Edgar Filing: Eaton Vance Floating-Rate Income Trust

Eaton Vance Floating Rate Income Trust

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

811-21574

Investment Company Act File Number

Eaton Vance Floating Rate Income 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)

May 31

Date of Fiscal Year End

August 31, 2009

Date of Reporting Period

TABLE OF CONTENTS


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

Item 1. Schedule of Investments


Eaton Vance Floating-Rate Income Trust	as of August 31, 2009

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 142.9%⁽¹⁾


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
Aerospace and Defense — 2.9%
		AWAS Capital, Inc.
	1,820	Term Loan - Second Lien, 6.63%, Maturing March 22, 2013	$	850,812
		CACI International, Inc.
	1,781	Term Loan, 1.90%, Maturing May 3, 2011		1,749,630
		DAE Aviation Holdings, Inc.
	451	Term Loan, 4.24%, Maturing July 31, 2014		377,505
	460	Term Loan, 4.24%, Maturing July 31, 2014		384,894
		Evergreen International Aviation
	1,457	Term Loan, 11.50%, Maturing October 31, 2011		1,058,433
		Hawker Beechcraft Acquisition
	4,464	Term Loan, 2.37%, Maturing March 26, 2014		3,359,148
	263	Term Loan, 2.60%, Maturing March 26, 2014		198,258
		Hexcel Corp.
	494	Term Loan, 6.50%, Maturing May 21, 2014		496,219
		IAP Worldwide Services, Inc.
	975	Term Loan, 9.25%, Maturing December 30, 2012⁽²⁾		723,038
		Spirit AeroSystems, Inc.
	1,266	Term Loan, 2.26%, Maturing December 31, 2011		1,231,193
		TransDigm, Inc.
	1,800	Term Loan, 2.40%, Maturing June 23, 2013		1,749,375
		Vought Aircraft Industries, Inc.
	552	Term Loan, 7.50%, Maturing December 17, 2011		549,088
	324	Term Loan, 7.50%, Maturing December 22, 2011		321,545
		Wesco Aircraft Hardware Corp.
	1,264	Term Loan, 2.52%, Maturing September 29, 2013		1,166,270

			$	14,215,408

Air Transport — 1.3%
		Delta Air Lines, Inc.
	750	Term Loan, 2.20%, Maturing April 30, 2012	$	633,750
	1,323	Term Loan - Second Lien, 3.53%, Maturing April 30, 2014		1,022,018
		Northwest Airlines, Inc.
	5,155	DIP Loan, 2.28%, Maturing December 31, 2010		4,942,431

			$	6,598,199

Automotive — 5.4%
		Accuride Corp.
	1,797	Term Loan, 3.00%, Maturing January 31, 2012	$	1,671,408
		Adesa, Inc.
	3,903	Term Loan, 2.52%, Maturing October 18, 2013		3,679,943
		Allison Transmission, Inc.
	1,895	Term Loan, 3.03%, Maturing September 30, 2014		1,628,145
		CSA Acquisition Corp.
	257	Term Loan, 3.13%, Maturing December 23, 2011		209,445
	643	Term Loan, 3.13%, Maturing December 23, 2011		523,183
	483	Term Loan, 3.13%, Maturing December 23, 2012		386,402
		Dayco Products, LLC
	1,921	Term Loan, 0.00%, Maturing June 21, 2011⁽³⁾		822,614
		Delphi Corp.
	1,361	DIP Loan, 0.00%, Maturing September 30, 2009⁽³⁾		760,998
	139	DIP Loan, 10.50%, Maturing September 30, 2009		77,502
		Federal-Mogul Corp.
	1,656	Term Loan, 2.22%, Maturing December 27, 2014		1,262,550
	2,269	Term Loan, 2.22%, Maturing December 27, 2015		1,730,406


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Ford Motor Co.
	2,420	Term Loan, 3.50%, Maturing December 15, 2013	$	2,112,762
		Goodyear Tire & Rubber Co.
	5,675	Term Loan - Second Lien, 2.02%, Maturing April 30, 2010		5,260,725
		HLI Operating Co., Inc.
	425	DIP Loan, 26.00%, Maturing November 30, 2009⁽²⁾		407,952
EUR	87	Term Loan, 3.56%, Maturing May 30, 2014		9,384
EUR	1,482	Term Loan, 8.49%, Maturing May 30, 2014		159,395
		Keystone Automotive Operations, Inc.
	1,421	Term Loan, 3.77%, Maturing January 12, 2012		788,907
		LKQ Corp.
	1,115	Term Loan, 2.53%, Maturing October 12, 2014		1,092,330
		TriMas Corp.
	263	Term Loan, 2.62%, Maturing August 2, 2011		237,562
	2,094	Term Loan, 2.65%, Maturing August 2, 2013		1,894,643
		TRW Automotive, Inc.
	916	Term Loan, 6.31%, Maturing February 2, 2014		915,880
		United Components, Inc.
	1,180	Term Loan, 2.72%, Maturing June 30, 2010		1,076,998

			$	26,709,134

Beverage and Tobacco — 0.5%
		Culligan International Co.
EUR	1,075	Term Loan - Second Lien, 5.28%, Maturing May 31, 2013	$	423,808
		Southern Wine & Spirits of America, Inc.
	1,237	Term Loan, 2.10%, Maturing May 31, 2012		1,203,305
		Van Houtte, Inc.
	118	Term Loan, 3.09%, Maturing July 11, 2014		111,766
	863	Term Loan, 3.09%, Maturing July 11, 2014		819,615

			$	2,558,494

Building and Development — 2.7%
		Beacon Sales Acquisition, Inc.
	1,214	Term Loan, 2.56%, Maturing September 30, 2013	$	1,153,716
		Brickman Group Holdings, Inc.
	767	Term Loan, 2.34%, Maturing January 23, 2014		717,203
		Epco/Fantome, LLC
	1,496	Term Loan, 2.89%, Maturing November 23, 2010		1,144,440
		Forestar USA Real Estate Group, Inc.
	1,700	Revolving Loan, 3.76%, Maturing December 1, 2010⁽⁴⁾		1,402,190
	1,214	Term Loan, 5.11%, Maturing December 1, 2010		1,001,786
		Hovstone Holdings, LLC
	975	Term Loan, 5.50%, Maturing September 7, 2009⁽²⁾⁽⁵⁾		392,308
		LNR Property Corp.
	1,282	Term Loan, 3.78%, Maturing July 3, 2011		816,914
		Metroflag BP, LLC
	500	Term Loan - Second Lien, 0.00%, Maturing October 2, 2009⁽³⁾		5,250
		Mueller Water Products, Inc.
	1,406	Term Loan, 6.02%, Maturing May 24, 2014		1,335,866
		NCI Building Systems, Inc.
	373	Term Loan, 3.14%, Maturing June 18, 2010		321,818
		November 2005 Land Investors
	305	Term Loan, 0.00%, Maturing May 9, 2011⁽²⁾⁽³⁾		129,557
		Panolam Industries Holdings, Inc.
	1,039	Term Loan, 5.00%, Maturing September 30, 2012		852,165
		Re/Max International, Inc.
	725	Term Loan, 3.91%, Maturing December 17, 2012		703,385
	2,455	Term Loan, 7.91%, Maturing December 17, 2012		2,381,408
		Realogy Corp.
	321	Term Loan, 3.26%, Maturing September 1, 2014		246,215
	677	Term Loan, 3.28%, Maturing September 1, 2014		520,044


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		South Edge, LLC
	1,644	Term Loan, 0.00%, Maturing October 31, 2009⁽³⁾	$	505,453

			$	13,629,718

Business Equipment and Services — 12.4%
		ACCO Brands Corp.
	1,060	Term Loan, 7.75%, Maturing August 17, 2012	$	992,675
		Activant Solutions, Inc.
	1,716	Term Loan, 2.48%, Maturing May 1, 2013		1,578,952
	946	Term Loan, 2.81%, Maturing May 1, 2013		870,080
		Acxiom Corp.
	1,345	Term Loan, 2.31%, Maturing September 15, 2012		1,311,131
		Affiliated Computer Services
	893	Term Loan, 2.26%, Maturing March 20, 2013		877,004
		Affinion Group, Inc.
	2,594	Term Loan, 2.76%, Maturing October 17, 2012		2,484,271
		Allied Barton Security Service
	1,092	Term Loan, 6.75%, Maturing February 21, 2015		1,101,933
		Education Management, LLC
	3,821	Term Loan, 2.38%, Maturing June 1, 2013		3,670,889
		Info USA, Inc.
	274	Term Loan, 2.60%, Maturing February 14, 2012		261,592
		Intergraph Corp.
	1,000	Term Loan - Second Lien, 6.30%, Maturing November 29, 2014		937,500
		iPayment, Inc.
	2,508	Term Loan, 2.46%, Maturing May 10, 2013		2,093,949
		Kronos, Inc.
	1,184	Term Loan, 2.60%, Maturing June 11, 2014		1,104,400
		Language Line, Inc.
	3,156	Term Loan, 3.85%, Maturing June 11, 2011		3,061,174
		Mitchell International, Inc.
	985	Term Loan, 2.63%, Maturing March 28, 2014		879,011
	1,000	Term Loan - Second Lien, 5.88%, Maturing March 28, 2015		650,000
		N.E.W. Holdings I, LLC
	2,488	Term Loan, 2.77%, Maturing May 22, 2014		2,335,258
		Protection One, Inc.
	2,201	Term Loan, 2.53%, Maturing March 31, 2012		2,057,716
		Quantum Corp.
	223	Term Loan, 4.10%, Maturing July 12, 2014		198,420
		Quintiles Transnational Corp.
	997	Term Loan, 2.47%, Maturing March 31, 2013		942,142
	1,875	Term Loan - Second Lien, 4.26%, Maturing March 31, 2014		1,781,250
		Sabre, Inc.
	7,377	Term Loan, 2.65%, Maturing September 30, 2014		6,075,782
		Serena Software, Inc.
	997	Term Loan, 2.63%, Maturing March 10, 2013		929,333
		Sitel (Client Logic)
	1,958	Term Loan, 5.96%, Maturing January 29, 2014		1,556,547
		Solera Holdings, LLC
EUR	831	Term Loan, 3.06%, Maturing May 15, 2014		1,071,695
		SunGard Data Systems, Inc.
	2,259	Term Loan, 2.03%, Maturing February 11, 2013		2,130,088
	7,312	Term Loan, 4.08%, Maturing February 28, 2016		7,094,405
		TDS Investor Corp.
EUR	1,054	Term Loan, 3.62%, Maturing August 23, 2013		1,195,848
		Ticketmaster
	1,950	Term Loan, 3.60%, Maturing July 22, 2014		1,862,250


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Travelport, LLC
	987	Term Loan, 2.76%, Maturing August 23, 2013	$	891,380
	2,334	Term Loan, 2.88%, Maturing August 23, 2013		2,110,760
	468	Term Loan, 3.10%, Maturing August 23, 2013		423,525
		Valassis Communications, Inc.
	338	Term Loan, 2.02%, Maturing March 2, 2014		321,601
	1,464	Term Loan, 2.02%, Maturing March 2, 2014		1,392,639
		VWR International, Inc.
	2,192	Term Loan, 2.76%, Maturing June 28, 2013		2,037,394
		West Corp.
	3,697	Term Loan, 2.64%, Maturing October 24, 2013		3,525,782

			$	61,808,376

Cable and Satellite Television — 11.4%
		Atlantic Broadband Finance, LLC
	2,306	Term Loan, 6.75%, Maturing June 8, 2013	$	2,317,868
	86	Term Loan, 2.85%, Maturing September 1, 2013		85,231
		Bragg Communications, Inc.
	2,083	Term Loan, 3.17%, Maturing August 31, 2014		2,038,626
		Bresnan Broadband Holdings, LLC
	549	Term Loan, 2.52%, Maturing March 29, 2014		529,766
	1,325	Term Loan - Second Lien, 4.78%, Maturing March 29, 2014		1,238,875
		Cequel Communications, LLC
	2,480	Term Loan, 2.28%, Maturing November 5, 2013		2,353,503
	4,364	Term Loan, 6.28%, Maturing May 5, 2014⁽²⁾		4,058,783
	1,800	Term Loan - Second Lien, 4.78%, Maturing May 5, 2014		1,638,000
		Charter Communications Operating, Inc.
	6,681	Term Loan, 6.25%, Maturing April 28, 2013		6,225,759
		CSC Holdings, Inc.
	3,826	Term Loan, 2.02%, Maturing March 29, 2013		3,713,043
		CW Media Holdings, Inc.
	1,670	Term Loan, 3.85%, Maturing February 15, 2015		1,464,600
		Foxco Acquisition Sub., LLC
	649	Term Loan, 7.25%, Maturing July 2, 2015		540,044
		Insight Midwest Holdings, LLC
	3,999	Term Loan, 2.28%, Maturing April 6, 2014		3,844,399
		MCC Iowa, LLC
	544	Term Loan, 1.76%, Maturing March 31, 2010		539,672
	3,861	Term Loan, 2.01%, Maturing January 31, 2015		3,626,475
		Mediacom Illinois, LLC
	3,996	Term Loan, 2.01%, Maturing January 31, 2015		3,737,619
	1,000	Term Loan, 0.00%, Maturing March 31, 2017⁽³⁾⁽⁶⁾		1,002,500
		NTL Investment Holdings, Ltd.
GBP	296	Term Loan, 3.89%, Maturing March 30, 2012		447,945
GBP	1,055	Term Loan, 5.12%, Maturing September 3, 2012		1,595,953
		ProSiebenSat.1 Media AG
EUR	410	Term Loan, 3.53%, Maturing March 2, 2015		342,979
EUR	140	Term Loan, 2.73%, Maturing June 26, 2015		161,281
EUR	3,144	Term Loan, 2.73%, Maturing June 26, 2015		3,615,372
EUR	410	Term Loan, 3.78%, Maturing March 2, 2016		342,979
EUR	413	Term Loan, 8.15%, Maturing March 2, 2017⁽²⁾		79,982
EUR	565	Term Loan - Second Lien, 4.90%, Maturing September 2, 2016		135,037
		UPC Broadband Holding B.V.
	1,410	Term Loan, 2.03%, Maturing December 31, 2014		1,335,412
	765	Term Loan, 3.78%, Maturing December 31, 2016		741,387
EUR	2,614	Term Loan, 4.29%, Maturing December 31, 2016		3,434,466
EUR	2,886	Term Loan, 4.54%, Maturing December 31, 2017		3,802,567
		Virgin Media Investment Holdings, Ltd.
GBP	262	Term Loan, 5.31%, Maturing March 30, 2012		396,446


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		YPSO Holding SA
EUR	209	Term Loan, 2.99%, Maturing July 28, 2014	$	234,728
EUR	249	Term Loan, 2.99%, Maturing July 28, 2014		280,025
EUR	542	Term Loan, 2.99%, Maturing July 28, 2014		608,233

			$	56,509,555

Chemicals and Plastics — 7.3%
		Ashland, Inc.
	844	Term Loan, 7.65%, Maturing November 20, 2014	$	862,781
		AZ Chem US, Inc.
	500	Term Loan - Second Lien, 6.00%, Maturing February 28, 2014		397,500
		Brenntag Holding GmbH and Co. KG
	1,729	Term Loan, 2.27%, Maturing December 23, 2013		1,651,276
	422	Term Loan, 2.31%, Maturing December 23, 2013		403,181
	1,600	Term Loan - Second Lien, 4.27%, Maturing December 23, 2015		1,400,000
		Celanese Holdings, LLC
	4,594	Term Loan, 2.35%, Maturing April 2, 2014		4,404,020
		First Chemical Holding
EUR	965	Term Loan, 3.82%, Maturing December 18, 2015		816,450
		Georgia Gulf Corp.
	730	Term Loan, 9.02%, Maturing October 3, 2013		706,986
		Hexion Specialty Chemicals, Inc.
	490	Term Loan, 2.88%, Maturing May 5, 2012		352,800
	1,044	Term Loan, 2.88%, Maturing May 5, 2013		801,672
	4,805	Term Loan, 2.88%, Maturing May 5, 2013		3,690,456
		Huntsman International, LLC
	2,500	Term Loan, 2.01%, Maturing August 16, 2012		2,342,187
		INEOS Group
	2,493	Term Loan, 9.50%, Maturing December 14, 2013		1,916,761
	2,398	Term Loan, 10.00%, Maturing December 14, 2014		1,843,703
EUR	750	Term Loan - Second Lien, 7.71%, Maturing December 14, 2012		720,384
		ISP Chemco, Inc.
	2,940	Term Loan, 2.06%, Maturing June 4, 2014		2,784,180
		Kranton Polymers, LLC
	2,395	Term Loan, 2.63%, Maturing May 12, 2013		2,080,390
		MacDermid, Inc.
	546	Term Loan, 2.26%, Maturing April 12, 2014		459,328
EUR	726	Term Loan, 2.70%, Maturing April 12, 2014		774,548
		Millenium Inorganic Chemicals
	358	Term Loan, 2.85%, Maturing April 30, 2014		266,644
	1,075	Term Loan - Second Lien, 6.35%, Maturing October 31, 2014		731,000
		Momentive Performance Material
	1,804	Term Loan, 2.56%, Maturing December 4, 2013		1,473,063
		Nalco Co.
	550	Term Loan, 6.50%, Maturing May 6, 2016		559,281
		Rockwood Specialties Group, Inc.
	4,140	Term Loan, 6.00%, Maturing May 15, 2014		4,182,646
		Schoeller Arca Systems Holding
EUR	72	Term Loan, 4.33%, Maturing November 16, 2015		56,977
EUR	206	Term Loan, 4.33%, Maturing November 16, 2015		162,451
EUR	222	Term Loan, 4.33%, Maturing November 16, 2015		174,813

			$	36,015,478

Clothing/Textiles — 0.7%
		Hanesbrands, Inc.
	1,216	Term Loan, 5.24%, Maturing September 5, 2013	$	1,222,152
	950	Term Loan - Second Lien, 4.25%, Maturing March 5, 2014		912,475
		St. John Knits International, Inc.
	568	Term Loan, 9.25%, Maturing March 23, 2012		425,697


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		The William Carter Co.
	1,051	Term Loan, 1.79%, Maturing July 14, 2012	$	1,025,133

			$	3,585,457

Conglomerates — 4.2%
		Amsted Industries, Inc.
	1,872	Term Loan, 2.53%, Maturing October 15, 2010	$	1,754,597
		Blount, Inc.
	249	Term Loan, 2.03%, Maturing August 9, 2010		235,813
		Doncasters (Dunde HoldCo 4 Ltd.)
	473	Term Loan, 2.77%, Maturing July 13, 2015		338,218
	473	Term Loan, 3.27%, Maturing July 13, 2015		338,218
GBP	550	Term Loan - Second Lien, 5.05%, Maturing January 13, 2016		440,971
		GenTek, Inc.
	555	Term Loan, 2.54%, Maturing February 25, 2011		518,723
		Jarden Corp.
	774	Term Loan, 2.35%, Maturing January 24, 2012		756,232
	1,961	Term Loan, 2.35%, Maturing January 24, 2012		1,916,094
	816	Term Loan, 3.10%, Maturing January 24, 2012		808,400
		Johnson Diversey, Inc.
	1,793	Term Loan, 2.48%, Maturing December 16, 2011		1,759,712
		Manitowoc Company, Inc. (The)
	1,892	Term Loan, 7.50%, Maturing August 21, 2014		1,725,273
		Polymer Group, Inc.
	2,553	Term Loan, 2.85%, Maturing November 22, 2012		2,448,159
		RBS Global, Inc.
	341	Term Loan, 2.56%, Maturing July 19, 2013		310,822
	3,425	Term Loan, 2.96%, Maturing July 19, 2013		3,165,272
		RGIS Holdings, LLC
	2,846	Term Loan, 3.04%, Maturing April 30, 2014		2,479,381
	142	Term Loan, 3.10%, Maturing April 30, 2014		123,969
		US Investigations Services, Inc.
	1,000	Term Loan, 3.36%, Maturing February 21, 2015		932,000
		Vertrue, Inc.
	919	Term Loan, 3.60%, Maturing August 16, 2014		735,168

			$	20,787,022

Containers and Glass Products — 4.0%
		Berry Plastics Corp.
	1,895	Term Loan, 2.27%, Maturing April 3, 2015	$	1,614,016
		Consolidated Container Co.
	1,000	Term Loan - Second Lien, 5.76%, Maturing September 28, 2014		797,500
		Crown Americas, Inc.
	679	Term Loan, 2.02%, Maturing November 15, 2012		673,342
		Graham Packaging Holdings Co.
	1,325	Term Loan, 2.56%, Maturing October 7, 2011		1,294,892
	3,249	Term Loan, 6.75%, Maturing April 5, 2014		3,256,306
		Graphic Packaging International, Inc.
	2,568	Term Loan, 2.53%, Maturing May 16, 2014		2,486,887
	478	Term Loan, 3.27%, Maturing May 16, 2014		468,301
		JSG Acquisitions
	2,055	Term Loan, 3.92%, Maturing December 31, 2013		1,969,717
	2,055	Term Loan, 4.17%, Maturing December 13, 2014		1,969,718
		Owens-Brockway Glass Container
	1,724	Term Loan, 1.77%, Maturing June 14, 2013		1,691,903
		Smurfit-Stone Container Corp.
	1,621	Revolving Loan, 2.84%, Maturing July 28, 2010		1,552,346
	538	Revolving Loan, 3.05%, Maturing July 28, 2010		514,866
	211	Term Loan, 2.57%, Maturing November 1, 2011		201,718
	370	Term Loan, 2.57%, Maturing November 1, 2011		354,127


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
	698	Term Loan, 2.57%, Maturing November 1, 2011	$	667,180
	325	Term Loan, 4.50%, Maturing November 1, 2011		311,176

			$	19,823,995

Cosmetics/Toiletries — 0.7%
		American Safety Razor Co.
	489	Term Loan, 2.71%, Maturing July 31, 2013	$	457,480
	1,050	Term Loan - Second Lien, 6.52%, Maturing July 31, 2014		824,250
		KIK Custom Products, Inc.
	1,075	Term Loan - Second Lien, 5.26%, Maturing November 30, 2014		510,625
		Prestige Brands, Inc.
	1,583	Term Loan, 2.51%, Maturing April 7, 2011		1,559,272

			$	3,351,627

Drugs — 0.8%
		Graceway Pharmaceuticals, LLC
	1,765	Term Loan, 3.01%, Maturing May 3, 2012	$	1,429,351
	275	Term Loan, 8.51%, Maturing November 3, 2013		68,750
	1,000	Term Loan - Second Lien, 6.76%, Maturing May 3, 2013		413,750
		Pharmaceutical Holdings Corp.
	378	Term Loan, 3.54%, Maturing January 30, 2012		355,362
		Warner Chilcott Corp.
	498	Term Loan, 2.26%, Maturing January 18, 2012		496,529
	1,419	Term Loan, 2.45%, Maturing January 18, 2012		1,415,789

			$	4,179,531

Ecological Services and Equipment — 1.0%
		Blue Waste B.V. (AVR Acquisition)
EUR	1,000	Term Loan, 2.78%, Maturing April 1, 2015	$	1,309,951
		Cory Environmental Holdings
GBP	500	Term Loan - Second Lien, 5.49%, Maturing September 30, 2014		508,735
		Kemble Water Structure, Ltd.
GBP	1,500	Term Loan - Second Lien, 5.63%, Maturing October 13, 2013		1,599,462
		Sensus Metering Systems, Inc.
	1,705	Term Loan, 7.00%, Maturing June 3, 2013		1,713,940

			$	5,132,088

Electronics/Electrical — 4.6%
		Aspect Software, Inc.
	1,033	Term Loan, 3.31%, Maturing July 11, 2011	$	937,513
	2,000	Term Loan - Second Lien, 7.31%, Maturing July 11, 2013		1,245,000
		FCI International S.A.S.
	231	Term Loan, 3.41%, Maturing November 1, 2013		164,132
	231	Term Loan, 3.41%, Maturing November 1, 2013		164,132
	240	Term Loan, 3.41%, Maturing November 1, 2013		170,488
	240	Term Loan, 3.41%, Maturing November 1, 2013		170,488
		Freescale Semiconductor, Inc.
	2,992	Term Loan, 2.03%, Maturing December 1, 2013		2,253,090
		Infor Enterprise Solutions Holdings
	1,481	Term Loan, 3.02%, Maturing July 28, 2012		1,260,176
	1,660	Term Loan, 4.02%, Maturing July 28, 2012		1,402,756
	3,182	Term Loan, 4.02%, Maturing July 28, 2012		2,688,616
	500	Term Loan, 5.76%, Maturing March 2, 2014		278,281
	183	Term Loan - Second Lien, 6.51%, Maturing March 2, 2014		105,417
	317	Term Loan - Second Lien, 6.51%, Maturing March 2, 2014		178,917
		Network Solutions, LLC
	713	Term Loan, 2.83%, Maturing March 7, 2014		623,854
		Open Solutions, Inc.
	2,912	Term Loan, 2.63%, Maturing January 23, 2014		2,449,837
		Sensata Technologies Finance Co.
	3,796	Term Loan, 2.25%, Maturing April 27, 2013		3,128,269


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Spectrum Brands, Inc.
	114	Term Loan, 2.58%, Maturing March 30, 2013	$	106,709
	2,702	Term Loan, 6.25%, Maturing March 30, 2013		2,536,512
		SS&C Technologies, Inc.
	721	Term Loan, 2.48%, Maturing November 23, 2012		691,965
		VeriFone, Inc.
	774	Term Loan, 3.02%, Maturing October 31, 2013		738,692
		Vertafore, Inc.
	1,446	Term Loan, 2.89%, Maturing January 31, 2012		1,377,220

			$	22,672,064

Equipment Leasing — 0.6%
		Hertz Corp.
	2,427	Term Loan, 2.03%, Maturing December 21, 2012	$	2,316,398
	444	Term Loan, 2.36%, Maturing December 21, 2012		424,127

			$	2,740,525

Farming/Agriculture — 0.2%
		Central Garden & Pet Co.
	1,170	Term Loan, 1.77%, Maturing February 28, 2014	$	1,107,957

			$	1,107,957

Financial Intermediaries — 2.2%
		Citco III, Ltd.
	3,153	Term Loan, 2.85%, Maturing June 30, 2014	$	2,711,675
		Grosvenor Capital Management
	1,460	Term Loan, 2.28%, Maturing December 5, 2013		1,313,895
		Jupiter Asset Management Group
GBP	447	Term Loan, 2.76%, Maturing June 30, 2015		602,183
		LPL Holdings, Inc.
	4,388	Term Loan, 2.17%, Maturing December 18, 2014		4,076,823
		Nuveen Investments, Inc.
	1,578	Term Loan, 3.39%, Maturing November 2, 2014		1,289,847
		Oxford Acquisition III, Ltd.
	898	Term Loan, 2.50%, Maturing May 24, 2014		539,059
		RJO Holdings Corp. (RJ O’Brien)
	974	Term Loan, 3.28%, Maturing July 31, 2014		464,088

			$	10,997,570

Food Products — 4.2%
		Acosta, Inc.
	3,251	Term Loan, 2.54%, Maturing July 28, 2013	$	3,100,950
		Advantage Sales & Marketing, Inc.
	1,803	Term Loan, 2.28%, Maturing March 29, 2013		1,727,486
		Dean Foods Co.
	3,756	Term Loan, 1.97%, Maturing April 2, 2014		3,606,313
		Dole Food Company, Inc.
	164	Term Loan, 7.37%, Maturing April 12, 2013		165,923
	287	Term Loan, 8.00%, Maturing April 12, 2013		290,049
	1,069	Term Loan, 8.00%, Maturing April 12, 2013		1,080,749
		Michael Foods, Inc.
	468	Term Loan, 6.50%, Maturing April 30, 2014		474,893
		Pinnacle Foods Finance, LLC
	5,588	Term Loan, 3.03%, Maturing April 2, 2014		5,184,994
		Provimi Group SA
	220	Term Loan, 2.51%, Maturing June 28, 2015		194,115
	270	Term Loan, 2.51%, Maturing June 28, 2015		238,882
EUR	284	Term Loan, 2.74%, Maturing June 28, 2015		359,938
EUR	470	Term Loan, 2.74%, Maturing June 28, 2015		595,298
EUR	490	Term Loan, 2.74%, Maturing June 28, 2015		620,309
EUR	632	Term Loan, 2.74%, Maturing June 28, 2015		799,919


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
EUR	29	Term Loan - Second Lien, 4.74%, Maturing June 28, 2015	$	20,800
EUR	837	Term Loan - Second Lien, 2.25%, Maturing December 28, 2016⁽⁴⁾		599,914
	178	Term Loan - Second Lien, 4.54%, Maturing December 28, 2016		88,943
		Reddy Ice Group, Inc.
	2,190	Term Loan, 2.02%, Maturing August 9, 2012		1,883,400

			$	21,032,875

Food Service — 3.2%
		AFC Enterprises, Inc.
	453	Term Loan, 7.00%, Maturing May 11, 2011	$	450,241
		Aramark Corp.
	5,622	Term Loan, 2.47%, Maturing January 26, 2014		5,280,053
	357	Term Loan, 3.75%, Maturing January 26, 2014		335,654
GBP	1,219	Term Loan, 3.33%, Maturing January 27, 2014		1,855,101
		Buffets, Inc.
	983	Term Loan, 18.00%, Maturing April 30, 2012		1,002,373
	118	Term Loan, 7.85%, Maturing November 1, 2013⁽²⁾		82,472
	577	Term Loan - Second Lien, 19.12%, Maturing November 1, 2013⁽²⁾		403,575
		CBRL Group, Inc.
	1,841	Term Loan, 1.98%, Maturing April 27, 2013		1,772,328
		Denny’s, Inc.
	136	Term Loan, 2.38%, Maturing March 31, 2012		130,240
	428	Term Loan, 3.13%, Maturing March 31, 2012		410,616
		NPC International, Inc.
	387	Term Loan, 2.21%, Maturing May 3, 2013		360,953
		OSI Restaurant Partners, LLC
	155	Term Loan, 3.04%, Maturing May 9, 2013		123,394
	1,774	Term Loan, 2.56%, Maturing May 9, 2014		1,416,332
		QCE Finance, LLC
	1,216	Term Loan, 2.88%, Maturing May 5, 2013		918,198
	1,050	Term Loan - Second Lien, 6.35%, Maturing November 5, 2013		506,625
		Sagittarius Restaurants, LLC
	376	Term Loan, 10.25%, Maturing March 29, 2013		310,513
		Selecta
EUR	741	Term Loan - Second Lien, 5.34%, Maturing December 28, 2015		302,855

			$	15,661,523

Food/Drug Retailers — 3.9%
		General Nutrition Centers, Inc.
	4,193	Term Loan, 2.72%, Maturing September 16, 2013	$	3,883,480
		Iceland Foods Group, Ltd.
GBP	347	Term Loan, 2.34%, Maturing May 2, 2014		558,399
GBP	1,625	Term Loan, 3.09%, Maturing May 2, 2015		2,615,660
		Pantry, Inc. (The)
	250	Term Loan, 1.77%, Maturing May 15, 2014		235,141
	868	Term Loan, 1.77%, Maturing May 15, 2014		816,741
		Rite Aid Corp.
	6,730	Term Loan, 2.03%, Maturing June 1, 2014		5,839,642
	1,191	Term Loan, 6.00%, Maturing June 4, 2014		1,127,480
	1,000	Term Loan, 9.50%, Maturing June 4, 2014		1,040,000
		Roundy’s Supermarkets, Inc.
	3,089	Term Loan, 3.03%, Maturing November 3, 2011		3,021,080

			$	19,137,623

Forest Products — 2.8%
		Appleton Papers, Inc.
	1,969	Term Loan, 6.50%, Maturing June 5, 2014	$	1,742,324
		Georgia-Pacific Corp.
	1,084	Term Loan, 2.37%, Maturing December 20, 2012		1,052,378
	5,933	Term Loan, 2.61%, Maturing December 20, 2012		5,761,429
	1,561	Term Loan, 3.81%, Maturing December 23, 2014		1,558,117


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Newpage Corp.
	3,307	Term Loan, 4.06%, Maturing December 5, 2014	$	3,085,294
		Xerium Technologies, Inc.
	1,298	Term Loan, 6.10%, Maturing May 18, 2012		889,019

			$	14,088,561

Healthcare — 15.2%
		Accellent, Inc.
	2,292	Term Loan, 2.87%, Maturing November 22, 2012	$	2,086,063
		American Medical Systems
	935	Term Loan, 2.56%, Maturing July 20, 2012		907,389
		AMN Healthcare, Inc.
	204	Term Loan, 2.35%, Maturing November 2, 2011		192,977
		Biomet, Inc.
	2,955	Term Loan, 3.58%, Maturing December 26, 2014		2,848,723
		Bright Horizons Family Solutions, Inc.
	1,064	Term Loan, 7.50%, Maturing May 15, 2015		1,044,960
		Cardinal Health 409, Inc.
	2,401	Term Loan, 2.51%, Maturing April 10, 2014		2,103,876
		Carestream Health, Inc.
	3,287	Term Loan, 2.26%, Maturing April 30, 2013		3,062,230
	500	Term Loan - Second Lien, 5.51%, Maturing October 30, 2013		356,979
		Carl Zeiss Vision Holding GmbH
	1,300	Term Loan, 2.76%, Maturing March 23, 2015		725,833
		Community Health Systems, Inc.
	470	Term Loan, 2.51%, Maturing July 25, 2014		438,707
	9,203	Term Loan, 2.61%, Maturing July 25, 2014		8,596,935
		Concentra, Inc.
	727	Term Loan - Second Lien, 6.85%, Maturing June 25, 2015⁽²⁾		548,859
		ConMed Corp.
	506	Term Loan, 1.76%, Maturing April 13, 2013		470,890
		Convatec Cidron Healthcare
EUR	746	Term Loan, 4.79%, Maturing July 30, 2016		1,043,103
		CRC Health Corp.
	532	Term Loan, 2.85%, Maturing February 6, 2013		439,065
	535	Term Loan, 2.85%, Maturing February 6, 2013		441,272
		Dako EQT Project Delphi
	500	Term Loan - Second Lien, 4.35%, Maturing December 12, 2016		203,750
		DaVita, Inc.
	622	Term Loan, 1.86%, Maturing October 5, 2012		600,251
		DJO Finance, LLC
	887	Term Loan, 3.40%, Maturing May 15, 2014		854,734
		Fenwal, Inc.
	500	Term Loan - Second Lien, 5.62%, Maturing August 28, 2014		393,750
		Fresenius Medical Care Holdings
	2,852	Term Loan, 1.97%, Maturing March 31, 2013		2,764,374
		Hanger Orthopedic Group, Inc.
	800	Term Loan, 2.27%, Maturing May 30, 2013		754,121
		HCA, Inc.
	9,781	Term Loan, 2.85%, Maturing November 18, 2013		9,227,806
		Health Management Association, Inc.
	8,220	Term Loan, 2.35%, Maturing February 28, 2014		7,745,061
		HealthSouth Corp.
	2,852	Term Loan, 2.53%, Maturing March 10, 2013		2,772,564
		Iasis Healthcare, LLC
	154	Term Loan, 2.26%, Maturing March 14, 2014		146,013
	572	Term Loan, 2.26%, Maturing March 14, 2014		542,074
	1,652	Term Loan, 2.26%, Maturing March 14, 2014		1,566,437
		Ikaria Acquisition, Inc.
	545	Term Loan, 2.64%, Maturing March 28, 2013		497,570


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		IM U.S. Holdings, LLC
	985	Term Loan, 2.40%, Maturing June 26, 2014	$	938,633
	700	Term Loan - Second Lien, 4.51%, Maturing June 26, 2015		674,625
		Invacare Corp.
	428	Term Loan, 2.51%, Maturing February 12, 2013		409,331
		inVentiv Health, Inc.
	926	Term Loan, 2.35%, Maturing July 6, 2014		870,612
		LifePoint Hospitals, Inc.
	2,251	Term Loan, 2.02%, Maturing April 15, 2012		2,194,560
		MultiPlan Merger Corp.
	1,078	Term Loan, 2.81%, Maturing April 12, 2013		1,024,276
	1,514	Term Loan, 2.81%, Maturing April 12, 2013		1,438,176
		Mylan, Inc.
	2,630	Term Loan, 3.81%, Maturing October 2, 2014		2,560,552
		National Mentor Holdings, Inc.
	69	Term Loan, 2.44%, Maturing June 29, 2013		60,711
	1,122	Term Loan, 2.60%, Maturing June 29, 2013		992,712
		National Renal Institutes, Inc.
	913	Term Loan, 5.63%, Maturing March 31, 2013⁽²⁾		723,606
		Physiotherapy Associates, Inc.
	836	Term Loan, 7.50%, Maturing June 27, 2013		570,573
		RadNet Management, Inc.
	609	Term Loan, 4.57%, Maturing November 15, 2012		572,818
	650	Term Loan, 9.64%, Maturing November 15, 2013		581,750
		ReAble Therapeutics Finance, LLC
	2,674	Term Loan, 2.46%, Maturing November 16, 2013		2,597,241
		Renal Advantage, Inc.
	1	Term Loan, 3.08%, Maturing October 5, 2012		860
		Select Medical Holdings Corp.
	3,263	Term Loan, 4.16%, Maturing August 5, 2014		3,100,143
		Sunrise Medical Holdings, Inc.
	429	Term Loan, 6.31%, Maturing May 13, 2010		246,708
		TZ Merger Sub., Inc. (TriZetto)
	748	Term Loan, 7.50%, Maturing July 24, 2015		742,505
		Vanguard Health Holding Co., LLC
	1,314	Term Loan, 2.51%, Maturing September 23, 2011		1,287,562
		Viant Holdings, Inc.
	578	Term Loan, 2.85%, Maturing June 25, 2014		566,077

			$	75,530,397

Home Furnishings — 1.5%
		Hunter Fan Co.
	484	Term Loan, 2.78%, Maturing April 16, 2014	$	337,264
		Interline Brands, Inc.
	584	Term Loan, 2.02%, Maturing June 23, 2013		535,740
	1,041	Term Loan, 2.02%, Maturing June 23, 2013		955,075
		National Bedding Co., LLC
	1,472	Term Loan, 2.31%, Maturing August 31, 2011		1,337,383
	2,050	Term Loan - Second Lien, 5.29%, Maturing August 31, 2012		1,394,000
		Simmons Co.
	3,108	Term Loan, 10.50%, Maturing December 19, 2011		3,045,631
	1,090	Term Loan, 7.35%, Maturing February 15, 2012⁽²⁾		32,709

			$	7,637,802

Industrial Equipment — 3.6%
		Brand Energy and Infrastructure Services, Inc.
	733	Term Loan, 2.61%, Maturing February 7, 2014	$	665,311
	884	Term Loan, 3.68%, Maturing February 7, 2014		822,352


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		CEVA Group PLC U.S.
	1,162	Term Loan, 3.26%, Maturing January 4, 2014	$	925,580
	2,240	Term Loan, 3.26%, Maturing January 4, 2014		1,784,818
	847	Term Loan, 3.60%, Maturing January 4, 2014		661,949
		EPD Holdings (Goodyear Engineering Products)
	151	Term Loan, 2.53%, Maturing July 13, 2014		106,862
	1,053	Term Loan, 2.53%, Maturing July 13, 2014		746,134
	850	Term Loan - Second Lien, 6.02%, Maturing July 13, 2015		384,625
		Generac Acquisition Corp.
	1,890	Term Loan, 2.78%, Maturing November 7, 2013		1,606,212
	500	Term Loan - Second Lien, 6.28%, Maturing April 7, 2014		305,469
		Gleason Corp.
	146	Term Loan, 2.26%, Maturing June 30, 2013		137,185
	634	Term Loan, 2.26%, Maturing June 30, 2013		595,949
		Jason, Inc.
	443	Term Loan, 5.35%, Maturing April 30, 2010		221,401
		John Maneely Co.
	2,863	Term Loan, 3.62%, Maturing December 8, 2013		2,275,961
		KION Group GmbH
	250	Term Loan, 2.51%, Maturing December 23, 2014		161,562
	250	Term Loan, 2.76%, Maturing December 23, 2015		161,563
		Polypore, Inc.
	4,809	Term Loan, 2.53%, Maturing July 3, 2014		4,580,647
		Sequa Corp.
	794	Term Loan, 3.84%, Maturing November 30, 2014		684,128
		TFS Acquisition Corp.
	1,945	Term Loan, 5.10%, Maturing August 11, 2013		875,250

			$	17,702,958

Insurance — 3.3%
		Alliant Holdings I, Inc.
	840	Term Loan, 3.60%, Maturing August 21, 2014	$	781,050
		AmWINS Group, Inc.
	987	Term Loan, 2.98%, Maturing June 8, 2013		676,373
	500	Term Loan - Second Lien, 6.11%, Maturing June 8, 2014		237,500
		Applied Systems, Inc.
	2,368	Term Loan, 2.76%, Maturing September 26, 2013		2,198,356
		CCC Information Services Group, Inc.
	1,624	Term Loan, 2.52%, Maturing February 10, 2013		1,563,219
		Conseco, Inc.
	3,823	Term Loan, 6.50%, Maturing October 10, 2013		2,943,911
		Crawford & Company
	1,341	Term Loan, 3.10%, Maturing October 31, 2013		1,202,981
		Crump Group, Inc.
	997	Term Loan, 3.27%, Maturing August 4, 2014		882,427
		Getty Images, Inc.
	1,987	Term Loan, 6.25%, Maturing July 2, 2015		2,002,744
		Hub International Holdings, Inc.
	436	Term Loan, 2.76%, Maturing June 13, 2014		400,718
	1,941	Term Loan, 2.76%, Maturing June 13, 2014		1,783,273
		U.S.I. Holdings Corp.
	1,887	Term Loan, 3.35%, Maturing May 4, 2014		1,660,120

			$	16,332,672

Leisure Goods/Activities/Movies — 7.2%
		24 Hour Fitness Worldwide, Inc.
	820	Term Loan, 2.93%, Maturing June 8, 2012	$	721,296
		AMC Entertainment, Inc.
	4,014	Term Loan, 1.76%, Maturing January 26, 2013		3,833,814
		AMF Bowling Worldwide, Inc.
	1,200	Term Loan - Second Lien, 6.53%, Maturing December 8, 2013		630,000


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Bombardier Recreational Products
	2,028	Term Loan, 3.28%, Maturing June 28, 2013	$	1,386,541
		Butterfly Wendel US, Inc.
	304	Term Loan, 3.22%, Maturing June 22, 2013		188,311
	304	Term Loan, 2.97%, Maturing June 22, 2014		188,372
		Carmike Cinemas, Inc.
	1,441	Term Loan, 4.49%, Maturing May 19, 2012		1,363,938
		Cedar Fair, L.P.
	410	Term Loan, 2.26%, Maturing August 30, 2012		395,889
	1,487	Term Loan, 4.26%, Maturing February 17, 2014		1,450,275
		Cinemark, Inc.
	3,963	Term Loan, 2.09%, Maturing October 5, 2013		3,831,649
		Deluxe Entertainment Services
	1,081	Term Loan, 2.65%, Maturing January 28, 2011		973,041
	62	Term Loan, 2.85%, Maturing January 28, 2011		55,807
	109	Term Loan, 2.85%, Maturing January 28, 2011		98,455
		Easton-Bell Sports, Inc.
	1,245	Term Loan, 2.26%, Maturing March 16, 2012		1,173,645
		Fender Musical Instruments Corp.
	331	Term Loan, 2.54%, Maturing June 9, 2014		268,194
	656	Term Loan, 2.85%, Maturing June 9, 2014		530,970
		Mega Blocks, Inc.
	1,752	Term Loan, 9.75%, Maturing July 26, 2012		735,840
		Metro-Goldwyn-Mayer Holdings, Inc.
	5,685	Term Loan, 3.51%, Maturing April 8, 2012		3,213,669
		National CineMedia, LLC
	2,850	Term Loan, 2.38%, Maturing February 13, 2015		2,685,413
		Regal Cinemas Corp.
	3,751	Term Loan, 4.35%, Maturing November 10, 2010		3,738,900
		Revolution Studios Distribution Co., LLC
	1,109	Term Loan, 4.02%, Maturing December 21, 2014		1,009,583
	900	Term Loan - Second Lien, 7.27%, Maturing June 21, 2015		517,500
		Six Flags Theme Parks, Inc.
	1,449	Term Loan, 2.66%, Maturing April 30, 2015		1,410,844
		Southwest Sports Group, LLC
	2,000	Term Loan, 6.75%, Maturing December 22, 2010		1,660,000
		Universal City Development Partners, Ltd.
	1,925	Term Loan, 6.00%, Maturing June 9, 2011		1,893,665
		Zuffa, LLC
	1,977	Term Loan, 2.31%, Maturing June 20, 2016		1,789,597

			$	35,745,208

Lodging and Casinos — 2.4%
		Ameristar Casinos, Inc.
	1,182	Term Loan, 3.76%, Maturing November 10, 2012	$	1,174,737
		Harrah’s Operating Co.
	442	Term Loan, 3.50%, Maturing January 28, 2015		358,292
	867	Term Loan, 3.51%, Maturing January 28, 2015		701,870
		Isle of Capri Casinos, Inc.
	148	Term Loan, 2.01%, Maturing November 30, 2013		138,914
	43	Term Loan, 2.35%, Maturing November 30, 2013		40,545
	370	Term Loan, 2.35%, Maturing November 30, 2013		347,282
		LodgeNet Entertainment Corp.
	2,589	Term Loan, 2.59%, Maturing April 4, 2014		2,230,557
		New World Gaming Partners, Ltd.
	224	Term Loan, 3.10%, Maturing June 30, 2014		160,099
	1,108	Term Loan, 3.10%, Maturing June 30, 2014		790,462
		Penn National Gaming, Inc.
	1,002	Term Loan, 2.03%, Maturing October 3, 2012		980,278


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Venetian Casino Resort/Las Vegas Sands, Inc.
	950	Term Loan, 2.09%, Maturing May 14, 2014	$	746,592
	3,763	Term Loan, 2.09%, Maturing May 23, 2014		2,956,204
		VML US Finance, LLC
	225	Term Loan, 2.85%, Maturing May 25, 2012		206,972
	523	Term Loan, 2.85%, Maturing May 25, 2013		481,704
		Wimar OpCo, LLC
	1,954	Term Loan, 0.00%, Maturing January 3, 2012⁽³⁾		542,341

			$	11,856,849

Nonferrous Metals/Minerals — 1.4%
		Euramax International, Inc.
	343	Term Loan, 10.00%, Maturing June 29, 2013⁽²⁾	$	156,106
	334	Term Loan, 14.00%, Maturing June 29, 2013⁽²⁾		143,500
		Murray Energy Corp.
	897	Term Loan, 6.94%, Maturing January 28, 2010		869,682
		Noranda Aluminum Acquisition
	1,258	Term Loan, 2.27%, Maturing May 18, 2014		930,976
		Novelis, Inc.
	697	Term Loan, 2.27%, Maturing June 28, 2014		636,801
	1,533	Term Loan, 2.42%, Maturing June 28, 2014		1,400,989
		Oxbow Carbon and Mineral Holdings
	251	Term Loan, 2.26%, Maturing May 8, 2014		233,707
	2,632	Term Loan, 2.40%, Maturing May 8, 2014		2,450,609

			$	6,822,370

Oil and Gas — 3.3%
		Atlas Pipeline Partners, L.P.
	1,042	Term Loan, 6.75%, Maturing July 20, 2014	$	1,021,266
		Big West Oil, LLC
	358	Term Loan, 4.50%, Maturing May 1, 2014		334,231
	451	Term Loan, 4.50%, Maturing May 1, 2014		420,176
		Dresser, Inc.
	1,577	Term Loan, 2.68%, Maturing May 4, 2014		1,479,796
	1,000	Term Loan - Second Lien, 6.02%, Maturing May 4, 2015		843,125
		Dynegy Holdings, Inc.
	374	Term Loan, 4.02%, Maturing April 2, 2013		362,026
	4,623	Term Loan, 4.02%, Maturing April 2, 2013		4,474,330
		Enterprise GP Holdings, L.P.
	1,312	Term Loan, 2.67%, Maturing October 31, 2014		1,287,155
		Hercules Offshore, Inc.
	2,000	Term Loan, 7.58%, Maturing July 6, 2013		1,850,000
		Niska Gas Storage
	52	Term Loan, 2.02%, Maturing May 13, 2011		49,533
	77	Term Loan, 2.02%, Maturing May 13, 2011		73,124
	748	Term Loan, 2.02%, Maturing May 12, 2013		711,165
		Precision Drilling Corp.
	1,000	Term Loan, 4.28%, Maturing December 23, 2013		985,000
		Targa Resources, Inc.
	1,046	Term Loan, 2.26%, Maturing October 31, 2012		1,031,473
	1,410	Term Loan, 2.60%, Maturing October 31, 2012		1,390,025

			$	16,312,425

Publishing — 9.5%
		American Media Operations, Inc.
	3,461	Term Loan, 10.00%, Maturing January 31, 2013⁽²⁾	$	3,004,965
		Aster Zweite Beteiligungs GmbH
	850	Term Loan, 4.01%, Maturing September 27, 2013		631,833
		CanWest MediaWorks, Ltd.
	884	Term Loan, 4.75%, Maturing July 10, 2014		477,495


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Dex Media West, LLC
	823	Term Loan, 7.00%, Maturing October 24, 2014	$	702,086
		GateHouse Media Operating, Inc.
	1,525	Term Loan, 2.27%, Maturing August 28, 2014		413,275
	650	Term Loan, 2.28%, Maturing August 28, 2014		176,150
	750	Term Loan, 2.53%, Maturing August 28, 2014		203,250
		Idearc, Inc.
	7,774	Term Loan, 0.00%, Maturing November 17, 2014⁽³⁾		3,621,462
		Laureate Education, Inc.
	502	Term Loan, 3.75%, Maturing August 17, 2014		454,643
	3,355	Term Loan, 3.75%, Maturing August 17, 2014		3,037,862
		Local Insight Regatta Holdings, Inc.
	1,803	Term Loan, 7.75%, Maturing April 23, 2015		1,316,400
		MediaNews Group, Inc.
	1,134	Term Loan, 6.76%, Maturing August 25, 2010		233,860
	775	Term Loan, 6.76%, Maturing August 2, 2013		160,188
		Mediannuaire Holding
EUR	680	Term Loan, 2.77%, Maturing October 10, 2014		643,794
EUR	680	Term Loan, 3.27%, Maturing October 10, 2015		643,794
		Merrill Communications, LLC
	5,113	Term Loan, 8.50%, Maturing December 24, 2012		3,783,718
		Nebraska Book Co., Inc.
	1,404	Term Loan, 9.25%, Maturing March 4, 2011		1,396,641
		Nelson Education, Ltd.
	491	Term Loan, 3.10%, Maturing July 5, 2014		393,000
		Nielsen Finance, LLC
	6,591	Term Loan, 2.28%, Maturing August 9, 2013		6,165,114
	1,000	Term Loan, 4.03%, Maturing May 1, 2016		941,667
		Philadelphia Newspapers, LLC
	779	Term Loan, 0.00%, Maturing June 29, 2013⁽³⁾		168,758
		R.H. Donnelley Corp.
	1,780	Term Loan, 6.75%, Maturing June 30, 2010		1,469,809
		Reader’s Digest Association, Inc. (The)
	2,000	DIP Loan, 9.17%, Maturing August 21, 2010⁽⁴⁾		2,061,250
	8,030	Term Loan, 4.65%, Maturing March 2, 2014		3,228,101
		SGS International, Inc.
	701	Term Loan, 2.80%, Maturing December 30, 2011		662,875
		Source Interlink Companies, Inc.
	916	Term Loan, 10.75%, Maturing June 18, 2013		755,667
	466	Term Loan, 15.00%, Maturing June 18, 2013⁽²⁾		83,961
		Source Media, Inc.
	1,184	Term Loan, 5.27%, Maturing November 8, 2011		846,703
		Trader Media Corp.
GBP	1,507	Term Loan, 2.89%, Maturing March 23, 2015		1,907,353
		Tribune Co.
	2,479	Term Loan, 0.00%, Maturing April 10, 2010⁽³⁾		1,031,968
	1,990	Term Loan, 0.00%, Maturing May 17, 2014⁽³⁾		795,703
	2,256	Term Loan, 0.00%, Maturing May 17, 2014⁽³⁾		956,118
		Xsys, Inc.
	1,933	Term Loan, 4.01%, Maturing September 27, 2013		1,436,610
	1,963	Term Loan, 4.01%, Maturing September 27, 2014		1,459,301
		Yell Group, PLC
	2,900	Term Loan, 3.26%, Maturing February 10, 2013		1,992,541

			$	47,257,915

Radio and Television — 5.5%
		Block Communications, Inc.
	917	Term Loan, 2.60%, Maturing December 22, 2011	$	797,573
		Citadel Broadcasting Corp.
	1,000	Term Loan, 2.34%, Maturing June 12, 2014		574,750


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		CMP KC, LLC
	959	Term Loan, 6.25%, Maturing May 5, 2013⁽⁵⁾	$	275,143
		CMP Susquehanna Corp.
	2,715	Term Loan, 2.31%, Maturing May 5, 2013		1,710,684
		Discovery Communications, Inc.
	998	Term Loan, 5.25%, Maturing May 14, 2014		1,012,879
		Emmis Operating Co.
	852	Term Loan, 4.60%, Maturing November 2, 2013		587,038
		Gray Television, Inc.
	1,214	Term Loan, 3.78%, Maturing January 19, 2015		887,574
		HIT Entertainment, Inc.
	970	Term Loan, 2.73%, Maturing March 20, 2012		813,541
		Intelsat Corp.
	2,878	Term Loan, 2.78%, Maturing January 3, 2014		2,734,531
	2,878	Term Loan, 2.78%, Maturing January 3, 2014		2,741,727
	2,879	Term Loan, 2.78%, Maturing January 3, 2014		2,735,364
		Ion Media Networks, Inc.
	369	DIP Loan, 10.17%, Maturing May 29, 2010⁽⁴⁾		534,477
	2,775	Term Loan, 0.00%, Maturing January 15, 2012⁽³⁾		527,250
		NEP II, Inc.
	684	Term Loan, 2.51%, Maturing February 16, 2014		641,475
		Nexstar Broadcasting, Inc.
	1,860	Term Loan, 2.24%, Maturing October 1, 2012		1,580,932
	1,967	Term Loan, 2.35%, Maturing October 1, 2012		1,671,602
		NextMedia Operating, Inc.
	72	Term Loan, 8.25%, Maturing November 15, 2012		50,349
	162	Term Loan, 8.25%, Maturing November 15, 2012		113,288
		Raycom TV Broadcasting, LLC
	1,125	Term Loan, 1.81%, Maturing June 25, 2014		843,750
		SFX Entertainment
	1,177	Term Loan, 3.71%, Maturing June 21, 2013		1,091,888
		Sirius Satellite Radio, Inc.
	491	Term Loan, 2.56%, Maturing December 19, 2012		450,722
		Spanish Broadcasting System, Inc.
	965	Term Loan, 2.35%, Maturing June 10, 2012		617,431
		Univision Communications, Inc.
	4,400	Term Loan, 2.51%, Maturing September 29, 2014		3,477,571
		Young Broadcasting, Inc.
	786	Term Loan, 0.00%, Maturing November 3, 2012⁽³⁾		397,170
	973	Term Loan, 0.00%, Maturing November 3, 2012⁽³⁾		491,113

			$	27,359,822

Rail Industries — 0.4%
		Kansas City Southern Railway Co.
	2,182	Term Loan, 2.25%, Maturing April 26, 2013	$	2,040,637

			$	2,040,637

Retailers (Except Food and Drug) — 3.7%
		American Achievement Corp.
	742	Term Loan, 6.25%, Maturing March 25, 2011	$	637,831
		Amscan Holdings, Inc.
	562	Term Loan, 2.88%, Maturing May 25, 2013		495,318
		Cumberland Farms, Inc.
	1,695	Term Loan, 2.42%, Maturing September 29, 2013		1,546,670
		Educate, Inc.
	500	Term Loan - Second Lien, 5.85%, Maturing June 14, 2014		417,500
		FTD, Inc.
	1,534	Term Loan, 6.75%, Maturing July 31, 2014		1,524,620
		Harbor Freight Tools USA, Inc.
	991	Term Loan, 9.75%, Maturing July 15, 2010		980,681


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Josten’s Corp.
	2,103	Term Loan, 2.64%, Maturing October 4, 2011	$	2,013,358
		Mapco Express, Inc.
	374	Term Loan, 5.75%, Maturing April 28, 2011		341,435
		Orbitz Worldwide, Inc.
	2,279	Term Loan, 3.45%, Maturing July 25, 2014		1,905,218
		Oriental Trading Co., Inc.
	1,738	Term Loan, 9.75%, Maturing July 31, 2013		1,370,658
	1,225	Term Loan - Second Lien, 6.26%, Maturing January 31, 2013		330,750
		Rent-A-Center, Inc.
	710	Term Loan, 2.03%, Maturing November 15, 2012		695,359
		Rover Acquisition Corp.
	2,389	Term Loan, 2.71%, Maturing October 26, 2013		2,300,665
		Savers, Inc.
	378	Term Loan, 3.03%, Maturing August 11, 2012		362,540
	413	Term Loan, 3.03%, Maturing August 11, 2012		396,662
		Yankee Candle Company, Inc. (The)
	3,150	Term Loan, 2.27%, Maturing February 6, 2014		2,936,924

			$	18,256,189

Steel — 0.4%
		Algoma Acquisition Corp.
	1,569	Term Loan, 2.77%, Maturing June 20, 2013	$	1,428,084
		Niagara Corp.
	1,127	Term Loan, 7.25%, Maturing June 29, 2014		507,150

			$	1,935,234

Surface Transport — 0.5%
		Gainey Corp.
	1,288	Term Loan, 0.00%, Maturing April 20, 2012⁽³⁾	$	199,642
		Oshkosh Truck Corp.
	1,573	Term Loan, 6.63%, Maturing December 6, 2013		1,572,075
		Swift Transportation Co., Inc.
	1,113	Term Loan, 3.56%, Maturing May 10, 2014		888,738

			$	2,660,455

Telecommunications — 3.9%
		Alaska Communications Systems Holdings, Inc.
	1,100	Term Loan, 2.35%, Maturing February 1, 2012	$	1,057,534
		Asurion Corp.
	3,175	Term Loan, 3.28%, Maturing July 13, 2012		3,043,453
	1,000	Term Loan - Second Lien, 6.78%, Maturing January 13, 2013		911,667
		Centennial Cellular Operating Co., LLC
	4,595	Term Loan, 2.57%, Maturing February 9, 2011		4,567,058
		CommScope, Inc.
	2,057	Term Loan, 3.10%, Maturing November 19, 2014		2,015,137
		Intelsat Subsidiary Holding Co.
	1,070	Term Loan, 2.78%, Maturing July 3, 2013		1,026,069
		IPC Systems, Inc.
	500	Term Loan - Second Lien, 5.56%, Maturing May 31, 2015		262,500
		Macquarie UK Broadcast Ventures, Ltd.
GBP	828	Term Loan, 2.54%, Maturing December 26, 2014		1,133,887
		NTelos, Inc.
	1,500	Term Loan, 5.75%, Maturing August 13, 2015		1,502,812
		Palm, Inc.
	909	Term Loan, 3.77%, Maturing April 24, 2014		783,851
		Stratos Global Corp.
	1,093	Term Loan, 3.10%, Maturing February 13, 2012		1,059,968
		Trilogy International Partners
	950	Term Loan, 4.10%, Maturing June 29, 2012		755,250


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Windstream Corp.
	1,384	Term Loan, 1.97%, Maturing July 17, 2013	$	1,345,189

			$	19,464,375

Utilities — 4.1%
		AEI Finance Holding, LLC
	302	Term Loan, 3.26%, Maturing March 30, 2012	$	273,000
	2,102	Term Loan, 3.60%, Maturing March 30, 2014		1,901,952
		Astoria Generating Co.
	1,000	Term Loan - Second Lien, 4.10%, Maturing August 23, 2013		905,625
		BRSP, LLC
	1,000	Term Loan, 7.50%, Maturing June 24, 2014		937,500
		Calpine Corp.
	3,992	DIP Loan, 3.48%, Maturing March 29, 2014		3,679,876
		Covanta Energy Corp.
	1,245	Term Loan, 1.81%, Maturing February 9, 2014		1,198,397
	627	Term Loan, 2.20%, Maturing February 9, 2014		603,560
		Electricinvest Holding Co.
GBP	480	Term Loan, 5.04%, Maturing October 24, 2012		513,391
EUR	477	Term Loan - Second Lien, 5.00%, Maturing October 24, 2012		449,254
		NRG Energy, Inc.
	2,130	Term Loan, 2.25%, Maturing June 1, 2014		2,016,746
	2,471	Term Loan, 2.35%, Maturing June 1, 2014		2,340,422
		Pike Electric, Inc.
	1,136	Term Loan, 1.81%, Maturing July 1, 2012		1,073,934
	309	Term Loan, 1.81%, Maturing December 10, 2012		291,544
		TXU Texas Competitive Electric Holdings Co., LLC
	1,474	Term Loan, 3.76%, Maturing October 10, 2014		1,120,878
	3,862	Term Loan, 3.78%, Maturing October 10, 2014		2,945,388

			$	20,251,467


Total Senior Floating-Rate Interests (identified cost $805,755,634)			$	709,509,555

Corporate Bonds & Notes — 8.6%


Principal
Amount*
(000’s omitted)		Security	Value
Aerospace and Defense — 0.0%
		Alion Science and Technologies Corp.
	155	10.25%, 2/1/15	$	103,850
		Hawker Beechcraft Acquisition
	145	9.75%, 4/1/17		83,375

			$	187,225

Automotive — 0.1%
		Allison Transmission, Inc.
	55	11.00%, 11/1/15⁽⁷⁾	$	49,775
		Altra Industrial Motion, Inc.
	375	9.00%, 12/1/11		378,750
		Commercial Vehicle Group, Inc., Sr. Notes
	110	8.00%, 7/1/13		66,000
		Tenneco, Inc., Sr. Notes
	50	8.125%, 11/15/15		45,875

			$	540,400

Broadcast Radio and Television — 0.1%
		Rainbow National Services, LLC, Sr. Sub. Debs.
	335	10.375%, 9/1/14⁽⁷⁾	$	351,750


Principal
Amount*
(000’s omitted)		Security	Value
		Warner Music Group, Sr. Sub. Notes
	65	7.375%, 4/15/14	$	58,988
		XM Satellite Radio Holdings, Inc., Sr. Notes
	235	13.00%, 8/1/13⁽⁷⁾		224,425

			$	635,163

Building and Development — 0.5%
		Grohe Holding GmbH, Variable Rate
EUR	2,000	3.871%, 1/15/14	$	2,128,895
		Panolam Industries International, Sr. Sub. Notes
	470	10.75%, 10/1/13⁽³⁾		21,150
		Texas Industries, Inc., Sr. Notes
	135	7.25%, 7/15/13		126,900

			$	2,276,945

Business Equipment and Services — 0.7%
		Affinion Group, Inc.
	110	10.125%, 10/15/13	$	109,863
	235	11.50%, 10/15/15		226,775
		Education Management, LLC, Sr. Notes
	445	8.75%, 6/1/14		458,350
		Education Management, LLC, Sr. Sub. Notes
	655	10.25%, 6/1/16		688,569
		MediMedia USA, Inc., Sr. Sub. Notes
	180	11.375%, 11/15/14⁽⁷⁾		117,900
		Rental Service Corp.
	310	9.50%, 12/1/14		279,000
		SunGard Data Systems, Inc., Sr. Notes
	880	10.625%, 5/15/15⁽⁷⁾		913,000
		Ticketmaster Entertainment, Inc.
	220	10.75%, 8/1/16		212,300
		West Corp.
	375	9.50%, 10/15/14		347,812

			$	3,353,569

Cable and Satellite Television — 0.2%
		CCO Holdings, LLC/CCO Capital Corp., Sr. Notes
	380	8.75%, 11/15/13⁽³⁾	$	385,700
		Charter Communications, Inc., Sr. Notes
	30	8.375%, 4/30/14⁽³⁾⁽⁷⁾		30,525
	205	10.875%, 9/15/14⁽³⁾⁽⁷⁾		223,450
		Kabel Deutschland GmbH
	220	10.625%, 7/1/14		230,725
		National Cable PLC
	40	8.75%, 4/15/14		40,800

			$	911,200

Chemicals and Plastics — 0.2%
		CII Carbon, LLC
	195	11.125%, 11/15/15⁽⁷⁾	$	180,863
		INEOS Group Holdings PLC, Sr. Sub. Notes
	345	8.50%, 2/15/16⁽⁷⁾		160,425
		Nova Chemicals Corp., Sr. Notes, Variable Rate
	215	4.538%, 11/15/13		190,275
		Reichhold Industries, Inc., Sr. Notes
	500	9.00%, 8/15/14⁽⁷⁾		367,500
		Wellman Holdings, Inc., Sr. Sub. Notes
	150	5.00%, 1/29/19⁽²⁾⁽⁵⁾		43,786

			$	942,849


Principal
Amount*
(000’s omitted)		Security	Value
Clothing/Textiles — 0.2%
		Levi Strauss & Co., Sr. Notes
	515	9.75%, 1/15/15	$	529,162
	85	8.875%, 4/1/16		85,425
		Perry Ellis International, Inc., Sr. Sub. Notes
	400	8.875%, 9/15/13		354,000

			$	968,587

Conglomerates — 0.1%
		RBS Global & Rexnord Corp.
	180	9.50%, 8/1/14⁽⁷⁾	$	166,500
	175	11.75%, 8/1/16		147,875

			$	314,375

Containers and Glass Products — 0.4%
		Berry Plastics Corp., Sr. Notes, Variable Rate
	1,000	5.881%, 2/15/15	$	907,500
		Intertape Polymer US, Inc., Sr. Sub. Notes
	865	8.50%, 8/1/14		588,200
		Pliant Corp.
	287	11.625%, 6/15/09^(2)(11)		214,984
		Smurfit-Stone Container Corp., Sr. Notes
	45	8.375%, 7/1/12⁽³⁾		28,462
	350	8.00%, 3/15/17⁽³⁾		218,750

			$	1,957,896

Ecological Services and Equipment — 0.1%
		Waste Services, Inc., Sr. Sub. Notes
	570	9.50%, 4/15/14	$	567,150

			$	567,150

Electronics/Electrical — 0.3%
		Advanced Micro Devices, Inc., Sr. Notes
	230	7.75%, 11/1/12	$	191,475
		Amkor Technologies, Inc., Sr. Notes
	225	9.25%, 6/1/16		231,750
		Avago Technologies Finance
	195	10.125%, 12/1/13		204,750
	240	11.875%, 12/1/15		258,600
		Ceridian Corp., Sr. Notes
	305	11.25%, 11/15/15		260,775
		NXP BV/NXP Funding, LLC, Variable Rate
	875	3.259%, 10/15/13		545,781

			$	1,693,131

Equipment Leasing — 0.0%
		Hertz Corp.
	120	8.875%, 1/1/14	$	115,500
	95	10.50%, 1/1/16		94,050

			$	209,550

Financial Intermediaries — 0.1%
		Ford Motor Credit Co., Sr. Notes
	335	8.00%, 12/15/16	$	293,894

			$	293,894


Principal
Amount*
(000’s omitted)		Security	Value
Food Products — 0.1%
		ASG Consolidated, LLC/ASG Finance, Inc., Sr. Disc. Notes
	580	11.50%, 11/1/11	$	530,700

			$	530,700

Food Service — 0.1%
		El Pollo Loco, Inc.
	300	11.75%, 11/15/13	$	258,000
		NPC International, Inc., Sr. Sub. Notes
	360	9.50%, 5/1/14		343,800

			$	601,800

Food/Drug Retailers — 0.2%
		General Nutrition Center, Sr. Notes, Variable Rate
	755	6.404%, 3/15/14⁽²⁾	$	662,512
		General Nutrition Center, Sr. Sub. Notes
	430	10.75%, 3/15/15		408,500

			$	1,071,012

Forest Products — 0.1%
		Jefferson Smurfit Corp., Sr. Notes
	105	8.25%, 10/1/12⁽³⁾	$	66,413
	85	7.50%, 6/1/13⁽³⁾		53,125
		NewPage Corp.
	610	10.00%, 5/1/12		333,975
	190	12.00%, 5/1/13		61,275
		NewPage Corp., Variable Rate
	155	7.278%, 5/1/12		67,038
		Verso Paper Holdings, LLC/Verso Paper, Inc.
	255	11.375%, 8/1/16		116,662

			$	698,488

Healthcare — 1.0%
		Accellent, Inc.
	320	10.50%, 12/1/13	$	297,600
		AMR HoldCo, Inc./EmCare HoldCo, Inc., Sr. Sub. Notes
	355	10.00%, 2/15/15		372,750
		Biomet, Inc.
	725	11.625%, 10/15/17		770,313
		DJO Finance, LLC/DJO Finance Corp.
	220	10.875%, 11/15/14		212,300
		HCA, Inc.
	80	9.125%, 11/15/14		81,000
	145	9.25%, 11/15/16		147,175
		MultiPlan, Inc., Sr. Sub. Notes
	540	10.375%, 4/15/16⁽⁷⁾		526,500
		National Mentor Holdings, Inc.
	330	11.25%, 7/1/14		304,425
		Res-Care, Inc., Sr. Notes
	220	7.75%, 10/15/13		210,100
		US Oncology, Inc.
	1,915	10.75%, 8/15/14		1,948,512

			$	4,870,675

Home Furnishings — 0.0%
		Interline Brands, Inc., Sr. Sub. Notes
	125	8.125%, 6/15/14	$	124,063

			$	124,063

Industrial Equipment — 0.1%
		Chart Industries, Inc., Sr. Sub. Notes
	215	9.125%, 10/15/15	$	208,550


Principal
Amount*
(000’s omitted)		Security	Value
		ESCO Corp., Sr. Notes
	160	8.625%, 12/15/13⁽⁷⁾	$	156,000
		ESCO Corp., Sr. Notes, Variable Rate
	160	4.504%, 12/15/13⁽⁷⁾		143,600

			$	508,150

Insurance — 0.1%
		Alliant Holdings I, Inc.
	115	11.00%, 5/1/15⁽⁷⁾	$	105,512
		HUB International Holdings, Inc.
	140	9.00%, 12/15/14⁽⁷⁾		126,875
		U.S.I. Holdings Corp., Sr. Notes, Variable Rate
	115	4.758%, 11/15/14⁽⁷⁾		89,413

			$	321,800

Leisure Goods/Activities/Movies — 0.4%
		AMC Entertainment, Inc.
	760	11.00%, 2/1/16	$	790,400
		Bombardier, Inc.
	145	8.00%, 11/15/14⁽⁷⁾		142,281
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
	405	0.00%, 4/1/12⁽³⁾⁽⁷⁾		41
		Marquee Holdings, Inc., Sr. Disc. Notes
	475	9.505%, 8/15/14		398,406
		Royal Caribbean Cruises, Sr. Notes
	105	7.00%, 6/15/13		93,712
	40	6.875%, 12/1/13		34,800
	25	7.25%, 6/15/16		20,438
	50	7.25%, 3/15/18		39,250
		Universal City Development Partners, Sr. Notes
	280	11.75%, 4/1/10		280,000

			$	1,799,328

Lodging and Casinos — 0.7%
		Buffalo Thunder Development Authority
	535	9.375%, 12/15/14⁽³⁾⁽⁷⁾	$	97,638
		CCM Merger, Inc.
	370	8.00%, 8/1/13⁽⁷⁾		301,550
		Chukchansi EDA, Sr. Notes, Variable Rate
	310	4.913%, 11/15/12⁽⁷⁾		229,400
		Fontainebleau Las Vegas Casino, LLC
	525	10.25%, 6/15/15⁽³⁾⁽⁷⁾		21,000
		Galaxy Entertainment Finance
	320	9.875%, 12/15/12⁽⁷⁾		312,000
		Greektown Holdings, LLC, Sr. Notes
	110	10.75%, 12/1/13⁽³⁾⁽⁷⁾		24,200
		Host Hotels and Resorts, LP, Sr. Notes
	280	6.75%, 6/1/16		261,800
		Indianapolis Downs, LLC & Capital Corp., Sr. Notes
	115	11.00%, 11/1/12⁽⁷⁾		82,225
		Inn of the Mountain Gods, Sr. Notes
	565	12.00%, 11/15/10⁽³⁾		251,425
		Majestic HoldCo, LLC
	150	12.50%, 10/15/11⁽³⁾⁽⁷⁾		15
		MGM Mirage, Inc.
	20	7.50%, 6/1/16		14,400
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
	165	8.00%, 4/1/12		136,125
	240	7.125%, 8/15/14		169,200
	260	6.875%, 2/15/15		180,700


Principal
Amount*
(000’s omitted)		Security	Value
		OED Corp./Diamond Jo, LLC
	125	8.75%, 4/15/12	$	130,312
		Park Place Entertainment
	405	7.875%, 3/15/10		392,850
		Pinnacle Entertainment, Inc., Sr. Sub. Notes
	70	7.50%, 6/15/15		61,250
		Pokagon Gaming Authority, Sr. Notes
	112	10.375%, 6/15/14⁽⁷⁾		113,680
		San Pasqual Casino
	125	8.00%, 9/15/13⁽⁷⁾		118,750
		Seminole Hard Rock Entertainment, Variable Rate
	195	3.129%, 3/15/14⁽⁷⁾		149,175
		Tunica-Biloxi Gaming Authority, Sr. Notes
	345	9.00%, 11/15/15⁽⁷⁾		308,775
		Waterford Gaming, LLC, Sr. Notes
	310	8.625%, 9/15/14⁽⁷⁾		265,829

			$	3,622,299

Nonferrous Metals/Minerals — 0.2%
		FMG Finance PTY, Ltd.
	785	10.625%, 9/1/16⁽⁷⁾	$	847,800

			$	847,800

Oil and Gas — 0.7%
		Allis-Chalmers Energy, Inc., Sr. Notes
	370	9.00%, 1/15/14	$	279,350
		Clayton Williams Energy, Inc.
	205	7.75%, 8/1/13		156,825
		Compton Pet Finance Corp.
	410	7.625%, 12/1/13		284,950
		Denbury Resources, Inc., Sr. Sub. Notes
	55	7.50%, 12/15/15		53,900
		El Paso Corp., Sr. Notes
	245	9.625%, 5/15/12		255,788
		Forbes Energy Services, Sr. Notes
	350	11.00%, 2/15/15		252,000
		OPTI Canada, Inc., Sr. Notes
	110	7.875%, 12/15/14		70,950
	195	8.25%, 12/15/14		127,725
		Petrohawk Energy Corp., Sr. Notes
	335	9.125%, 7/15/13		341,700
		Petroleum Development Corp., Sr. Notes
	135	12.00%, 2/15/18		126,225
		Petroplus Finance, Ltd.
	510	7.00%, 5/1/17⁽⁷⁾		448,800
		Quicksilver Resources, Inc.
	320	7.125%, 4/1/16		267,200
		Sandridge Energy, Inc., Sr. Notes
	260	8.00%, 6/1/18⁽⁷⁾		236,600
		SemGroup, L.P., Sr. Notes
	605	8.75%, 11/15/15⁽³⁾⁽⁷⁾		39,325
		SESI, LLC, Sr. Notes
	65	6.875%, 6/1/14		62,075
		Stewart & Stevenson, LLC, Sr. Notes
	380	10.00%, 7/15/14		336,300

			$	3,339,713

Publishing — 0.4%
		Dex Media West/Finance, Series B
	90	9.875%, 8/15/13⁽³⁾	$	19,125


Principal
Amount*
(000’s omitted)		Security	Value
		Harland Clarke Holdings
	40	9.50%, 5/15/15	$	34,200
		Laureate Education, Inc.
	100	10.00%, 8/15/15⁽⁷⁾		90,750
	1,179	10.25%, 8/15/15⁽²⁾⁽⁷⁾		1,004,569
		Local Insight Regatta Holdings, Inc.
	100	11.00%, 12/1/17		38,500
		Nielsen Finance, LLC
	585	10.00%, 8/1/14		555,750
	80	12.50%, (0.00% until 2011), 8/1/16		56,400
		Reader’s Digest Association, Inc. (The), Sr. Sub. Notes
	505	9.00%, 2/15/17⁽³⁾		13,256

			$	1,812,550

Rail Industries — 0.1%
		American Railcar Industry, Sr. Notes
	195	7.50%, 3/1/14	$	181,838
		Kansas City Southern Mexico, Sr. Notes
	315	7.625%, 12/1/13		286,650
	100	7.375%, 6/1/14		89,000
	220	8.00%, 6/1/15		218,900

			$	776,388

Retailers (Except Food and Drug) — 0.6%
		Amscan Holdings, Inc., Sr. Sub. Notes
	455	8.75%, 5/1/14	$	414,050
		Neiman Marcus Group, Inc.
	841	9.00%, 10/15/15		630,715
	1,020	10.375%, 10/15/15		765,000
		Sally Holdings, LLC, Sr. Notes
	530	10.50%, 11/15/16		552,525
		Yankee Acquisition Corp., Series B
	465	8.50%, 2/15/15		423,150

			$	2,785,440

Steel — 0.0%
		RathGibson, Inc., Sr. Notes
	495	11.25%, 2/15/14⁽³⁾	$	180,675

			$	180,675

Surface Transport — 0.0%
		CEVA Group, PLC, Sr. Notes
	230	10.00%, 9/1/14⁽⁷⁾	$	199,238

			$	199,238

Telecommunications — 0.6%
		Digicel Group, Ltd., Sr. Notes
	310	9.25%, 9/1/12⁽⁷⁾	$	310,775
	989	9.125%, 1/15/15⁽⁷⁾		890,100
		Intelsat Bermuda, Ltd.
	815	11.25%, 6/15/16		853,712
		Qwest Corp., Sr. Notes, Variable Rate
	1,025	3.879%, 6/15/13		953,250

			$	3,007,837

Utilities — 0.2%
		AES Corp.
	55	8.00%, 10/15/17	$	52,937
		Edison Mission Energy, Sr. Notes
	25	7.50%, 6/15/13		22,375
		NGC Corp.
	430	7.625%, 10/15/26		268,750


Principal
Amount*
(000’s omitted)		Security	Value
		NRG Energy, Inc.
	175	7.25%, 2/1/14	$	170,625
	390	7.375%, 1/15/17		372,450
		Reliant Energy, Inc., Sr. Notes
	20	7.625%, 6/15/14		18,400

			$	905,537


Total Corporate Bonds & Notes (identified cost $50,716,062)			$	42,855,427

Asset-Backed Securities — 0.2%


Principal
Amount
(000’s omitted)		Security	Value
$	558	Alzette European CLO SA, Series 2004-1A, Class E2, 7.129%, 12/15/20⁽⁹⁾	$	83,643
	696	Avalon Capital Ltd. 3, Series 1A, Class D, 2.357%, 2/24/19⁽⁷⁾⁽⁹⁾		69,609
	837	Babson Ltd., Series 2005-1A, Class C1, 2.459%, 4/15/19⁽⁷⁾⁽⁹⁾		125,532
	1,000	Bryant Park CDO Ltd., Series 2005-1A, Class C, 2.559%, 1/15/19⁽⁷⁾⁽⁹⁾		30,000
	871	Centurion CDO 8 Ltd., Series 2005-8A, Class D, 6.129%, 3/8/17⁽⁹⁾		174,222
	750	Centurion CDO 9 Ltd., Series 2005-9A, Class D1, 5.264%, 7/17/19⁽⁹⁾		150,000
	750	Comstock Funding Ltd., Series 2006-1A, Class D, 4.61%, 5/30/20⁽⁷⁾⁽⁹⁾		37,500
	1,000	First CLO Ltd., Series 2004-1A1, Class C, 2.80%, 7/27/16⁽⁷⁾⁽⁹⁾		200,000


Total Asset-Backed Securities (identified cost $6,244,593)			$	870,506

Common Stocks — 0.0%


Shares		Security	Value
Building and Development — 0.0%
	569	United Subcontractors, Inc.⁽⁵⁾⁽⁸⁾	$	72,822

			$	72,822

Chemicals and Plastics — 0.0%
	146	Wellman Holdings, Inc.⁽⁵⁾⁽⁸⁾	$	36,478

			$	36,478

Food Service — 0.0%
	25,547	Buffets, Inc.⁽⁸⁾	$	102,188

			$	102,188

Nonferrous Metals/Minerals — 0.0%
	701	Euramax International, Inc.⁽⁵⁾⁽⁸⁾	$	0

			$	0

Publishing — 0.0%
	2,290	Source Interlink Companies, Inc.⁽⁵⁾⁽⁸⁾	$	32,518

			$	32,518


Total Common Stocks (identified cost $181,258)			$	244,006

Convertible Preferred Stocks — 0.0%


Shares		Security	Value
Telecommunications — 0.0%
	479	Crown Castle International Corp., 6.25%⁽²⁾	$	24,249


Total Convertible Preferred Stocks (identified cost $22,753)			$	24,249

Miscellaneous — 0.0%


Shares		Security	Value
Oil and Gas — 0.0%
	115,000	VeraSun Energy Corp., Escrow Certificate^(3)(5)(8)	$	0


Total Miscellaneous (identified cost $0)			$	0

Closed-End Investment Companies — 2.3%


Shares		Security	Value
	173,420	BlackRock Floating Rate Income Strategies Fund II, Inc.	$	1,985,659
	20,864	BlackRock Global Floating Rate Income Trust		243,483
	2,933	First Trust/Four Corners Senior Floating Rate Income Fund		31,970
	345,089	First Trust/Four Corners Senior Floating Rate Income Fund II		3,744,216
	521,233	ING Prime Rate Trust		2,439,370
	173,333	LMP Corporate Loan Fund, Inc.		1,598,130
	50,753	Nuveen Floating Rate Income Fund		427,848
	8,502	Nuveen Floating Rate Income Opportunity Fund		70,652
	23,445	Nuveen Senior Income Fund		121,914
	136	PIMCO Floating Rate Income Fund		1,447
	1,620	PIMCO Floating Rate Strategy Fund		13,932
	293	Pioneer Floating Rate Trust		3,030
	268,136	Van Kampen Senior Income Trust		927,750


Total Closed-End Investment Companies (identified cost $18,598,351)			$	11,609,401

Short-Term Investments — 1.7%


Interest
(000’s Omitted)		Description	Value
$	8,368	Cash Management Portfolio, 0.00%⁽¹⁰⁾	$	8,368,221


Total Short-Term Investments (identified cost $8,368,221)			$	8,368,221


Total Investments — 155.7% (identified cost $889,886,872)			$	773,481,365


Less Unfunded Loan Commitments — (0.6)%			$	(3,119,865	)


Net Investments — 155.1% (identified cost $886,767,007)			$	770,361,500


Other Assets, Less Liabilities — (25.9)%			$	(128,667,959	)


Auction Preferred Shares Plus Cumulative Unpaid Dividends — (29.2)%			$	(145,053,808	)


Net Assets Applicable to Common Shares — 100.0%			$	496,639,733



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

DIP	-	Debtor in Possession

EUR	-	Euro

GBP	-	British Pound Sterling

*		In U.S. dollars unless otherwise indicated.

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

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

(3)		Currently the issuer is in default with respect to interest payments.

(4)		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.

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

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

(7)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At August 31, 2009, the aggregate value of these securities is $10,631,170 or 2.1% of the Trust’s net assets applicable to common shares.

(8)		Non-income producing security.

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

(10)		Affiliated investment company available to Eaton Vance portfolios and funds which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of August 31, 2009. Net income allocated from the investment in Cash Management Portfolio for the fiscal year to date ended August 31, 2009 was $143.

(11)		Defaulted matured bond.

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

Forward Foreign Currency Exchange Contracts

Sales


Settlement			Net Unrealized
Date	Deliver	In Exchange For	Depreciation
9/30/09	British Pound Sterling 8,672,113	United States Dollar 14,068,335	$	(48,471	)
9/30/09	Euro 19,468,204	United States Dollar 27,888,203		(22,309	)

			$	(70,780	)

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

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

At August 31, 2009, the aggregate fair value of derivative instruments (not accounted for as hedging instruments under Financial Accounting Standards Board (FASB) Statement of Financial Accounting Standards No. 133) in a liability position and whose primary underlying risk exposure is foreign exchange risk was $70,780.

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


Aggregate cost	$	887,271,050

Gross unrealized appreciation	$	8,009,167
Gross unrealized depreciation		(124,918,717	)

Net unrealized depreciation	$	(116,909,550	)

FASB Statement of Financial Accounting Standards No. 157, “Fair Value Measurements”, established a three-tier hierarchy to prioritize the assumptions, referred to as inputs, used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.


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

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

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

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At August 31, 2009, the inputs used in valuing the Trust’s investments, which are carried at value, were as follows:


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

Assets Description	(Level 1)		(Level 2)			(Level 3)		Total
Senior Floating-Rate Interests (Less Unfunded Loan Commitments)	$	—	$	705,722,239		$	667,451	$	706,389,690
Corporate Bonds & Notes		—		42,811,641			43,786		42,855,427
Asset-Backed Securities		—		870,506			—		870,506
Common Stocks		—		102,188			141,818		244,006
Convertible Preferred Stocks		—		24,249			—		24,249
Closed-End Investment Companies		11,609,401		—			—		11,609,401
Short-Term Investments		8,368,221		—			—		8,368,221
Miscellaneous		—		—			0		0

Total Investments	$	19,977,622	$	749,530,823		$	853,055	$	770,361,500


Liability Description
Forward Foreign Currency Exchange Contracts	$	—	$	(70,780	)	$	—	$	(70,780	)

Total	$	—	$	(70,780	)	$	—	$	(70,780	)

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


	Investments in
	Senior			Investments in
	Floating-Rate			Corporate			Investments in		Investments in
	Interests			Bonds & Notes			Common Stocks		Miscellaneous		Total
Balance as of May 31, 2009	$	745,413		$	42,632		$	36,466	$	—	$	824,511
Realized gains (losses)		(900,416	)		—			—		—		(900,416	)
Change in net unrealized appreciation (depreciation)		855,467			(3,555	)		13		—		851,925
Net purchases (sales)		(33,013	)		3,953			105,339		—		76,279
Accrued discount (premium)		—			756			—		—		756
Net transfers to (from) Level 3		—			—			—		0		0

Balance as of August 31, 2009	$	667,451		$	43,786		$	141,818	$	0	$	853,055


Change in net unrealized appreciation (depreciation) on investments still held as of August 31, 2009	$	(3,539	)	$	(3,555	)	$	13	$	—	$	(7,081	)

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.

On October 19, 2009, the Trust’s Trustees approved the redemption of $65 million of the Trust’s Auction Preferred Shares at a redemption price of $25,000 per share plus accumulated but unpaid dividends. It is anticipated that the redemption will be completed by November 10, 2009. The Trust has arranged to increase the commitment under its existing financing arrangement to fund the redemption.

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 Floating Rate Income Trust


By:		/s/ Scott H. Page

		Scott H. Page
		President

Date:		October 26, 2009

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


By:		/s/ Scott H. Page

		Scott H. Page
		President

Date:		October 26, 2009

By:		/s/ Barbara E. Campbell

		Barbara E. Campbell
		Treasurer

Date:		October 26, 2009

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