| Closed End Participation Funds | ||||||||||
| 1YR | 3 YRS | |||||||||
| 6/10/2004 | 6/7/2002 | |||||||||
| 6/10/2005 | 6/10/2005 | Total Net Assets | Total Net Assets | Total Net Assets | Total Net Assets | Total Net Assets | Total Net Assets | |||
| Fund | FPO | Cumulative | Annualized | 12/31/2004 | 1/31/2005 | 2/28/2005 | 3/31/2005 | 4/30/2005 | 5/31/2005 | |
| Name | Date | Total Return | Total Return | (Mil $) | (Mil $) | (Mil $) | (Mil $) | (Mil $) | (Mil $) | Manager Name |
| AIM Floating Rate;B | 4/28/1997 | 5.36 | 4.64 | 190.4 | 191.8 | 184 | 184.7 | 185.3 | 170.9 | Clemente/Ewald |
| AIM Floating Rate;C | 4/3/2000 | 5.1 | 4.39 | 34.4 | 36.3 | 36 | 38.6 | 40.4 | 39.8 | Clemente/Ewald |
| BlackRock Gl Fltg Rt Inc | 8/30/2004 | N/A | N/A | 451.1 | 453.3 | 455.5 | 450 | 448.5 | 449.9 | Team Managed |
| Citigroup Corporate Loan | 11/19/1998 | 5.33 | 5.65 | 142.4 | 142.4 | 143 | 143 | 142.2 | 141.6 | Glenn N. Marchak |
| Diversified Inc Strat | 1/31/2005 | N/A | N/A | N/A | 210.5 | 227.1 | 222.2 | 214.8 | 212.3 | Kevin Booth |
| Eaton Vance Adv Sen Flt | 3/20/1998 | 3.86 | 4.31 | 102.7 | 101.2 | 104.6 | 108.8 | 95.1 | 96.7 | Page/Swaffield |
| Eaton Vance Flt-Rt Inc | 6/29/2004 | N/A | N/A | 710.6 | 813.5 | 713.6 | 711.2 | 706.2 | N/A | Page/Swaffield |
| Eaton Vance Inst Senior | 5/3/1999 | 4.41 | 4.85 | 92.9 | 94.3 | 97.7 | 102.6 | 56 | 60.3 | Page/Swaffield |
| Eaton Vance Prm Rate | 8/4/1989 | 3.89 | 4.33 | 1644.5 | 1654.7 | 1591.4 | 1603.8 | 1609.4 | 1524.9 | Page/Swaffield |
| Eaton Vance Sen Flt-Rt | 11/28/2003 | 6.33 | N/A | 635.5 | 635 | 637.6 | 635.1 | 630 | 626.5 | Page/Russ/Swaffield |
| Eaton Vance Senior Inc | 10/27/1998 | 5.2 | 6.71 | 320.4 | 321.9 | 323.2 | 322.2 | 319.8 | 318 | Page/Swaffield |
| EV Classic Sr Fltng-Rt | 2/22/1995 | 3.74 | 4.17 | 1281.9 | 1298 | 1315.9 | 1280.6 | 1292 | 1300.9 | Page/Swaffield |
| First Tr/4 Cor Sr Fl | 9/25/2003 | 5.47 | N/A | 94.5 | 95.1 | 95.3 | 95.4 | 94.4 | 93.9 | Bernstein/McAdams |
| First Tr/4 Cor Sr Fl II | 5/25/2004 | 4.87 | N/A | 481.9 | 484.5 | 485.4 | 484.8 | 480.9 | 478.8 | Team Managed |
| Floating Rate Inc Str II | 7/30/2004 | N/A | N/A | 204.6 | 206 | 207.3 | 205.5 | 202.1 | 202.2 | Matteo/Patel |
| Floating Rate Inc Strat | 10/28/2003 | 6.67 | N/A | 356.1 | 357.2 | 359.6 | 355.2 | 349.7 | 349.9 | Booth/Matteo |
| Franklin Floating Rate | 10/9/1997 | N/A | N/A | 1348.7 | 1298.6 | 1307.8 | 1316.5 | 1257.2 | 1261.6 | Gregory/Hsu/Lam |
| Highland Float Rate;A | 11/1/1999 | 4.3 | 6.3 | 226.4 | 239.4 | 258.4 | 264.8 | 285.8 | 305.5 | Dougherty/Okada |
| Highland Float Rate;B | 11/1/1999 | 3.94 | 5.93 | 179.8 | 180.8 | 182.2 | 176.8 | 177.4 | 177.2 | Dougherty/Okada |
| Highland Float Rate;C | 11/1/1999 | 3.78 | 5.77 | 264.5 | 280.6 | 300.7 | 299.1 | 314.8 | 332.1 | Dougherty/Okada |
| Highland Float Rate;Z | 12/17/1998 | 4.66 | 6.67 | 155.9 | 164.3 | 176.9 | 168 | 178.3 | 189.1 | Dougherty/Okada |
| Highland Flt Advtg;A | 1/24/2000 | 5.32 | 8.19 | 260.3 | 276.9 | 271.8 | 292.6 | 314.7 | 306.3 | Dougherty/Okada |
| Highland Flt Advtg;B | 1/24/2000 | 4.96 | 7.81 | 127.9 | 129.3 | 127.8 | 129.7 | 130.4 | 126.6 | Dougherty/Okada |
| Highland Flt Advtg;C | 1/24/2000 | 4.8 | 7.65 | 302 | 317.7 | 316.4 | 335.7 | 353 | 348.4 | Dougherty/Okada |
| Highland Flt Advtg;Z | 1/27/2000 | 5.68 | 8.56 | 63.5 | 69 | 69.2 | 73.8 | 75.9 | 72 | Dougherty/Okada |
| Highland Inst Flt Rt | 11/20/1998 | 4.85 | 6.75 | 63.9 | 64.2 | 64.4 | 64.6 | 64.6 | 64.6 | Dougherty/Okada |
| ING Prime Rate Trust | 5/2/1988 | 5.89 | 6.8 | 1058.9 | 1066.1 | 1082.6 | 1081.3 | 1074 | 1066.3 | Team Managed |
| ING Senior Income;A | 4/2/2001 | 4.16 | 5.5 | 620.8 | 704 | 733 | 757.5 | 778.1 | 806.2 | Team Managed |
| ING Senior Income;B | 4/2/2001 | 3.59 | 4.92 | 122.3 | 123.8 | 124.8 | 125.4 | 121.6 | 120.7 | Team Managed |
| ING Senior Income;C | 4/2/2001 | 3.59 | 4.92 | 767.6 | 798.2 | 826.4 | 855.4 | 873.1 | 886.5 | Team Managed |
| ING Senior Income;Q | 4/2/2001 | 4.11 | 5.41 | 208.1 | 175.9 | 182.5 | 182.3 | 172.3 | 169.3 | Team Managed |
| Merrill Sen Fltng Rt | 11/3/1989 | 4.88 | 6.02 | 709.7 | 715.4 | 722.1 | 692.8 | 693.6 | 696.7 | Booth/Matteo |
| Merrill Sen Fltng Rt II | 3/22/1999 | 4.67 | 5.84 | 314.1 | 329.9 | 388.6 | 341.4 | 349.8 | 355.3 | Booth/Matteo |
| Morg Stan Prime Inc Tr | 11/30/1989 | 5.74 | 7.04 | 1092.8 | 1107.7 | 1124 | 1086.1 | 1098.4 | 1118.7 | Howard Tiffen |
| Nuveen Float Rate Inc | 3/26/2004 | 6.15 | N/A | 669.9 | 670.6 | 672.5 | 669.3 | 664 | 662 | Team Managed |
| Nuveen Float Rt Inc Opp | 7/30/2004 | N/A | N/A | 401 | 401.3 | 403 | 400.7 | 396.8 | 396.1 | Team Managed |
| Nuveen Senior Income | 10/26/1999 | 8.12 | 10.49 | 254.9 | 255.9 | 256.6 | 255.7 | 253.4 | 251.6 | Team Managed |
| Oppenheimer Sen Flt;A | 9/7/1999 | 5.59 | 6.46 | 701.8 | 775.1 | 831.6 | 947.3 | 1039.1 | 1038.5 | Hui/Welsh/Zimmer |
| Oppenheimer Sen Flt;B | 9/7/1999 | 5.11 | 5.88 | 327.8 | 337.6 | 335 | 347.3 | 359.2 | 350.6 | Hui/Welsh/Zimmer |
| Oppenheimer Sen Flt;C | 9/7/1999 | 5.05 | 5.91 | 992.9 | 1086.4 | 1145.2 | 1259.2 | 1354.2 | 1358.7 | Hui/Welsh/Zimmer |
| PIMCO Floating Rate Inc | 8/26/2003 | 6.4 | N/A | 354.8 | 354.4 | 356.5 | 351.7 | 347.3 | 348 | Hinman/Kennedy/Rosiak |
| PIMCO Floating Rate Str | 10/29/2004 | N/A | N/A | 788.5 | 787.5 | 793.3 | 784.3 | 775.3 | 776.6 | Hudoff/Kennedy/Rosiak |
| Pioneer Floating Rate Tr | 12/28/2004 | N/A | N/A | 430 | 432.6 | 469.8 | 701.7 | 698.1 | 693.9 | Dougherty/Okada |
| SunAmerica Sen Float;B | 8/6/1998 | 2.99 | 4.94 | 28.1 | 27.7 | 27.7 | 27.8 | 27.3 | 27.1 | Christopher E. Jansen |
| SunAmerica Sen Float;C | 8/6/1998 | 2.98 | 4.92 | 178.3 | 178.4 | 177.4 | 177.9 | 180 | 175.1 | Christopher E. Jansen |
| SunAmerica Sen Float;D | 4/25/2001 | 3.5 | 5.33 | 29.5 | 28.2 | 27.2 | 23.4 | 23.2 | 26.4 | Christopher E. Jansen |
| Van Kampen Senior Income | 6/23/1998 | 6.04 | 7.31 | 1560.4 | 1559.4 | 1564.2 | 1567.2 | 1560.5 | 1553 | Howard Tiffen |
| Van Kampen Sr Loan;A | 2/18/2005 | N/A | N/A | N/A | N/A | 2.3 | 21.8 | 33.3 | 43.9 | Howard Tiffen |
| Van Kampen Sr Loan;B | 2/18/2005 | N/A | N/A | N/A | N/A | 1.7 | 4.4 | 7.5 | 9.3 | Howard Tiffen |
| Van Kampen Sr Loan;C | 2/18/2005 | N/A | N/A | N/A | N/A | 3.7 | 18.8 | 32.9 | 43.5 | Howard Tiffen |
| Van Kampen Sr Loan;IB | 10/4/1989 | 5.45 | 6.81 | 1682.2 | 1626.7 | 1844.4 | 1851.8 | 1750.9 | 1747.9 | Howard Tiffen |
| Van Kampen Sr Loan;IC | 6/16/2003 | 5.46 | N/A | 390.6 | 407.1 | 480.6 | 482.6 | 461.9 | 461.2 | Howard Tiffen |
| Average/Total | 4.93 | 6.09 | 23421.8 | 24066.4 | 24629.5 | 25080.4 | 25144.7 | 24433.1 |
| Open End Participation Funds | ||||||||||
| 1 YRS | 3 YRS | |||||||||
| 6/14/2004 | 6/14/2002 | |||||||||
| 6/14/2005 | 6/14/2005 | Total Net Assets | Total Net Assets | Total Net Assets | Total Net Assets | Total Net Assets | Total Net Assets | |||
| Fund | FPO | Cumulative | Annualized | 12/31/2004 | 1/31/2005 | 2/28/2005 | 3/31/2005 | 4/30/2005 | 5/31/2005 | |
| Name | Date | Total Return | Total Return | (Mil $) | (Mil $) | (Mil $) | (Mil $) | (Mil $) | (Mil $) | Manager Name |
| Eaton Vance Flt Rt;A | 5/5/2003 | 3.53 | N/A | 1178.5 | 1229.2 | 1293.4 | 1372.6 | 1390.1 | 1444.4 | Page/Swaffield |
| Eaton Vance Flt Rt;Adv | 2/7/2001 | 3.53 | 3.6 | 792 | 813.5 | 873.1 | 933.9 | 1013.4 | 1008.2 | Page/Swaffield |
| Eaton Vance Flt Rt;B | 2/5/2001 | 2.76 | 2.86 | 295 | 292 | 289.9 | 287.5 | 284.9 | 281.3 | Page/Swaffield |
| Eaton Vance Flt Rt;C | 2/1/2001 | 2.76 | 2.86 | 1252 | 1253.5 | 1254.3 | 1266.4 | 1270 | 1269.3 | Page/Swaffield |
| Eaton Vance Flt Rt;Ins | 1/30/2001 | 3.79 | 3.86 | 299 | 310.4 | 319.4 | 328.7 | 328.8 | 320.4 | Page/Swaffield |
| Eaton Vance F-R&HI;A | 5/7/2003 | 4.57 | N/A | 451.7 | 472.8 | 500.5 | 511.1 | 507 | 477.5 | Team Managed |
| Eaton Vance F-R&HI;Adv | 9/7/2000 | 4.47 | 4.99 | 515.5 | 553.1 | 583.2 | 634.6 | 652.7 | 658.7 | Team Managed |
| Eaton Vance F-R&HI;B | 9/5/2000 | 3.69 | 4.21 | 181.4 | 180.6 | 180 | 179 | 177.5 | 174.2 | Team Managed |
| Eaton Vance F-R&HI;C | 9/5/2000 | 3.69 | 4.21 | 535.4 | 542.2 | 553.4 | 564.7 | 566.5 | 557.9 | Team Managed |
| Eaton Vance F-R&HI;I | 9/15/2000 | 4.73 | 5.25 | 29.4 | 34.5 | 37 | 39.2 | 41.7 | 37.9 | Team Managed |
| Fidelity Adv Float;A | 8/16/2000 | 4.07 | 4.25 | 318.2 | 326.5 | 334.8 | 335.1 | 338.7 | 333.6 | Christine McConnell |
| Fidelity Adv Float;B | 8/16/2000 | 3.49 | 3.68 | 181.8 | 181.8 | 181.5 | 182.2 | 183.1 | 181.4 | Christine McConnell |
| Fidelity Adv Float;C | 8/16/2000 | 3.32 | 3.56 | 544.3 | 554.6 | 562.4 | 571.5 | 575.6 | 567.7 | Christine McConnell |
| Fidelity Adv Float;Ins | 8/16/2000 | 4.19 | 4.43 | 210.6 | 221.6 | 236.2 | 254.2 | 257.4 | 265.1 | Christine McConnell |
| Fidelity Adv Float;T | 8/16/2000 | 4 | 4.16 | 413.9 | 434.1 | 451.3 | 468.5 | 491.1 | 504.8 | Christine McConnell |
| Fidelity Float Rate HI | 9/19/2002 | 4.33 | N/A | 2162 | 2265.3 | 2409 | 2514.3 | 2520.8 | 2355.8 | Christine McConnell |
| Franklin Inv:Float;A | 5/1/2001 | 3.52 | 3.7 | 630.8 | 659.8 | 674.7 | 722.8 | 759.8 | 775.3 | Gregory/Hsu/Lam |
| Franklin Inv:Float;Adv | 5/1/2001 | 3.78 | 4 | 41.2 | 42 | 43.1 | 44.1 | 44.2 | 38.9 | Gregory/Hsu/Lam |
| Franklin Inv:Float;B | 5/1/2001 | 2.79 | 2.96 | 69.4 | 69.6 | 68.6 | 68.9 | 67.7 | 67.3 | Gregory/Hsu/Lam |
| Franklin Inv:Float;C | 5/1/2001 | 3.11 | 3.3 | 276.7 | 287 | 294.7 | 305.4 | 317.1 | 321.5 | Gregory/Hsu/Lam |
| MainStay Float Rate;A | 5/3/2004 | 3.46 | N/A | 312.8 | 346.1 | 376 | 411.3 | 451.4 | 462.7 | Dial/Malloy |
| MainStay Float Rate;B | 5/3/2004 | 2.77 | N/A | 39.4 | 40.4 | 42.6 | 48.8 | 55.7 | 59.1 | Dial/Malloy |
| MainStay Float Rate;C | 5/3/2004 | 2.76 | N/A | 94.4 | 100.3 | 106.1 | 123.4 | 142.2 | 145.6 | Dial/Malloy |
| MainStay Float Rate;I | 5/3/2004 | 3.75 | N/A | 2.3 | 2.6 | 2.6 | 2.6 | 3.1 | 3.9 | Dial/Malloy |
| MFS Flt Rt Hi Inc;A | 1/4/2005 | N/A | N/A | N/A | 23.9 | 27.1 | 30.5 | 34.3 | 37.3 | Mykrantz/Robbins |
| MFS Flt Rt Hi Inc;C | 1/4/2005 | N/A | N/A | N/A | 1.3 | 1.7 | 2.5 | 4.1 | 6 | Mykrantz/Robbins |
| MFS Flt Rt Hi Inc;I | 1/4/2005 | N/A | N/A | N/A | 1.2 | 1.2 | 1.2 | 1.3 | 1.3 | Mykrantz/Robbins |
| PIMCO:Float Inc;A | 7/30/2004 | N/A | N/A | 116.8 | 138.1 | 158.8 | 177 | 166.7 | 171.6 | Mohamed A. El-Erian |
| PIMCO:Float Inc;C | 9/30/2004 | N/A | N/A | 11.9 | 15.8 | 21.5 | 28.9 | 32.8 | 36 | Mohamed A. El-Erian |
| PIMCO:Float Inc;D | 7/30/2004 | N/A | N/A | 24.4 | 30.8 | 37.3 | 43.1 | 44.8 | 43.8 | Mohamed A. El-Erian |
| PIMCO:Float Inc;Inst | 7/30/2004 | N/A | N/A | 429.3 | 494.1 | 572.5 | 714 | 814.6 | 956.7 | Mohamed A. El-Erian |
| Putnam Float Rt Inc;A | 8/4/2004 | N/A | N/A | 98.7 | 94.8 | 88.1 | 109.3 | 135 | 148 | Team Managed |
| Putnam Float Rt Inc;B | 9/7/2004 | N/A | N/A | 6.4 | 7.9 | 8.9 | 11.9 | 18.6 | 20.2 | Team Managed |
| Putnam Float Rt Inc;C | 9/7/2004 | N/A | N/A | 12.8 | 18 | 24.3 | 31.9 | 37.2 | 41.1 | Team Managed |
| Putnam Float Rt Inc;M | 9/7/2004 | N/A | N/A | 5.9 | 9.1 | 22.5 | 28.9 | 27.4 | 20.6 | Team Managed |
| Putnam Float Rt Inc;R | 9/7/2004 | N/A | N/A | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | Team Managed |
| Security Inc:Inc Opp;A | 3/31/2004 | 4.13 | N/A | 27.6 | 29.1 | 30.3 | 38.3 | 44.3 | 43.5 | Team Managed |
| Security Inc:Inc Opp;B | 3/31/2004 | 3.24 | N/A | 18.5 | 18.8 | 19 | 19.4 | 19.5 | 19.5 | Team Managed |
| Security Inc:Inc Opp;C | 3/31/2004 | 3.25 | N/A | 30.2 | 31.6 | 33 | 33.4 | 34.6 | 34.8 | Team Managed |
| Average/Total | 3.61 | 3.88 | 11610.3 | 12128.1 | 12714.1 | 13441.2 | 13855.8 | 13893 |