Edgar Filing: 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

Investment Company Act File Number		811-21574
Eaton Vance Floating Rate Income 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 Service)
Registrant’s Telephone Number, Including Area Code:		(617) 482-8260
Date of Fiscal Year End:		May 31
Date of Reporting Period:		February 28, 2007

Item 1. Schedule of Investments

Eaton Vance Floating-Rate Income Trust as of February 28, 2007

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior, Floating Rate Interests — 136.9% (1)

Principal Amount		Borrower/Tranche Description	Value
Aerospace and Defense — 2.8%
		Alliant Techsystems, Inc.
$	594,000	Term Loan, 6.88%, Maturing March 31, 2009	$	595,114
		CACI International, Inc.
2,152,286		Term Loan, 6.86%, Maturing May 3, 2011	2,156,322
		Delta Air Lines, Inc.
1,925,000		Term Loan, 12.86%, Maturing March 16, 2008	1,950,279
		Dresser Rand Group, Inc.
173,116		Term Loan, 7.35%, Maturing October 29, 2011	174,522
		DRS Technologies, Inc.
1,116,563		Term Loan, 6.86%, Maturing January 31, 2013	1,121,866
		Evergreen International Aviation
1,600,846		Term Loan, 8.82%, Maturing October 31, 2011	1,608,851
		Forgins International Holdings
951,950		Term Loan, 9.73%, Maturing February 11, 2015	974,262
		Hexcel Corp.
686,648		Term Loan, 7.13%, Maturing March 1, 2012	688,651
		IAP Worldwide Services, Inc.
1,064,250		Term Loan, 9.69%, Maturing December 30, 2012	1,069,904
		K&F Industries, Inc.
658,154		Term Loan, 7.32%, Maturing November 18, 2012	662,474
		Spirit AeroSystems, Inc.
1,298,554		Term Loan, 7.11%, Maturing December 31, 2011	1,307,074
		Standard Aero Holdings, Inc.
2,513,939		Term Loan, 7.60%, Maturing August 24, 2012	2,528,080
		TransDigm, Inc.
1,800,000		Term Loan, 7.37%, Maturing June 23, 2013	1,815,750
		Vought Aircraft Industries, Inc.
1,295,153		Term Loan, 7.88%, Maturing December 17, 2011	1,308,104
		Wesco Aircraft Hardware Corp.
1,300,000		Term Loan, 7.60%, Maturing September 29, 2013	1,311,172
		Wyle Laboratories, Inc.
281,627		Term Loan, 8.11%, Maturing January 28, 2011	283,123
			$	19,555,548
Air Transport — 0.5%
		Northwest Airlines, Inc.
$	2,350,000	DIP Loan, 7.85%, Maturing August 21, 2008	$	2,366,523
		United Airlines, Inc.
1,275,000		Term Loan, 7.38%, Maturing February 1, 2014	1,282,470
			$	3,648,993

Automotive — 7.0%
		Accuride Corp.
$	2,041,212	Term Loan, 7.38%, Maturing January 31, 2012	$	2,052,270
		Affina Group, Inc.
1,210,323		Term Loan, 8.36%, Maturing November 30, 2011	1,221,292
		AxleTech International Holding, Inc.
1,950,000		Term Loan, 11.86%, Maturing April 21, 2013	1,968,687
		CSA Acquisition Corp.
322,342		Term Loan, 7.88%, Maturing December 23, 2011	324,860
686,850		Term Loan, 7.88%, Maturing December 23, 2011	692,217
495,000		Term Loan, 7.88%, Maturing December 23, 2012	499,641
		Dana Corp.
2,575,000		Term Loan, 7.88%, Maturing March 30, 2008	2,582,375
		Dayco Products, LLC
2,238,750		Term Loan, 7.87%, Maturing June 21, 2011	2,259,273
		Exide Technologies, Inc.
483,925		Term Loan, 11.63%, Maturing May 5, 2010	508,727
489,052		Term Loan, 11.63%, Maturing May 5, 2010	514,115
		Federal-Mogul Corp.
2,989,770		Revolving Loan, 6.83%, Maturing July 1, 2007 (2)	2,977,637
4,717,351		Revolving Loan, 8.60%, Maturing July 1, 2007 (2)	4,735,041
563,750		Term Loan, 9.07%, Maturing July 1, 2007	566,921
		Ford Motor Co.
1,975,000		Term Loan, 8.36%, Maturing December 15, 2013	2,000,098
		General Motors Corp.
1,625,000		Term Loan, 7.70%, Maturing November 29, 2013	1,646,024
		Goodyear Tire & Rubber Co.
2,500,000		Revolving Loan, 7.35%, Maturing April 30, 2010 (2)	2,488,282
980,000		Term Loan, 4.72%, Maturing April 30, 2010	988,750
3,290,000		Term Loan, 8.14%, Maturing April 30, 2010	3,332,497
1,000,000		Term Loan, 8.89%, Maturing March 1, 2011	1,015,000
		HLI Operating Co., Inc.
1,409,023		Term Loan, 8.87%, Maturing June 3, 2009	1,426,929
		Insurance Auto Auctions, Inc.
824,564		Term Loan, 7.87%, Maturing May 19, 2012	827,914
		Keystone Automotive Operations, Inc.
1,000,000		Term Loan, 8.82%, Maturing January 12, 2012	1,008,750
		R.J. Tower Corp.
1,925,000		DIP Revolving Loan, 9.94%, Maturing August 2, 2007	1,922,794
		The Hertz Corp.
444,444		Term Loan, 5.37%, Maturing December 21, 2012	448,924
2,488,889		Term Loan, 7.09%, Maturing December 21, 2012	2,513,972
		TriMas Corp.
262,500		Term Loan, 8.07%, Maturing August 2, 2011	266,602
1,134,656		Term Loan, 8.11%, Maturing August 2, 2013	1,152,385

		TRW Automotive, Inc.
$	1,945,076	Term Loan, 6.88%, Maturing October 31, 2010	$	1,951,966
2,968,916		Term Loan, 6.94%, Maturing June 30, 2012	2,974,715
		United Components, Inc.
1,521,929		Term Loan, 7.61%, Maturing June 30, 2010	1,531,441
		Vanguard Car Rental USA
1,341,000		Term Loan, 8.35%, Maturing June 14, 2013	1,356,924
			$	49,757,023
Beverage and Tobacco — 1.7%
		Alliance One International, Inc.
$	599,173	Term Loan, 8.82%, Maturing May 13, 2010	$	605,914
		Constellation Brands, Inc.
2,250,000		Term Loan, 6.88%, Maturing June 5, 2013	2,267,401
		Culligan International Co.
2,972,435		Term Loan, 7.07%, Maturing September 30, 2011	2,981,724
		National Dairy Holdings, L.P.
767,700		Term Loan, 7.32%, Maturing March 15, 2012	769,139
		National Distribution Co.
770,000		Term Loan, 11.82%, Maturing June 22, 2010	771,925
		Reynolds American, Inc.
3,258,625		Term Loan, 7.14%, Maturing May 31, 2012	3,288,666
		Southern Wine & Spirits of America, Inc.
825,323		Term Loan, 6.86%, Maturing May 31, 2012	828,934
		Sunny Delight Beverages Co.
690,888		Term Loan, 11.36%, Maturing August 20, 2010	679,661
			$	12,193,364
Brokers, Dealers and Investment Houses — 0.4%
		AmeriTrade Holding Corp.
$	2,425,523	Term Loan, 6.82%, Maturing December 31, 2012	$	2,438,536
			$	2,438,536
Building and Development — 7.1%
		AP-Newkirk Holdings, LLC
$	1,672,111	Term Loan, 8.75%, Maturing December 21, 2007	$	1,674,985
		Beacon Sales Acquisition, Inc.
773,063		Term Loan, 7.36%, Maturing September 30, 2013	778,860
		BioMed Realty, L.P.
3,385,000		Term Loan, 7.57%, Maturing May 31, 2010	3,376,537
		Brickman Group Holdings, Inc.
1,800,000		Term Loan, 7.40%, Maturing January 23, 2014	1,810,125
		Capital Automotive (REIT)
1,372,138		Term Loan, 7.07%, Maturing December 16, 2010	1,387,146
		Epco / Fantome, LLC
1,632,000		Term Loan, 7.99%, Maturing November 23, 2010	1,640,160
		Formica Corp.
1,141,375		Term Loan, 9.29%, Maturing March 15, 2013	1,142,446

		FT-FIN Acquisition, LLC
$	1,364,019	Term Loan, 6.83%, Maturing November 17, 2007 (2)	$	1,367,429
		Hovstone Holdings, LLC
1,160,250		Term Loan, 7.36%, Maturing February 28, 2009	1,142,846
		Lanoga Corp.
1,393,009		Term Loan, 7.11%, Maturing June 29, 2013	1,394,169
		LNR Property Corp.
3,125,000		Term Loan, 8.11%, Maturing July 3, 2011	3,152,344
		Mattamy Funding Partnership
496,250		Term Loan, 7.63%, Maturing April 11, 2013	499,662
		Mueller Group, Inc.
2,149,000		Term Loan, 7.36%, Maturing October 3, 2012	2,172,729
		NCI Building Systems, Inc.
400,742		Term Loan, 6.84%, Maturing June 18, 2010	402,996
		Newkirk Master, L.P.
1,198,219		Term Loan, 7.07%, Maturing August 11, 2008	1,200,278
		Nortek, Inc.
4,972,500		Term Loan, 7.35%, Maturing August 27, 2011	5,006,686
		November 2005 Land Investors
396,647		Term Loan, 8.11%, Maturing May 9, 2011	399,126
		Panolam Industries Holdings, Inc.
606,925		Term Loan, 8.11%, Maturing September 30, 2012	608,822
		PLY GEM Industries, Inc.
947,625		Term Loan, 8.37%, Maturing August 15, 2011	960,655
116,309		Term Loan, 8.37%, Maturing August 15, 2011	117,908
1,744,629		Term Loan, 8.37%, Maturing August 15, 2011	1,768,618
		Rubicon GSA II, LLC
2,650,000		Term Loan, 8.07%, Maturing July 31, 2008	2,650,000
		South Edge, LLC
843,750		Term Loan, 7.38%, Maturing October 31, 2009	843,487
		Stile Acquisition Corp.
1,427,849		Term Loan, 7.38%, Maturing April 6, 2013	1,426,343
		Stile U.S. Acquisition Corp.
1,430,282		Term Loan, 7.38%, Maturing April 6, 2013	1,428,773
		TE/Tousa Senior, LLC
1,700,000		Term Loan, 0.00%, Maturing August 1, 2008	1,653,857
		Tousa/Kolter, LLC
1,536,667		Term Loan, 8.25%, Maturing January 7, 2008	1,538,587
		TRU 2005 RE Holding Co.
4,575,000		Term Loan, 8.32%, Maturing December 9, 2008	4,621,107
		United Subcontractors, Inc.
925,000		Term Loan, 12.62%, Maturing June 27, 2013	897,250
		Wintergames Acquisition ULC
3,525,000		Term Loan, 7.58%, Maturing October 26, 2007	3,527,203
			$	50,591,134

Business Equipment and Services — 10.0%
		ACCO Brands Corp.
$	1,366,700	Term Loan, 7.11%, Maturing August 17, 2012	$	1,380,154
		Activant Solutions, Inc.
791,263		Term Loan, 7.38%, Maturing May 1, 2013	793,241
		Acxiom Corp.
1,645,875		Term Loan, 7.08%, Maturing September 15, 2012	1,660,792
		Affiliated Computer Services
915,750		Term Loan, 7.35%, Maturing March 20, 2013	926,688
2,388,000		Term Loan, 7.36%, Maturing March 20, 2013	2,416,522
		Affinion Group, Inc.
3,019,389		Term Loan, 7.86%, Maturing October 17, 2012	3,051,848
		Allied Security Holdings, LLC
1,436,818		Term Loan, 8.37%, Maturing June 30, 2010	1,451,186
		Buhrmann US, Inc.
1,441,743		Term Loan, 7.11%, Maturing December 31, 2010	1,448,951
		DynCorp International, LLC
1,346,025		Term Loan, 7.66%, Maturing February 11, 2011	1,358,364
		Education Management, LLC
2,965,748		Term Loan, 7.38%, Maturing June 1, 2013	2,994,294
		Gate Gourmet Borrower, LLC
1,255,546		Term Loan, 8.10%, Maturing March 9, 2012	1,271,240
205,556		Term Loan, 8.11%, Maturing March 9, 2012	202,472
		Info USA, Inc.
668,250		Term Loan, 7.12%, Maturing February 14, 2012	669,085
		Iron Mountain, Inc.
2,098,546		Term Loan, 7.13%, Maturing April 2, 2011	2,106,852
		Language Line, Inc.
4,147,921		Term Loan, 8.60%, Maturing June 11, 2011	4,192,640
		Mitchell International, Inc.
717,432		Term Loan, 7.37%, Maturing August 15, 2011	721,019
		N.E.W. Holdings I, LLC
860,000		Term Loan, 12.36%, Maturing February 8, 2014	872,900
482,927		Term Loan, 8.11%, Maturing August 8, 2014	487,454
		Nielsen Finance, LLC
7,680,750		Term Loan, 7.61%, Maturing August 9, 2013	7,764,555
		Protection One, Inc.
2,257,634		Term Loan, 7.84%, Maturing March 31, 2012	2,268,922
		Quantum Corp.
388,889		Term Loan, 9.44%, Maturing August 22, 2012	389,375
250,000		Term Loan, 13.69%, Maturing August 22, 2013	249,062
		Quintiles Transnational Corp.
1,875,000		Term Loan, 9.36%, Maturing March 31, 2014	1,903,907
		Serena Software, Inc.
582,188		Term Loan, 7.61%, Maturing March 10, 2013	588,737

		Sitel (Client Logic)
$	2,150,000	Term Loan, 7.91%, Maturing January 29, 2014	$	2,168,365
		SS&C Technologies, Inc.
48,549		Term Loan, 7.86%, Maturing November 23, 2012	48,842
912,442		Term Loan, 7.86%, Maturing November 23, 2012	917,955
		SunGard Data Systems, Inc.
14,381,000		Term Loan, 7.36%, Maturing February 11, 2013	14,542,786
		TDS Investor Corp.
EUR 2,000,000		Term Loan, 6.47%, Maturing August 23, 2013	2,656,996
3,066,191		Term Loan, 7.86%, Maturing August 23, 2013	3,100,112
301,124		Term Loan, 7.86%, Maturing August 23, 2013	304,456
		Transaction Network Services, Inc.
869,764		Term Loan, 7.35%, Maturing May 4, 2012	871,938
		US Investigations Services, Inc.
1,283,814		Term Loan, 7.87%, Maturing October 14, 2012	1,294,245
1,593,443		Term Loan, 7.87%, Maturing October 14, 2013	1,606,389
		Williams Scotsman, Inc.
850,000		Term Loan, 6.82%, Maturing June 27, 2010	850,531
		Worldspan, L.P.
1,550,000		Term Loan, 8.60%, Maturing December 7, 2013	1,561,431
			$	71,094,306
Cable and Satellite Television — 8.3%
		Atlantic Broadband Finance, LLC
$	3,970,008	Term Loan, 8.10%, Maturing February 10, 2011	$	4,024,595
		Bragg Communications, Inc.
2,159,625		Term Loan, 7.11%, Maturing August 31, 2011	2,169,073
		Bresnan Broadband Holdings, LLC
1,325,000		Term Loan, 9.86%, Maturing March 29, 2014	1,351,087
		Cequel Communications, LLC
1,800,000		Term Loan, 9.86%, Maturing May 5, 2014	1,851,188
3,504,119		Term Loan, 11.36%, Maturing May 5, 2014	3,618,003
		Charter Communications Operating, LLC
12,297,231		Term Loan, 7.99%, Maturing April 28, 2013	12,399,458
		CSC Holdings, Inc.
3,300,063		Term Loan, 7.11%, Maturing March 29, 2013	3,320,275
		Insight Midwest Holdings, LLC
5,925,000		Term Loan, 7.36%, Maturing April 6, 2014	5,989,808
		MCC Iowa, LLC
1,887,500		Term Loan, 7.37%, Maturing March 31, 2010	1,876,687
		Mediacom Broadband Group
2,947,725		Term Loan, 7.12%, Maturing January 31, 2015	2,955,324
		Mediacom Illinois, LLC
4,098,125		Term Loan, 7.12%, Maturing January 31, 2015	4,112,759
		NTL Cable, PLC
997,500		Term Loan, 8.36%, Maturing January 28, 2011	1,039,894

		NTL Investment Holdings, Ltd.
$	2,782,878	Term Loan, 7.36%, Maturing March 30, 2012	$	2,800,273
		Orion Cable GMBH
EUR 925,000		Term Loan, 6.50%, Maturing October 31, 2014	1,230,890
EUR 925,000		Term Loan, 7.22%, Maturing October 31, 2015	1,236,593
		Persona Communications Corp.
392,689		Revolving Loan, 8.10%, Maturing October 12, 2013 (2)	396,616
632,311		Term Loan, 8.12%, Maturing October 12, 2013	638,634
900,000		Term Loan, 11.36%, Maturing April 12, 2014	912,375
		UGS Corp.
4,454,290		Term Loan, 7.10%, Maturing March 31, 2012	4,463,568
		UPC Broadband Holding B.V.
1,330,000		Term Loan, 7.37%, Maturing March 31, 2013	1,337,481
1,330,000		Term Loan, 7.37%, Maturing December 31, 2013	1,337,447
			$	59,062,028
Chemicals and Plastics — 10.2%
		Basell Af S.A.R.L.
$	312,500	Term Loan, 7.60%, Maturing August 1, 2013	$	316,260
62,500		Term Loan, 7.60%, Maturing August 1, 2013	63,252
312,500		Term Loan, 8.35%, Maturing August 1, 2014	316,260
62,500		Term Loan, 8.35%, Maturing August 1, 2014	63,252
		Brenntag Holding GmbH and Co. KG
432,000		Term Loan, 7.89%, Maturing December 23, 2013	437,535
1,768,000		Term Loan, 7.89%, Maturing December 23, 2013	1,787,614
1,100,000		Term Loan, 11.89%, Maturing December 23, 2015	1,125,609
		Celanese Holdings, LLC
6,323,136		Term Loan, 7.11%, Maturing June 4, 2011	6,380,222
		GenTek, Inc.
615,213		Term Loan, 7.35%, Maturing February 25, 2011	617,231
749,148		Term Loan, 9.61%, Maturing February 28, 2012	754,486
		Georgia Gulf Corp.
1,357,535		Term Loan, 7.32%, Maturing October 3, 2013	1,372,323
		Hercules, Inc.
2,819,549		Term Loan, 6.82%, Maturing October 8, 2010	2,828,360
		Hexion Specialty Chemicals, Inc.
4,107,590		Term Loan, 7.88%, Maturing May 5, 2013	4,147,639
892,285		Term Loan, 7.88%, Maturing May 5, 2013	900,985
		Huntsman, LLC
4,770,146		Term Loan, 7.07%, Maturing August 16, 2012	4,805,030
		INEOS Group
1,782,000		Term Loan, 7.61%, Maturing December 14, 2013	1,806,688
1,782,000		Term Loan, 8.11%, Maturing December 14, 2014	1,806,688
		Innophos, Inc.
2,146,955		Term Loan, 7.57%, Maturing August 10, 2010	2,161,715
		Invista B.V.
5,985,000		Term Loan, 6.86%, Maturing April 30, 2010	5,992,481

		ISP Chemo, Inc.
$	2,431,625	Term Loan, 7.38%, Maturing February 16, 2013	$	2,459,632
		Kraton Polymers, LLC
1,826,920		Term Loan, 7.38%, Maturing May 12, 2013	1,844,619
		Lucite International Group
233,588		Term Loan, 0.00%, Maturing July 7, 2013 (2)	236,362
663,080		Term Loan, 8.07%, Maturing July 7, 2013	670,954
		Lyondell Chemical Co.
4,278,500		Term Loan, 7.11%, Maturing August 16, 2013	4,313,858
		Momentive Performance Material
1,850,000		Term Loan, 7.63%, Maturing December 4, 2013	1,869,194
		Mosaic Co.
1,576,000		Term Loan, 7.11%, Maturing December 21, 2012	1,592,745
		Nalco Co.
5,407,166		Term Loan, 7.11%, Maturing November 4, 2010	5,452,305
		PQ Corp.
574,763		Term Loan, 7.37%, Maturing February 10, 2012	578,834
		Professional Paint, Inc.
820,875		Term Loan, 7.63%, Maturing May 31, 2012	825,492
350,000		Term Loan, 11.13%, Maturing May 31, 2013	353,937
		Propex Fabrics, Inc.
927,305		Term Loan, 8.36%, Maturing July 31, 2012	930,783
		Rockwood Specialties Group, Inc.
6,345,500		Term Loan, 7.36%, Maturing December 10, 2012	6,407,369
		Solo Cup Co.
4,364,752		Term Loan, 8.82%, Maturing February 27, 2011	4,437,386
		Solutia, Inc.
2,050,000		DIP Loan, 8.36%, Maturing March 31, 2007	2,078,829
		Wellman, Inc.
750,000		Term Loan, 9.36%, Maturing February 10, 2009	754,375
			$	72,490,304
Clothing/Textiles — 0.7%
		Hanesbrands, Inc.
$	1,852,143	Term Loan, 7.57%, Maturing September 5, 2013	$	1,871,244
950,000		Term Loan, 9.11%, Maturing March 5, 2014	978,574
		St. John Knits International, Inc.
649,882		Term Loan, 8.38%, Maturing March 23, 2012	653,131
		The William Carter Co.
1,078,800		Term Loan, 6.86%, Maturing July 14, 2012	1,081,665
			$	4,584,614
Conglomerates — 2.5%
		Amsted Industries, Inc.
$	1,923,635	Term Loan, 7.36%, Maturing October 15, 2010	$	1,938,665
		Blount, Inc.
343,021		Term Loan, 7.09%, Maturing August 9, 2010	343,986

		Dundee Holding, Inc.
$	1,841,300	Term Loan, 8.57%, Maturing February 17, 2015	$	1,855,110
		Euramax International, Inc.
680,337		Term Loan, 8.13%, Maturing June 28, 2012	684,419
501,316		Term Loan, 12.36%, Maturing June 28, 2013	505,702
248,684		Term Loan, 12.36%, Maturing June 28, 2013	250,860
		Goodman Global Holdings, Inc.
990,643		Term Loan, 7.13%, Maturing December 23, 2011	994,771
		Jarden Corp.
2,429,449		Term Loan, 7.11%, Maturing January 24, 2012	2,443,493
958,719		Term Loan, 7.11%, Maturing January 24, 2012	963,913
		Johnson Diversey, Inc.
1,899,310		Term Loan, 7.86%, Maturing December 16, 2011	1,921,568
		Polymer Group, Inc.
2,846,250		Term Loan, 7.61%, Maturing November 22, 2012	2,871,155
		Rexnord Corp.
1,475,000		Term Loan, 7.88%, Maturing July 19, 2013	1,489,750
		RGIS Holdings, LLC
1,262,345		Term Loan, 7.86%, Maturing February 15, 2013	1,263,923
			$	17,527,315
Containers and Glass Products — 5.5%
		Berry Plastics Corp.
$	2,842,875	Term Loan, 7.11%, Maturing September 20, 2013	$	2,864,197
		Bluegrass Container Co.
423,930		Term Loan, 7.60%, Maturing June 30, 2013	429,980
1,416,820		Term Loan, 7.60%, Maturing June 30, 2013	1,437,039
321,212		Term Loan, 10.32%, Maturing December 30, 2013	329,002
1,003,788		Term Loan, 10.32%, Maturing December 30, 2013	1,028,130
		Crown Americas, Inc.
693,000		Term Loan, 7.11%, Maturing November 15, 2012	695,166
		Graham Packaging Holdings Co.
5,292,000		Term Loan, 7.63%, Maturing October 7, 2011	5,357,203
396,962		Term Loan, 7.69%, Maturing October 7, 2011	401,853
1,428,571		Term Loan, 9.63%, Maturing April 7, 2012	1,446,429
		Graphic Packaging International, Inc.
8,364,503		Term Loan, 7.86%, Maturing August 8, 2010	8,480,820
		IPG (US), Inc.
3,225,750		Term Loan, 8.07%, Maturing July 28, 2011	3,237,847
		JSG Acquisitions
2,055,000		Term Loan, 7.74%, Maturing December 31, 2013	2,076,193
2,055,000		Term Loan, 8.24%, Maturing December 13, 2014	2,086,468
		Kranson Industries, Inc.
947,625		Term Loan, 8.11%, Maturing July 31, 2013	957,101
		Owens-Brockway Glass Container
1,759,500		Term Loan, 6.82%, Maturing June 14, 2013	1,767,564
		Smurfit-Stone Container Corp.

$	717,807	Term Loan, 4.73%, Maturing November 1, 2011	$	725,596
785,646		Term Loan, 7.63%, Maturing November 1, 2011	794,172
2,837,451		Term Loan, 7.63%, Maturing November 1, 2011	2,868,243
1,782,090		Term Loan, 7.63%, Maturing November 1, 2011	1,801,429
			$	38,784,432
Cosmetics/Toiletries — 0.5%
		American Safety Razor Co.
$	1,050,000	Term Loan, 11.63%, Maturing July 31, 2014	$	1,073,625
		Prestige Brands, Inc.
2,386,742		Term Loan, 7.64%, Maturing April 7, 2011	2,407,626
			$	3,481,251
Drugs — 1.5%
		Graceway Pharmaceuticals, LLC
$	1,000,000	Term Loan, 7.84%, Maturing December 29, 2011	$	1,009,063
500,000		Term Loan, 11.34%, Maturing December 29, 2012	506,562
		Patheon, Inc.
2,003,169		Term Loan, 9.57%, Maturing December 14, 2011	1,986,894
		Pharmaceutical Holdings Corp.
750,000		Term Loan, 8.57%, Maturing January 30, 2012	751,875
		Stiefel Laboratories, Inc.
758,427		Term Loan, 7.57%, Maturing December 28, 2013	767,433
991,573		Term Loan, 7.61%, Maturing December 28, 2013	1,003,348
750,000		Term Loan, 10.36%, Maturing June 28, 2014	763,125
		Warner Chilcott Corp.
3,047,276		Term Loan, 7.36%, Maturing January 18, 2012	3,070,947
836,629		Term Loan, 7.36%, Maturing January 18, 2012	843,128
51,948		Term Loan, 7.36%, Maturing January 18, 2012	52,240
			$	10,754,615
Ecological Services and Equipment — 1.9%
		Allied Waste Industries, Inc.
$	1,487,310	Term Loan, 5.33%, Maturing January 15, 2012	$	1,499,704
3,353,701		Term Loan, 7.15%, Maturing January 15, 2012	3,379,833
		Duratek, Inc.
656,532		Term Loan, 7.63%, Maturing June 7, 2013	663,714
		EnergySolutions, LLC
69,182		Term Loan, 7.57%, Maturing June 7, 2013	69,939
1,449,843		Term Loan, 7.63%, Maturing June 7, 2013	1,465,701
		Environmental Systems, Inc.
1,449,990		Term Loan, 8.84%, Maturing December 12, 2008	1,449,990
		IESI Corp.
1,400,000		Term Loan, 7.11%, Maturing January 20, 2012	1,405,250
		Kemble Waters Structure Ltd.
GBP 1,500,000		Term Loan, 9.19%, Maturing October 13, 2013	2,939,625

		Sensus Metering Systems, Inc.
$	107,254	Term Loan, 7.35%, Maturing December 17, 2010	$	107,857
807,454		Term Loan, 7.36%, Maturing December 17, 2010	811,996
			$	13,793,609
Electronics/Electrical — 5.5%
		Advanced Micro Devices, Inc.
$	2,681,644	Term Loan, 7.57%, Maturing December 31, 2013	$	2,709,984
		AMI Semiconductor, Inc.
2,010,568		Term Loan, 6.82%, Maturing April 1, 2012	2,010,568
		Aspect Software, Inc.
2,244,375		Term Loan, 8.38%, Maturing July 11, 2011	2,273,366
2,000,000		Term Loan, 12.44%, Maturing July 11, 2013	2,010,000
		Communications & Power, Inc.
739,812		Term Loan, 7.57%, Maturing July 23, 2010	743,049
		EnerSys Capital, Inc.
1,950,000		Term Loan, 7.11%, Maturing March 17, 2011	1,962,187
		FCI International S.A.S.
232,989		Term Loan, 7.87%, Maturing November 1, 2013	235,902
242,011		Term Loan, 7.87%, Maturing November 1, 2013	243,523
242,011		Term Loan, 8.62%, Maturing November 1, 2013	244,733
232,989		Term Loan, 8.62%, Maturing November 1, 2013	235,902
		Freescale Semiconductor, Inc.
4,775,000		Term Loan, 7.12%, Maturing December 1, 2013	4,819,021
		Infor Enterprise Solutions
2,933,363		Term Loan, 9.12%, Maturing July 28, 2012	2,963,429
1,530,450		Term Loan, 9.12%, Maturing July 28, 2012	1,543,076
		Network Solutions, LLC
1,064,250		Term Loan, 10.36%, Maturing January 9, 2012	1,077,553
		Open Solutions, Inc.
2,225,000		Term Loan, 7.49%, Maturing January 23, 2014	2,248,641
		Rayovac Corp.
3,855,195		Term Loan, 8.60%, Maturing February 7, 2012	3,899,599
		Rexel S.A.
1,700,000		Term Loan, 7.61%, Maturing March 16, 2013	1,704,959
		Sensata Technologies Finance Co.
1,870,625		Term Loan, 7.11%, Maturing April 27, 2013	1,875,887
		Telcordia Technologies, Inc.
2,902,078		Term Loan, 8.11%, Maturing September 15, 2012	2,876,232
		TTM Technologies, Inc.
656,250		Term Loan, 7.62%, Maturing October 27, 2012	660,352
		VeriFone, Inc.
1,700,000		Term Loan, 7.11%, Maturing October 31, 2013	1,706,375
		Vertafore, Inc.
950,000		Term Loan, 11.36%, Maturing January 31, 2013	965,041
			$	39,009,379

Equipment Leasing — 1.0%
		AWAS Capital, Inc.
$	2,516,941	Term Loan, 11.38%, Maturing March 22, 2013	$	2,554,696
		Maxim Crane Works, L.P.
1,162,492		Term Loan, 7.32%, Maturing January 28, 2010	1,164,672
		Rental Service Corp.
1,250,000		Term Loan, 8.86%, Maturing November 30, 2013	1,275,000
		United Rentals, Inc.
334,029		Term Loan, 5.32%, Maturing February 14, 2011	338,239
1,398,214		Term Loan, 7.32%, Maturing February 14, 2011	1,415,837
			$	6,748,444
Farming/Agriculture — 0.3%
		Central Garden & Pet Co.
$	2,307,563	Term Loan, 6.82%, Maturing February 28, 2014	$	2,311,889
			$	2,311,889
Financial Intermediaries — 2.3%
		AIMCO Properties, L.P.
$	1,950,000	Term Loan, 6.91%, Maturing March 23, 2011	$	1,964,017
		Citgo III, Ltd.
250,000		Term Loan, 8.11%, Maturing August 3, 2013	252,187
250,000		Term Loan, 8.61%, Maturing August 3, 2014	253,125
		Coinstar, Inc.
4,542,944		Term Loan, 7.36%, Maturing July 7, 2011	4,571,337
		Grosvenor Capital Management
1,600,000		Term Loan, 7.63%, Maturing December 5, 2013	1,609,000
		iPayment, Inc.
1,042,125		Term Loan, 7.35%, Maturing May 10, 2013	1,048,638
		LPL Holdings, Inc.
3,994,813		Term Loan, 7.86%, Maturing June 30, 2013	4,055,985
		Oxford Acquisition III, Ltd.
1,400,000		Term loan, 7.74%, Maturing September 20, 2013	1,413,343
		The Macerich Partnership, L.P.
1,350,000		Term Loan, 6.88%, Maturing April 25, 2010	1,355,906
			$	16,523,538
Food Products — 2.2%
		Acosta, Inc.
$	3,335,120	Term Loan, 8.07%, Maturing July 28, 2013	$	3,368,471
		Chiquita Brands, LLC
753,525		Term Loan, 8.38%, Maturing June 28, 2012	766,712
		Dole Food Company, Inc.
181,395		Term Loan, 5.23%, Maturing April 12, 2013	181,747
1,350,262		Term Loan, 7.46%, Maturing April 12, 2013	1,352,878
405,078		Term Loan, 7.55%, Maturing April 12, 2013	405,864

		Michael Foods, Inc.
$	530,333	Term Loan, 7.36%, Maturing November 21, 2010	$	533,095
		Nutro Products, Inc.
534,173		Term Loan, 7.36%, Maturing April 26, 2013	537,011
		Pinnacle Foods Holdings Corp.
2,201,839		Term Loan, 7.36%, Maturing November 25, 2010	2,212,298
		QCE Finance, LLC
1,247,500		Term Loan, 7.63%, Maturing May 5, 2013	1,254,691
1,050,000		Term Loan, 11.11%, Maturing November 5, 2013	1,074,281
		Reddy Ice Group, Inc.
2,190,000		Term Loan, 7.11%, Maturing August 9, 2012	2,196,844
		Sturm Foods, Inc.
1,275,000		Term Loan, 7.88%, Maturing January 31, 2014	1,281,774
500,000		Term Loan, 11.38%, Maturing July 31, 2014	505,312
			$	15,670,978
Food Service — 3.0%
		AFC Enterprises, Inc.
$	622,870	Term Loan, 7.38%, Maturing May 23, 2009	$	627,541
		Aramark Corp.
GBP 1,250,000		Term Loan, 7.63%, Maturing January 27, 2014	2,474,184
		Buffets, Inc.
207,083		Term Loan, 5.27%, Maturing May 1, 2013	208,313
1,567,917		Term Loan, 8.36%, Maturing November 1, 2013	1,577,227
		Burger King Corp.
1,383,067		Term Loan, 6.88%, Maturing June 30, 2012	1,389,598
		Carrols Corp.
325,600		Term Loan, 7.82%, Maturing December 31, 2010	327,533
		CBRL Group, Inc.
1,977,052		Term Loan, 6.86%, Maturing April 27, 2013	1,985,208
		CKE Restaurants, Inc.
1,434,911		Term Loan, 7.38%, Maturing May 1, 2010	1,440,291
		Denny’s, Inc.
146,667		Term Loan, 7.52%, Maturing March 31, 2012	148,500
886,377		Term Loan, 7.62%, Maturing March 31, 2012	897,456
		Domino’s, Inc.
6,683,699		Term Loan, 6.88%, Maturing June 25, 2010	6,714,331
		NPC International, Inc.
437,500		Term Loan, 7.12%, Maturing May 3, 2013	439,141
		RMK Acquisition Corp. (Aramark)
112,196		Term Loan, 5.32%, Maturing January 26, 2014	113,480
1,587,804		Term Loan, 7.47%, Maturing January 26, 2014	1,605,965
		Sagittarius Restaurants, LLC
421,813		Term Loan, 7.62%, Maturing March 29, 2013	424,976
		Sbarro, Inc.
1,000,000		Term Loan, 7.82%, Maturing January 31, 2014	1,011,250
			$	21,384,994

Food/Drug Retailers — 2.0%
		Cumberland Farms, Inc.
$	1,745,625	Term Loan, 7.37%, Maturing September 29, 2013	$	1,754,353
		General Nutrition Centers, Inc.
582,002		Term Loan, 8.07%, Maturing December 5, 2009	585,094
		Roundy’s Supermarkets, Inc.
3,786,750		Term Loan, 8.09%, Maturing November 3, 2011	3,822,724
		SUPERVALU, Inc.
1,662,438		Term Loan, 7.10%, Maturing June 1, 2012	1,673,423
		The Jean Coutu Group (PJC), Inc.
5,455,800		Term Loan, 7.88%, Maturing July 30, 2011	5,470,225
		The Pantry, Inc.
891,000		Term Loan, 7.07%, Maturing January 2, 2012	894,898
			$	14,200,717
Forest Products — 2.9%
		Appleton Papers, Inc.
$	3,050,316	Term Loan, 7.62%, Maturing June 11, 2010	$	3,069,380
		Boise Cascade Holdings, LLC
2,979,519		Term Loan, 7.11%, Maturing October 29, 2011	3,004,660
		Buckeye Technologies, Inc.
1,193,245		Term Loan, 7.38%, Maturing April 15, 2010	1,194,489
		Georgia-Pacific Corp.
9,751,500		Term Loan, 7.35%, Maturing December 20, 2012	9,852,574
		NewPage Corp.
2,021,469		Term Loan, 7.62%, Maturing May 2, 2011	2,051,791
		Xerium Technologies, Inc.
1,354,167		Term Loan, 7.86%, Maturing May 18, 2012	1,355,860
			$	20,528,754
Healthcare — 10.0%
		Accellent, Inc.
$	1,376,200	Term Loan, 7.36%, Maturing November 22, 2012	$	1,375,914
		Alliance Imaging, Inc.
477,038		Term Loan, 7.88%, Maturing December 29, 2011	480,139
		American Medical Systems
1,795,305		Term Loan, 7.68%, Maturing July 20, 2012	1,797,549
		AmeriPath, Inc.
962,725		Term Loan, 7.36%, Maturing October 31, 2012	964,530
		AMN Healthcare, Inc.
438,587		Term Loan, 7.11%, Maturing November 2, 2011	439,957
		AMR HoldCo, Inc.
1,306,377		Term Loan, 7.38%, Maturing February 10, 2012	1,312,909
		Community Health Systems, Inc.
6,545,389		Term Loan, 7.10%, Maturing August 19, 2011	6,588,347
2,394,000		Term Loan, 7.11%, Maturing February 29, 2012	2,409,712

		Concentra Operating Corp.
$	2,369,147	Term Loan, 7.38%, Maturing September 30, 2011	$	2,380,254
		CONMED Corp.
915,444		Term Loan, 7.38%, Maturing April 13, 2013	916,017
		CRC Health Corp.
548,625		Term Loan, 7.86%, Maturing February 6, 2013	554,969
545,882		Term Loan, 7.86%, Maturing February 6, 2013	552,194
		DJ Orthopedics, LLC
374,000		Term Loan, 6.88%, Maturing April 7, 2013	374,585
		Emdeon Business Services, LLC
1,887,417		Term Loan, 7.87%, Maturing November 16, 2013	1,897,247
		Encore Medical Finance, LLC
1,947,000		Term Loan, 7.88%, Maturing November 3, 2013	1,955,518
		FGX International, Inc.
600,000		Term Loan, 9.36%, Maturing December 12, 2012	601,500
333,000		Term Loan, 13.11%, Maturing December 9, 2013	321,345
		FHC Health Systems, Inc.
2,000,000		Term Loan, 15.12%, Maturing February 7, 2011	2,060,000
		Fresenius Medical Care Holdings
3,171,013		Term Loan, 6.74%, Maturing March 31, 2013	3,176,299
		Hanger Orthopedic Group, Inc.
820,880		Term Loan, 7.87%, Maturing May 30, 2013	826,702
		HCA, Inc.
7,500,000		Term Loan, 7.61%, Maturing November 18, 2013	7,598,122
		HealthSouth Corp.
2,363,125		Term Loan, 8.61%, Maturing March 10, 2013	2,388,099
		Iasis Healthcare, LLC
3,900,000		Term Loan, 7.57%, Maturing June 16, 2011	3,943,875
		Invacare Corp.
1,125,000		Term Loan, 7.60%, Maturing February 12, 2013	1,137,656
		Kinetic Concepts, Inc.
932,067		Term Loan, 7.12%, Maturing October 3, 2009	937,892
		Leiner Health Products, Inc.
2,437,500		Term Loan, 8.88%, Maturing May 27, 2011	2,463,018
		LifeCare Holdings, Inc.
962,813		Term Loan, 7.57%, Maturing August 11, 2012	933,326
		LifePoint Hospitals, Inc.
4,249,278		Term Loan, 6.99%, Maturing April 15, 2012	4,253,395
		Magellan Health Services, Inc.
2,162,162		Term Loan, 5.20%, Maturing August 15, 2008	2,167,568
1,621,622		Term Loan, 7.11%, Maturing August 15, 2008	1,625,676
		Matria Healthcare, Inc.
163,346		Term Loan, 7.36%, Maturing January 19, 2012	164,571
		MedAssets, Inc.
1,000,000		Term Loan, 7.82%, Maturing October 23, 2013	1,005,000

		MultiPlan Merger Corp.
$	968,765	Term Loan, 7.82%, Maturing April 12, 2013	$	978,150
		MultiPlan, Inc.
688,750		Term Loan, 7.82%, Maturing April 12, 2013	695,423
		National Mentor Holdings, Inc.
68,600		Term Loan, 5.32%, Maturing June 29, 2013	68,986
1,150,618		Term Loan, 7.87%, Maturing June 29, 2013	1,157,090
		National Rental Institutes, Inc.
970,125		Term Loan, 7.63%, Maturing March 31, 2013	973,763
		RadNet Management, Inc.
625,000		Term Loan, 8.85%, Maturing November 15, 2012	628,125
650,000		Term Loan, 12.85%, Maturing November 15, 2013	658,125
		Renal Advantage, Inc.
370,428		Term Loan, 7.86%, Maturing October 5, 2012	374,596
		Select Medical Holding Corp.
2,322,403		Term Loan, 7.11%, Maturing February 24, 2012	2,321,016
		Sunrise Medical Holdings, Inc.
697,573		Term Loan, 8.88%, Maturing May 13, 2010	695,829
		Vanguard Health Holding Co., LLC
1,347,714		Term Loan, 7.61%, Maturing September 23, 2011	1,362,314
		VWR International, Inc.
1,613,371		Term Loan, 7.61%, Maturing April 7, 2011	1,626,479
			$	71,143,781
Home Furnishings — 1.1%
		Interline Brands, Inc.
$	1,110,723	Term Loan, 7.07%, Maturing June 23, 2013	$	1,112,805
768,533		Term Loan, 7.07%, Maturing June 23, 2013	769,974
		Knoll, Inc.
1,808,935		Term Loan, 7.11%, Maturing October 3, 2012	1,822,954
		National Bedding Co., LLC
550,000		Term Loan, 10.36%, Maturing August 31, 2012	561,172
		Simmons Co.
3,208,037		Term Loan, 7.41%, Maturing December 19, 2011	3,234,103
			$	7,501,008
Industrial Equipment — 2.8%
		Aearo Technologies, Inc.
$	400,000	Term Loan, 11.86%, Maturing September 24, 2013	$	407,625
		Alliance Laundry Holdings, LLC
492,085		Term Loan, 7.60%, Maturing January 27, 2012	496,698
		Douglas Dynamics Holdings, Inc.
874,135		Term Loan, 7.11%, Maturing December 16, 2010	871,949
		Flowserve Corp.
2,232,879		Term Loan, 6.88%, Maturing August 10, 2012	2,238,044
		Foamex L.P.
2,000,000		Term Loan, 7.57%, Maturing February 12, 2013	2,021,876

		Generac Acquisition Corp.
$	1,930,500	Term Loan, 7.86%, Maturing November 7, 2013	$	1,938,946
500,000		Term Loan, 11.36%, Maturing April 7, 2014	500,000
		Gleason Corp.
663,485		Term Loan, 7.88%, Maturing June 30, 2013	668,876
400,000		Term Loan, 10.88%, Maturing December 31, 2013	405,250
		John Maneely Co.
3,356,518		Term Loan, 8.62%, Maturing December 8, 2013	3,400,572
		PP Acquisition Corp.
3,990,451		Term Loan, 8.32%, Maturing November 12, 2011	4,010,403
		Terex Corp.
796,000		Term Loan, 7.11%, Maturing July 13, 2013	798,985
		TFS Acquisition Corp.
1,995,000		Term Loan, 8.92%, Maturing August 11, 2013	2,009,962
			$	19,769,186
Insurance — 1.6%
		Applied Systems, Inc.
$	1,496,250	Term Loan, 8.17%, Maturing September 26, 2013	$	1,505,135
		ARG Holding, Inc.
1,400,000		Term Loan, 12.69%, Maturing November 30, 2012	1,422,750
		CCC Information Services Group
767,824		Term Loan, 7.87%, Maturing February 10, 2013	771,663
		Conseco, Inc.
3,092,250		Term Loan, 7.32%, Maturing October 10, 2013	3,112,544
		Crawford and Company
1,472,315		Term Loan, 7.86%, Maturing October 31, 2013	1,480,597
		U.S.I. Holdings Corp.
249,375		Term Loan, 7.61%, Maturing March 24, 2011	249,687
2,459,394		Term Loan, 7.61%, Maturing March 24, 2011	2,462,468
			$	11,004,844
Leisure Goods/Activities/Movies — 8.1%
		24 Hour Fitness Worldwide, Inc.
$	1,851,013	Term Loan, 7.86%, Maturing June 8, 2012	$	1,867,594
		Alliance Atlantis Communications, Inc.
685,785		Term Loan, 6.86%, Maturing December 31, 2011	686,214
		AMC Entertainment, Inc.
2,079,000		Term Loan, 7.32%, Maturing January 26, 2013	2,099,358
		Bombardier Recreational Product
2,027,848		Term Loan, 7.86%, Maturing June 28, 2013	2,045,592
		Butterfly Wendel US, Inc.
325,000		Term Loan, 8.08%, Maturing June 22, 2013	330,241
325,000		Term Loan, 7.83%, Maturing June 22, 2014	328,616
		Cedar Fair, L.P.
4,383,000		Term Loan, 7.32%, Maturing August 30, 2012	4,433,952

		Cinemark, Inc.
$	4,064,813	Term Loan, 7.39%, Maturing October 5, 2013	$	4,105,461
		Easton-Bell Sports, Inc.
1,370,313		Term Loan, 7.07%, Maturing March 16, 2012	1,377,449
		Fender Musical Instruments Co.
785,000		Term Loan, 11.36%, Maturing October 1, 2012	804,625
		Mega Blocks, Inc.
1,797,625		Term Loan, 7.15%, Maturing July 26, 2012	1,799,872
		Metro-Goldwyn-Mayer Holdings, Inc.
10,143,350		Term Loan, 8.61%, Maturing April 8, 2012	10,244,783
		National Cinemedia, LLC
850,000		Term Loan, 7.07%, Maturing February 13, 2015	850,000
		Regal Cinemas Corp.
4,488,750		Term Loan, 7.11%, Maturing November 10, 2010	4,516,203
		Revolution Studios
2,000,000		Term Loan, 9.07%, Maturing December 21, 2014	2,015,000
900,000		Term Loan, 12.32%, Maturing June 21, 2015	897,750
		Six Flags Theme Parks, Inc.
7,901,515		Term Loan, 8.61%, Maturing June 30, 2009	8,004,606
		Southwest Sports Group, LLC
2,000,000		Term Loan, 7.88%, Maturing December 22, 2010	2,000,626
		The Yankee Candle Company, Inc.
775,000		Term Loan, 7.32%, Maturing February 6, 2014	783,719
		Universal City Development Partners, Ltd.
1,924,945		Term Loan, 7.36%, Maturing June 9, 2011	1,944,195
		WMG Acquisition Corp.
6,357,035		Term Loan, 7.36%, Maturing February 28, 2011	6,396,766
			$	57,532,622
Lodging and Casinos — 3.5%
		Ameristar Casinos, Inc.
$	1,212,750	Term Loan, 6.82%, Maturing November 10, 2012	$	1,216,237
		Bally Technologies, Inc.
2,744,523		Term Loan, 8.61%, Maturing September 5, 2009	2,763,392
		CCM Merger, Inc.
1,572,317		Term Loan, 7.36%, Maturing April 25, 2012	1,587,303
		Fairmont Hotels and Resorts, Inc.
581,503		Term Loan, 8.57%, Maturing May 12, 2011	586,591
		Green Valley Ranch Gaming, LLC
500,000		Term Loan, 8.61%, Maturing August 16, 2007	509,937
		Isle of Capri Casinos, Inc.
2,479,400		Term Loan, 7.12%, Maturing February 4, 2012	2,501,405
		Penn National Gaming, Inc.
7,184,062		Term Loan, 7.11%, Maturing October 3, 2012	7,246,923
		Pinnacle Entertainment, Inc.
800,000		Term Loan, 0.00%, Maturing December 14, 2011 (2)	799,834
700,000		Term Loan, 7.32%, Maturing December 14, 2011	707,875

		Venetian Casino Resort, LLC
$	3,770,887	Term Loan, 7.12%, Maturing June 15, 2011	$	3,804,425
777,502		Term Loan, 7.12%, Maturing June 15, 2011	784,417
		VML US Finance, LLC
500,000		Term Loan, 0.00%, Maturing May 25, 2012 (2)	502,812
1,000,000		Term Loan, 8.12%, Maturing May 25, 2013	1,012,313
		Wimar Opco, LLC
800,000		Term Loan, 7.86%, Maturing January 3, 2012	810,055
			$	24,833,519
Nonferrous Metals/Minerals — 1.9%
		Almatis Holdings 5 BV
$	362,500	Term Loan, 7.86%, Maturing December 21, 2013	$	366,720
362,500		Term Loan, 8.36%, Maturing December 21, 2014	368,362
		Alpha Natural Resources, LLC
965,250		Term Loan, 7.11%, Maturing October 26, 2012	970,076
		Carmeuse Lime, Inc.
633,185		Term Loan, 7.13%, Maturing May 2, 2011	635,559
		Longyear Global Holdings, Inc.
108,746		Term Loan, 8.61%, Maturing October 6, 2012	109,681
117,112		Term Loan, 8.61%, Maturing October 6, 2012	118,155
1,095,830		Term Loan, 8.61%, Maturing October 6, 2012	1,105,589
		Magnequench International, Inc.
1,345,125		Term Loan, 8.88%, Maturing August 31, 2009	1,350,169
		Magnum Coal Co.
209,091		Term Loan, 8.57%, Maturing March 15, 2013	209,614
2,075,227		Term Loan, 8.62%, Maturing March 15, 2013	2,080,415
		Murray Energy Corp.
960,400		Term Loan, 8.36%, Maturing January 28, 2010	972,405
		Novelis, Inc.
1,039,115		Term Loan, 7.61%, Maturing January 6, 2012	1,042,455
1,806,929		Term Loan, 7.61%, Maturing January 6, 2012	1,812,737
		Stillwater Mining Company
1,349,764		Term Loan, 7.63%, Maturing June 30, 2007	1,355,669
		Thompson Creek Metals Co.
1,249,030		Term Loan, 10.11%, Maturing October 26, 2012	1,274,010
			$	13,771,616
Oil and Gas — 2.7%
		Concho Resources, Inc.
$	2,412,875	Term Loan, 9.36%, Maturing July 6, 2011 (3)	$	2,396,709
		El Paso Corp.
1,500,000		Term Loan, 5.23%, Maturing July 31, 2011	1,512,304
		EPCO Holdings, Inc.
421,916		Term Loan, 7.12%, Maturing August 18, 2008	423,696
2,239,654		Term Loan, 7.36%, Maturing August 18, 2010	2,269,451

		Goldking Energy Corp.
$	1,100,000	Term Loan, 10.36%, Maturing December 20, 2011 (3)	$	1,106,600
		Key Energy Services, Inc.
1,321,650		Term Loan, 7.84%, Maturing June 30, 2012	1,332,388
		Niska Gas Storage
278,788		Term Loan, 7.10%, Maturing May 13, 2011	279,746
189,163		Term Loan, 7.10%, Maturing May 13, 2011	189,813
282,322		Term Loan, 7.14%, Maturing May 13, 2011	283,116
1,522,356		Term Loan, 7.15%, Maturing May 12, 2013	1,526,638
		Petroleum Geo-Services ASA
759,537		Term Loan, 7.61%, Maturing December 16, 2012	765,803
		Primary Natural Resources, Inc.
1,736,875		Term Loan, 9.36%, Maturing July 28, 2010 (3)	1,725,238
		Targa Resources, Inc.
2,503,313		Term Loan, 7.36%, Maturing October 31, 2012	2,526,391
1,410,000		Term Loan, 7.62%, Maturing October 31, 2012	1,422,999
		W&T Offshore, Inc.
1,525,000		Term Loan, 7.62%, Maturing May 26, 2010	1,538,027
			$	19,298,919
Publishing — 6.9%
		American Media Operations, Inc.
$	1,000,000	Term Loan, 8.62%, Maturing January 31, 2013	$	1,007,917
		CBD Media, LLC
3,239,146		Term Loan, 7.82%, Maturing December 31, 2009	3,263,440
		Dex Media East, LLC
3,804,299		Term Loan, 6.86%, Maturing May 8, 2009	3,812,296
		Dex Media West, LLC
3,244,491		Term Loan, 6.86%, Maturing March 9, 2010	3,251,126
		Hanley-Wood, LLC
59,099		Term Loan, 7.61%, Maturing August 1, 2012	59,272
498,534		Term Loan, 7.61%, Maturing August 1, 2012	499,988
		Idearc, Inc.
8,200,000		Term Loan, 7.32%, Maturing November 17, 2014	8,278,417
		Medianews Group, Inc.
552,183		Term Loan, 6.57%, Maturing August 25, 2010	550,112
1,069,625		Term Loan, 7.07%, Maturing August 2, 2013	1,074,305
		Merrill Communications, LLC
5,427,107		Term Loan, 7.59%, Maturing February 9, 2009	5,456,787
		Nebraska Book Co., Inc.
1,438,898		Term Loan, 7.88%, Maturing March 4, 2011	1,449,690
		Philadelphia Newspapers, LLC
820,875		Term Loan, 8.12%, Maturing June 29, 2013	831,478
		R.H. Donnelley Corp.
72,136		Term Loan, 6.61%, Maturing December 31, 2009	72,014
7,708,301		Term Loan, 6.86%, Maturing June 30, 2010	7,722,222

		Riverdeep Interactive Learning, Ltd.
$	2,325,000	Term Loan, 8.10%, Maturing December 20, 2013	$	2,349,945
		SGS International, Inc.
767,250		Term Loan, 7.87%, Maturing December 30, 2011	774,922
		Source Media, Inc.
1,306,441		Term Loan, 7.61%, Maturing November 8, 2011	1,318,281
		Xsys US, Inc.
2,004,256		Term Loan, 7.87%, Maturing September 27, 2013	2,028,809
2,031,126		Term Loan, 8.37%, Maturing September 27, 2014	2,056,008
		Yell Group, PLC
2,900,000		Term Loan, 7.32%, Maturing February 10, 2013	2,928,698
			$	48,785,727
Radio and Television — 5.5%
		ALM Media Holdings, Inc.
$	1,170,079	Term Loan, 7.86%, Maturing March 4, 2010	$	1,173,553
		Block Communications, Inc.
940,500		Term Loan, 7.36%, Maturing December 22, 2011	942,263
		CMP KC, LLC
983,688		Term Loan, 9.38%, Maturing May 5, 2013	991,065
		CMP Susquehanna Corp.
1,510,875		Term Loan, 7.38%, Maturing May 5, 2013	1,522,962
		Cumulus Media, Inc.
1,592,000		Term Loan, 7.33%, Maturing June 7, 2013	1,604,508
		DirecTV Holdings, LLC
3,165,182		Term Loan, 6.82%, Maturing April 13, 2013	3,181,819
		Emmis Operating Co.
925,000		Term Loan, 7.32%, Maturing November 2, 2013	933,222
		Entravision Communications Corp.
1,452,875		Term Loan, 6.86%, Maturing September 29, 2013	1,459,686
		Gray Television, Inc.
1,410,750		Term Loan, 6.82%, Maturing November 22, 2015	1,412,010
		HEI Acquisition, LLC
650,000		Term Loan, 8.61%, Maturing December 31, 2011	654,875
		HIT Entertainment, Inc.
1,305,125		Term Loan, 7.60%, Maturing March 20, 2012	1,315,322
		Intelsat Bermuda, Ltd.
1,200,000		Term Loan, 7.86%, Maturing February 1, 2014	1,208,357
		Intelsat Subsidiary Holding Co.
1,097,250		Term Loan, 7.36%, Maturing July 3, 2013	1,109,457
		NEP II, Inc.
700,000		Term Loan, 7.60%, Maturing February 16, 2014	708,203
		Nexstar Broadcasting, Inc.
2,017,671		Term Loan, 7.11%, Maturing October 1, 2012	2,017,986
1,911,917		Term Loan, 7.11%, Maturing October 1, 2012	1,912,215

		NextMedia Operating, Inc.
$	300,191	Term Loan, 7.32%, Maturing November 15, 2012		$		300,229
133,417		Term Loan, 7.32%, Maturing November 15, 2012		133,434
		PanAmSat Corp.
2,743,125		Term Loan, 7.86%, Maturing January 3, 2014		2,774,174
		Patriot Media and Communications CNJ, LLC
600,000		Term Loan, 10.36%, Maturing October 6, 2013		609,000
		Paxson Communications Corp.
2,775,000		Term Loan, 8.61%, Maturing January 15, 2012		2,842,641
		Raycom TV Broadcasting, LLC
3,117,288		Term Loan, 6.88%, Maturing August 28, 2013		3,121,185
		SFX Entertainment
1,559,250		Term Loan, 8.10%, Maturing June 21, 2013		1,568,995
		Spanish Broadcasting System
989,924		Term Loan, 7.12%, Maturing June 10, 2012		993,224
		Tyrol Acquisition 2 SAS
EUR 875,000		Term Loan, 6.09%, Maturing January 19, 2015		1,172,531
EUR 875,000		Term Loan, 6.59%, Maturing January 19, 2016		1,177,837
		Young Broadcasting, Inc.
802,775		Term Loan, 7.88%, Maturing November 3, 2012		806,538
992,500		Term Loan, 7.88%, Maturing November 3, 2012		997,153
				$		38,644,444
Rail Industries — 0.3%
		Kansas City Southern Railway Co.
$	2,238,750	Term Loan, 7.08%, Maturing March 30, 2008	$		2,245,746
			$		2,245,746
Retailers (Except Food and Drug) — 4.0%
		Advantage Sales & Marketing, Inc.
$	942,875	Term Loan, 7.36%, Maturing March 29, 2013	$		945,240
		American Achievement Corp.
1,528,936		Term Loan, 7.72%, Maturing March 25, 2011	1,540,085
		Amscan Holdings, Inc.
1,588,000		Term Loan, 8.39%, Maturing December 23, 2012	1,604,872
		Coinmach Laundry Corp.
3,884,263		Term Loan, 7.88%, Maturing December 19, 2012	3,922,500
		FTD, Inc.
758,667		Term Loan, 7.36%, Maturing July 28, 2013	762,934
		Harbor Freight Tools USA, Inc.
2,114,701		Term Loan, 7.61%, Maturing July 15, 2010	2,136,730
		Home Interiors & Gifts, Inc.
2,681,102		Term Loan, 10.35%, Maturing March 31, 2011	2,044,341
		Josten’s Corp.
4,760,195		Term Loan, 7.37%, Maturing October 4, 2011	4,788,957
		Mapco Express, Inc.
603,501		Term Loan, 8.10%, Maturing April 28, 2011	608,781

		Mauser Werke GMBH & Co. KG
$	1,300,000	Term Loan, 8.10%, Maturing December 3, 2011	$	1,308,125
		Neiman Marcus Group, Inc.
925,316		Term Loan, 7.35%, Maturing April 5, 2013	937,027
		Oriental Trading Co., Inc.
1,225,000		Term Loan, 11.36%, Maturing January 31, 2013	1,239,547
1,840,750		Term Loan, 7.61%, Maturing July 31, 2013	1,852,831
		Rent-A-Center, Inc.
1,246,867		Term Loan, 7.12%, Maturing November 15, 2012	1,251,543
		Rover Acquisition Corp.
2,450,000		Term Loan, 8.10%, Maturing October 26, 2013	2,480,880
		Savers, Inc.
387,354		Term Loan, 8.11%, Maturing August 11, 2012	391,712
460,521		Term Loan, 8.11%, Maturing August 11, 2012	465,702
			$	28,281,807
Steel — 0.1%
		Gibraltar Industries, Inc.
$	525,016	Term Loan, 7.13%, Maturing December 8, 2010	$	524,688
			$	524,688
Surface Transport — 1.3%
		Gainey Corp.
$	845,750	Term Loan, 8.16%, Maturing April 20, 2012	$	848,393
		Horizon Lines, LLC
2,647,649		Term Loan, 7.62%, Maturing July 7, 2011	2,666,680
		Laidlaw International, Inc.
336,656		Term Loan, 7.11%, Maturing July 31, 2013	338,410
1,009,969		Term Loan, 7.11%, Maturing July 31, 2013	1,015,229
		Oshkosh Truck Corp.
2,150,000		Term Loan, 7.35%, Maturing December 6, 2013	2,170,924
		Ozburn-Hessey Holding Co., LLC
497,052		Term Loan, 8.63%, Maturing August 9, 2012	498,295
		Sirva Worldwide, Inc.
1,648,546		Term Loan, 11.61%, Maturing December 1, 2010	1,638,242
			$	9,176,173
Telecommunications — 4.3%
		Alaska Communications Systems Holdings, Inc.
$	1,105,000	Term Loan, 7.11%, Maturing February 1, 2012	$	1,114,784
		Asurion Corp.
1,277,126		Term Loan, 8.32%, Maturing July 13, 2012	1,291,494
1,050,000		Term Loan, 11.57%, Maturing January 13, 2013	1,076,250
		Cellular South, Inc.
1,312,311		Term Loan, 7.11%, Maturing May 4, 2011	1,318,872
		Centennial Cellular Operating Co., LLC
4,594,820		Term Loan, 7.36%, Maturing February 9, 2011	4,642,685

		Consolidated Communications, Inc.
$	4,496,651	Term Loan, 7.11%, Maturing July 27, 2015	$	4,521,945
		Epicor Software Corp.
421,813		Term Loan, 7.85%, Maturing March 30, 2012	423,658
		FairPoint Communications, Inc.
3,235,000		Term Loan, 7.13%, Maturing February 8, 2012	3,251,680
		Hawaiian Telcom Communications, Inc.
824,467		Term Loan, 7.62%, Maturing October 31, 2012	830,006
		Iowa Telecommunications Services
688,000		Term Loan, 7.12%, Maturing November 23, 2011	693,733
		IPC Acquisition Corp.
723,188		Term Loan, 7.86%, Maturing September 29, 2013	732,227
		Madison River Capital, LLC
594,286		Term Loan, 7.61%, Maturing July 29, 2012	596,236
		NTelos, Inc.
1,327,947		Term Loan, 7.57%, Maturing August 24, 2011	1,337,575
		Stratos Global Corp.
1,163,250		Term Loan, 8.11%, Maturing February 13, 2012	1,172,943
		Triton PCS, Inc.
3,161,808		Term Loan, 8.57%, Maturing November 18, 2009	3,191,450
		West Corp.
2,725,000		Term Loan, 7.75%, Maturing October 24, 2013	2,751,492
		WestCom Corp.
763,620		Term Loan, 8.15%, Maturing December 17, 2010	764,574
1,000,000		Term Loan, 12.36%, Maturing May 17, 2011	1,008,125
			$	30,719,729
Utilities — 3.0%
		Astoria Generating Co.
$	1,000,000	Term Loan, 9.12%, Maturing August 23, 2013	$	1,015,278
		BRSP, LLC
2,100,000		Term Loan, 8.37%, Maturing July 13, 2009	2,110,500
		Cogentrix Delaware Holdings, Inc.
582,641		Term Loan, 6.87%, Maturing April 14, 2012	584,947
		Covanta Energy Corp.
626,804		Term Loan, 5.28%, Maturing February 9, 2014	630,330
1,273,196		Term Loan, 6.88%, Maturing February 9, 2014	1,280,358
		La Paloma Generating Co., LLC
55,738		Term Loan, 7.07%, Maturing August 16, 2012	55,877
319,007		Term Loan, 7.11%, Maturing August 16, 2012	319,804
25,407		Term Loan, 7.11%, Maturing August 16, 2012	25,470
		LSP General Finance Co., LLC
41,632		Term Loan, 7.11%, Maturing April 14, 2013	41,853
967,670		Term Loan, 7.11%, Maturing April 14, 2013	972,812
		Mirant North America, LLC.
1,212,750		Term Loan, 7.07%, Maturing January 3, 2013	1,218,359

		NRG Energy, Inc.
$	2,050,000	Term Loan, 7.36%, Maturing February 1, 2013	$	2,071,584
7,793,415		Term Loan, 7.36%, Maturing February 1, 2013	7,877,615
		Pike Electric, Inc.
1,775,432		Term Loan, 7.13%, Maturing July 1, 2012	1,776,357
481,982		Term Loan, 7.13%, Maturing December 10, 2012	482,233
		Vulcan Energy Corp.
665,243		Term Loan, 6.86%, Maturing July 23, 2010	666,699
			$	21,130,076
Total Senior, Floating Rate Interests (identified cost, $965,076,262)			$	970,499,650

Corporate Bonds & Notes — 15.5%

Principal
Amount
(000’s omitted)		Security	Value
Aerospace and Defense — 0.3%
		Alion Science and Technologies Corp.
$	305	10.25%, 2/1/15 (4)	$	318,725
		Argo Tech Corp., Sr. Notes
1,540		9.25%, 6/1/11	1,678,600
		Bombardier, Inc., Sr. Notes
145		8.00%, 11/15/14 (4)	152,250
		DRS Technologies, Inc., Sr. Sub. Notes
90		7.625%, 2/1/18	93,150
			$	2,242,725
Automotive — 0.2%
		Altra Industrial Motion, Inc.
$	250	9.00%, 12/1/11	$	261,250
		American Axle and Manufacturing, Inc.
150		7.875%, 3/1/17	150,750
		Commercial Vehicle Group, Inc., Sr. Notes
110		8.00%, 7/1/13	111,375
		Goodyear Tire & Rubber Co., Sr. Notes
140		8.625%, 12/1/11 (4)	149,450
		Goodyear Tire & Rubber Co., Sr. Notes, Variable Rate
200		9.14%, 12/1/09	203,000
		Tenneco Automotive, Inc., Series B
145		10.25%, 7/15/13	158,775
		Tenneco Automotive, Inc., Sr. Sub. Notes
280		8.625%, 11/15/14	293,300
		Titan International, Inc., Sr. Notes
160		8.00%, 1/15/12 (4)	164,000
			$	1,491,900

Brokers/Dealers/Investment Houses — 0.1%
		Residential Capital Corp., Sub. Notes, Variable Rate
$	705	7.19%, 4/17/09 (4)	$	704,204
			$	704,204
Building and Development — 0.8%
		Collins & Aikman Floor Cover
$	400	9.75%, 2/15/10	$	411,000
		General Cable Corp., Sr. Notes
130		9.50%, 11/15/10	138,450
		Grohe Holding of GMBH
EUR 2,000		6.622%, 1/15/14	2,658,544
		Mueller Group, Inc., Sr. Sub. Notes
390		10.00%, 5/1/12	424,125
		Mueller Holdings, Inc., Disc. Notes, (0.00% until 2009)
83		14.75%, 4/15/14	75,945
		Nortek, Inc., Sr. Sub. Notes
950		8.50%, 9/1/14	971,375
		NTK Holdings, Inc., Sr. Disc. Notes
405		10.75%, 3/1/14	319,950
		Panolam Industries International, Sr. Sub. Notes
395		10.75%, 10/1/13 (4)	426,600
		Stanley-Martin Co.
90		9.75%, 8/15/15	82,800
			$	5,508,789
Business Equipment and Services — 0.8%
		Activant Solutions Inc., Sr. Sub. Notes
$	110	9.50%, 5/1/16	$	108,625
		Affinion Group, Inc.
110		10.125%, 10/15/13	119,350
150		11.50%, 10/15/15	163,500
		Education Management, LLC, Sr. Notes
310		8.75%, 6/1/14	327,825
		Education Management, LLC, Sr. Sub. Notes
590		10.25%, 6/1/16	643,100
		Hydrochem Industrial Services, Inc., Sr. Sub. Notes
100		9.25%, 2/15/13 (4)	103,500
		Knowledge Learning Center, Sr. Sub. Notes
180		7.75%, 2/1/15 (4)	177,750
		Lamar Media Corp., Sr. Sub. Notes
40		6.625%, 8/15/15	39,600
		Norcross Safety Products, LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B
1,040		9.875%, 8/15/11	1,107,600

		PGS Solutions, Inc., Sr. Sub. Notes
$	60	9.625%, 2/15/15 (4)	$	62,116
		Sabre Holdings Corp.
720		7.35%, 8/1/11	706,338
		Safety Products Holdings, Inc., Sr. Notes (PIK)
334		11.75%, 1/1/12 (3)	354,077
		Sungard Data Systems, Inc.
295		9.125%, 8/15/13	316,387
		Sungard Data Systems, Inc., Variable Rate
110		9.90%, 8/15/13	115,500
		United Rentals North America, Inc., Sr. Sub. Notes
1,000		7.75%, 11/15/13	1,027,500
			$	5,372,768
Cable and Satellite Television — 1.0%
		Cablevision Systems Corp., Sr. Notes, Series B, Variable Rate
$	460	9.87%, 4/1/09	$	492,200
		CCH I Holdings, LLC
350		11.75%, 5/15/14	343,875
		CCH I, LLC/CCH I Capital Co.
335		11.00%, 10/1/15	350,075
		CCH II, LLC/CCH II Capital Co.
295		10.25%, 9/15/10	311,225
		CCO Holdings, LLC / CCO Capital Corp., Sr. Notes
1,785		8.75%, 11/15/13	1,865,325
		CSC Holdings, Inc., Series B
140		8.125%, 8/15/09	145,600
		CSC Holdings, Inc., Sr. Notes
25		8.125%, 7/15/09	26,000
		CSC Holdings, Inc., Sr. Notes, Series B
35		7.625%, 4/1/11	36,137
		Insight Communications, Sr. Disc. Notes
295		12.25%, 2/15/11	308,644
		Kabel Deutschland GMBH
220		10.625%, 7/1/14	246,400
		Mediacom Broadband Corp., LLC, Sr. Notes
270		8.50%, 10/15/15 (4)	276,075
		National Cable, PLC
150		8.75%, 4/15/14	157,125
		UGS Corp.
2,320		10.00%, 6/1/12	2,552,000
			$	7,110,681
Chemicals and Plastics — 0.7%
		BCP Crystal Holdings Corp., Sr. Sub. Notes
$	435	9.625%, 6/15/14	$	485,569

		Crystal US Holdings / US Holdings 3, LLC, Sr. Disc. Notes, Series B, (0.00% until 2009)
$	1,004	10.50%, 10/1/14	$	883,520
		Equistar Chemical, Sr. Notes
125		10.625%, 5/1/11	132,812
		Mosaic Co., Sr. Notes
140		7.375%, 12/1/14 (4)	145,250
140		7.625%, 12/1/16 (4)	146,650
		Nova Chemicals Corp., Sr. Notes, Variable Rate
215		8.502%, 11/15/13	216,075
		OM Group, Inc.
2,010		9.25%, 12/15/11	2,102,962
		Reichhold Industries, Inc., Sr. Notes
445		9.00%, 8/15/14 (4)	465,025
		Rockwood Specialties Group, Sr. Sub. Notes
328		10.625%, 5/15/11	347,680
			$	4,925,543
Clothing/Textiles — 0.7%
		Hanesbrands, Inc., Sr. Notes, Variable Rate
$	840	8.735%, 12/15/14 (4)	$	863,100
		Levi Strauss & Co., Sr. Notes
920		12.25%, 12/15/12	1,020,050
155		9.75%, 1/15/15	171,275
480		8.875%, 4/1/16	519,600
		Levi Strauss & Co., Sr. Notes, Variable Rate
425		10.11%, 4/1/12	436,156
		Oxford Industries, Inc., Sr. Notes
1,290		8.875%, 6/1/11	1,348,050
		Perry Ellis International, Inc., Sr. Sub. Notes
235		8.875%, 9/15/13	244,400
		Phillips Van-Heusen, Sr. Notes
50		7.25%, 2/15/11	51,125
			$	4,653,756
Conglomerates — 0.2%
		Amsted Industries, Inc., Sr. Notes
$	1,000	10.25%, 10/15/11 (4)	$	1,076,250
		Goodman Global Holdings, Inc., Sr. Notes, Variable Rate
234		8.36%, 6/15/12	237,510
		RBS Global and Rexnord Corp.
195		9.50%, 8/1/14 (4)	206,700
		RBS Global and Rexnord Corp., Sr. Sub. Notes
135		11.75%, 8/1/16 (4)	148,500
			$	1,668,960

Containers and Glass Products — 0.3%
		Berry Plastics Holding Corp
$	450	8.875%, 9/15/14	$	468,000
		Berry Plastics Holding Corp., Variable Rate
125		9.235%, 9/15/14	129,687
		Intertape Polymer US, Inc., Sr. Sub. Notes
865		8.50%, 8/1/14	810,386
		Pliant Corp. (PIK)
228		11.85%, 6/15/09 (3)	247,613
		Smurfit-Stone Container Corp., Sr. Notes
40		9.75%, 2/1/11	41,550
			$	1,697,236
Cosmetics/Toiletries — 0.0%
		Sally Holdings, LLC, Sr. Notes
$	60	9.25%, 11/15/14 (4)	$	62,400
			$	62,400
Ecological Services and Equipment — 0.1%
		Waste Services, Inc., Sr. Sub. Notes
$	570	9.50%, 4/15/14	$	605,625
			$	605,625
Electronic/Electric — 0.2%
		Avago Technologies Finance
$	80	11.875%, 12/1/15	$	89,400
		Avago Technologies Finance, Sr. Notes
155		10.125%, 12/1/13	166,625
		CPI Holdco, Inc., Sr. Notes, Variable Rate
110		11.151%, 2/1/15	114,125
		NXP BV/ NXP Funding, LLC, Variable Rate
875		8.11%, 10/15/13 (4)	899,062
		NXP BV/NXP Funding, LLC, Sr. Notes
190		9.50%, 10/15/15 (4)	197,125
		Open Solutions, Inc., Sr. Sub. Notes
60		9.75%, 2/1/15 (4)	62,250
			$	1,528,587
Equipment Leasing — 0.1%
		Hertz Corp., Sub. Notes
$	590	8.875%, 1/1/14	$	638,675
		Rental Service Corp.
100		9.50%, 12/1/14 (4)	107,000
			$	745,675
Financial Intermediaries — 1.8%
		Alzette, Variable Rate
$	750	11.86%, 12/15/20 (4)	$	771,562

		Avalon Capital Ltd. 3, Series 1A, Class D, Variable Rate
$	760	6.73%, 2/24/19 (4)	$	764,595
		Babson Ltd., 2005-1A, Class C1, Variable Rate
1,000		7.31%, 4/15/19 (4)	1,016,007
		Bryant Park CDO Ltd., Series 2005-1A, Class C, Variable Rate
1,000		7.41%, 1/15/19 (4)	1,018,505
		Centurion CDO 8 Ltd., Series 2005-8A, Class D, Variable Rate
1,000		10.90%, 3/8/17	1,055,867
		Centurion CDO 9 Ltd., Series 2005-9A
750		9.35%, 7/17/19	777,745
		First CLO, Ltd., Sr. Sub. Notes, Variable Rate
1,000		7.66%, 7/27/16 (4)	1,013,838
		Ford Motor Credit Co.
220		6.625%, 6/16/08	220,638
795		7.375%, 10/28/09	801,443
375		7.875%, 6/15/10	381,732
		Ford Motor Credit Co., Sr. Notes
20		9.875%, 8/10/11	21,599
		Ford Motor Credit Co., Sr. Notes, Variable Rate
500		8.11%, 1/13/12	503,299
		Ford Motor Credit Co., Variable Rate
1,100		8.36%, 11/2/07	1,114,259
		General Motors Acceptance Corp.
220		5.125%, 5/9/08	217,266
110		5.85%, 1/14/09	109,169
45		7.00%, 2/1/12	45,701
1,180		8.00%, 11/1/31	1,304,835
		Sonata Securities S.A., Series 2006-5
750		8.75%, 6/27/07	757,204
		Sonata Securities S.A., Series 2006-6
750		8.75%, 6/27/07	757,144
			$	12,652,408
Food Products — 0.1%
		ASG Consolidated, LLC / ASG Finance, Inc., Sr. Disc. Notes, (0.00% until 2008)
$	550	11.50%, 11/1/11	497,750
		Nutro Products, Inc., Sr. Notes, Variable Rate
85		9.40%, 10/15/13 (4)	88,719
		Pierre Foods, Inc., Sr. Sub. Notes
40		9.875%, 7/15/12	41,400
		Pinnacle Foods Holdings Corp., Sr. Sub. Notes
110		8.25%, 12/1/13	118,800
			$	746,669

Food Service — 0.1%
		Aramark Corp., Sr. Notes
$	65	8.50%, 2/1/15 (4)	$	67,844
		Aramark Corp., Sr. Notes, Variable Rate
380		8.86%, 2/1/15 (4)	394,250
		EL Pollo Loco, Inc.
410		11.75%, 11/15/13	$	457,150
		NPC International, Inc. Sr. Sub. Notes
390		9.50%, 5/1/14	413,400
		Sbarro, Inc., Sr. Notes
100		10.375%, 2/1/15 (4)	104,750
			$	1,437,394
Food/Drug Retailers — 0.3%
		General Nutrition Centers, Inc.
$	85	8.625%, 1/15/11	$	91,152
		General Nutrition Centers, Inc., Sr. Sub. Notes
220		8.50%, 12/1/10	234,809
		GNC Parent Corp., Variable Rate
510		12.14%, 12/1/11	530,400
		Rite Aid Corp.
1,125		6.125%, 12/15/08 (4)	1,125,000
320		8.125%, 5/1/10	330,000
			$	2,311,361
Forest Products — 0.2%
		Jefferson Smurfit Corp.
$	85	7.50%, 6/1/13	$	85,000
		JSG Funding PLC, Sr. Notes
365		9.625%, 10/1/12	389,181
		NewPage Corp.
480		10.00%, 5/1/12	525,600
		NewPage Corp., Variable Rate
155		11.61%, 5/1/12	169,725
		Stone Container Corp.
320		7.375%, 7/15/14	317,600
			$	1,487,106
Healthcare — 1.1%
		Accellent, Inc.
$	275	10.50%, 12/1/13	$	287,375
		AMR HoldCo, Inc./EmCare HoldCo, Inc., Sr. Sub. Notes
355		10.00%, 2/15/15	392,275
		CDRV Investors, Inc., Sr. Disc. Notes, (0.00% until 2010)
25		9.625%, 1/1/15	20,187
		CDRV Investors, Inc., Sr. Notes, Variable Rate
295		9.86%, 12/1/11	291,312

		HCA, Inc.
$	245	8.75%, 9/1/10	$	256,637
670		9.25%, 11/15/16 (4)	719,412
		Inverness Medical Innovations, Inc., Sr. Sub. Notes
650		8.75%, 2/15/12	677,625
		MultiPlan, Inc., Sr. Sub. Notes
415		10.375%, 4/15/16 (4)	432,637
		National Mentor Holdings, Inc., Sr. Sub. Notes
215		11.25%, 7/1/14	239,187
		Res-Care, Inc., Sr. Notes
220		7.75%, 10/15/13	226,050
		Service Corp. International, Sr. Notes
440		7.00%, 6/15/17	446,600
		Triad Hospitals, Inc., Sr. Notes
470		7.00%, 5/15/12	487,625
		US Oncology, Inc.
390		9.00%, 8/15/12	414,375
1,940		10.75%, 8/15/14	2,143,700
		Vanguard Health Holdings Co., LLC, Sr. Disc. Notes,
120		11.25%, 10/1/15	98,700
		VWR International, Inc., Sr. Sub. Notes
235		8.00%, 4/15/14	239,700
			$	7,373,397
Home Furnishings — 0.1%
		Interline Brands, Inc., Sr. Sub. Notes
$	150	8.125%, 6/15/14	$	154,500
		Steinway Musical Instruments, Sr. Notes
175		7.00%, 3/1/14 (4)	172,375
			$	326,875
Industrial Equipment — 0.1%
		Case New Holland, Inc., Sr. Notes
220		9.25%, 8/1/11	233,200
		Chart Industries, Inc., Sr. Sub. Notes
215		9.125%, 10/15/15 (4)	226,825
		ESCO Corp., Sr. Notes
160		8.625%, 12/15/13 (4)	170,000
		ESCO Corp., Sr. Notes, Variable Rate
160		9.235%, 12/15/13 (4)	167,200
			$	797,225
Leisure Goods/Activities/Movies — 0.4%
		AMC Entertainment, Inc., Sr. Sub. Notes
$	440	9.875%, 2/1/12	$	464,750
		AMC Entertainment, Inc., Variable Rate
65		9.61%, 8/15/10	67,356

		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp.
$	220	12.50%, 4/1/13 (4)	$	222,750
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
405		10.12%, 4/1/12 (4)	411,075
		Marquee Holdings, Inc., Sr. Disc. Notes, (0.00% until 2009)
610		12.00%, 8/15/14	539,850
		Universal City Developement Partners, Sr. Notes
385		11.75%, 4/1/10	410,987
		Universal City Florida Holdings, Sr. Notes, Variable Rate
680		10.11%, 5/1/10	707,200
			$	2,823,968
Lodging and Casinos — 0.9%
		Buffalo Thunder Development Authority
$	410	9.375%, 12/15/14 (4)	$	425,375
		CCM Merger, Inc.
260		8.00%, 8/1/13 (4)	261,300
		Chukchansi EDA, Sr. Notes, Variable Rate
310		8.877%, 11/15/12 (4)	320,462
		Galaxy Entertainment Finance
200		9.875%, 12/15/12 (4)	219,250
		Greektown Holdings, LLC, Sr. Notes
225		10.75%, 12/1/13 (4)	241,875
		Host Hotels & Resorts L.P.
205		6.875%, 11/1/14	209,612
		Inn of the Mountain Gods, Sr. Notes
700		12.00%, 11/15/10	766,500
		Las Vegas Sands Corp.
155		6.375%, 2/15/15	150,350
		Majestic HoldCo, LLC, (0.00% until 2008)
150		12.50%, 10/15/11 (4)	104,250
		Majestic Star Casino, LLC
340		9.50%, 10/15/10	359,550
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
110		8.00%, 4/1/12	114,950
		OED Corp./Diamond Jo, LLC
125		8.75%, 4/15/12	124,375
		Pokagon Gaming Authority, Sr. Notes
40		10.375%, 6/15/14 (4)	44,000
		San Pasqual Casino
345		8.00%, 9/15/13 (4)	356,212
		Seminole Hard Rock Entertainment, Variable Rate
225		7.848%, 3/15/14 (4)	227,250
		Station Casinos, Inc.
60		7.75%, 8/15/16	61,950

		Station Casinos, Inc., Sr. Notes
$	105	6.00%, 4/1/12	$	102,375
		Trump Entertainment Resorts, Inc.
1,515		8.50%, 6/1/15	1,522,575
		Tunica-Biloxi Gaming Authority, Sr. Notes
345		9.00%, 11/15/15 (4)	368,288
		Turning Stone Resort Casinos, Sr. Notes
85		9.125%, 9/15/14 (4)	88,825
		Waterford Gaming, LLC, Sr. Notes
388		8.625%, 9/15/12 (4)	412,250
		Wynn Las Vegas, LLC
120		6.625%, 12/1/14	119,400
			$	6,600,974
Nonferrous Metals/Minerals — 0.3%
		Aleris International, Inc., Sr. Notes
$	240	9.00%, 12/15/14 (4)	$	255,600
		Aleris International, Inc., Sr. Sub. Notes
710		10.00%, 12/15/16 (4)	752,600
		Alpha Natural Resources, Sr. Notes
90		10.00%, 6/1/12	97,650
		FMG Finance PTY, Ltd., Variable Rate
220		9.369%, 9/1/11 (4)	232,100
535		10.625%, 9/1/16 (4)	617,925
		Novelis, Inc.
150		7.25%, 2/15/15	156,750
			$	2,112,625
Oil and Gas — 0.9%
		Allis-Chalmers Energy, Inc.
$	500	9.00%, 1/15/14	$	508,750
		Allis-Chalmers Energy, Inc., Sr. Notes
100		8.50%, 3/1/17 (4)	100,000
		Chaparral Energy, Inc., Sr. Notes
300		8.875%, 2/1/17 (4)	307,500
		Clayton Williams Energy, Inc.
130		7.75%, 8/1/13	124,150
		Compton Pet Finance Corp.
240		7.625%, 12/1/13	236,400
		Copano Energy, LLC, Sr. Notes
75		8.125%, 3/1/16	78,000
		El Paso Corp., Sr. Notes
245		9.625%, 5/15/12	284,813
		El Paso Production Holding Co.
280		7.75%, 6/1/13	294,000
		Encore Acquisition Co., Sr. Sub. Notes
175		7.25%, 12/1/17	168,438

		Giant Industries
$	90	8.00%, 5/15/14	$	97,425
		Ocean Rig Norway AS, Sr. Notes
255		8.375%, 7/1/13 (4)	272,850
		OPTI Cananda, Inc.
400		8.25%, 12/15/14 (4)	416,000
		Parker Drilling Co., Sr. Notes
110		9.625%, 10/1/13	120,175
		Petrobas International Finance Co., Sr. Sub. Notes
60		6.125%, 10/6/16	61,050
		Petrohawk Energy Corp.
890		9.125%, 7/15/13	950,075
		Quicksilver Resources, Inc.
235		7.125%, 4/1/16	231,475
		SemGroup L.P., Sr. Notes
605		8.75%, 11/15/15 (4)	617,100
		SESI, LLC
65		6.875%, 6/1/14	64,838
		Stewart & Stevenson, LLC, Sr. Notes
345		10.00%, 7/15/14 (4)	363,113
		United Refining Co., Sr. Notes
670		10.50%, 8/15/12	706,850
		Verasun Energy Corp.
335		9.875%, 12/15/12	348,400
			$	6,351,402
Publishing — 0.2%
		CBD Media, Inc., Sr. Sub. Notes
$	135	8.625%, 6/1/11	$	140,400
		Idearc, Inc., Sr. Notes
245		8.00%, 11/15/16 (4)	252,962
		MediaNews Group, Inc., Sr. Sub. Notes
110		6.875%, 10/1/13	102,300
		MediMedia USA, Inc., Sr. Sub Notes
60		11.375%, 11/15/14 (4)	63,300
		R.H. Donnelley Corp., Sr. Disc. Notes
165		6.875%, 1/15/13	161,700
175		6.875%, 1/15/13	171,500
		Reader’s Digest Association, Sr. Sub. Notes
475		9.00%, 2/15/17 (4)	472,625
			$	1,364,787
Radio and Television — 0.8%
		Advanstar Communications, Inc.
$	1,135	10.75%, 8/15/10	$	1,222,963
		CanWest Media, Inc.
290		8.00%, 9/15/12	300,150

		Intelsat Ltd., Sr. Notes
$	1,585	5.25%, 11/1/08	$	1,565,188
		LBI Media, Inc.
180		10.125%, 7/15/12	189,900
		Rainbow National Services, LLC, Sr. Notes
115		8.75%, 9/1/12 (4)	122,763
		Rainbow National Services, LLC, Sr. Sub. Debs.
1,470		10.375%, 9/1/14 (4)	1,653,750
		Sirius Satellite Radio, Sr. Notes
615		9.625%, 8/1/13	624,225
			$	5,678,939
Rail Industries — 0.1%
		American Railcar Industry
$	195	7.50%, 3/1/14 (4)	$	199,388
		Kansas City Southern Mexico, Sr. Notes
275		7.625%, 12/1/13 (4)	277,063
		Kansas City Southern Railway Co.
105		9.50%, 10/1/08	110,250
		TFM SA de C.V., Sr. Notes
145		12.50%, 6/15/12	157,144
			$	743,845
Retailers (Except Food and Drug) — 0.6%
		Amscan Holdings, Inc., Sr. Sub. Notes
$	280	8.75%, 5/1/14	$	277,200
		AutoNation, Inc., Variable Rate
150		7.36%, 4/15/13	153,000
		Bon-Ton Department Stores, Inc.
245		10.25%, 3/15/14	260,925
		GameStop Corp.
1,440		8.00%, 10/1/12	1,537,200
		Linens ‘N Things, Inc., Variable Rate
95		10.985%, 1/15/14	93,575
		Michaels Stores, Inc., Sr. Notes
345		10.00%, 11/1/14 (4)	370,875
		Michaels Stores, Inc., Sr. Sub. Notes
390		11.375%, 11/1/16 (4)	425,100
		Neiman Marcus Group, Inc.
540		9.00%, 10/15/15	596,700
320		10.375%, 10/15/15	360,000
		Toys “R” Us
340		7.375%, 10/15/18	293,250
		Yankee Acquisition Corp., Sr. Notes
50		8.50%, 2/15/15 (4)	51,375

		Yankee Acquisition Corp., Sr. Sub. Notes
$	60	9.75%, 2/15/17 (4)	$	61,800
			$	4,481,000
Steel — 0.1%
		AK Steel Corp.
$	72	7.875%, 2/15/09	$	72,180
		RathGibson, Inc., Sr. Notes
495		11.25%, 2/15/14	527,175
			$	599,355
Surface Transport — 0.3%
		Horizon Lines, LLC
$	1,808	9.00%, 11/1/12	$	1,902,920
			$	1,902,920
Telecommunications — 1.4%
		Alamosa Delaware, Inc., Sr. Notes
$	560	11.00%, 7/31/10	$	600,683
		Centennial Cellular Operating Co. / Centennial Communication Corp., Sr. Notes
265		10.125%, 6/15/13	287,856
		Digicel Group Ltd., Sr. Notes
295		8.875%, 1/15/15 (4)	288,731
200		9.125%, 1/15/15 (4)	195,250
		Digicel Ltd., Sr. Notes
285		9.25%, 9/1/12 (4)	304,950
		Intelsat Bermuda Ltd.
365		9.25%, 6/15/16 (4)	405,150
		Level 3 Financing, Inc., Sr. Notes
250		9.25%, 11/1/14 (4)	257,813
240		8.75%, 2/15/17 (4)	242,100
		Qwest Capital Funding, Inc.
123		7.00%, 8/3/09	125,460
		Qwest Communications International, Inc.
70		7.50%, 11/1/08	71,400
1,450		7.50%, 2/15/14	1,509,813
		Qwest Corp., Sr. Notes
505		7.625%, 6/15/15	541,613
		Qwest Corp., Sr. Notes, Variable Rate
1,090		8.61%, 6/15/13	1,194,913
		Rogers Wireless, Inc., Sr. Sub. Notes
45		8.00%, 12/15/12	48,206
		Rogers Wireless, Inc., Variable Rate
1,617		8.485%, 12/15/10	1,653,383
		UbiquiTel Operating Co., Sr. Notes
1,110		9.875%, 3/1/11	1,194,524

		West Corp., Sr. Notes
$	575	9.50%, 10/15/14 (4)	$	608,063
		Windstream Corp.
215		8.125%, 8/1/13	233,006
65		8.625%, 8/1/16	71,500
			$	9,834,414
Utilities — 0.2%
		Dynegy Holdings, Inc.
$	220	8.375%, 5/1/16	$	236,500
430		7.625%, 10/15/26	427,850
		NRG Energy, Inc.
150		7.25%, 2/1/14	153,375
465		7.375%, 1/15/17	474,300
		NRG Energy, Inc., Sr. Notes
210		7.375%, 2/1/16	214,725
		Reliant Energy, Inc.
180		9.25%, 7/15/10	190,800
			$	1,697,550
Total Corporate Bonds & Notes (identified cost, $105,628,341)			$	109,643,063

Convertible Bonds — 0.1%

Principal
Amount		Security	Value
$	345,000	L-3 Communications Corp. (4)	$	370,013
Total Convertible Bonds (identified cost, $348,787)			$	370,013

Common Stocks — 0.1%

Shares	Security	Value
34,611	Trump Entertainment Resorts, Inc. (5)	$	608,808
Total Common Stocks (identified cost, $427,071)		$	608,808

Preferred Stocks — 0.0%

Shares	Security	Value
1,123	Chesapeake Energy Corp., 4.50%	$	108,403
1,029	Crown Castle International Corp., (PIK)	58,910
Total Preferred Stocks (identified cost, $158,111)		$	167,313

Closed-End Investment Companies — 2.3%

Shares	Security	Value
150,400	BlackRock Floating Rate Income Strategies Fund II, Inc.	$	2,782,400
52,200	BlackRock Floating Rate Income Strategies Fund, Inc.	985,536
343,600	First Trust / Four Corners Senior Floating Rate Income Fund II	6,404,704
505,500	ING Prime Rate Trust	3,740,700
162,500	LMP Corporate Loan Fund, Inc.	2,263,625
Total Closed-End Investment Companies (identified cost, $15,810,176)		$	16,176,965

Short-Term Investments — 5.3%

	Interest
Description	(000’s omitted)	Value
Investment in Cash Management Portfolio 4.69% (6)	$37,903	$	37,903,274
Total Short-Term Investments (at amortized cost, $37,903,274)		$	37,903,274
Total Investments — 160.2% (identified cost $1,125,352,022)		$	1,135,369,086
Less Unfunded Loan Commitments — (0.7)%		$	(4,946,550	)
Net Investments — 159.5% (identified cost $1,120,405,472)		$	1,130,422,536
Other Assets, Less Liabilities — 2.0%		$	14,000,164
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (61.5)%		$	(435,671,263	)
Net Assets Applicable to Common Shares — 100.0%		$	708,751,437

EUR	—	Euro
GBP	—	British Pound
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 Portfolio may enter into certain credit agreements all or a portion of which may be unfunded. The Portfolio is obligated to fund these commitments at the Borrowers discretion.
(3)		Security valued at fair value using methods determined in good faith by or at the direction of the Trustees.
(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 February 28, 2007, the aggregate value of the securities is $29,428,522 or 4.2% of the net assets.
(5)		Non-income producing security.
(6)		Affiliated investment investing in high quality, U.S. dollar denominated money market instruments, and that is available to Eaton Vance portfolios and funds. The rate shown is the annualized seven-day yield as of February 28, 2007.

A summary of financial instruments at February 28, 2007 is as follows:

Forward Foreign Currency Exchange Contracts

Sales

Settlement			Net Unrealized Appreciation
Date	Deliver	In Exchange For	(Depreciation)
3/30/07	British Pound 2,750,000	United States Dollar 5,395,000		$	5,811
3/30/07	Euro 7,677,640	United States Dollar 10,136,217		(17,765		)
				$	(11,954	)

Credit Default Swaps

			Net Unrealized
Notional	Expiration		Appreciation
Amount	Date	Description	(Depreciation)
800,000 USD	3/20/2009	Agreement with Lehman Brothers Special Financing, Inc. dated 9/24/2004 whereby the Fund will receive 2.30% per year times the notional amount. The Fund makes payment only upon a default event on underlying loan assets (13 in total, each representing 7.69% of the notional value of the swap).		$	(10,082	)
2,000,000 USD	3/20/2010	Agreement with Lehman Brothers Special Financing, Inc. dated 3/15/2005 whereby the Fund will receive 2.20% per year times the notional amount. The Fund makes payment of the notional amount only upon a default event on the reference entity, a Revolving Credit Agreement issued by Inergy, L.P.		$	64,500

At February 28, 2007 the Fund had sufficient cash and/or securities to cover commitments under these contracts.

The cost and unrealized appreciation (depreciation) in value of the investments owned by the Fund at February 28, 2007, as computed on a federal income tax basis, were as follows:

Aggregate cost	$	1,121,887,380
Gross unrealized appreciation	$	10,847,632
Gross unrealized depreciation	(2,312,476		)
Net unrealized appreciation	$	8,535,156

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/ Payson F. Swaffield
		Payson F. Swaffield
		President
Date:		April 13, 2007

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/ Payson F. Swaffield
		Payson F. Swaffield
		President
Date:		April 13, 2007
By:		/s/ Barbara E. Campbell
		Barbara E. Campbell
		Treasurer
Date:		April 13, 2007