Edgar Filing: EATON VANCE LTD DURATION INCOME FUND

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		811-21323


Eaton Vance Limited Duration Income Fund
(Exact Name of Registrant as Specified in Charter)

The Eaton Vance Building, 255 State Street, Boston, Massachusetts		02109
(Address of Principal Executive Offices)		(Zip code)

Maureen A. Gemma Eaton Vance Management, 255 State Street, Boston, Massachusetts 02109
(Name and Address of Agent for Service)

Registrant’s Telephone Number, Including Area Code:		(617) 482-8260

Date of Fiscal Year End:		April 30

Date of Reporting Period:		January 31, 2008

Item 1. Schedule of Investments

Eaton Vance Limited Duration Income Fund		as of January 31, 2008

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 64.4% (1)

Principal Amount*				Borrower/Tranche Description	Value
Aerospace and Defense — 1.1%
				ACTS Aero Technical Support & Service, Inc.
	897,140			Term Loan, 7.31%, Maturing October 5, 2014	$	825,369
				Atlantic Inertial Systems, Inc.
1,691,500				Term Loan, 7.88%, Maturing July 20, 2014	1,657,670
				AWAS Capital, Inc.
664,587				Term Loan, 6.69%, Maturing March 22, 2013	608,097
				CACI International, Inc.
336,258				Term Loan, 6.47%, Maturing May 3, 2011	325,330
				Colt Defense, LLC
995,000				Term Loan, 6.52%, Maturing July 9, 2014	988,781
				DAE Aviation Holdings, Inc.
669,056				Term Loan, 7.75%, Maturing July 31, 2009	668,638
572,043				Term Loan, 6.99%, Maturing July 31, 2014	570,255
755,573				Term Loan, 7.93%, Maturing July 31, 2014	753,212
				Evergreen International Aviation
1,240,269				Term Loan, 6.81%, Maturing October 31, 2011	1,178,255
				Hawker Beechcraft Acquisition
210,638				Term Loan, 6.83%, Maturing March 26, 2014	194,347
2,470,691				Term Loan, 6.83%, Maturing March 26, 2014	2,279,598
				Hexcel Corp.
1,559,498				Term Loan, 6.46%, Maturing March 1, 2012	1,536,105
				IAP Worldwide Services, Inc.
2,205,000				Term Loan, 11.13%, Maturing December 30, 2012	1,958,040
				Spirit AeroSystems, Inc.
1,323,070				Term Loan, 5.68%, Maturing December 31, 2011	1,314,800
				TransDigm, Inc.
3,100,000				Term Loan, 6.86%, Maturing June 23, 2013	2,987,625
				Vought Aircraft Industries, Inc.
1,000,000				Term Loan, 7.10%, Maturing December 17, 2011	946,667
1,292,447				Term Loan, 7.34%, Maturing December 17, 2011	1,223,517
				Wesco Aircraft Hardware Corp.
1,458,750				Term Loan, 7.08%, Maturing September 29, 2013	1,404,047
					$	21,420,353
Air Transport — 0.5%
				Airport Development and Investment, Ltd.
GBP		2,465,175		Term Loan, 9.64%, Maturing April 7, 2011	$	4,517,131
				Delta Air Lines, Inc.
1,716,375				Term Loan, 8.08%, Maturing April 30, 2014	1,562,617
				Northwest Airlines, Inc.
3,772,000				DIP Loan, 5.99%, Maturing August 21, 2008	3,457,668
					$	9,537,416
Automotive — 2.3%
				Accuride Corp.
	2,337,795			Term Loan, 7.56%, Maturing January 31, 2012	$	2,254,511
				Adesa, Inc.
5,099,375				Term Loan, 7.08%, Maturing October 18, 2013	4,477,435
				Affina Group, Inc.
2,313,738				Term Loan, 6.24%, Maturing November 30, 2011	2,261,679
				Allison Transmission, Inc.
5,286,750				Term Loan, 7.43%, Maturing September 30, 2014	4,649,506
				ATU AFM Auto Holding GmbH & Co.
EUR			2,698,276	Term Loan, 7.57%, Maturing August 20, 2013	3,500,678
				AxleTech International Holding, Inc.
1,950,000				Term Loan, 11.23%, Maturing April 21, 2013	1,920,750
				Chrysler Financial
500,000				Term Loan, Maturing August 1, 2014 (2)	484,375
1,000,000				Term Loan, 8.99%, Maturing August 1, 2014	865,625
				CSA Acquisition Corp.
597,711				Term Loan, 7.38%, Maturing December 23, 2011	568,821
588,242				Term Loan, 7.38%, Maturing December 23, 2011	559,810
490,000				Term Loan, 7.38%, Maturing December 23, 2012	463,050

				Dayco Products, LLC
	2,309,893			Term Loan, 9.27%, Maturing June 21, 2011	$	1,922,986
				Delphi Corp.
1,000,000				DIP Loan, 6.88%, Maturing July 1, 2008	989,000
				Ford Motor Co.
2,301,750				Term Loan, 8.00%, Maturing December 15, 2013	2,021,355
				General Motors Corp.
4,399,453				Term Loan, 7.06%, Maturing November 29, 2013	4,037,048
				Goodyear Tire & Rubber Co.
3,450,000				Term Loan, 6.43%, Maturing April 30, 2010	3,161,062
				Keystone Automotive Operations, Inc.
1,163,250				Term Loan, 7.44%, Maturing January 12, 2012	1,021,721
				LKQ Corp.
1,325,000				Term Loan, 6.57%, Maturing October 12, 2014	1,313,406
				The Hertz Corp.
3,819,344				Term Loan, 6.89%, Maturing December 21, 2012	3,659,807
				TriMas Corp.
314,063				Term Loan, 5.39%, Maturing August 2, 2011	308,959
1,343,926				Term Loan, 5.49%, Maturing August 2, 2013	1,322,087
				United Components, Inc.
1,515,152				Term Loan, 6.86%, Maturing June 30, 2010	1,448,864
					$	43,212,535
Beverage and Tobacco — 0.6%
				Beverage Packaging Holdings
EUR			1,000,000	Term Loan, 6.46%, Maturing May 11, 2015	$	1,388,062
EUR		1,000,000		Term Loan, 6.71%, Maturing May 11, 2016	1,395,465
				Constellation Brands, Inc.
1,240,000				Term Loan, 6.60%, Maturing June 5, 2013	1,202,468
				Culligan International Co.
EUR		1,400,000		Term Loan, 9.32%, Maturing May 31, 2013	1,222,976
992,500				Term Loan, 6.43%, Maturing November 24, 2014	807,233
				Liberator Midco Ltd.
GBP		357,992		Term Loan, 13.95%, Maturing October 27, 2016	698,344
				Southern Wine & Spirits of America, Inc.
2,938,116				Term Loan, 6.34%, Maturing May 31, 2012	2,916,080
				Van Houtte, Inc.
877,800				Term Loan, 7.33%, Maturing July 11, 2014	842,688
119,700				Term Loan, 7.33%, Maturing July 11, 2014	114,912
					$	10,588,228
Brokers, Dealers and Investment Houses — 0.1%
				AmeriTrade Holding Corp.
	2,108,393			Term Loan, 4.77%, Maturing December 31, 2012	$	2,023,530
					$	2,023,530
Building and Development — 2.9%
				AIMCO Properties, L.P.
	3,050,000			Term Loan, 4.79%, Maturing March 23, 2011	$	2,931,812
				Beacon Sales Acquisition, Inc.
913,437				Term Loan, 6.78%, Maturing September 30, 2013	831,228
				Brickman Group Holdings, Inc.
1,439,125				Term Loan, 7.14%, Maturing January 23, 2014	1,338,386
				Building Materials Corp. of America
1,905,822				Term Loan, 6.69%, Maturing February 22, 2014	1,546,439
				Capital Automotive (REIT)
3,651,282				Term Loan, 6.39%, Maturing December 16, 2010	REIT		3,499,421
				Epco/Fantome, LLC
1,817,000				Term Loan, 5.90%, Maturing November 23, 2010	1,807,915
				Forestar USA Real Estate Group, Inc.
1,975,000				Term Loan, 8.32%, Maturing December 1, 2010	1,955,250
1,975,000				Term Loan, 8.60%, Maturing December 1, 2010 (3)	1,945,375
				Hovstone Holdings, LLC
965,243				Term Loan, 5.80%, Maturing February 28, 2009 (4)	857,618
				LNR Property Corp.
3,700,000				Term Loan, 7.63%, Maturing July 3, 2011	3,422,500
				Metroflag BP, LLC
700,000				Term Loan, 13.02%, Maturing July 1, 2008	630,000
				Mueller Water Products, Inc.
1,996,090				Term Loan, 5.14%, Maturing May 24, 2014	1,891,295
				NCI Building Systems, Inc.
1,374,724				Term Loan, 6.73%, Maturing June 18, 2010	1,314,580

					Nortek, Inc.
	3,942,869				Term Loan, 5.53%, Maturing August 27, 2011	$	3,647,154
					Panolam Industries Holdings, Inc.
1,345,288					Term Loan, 7.59%, Maturing September 30, 2012	1,177,127
					PLY GEM Industries, Inc.
2,631,062					Term Loan, 7.58%, Maturing August 15, 2011	2,331,121
82,295					Term Loan, 7.58%, Maturing August 15, 2011	72,914
					Realogy Corp.
1,192,492					Term Loan, 7.76%, Maturing September 1, 2014	1,005,420
4,429,258					Term Loan, 7.51%, Maturing September 1, 2014	3,734,418
					South Edge, LLC
287,500					Term Loan, 5.31%, Maturing October 31, 2009	219,937
					Standard Pacific Corp.
1,260,000					Term Loan, 6.66%, Maturing May 5, 2013	910,350
					Stile Acquisition Corp.
954,668					Term Loan, 5.65%, Maturing April 6, 2013	826,547
					Stile U.S. Acquisition Corp.
956,294					Term Loan, 5.65%, Maturing April 6, 2013	827,955
					Tousa/Kolter, LLC
1,460,133					Term Loan, 7.00%, Maturing March 31, 2031 (4)	1,264,475
					TRU 2005 RE Holding Co.
7,325,000					Term Loan, 7.63%, Maturing December 9, 2008	6,890,078
					United Subcontractors, Inc.
1,000,000					Term Loan, 12.21%, Maturing June 27, 2013 (4)	716,600
					WCI Communities, Inc.
4,218,750					Term Loan, 9.66%, Maturing December 23, 2010	3,735,353
					Wintergames Acquisition ULC
3,658,836					Term Loan, 6.55%, Maturing April 24, 2008	3,599,380
						$	54,930,648
Business Equipment and Services — 4.1%
					ACCO Brands Corp.
		1,395,380			Term Loan, 6.38%, Maturing August 17, 2012	$	1,304,681
					Activant Solutions, Inc.
930,897					Term Loan, 6.77%, Maturing May 1, 2013	855,262
					Affiliated Computer Services
1,053,500					Term Loan, 5.29%, Maturing March 20, 2013	1,011,113
2,782,625					Term Loan, 5.85%, Maturing March 20, 2013	2,670,669
					Affinion Group, Inc.
2,817,094					Term Loan, 7.44%, Maturing October 17, 2012	2,643,373
					Allied Security Holdings, LLC
1,622,727					Term Loan, 7.83%, Maturing June 30, 2010	1,533,477
					DynCorp International, LLC
1,187,065					Term Loan, 6.88%, Maturing February 11, 2011	1,119,798
					Education Management, LLC
4,923,949					Term Loan, 6.63%, Maturing June 1, 2013	4,564,225
					Euronet Worldwide, Inc.
2,315,789					Term Loan, 6.51%, Maturing April 4, 2012	2,200,000
					Info USA, Inc.
735,075					Term Loan, 6.83%, Maturing February 14, 2012	716,698
					Intergraph Corp.
1,000,000					Term Loan, Maturing May 29, 2014 (2)	960,000
1,000,000					Term Loan, 11.06%, Maturing November 29, 2014	980,000
					iPayment, Inc.
2,173,979					Term Loan, 6.45%, Maturing May 10, 2013	1,913,102
					ista International GmbH
EUR				1,522,526	Term Loan, 6.77%, Maturing May 14, 2015	1,916,114
EUR			302,474		Term Loan, 6.77%, Maturing May 14, 2015	380,666
					Kronos, Inc.
1,580,571					Term Loan, 7.08%, Maturing June 11, 2014	1,410,660
					Language Line, Inc.
2,460,979					Term Loan, 6.52%, Maturing June 11, 2011	2,377,921
					Mitchell International, Inc.
1,500,000					Term Loan, 10.13%, Maturing March 28, 2015	1,335,000
					N.E.W. Holdings I, LLC
2,623,835					Term Loan, 7.13%, Maturing May 22, 2014	2,308,974
					Protection One, Inc.
2,050,346					Term Loan, 6.45%, Maturing March 31, 2012	1,886,318

						Quantum Corp.
	562,500					Term Loan, 8.33%, Maturing July 12, 2014	$	545,625
						Quintiles Transnational Corp.
1,228,125						Term Loan, 6.83%, Maturing March 31, 2013	1,182,838
2,225,000						Term Loan, 8.83%, Maturing March 31, 2014	2,138,781
						Sabre, Inc.
6,636,484						Term Loan, 5.24%, Maturing September 30, 2014	5,459,338
						Safent, Inc.
1,000,000						Term Loan, Maturing April 12, 2014 (2)	885,000
						Serena Software, Inc.
1,567,536						Term Loan, 7.18%, Maturing March 10, 2013	1,493,732
						Sitel (Client Logic)
1,825,238						Term Loan, 5.94%, Maturing January 29, 2014	1,629,025
						Solera Holdings, LLC
EUR			1,169,125			Term Loan, 7.00%, Maturing May 15, 2014	1,670,421
						SunGard Data Systems, Inc.
14,513,902						Term Loan, 6.90%, Maturing February 11, 2013	13,487,348
						TDS Investor Corp.
EUR		1,051,592				Term Loan, 7.02%, Maturing August 23, 2013	1,397,396
1,778,654						Term Loan, 7.08%, Maturing August 23, 2013	1,644,977
356,888						Term Loan, 7.08%, Maturing August 23, 2013	330,066
						Transaction Network Services, Inc.
901,204						Term Loan, 7.48%, Maturing May 4, 2012	869,662
						U.S. Security Holdings, Inc.
982,500						Term Loan, 7.35%, Maturing May 8, 2013	977,587
						Valassis Communications, Inc.
426,667						Term Loan, 0.00%, Maturing March 2, 2014 (3)	381,867
1,967,300						Term Loan, 6.58%, Maturing March 2, 2014	1,760,734
						VWR International, Inc.
2,325,000						Term Loan, 7.33%, Maturing June 28, 2013	2,141,906
						WAM Acquisition, S.A.
EUR					368,919	Term Loan, 6.96%, Maturing May 4, 2014	493,213
EUR					231,081	Term Loan, 6.96%, Maturing May 4, 2014	309,169
EUR					368,919	Term Loan, 7.21%, Maturing May 4, 2015	495,944
EUR					231,081	Term Loan, 7.21%, Maturing May 4, 2015	310,724
						West Corp.
4,700,700						Term Loan, 5.85%, Maturing October 24, 2013	4,349,910
							$	78,043,314
Cable and Satellite Television — 4.4%
						Atlantic Broadband Finance, LLC
	2,576,025					Term Loan, 7.08%, Maturing February 10, 2011	$	2,464,398
						Bragg Communications, Inc.
3,416,438						Term Loan, 7.58%, Maturing August 31, 2014	3,382,273
						Bresnan Broadband Holdings, LLC
1,725,000						Term Loan, 5.93%, Maturing March 29, 2014	1,612,156
1,550,000						Term Loan, 9.47%, Maturing March 29, 2014	1,491,875
						Casema
EUR			658,133			Term Loan, Maturing November 14, 2014 (2)	946,061
EUR			341,867			Term Loan, Maturing November 14, 2014 (2)	491,431
EUR			1,000,000			Term Loan, Maturing November 14, 2015 (2)	1,444,368
						Cequel Communications, LLC
992,500						Term Loan, 6.66%, Maturing November 5, 2013	867,986
2,175,000						Term Loan, 9.41%, Maturing May 5, 2014	1,866,422
4,484,417						Term Loan, 10.91%, Maturing May 5, 2014	3,856,599
						Charter Communications Operating, Inc.
15,023,954						Term Loan, 5.26%, Maturing April 28, 2013	13,153,186
						CSC Holdings, Inc.
3,856,313						Term Loan, 6.90%, Maturing March 29, 2013	3,557,105
						CW Media Holdings, Inc.
872,813						Term Loan, 8.08%, Maturing February 15, 2015	846,628
						DirecTV Holdings, LLC
1,841,338						Term Loan, 4.78%, Maturing April 13, 2013	1,806,686
						Insight Midwest Holdings, LLC
4,741,875						Term Loan, 6.73%, Maturing April 6, 2014	4,361,866
						Kabel BW GmbH and Co.
EUR				1,000,000		Term Loan, 7.38%, Maturing June 9, 2013	1,345,495
EUR				1,000,000		Term Loan, 7.88%, Maturing June 9, 2014	1,351,973
						MCC Iowa, LLC
2,220,000						Term Loan, 5.61%, Maturing March 31, 2010	2,067,375
						Mediacom Broadband Group
2,426,997						Term Loan, 5.46%, Maturing January 31, 2015	2,159,161

		Mediacom Illinois, LLC
	4,790,363	Term Loan, 5.46%, Maturing January 31, 2015	$	4,271,978
		NTL Investment Holdings, Ltd.
	3,266,856	Term Loan, 6.06%, Maturing March 30, 2012	3,087,179
GBP	745,787	Term Loan, 7.68%, Maturing March 30, 2012	1,365,496
GBP	379,213	Term Loan, 7.68%, Maturing March 30, 2012	694,320
		Orion Cable GmbH
EUR	1,100,000	Term Loan, 7.47%, Maturing October 31, 2014	1,550,136
EUR	1,100,000	Term Loan, 7.98%, Maturing October 31, 2015	1,552,462
		ProSiebenSat.1 Media AG
EUR	1,219,800	Term Loan, 6.77%, Maturing March 2, 2015	1,418,641
EUR	48,181	Term Loan, 6.55%, Maturing June 26, 2015	62,387
EUR	1,187,219	Term Loan, 6.55%, Maturing June 26, 2015	1,537,272
EUR	1,219,800	Term Loan, 7.02%, Maturing March 2, 2016	1,427,671
		UPC Broadband Holding B.V.
EUR	5,800,000	Term Loan, 6.30%, Maturing October 16, 2011	7,730,681
	2,800,000	Term Loan, 6.38%, Maturing December 31, 2014	2,530,937
		YPSO Holding SA
EUR	2,480,685	Term Loan, 6.70%, Maturing July 28, 2014	3,225,267
EUR	957,340	Term Loan, 6.70%, Maturing July 28, 2014	1,244,687
EUR	1,561,975	Term Loan, 6.70%, Maturing July 28, 2014	2,030,805
			$	82,802,963
Chemicals and Plastics — 4.1%
		AZ Chem US, Inc.
	1,488,750	Term Loan, 7.08%, Maturing February 28, 2013	$	1,280,325
	500,000	Term Loan, 10.57%, Maturing February 28, 2014	408,333
		Brenntag Holding GmbH and Co. KG
	490,909	Term Loan, 5.79%, Maturing December 23, 2013	454,909
	2,009,091	Term Loan, 5.79%, Maturing December 23, 2013	1,861,758
	1,300,000	Term Loan, 7.79%, Maturing December 23, 2015	1,215,500
		Celanese Holdings, LLC
EUR	1,985,000	Term Loan, 6.44%, Maturing April 6, 2011	2,757,752
	6,029,438	Term Loan, 6.48%, Maturing April 2, 2014	5,688,605
		Cognis GmbH
EUR	1,084,426	Term Loan, 6.95%, Maturing September 15, 2013	1,429,319
EUR	265,574	Term Loan, 6.95%, Maturing September 15, 2013	350,037
		Columbian Chemicals Acquisition
	982,297	Term Loan, 6.58%, Maturing March 16, 2013	918,448
		First Chemical Holding
EUR	1,000,000	Term Loan, 6.75%, Maturing December 18, 2014 (3)	1,396,919
EUR	1,000,000	Term Loan, 7.24%, Maturing December 18, 2015 (3)	1,402,737
		Foamex L.P.
	3,023,824	Term Loan, 6.48%, Maturing February 12, 2013	2,640,805
		Georgia Gulf Corp.
	1,047,491	Term Loan, 7.03%, Maturing October 3, 2013	975,912
		Hercules, Inc.
	1,210,537	Term Loan, 5.52%, Maturing October 8, 2010	1,202,971
		Hexion Specialty Chemicals, Inc.
	2,033,204	Term Loan, 7.00%, Maturing May 5, 2013	1,914,884
	441,670	Term Loan, 7.13%, Maturing May 5, 2013	415,967
	4,937,500	Term Loan, 7.19%, Maturing May 5, 2013	4,650,167
		Huish Detergents, Inc.
	1,268,625	Term Loan, 6.83%, Maturing April 26, 2014	1,017,166
		INEOS Group
EUR	849,785	Term Loan, Maturing December 14, 2011 (2)	1,137,949
EUR	150,215	Term Loan, Maturing December 14, 2011 (2)	201,153
EUR	849,785	Term Loan, Maturing December 14, 2011 (2)	1,144,240
EUR	150,215	Term Loan, Maturing December 14, 2011 (2)	202,265
	494,949	Term Loan, 7.86%, Maturing December 14, 2014	458,859
		Innophos, Inc.
	321,250	Term Loan, 7.08%, Maturing August 10, 2010	308,400

		Invista B.V.
	3,072,340	Term Loan, 6.33%, Maturing April 29, 2011	$	2,939,206
	1,628,569	Term Loan, 6.33%, Maturing April 29, 2011	1,557,998
		ISP Chemco, Inc.
	3,781,000	Term Loan, 6.68%, Maturing June 4, 2014	3,528,146
		Kleopatra
	1,200,000	Term Loan, 7.04%, Maturing January 3, 2016	967,500
EUR	800,000	Term Loan, 7.12%, Maturing January 3, 2016	907,114
		Kranton Polymers, LLC
	3,223,256	Term Loan, 6.75%, Maturing May 12, 2013	2,993,599
		Lucite International Group Holdings
	784,052	Term Loan, 5.50%, Maturing July 7, 2013	721,328
	277,613	Term Loan, 5.50%, Maturing July 7, 2013	255,404
		MacDermid, Inc.
EUR	1,006,481	Term Loan, 7.02%, Maturing April 12, 2014	1,423,137
		Millenium Inorganic Chemicals
	525,000	Term Loan, 7.08%, Maturing April 30, 2014	469,875
	1,375,000	Term Loan, 10.48%, Maturing October 31, 2014	1,069,062
		Momentive Performance Material
	2,574,000	Term Loan, 7.13%, Maturing December 4, 2013	2,372,216
		Mosaic Co.
	74,336	Term Loan, 5.06%, Maturing December 21, 2012	74,282
		Nalco Co.
	5,791,534	Term Loan, 5.87%, Maturing November 4, 2010	5,663,640
		Propex Fabrics, Inc.
	1,561,716	Term Loan, 10.00%, Maturing July 31, 2012	1,128,340
		Rockwood Specialties Group, Inc.
	3,700,550	Term Loan, 4.74%, Maturing December 10, 2012	3,522,975
		Schoeller Arca Systems Holding
EUR	886,834	Term Loan, 7.46%, Maturing November 16, 2015	1,293,351
EUR	289,045	Term Loan, 7.46%, Maturing November 16, 2015	421,541
EUR	824,121	Term Loan, 7.46%, Maturing November 16, 2015	1,201,890
		Solo Cup Co.
	2,437,145	Term Loan, 8.41%, Maturing February 27, 2011	2,365,337
		Solutia, Inc.
	5,670,828	DIP Loan, 6.49%, Maturing March 31, 2008	5,603,487
		Wellman, Inc.
	1,250,000	Term Loan, 8.91%, Maturing February 10, 2009	1,000,000
			$	76,914,808
Clothing/Textiles — 0.4%
		Hanesbrands, Inc.
	2,426,560	Term Loan, 5.00%, Maturing September 5, 2013	$	2,346,559
	1,125,000	Term Loan, 6.99%, Maturing March 5, 2014	1,116,093
		St. John Knits International, Inc.
	1,302,295	Term Loan, 7.84%, Maturing March 23, 2012	1,282,760
		The William Carter Co.
	1,164,824	Term Loan, 4.75%, Maturing July 14, 2012	1,122,113
		Warnaco, Inc.
	593,611	Term Loan, 6.46%, Maturing January 31, 2013	583,223
			$	6,450,748
Conglomerates — 1.5%
		Amsted Industries, Inc.
	2,218,129	Term Loan, 6.38%, Maturing October 15, 2010	$	2,148,813
		Blount, Inc.
	420,583	Term Loan, 6.38%, Maturing August 9, 2010	407,966
		Doncasters (Dunde HoldCo 4 Ltd.)
	613,558	Term Loan, 6.82%, Maturing July 13, 2015	584,030
	613,558	Term Loan, 7.32%, Maturing July 13, 2015	585,564
GBP	734,483	Term Loan, 10.20%, Maturing January 13, 2016	1,350,640
		GenTek, Inc.
	1,455,239	Term Loan, 6.44%, Maturing February 25, 2011	1,417,039

			Goodman Global Holdings, Inc.
	897,193		Term Loan, 6.59%, Maturing December 23, 2011	$	893,268
			ISS Holdings A/S
EUR	208,772		Term Loan, 6.95%, Maturing December 31, 2013	283,915
EUR	1,491,228		Term Loan, 6.95%, Maturing December 31, 2013	2,027,967
			Jarden Corp.
	2,421,266		Term Loan, 6.58%, Maturing January 24, 2012	2,274,310
	985,486		Term Loan, 6.58%, Maturing January 24, 2012	925,673
			Johnson Diversey, Inc.
	3,290,338		Term Loan, 6.88%, Maturing December 16, 2011	3,175,176
			Polymer Group, Inc.
	4,140,988		Term Loan, 7.09%, Maturing November 22, 2012	4,058,168
			RBS Global, Inc.
	2,681,967		Term Loan, 6.43%, Maturing July 19, 2013	2,579,159
	419,688		Term Loan, 7.40%, Maturing July 19, 2013	403,600
			RGIS Holdings, LLC
	1,918,929		Term Loan, 5.76%, Maturing April 30, 2014	1,679,062
	95,946		Term Loan, 5.77%, Maturing April 30, 2014	83,953
			US Investigations Services, Inc.
	2,643,358		Term Loan, 7.91%, Maturing February 21, 2015	2,461,628
			Vertrue, Inc.
	1,221,938		Term Loan, 7.83%, Maturing August 16, 2014	1,130,292
				$	28,470,223
Containers and Glass Products — 2.0%
			Berry Plastics Corp.
	5,657,250		Term Loan, 7.16%, Maturing April 3, 2015	$	4,904,485
			Bluegrass Container Co.
	493,395		Term Loan, 6.57%, Maturing June 30, 2013	480,356
	1,648,980		Term Loan, 6.68%, Maturing June 30, 2013	1,605,399
	224,242		Term Loan, 8.40%, Maturing December 30, 2013	223,402
	700,758		Term Loan, 8.40%, Maturing December 30, 2013	698,130
			Consolidated Container Co.
	1,000,000		Term Loan, 9.58%, Maturing September 28, 2014	591,667
			Crown Americas, Inc.
	686,000		Term Loan, 6.62%, Maturing November 15, 2012	668,850
			Graham Packaging Holdings Co.
		6,054,250	Term Loan, 7.25%, Maturing October 7, 2011	5,629,611
			Graphic Packaging International, Inc.
		7,898,104	Term Loan, 6.03%, Maturing May 16, 2014	7,271,737
			IPG (US), Inc.
		1,034,673	Term Loan, 8.08%, Maturing July 28, 2011	1,028,206
			JSG Acquisitions
EUR		217,564	Term Loan, 6.37%, Maturing December 31, 2014	297,865
EUR		180,907	Term Loan, 6.51%, Maturing December 31, 2014	246,675
EUR		1,800,764	Term Loan, 6.57%, Maturing December 31, 2014	2,453,749
EUR		1,800,764	Term Loan, 6.64%, Maturing December 31, 2014	2,465,414
			Kranson Industries, Inc.
		1,112,509	Term Loan, 7.09%, Maturing July 31, 2013	1,068,009
			Owens-Brockway Glass Container
		2,034,688	Term Loan, 5.82%, Maturing June 14, 2013	1,966,865
			Smurfit-Stone Container Corp.
		872,221	Term Loan, 6.60%, Maturing November 1, 2011	835,394
		79,732	Term Loan, 6.69%, Maturing November 1, 2011	76,343
		2,219,232	Term Loan, 7.02%, Maturing November 1, 2011	2,124,914
		1,069,632	Term Loan, 7.06%, Maturing November 1, 2011	1,024,470
			Tegrant Holding Corp.
		1,985,000	Term Loan, 7.60%, Maturing March 8, 2013	1,657,475
				$	37,319,016

Cosmetics/Toiletries — 0.3%
		American Safety Razor Co.
	994,949	Term Loan, 5.95%, Maturing July 31, 2013	$	965,101
	1,200,000	Term Loan, 11.69%, Maturing July 31, 2014	1,188,000
		Bausch & Lomb, Inc.
	155,000	Term Loan, 6.51%, Maturing April 30, 2015 (3)	151,512
	620,000	Term Loan, 8.08%, Maturing April 30, 2015	606,050
		KIK Custom Products, Inc.
	1,400,000	Term Loan, 9.84%, Maturing November 30, 2014	658,000
		Prestige Brands, Inc.
	2,792,277	Term Loan, 6.98%, Maturing April 7, 2011	2,713,744
			$	6,282,407
Drugs — 0.4%
		Graceway Pharmaceuticals, LLC
	1,570,833	Term Loan, 7.58%, Maturing May 3, 2012	$	1,462,446
	1,000,000	Term Loan, 11.33%, Maturing May 3, 2013	870,000
	300,000	Term Loan, 13.08%, Maturing November 3, 2013	255,000
		Pharmaceutical Holdings Corp.
	649,688	Term Loan, 6.53%, Maturing January 30, 2012	633,445
		Stiefel Laboratories, Inc.
	707,937	Term Loan, 6.69%, Maturing December 28, 2013	679,620
	925,563	Term Loan, 6.69%, Maturing December 28, 2013	888,540
		Warner Chilcott Corp.
	824,410	Term Loan, 6.59%, Maturing January 18, 2012	787,312
	2,396,831	Term Loan, 6.77%, Maturing January 18, 2012	2,288,973
			$	7,865,336
Ecological Services and Equipment — 0.8%
		Allied Waste Industries, Inc.
	1,565,962	Term Loan, 6.10%, Maturing January 15, 2012	$	1,471,115
	2,604,404	Term Loan, 5.89%, Maturing January 15, 2012	2,446,660
		Big Dumpster Merger Sub, Inc.
	857,486	Term Loan, 7.08%, Maturing February 5, 2013	778,169
		Blue Waste B.V. (AVR Acquisition)
EUR	1,000,000	Term Loan, 7.02%, Maturing April 1, 2015	1,421,376
		EnergySolutions, LLC
	6,817	Term Loan, 7.10%, Maturing June 7, 2013	6,271
		Environmental Systems Products Holdings, Inc.
	466,049	Term Loan, 10.91%, Maturing December 12, 2010 (4)	466,049
		IESI Corp.
	3,464,706	Term Loan, 6.61%, Maturing January 20, 2012	3,261,155
		Kemble Water Structure Ltd.
GBP	1,750,000	Term Loan, 10.05%, Maturing October 13, 2013	3,269,175
		Sensus Metering Systems, Inc.
	759,214	Term Loan, 6.67%, Maturing December 17, 2010	725,050
	49,327	Term Loan, 6.88%, Maturing December 17, 2010	47,107
		Waste Services, Inc.
	1,000,000	Term Loan, 7.40%, Maturing March 31, 2011	940,000
		Wastequip, Inc.
	990,265	Term Loan, 7.08%, Maturing February 5, 2013	898,665
			$	15,730,792

Electronics/Electrical — 1.8%
		AMI Semiconductor, Inc.
	2,102,603	Term Loan, 6.83%, Maturing April 1, 2012	$	2,092,090
		Aspect Software, Inc.
	2,342,737	Term Loan, 7.94%, Maturing July 11, 2011	2,249,028
	2,350,000	Term Loan, 11.50%, Maturing July 11, 2013	2,220,750
		EnerSys Capital, Inc.
	1,520,269	Term Loan, 6.67%, Maturing March 17, 2011	1,474,661
		FCI International Loan Agreement, Series B
EUR	750,000	Term Loan, 6.99%, Maturing November 2, 2013	1,041,047
		Freescale Semiconductor, Inc.
	5,618,250	Term Loan, 6.38%, Maturing December 1, 2013	4,786,047
		Infor Enterprise Solutions Holdings
	3,439,321	Term Loan, 8.58%, Maturing July 28, 2012	3,129,783
	1,794,429	Term Loan, 8.58%, Maturing July 28, 2012	1,632,930
	500,000	Term Loan, 10.33%, Maturing March 2, 2014	428,750
	183,333	Term Loan, 11.08%, Maturing March 2, 2014	157,208
	316,667	Term Loan, 11.08%, Maturing March 2, 2014	271,542
		Network Solutions, LLC
	1,034,330	Term Loan, 6.99%, Maturing March 7, 2014	925,725
		Open Solutions, Inc.
	2,432,055	Term Loan, 5.85%, Maturing January 23, 2014	2,246,611
		Sensata Technologies Finance Co.
	3,767,625	Term Loan, 5.06%, Maturing April 27, 2013	3,396,246
		Spectrum Brands, Inc.
	83,608	Term Loan, 8.63%, Maturing March 30, 2013	77,797
	1,664,234	Term Loan, 8.65%, Maturing March 30, 2013	1,548,570
		SS&C Technologies, Inc.
	2,051,043	Term Loan, 6.83%, Maturing November 23, 2012	1,989,512
		TTM Technologies, Inc.
	360,000	Term Loan, 5.57%, Maturing October 27, 2012	352,800
		VeriFone, Inc.
	967,354	Term Loan, 5.25%, Maturing October 31, 2013	933,497
		Vertafore, Inc.
	2,481,297	Term Loan, 7.52%, Maturing January 31, 2012	2,344,826
	975,000	Term Loan, 11.02%, Maturing January 31, 2013	911,625
			$	34,211,045
Equipment Leasing — 0.3%
		AWAS Capital, Inc.
	2,704,396	Term Loan, 10.94%, Maturing March 22, 2013	$	2,447,478
		Maxim Crane Works, L.P.
	1,243,750	Term Loan, 6.60%, Maturing June 29, 2014	1,125,594
		The Hertz Corp.
	688,889	Term Loan, 6.66%, Maturing December 21, 2012	660,113
		United Rentals, Inc.
	519,459	Term Loan, 6.75%, Maturing February 14, 2011	498,681
	1,231,712	Term Loan, 6.09%, Maturing February 14, 2011	1,182,444
			$	5,914,310
Farming/Agriculture — 0.3%
		BF Bolthouse HoldCo, LLC
	2,940,000	Term Loan, 7.00%, Maturing December 16, 2012	$	2,789,325
	1,475,000	Term Loan, 10.33%, Maturing December 16, 2013	1,364,375
		Central Garden & Pet Co.
	2,505,375	Term Loan, 5.67%, Maturing February 28, 2014	2,185,940
			$	6,339,640

	Financial Intermediaries — 0.7%
							Citco III, Ltd.
			2,525,000				Term Loan, 6.97%, Maturing June 30, 2014		$		2,395,594
							Grosvenor Capital Management
			705,741				Term Loan, 6.82%, Maturing December 5, 2013		673,983
							INVESTools, Inc.
			625,000				Term Loan, 8.09%, Maturing August 13, 2012		612,500
							Jupiter Asset Management Group
	GBP		594,385				Term Loan, 8.73%, Maturing June 30, 2015		1,074,552
							LPL Holdings, Inc.
			5,600,784				Term Loan, 6.83%, Maturing December 18, 2014		5,285,740
							Nuveen Investments, Inc.
			2,025,000				Term Loan, 7.29%, Maturing November 2, 2014		1,965,674
							RJO Holdings Corp. (RJ O’Brien)
			673,313				Term Loan, 6.28%, Maturing July 31, 2014		536,967
							Travelex America Holdings, Inc.
			625,000				Term Loan, 6.49%, Maturing October 31, 2013		609,375
			625,000				Term Loan, 6.98%, Maturing October 31, 2014		612,500
									$		13,766,885
Food Products — 1.7%
						Acosta, Inc.
		2,979,625				Term Loan, 5.53%, Maturing July 28, 2013			$		2,785,949
						Advantage Sales & Marketing, Inc.
3,580,957						Term Loan, 5.77%, Maturing March 29, 2013			3,330,290
598,349						Term Loan, 5.77%, Maturing March 29, 2013			556,464
						American Seafoods Group, LLC
1,109,850						Term Loan, 6.58%, Maturing September 30, 2011			1,073,086
						Birds Eye Foods, Inc.
429,583						Term Loan, 6.58%, Maturing March 22, 2013			403,808
						Chiquita Brands, LLC
3,330,054						Term Loan, 6.31%, Maturing June 28, 2012			3,253,463
						Dean Foods Co.
1,000,000						Term Loan, Maturing April 2, 2014 (2)			946,250
5,937,688						Term Loan, 6.58%, Maturing April 2, 2014			5,541,279
						MafCo Worldwide Corp.
895,568						Term Loan, 6.91%, Maturing December 8, 2011			870,940
						Michael Foods, Inc.
1,401,918						Term Loan, 6.85%, Maturing November 21, 2010			1,376,071
						Pinnacle Foods Finance, LLC
6,368,000						Term Loan, 7.48%, Maturing April 2, 2014			5,763,040
						Provimi Group SA
EUR					243,178	Term Loan, 6.46%, Maturing June 28, 2015			333,945
EUR					402,189	Term Loan, 6.46%, Maturing June 28, 2015			552,309
EUR					548,225	Term Loan, 6.46%, Maturing June 28, 2015			752,854
EUR					419,087	Term Loan, 6.46%, Maturing June 28, 2015			575,514
231,370						Term Loan, 6.57%, Maturing June 28, 2015			214,596
188,011						Term Loan, 6.57%, Maturing June 28, 2015			174,380
						Reddy Ice Group, Inc.
3,130,000						Term Loan, 6.13%, Maturing August 9, 2012			2,989,150
									$		31,493,388
Food Service — 1.0%
						AFC Enterprises, Inc.
		702,171				Term Loan, 7.13%, Maturing May 23, 2009			$		684,617
						Aramark Corp.
293,517						Term Loan, 7.23%, Maturing January 26, 2014			271,136
4,614,037						Term Loan, 6.71%, Maturing January 26, 2014			4,262,217
GBP					990,000	Term Loan, 8.17%, Maturing January 27, 2014			1,800,830
						Buffets, Inc.
245,000						Term Loan, 7.83%, Maturing May 1, 2013			153,860
1,834,078						Term Loan, 7.98%, Maturing November 1, 2013			1,151,801
						Burger King Corp.
1,692,294						Term Loan, 6.38%, Maturing June 30, 2012			1,660,563
						CBRL Group, Inc.
2,313,013						Term Loan, 6.40%, Maturing April 27, 2013			2,180,015
						Denny’s, Inc.
163,417						Term Loan, 6.63%, Maturing March 31, 2012			158,514
673,642						Term Loan, 6.85%, Maturing March 31, 2012			653,433
						JRD Holdings, Inc.
1,896,094						Term Loan, 7.19%, Maturing June 26, 2014			1,815,510
						Maine Beverage Co., LLC
705,469						Term Loan, 6.58%, Maturing June 30, 2010			701,941
						NPC International, Inc.
500,000						Term Loan, 6.12%, Maturing May 3, 2013			461,875
						OSI Restaurant Partners, LLC
84,586						Term Loan, 7.31%, Maturing May 9, 2013			71,564
1,000,703						Term Loan, 7.13%, Maturing May 9, 2014			846,637
						QCE Finance, LLC
989,950						Term Loan, 7.03%, Maturing May 5, 2013			892,502
1,225,000						Term Loan, 10.58%, Maturing November 5, 2013			1,061,667
						Sagittarius Restaurants, LLC
491,250						Term Loan, 7.08%, Maturing March 29, 2013			442,125
									$		19,270,807
Food/Drug Retailers — 1.4%
						General Nutrition Centers, Inc.
		3,034,989				Term Loan, 7.04%, Maturing September 16, 2013		$		2,596,433
						Iceland Foods Group, Ltd.
GBP					650,000	Term Loan, Maturing May 2, 2014 (2)		1,271,832
GBP					1,500,000	Term Loan, 8.71%, Maturing May 2, 2014		2,938,255
GBP					650,000	Term Loan, Maturing May 2, 2015 (2)		1,271,832
GBP					1,500,000	Term Loan, 9.21%, Maturing May 2, 2015		2,959,626
GBP					505,454	Term Loan, 10.84%, Maturing May 2, 2016		1,004,842
						Pantry, Inc. (The)
344,444						Term Loan, 0.00%, Maturing May 15, 2014 (3)		315,167
1,199,528						Term Loan, 5.03%, Maturing May 15, 2014		1,097,568
						Rite Aid Corp.
5,500,000						Term Loan, 5.71%, Maturing June 1, 2014		5,087,500
						Roundy’s Supermarkets, Inc.
5,698,221						Term Loan, 7.91%, Maturing November 3, 2011		5,488,099
						Supervalu, Inc.
1,940,438						Term Loan, 5.63%, Maturing June 1, 2012		1,854,197
								$		25,885,351
Forest Products — 1.2%
						Appleton Papers, Inc.
		1,915,375				Term Loan, 6.51%, Maturing June 5, 2014		$		1,771,722
						Boise Cascade Holdings, LLC
1,095,117						Term Loan, 4.78%, Maturing April 30, 2014		1,080,059
4,865,372						Term Loan, 4.78%, Maturing April 30, 2014		4,798,473
						Georgia-Pacific Corp.
11,551,905						Term Loan, 6.87%, Maturing December 20, 2012		10,692,732
						INEOS Group
494,949						Term Loan, 7.36%, Maturing December 14, 2013		458,859
						Newpage Corp.
1,950,000						Term Loan, 8.69%, Maturing December 5, 2014		1,899,084
						Xerium Technologies, Inc.
1,886,385						Term Loan, 7.58%, Maturing May 18, 2012		1,711,894
								$		22,412,823
Healthcare — 5.6%
						Accellent, Inc.
		1,421,000				Term Loan, 7.79%, Maturing November 22, 2012		$		1,214,955
						Alliance Imaging, Inc.
2,166,406						Term Loan, 6.26%, Maturing December 29, 2011		2,047,254
						American Medical Systems
1,930,842						Term Loan, 7.54%, Maturing July 20, 2012		1,757,066
						AMN Healthcare, Inc.
375,235						Term Loan, 6.58%, Maturing November 2, 2011		358,350
						AMR HoldCo, Inc.
2,181,126						Term Loan, 7.13%, Maturing February 10, 2012		2,110,239
						Biomet, Inc.
EUR					1,770,563	Term Loan, 7.78%, Maturing December 26, 2014		2,542,850
3,990,000						Term Loan, 7.86%, Maturing December 26, 2014		3,881,636
						Capio AB
EUR					227,051	Term Loan, 6.55%, Maturing April 24, 2015		324,826
EUR					272,949	Term Loan, 6.55%, Maturing April 24, 2015		390,489
EUR					227,051	Term Loan, 6.68%, Maturing April 16, 2016		326,087
EUR					272,949	Term Loan, 6.68%, Maturing April 24, 2016		392,004
						Cardinal Health 409, Inc.
EUR				1,990,000		Term Loan, 7.02%, Maturing April 10, 2014		2,732,780
2,189,000						Term Loan, 7.08%, Maturing April 10, 2014		1,953,683
						Carestream Health, Inc.
1,000,000						Term Loan, Maturing April 30, 2013 (2)		915,000
3,515,811						Term Loan, 5.76%, Maturing April 30, 2013		3,092,782
1,000,000						Term Loan, 9.40%, Maturing October 30, 2013		906,667

		Carl Zeiss Vision Holding GmbH
	1,300,000	Term Loan, 7.64%, Maturing March 23, 2015	$	1,239,333
		Community Health Systems, Inc.
552,204		Term Loan, 0.00%, Maturing July 25, 2014 (3)	511,001
10,979,660		Term Loan, 7.33%, Maturing July 25, 2014	10,160,412
		Concentra, Inc.
850,000		Term Loan, 10.33%, Maturing June 25, 2015	765,000
		ConMed Corp.
622,646		Term Loan, 4.79%, Maturing April 13, 2013	607,080
		CRC Health Corp.
641,875		Term Loan, 7.09%, Maturing February 6, 2013	621,014
589,538		Term Loan, 7.09%, Maturing February 6, 2013	570,378
		DaVita, Inc.
7,223,858		Term Loan, 5.57%, Maturing October 5, 2012	6,866,768
		DJO Finance, LLC
1,050,000		Term Loan, 7.83%, Maturing May 15, 2014	1,030,313
		Fresenius Medical Care Holdings
3,534,977		Term Loan, 6.25%, Maturing March 31, 2013	3,370,223
		Hanger Orthopedic Group, Inc.
1,556,094		Term Loan, 7.09%, Maturing May 30, 2013	1,482,180
		HCA, Inc.
9,850,500		Term Loan, 7.08%, Maturing November 18, 2013	9,126,331
		Health Management Association, Inc.
6,128,190		Term Loan, 6.56%, Maturing February 28, 2014	5,407,362
		HealthSouth Corp.
2,564,742		Term Loan, 6.91%, Maturing March 10, 2013	2,404,446
		Iasis Healthcare, LLC
1,229,540		Term Loan, 5.25%, Maturing March 14, 2014	1,124,005
423,291		Term Loan, 5.55%, Maturing March 14, 2014 (3)	386,959
112,878		Term Loan, 5.93%, Maturing March 14, 2014	103,189
		Ikaria Acquisition, Inc.
761,698		Term Loan, 7.08%, Maturing March 28, 2013	719,805
		IM US Holdings, LLC
900,000		Term Loan, 9.09%, Maturing June 26, 2015	843,750
		Invacare Corp.
2,668,230		Term Loan, 5.50%, Maturing February 12, 2013	2,536,486
		InVentiv Health, Inc.
942,722		Term Loan, Maturing July 6, 2014 (2)	890,873
57,278		Term Loan, Maturing July 6, 2014 (2)	54,127
77,143		Term Loan, 0.00%, Maturing July 6, 2014 (3)	73,405
1,266,493		Term Loan, 6.58%, Maturing July 6, 2014	1,210,643
		Leiner Health Products, Inc.
1,085,625		Term Loan, 9.65%, Maturing May 27, 2011	610,276
		LifeCare Holdings, Inc.
953,063		Term Loan, 9.10%, Maturing August 11, 2012	836,312
		LifePoint Hospitals, Inc.
2,959,542		Term Loan, 6.72%, Maturing April 15, 2012	2,770,871
		Magellan Health Services, Inc.
277,778		Term Loan, 6.29%, Maturing August 15, 2008	272,222
69,444		Term Loan, 6.74%, Maturing August 15, 2008	68,056
		Matria Healthcare, Inc.
1,204,228		Term Loan, 6.91%, Maturing January 19, 2012	1,174,122
		MultiPlan Merger Corp.
762,222		Term Loan, 5.77%, Maturing April 12, 2013	729,828
1,388,871		Term Loan, 5.77%, Maturing April 12, 2013	1,329,844
		Mylan, Inc.
775,000		Term Loan, 7.21%, Maturing October 2, 2014	759,500
		National Mentor Holdings, Inc.
81,200		Term Loan, 5.32%, Maturing June 29, 2013	75,313
1,348,268		Term Loan, 6.73%, Maturing June 29, 2013	1,250,519
		National Rental Institutes, Inc.
2,013,616		Term Loan, 7.13%, Maturing March 31, 2013	1,813,513

				Nyco Holdings
EUR		1,950,000		Term Loan, 7.01%, Maturing December 29, 2014	$	2,348,231
EUR		1,950,000		Term Loan, 7.76%, Maturing December 29, 2015	2,362,666
				Physiotherapy Associates, Inc.
1,167,333				Term Loan, 8.09%, Maturing June 27, 2013	1,073,947
				RadNet Management, Inc.
717,752				Term Loan, 8.65%, Maturing November 15, 2012	698,911
				ReAble Therapeutics Finance, LLC
2,161,853				Term Loan, 6.83%, Maturing November 16, 2013	2,059,165
				Renal Advantage, Inc.
391,127				Term Loan, 7.47%, Maturing October 5, 2012	366,682
				Select Medical Holding Corp.
3,634,493				Term Loan, 6.99%, Maturing February 24, 2012	3,395,224
				Sunrise Medical Holdings, Inc.
2,092,560				Term Loan, 8.59%, Maturing May 13, 2010	1,883,304
				Vanguard Health Holding Co., LLC
2,214,972				Term Loan, 5.52%, Maturing September 23, 2011	2,057,155
				Viant Holdings, Inc.
771,125				Term Loan, 7.08%, Maturing June 25, 2014	698,832
					$	105,686,244
Home Furnishings — 0.7%
				Hunter Fan Co.
	70,714			Term Loan, 0.00%, Maturing April 16, 2014 (3)	$	60,814
686,577				Term Loan, 7.38%, Maturing April 16, 2014	590,456
				Interline Brands, Inc.
1,294,418				Term Loan, 5.02%, Maturing June 23, 2013	1,266,912
894,620				Term Loan, 5.02%, Maturing June 23, 2013	875,609
				National Bedding Co., LLC
2,353,469				Term Loan, 5.97%, Maturing August 31, 2011	2,039,674
1,050,000				Term Loan, 8.26%, Maturing August 31, 2012	866,250
				Oreck Corp.
1,802,398				Term Loan, 7.66%, Maturing February 2, 2012 (4)	1,045,391
				Sanitec, Ltd. Oy
EUR			500,000	Term Loan, 7.54%, Maturing April 7, 2013	665,499
EUR			500,000	Term Loan, 8.04%, Maturing April 7, 2014	669,046
				Simmons Co.
3,677,152				Term Loan, 5.75%, Maturing December 19, 2011	3,359,997
1,000,000				Term Loan, 10.65%, Maturing February 15, 2012	780,000
					$	12,219,648
Industrial Equipment — 1.6%
				Aearo Technologies, Inc.
	500,000			Term Loan, 10.33%, Maturing September 24, 2013	$	500,000
995,000				Term Loan, 7.08%, Maturing July 2, 2014	986,294
				Alliance Laundry Holdings, LLC
413,856				Term Loan, 7.63%, Maturing January 27, 2012	399,371
				Brand Energy & Infrastructure Service, Inc.
1,072,313				Term Loan, 7.91%, Maturing February 7, 2014	1,032,101
				CEVA Group PLC U.S.
EUR			305,617	Term Loan, 7.19%, Maturing January 4, 2014	436,282
EUR			518,972	Term Loan, 7.19%, Maturing January 4, 2014	740,856
EUR			637,819	Term Loan, 7.19%, Maturing January 4, 2014	910,516
1,446,678				Term Loan, 7.24%, Maturing January 4, 2014	1,410,511
EUR		1,597,365		Term Loan, 7.77%, Maturing January 4, 2014	2,292,137
171,053				Term Loan, 7.83%, Maturing January 4, 2014	166,776
				Colfax Corp.
2,239,024				Term Loan, 7.13%, Maturing May 30, 2009	2,205,438
				EPD Holdings (Goodyear Engineering Products)
807,352				Term loan, 5.75%, Maturing July 13, 2014	730,653
115,625				Term Loan, 5.78%, Maturing July 13, 2014	104,641
1,100,000				Term Loan, 8.99%, Maturing July 13, 2015	979,459
				Flowserve Corp.
2,314,079				Term Loan, 6.40%, Maturing August 10, 2012	2,254,300
				FR Brand Acquisition Corp.
992,500				Term Loan, 7.14%, Maturing February 7, 2014	927,988

		Generac Acquisition Corp.
	2,680,399	Term Loan, 7.20%, Maturing November 7, 2013	$	2,259,193
500,000		Term Loan, 10.70%, Maturing April 7, 2014	376,072
		Gleason Corp.
743,297		Term Loan, 6.56%, Maturing June 30, 2013	695,912
280,361		Term Loan, 6.56%, Maturing June 30, 2013	262,488
		Itron, Inc.
EUR 475,112		Term Loan, 6.78%, Maturing April 18, 2014	657,433
		Jason, Inc.
646,750		Term Loan, 6.52%, Maturing April 30, 2010	614,413
		John Maneely Co.
2,515,969		Term Loan, 7.77%, Maturing December 8, 2013	2,161,937
		KION Group GmbH
250,000		Term Loan, 6.75%, Maturing December 23, 2014	227,188
250,000		Term Loan, 7.25%, Maturing December 23, 2015	228,438
		Polypore, Inc.
4,328,250		Term Loan, 5.52%, Maturing July 3, 2014	4,079,376
		Sequa Corp.
1,000,000		Term Loan, 8.08%, Maturing November 30, 2014	955,833
		TFS Acquisition Corp.
888,750		Term Loan, 8.33%, Maturing August 11, 2013	853,200
			$	29,448,806
Insurance — 0.7%
		Alliant Holdings I, Inc.
	1,346,625	Term Loan, 7.83%, Maturing August 21, 2014	$	1,272,561
		Applied Systems, Inc.
994,962		Term Loan, 7.19%, Maturing September 26, 2013	945,214
		CCC Information Services Group, Inc.
1,116,500		Term Loan, 7.36%, Maturing February 10, 2013	1,088,588
		Conseco, Inc.
4,698,688		Term Loan, 5.27%, Maturing October 10, 2013	4,256,227
		Crawford & Company
1,628,661		Term Loan, 7.58%, Maturing October 31, 2013	1,522,798
		Crump Group, Inc.
1,402,668		Term Loan, 7.83%, Maturing August 4, 2014	1,381,628
		Hub International Holdings, Inc.
219,008		Term Loan, 6.07%, Maturing June 13, 2014 (3)	197,107
975,490		Term Loan, 7.33%, Maturing June 13, 2014	877,941
		U.S.I. Holdings Corp.
1,194,000		Term Loan, 7.58%, Maturing May 4, 2014	1,107,435
			$	12,649,499
Leisure Goods/Activities/Movies — 4.3%
		24 Hour Fitness Worldwide, Inc.
	1,984,650	Term Loan, 6.95%, Maturing June 8, 2012	$	1,806,032
		AMC Entertainment, Inc.
2,229,500		Term Loan, 5.04%, Maturing January 26, 2013	2,060,696
		AMF Bowling Worldwide, Inc.
1,300,000		Term Loan, 11.81%, Maturing December 8, 2013	1,215,500
		Butterfly Wendel US, Inc.
387,500		Term Loan, 7.65%, Maturing June 22, 2013	355,854
387,500		Term Loan, 7.40%, Maturing June 22, 2014	353,917
		Carmike Cinemas, Inc.
2,939,698		Term Loan, 8.50%, Maturing May 19, 2012	2,748,618
		Cedar Fair, L.P.
492,500		Term Loan, 5.28%, Maturing August 31, 2011	461,934
3,964,625		Term Loan, 5.27%, Maturing August 30, 2012	3,718,572
		Cinemark, Inc.
4,746,105		Term Loan, 6.51%, Maturing October 5, 2013	4,353,811
		Dave & Buster’s, Inc.
585,000		Term Loan, 7.10%, Maturing March 8, 2013	573,300
982,500		Term Loan, 7.10%, Maturing March 8, 2013	962,850
		Deluxe Entertainment Services
41,339		Term Loan, 7.08%, Maturing January 28, 2011	36,791
862,769		Term Loan, 7.08%, Maturing January 28, 2011	767,865
79,750		Term Loan, 7.08%, Maturing January 28, 2011	70,978
		Easton-Bell Sports, Inc.
1,473,750		Term Loan, 6.85%, Maturing March 16, 2012	1,336,200

			Formula One (Project Alpha III)
	2,000,000		Term Loan, Maturing October 13, 2014 (2)	$	1,868,750
			HEI Acquisition, LLC
2,775,000			Term Loan, 7.31%, Maturing April 13, 2014	2,719,500
			Mega Blocks, Inc.
1,484,772			Term Loan, 5.50%, Maturing July 26, 2012	1,310,311
			Metro-Goldwyn-Mayer Holdings, Inc.
10,189,725			Term Loan, 8.11%, Maturing April 8, 2012	9,105,905
			National CineMedia, LLC
2,575,000			Term Loan, 6.87%, Maturing February 13, 2015	2,349,688
			Red Football, Ltd.
GBP		4,750,000	Term Loan, 8.50%, Maturing August 16, 2014	9,061,342
GBP		4,750,000	Term Loan, 8.75%, Maturing August 16, 2015	9,108,557
			Regal Cinemas Corp.
6,273,100			Term Loan, 6.33%, Maturing November 10, 2010	5,823,645
			Revolution Studios Distribution Co., LLC
1,595,626			Term Loan, 7.03%, Maturing December 21, 2014	1,539,779
1,050,000			Term Loan, 10.28%, Maturing June 21, 2015	1,023,750
			Six Flags Theme Parks, Inc.
4,502,375			Term Loan, 7.25%, Maturing April 30, 2015	3,902,686
			Southwest Sports Group, LLC
1,450,000			Term Loan, 5.75%, Maturing December 22, 2010	1,384,750
			Universal City Development Partners, Ltd.
2,912,921			Term Loan, 6.45%, Maturing June 9, 2011	2,856,483
			WMG Acquisition Corp.
900,000			Revolving Loan, 0.00%, Maturing February 28, 2010 (3)	861,188
6,946,760			Term Loan, 6.73%, Maturing February 28, 2011	6,512,588
				$	80,251,840
Lodging and Casinos — 1.9%
			Bally Technologies, Inc.
	5,450,512		Term Loan, 7.36%, Maturing September 5, 2009	$	5,421,559
			CCM Merger, Inc.
2,572,813			Term Loan, 6.90%, Maturing April 25, 2012	2,405,580
			Gala Electric Casinos, Ltd.
GBP		500,000	Term Loan, Maturing December 12, 2013 (2)	952,552
GBP		1,000,000	Term Loan, 8.81%, Maturing December 12, 2013	1,771,007
GBP		500,000	Term Loan, Maturing December 12, 2014 (2)	952,552
GBP		1,000,000	Term Loan, 9.29%, Maturing December 12, 2014	1,784,262
			Green Valley Ranch Gaming, LLC
645,392			Term Loan, 6.99%, Maturing February 16, 2014	574,399
			Isle of Capri Casinos, Inc.
798,529			Term Loan, 5.04%, Maturing November 30, 2013	702,706
2,648,456			Term Loan, 6.58%, Maturing November 30, 2013	2,330,641
1,059,382			Term Loan, 6.58%, Maturing November 30, 2013	932,257
			LodgeNet Entertainment Corp.
1,194,000			Term Loan, 6.83%, Maturing April 4, 2014	1,107,435
			New World Gaming Partners, Ltd.
1,458,333			Term Loan, 7.23%, Maturing June 30, 2014	1,294,271
291,667			Term Loan, 7.23%, Maturing June 30, 2014	258,854
			Penn National Gaming, Inc.
7,746,687			Term Loan, 5.66%, Maturing October 3, 2012	7,584,007
			Venetian Casino Resort/Las Vegas Sands Inc.
1,240,000			Term Loan, 0.00%, Maturing May 14, 2014 (3)	1,101,663
4,935,200			Term Loan, 6.58%, Maturing May 23, 2014	4,384,619
			VML US Finance, LLC
2,300,000			Term Loan, 7.08%, Maturing May 25, 2013	2,149,702
			Wimar OpCo, LLC
900,262			Term Loan, 9.25%, Maturing January 3, 2012	892,572
				$	36,600,638

Nonferrous Metals/Minerals — 1.4%
		Alpha Natural Resources, LLC
	2,750,875	Term Loan, 6.59%, Maturing October 26, 2012	$	2,706,173
		Compass Minerals Group, Inc.
2,770,641		Term Loan, 6.24%, Maturing December 22, 2012	2,687,522
		Euramax International, Inc.
698,264		Term Loan, 7.81%, Maturing June 28, 2012	601,671
501,316		Term Loan, 12.65%, Maturing June 28, 2013	374,984
248,684		Term Loan, 12.65%, Maturing June 28, 2013	186,016
		Magnum Coal Co.
2,411,591		Term Loan, 6.50%, Maturing March 15, 2013	2,098,084
245,455		Term Loan, 6.53%, Maturing March 15, 2013	213,545
		Murray Energy Corp.
953,050		Term Loan, 7.91%, Maturing January 28, 2010	910,163
		Neo Material Technologies, Inc.
1,423,125		Term Loan, 8.31%, Maturing August 31, 2009	1,423,125
		Noranda Aluminum Acquisition
572,063		Term Loan, 6.91%, Maturing May 18, 2014	541,076
		Novelis, Inc.
909,492		Term Loan, 6.83%, Maturing June 28, 2014	837,870
2,000,883		Term Loan, 6.83%, Maturing June 28, 2014	1,843,313
		Oxbow Carbon and Mineral Holdings
1,834,991		Term Loan, 6.82%, Maturing May 8, 2014	1,656,079
164,275		Term Loan, 6.83%, Maturing May 8, 2014	148,258
		Stillwater Mining Co.
4,805,188		Term Loan, 5.81%, Maturing July 30, 2010	4,745,123
		Thompson Creek Metals Co.
1,562,765		Term Loan, 9.40%, Maturing October 26, 2012	1,547,137
		Tube City IMS Corp.
324,324		Term Loan, 7.08%, Maturing January 25, 2014	303,784
2,655,608		Term Loan, 7.08%, Maturing January 25, 2014	2,487,420
			$	25,311,343
Oil and Gas — 1.2%
		Atlas Pipeline Partners L.P.
	2,200,000	Term Loan, 6.03%, Maturing July 20, 2014	$	2,164,250
		Big West Oil, LLC
577,500		Term Loan, 0.00%, Maturing May 1, 2014 (3)	548,625
467,250		Term Loan, 5.50%, Maturing May 1, 2014	443,888
		Citgo Petroleum Corp.
1,913,501		Term Loan, 4.86%, Maturing November 15, 2012	1,841,745
		Dresser, Inc.
834,798		Term Loan, 7.41%, Maturing May 4, 2014	750,275
1,250,000		Term Loan, 11.13%, Maturing May 4, 2015	1,131,250
		Dynegy Holdings, Inc.
923,990		Term Loan, Maturing April 2, 2013 (2)	853,305
76,010		Term Loan, Maturing April 2, 2013 (2)	70,195
		Enterprise GP Holdings L.P.
1,550,000		Term Loan, 6.75%, Maturing October 31, 2014	1,536,438
		Hercules Offshore, Inc.
995,000		Term Loan, 6.58%, Maturing July 6, 2013	955,324
		IFM (US) Colonial Pipeline 2, LLC
942,875		Term Loan, 7.09%, Maturing February 27, 2012	924,018
		Kinder Morgan, Inc.
5,474,655		Term Loan, 4.78%, Maturing May 21, 2014	5,425,509
		Primary Natural Resources, Inc.
1,965,000		Term Loan, 6.00%, Maturing July 28, 2010 (4)	1,930,023
		Targa Resources, Inc.
1,602,972		Term Loan, 6.84%, Maturing October 31, 2012	1,539,654
1,428,245		Term Loan, 6.90%, Maturing October 31, 2012	1,371,829
		Volnay Acquisition Co.
890,000		Term Loan, 5.27%, Maturing January 12, 2014	872,200
			$	22,358,528

Publishing — 4.4%
			American Media Operations, Inc.
	3,825,000		Term Loan, 8.25%, Maturing January 31, 2013	$	3,595,500
			Aster Zweite Beteiligungs GmbH
EUR		472,333	Term Loan, 7.00%, Maturing September 27, 2013	650,207
1,075,000			Term Loan, 7.39%, Maturing September 27, 2013	1,003,244
			CanWest MediaWorks, Ltd.
1,169,125			Term Loan, 7.08%, Maturing July 10, 2014	1,128,206
			Dex Media West, LLC
4,323,332			Term Loan, 6.43%, Maturing March 9, 2010	4,197,346
			GateHouse Media Operating, Inc.
800,000			Term Loan, 6.50%, Maturing August 28, 2014	640,000
1,850,000			Term Loan, 7.07%, Maturing August 28, 2014	1,480,000
975,000			Term Loan, 7.41%, Maturing August 28, 2014	799,500
			Idearc, Inc.
12,399,750			Term Loan, 6.83%, Maturing November 17, 2014	11,334,500
			Laureate Education, Inc.
433,619			Term Loan, 0.00%, Maturing August 17, 2014 (3)	405,434
2,919,607			Term Loan, 8.73%, Maturing August 17, 2014	2,729,833
			MediaNews Group, Inc.
1,255,875			Term Loan, 7.08%, Maturing August 2, 2013	1,061,214
			Mediannuaire Holding
EUR		1,000,000	Term Loan, 7.18%, Maturing October 10, 2014	1,340,683
EUR		1,000,000	Term Loan, 7.68%, Maturing October 10, 2015	1,351,048
EUR		1,000,000	Term Loan, 9.18%, Maturing April 10, 2016	1,325,877
			Merrill Communications, LLC
1,451,970			Term Loan, 6.46%, Maturing February 9, 2009	1,379,371
			Nebraska Book Co., Inc.
917,172			Term Loan, 7.65%, Maturing March 4, 2011	890,804
			Nelson Education, Ltd.
673,313			Term Loan, 7.33%, Maturing July 5, 2014	623,235
			Nielsen Finance, LLC
9,010,964			Term Loan, 6.96%, Maturing August 9, 2013	8,352,659
			Penton Media, Inc.
992,500			Term Loan, 5.52%, Maturing February 1, 2013	887,667
			Philadelphia Newspapers, LLC
1,043,811			Term Loan, 7.92%, Maturing June 29, 2013	928,992
			R.H. Donnelley Corp.
4,124,044			Term Loan, 6.40%, Maturing June 30, 2010	3,923,512
			Reader’s Digest Association
7,915,188			Term Loan, 7.19%, Maturing March 2, 2014	6,942,276
			SGS International, Inc.
906,500			Term Loan, 7.29%, Maturing December 30, 2011	883,838
			Source Media, Inc.
2,332,742			Term Loan, 7.08%, Maturing November 8, 2011	2,216,105
			SP Newsprint Co.
1,305,204			Term Loan, 7.02%, Maturing January 9, 2010	1,181,210
			Springer Science+Business Media
563,580			Term Loan, Maturing May 5, 2011 (2)	529,589
505,808			Term Loan, Maturing May 5, 2012 (2)	477,830
430,613			Term Loan, Maturing May 5, 2012 (2)	406,794
			TL Acquisitions, Inc.
3,266,813			Term Loan, 6.20%, Maturing July 5, 2014	2,949,206
			Trader Media Corp.
GBP		2,309,688	Term Loan, 7.68%, Maturing March 23, 2015	4,258,763
			Tribune Co.
2,660,000			Term Loan, 7.40%, Maturing May 17, 2009	2,491,258
4,253,625			Term Loan, 7.91%, Maturing May 17, 2014	3,207,765
			Xsys US, Inc.
EUR		527,667	Term Loan, 7.00%, Maturing September 27, 2013	726,380
			Xsys, Inc.
1,290,100			Term Loan, 7.39%, Maturing September 27, 2013	1,203,986
1,290,100			Term Loan, 7.39%, Maturing September 27, 2014	1,211,081
			Yell Group, PLC
3,425,000			Term Loan, 5.27%, Maturing February 10, 2013	3,225,388
				$	81,940,301

Radio and Television — 2.4%
			Block Communications, Inc.
	2,058,000		Term Loan, 6.83%, Maturing December 22, 2011	$	1,903,650
			CMP KC, LLC
973,688			Term Loan, 8.47%, Maturing May 5, 2013	890,924
			CMP Susquehanna Corp.
1,000,000			Term Loan, Maturing May 5, 2013 (2)	932,500
1,756,179			Term Loan, 5.81%, Maturing May 5, 2013	1,503,274
			Discovery Communications, Inc.
3,457,625			Term Loan, 6.83%, Maturing April 30, 2014	3,293,388
			Emmis Operating Co.
1,063,235			Term Loan, 6.84%, Maturing November 2, 2013	968,209
			Entravision Communications Corp.
1,776,000			Term Loan, 6.23%, Maturing September 29, 2013	1,639,839
			Gray Television, Inc.
2,658,250			Term Loan, 6.21%, Maturing January 19, 2015	2,395,748
			HIT Entertainment, Inc.
2,444,984			Term Loan, 6.60%, Maturing March 20, 2012	2,212,710
			NEP II, Inc.
843,621			Term Loan, 7.11%, Maturing February 16, 2014	797,925
			Nexstar Broadcasting, Inc.
2,118,500			Term Loan, 6.58%, Maturing October 1, 2012	1,927,835
2,005,936			Term Loan, 6.58%, Maturing October 1, 2012	1,825,402
			NextMedia Operating, Inc.
261,997			Term Loan, 5.99%, Maturing November 15, 2012	243,657
116,443			Term Loan, 6.32%, Maturing November 15, 2012	108,292
			PanAmSat Corp.
3,209,375			Term Loan, 6.60%, Maturing January 3, 2014	2,810,495
			Paxson Communications Corp.
3,250,000			Term Loan, 7.51%, Maturing January 15, 2012	3,055,000
			Raycom TV Broadcasting, LLC
1,900,000			Term Loan, 4.81%, Maturing June 25, 2014	1,767,000
			SFX Entertainment
1,492,510			Term Loan, 7.58%, Maturing June 21, 2013	1,447,734
			Sirius Satellite Radio, Inc.
748,125			Term Loan, 5.56%, Maturing December 19, 2012	665,831
			Tyrol Acquisition 2 SAS
EUR		1,050,000	Term Loan, 6.19%, Maturing January 19, 2015	1,364,541
EUR		1,050,000	Term Loan, 6.65%, Maturing January 19, 2016	1,371,608
			Univision Communications, Inc.
1,000,000			Term Loan, 5.77%, Maturing March 29, 2009	946,875
390,940			Term Loan, 0.00%, Maturing September 29, 2014 (3)	322,566
11,259,060			Term Loan, 5.49%, Maturing September 29, 2014	9,289,896
			Young Broadcasting, Inc.
2,333,915			Term Loan, 7.16%, Maturing November 3, 2012	2,129,698
				$	45,814,597
Rail Industries — 0.3%
			Kansas City Southern Railway Co.
	3,349,000		Term Loan, 6.58%, Maturing March 30, 2008	$	3,264,230
			RailAmerica, Inc.
2,225,000			Term Loan, 7.12%, Maturing August 14, 2008	2,180,500
				$	5,444,730
Retailers (Except Food and Drug) — 1.3%
			American Achievement Corp.
	1,432,671		Term Loan, 6.70%, Maturing March 25, 2011	$	1,346,711
			Amscan Holdings, Inc.
719,563			Term Loan, 6.35%, Maturing May 25, 2013	658,400
			Claire’s Stores, Inc.
497,500			Term Loan, 6.47%, Maturing May 24, 2014	407,701

			Cumberland Farms, Inc.
	2,038,003		Term Loan, 6.06%, Maturing September 29, 2013	$	1,997,243
			FTD, Inc.
800,562			Term Loan, 5.03%, Maturing July 28, 2013	794,558
			Harbor Freight Tools USA, Inc.
2,545,569			Term Loan, 6.21%, Maturing July 15, 2010	2,322,831
			Josten’s Corp.
1,991,336			Term Loan, 6.72%, Maturing October 4, 2011	1,954,829
			Mapco Express, Inc.
2,406,685			Term Loan, 6.01%, Maturing April 28, 2011	2,292,367
			Neiman Marcus Group, Inc.
1,542,722			Term Loan, 6.69%, Maturing April 5, 2013	1,421,876
			Orbitz Worldwide, Inc.
1,695,750			Term Loan, 7.05%, Maturing July 25, 2014	1,564,329
			Oriental Trading Co., Inc.
1,150,000			Term Loan, 9.28%, Maturing January 31, 2013	966,000
2,089,326			Term Loan, 6.42%, Maturing July 31, 2013	1,859,500
			Rent-A-Center, Inc.
1,354,792			Term Loan, 6.72%, Maturing November 15, 2012	1,244,715
			Savers, Inc.
451,142			Term Loan, 7.58%, Maturing August 11, 2012	437,608
491,028			Term Loan, 7.58%, Maturing August 11, 2012	476,297
			Vivarte
EUR		836,310	Term Loan, 6.20%, Maturing May 29, 2015	928,323
EUR		130,208	Term Loan, 6.20%, Maturing May 29, 2015	144,534
EUR		33,482	Term Loan, 6.20%, Maturing May 29, 2015	37,166
EUR		836,310	Term Loan, 6.70%, Maturing May 29, 2016	933,323
EUR		130,208	Term Loan, 6.70%, Maturing May 29, 2016	145,313
EUR		33,482	Term Loan, 6.70%, Maturing May 29, 2016	37,366
			Yankee Candle Company, Inc. (The)
3,485,341			Term Loan, 6.83%, Maturing February 6, 2014	3,158,591
				$	25,129,581
Steel — 0.2%
			Algoma Acquisition Corp.
	2,249,840		Term Loan, 7.33%, Maturing June 20, 2013	$	2,097,976
			Gibraltar Industries, Inc.
594,538			Term Loan, 6.62%, Maturing December 8, 2010	581,161
			Niagara Corp.
1,467,625			Term Loan, 8.27%, Maturing June 29, 2014	1,291,510
				$	3,970,647
Surface Transport — 0.4%
			Gainey Corp.
	1,929,626		Term Loan, 10.00%, Maturing April 20, 2012	$	1,289,633
			Oshkosh Truck Corp.
2,518,125			Term Loan, 6.90%, Maturing December 6, 2013	2,338,996
			Ozburn-Hessey Holding Co., LLC
586,905			Term Loan, 7.10%, Maturing August 9, 2012	525,280
			SIRVA Worldwide, Inc.
1,572,517			Term Loan, 11.82%, Maturing December 1, 2010	824,916
			Swift Transportation Co., Inc.
4,020,930			Term Loan, 8.19%, Maturing May 10, 2014	3,119,993
				$	8,098,818
Telecommunications — 2.5%
			Alltell Communication
	500,000		Term Loan, Maturing May 16, 2015 (2)	$	481,875
1,470,062			Term Loan, 6.77%, Maturing May 16, 2015	1,317,448
			Asurion Corp.
2,450,000			Term Loan, 7.88%, Maturing July 13, 2012	2,235,625
1,000,000			Term Loan, 11.18%, Maturing January 13, 2013	908,125
			BCM Luxembourg, Ltd.
EUR		1,500,000	Term Loan, Maturing September 30, 2014 (2)	2,146,920

EUR			1,375,000			Term Loan, 6.63%, Maturing September 30, 2014	$	1,797,646
EUR			1,500,000			Term Loan, Maturing September 30, 2015 (2)	2,146,920
EUR			1,375,000			Term Loan, 6.88%, Maturing September 30, 2015	1,820,539
EUR			1,500,000			Term Loan, 9.00%, Maturing March 31, 2016	2,045,449
						Centennial Cellular Operating Co., LLC
3,533,773						Term Loan, 6.85%, Maturing February 9, 2011	3,426,286
						CommScope, Inc.
1,500,000						Term Loan, 7.06%, Maturing November 19, 2014	1,470,000
						FairPoint Communications, Inc.
3,200,000						Term Loan, 6.63%, Maturing February 8, 2012	3,157,600
						Intelsat Bermuda, Ltd.
1,425,000						Term Loan, 7.13%, Maturing February 1, 2014	1,395,906
						Intelsat Subsidiary Holding Co.
1,283,750						Term Loan, 6.35%, Maturing July 3, 2013	1,205,441
						Iowa Telecommunications Services
3,208,000						Term Loan, 6.68%, Maturing November 23, 2011	3,053,615
						IPC Systems, Inc.
GBP					1,691,500	Term Loan, 8.26%, Maturing May 31, 2014	2,799,449
						Macquarie UK Broadcast Ventures, Ltd.
GBP				1,100,000		Term Loan, 7.95%, Maturing December 26, 2014	1,929,851
						NTelos, Inc.
1,748,105						Term Loan, 5.53%, Maturing August 24, 2011	1,696,209
						Palm, Inc.
1,072,313						Term Loan, 6.78%, Maturing April 24, 2014	785,469
						Stratos Global Corp.
1,262,250						Term Loan, 7.59%, Maturing February 13, 2012	1,205,449
						Telesat Canada, Inc.
70,546						Term Loan, 0.00%, Maturing October 22, 2014 (3)	66,931
825,394						Term Loan, 6.92%, Maturing October 22, 2014	783,092
						Trilogy International Partners
1,225,000						Term Loan, 8.33%, Maturing June 29, 2012	1,120,875
						Triton PCS, Inc.
4,460,815						Term Loan, 6.53%, Maturing November 18, 2009	4,438,511
						Windstream Corp.
4,020,444						Term Loan, 5.50%, Maturing July 17, 2013	3,911,140
							$	47,346,371
Utilities — 1.6%
						AEI Finance Holding, LLC
	388,674					Revolving Loan, 7.83%, Maturing March 30, 2012	$	359,523
2,897,954						Term Loan, 7.83%, Maturing March 30, 2014	2,680,607
						Astoria Generating Co.
974,210						Term Loan, 6.91%, Maturing February 23, 2013	933,780
1,250,000						Term Loan, 8.66%, Maturing August 23, 2013	1,194,531
						BRSP, LLC
2,335,754						Term Loan, 7.91%, Maturing July 13, 2009	2,289,039
						Calpine Corp.
1,191,000						DIP Loan, 7.08%, Maturing March 30, 2009	1,065,945
						Covanta Energy Corp.
767,010						Term Loan, 6.20%, Maturing February 9, 2014	723,546
1,546,305						Term Loan, 6.57%, Maturing February 9, 2014	1,458,680
						Electricinvest Holding Co.
EUR			536,193			Term Loan, 8.33%, Maturing October 24, 2012	726,407
GBP			540,000			Term Loan, 9.73%, Maturing October 24, 2012	978,693
						Elster Group GmbH (Ruhrgas)
EUR		431,988				Term Loan, 6.81%, Maturing June 12, 2013	624,068
EUR		431,988				Term Loan, 7.31%, Maturing June 12, 2014	627,494
						LS Power Acquisition Co.
798,744						Term Loan, 8.58%, Maturing November 1, 2014	788,759
						Mirant North America, LLC
1,109,606						Term Loan, 5.02%, Maturing January 3, 2013	1,063,372
						NRG Energy, Inc.
2,994,481						Term Loan, 6.48%, Maturing June 1, 2014	2,758,291
6,485,311						Term Loan, 6.58%, Maturing June 1, 2014	5,973,783
						Pike Electric, Inc.
558,099						Term Loan, 5.88%, Maturing July 1, 2012	548,333
420,465						Term Loan, 5.50%, Maturing December 10, 2012	413,107

		TXU Texas Competitive Electric Holdings Co., LLC
	1,147,125	Term Loan, 8.40%, Maturing October 10, 2014	$	1,057,832
3,142,125		Term Loan, 8.40%, Maturing October 10, 2014	2,907,895
		Vulcan Energy Corp.
1,412,275		Term Loan, 6.38%, Maturing July 23, 2010	1,331,069
			$	30,504,754
Total Senior Floating-Rate Interests (identified cost $1,301,140,477)			$	1,213,662,911

Corporate Bonds & Notes — 40.5%

Principal
Amount
(000’s omitted)		Security	Value
Aerospace and Defense — 0.2%
		Alion Science and Technologies
$	1,500	10.25%, 2/1/15	$	1,177,500
		Bombardier, Inc.
1,425		8.00%, 11/15/14 (5)	1,496,250
		DRS Technologies, Inc., Sr. Sub. Notes
875		7.625%, 2/1/18	868,437
			$	3,542,187
Automotive — 0.9%
		Altra Industrial Motion, Inc.
$	3,590	9.00%, 12/1/11	$	3,518,200
		American Axle & Manufacturing, Inc.
1,480		7.875%, 3/1/17	1,335,700
		Commercial Vehicle Group, Inc., Sr. Notes
1,100		8.00%, 7/1/13	936,375
		Goodyear Tire & Rubber Co., Sr. Notes, Variable Rate
2,010		8.663%, 12/1/09	2,015,025
		Tenneco Automotive, Global Shares, Series B
6,073		10.25%, 7/15/13	6,467,745
		Tenneco, Inc., Sr. Notes
1,085		8.125%, 11/15/15 (5)	1,085,000
		United Components, Inc., Sr. Sub. Notes
990		9.375%, 6/15/13	925,650
			$	16,283,695
Broadcast Radio and Television — 0.2%
		CanWest Media, Inc.
$	1,950	8.00%, 9/15/12	$	1,857,831
		Warner Music Group, Sr. Sub. Notes
1,570		7.375%, 4/15/14	1,232,450
			$	3,090,281
Brokers/Dealers/Investment Houses — 0.3%
		Nuveen Investments, Inc.
$	540	5.00%, 9/15/10	$	488,700
		Nuveen Investments, Inc., Sr. Notes
6,125		10.50%, 11/15/15 (5)	5,971,875
			$	6,460,575
Building and Development — 1.1%
		Goodman Global Holdings, Inc., Sr. Notes, Variable Rate
$	3,398	7.991%, 6/15/12	$	3,431,980
		Interline Brands, Inc., Sr. Sub. Notes
1,475		8.125%, 6/15/14	1,445,500
		Nortek, Inc., Sr. Sub. Notes
9,850		8.50%, 9/1/14	7,732,250
		NTK Holdings, Inc., Sr. Disc. Notes (0% until 2009)
4,020		10.75%, 3/1/14	2,271,300
		Panolam Industries International
5,995		10.75%, 10/1/13	4,945,875
		Stanley Martin Co.
870		9.75%, 8/15/15	439,350
			$	20,266,255

Business Equipment and Services — 3.2%
		Affinion Group, Inc.
$	1,065	10.125%, 10/15/13	$	1,059,675
1,490		11.50%, 10/15/15	1,385,700
		Aramark Corp., Sr. Notes
950		8.50%, 2/1/15	950,000
		Ceridian Corp., Sr. Notes
7,460		11.25%, 11/15/15 (5)	6,341,000
		Education Management, LLC
5,270		8.75%, 6/1/14	5,098,725
7,975		10.25%, 6/1/16	7,636,062
		KAR Holdings, Inc., Sr. Notes
360		8.75%, 5/1/14 (5)	322,200
		KAR Holdings, Inc., Sr. Notes, Variable Rate
1,295		8.911%, 5/1/14 (5)	1,081,325
		MediMedia USA, Inc., Sr. Sub Notes
2,415		11.375%, 11/15/14 (5)	2,499,525
		Muzak, LLC/Muzak Finance, Sr. Notes
5,250		10.00%, 2/15/09	4,921,875
		Neff Corp., Sr. Notes
705		10.00%, 6/1/15	338,400
		Norcross Safety Products, LLC / Norcross Capital Corp., Sr. Sub. Notes, Series B
5,100		9.875%, 8/15/11	5,265,750
		Safety Products Holdings, Inc., Sr. Notes (PIK)
7,736		11.75%, 1/1/12	8,105,186
		SunGard Data Systems, Inc.
1,165		9.125%, 8/15/13	1,188,300
		Travelport, LLC
5,000		9.875%, 9/1/14	4,825,000
1,289		11.875%, 9/1/16	1,230,995
		United Rentals North America, Inc.
365		6.50%, 2/15/12	337,625
		West Corp.
7,510		9.50%, 10/15/14	7,021,850
			$	59,609,193
Cable and Satellite Television — 1.0%
		Cablevision Systems Corp., Sr. Notes, Series B
$	1,345	8.00%, 4/15/12	$	1,294,562
		CCH II, LLC/CCH II Capital Co.
3,765		10.25%, 9/15/10	3,567,337
		CCO Holdings, LLC/CCO Capital Corp., Sr. Notes
10,295		8.75%, 11/15/13	9,625,825
		Kabel Deutschland GmbH
1,955		10.625%, 7/1/14	1,989,212
		Mediacom Broadband Group Corp., LLC, Sr. Notes
2,475		8.50%, 10/15/15	2,041,875
			$	18,518,811
Chemicals and Plastics — 0.6%
		CII Carbon, LLC
$	1,300	11.125%, 11/15/15 (5)	$	1,248,000
		INEOS Group Holdings PLC
2,455		8.50%, 2/15/16 (5)	1,927,175
		Nova Chemicals Corp., Sr. Notes, Variable Rate
2,145		7.863%, 11/15/13	1,833,975
		Reichhold Industries, Inc., Sr. Notes
7,255		9.00%, 8/15/14 (5)	7,182,450
			$	12,191,600
Clothing/Textiles — 1.5%
		Levi Strauss & Co., Sr. Notes
$	2,925	9.75%, 1/15/15	$	2,859,187
410		8.875%, 4/1/16	391,550
		Oxford Industries, Inc., Sr. Notes
13,450		8.875%, 6/1/11	13,214,625

		Perry Ellis International, Inc., Sr. Sub. Notes
$	8,190	8.875%, 9/15/13	$	7,903,350
		Phillips Van Heusen, Sr. Notes
610		7.25%, 2/15/11	614,575
2,500		8.125%, 5/1/13	2,562,500
			$	27,545,787
Conglomerates — 0.2%
		RBS Global & Rexnord Corp.
$	1,905	9.50%, 8/1/14	$	1,728,787
1,705		11.75%, 8/1/16	1,457,775
			$	3,186,562
Containers and Glass Products — 0.4%
		Intertape Polymer US, Inc., Sr. Sub. Notes
$	3,220	8.50%, 8/1/14	$	2,958,375
		Pliant Corp. (PIK)
5,667		11.85%, 6/15/09	5,665,987
			$	8,624,362
Cosmetics/Toiletries — 0.5%
		Revlon Consumer Products, Sr. Sub. Notes
$	3,770	8.625%, 2/1/08	$	3,770,000
		Amscan Holdings, Inc., Sr. Sub. Notes
5,580		8.75%, 5/1/14	4,994,100
			$	8,764,100
Ecological Services and Equipment — 0.2%
		Waste Services, Inc., Sr. Sub. Notes
$	4,085	9.50%, 4/15/14	$	3,819,475
			$	3,819,475
Electronics/Electrical — 0.7%
		Advanced Micro Devices, Inc., Sr. Notes
$	7,830	7.75%, 11/1/12	$	6,440,175
		Amkor Technologies, Inc., Sr. Notes
2,395		7.75%, 5/15/13	2,152,506
		Avago Technologies Finance
1,850		10.125%, 12/1/13	1,933,250
1,155		11.875%, 12/1/15	1,212,750
		NXP BV/NXP Funding, LLC
205		7.875%, 10/15/14	188,856
		NXP BV/NXP Funding, LLC, Variable Rate
1,025		7.008%, 10/15/13	854,594
			$	12,782,131
Financial Intermediaries — 1.7%
		Alzette, Variable Rate
$	750	11.86%, 12/15/20	$	723,225
		*ETrade Financial Corp.**
3,410		7.875%, 12/1/15	2,600,125
		Ford Motor Credit Co.
9,165		7.375%, 10/28/09	8,829,506
4,355		7.875%, 6/15/10	4,101,840
		Ford Motor Credit Co., Sr. Notes
890		5.80%, 1/12/09	865,863
180		9.875%, 8/10/11	172,830
		General Motors Acceptance Corp.
915		6.375%, 5/1/08	915,000
1,075		5.85%, 1/14/09	1,045,832
2,980		7.75%, 1/19/10	2,851,991
2,000		7.20%, 1/15/11	1,835,000
5,940		7.25%, 3/2/11	5,370,164
435		7.00%, 2/1/12	377,665
		General Motors Acceptance Corp., Variable Rate
2,060		6.119%, 5/15/09	1,923,890
			$	31,612,931

Food Products — 0.5%
		ASG Consolidated, LLC/ASG Finance, Inc., Sr. Disc. Notes, (0.00% until 2008)
$	5,315	11.50%, 11/1/11	$	4,942,950
		Dole Foods Co.
3,555		7.25%, 6/15/10	3,146,175
		Dole Foods Co., Sr. Notes
1,870		8.625%, 5/1/09	1,748,450
		Pierre Foods, Inc., Sr. Sub. Notes
950		9.875%, 7/15/12	627,000
			$	10,464,575
Food Service — 0.4%
		El Pollo Loco, Inc.
$	4,050	11.75%, 11/15/13	$	3,888,000
		NPC International, Inc.
5,155		9.50%, 5/1/14	4,459,075
			$	8,347,075

Food/Drug Retailers — 0.8%
		General Nutrition Center, Sr. Notes, Variable Rate (PIK)
$	3,720	10.009%, 3/15/14	$	3,069,000
		General Nutrition Center, Sr. Sub. Notes
4,015		10.75%, 3/15/15	3,252,150
		Rite Aid Corp.
7,542		6.125%, 12/15/08 (5)	7,278,030
2,245		7.50%, 3/1/17	1,936,312
			$	15,535,492

Forest Products — 1.1%
		Georgia-Pacific Corp.
$	1,450	9.50%, 12/1/11	$	1,515,250
		Jefferson Smurfit Corp.
820		7.50%, 6/1/13	762,600
		NewPage Corp.
6,675		10.00%, 5/1/12 (5)	6,675,000
3,145		10.00%, 5/1/12	3,145,000
3,790		12.00%, 5/1/13	3,771,050
		NewPage Corp., Variable Rate
1,545		11.161%, 5/1/12	1,521,825
		Smurfit-Stone Container Enterprises, Inc., Sr. Notes
4,605		8.00%, 3/15/17	4,294,162
			$	21,684,887
Healthcare — 2.9%
		Accellent, Inc.
$	2,300	10.50%, 12/1/13	$	1,828,500
		Advanced Medical Optics, Inc., Sr. Sub. Notes
170		7.50%, 5/1/17	144,500
		AMR HoldCo, Inc./EmCare HoldCo, Inc., Sr. Sub. Notes
4,270		10.00%, 2/15/15	4,547,550
		Bausch & Lomb, Inc., Sr. Notes
3,545		9.875%, 11/1/15 (5)	3,607,037
		HCA, Inc.
11,985		8.75%, 9/1/10	12,074,887
1,610		7.875%, 2/1/11	1,589,875
2,385		9.125%, 11/15/14	2,483,381
3,210		9.25%, 11/15/16	3,374,512
		MultiPlan Inc., Sr. Sub. Notes
4,860		10.375%, 4/15/16 (5)	4,544,100
		National Mentor Holdings, Inc.
4,115		11.25%, 7/1/14	4,259,025
		Res-Care, Inc., Sr. Notes
2,160		7.75%, 10/15/13	2,079,000
		Service Corp. International, Sr. Notes
335		7.00%, 6/15/17	329,975
		Universal Hospital Service, Inc. (PIK)
700		8.50%, 6/1/15	710,500

			US Oncology, Inc.
$		3,065	9.00%, 8/15/12	$		3,019,025
5,350			10.75%, 8/15/14	5,243,000
			Varietal Distribution Merger, Inc., Sr. Notes
725			10.25%, 7/15/15 (5)	681,500
			Viant Holdings, Inc.
4,127			10.125%, 7/15/17 (5)	3,487,315
				$		54,003,682
Industrial Equipment — 0.3%
			Chart Industries, Inc., Sr. Sub. Notes
$		2,170	9.125%, 10/15/15	$		2,170,000
			ESCO Corp., Sr. Notes
1,595			8.625%, 12/15/13 (5)	1,531,200
			ESCO Corp., Sr. Notes, Variable Rate
1,595			8.866%, 12/15/13 (5)	1,443,475
				$		5,144,675
Insurance — 0.1%
			Alliant Holdings I, Inc.
$		1,885	11.00%, 5/1/15 (5)	$		1,771,900
				$		1,771,900
Leisure Goods/Activities/Movies — 2.1%
			AMC Entertainment, Inc.
$		7,190	11.00%, 2/1/16	$		7,154,050
			HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp.
2,170			12.50%, 4/1/13 (5)	1,985,550
			HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
3,975			9.894%, 4/1/12 (5)	3,637,125
			Marquee Holdings, Inc., Sr. Disc. Notes, (0.00% until 2009)
	8,180		9.505%, 8/15/14		5,807,800
			Universal City Development Partners, Sr. Notes
11,825			11.75%, 4/1/10	12,209,312
			Universal City Florida Holdings, Sr. Notes, Variable Rate
10,195			9.661%, 5/1/10	9,889,150
				$		40,682,987
Lodging and Casinos — 3.9%
			Buffalo Thunder Development Authority
$		4,080	9.375%, 12/15/14 (5)	$		3,427,200
			CCM Merger, Inc.
2,620			8.00%, 8/1/13 (5)	2,358,000
			Chukchansi EDA, Sr. Notes, Variable Rate
3,080			8.238%, 11/15/12 (5)	2,956,800
			Fontainebleau Las Vegas Casino
8,870			10.25%, 6/15/15 (5)	6,696,850
			Galaxy Entertainment Finance
1,600			9.875%, 12/15/12 (5)	1,648,000
			Galaxy Entertainment Finance, Variable Rate
1,760			9.829%, 12/15/10 (5)	1,782,000
			Greektown Holdings, LLC, Sr. Notes
1,140			10.75%, 12/1/13 (5)	1,094,400
			Indianapolis Downs, LLC & Capital Corp., Sr. Notes
2,980			11.00%, 11/1/12 (5)	2,786,300
			Inn of the Mountain Gods, Sr. Notes
5,795			12.00%, 11/15/10	5,795,000
			Majestic HoldCo, LLC, (0.00% until 2008)
1,540			12.50%, 10/15/11 (5)	950,950
			Majestic Star Casino, LLC
3,965			9.50%, 10/15/10	3,558,587
			MGM Mirage, Inc.
2,985			7.50%, 6/1/16	2,880,525
			Mohegan Tribal Gaming Authority
870			6.875%, 2/15/15	783,000
			Mohegan Tribal Gaming Authority, Sr. Sub. Notes
675			8.00%, 4/1/12	664,875
			OED Corp./Diamond Jo, LLC
5,115			8.75%, 4/15/12	5,146,969

		Park Place Entertainment
$	4,905	7.875%, 3/15/10	$	4,641,356
		Pinnacle Entertainment Inc., Sr. Sub. Notes
	2,620	7.50%, 6/15/15 (5)	2,096,000
		Pokagon Gaming Authority, Sr. Notes
	1,180	10.375%, 6/15/14 (5)	1,225,725
		San Pasqual Casino
	1,215	8.00%, 9/15/13 (5)	1,160,325
		Seminole Hard Rock Entertainment, Variable Rate
	1,930	7.491%, 3/15/14 (5)	1,746,650
		Station Casinos, Inc.
	560	7.75%, 8/15/16	496,300
		Station Casinos, Inc., Sr. Notes
	1,050	6.00%, 4/1/12	921,375
		Trump Entertainment Resorts, Inc.
	11,945	8.50%, 6/1/15	8,660,125
		Tunica-Biloxi Gaming Authority, Sr. Notes
	3,405	9.00%, 11/15/15 (5)	3,405,000
		Turning Stone Resort Casinos, Sr. Notes
	830	9.125%, 9/15/14 (5)	813,400
		Waterford Gaming, LLC, Sr. Notes
	6,461	8.625%, 9/15/14 (5)	6,299,475
			$	73,995,187
Nonferrous Metals/Minerals — 0.8%
		Aleris International, Inc., Sr. Notes
$	1,325	9.00%, 12/15/14	$	1,040,125
		Aleris International, Inc., Sr. Sub. Notes
	5,195	10.00%, 12/15/16	3,675,463
		Alpha Natural Resources, Sr. Notes
	1,370	10.00%, 6/1/12	1,414,525
		FMG Finance PTY, Ltd.
	5,410	10.625%, 9/1/16 (5)	6,167,400
		FMG Finance PTY, Ltd., Variable Rate
	2,195	9.124%, 9/1/11 (5)	2,238,900
			$	14,536,413
Oil and Gas — 4.0%
		Allis-Chalmers Energy, Inc.
$	970	8.50%, 3/1/17	$	897,250
		Allis-Chalmers Energy, Inc., Sr. Notes
	4,730	9.00%, 1/15/14	4,517,150
		Cimarex Energy Co., Sr. Notes
	1,205	7.125%, 5/1/17	1,183,913
		Clayton Williams Energy, Inc.
	2,200	7.75%, 8/1/13	1,903,000
		Compton Pet Finance Corp.
	2,360	7.625%, 12/1/13	2,194,800
		Denbury Resources, Inc., Sr. Sub. Notes
	520	7.50%, 12/15/15	522,600
		El Paso Corp., Sr. Notes
	2,305	9.625%, 5/15/12	2,509,331
		Encore Acquisition Co., Sr. Sub. Notes
	1,730	7.25%, 12/1/17	1,673,775
		Inergy L.P./Finance, Sr. Notes
	3,980	6.875%, 12/15/14	3,870,550
		Ocean Rig Norway AS, Sr. Notes
	2,565	8.375%, 7/1/13 (5)	2,731,725
		OPTI Canada, Inc.
	1,795	7.875%, 12/15/14 (5)	1,750,125
	1,970	8.25%, 12/15/14 (5)	1,940,450
		Parker Drilling Co., Sr. Notes
	1,930	9.625%, 10/1/13	2,045,800

		Petrohawk Energy Corp.
$	8,800	9.125%, 7/15/13	$	9,130,000
		Petroplus Finance, Ltd.
	430	6.75%, 5/1/14 (5)	395,600
	5,455	7.00%, 5/1/17 (5)	4,977,688
		Plains Exploration & Production Co.
	2,800	7.00%, 3/15/17	2,674,000
		Quicksilver Resources, Inc.
	2,295	7.125%, 4/1/16	2,237,625
		SemGroup L.P., Sr. Notes
	5,990	8.75%, 11/15/15 (5)	5,630,600
		SESI, LLC
	660	6.875%, 6/1/14	640,200
		Sonat, Inc.
	5,000	7.625%, 7/15/11	5,148,410
		Stewart & Stevenson, LLC, Sr. Notes
	5,150	10.00%, 7/15/14	5,021,250
		United Refining Co., Sr. Notes
	11,495	10.50%, 8/15/12	11,667,425
		VeraSun Energy Corp.
	1,170	9.875%, 12/15/12	1,152,450
			$	76,415,717
Publishing — 1.5%
		Dex Media West/Finance, Series B
$	3,250	9.875%, 8/15/13	$	3,323,125
		Harland Clarke Holdings
	2,145	9.50%, 5/15/15	1,662,375
		Idearc, Inc.
	4,255	8.00%, 11/15/16	3,829,500
		MediaNews Group, Inc., Sr. Sub. Notes
	1,070	6.875%, 10/1/13	604,550
		Nielsen Finance, LLC
	3,130	10.00%, 8/1/14	3,176,950
		R.H. Donnelley Corp.
	10,105	8.875%, 10/15/17 (5)	8,614,513
		Reader’s Digest Association, Sr. Sub. Notes
	9,535	9.00%, 2/15/17 (5)	7,413,463
			$	28,624,476
Radio and Television — 0.1%
		Rainbow National Services, LLC, Sr. Sub. Debs.
$	1,470	10.375%, 9/1/14 (5)	$	1,569,225
			$	1,569,225
Rail Industries — 0.3%
		American Railcar Industry, Sr. Notes
$	1,940	7.50%, 3/1/14	$	1,755,700
		Kansas City Southern Mexico, Sr. Notes
	2,530	7.625%, 12/1/13	2,454,100
	1,055	7.375%, 6/1/14 (5)	1,004,888
			$	5,214,688
Retailers (Except Food and Drug) — 3.3%
		GameStop Corp.
$	14,070	8.00%, 10/1/12	$	14,667,975
		Michaels Stores, Inc., Sr. Notes
	3,080	10.00%, 11/1/14	2,756,600
		Michaels Stores, Inc., Sr. Sub. Notes
	4,965	11.375%, 11/1/16	4,046,475
		Neiman Marcus Group, Inc.
	3,420	9.00%, 10/15/15	3,437,100
	16,205	10.375%, 10/15/15	16,205,000

		Penny (JC) Co., Inc.
$	1,875	8.00%, 3/1/10	$	1,971,315
		Sally Holdings, LLC, Sr. Notes
	1,595	9.25%, 11/15/14	1,515,250
	3,745	10.50%, 11/15/16	3,342,413
		Toys “R” Us
	4,025	7.375%, 10/15/18	2,797,375
		Yankee Acquisition Corp., Series B
	7,605	8.50%, 2/15/15	6,540,300
	5,605	9.75%, 2/15/17	4,596,100
			$	61,875,903
Steel — 0.5%
		RathGibson, Inc.
$	4,905	11.25%, 2/15/14	$	4,855,950
		Ryerson, Inc., Sr. Notes
	540	12.00%, 11/1/15 (5)	510,300
		Ryerson, Inc., Sr. Notes, Variable Rate
	360	12.574%, 11/1/14 (5)	333,000
		Steel Dynamics, Inc., Sr. Notes
	3,805	7.375%, 11/1/12 (5)	3,814,513
			$	9,513,763
Surface Transport — 0.2%
		CEVA Group, PLC, Sr. Notes
$	3,750	10.00%, 9/1/14 (5)	$	3,562,500
			$	3,562,500
Telecommunications — 2.1%
		Centennial Cellular Operating Co./Centennial Communication Corp., Sr. Notes
$	2,820	10.125%, 6/15/13	$	2,897,550
		Digicel Group, Ltd., Sr. Notes
	3,225	9.25%, 9/1/12 (5)	3,285,469
	2,815	8.875%, 1/15/15 (5)	2,491,275
	9,343	9.125%, 1/15/15 (5)	8,245,198
		Intelsat Bermuda, Ltd.
	3,560	9.25%, 6/15/16	3,568,900
		Level 3 Financing, Inc.
	2,480	9.25%, 11/1/14	2,145,200
		Level 3 Financing, Inc., Sr. Notes
	3,850	8.75%, 2/15/17	3,137,750
		Qwest Communications International, Inc.
	6,540	7.50%, 2/15/14	6,507,300
		Qwest Corp., Sr. Notes
	1,940	7.625%, 6/15/15	1,964,250
		Qwest Corp., Sr. Notes, Variable Rate
	1,000	8.241%, 6/15/13	980,000
		Windstream Corp., Sr. Notes
	2,085	8.125%, 8/1/13	2,147,550
	635	8.625%, 8/1/16	660,400
		Windstream Regatta Holdings, Inc., Sr. Sub. Notes
	1,430	11.00%, 12/1/17 (5)	1,308,450
			$	39,339,292
Utilities — 2.9%
		AES Corp.
$	965	8.00%, 10/15/17	$	989,125
		AES Corp., Sr. Notes
	6,000	9.50%, 6/1/09	6,210,000
	2,223	8.75%, 5/15/13 (5)	2,334,150
		Dynegy Holdings, Inc.
	535	7.75%, 6/1/19	489,525

		Dynegy Holdings, Inc., Sr. Notes
$	995	8.375%, 5/1/16	$	972,613
		Edison Mission Energy, Sr. Notes
	1,750	7.50%, 6/15/13	1,798,125
		Energy Future Holdings, Sr. Notes
	6,820	10.875%, 11/1/17 (5)	6,785,900
		NGC Corp.
	4,395	7.625%, 10/15/26	3,779,700
		NRG Energy, Inc.
	140	7.25%, 2/1/14	136,675
	3,610	7.375%, 1/15/17	3,506,213
		NRG Energy, Inc., Sr. Notes
	1,325	7.375%, 2/1/16	1,283,594
		Orion Power Holdings, Inc., Sr. Notes
	12,415	12.00%, 5/1/10	13,563,388
		Reliant Energy, Inc., Sr. Notes
	350	7.625%, 6/15/14	343,000
		Southwestern Energy Co.
	4,755	7.50%, 2/1/18 (5)	4,909,538
		Texas Competitive Electric Holdings Co., LLC, Series A, Sr. Notes
	4,490	10.25%, 11/1/15 (5)	4,433,875
		Texas Competitive Electric Holdings Co., LLC, Series B, Sr. Notes
	3,615	10.25%, 11/1/15 (5)	3,569,813
			$	55,105,234
Total Corporate Bonds & Notes (identified cost $804,443,840)			$	763,685,616

Mortgage Pass-Throughs — 40.6%

Principal
Amount
(000’s omitted)		Security	Value
		Federal Home Loan Mortgage Corp.:
$	8,099	5.50%, with various maturities to 2014	$	8,353,796
	951	5.633%, with maturity at 2025 (6)	947,032
	7,485	6.00%, with various maturities to 2026	7,814,969
	42,609	6.50%, with various maturities to 2028 (7)	45,464,306
	80,505	7.00%, with various maturities to 2031 (7)	85,900,878
	714	7.13%, with maturity at 2023	782,408
	49,675	7.50%, with various maturities to 2029 (7)	55,006,619
	1,066	7.65%, with maturity at 2022	1,175,456
	211	7.70%, with maturity at 2022	236,449
	22,882	8.00%, with various maturities to 2030	25,825,921
	647	8.25%, with maturity at 2020	728,663
	1,769	8.30%, with maturity at 2020	2,014,050
	16,892	8.50%, with various maturities to 2031	19,012,118
	64	8.75%, with maturity at 2010	65,124
	6,248	9.00%, with various maturities to 2031	7,143,096
	5,274	9.50%, with various maturities to 2025	6,102,534
	847	10.00%, with maturity at 2020	990,381
	756	10.50%, with maturity at 2020	891,019
	1,130	12.00%, with maturity at 2020	1,308,194
	66	13.00%, with maturity at 2015	77,875
			$	269,840,888
		Federal National Mortgage Assn.:
$	7,080	5.497%, with maturity at 2036 (6)	$	7,069,772
	14,938	5.50%, with various maturities to 2028 (7)	15,386,957
	19,508	6.00%, with various maturities to 2026	20,555,659
	21,133	6.334%, with maturity at 2032 (6) (7)	21,559,840
	62,226	6.50%, with various maturities to 2031	66,675,748
	769	6.75%, with maturity at 2023	836,176
	87,434	7.00%, with various maturities to 2031 (7)	94,727,338
	4,658	7.039%, with maturity at 2022 (6) (7)	4,744,797
	19,143	7.50%, with various maturities to 2031	21,113,223

$	14,605	8.00%, with various maturities to 2031	$	16,406,907
	80	8.25%, with maturity at 2018	89,712
	3,317	8.43%, with maturity at 2027 (8)	3,788,330
	17,190	8.50%, with various maturities to 2030	19,644,043
	1,584	8.633%, with maturity at 2028 (8)	1,799,452
	987	8.684%, with maturity at 2029 (8)	1,134,534
	1,479	8.769%, with maturity at 2027 (8)	1,686,325
	19,649	9.00%, with various maturities to 2027	22,754,596
	543	9.304%, with maturity at 2024 (8)	603,593
	9,337	9.50%, with various maturities to 2030	10,881,882
	1,008	9.601%, with maturity at 2018 (8)	1,148,786
	1,809	10.00%, with various maturities to 2020	2,119,157
	1,674	10.229%, with maturity at 2025 (8)	1,951,001
	1,948	10.358%, with maturity at 2019 (8)	2,234,565
	1,637	10.50%, with maturity at 2021	1,911,731
	675	11.50%, with maturity at 2016	782,264
	42	12.50%, with maturity at 2011	46,725
			$	341,653,113
		Government National Mortgage Assn.:
$	5,053	6.00%, with maturity at 2024	$	5,364,559
	27,324	6.50%, with maturity at 2024 (7)	29,550,098
	9,396	7.00%, with various maturities to 2025	10,356,528
	28,959	7.50%, with various maturities to 2031	32,293,430
	39,871	8.00%, with various maturities to 2034	44,975,128
	906	8.30%, with maturity at 2020	1,003,690
	1,959	8.50%, with various maturities to 2022	2,220,424
	9,314	9.00%, with various maturities to 2026	10,830,536
	13,376	9.50%, with various maturities to 2026	15,792,660
	836	10.00%, with maturity at 2019	985,049
			$	153,372,102
Total Mortgage Pass-Throughs (identified cost $738,814,944)			$	764,866,103

Collateralized Mortgage Obligations — 10.0%

Principal
Amount		Security	Value
$	2,980	Federal Home Loan Mortgage Corp., Series 1497, Class K, 7.00%, 4/15/23	$	3,121,335
	4,888	Federal Home Loan Mortgage Corp., Series 1529, Class Z, 7.00%, 6/15/23	5,138,297
	4,322	Federal Home Loan Mortgage Corp., Series 1620, Class Z, 6.00%, 11/15/23	4,489,599
	9,806	Federal Home Loan Mortgage Corp., Series 1702, Class PZ, 6.50%, 3/15/24	10,383,903
	387	Federal Home Loan Mortgage Corp., Series 1720, Class PJ, 7.25%, 1/15/24	395,702
	7,386	Federal Home Loan Mortgage Corp., Series 2113, Class QG, 6.00%, 1/15/29	7,691,452
	1,022	Federal Home Loan Mortgage Corp., Series 2122, Class K, 6.00%, 2/15/29	1,052,362
	692	Federal Home Loan Mortgage Corp., Series 2130, Class K, 6.00%, 3/15/29	715,260
	703	Federal Home Loan Mortgage Corp., Series 2167, Class BZ, 7.00%, 6/15/29	745,198
	5,193	Federal Home Loan Mortgage Corp., Series 2182, Class ZB, 8.00%, 9/15/29	5,655,433
	3,874	Federal Home Loan Mortgage Corp., Series 2198, Class ZA, 8.50%, 11/15/29	4,281,066
	16,514	Federal Home Loan Mortgage Corp., Series 2245, Class A, 8.00%, 8/15/27 (7)	18,057,004
	2,462	Federal Home Loan Mortgage Corp., Series 24, Class J, 6.25%, 11/25/23	2,559,561
	1,371	Federal Home Loan Mortgage Corp., Series1677, Class Z, 7.50%, 7/15/23	1,476,206
	511	Federal National Mortgage Assn., Series 1988-14, Class I, 9.20%, 6/25/18	563,119
	509	Federal National Mortgage Assn., Series 1989-1, Class D, 10.30%, 1/25/19	566,487
	865	Federal National Mortgage Assn., Series 1989-34, Class Y, 9.85%, 7/25/19	974,459
	662	Federal National Mortgage Assn., Series 1990-17, Class G, 9.00%, 2/25/20	732,739
	290	Federal National Mortgage Assn., Series 1990-27, Class Z, 9.00%, 3/25/20	323,586
	298	Federal National Mortgage Assn., Series 1990-29, Class J, 9.00%, 3/25/20	332,533
	1,266	Federal National Mortgage Assn., Series 1990-43, Class Z, 9.50%, 4/25/20	1,434,131
	452	Federal National Mortgage Assn., Series 1991-98, Class J, 8.00%, 8/25/21	495,136
	246	Federal National Mortgage Assn., Series 1992-103, Class Z, 7.50%, 6/25/22	265,051
	473	Federal National Mortgage Assn., Series 1992-113, Class Z, 7.50%, 7/25/22	511,676
	918	Federal National Mortgage Assn., Series 1992-185, Class ZB, 7.00%, 10/25/22	975,396

$	3,621	Federal National Mortgage Assn., Series 1992-77, Class ZA, 8.00%, 5/25/22	$	3,979,514
	1,124	Federal National Mortgage Assn., Series 1993-156, Class ZB, 7.00%, 9/25/23	1,198,450
	2,293	Federal National Mortgage Assn., Series 1993-16, Class Z, 7.50%, 2/25/23	2,486,636
	1,741	Federal National Mortgage Assn., Series 1993-22, Class PM, 7.40%, 2/25/23	1,879,492
	2,847	Federal National Mortgage Assn., Series 1993-25, Class J, 7.50%, 3/25/23	3,064,657
	5,180	Federal National Mortgage Assn., Series 1993-30, Class PZ, 7.50%, 3/25/23	5,575,572
	6,214	Federal National Mortgage Assn., Series 1993-42, Class ZQ, 6.75%, 4/25/23	6,555,280
	992	Federal National Mortgage Assn., Series 1993-56, Class PZ, 7.00%, 5/25/23	1,056,192
	8,262	Federal National Mortgage Assn., Series 1994-45, Class Z, 6.50%, 2/25/24 (7)	8,665,128
	4,295	Federal National Mortgage Assn., Series 1994-89, Class ZQ, 8.00%, 7/25/24	4,787,369
	4,078	Federal National Mortgage Assn., Series 1996-57, Class Z, 7.00%, 12/25/26	4,355,402
	2,363	Federal National Mortgage Assn., Series 1997-77, Class Z, 7.00%, 11/18/27	2,528,637
	1,763	Federal National Mortgage Assn., Series 1998-44, Class ZA, 6.50%, 7/20/28	1,844,890
	884	Federal National Mortgage Assn., Series 1999-45, Class ZG, 6.50%, 9/25/29	921,717
	7,504	Federal National Mortgage Assn., Series 2000-22, Class PN, 6.00%, 7/25/30	7,782,324
	1,472	Federal National Mortgage Assn., Series 2001-37, Class GA, 8.00%, 7/25/16	1,608,477
	1,582	Federal National Mortgage Assn., Series 2002-1, Class G, 7.00%, 7/25/23	1,688,733
	781	Federal National Mortgage Assn., Series G92-44, Class Z, 8.00%, 7/25/22	851,196
	1,271	Federal National Mortgage Assn., Series G92-44, Class ZQ, 8.00%, 7/25/22	1,385,033
	1,736	Federal National Mortgage Assn., Series G92-46, Class Z, 7.00%, 8/25/22	1,843,394
	3,148	Federal National Mortgage Assn., Series G92-60, Class Z, 7.00%, 10/25/22	3,329,365
	31,449	Federal National Mortgage Assn., Series G93-35, Class ZQ, 6.50%, 11/25/23 (7)	33,268,244
	6,643	Federal National Mortgage Assn., Series G93-40, Class H, 6.40%, 12/25/23 (7)	6,969,761
	7,604	Government National Mortgage Assn., Series 2002-45, Class PG, 6.00%, 3/17/32 (7)	7,843,366
	830	Government National Mortgage Assn., Series 2005-72, Class E, 12.00%, 11/16/15	974,521
Total Collateralized Mortgage Obligations (identified cost $185,971,145)			$	189,380,041

Asset Backed Securities — 0.3%

Principal
Amount
(000’s omitted)		Security	Value
$	760	Avalon Capital Ltd. 3, Series 1A, Class D, Variable Rate, 6.98%, 2/24/19 (5) (9)	$	622,283
1,000		Babson Ltd., Series 2005-1A, Class C1, Variable Rate, 6.208%, 4/15/19 (5)	817,391
1,000		Bryant Park CDO Ltd., Series 2005-1A, Class C, Variable Rate, 6.308%, 1/15/19 (5) (9)	822,678
1,000		Carlyle High Yield Partners, Series 2004-6A, Class C, Variable Rate, 7.329%, 8/11/16 (5) (9)	870,522
1,000		Centurion CDO 8 Ltd., Series 2005-8A, Class D, Variable Rate, 10.646%, 3/8/17 (9)	864,543
500		Centurion CDO 9 Ltd., Series 2005-9A, Class Note, 9.35%, 7/17/19	404,124
1,500		Dryden Leveraged Loan, Series 2004-6A, Class C1, Variable Rate, 5.801%, 7/30/16 (5) (9)	1,287,519
			5,689,060
Total Asset Backed Securities (identified cost $6,747,998)			$	5,689,060

Common Stocks — 0.3%

Shares	Security	Value
Cable and Satellite Television — 0.0%
361	Time Warner Cable, Inc., Class A (10)	$	9,083
		$	9,083
Commercial Services — 0.0%
2,484	Environmental Systems Products Holdings, Inc. (4) (10) (11)	0
		$	0
Containers and Glass Products — 0.2%
142,857	Anchor Glass Container Corp. (4)	$	3,874,996
		$	3,874,996
Lodging and Casinos — 0.1%
331,790	Trump Entertainment Resorts, Inc. (10)	$	1,469,830
		$	1,469,830
Total Common Stocks (identified cost $9,733,636)		$	5,353,909

Convertible Bonds — 0.2%

Principal
Amount		Security	Value
Aerospace and Defense — 0.2%
$	3,540,000	L-3 Communications Corp. (5)	$	4,473,675
			$	4,473,675
Total Convertible Bonds (identified cost $3,578,781)			$	4,473,675

Convertible Preferred Stocks — 0.1%

Shares	Security	Value
2,500,000	Adelphia, Inc., 13.00%	$	181,250
11,070	Chesapeake Energy Corp., 4.50%	1,159,582
4,958	Crown Castle International Corp., 6.25% (PIK)	280,127
Total Convertible Preferred Stocks (identified cost $1,309,893)		$	1,620,959

Preferred Stocks — 0.3%

Shares	Security	Value
2,484	Environmental Systems Products Holdings Preferred Series A (4) (10) (11)	$	196,509
5,055	Fontainebleau Resorts LLC (PIK) (4) (11)	4,558,726
Total Preferred Stocks (identified cost $5,098,050)		$	4,755,235

Miscellaneous — 0.0%

Shares	Security	Value
2,496,146	Adelphia Recovery Trust (10)	$	160,702
Total Miscellaneous (identified cost $2,237,499)		$	160,702

Short-Term Investments — 2.0%

	Interest/Principal
Description	(000’s omitted)			Value
Investment in Cash Management Portfolio, 4.32% (12)	$	22,429		$	22,428,789
Euro Time Deposit, 4.06%, 6/4/17	EUR		7,097		10,508,137
GBP Overnight Deposit, 5.40%, 6/4/17	GBP		2,352	4,676,092
Total Short-Term Investments (identified cost $37,613,018)				$	37,613,018
Total Investments — 158.7% (identified cost $3,096,689,281)				$	2,991,261,229
Less Unfunded Loan Commitments — (0.4)%				$	(7,352,862	)
Net Investments — 158.3% (identified cost $3,089,336,419)				$	2,983,908,367
Other Assets, Less Liabilities — (15.9)%				$	(298,859,747	)
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (42.4)%				$	(800,226,295	)
Net Assets Applicable to Common Shares— 100.0%				$	1,884,822,325

DIP	—	Debtor in Possession
PIK	—	Payment in Kind.
REIT	—	Real Estate Investment Trust
EUR	—	Euro
GBP	—	British Pound
*		In U.S. dollars unless otherwise indicated.
(1)		Senior floating-rate interests often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, it is anticipated that the senior floating-rate interests will have an expected average life of approximately two to three years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility. Senior Loans typically have rates of interest which are redetermined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base lending rates are primarily the London-Interbank Offered Rate (“LIBOR”), and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(2)		This Senior Loan will settle after January 31, 2008, at which time the interest rate will be determined.
(3)		Unfunded or partially unfunded loan commitments. The Fund may enter into certain credit agreements all or a portion of which may be unfunded. The Fund is obligated to fund these commitments at the borrower’s discretion.
(4)		Security valued at fair value using methods determined in good faith by or at the direction of the Trustees.
(5)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2008, the aggregate value of the securities is $205,156,733 or 10.9% of the Fund’s net assets.
(6)		Adjustable rate mortgage.
(7)		All or a portion of this security was on loan at January 31, 2008.
(8)		Weighted average fixed-rate coupon that changes/updates monthly.
(9)		Variable rate security. The stated interest rate represents the rate in effect at January 31, 2008.
(10)		Non-income producing security.
(11)		Restricted security.
(12)		Affiliated investment company available to Eaton Vance portfolios and funds which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of January 31, 2008. Net income allocated from the Investment in Cash Management Portfolio for the fiscal year to date ended January 31, 2008 was $1,227,286.

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

Forward Foreign Currency Exchange Contracts

Sales

			Net Unrealized
Settlement			Appreciation
Date	Deliver	In Exchange For	(Depreciation)
2/01/08	Euro 90,000	United States Dollar 133,740	486
2/29/08	Euro 76,336,562	United States Dollar 112,752,537	(196,357		)
2/29/08	British Pound Sterling 29,239,875	United States Dollar 58,085,011	43,107
			$	(152,764	)

Purchases

Settlement			Net Unrealized
Date	In Exchange For	Deliver	Depreciation
2/29/08	Euro 90,000	United States Dollar 133,645	(479		)
			$	(479	)

Credit Default Swaps

Notional

Amount

Pay/Receive

Reference

(000’s

Annual

Termination

Net Unrealized

Counterparty

Entity

Buy/Sell

omitted)

Fixed Rate

Date

Appreciation

Lehman Brothers, Inc.

Inergy, LP

Sell

2,000

2.40

3/20/10

61,830

At January 31, 2008, the Fund had sufficient cash and/or securities to cover commitments under these contracts.

The cost and unrealized appreciation (depreciation) of investments of the Fund at January 31, 2008, as determined on a federal income tax basis, were as follows:

Aggregate cost	$	3,099,104,381
Gross unrealized appreciation	$	33,328,293
Gross unrealized depreciation	(148,524,307		)
Net unrealized depreciation	$	(115,196,014	)

The net unrealized depreciation on foreign currency, forward foreign currency exchange contracts and swap contracts at January 31, 2008 was $90,541.

Restricted Securities

At January 31, 2008, the Fund owned the following securities (representing less than 0.3% of net assets) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Fund has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The fair value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.

	Date of
Description	Acquisition	Shares/Face	Cost		Value

Common Stocks
Environmental Systems Products Holdings, Inc.	10/25/07	2,484	0		0
			$	0	$	0
Preferred Stocks
Environmental Systems Products
Holdings, Preferred, Series A	10/25/07	2,484	43,470		196,509
Fontainebleau Resorts LLC (PIK)	5/24/07	5,055	5,054,580		4,558,726
Total Restricted Securities			$	5,098,050	$	4,755,235

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 Limited Duration Income Fund

By:		/s/Payson F. Swaffield
		Payson F. Swaffield
		President

Date:		March 28, 2008

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

By:		/s/Payson F. Swaffield
		Payson F. Swaffield
		President

Date:		March 28, 2008

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

Date:		March 28, 2008