2010	1,376,489
		Texas Genco, LLC
3,504,586		Term Loan, 6.47%, Maturing December 14, 2011	3,511,157
1,451,202		Term Loan, 6.47%, Maturing December 14, 2011	1,453,923
		Wolf Hollow I LP
400,000		Term Loan, 6.68%, Maturing June 22, 2012	404,500
400,000		Term Loan, 6.75%, Maturing June 22, 2012	404,500
			$	23,215,934
Total Senior Floating Rate Interests (identified cost $857,318,449)			$	863,928,703

21

Corporate Bonds & Notes — 15.5%

Principal Amount (000’s omitted)		Security	Value
Aerospace and Defense — 0.2%
		Argo Tech Corp., Sr. Notes
$	840	9.25%, 6/1/11	$	896,700
		DRS Technologies, Inc., Sr. Sub. Notes
80		7.625%, 2/1/18	81,600
		Sequa Corp.
500		8.875%, 4/1/08	532,500
			$	1,510,800
Air Transport — 0.3%
		American Airlines
750		7.80%, 10/1/06	745,105
		AMR Corp.
70		9.00%, 8/1/12	64,137
		Continental Airlines
510		7.033%, 6/15/11	470,400
		Delta Airlines Notes
1,000		7.90%, 12/15/09 (3)	245,000
			$	1,524,642
Automotive — 0.9%
		Altra Industrial Motion, Inc.
60		9.00%, 12/1/11 (4)	59,850
		Commercial Vehicle Group, Inc., Sr. Notes
100		8.00%, 7/1/13 (4)	101,500
		Dana Credit Corp.
100		8.375%, 8/15/07 (4)	94,000
		Ford Motor Credit Co.
200		6.50%, 1/25/07	197,894
715		7.375%, 10/28/09	669,481
340		7.875%, 6/15/10	320,221
		Ford Motor Credit Co., Variable Rate
990		7.26%, 11/2/07	970,646
		General Motors Acceptance Corp.
240		6.125%, 9/15/06	237,490
40		7.00%, 2/1/12	38,134
1,000		8.00%, 11/1/31	1,022,435
		Keystone Automotive Operations, Inc., Sr. Sub. Notes
1,320		9.75%, 11/1/13	1,148,400
		Metaldyne Corp.
270		10.00%, 11/1/13	248,400
		Tenneco Automotive, Inc., Series B
255		10.25%, 7/15/13	286,875

22

		Tenneco Automotive, Inc., Sr. Sub. Notes
$	255	8.625%, 11/15/14	$	257,550
		Visteon Corp., Sr. Notes
180		8.25%, 8/1/10	152,550
			$	5,805,426
Brokers/Dealers/Investment Houses — 0.0%
		E*Trade Financial Corp., Sr. Notes
75		8.00%, 6/15/11	78,375
		Residential Capital Corp.
155		6.875%, 6/30/15 (4)	166,883
			$	245,258
Building and Development — 0.7%
		Coleman Cable, Inc., Sr. Notes
105		9.875%, 10/1/12	87,675
		Collins & Aikman Floor Cover
300		9.75%, 2/15/10	277,500
		General Cable Corp., Sr. Notes
115		9.50%, 11/15/10	123,050
		Interface, Inc.
500		10.375%, 2/1/10	546,250
		Interline Brands, Inc., Sr. Sub. Notes
487		11.50%, 5/15/11	543,005
		MAAX Corp., Sr. Sub. Notes
115		9.75%, 6/15/12	97,175
		Mueller Group, Inc., Sr. Sub. Notes
635		10.00%, 5/1/12	676,275
		Mueller Holdings, Inc., Disc. Notes
295		14.75%, 4/15/14	227,150
		Nortek, Inc., Sr. Sub Notes
465		8.50%, 9/1/14	454,537
		NTK Holdings, Inc., Sr. Disc. Notes
225		10.75%, 3/1/14	144,844
		Panolam Industries International, Sr. Sub. Notes
270		10.75%, 10/1/13 (4)	257,175
		Ply Gem Industries, Inc., Sr. Sub. Notes
160		9.00%, 2/15/12 (4)	139,200
		RMCC Acquisition Co., Sr. Sub. Notes
580		9.50%, 11/1/12 (4)	591,600
		Stanley-Martin Co.
80		9.75%, 8/15/15 (4)	74,400
			$	4,239,836
Business Equipment and Services — 0.8%
		Hydrochem Industrial Services, Inc., Sr. Sub Notes
185		9.25%, 2/15/13 (4)	180,375

23

		Knowledge Learning Center, Sr. Sub. Notes
$	160	7.75%, 2/1/15 (4)	$		153,600
		Norcross Safety Products, LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B
40		9.875%, 8/15/11	41,700
		NSP Holdings LLC/NSP Holdings Capital Corp., Sr. Notes
288		11.75%, 1/1/12 (5)	288,585
		Quintiles Transnational Corp., Sr. Sub. Notes
2,000		10.00%, 10/1/13	2,230,000
		Safety Products Holdings, Sr. Notes (PIK)
95		11.75%, 1/1/12 (4)(5)	95,514
		Sungard Data Systems, Inc., Sr. Notes
400		9.125%, 8/15/13 (4)	418,000
		Sungard Data Systems, Inc., Sr. Notes, Variable Rate
100		8.525%, 8/15/13 (4)	104,250
		Sungard Data Systems, Inc., Sr. Sub. Notes
940		10.25%, 8/15/15 (4)	949,400
		United Rentals North America, Inc.
75		6.50%, 2/15/12	74,250
		United Rentals North America, Inc., Sr. Sub. Notes
700		7.00%, 2/15/14	666,750
			$		5,202,424
Cable and Satellite Television — 0.6%
		CCO Holdings, LLC / CCO Capital Corp., Sr. Notes
730		8.75%, 11/15/13 (4)	704,450
		CSC Holdings, Inc., Sr. Notes, Series B
100		7.625%, 4/1/11	100,625
		CSC Holdings, Inc., Sr. Sub. Notes
475		10.50%, 5/15/16	507,656
		Insight Communications, Sr. Disc. Notes
400		12.25%, 2/15/11	423,000
		Kabel Deutschland GMBH
485		10.625%, 7/1/14 (4)	511,675
		UGS Corp.
1,060		10.00%, 6/1/12	1,171,300
			$		3,418,706
Chemicals and Plastics — 1.0%
		BCP Crystal Holdings Corp., Sr. Sub. Notes
312		9.625%, 6/15/14		347,880
		Borden U.S. Finance / Nova Scotia Finance, Sr. Notes
175		9.00%, 7/15/14 (4)		178,500
		Crystal US Holdings / US Holdings 3, LLC, Sr. Disc. Notes, Series B
312		10.50%, 10/1/14		232,440
		Huntsman, LLC
272		11.625%, 10/15/10		312,800

24

		Inoes Group Holdings PLC
$	590	8.50%, 2/15/16 (4)	$	590,000
		Lyondell Chemical Co., Sr. Notes
938		10.50%, 6/1/13	1,062,285
		Nalco Co., Sr. Sub. Notes
605		8.875%, 11/15/13	635,250
		Nova Chemicals Corp., Sr. Notes, Variable Rate
295		7.561%, 11/15/13 (4)	300,162
		OM Group, Inc.
1,765		9.25%, 12/15/11	1,773,825
		Polyone Corp., Sr. Notes
435		10.625%, 5/15/10	464,906
60		8.875%, 5/1/12	58,800
		PQ Corp.
80		7.50%, 2/15/13 (4)	75,800
		Rhodia SA, Sr. Notes
72		10.25%, 6/1/10	80,100
		Solo Cup Co., Sr. Sub. Notes
235		8.50%, 2/15/14	208,562
			$	6,321,310
Clothing/Textiles — 0.4%
		Levi Strauss & Co., Sr. Notes
665		12.25%, 12/15/12	758,100
430		9.75%, 1/15/15	455,262
		Levi Strauss & Co., Sr. Notes, Variable Rate
185		9.28%, 4/1/12	190,550
		Oxford Industries, Inc., Sr. Notes
570		8.875%, 6/1/11	586,387
		Perry Ellis International, Inc., Sr. Sub. Notes
185		8.875%, 9/15/13	183,612
		Phillips Van-Heusen, Sr. Notes
155		7.25%, 2/15/11	158,875
		Quiksilver, Inc.
140		6.875%, 4/15/15 (4)	135,100
			$	2,467,886
Conglomerates — 0.1%
		Amsted Industries, Inc., Sr. Notes
615		10.25%, 10/15/11 (4)	664,200
		Goodman Global Holdings, Sr. Notes, Variable Rate
160		7.491%, 6/15/12 (4)	161,400
			$	825,600
Containers and Glass Products — 0.2%
		Intertape Polymer US, Inc., Sr. Sub. Notes
315		8.50%, 8/1/14	311,850

25

		Pliant Corp. (PIK)
$	900	11.625%, 6/15/09 (4)(5)	$	970,068
			$	1,281,918
Cosmetics/Toiletries — 0.1%
		Aearo Co. I, Sr. Sub. Notes
155		8.25%, 4/15/12	158,875
		Samsonite Corp., Sr. Sub. Notes
225		8.875%, 6/1/11 (6)	238,500
		WH Holdings Ltd./WH Capital Corp., Sr. Notes
105		9.50%, 4/1/11	113,662
			$	511,037
Ecological Services and Equipment — 0.1%
		Aleris International, Inc.
240		10.375%, 10/15/10	265,200
213		9.00%, 11/15/14	223,650
		Waste Services, Inc., Sr. Sub Notes
390		9.50%, 4/15/14	395,850
			$	884,700
Electronics/Electrical — 0.2%
		Advanced Micro Devices, Inc., Sr. Notes
580		7.75%, 11/1/12	613,350
		Amkor Technologies, Inc., Sr. Notes
130		7.125%, 3/15/11	115,700
515		7.75%, 5/15/13	455,775
		CPI Holdco, Inc., Sr. Notes, Variable Rate
95		9.672%, 2/1/15	97,850
		Stratus Technologies, Inc., Sr. Notes
175		10.375%, 12/1/08	182,875
			$	1,465,550
Equipment Leasing — 0.2%
		The Hertz Corp., Sr. Notes
785		8.875%, 1/1/14 (4)	814,437
		The Hertz Corp., Sr. Sub. Notes
480		10.50%, 1/1/16 (4)	504,000
			$	1,318,437
Financial Intermediaries — 1.6%
		Alzette, Variable Rate
750		8.691%, 12/15/20 (4)	769,219
		Avalon Capital Ltd. 3, Series 1A, Class D, Variable Rate
760		6.344%, 2/24/19 (4)	760,722
		Babson Ltd., Series 2005-1A, Class C1, Variable Rate
1,000		6.55%, 4/15/19 (4)	1,000,000
		Bryant Park CDO Ltd., Series 2005-1A, Class C, Variable Rate
1,000		6.65%, 1/15/19 (4)	1,003,880

26

		Carlyle High Yield Partners, Series 2004-6A, Class C, Variable Rate
$	1,000	6.782%, 8/11/16 (4)	$	1,000,000
		Centurion CDO 8 Ltd., Series 2005 8A, Class D, Variable Rate
1,000		9.957%, 3/8/17	1,018,750
		Centurion CDO 9 Ltd., Series 2005-9A
750		9.207%, 7/17/19	745,725
		Dryden Leveraged Loan, Series 2004-6A, Class C1, Variable Rate
1,500		7.21%, 7/30/16 (4)	1,528,710
		First CLO, Ltd., Sr. Sub. Notes, Variable Rate
1,000		6.94%, 7/27/16 (4)	1,000,000
		Stanfield Vantage Ltd., Series 2005-1A, Class D, Variable Rate
1,000		6.55%, 3/21/17 (4)	1,003,100
			$	9,830,106
Food Products — 0.5%
		American Seafoods Group, LLC
30		10.125%, 4/15/10	31,725
		ASG Consolidated, LLC / ASG Finance, Inc., Sr. Disc. Notes
400		11.50%, 11/1/11	324,000
		Pierre Foods, Inc., Sr. Sub. Notes
320		9.875%, 7/15/12	328,000
		Pinnacle Foods Holdings Corp., Sr. Sub. Notes
2,185		8.25%, 12/1/13	2,113,987
		United Agricultural Products, Sr. Notes
86		8.25%, 12/15/11	91,697
			$	2,889,409
Food Service — 0.0%
		EPL Finance Corp., Sr. Notes
210		11.75%, 11/15/13 (4)	214,200
			$	214,200
Food/Drug Retailers — 0.1%
		Rite Aid Corp.
345		7.125%, 1/15/07	347,587
330		6.125%, 12/15/08 (4)	316,800
190		8.125%, 5/1/10	194,750
			$	859,137
Forest Products — 0.5%
		Caraustar Industries, Inc., Sr. Sub. Notes
255		9.875%, 4/1/11	269,344
		Georgia-Pacific Corp.
65		9.50%, 12/1/11	70,037
		JSG Funding PLC, Sr. Notes
325		9.625%, 10/1/12	337,187
		Newark Group, Inc., Sr. Sub. Notes
470		9.75%, 3/15/14	418,300

27

		NewPage Corp.
$	525	10.00%, 5/1/12	$	532,875
		Stone Container Corp., Sr. Notes
820		9.25%, 2/1/08	846,650
		Stone Container Finance Canada
1,030		7.375%, 7/15/14	924,425
			$	3,398,818
Healthcare — 0.9%
		Accellent, Inc.
355		10.50%, 12/1/13 (4)	372,750
		AMR HoldCo, Inc., Sr. Sub. Notes
295		10.00%, 2/15/15 (4)	315,650
		CDRV Investors, Inc., Sr. Disc. Notes
40		9.625%, 1/1/15	26,100
		Healthsouth Corp., Sr. Notes
280		7.375%, 10/1/06	282,800
		Inverness Medical Innovations, Inc., Sr. Sub. Notes
1,565		8.75%, 2/15/12	1,557,175
		National Mentor, Inc.
225		9.625%, 12/1/12 (4)	239,625
		Res-Care, Inc., Sr. Notes
195		7.75%, 10/15/13 (4)	196,950
		Service Corp. International, Sr. Notes
400		7.00%, 6/15/17 (4)	408,000
		Tenet Healthcare Corp., Sr. Notes
500		9.25%, 2/1/15 (4)	492,500
		US Oncology, Inc.
220		9.00%, 8/15/12	234,850
425		10.75%, 8/15/14	471,750
		Vanguard Health Holding Co. II, LLC, Sr. Sub. Notes
475		9.00%, 10/1/14	503,500
		Ventas Realty LP/ Ventas Capital Corp.
140		7.125%, 6/1/15	147,175
		VWR International, Inc., Sr. Sub. Notes
385		8.00%, 4/15/14	383,556
			$	5,632,381
Home Furnishings — 0.0%
		Fedders North America, Inc.
240		9.875%, 3/1/14	147,600
			$	147,600
Industrial Equipment — 0.3%
		Case New Holland, Inc., Sr. Notes
40		9.25%, 8/1/11	43,000
		Chart Industries, Inc., Sr. Sub. Notes
195		9.125%, 10/15/15 (4)	202,313

28

		Milacron Escrow Corp.
$	355	11.50%, 5/15/11	$	322,163
		Thermadyne Holdings Corp., Sr. Sub. Notes
1,345		9.25%, 2/1/14	1,190,325
			$	1,757,801
Leisure Goods/Activities/Movies — 0.4%
		AMC Entertainment, Inc.
195		11.00%, 2/1/16 (4)	195,975
		AMC Entertainment, Inc., Sr. Sub. Notes
210		9.875%, 2/1/12	200,550
		AMC Entertainment, Inc., Variable Rate
60		8.59%, 8/15/10	61,951
		Marquee Holdings, Inc., Sr. Disc. Notes
590		12.00%, 8/15/14 (4)	362,850
		Six Flags Theme Parks, Inc., Sr. Notes
685		8.875%, 2/1/10	698,700
		Universal City Development Partners, Sr. Notes
245		11.75%, 4/1/10	273,788
		Universal City Florida Holding, Sr. Notes, Variable Rate
440		9.00%, 5/1/10	444,400
			$	2,238,214
Lodging and Casinos — 0.9%
		CCM Merger, Inc.
115		8.00%, 8/1/13 (4)	112,700
		Chukchansi EDA, Sr. Notes, Variable Rate
280		8.06%, 11/15/12 (4)	287,700
		Felcor Lodging L.P., Sr. Notes, Variable Rate
140		8.83%, 6/1/11	146,300
		Greektown Holdings, LLC, Sr. Notes
200		10.75%, 12/1/13 (4)	200,000
		Host Marriot L.P., Series O
30		6.375%, 3/15/15	29,775
		Inn of the Mountain Gods, Sr. Notes
525		12.00%, 11/15/10	515,813
		Kerzner International, Sr. Sub Notes
1,080		6.75%, 10/1/15 (4)	1,058,400
		Majestic Star Casino, LLC
190		9.50%, 10/15/10	203,775
245		9.75%, 1/15/11 (4)	251,738
		Meristar Hospitality Corp.
165		9.00%, 1/15/08	171,600
125		9.125%, 1/15/11	135,938
		Meristar Hospitality Operations / Finance
275		10.50%, 6/15/09	290,125
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
95		8.00%, 4/1/12	100,581

29

		OED Corp./Diamond Jo, LLC
$	355	8.75%, 4/15/12	$		349,675
		San Pasqual Casino
305		8.00%, 9/15/13 (4)	310,338
		Trump Entertainment Resorts, Inc.
840		8.50%, 6/1/15	830,550
		Tunica-Biloxi Gaming Authority, Sr. Notes
240		9.00%, 11/15/15 (4)(5)	244,500
		Waterford Gaming, LLC, Sr. Notes
40		8.625%, 9/15/12 (4)	42,800
		Wynn Las Vegas, LLC/Corp.
105		6.625%, 12/1/14	102,769
			$		5,385,077
Nonferrous Metals/Minerals — 0.1%
		Alpha Natural Resources, Sr. Notes
135		10.25%, 6/1/12		149,175
		Novelis, Inc., Sr. Notes
305		7.50%, 2/15/15 (4)		289,750
				$		438,925
Oil and Gas — 0.6%
		Allis-Chalmers Energy, Inc., Sr. Notes
255		9.00%, 1/15/14 (4)		257,550
		Aventine Renewable Energy Holdings, Inc., Variable Rate
100		10.491%, 12/15/11 (4)		104,500
		Clayton Williams Energy, Inc.
115		7.75%, 8/1/13		113,706
		Copano Energy, LLC
70		8.125%, 3/1/16 (4)		70,000
		Denbury Resources, Inc., Sr. Sub. Notes
100		7.50%, 12/15/15		104,250
		El Paso Corp.
225		9.625%, 5/15/12 (4)		255,938
		El Paso Production Holding Co.
50		7.75%, 6/1/13		53,125
		Encore Acquisition Co., Sr. Sub Notes
235		7.25%, 12/1/17		237,350
		Giant Industries
225		8.00%, 5/15/14		235,125
		Hanover Compressor Co., Sr. Sub. Notes
680		0.00%, 3/31/07		620,500
		Ocean Rig Norway AS, Sr. Notes
100		8.375%, 7/1/13 (4)		107,500
		Parker Drilling Co., Sr. Notes
100		9.625%, 10/1/13		112,750

30

		Petrobras International Finance Co.
$	50	7.75%, 9/15/14	$	54,875
		Semgroup L.P., Sr. Notes
260		8.75%, 11/15/15 (4)	269,100
		Transmontaigne, Inc., Sr. Sub. Notes
175		9.125%, 6/1/10	179,375
		United Refining Co., Sr. Notes
410		10.50%, 8/15/12	440,750
		Verasun Energy Corp.
305		9.875%, 12/15/12 (4)	314,150
		Williams Cos., Inc. (The)
80		8.75%, 3/15/32	95,600
			$	3,626,144
Publishing — 0.5%
		American Media Operations, Inc., Series B
745		10.25%, 5/1/09	685,400
		CBD Media, Inc., Sr. Sub. Notes
125		8.625%, 6/1/11	127,031
		Dex Media West, LLC, Sr. Sub. Notes
87		9.875%, 8/15/13	96,461
		Houghton Mifflin Co., Sr. Sub. Notes
1,245		9.875%, 2/1/13	1,350,825
		R.H. Donnelley Corp., Sr. Disc. Notes
210		6.875%, 1/15/13 (4)	193,200
380		6.875%, 1/15/13 (4)	350,550
		R.H. Donnelley Corp., Sr. Notes
590		8.875%, 1/15/16 (4)	599,588
			$	3,403,055
Radio and Television — 0.7%
		Advanstar Communications, Inc.
1,000		10.75%, 8/15/10	1,098,750
		CanWest Media, Inc.
464		8.00%, 9/15/12	471,900
		Emmis Communications Corp., Sr. Notes, Variable Rate
1,029		10.366%, 6/15/12	1,035,000
		LBI Media, Inc.
165		10.125%, 7/15/12	176,344
		Nexstar Finance Holdings, LLC, Inc., Sr. Disc. Notes
95		11.375%, 4/1/13	73,506
		Quebecor Media, Sr. Notes
30		7.75%, 3/15/16 (4)	30,750
		Rainbow National Services, LLC, Sr. Notes
180		8.75%, 9/1/12 (4)	193,725

31

		Rainbow National Services, LLC, Sr. Sub. Debs.
$	645	10.375%, 9/1/14 (4)	$	725,625
		Sirius Satellite Radio, Sr. Notes
680		9.625%, 8/1/13	671,500
			$	4,477,100
Rail Industries — 0.0%
		TFM SA de C.V., Sr. Notes
85		12.50%, 6/15/12	96,900
			$	96,900
Retailers (Except Food and Drug) — 0.5%
		Affinity Group, Inc., Sr. Sub. Notes
1,190		9.00%, 2/15/12	1,175,125
		GSC Holdings Corp.
935		8.00%, 10/1/12 (4)	912,794
		GSC Holdings Corp., Variable Rate
365		8.405%, 10/1/11 (4)	370,475
		Neiman Marcus Group, Inc., Sr. Notes
290		9.00%, 10/15/15 (4)	302,325
		Neiman Marcus Group, Inc., Sr. Sub. Notes
445		10.375%, 10/15/15 (4)	461,131
			$	3,221,850
Steel — 0.0%
		Ispat Inland ULC, Sr. Notes
199		9.75%, 4/1/14	229,845
			$	229,845
Surface Transport — 0.1%
		Horizon Lines, LLC
217		9.00%, 11/1/12	230,291
		Quality Distribution LLC/ QD Capital Corp., Variable Rate
130		9.10%, 1/15/12 (4)	123,988
			$	354,279
Telecommunications — 1.7%
		AirGate PCS, Inc., Variable Rate
105		8.35%, 10/15/11	109,200
		Alamosa Delaware, Inc., Sr. Notes
515		11.00%, 7/31/10	579,375
		Centennial Cellular Operating Co., Sr. Notes
205		10.125%, 6/15/13	225,500
		Centennial Communications Corp., Sr. Notes, Variable Rate
195		10.25%, 1/1/13 (4)	200,363
		Digicel Ltd., Sr. Notes
200		9.25%, 9/1/12 (4)	211,000
		Inmarsat Finance PLC
269		7.625%, 6/30/12	278,079

32

		Intelsat Bermuda Ltd., Sr. Notes, Variable Rate
$	485	9.614%, 1/15/12 (4)	$	495,913
		Intelsat Ltd., Sr. Notes
1,085		5.25%, 11/1/08	998,200
		IWO Holdings, Inc.
200		10.75%, 1/15/15	148,500
		LCI International, Inc., Sr. Notes
345		7.25%, 6/15/07	349,313
		New Skies Satellites NV, Sr. Notes
440		9.125%, 11/1/12	473,000
		New Skies Satellites NV, Sr. Notes, Variable Rate
195		9.573%, 11/1/11	204,263
		Qwest Communications International, Inc.
95		7.25%, 2/15/11	95,950
		Qwest Communications International, Inc., Sr. Notes
690		7.50%, 2/15/14 (4)	700,350
		Qwest Corp., Sr. Notes
140		7.625%, 6/15/15 (4)	147,875
		Qwest Corp., Sr. Notes, Variable Rate
925		7.741%, 6/15/13 (4)	1,002,469
		Rogers Wireless, Inc.
305		7.50%, 3/15/15	332,450
		Rogers Wireless, Inc., Sr. Sub. Notes
170		8.00%, 12/15/12	181,050
		Rogers Wireless, Inc., Variable Rate
1,453		7.616%, 12/15/10	1,505,671
		Rural Cellular Corp., Variable Rate
2,000		8.991%, 3/15/10	2,065,000
		UbiquiTel Operating Co., Sr. Notes
395		9.875%, 3/1/11	435,488
			$	10,739,009
Utilities — 0.3%
		Dynegy Holdings, Inc. Debs.
390		7.625%, 10/15/26	378,300
		Mirant North America, LLC, Sr. Notes
160		7.375%, 12/31/13 (4)	163,600
		Mission Energy Holding Co.
215		13.50%, 7/15/08	249,400
		NRG Energy, Inc.
302		8.00%, 12/15/13	338,240
		NRG Energy, Inc., Sr. Notes
585		7.375%, 2/1/16	598,163
			$	1,727,703
Total Corporate Bonds & Notes (identified cost, $97,420,117)			$	97,691,083

33

Convertible Bonds — 0.1%

Shares/Rights	Security	Value
Aerospace and Defense — 0.1%
310,000	L-3 Communications Corp. (4)	$	320,075
		$	320,075
Electronics / Electrical — 0.0%
105,000	Amkor Technologies, Inc.	$	104,738
35,000	Nortel Networks Ltd.	33,381
		$	138,119
Total Convertible Bonds (identified cost, $450,868)		$	458,194

Common Stocks — 0.1%

Shares	Security	Value
Lodging and Casinos — 0.1%
33,486	Trump Entertainment Resorts, Inc. (6)	$	656,828
		$	656,828
Telecommunications — 0.0%
98	Crown Castle International Corp. (6)	$	3,099
		$	3,099
Total Common Stocks (identified cost, $415,932)		$	659,927

Convertible Preferred Stocks — 0.0%

Shares	Security	Value
Telecommunications — 0.0%
934	Crown Castle International Corp., (PIK), 6.25%	$	52,304
Total Convertible Preferred Stocks (identified cost, $44,588)		$	52,304

Closed-End Investment Companies — 3.6%

Shares	Security	Value
87,500	Citigroup Investments Corporate Loan Fund, Inc.	$	1,139,250
125,000	First Trust / Four Corners Senior Floating Rate Income Fund II	2,186,250
20,000	Floating Rate Income Strategies Fund II, Inc.	352,800
25,000	Floating Rate Income Strategies Fund, Inc.	443,250
895,800	ING Prime Rate Trust	6,216,852
130,000	Pioneer Floating Rate Trust	2,263,300
1,197,000	Van Kampen Senior Income Trust	9,719,640
Total Closed-End Investment Companies (identified cost, $23,835,934)		$	22,321,342

34

Miscellaneous — 0.0%

Shares	Security	Value
Lodging and Casinos — 0.0%
535,000	Trump Atlantic City (5)(6)	$	20,597
Total Miscellaneous (identified cost, $0)		$	20,597

Commercial Paper — 5.9%

Principal		Maturity
Amount		Date	Borrower	Rate		Amount
$	20,000,000	02/01/06	HSBC Finance Corp.	4.50	%	$	20,000,000
12,696,000		02/02/06	Old Line Funding LLC	4.32	%	12,694,476
4,594,000		02/06/06	Yorktown Capital, LLC	4.50	%	4,591,129
Total Commercial Paper (at amortized cost, $37,285,605)						$	37,285,605

Short-Term Investments — 0.3%

Principal		Maturity
Amount		Date	Borrower	Rate		Amount
$	2,000,000	02/01/06	Investors Bank and Trust Company Time Deposit	4.51	%	$	2,000,000
Total Short-Term Investments (at amortized cost, $2,000,000)						$	2,000,000
Gross Investments — 162.9% (identified cost, $1,018,771,493)						$	1,024,417,755
Less Unfunded Loan Commitments — (1.3)%						$	(8,055,491	)
Net Investments — 161.6% (identified cost, $1,010,716,002)						$	1,016,362,264
Other Assets, Less Liabilities — 1.1%						$	6,926,970
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (62.7)%						$	(394,285,038	)
Net Assets Applicable to Common Shares — 100.0%						$	629,004,196

PIK	—	Payment In Kind.
(1)		Senior floating-rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, it is anticipated that the senior floating-rate interests will have an expected average life of approximately two to three years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility. Senior Loans typically have rates of interest which are redetermined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base lending rates are primarily the London-Interbank Offered Rate (“LIBOR”), and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(2)		Unfunded loan commitments. The Trust may enter into certain credit agreements all or a portion of which may be unfunded. The Trust is obligated to fund these commitments at the Borrower’s discretion.
(3)		Security is in default and making only partial interest payments.
(4)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2006, the aggregate value of the securities is $32,061,243 or 5.1% of the net assets.
(5)		Security valued at fair value using methods determined in good faith by or at the direction of the Trustees.
(6)		Non-income producing security.

A summary of financial instruments at January 31, 2006 is as follows:

Credit Default Swaps

				Net Unrealized
Notional		Expiration		Appreciation
Amount		Date	Description	(Depreciation)
$	2,000,000	9/20/2008	Agreement with Credit Suisse/First Boston dated 1/9/2004 whereby the Trust will receive 2.45% per year times the notional amount. The Trust makes a payment only upon a default event on underlying loan assets (47 in total, each representing 2.128% of the notional value of the swap).		$	(31,667	)
$	2,000,000	9/20/2008	Agreement with Credit Suisse/First Boston dated 1/27/2004 whereby the Trust will receive 2.45% per year times the notional amount. The Trust makes a payment only upon a default event on underlying loan assets (47 in total, each representing 2.128% of the notional value of the swap).		$	(27,061	)
$	2,000,000	3/20/2010	Agreement with Lehman Brothers dated 3/15/2005 whereby the Trust will receive 2.20% per year times the notional amount. The Trust makes a payment of the notional amount only upon a default event on the reference entity, a Revolving Credit Agreement issued by Inergy, L.P.		$	(13,227	)

At January 31, 2006, the Trust had sufficient cash and/or securities segregated to cover potential obligations arising from open swap contracts.

The cost and unrealized appreciation (depreciation) in value of investments owned by the Trust at January 31, 2006, as computed on a federal income tax basis, were as follows:

Aggregate cost	$	1,011,685,287
Gross unrealized appreciation	$	9,429,723
Gross unrealized depreciation	(4,752,746		)
Net unrealized appreciation	$	4,676,977

35

Item 2. Controls and Procedures

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

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

Signatures

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

Eaton Vance Senior Floating-Rate Trust

By:	/s/ Thomas E. Faust Jr.
	Thomas E. Faust Jr.
	President and Principal Executive Officer
Date:	March 24, 2006

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 and Principal Executive Officer
Date:	March 24, 2006
By:	/s/ Barbara E. Campbell
	Barbara E. Campbell
	Treasurer and Principal Financial Officer
Date:	March 24, 2006