Edgar Filing: EATON VANCE SENIOR INCOME TRUST

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES

Investment Company Act File Number		811-09013
Eaton Vance Senior Income Trust
(Exact Name of Registrant as Specified in Charter)
The Eaton Vance Building, 255 State Street, Boston, Massachusetts		02109
(Address of Principal Executive Offices)		(Zip code)
Alan R. Dynner, Esq. Eaton Vance Management, 255 State Street, Boston, Massachusetts 02109
(Name and Address of Agent for Services)
Registrant’s Telephone Number, Including Area Code:		(617) 482-8260
Date of Fiscal Year End:		June 30
Date of Reporting Period:		March 31, 2006

Item 1. Schedule of Investments

Eaton Vance Senior Income Trust as of March 31, 2006

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating Rate Interests — 148.0% (1)

Principal
Amount		Borrower/Tranche Description	Value
Aerospace and Defense — 3.1%
		Alliant Techsystems, Inc.
$	315,000	Term Loan, 5.81%, Maturing March 31, 2009	$	316,378
		Delta Air Lines, Inc.
1,275,000		Term Loan, 13.51%, Maturing March 16, 2008	1,317,234
		Dresser Rand Group, Inc.
228,107		Term Loan, 6.92%, Maturing October 29, 2011	232,241
		DRS Technologies, Inc.
550,000		Term Loan, 6.28%, Maturing January 31, 2013	556,273
		Hexcel Corp.
534,333		Term Loan, 6.38%, Maturing March 1, 2012	540,345
		IAP Worldwide Services, Inc.
523,688		Term Loan, 8.00%, Maturing December 30, 2012	530,888
		K&F Industries, Inc.
847,088		Term Loan, 7.01%, Maturing November 18, 2012	859,265
		Mid-Western Aircraft Systems, Inc.
744,997		Term Loan, 6.85%, Maturing December 31, 2011	757,569
		Standard Aero Holdings, Inc.
1,067,635		Term Loan, 7.00%, Maturing August 24, 2012	1,067,970
		Transdigm, Inc.
1,960,000		Term Loan, 6.99%, Maturing July 22, 2010	1,988,788
		Vought Aircraft Industries, Inc.
1,121,647		Term Loan, 7.33%, Maturing December 22, 2011	1,135,668
		Wam Aquisition, S.A.
362,670		Term Loan, 7.73%, Maturing April 8, 2013	366,720
362,670		Term Loan, 8.23%, Maturing April 8, 2014	368,412
			$	10,037,751
Air Transport — 0.3%
		United Airlines, Inc.
743,750		Term Loan, 8.63%, Maturing February 1, 2012	757,045
106,250		Term Loan, 8.63%, Maturing February 1, 2012	108,149
			$	865,194
Automotive — 6.7%
		Accuride Corp.
1,213,720		Term Loan, 7.19%, Maturing January 31, 2012	1,230,864
		Affina Group, Inc.
298,389		Term Loan, 7.67%, Maturing November 30, 2011	295,592
		Axletech International Holding, Inc.
925,000		Term Loan, 11.19%, Maturing April 21, 2013	932,708
		CSA Acquisition Corp.
303,248		Term Loan, 7.50%, Maturing December 23, 2011	305,598
487,833		Term Loan, 7.50%, Maturing December 23, 2011	491,613

		Dayco Products, LLC
$	1,370,592	Term Loan, 7.97%, Maturing June 23, 2011	$	1,389,010
		Exide Technologies, Inc.
442,792		Term Loan, 11.25%, Maturing May 5, 2010	449,065
448,218		Term Loan, 11.25%, Maturing May 5, 2010	454,568
		Federal-Mogul Corp.
750,000		Term Loan, 7.08%, Maturing December 9, 2006	725,156
1,500,000		Term Loan, 7.33%, Maturing December 9, 2006	1,455,937
763,183		Term Loan, 8.58%, Maturing December 9, 2006	766,999
		Goodyear Tire & Rubber Co.
470,000		Term Loan, 4.73%, Maturing April 30, 2010	474,910
1,580,000		Term Loan, 7.06%, Maturing April 30, 2010	1,604,687
500,000		Term Loan, 7.81%, Maturing March 1, 2011	507,969
		HLI Operating Co., Inc.
911,730		Term Loan, 8.00%, Maturing June 3, 2009	918,405
		Key Automotive Group
893,866		Term Loan, 7.69%, Maturing June 29, 2010	902,804
		Keystone Automotive Operations, Inc.
875,000		Term Loan, 7.46%, Maturing October 30, 2010	878,828
		R.J. Tower Corp.
1,175,000		DIP Revolving Loan, 8.25%, Maturing February 2, 2007	1,198,500
		Tenneco Automotive, Inc.
1,194,224		Term Loan, 6.88%, Maturing December 12, 2010	1,213,481
		TI Automotive, Ltd.
648,527		Term Loan, 7.94%, Maturing June 30, 2011	636,367
		Trimas Corp.
1,906,376		Term Loan, 8.38%, Maturing December 31, 2009	1,927,027
		TRW Automotive, Inc.
1,566,940		Term Loan, 6.25%, Maturing June 30, 2012	1,574,231
		United Components, Inc.
844,358		Term Loan, 7.22%, Maturing June 30, 2010	858,871
		Visteon Corp.
275,000		Term Loan, 9.18%, Maturing June 20, 2007	279,503
			$	21,472,693
Beverage and Tobacco — 2.1%
		Alliance One International, Inc.
420,750		Term Loan, 8.48%, Maturing May 13, 2010	425,483
		Constellation Brands, Inc.
2,105,672		Term Loan, 6.36%, Maturing November 30, 2011	2,136,337
		Culligan International Co.
841,500		Term Loan, 7.25%, Maturing September 30, 2011	854,999
		National Dairy Holdings, L.P.
158,400		Term Loan, 6.83%, Maturing March 15, 2012	159,291
		National Distribution Co.
425,000		Term Loan, 11.33%, Maturing June 22, 2010	426,062
		Southern Wine & Spirits of America, Inc.
2,409,491		Term Loan, 6.48%, Maturing June 1, 2012	2,432,834

		Sunny Delight Beverages Co.
$	364,412	Term Loan, 9.04%, Maturing August 20, 2010	$	359,401
			$	6,794,407
Building and Development — 9.3%
		AP-Newkirk Holdings, LLC
1,050,000		Term Loan, 7.28%, Maturing December 21, 2007	1,059,844
		Biomed Realty, L.P.
1,640,000		Term Loan, 6.88%, Maturing May 31, 2010	1,644,100
		Capital Automotive REIT
725,000		Term Loan, 6.34%, Maturing December 16, 2010	733,092
		DMB / CH II, LLC
210,000		Term Loan, 7.13%, Maturing September 9, 2009	210,525
		Epco / Fantome, LLC
825,000		Term Loan, 7.83%, Maturing November 23, 2010	827,062
		Formica Corp.
550,000		Term Loan, 7.96%, Maturing March 15, 2013	555,156
		FT-FIN Acquisition, LLC
667,138		Term Loan, 9.19%, Maturing November 17, 2007	668,806
		Gables GP, Inc.
472,947		Term Loan, 6.42%, Maturing September 30, 2006	475,439
		General Growth Properties, Inc.
1,000,000		Term Loan, 6.06%, Maturing February 24, 2011	999,931
		Hovstone Holdings, LLC
655,000		Term Loan, 7.06%, Maturing February 28, 2009	656,637
		Kyle Acquisition Group, LLC
257,181		Term Loan, 6.81%, Maturing July 20, 2010	259,753
		Landsource Communities, LLC
1,502,000		Term Loan, 7.25%, Maturing March 31, 2010	1,510,919
		LNR Property Corp.
1,190,251		Term Loan, 7.64%, Maturing February 3, 2008	1,202,340
685,233		Term Loan, 7.69%, Maturing February 3, 2008	689,516
		LNR Property Holdings
453,600		Term Loan, 9.14%, Maturing March 3, 2008	459,270
		MAAX Corp.
381,876		Term Loan, 7.82%, Maturing June 4, 2011	379,967
		Mueller Group, Inc.
1,368,125		Term Loan, 7.05%, Maturing October 3, 2012	1,388,037
		Newkirk Master, L.P.
1,690,591		Term Loan, 6.38%, Maturing August 11, 2008	1,706,440
		Nortek, Inc.
935,750		Term Loan, 6.70%, Maturing August 27, 2011	945,838
		Panolam Industries Holdings, Inc.
846,997		Term Loan, 7.73%, Maturing September 30, 2012	859,702
		South Edge, LLC
328,125		Term Loan, 6.63%, Maturing October 31, 2007	329,902
421,875		Term Loan, 6.88%, Maturing October 31, 2009	425,479

			Stile Acquisition Corp.
$	1,225,322		Term Loan, 6.63%, Maturing April 6, 2013		$	1,212,581
			Stile U.S. Acquisition Corp.
1,227,409			Term Loan, 6.63%, Maturing April 6, 2013		1,214,647
			Sugarloaf Mills, L.P.
1,000,000			Term Loan, 6.57%, Maturing April 7, 2007		1,005,000
1,200,000			Term Loan, 7.70%, Maturing April 7, 2007		1,200,000
			TE / Tousa Senior, LLC
575,000			Term Loan, 7.75%, Maturing July 29, 2008		581,469
			The Woodlands Community Property Co.
1,304,000			Term Loan, 6.78%, Maturing November 30, 2007		1,313,780
923,000			Term Loan, 8.78%, Maturing November 30, 2007		936,845
			Tousa / Kolter, LLC
1,110,000			Term Loan, 5.88%, Maturing January 7, 2008 (2)		1,115,550
			TRU 2005 RE Holding Co.
2,200,000			Term Loan, 7.63%, Maturing December 9, 2008		2,200,000
			Trustreet Properties, Inc.
790,000			Term Loan, 6.63%, Maturing April 8, 2010		799,381
			United Subcontractors, Inc.
450,000			Term Loan, 11.95%, Maturing June 27, 2013		451,125
					$	30,018,133
Business Equipment and Services — 6.4%
		Acco Brands Corp.
323,750		Term Loan, 6.52%, Maturing August 17, 2012		327,122
		Affinion Group, Inc.
1,191,860		Term Loan, 7.50%, Maturing October 17, 2012		1,198,193
		Allied Security Holdings, LLC
793,457		Term Loan, 8.86%, Maturing June 30, 2010		801,888
		Baker & Taylor, Inc.
1,700,000		Term Loan, 11.66%, Maturing May 6, 2011		1,717,000
		DynCorp International, LLC
650,088		Term Loan, 7.63%, Maturing February 11, 2011		659,297
		Global Imaging Systems, Inc.
482,666		Term Loan, 6.38%, Maturing May 10, 2010		486,135
		Info USA, Inc.
324,188		Term Loan, 6.58%, Maturing February 14, 2012		326,214
		Iron Mountain, Inc.
3,969,686		Term Loan, 6.56%, Maturing April 2, 2011		4,008,764
		Language Line, Inc.
470,030		Term Loan, 8.88%, Maturing June 11, 2011		473,437
		Mitchell International, Inc.
380,267		Term Loan, 6.98%, Maturing August 15, 2011		385,258
		N.E.W. Holdings I, LLC
428,330		Term Loan, 7.80%, Maturing July 1, 2011		433,684
		Protection One, Inc.
495,703		Term Loan, 7.80%, Maturing April 18, 2011		501,589
		RGIS Holdings, LLC
623,438		Term Loan, 7.48%, Maturing February 15, 2013		626,750

		SGS International, Inc.
$	399,000	Term Loan, 7.18%, Maturing December 30, 2011	$	404,985
		Sungard Data Systems, Inc.
6,972,313		Term Loan, 7.22%, Maturing February 11, 2013	7,073,474
		Transaction Network Services, Inc.
419,412		Term Loan, 6.89%, Maturing May 4, 2012	421,509
		Western Inventory Services
275,000		Term Loan, 11.57%, Maturing October 14, 2011	277,062
		Williams Scotsman, Inc.
500,000		Term Loan, 6.91%, Maturing June 28, 2010	506,458
			$	20,628,819
Cable and Satellite Television — 7.3%
		Adelphia Communications Corp.
1,807,270		DIP Loan, 6.81%, Maturing March 31, 2006	1,816,307
		Atlantic Broadband Finance, LLC
1,494,183		Term Loan, 7.62%, Maturing September 1, 2011	1,520,331
		Bragg Communications, Inc.
551,645		Term Loan, 6.81%, Maturing August 31, 2011	558,885
		Canadian Cable Acquisition Co., Inc.
994,850		Term Loan, 7.96%, Maturing July 30, 2011	1,007,286
		Cebridge Connections, Inc.
749,700		Term Loan, 7.98%, Maturing February 23, 2009	753,448
784,000		Term Loan, 10.44%, Maturing February 23, 2010	815,360
		Charter Communications Operating, LLC
7,109,362		Term Loan, 7.92%, Maturing April 27, 2011	7,181,237
		Insight Midwest Holdings, LLC
3,421,250		Term Loan, 7.00%, Maturing December 31, 2009	3,474,317
		Liberty Cablevision of Puerto Rico Ltd.
225,000		Term Loan, 7.09%, Maturing March 1, 2013	227,250
		MCC Iowa, LLC
835,189		Term Loan, 6.72%, Maturing February 3, 2014	847,129
		Mediacom Illinois, LLC
1,975,000		Term Loan, 6.97%, Maturing March 31, 2013	2,005,397
		UGS Corp.
1,369,129		Term Loan, 6.83%, Maturing March 31, 2012	1,387,670
		UPC Broadband Holdings B.V.
1,780,000		Term Loan, 7.28%, Maturing September 30, 2012	1,793,535
			$	23,388,152
Chemicals and Plastics — 8.9%
		Basell Af S.A.R.L.
208,333		Term Loan, 7.31%, Maturing August 1, 2013	212,305
41,667		Term Loan, 7.31%, Maturing August 1, 2013	42,461
208,333		Term Loan, 7.67%, Maturing August 1, 2014	212,305
41,667		Term Loan, 7.67%, Maturing August 1, 2014	42,461

		Brenntag Holding GmbH and Co. KG
$	196,364	Term Loan, 7.44%, Maturing December 23, 2013	$	200,045
803,636		Term Loan, 7.44%, Maturing December 23, 2013	816,495
600,000		Term Loan, 11.43%, Maturing December 23, 2015	618,000
		Celanese Holdings, LLC
2,611,439		Term Loan, 6.98%, Maturing April 6, 2011	2,652,243
		Gentek, Inc.
295,866		Term Loan, 7.52%, Maturing February 25, 2011	297,669
430,000		Term Loan, 10.35%, Maturing February 25, 2012	433,494
		Hercules, Inc.
490,000		Term Loan, 6.08%, Maturing October 8, 2010	494,900
		Hexion Specialty Chemicals, Inc.
248,280		Term Loan, 4.73%, Maturing May 31, 2012	252,625
654,269		Term Loan, 7.50%, Maturing May 31, 2012	665,719
903,514		Term Loan, 7.50%, Maturing May 31, 2012	919,326
		Huntsman, LLC
3,120,873		Term Loan, 6.53%, Maturing August 16, 2012	3,144,767
		Ineos Group
1,375,000		Term Loan, 7.34%, Maturing December 14, 2013	1,396,484
1,375,000		Term Loan, 7.84%, Maturing December 14, 2014	1,396,484
		Innophos, Inc.
439,064		Term Loan, 7.15%, Maturing August 13, 2010	445,558
		Invista B.V.
1,482,253		Term Loan, 6.75%, Maturing April 29, 2011	1,502,016
753,471		Term Loan, 6.75%, Maturing April 29, 2011	763,517
		ISP Chemo, Inc.
1,175,000		Term Loan, 6.50%, Maturing February 16, 2013	1,188,743
		Kraton Polymer, LLC
1,460,361		Term Loan, 7.49%, Maturing December 23, 2010	1,483,179
		Mosaic Co.
762,300		Term Loan, 6.19%, Maturing February 21, 2012	770,304
		Nalco Co.
3,298,625		Term Loan, 6.52%, Maturing November 4, 2010	3,338,255
		PQ Corp.
262,350		Term Loan, 7.00%, Maturing February 11, 2012	266,340
		Rockwood Specialties Group, Inc.
2,311,650		Term Loan, 6.67%, Maturing December 10, 2012	2,345,060
		Solo Cup Co.
1,343,154		Term Loan, 7.53%, Maturing February 27, 2011	1,359,104
		Solutia, Inc.
400,000		DIP Loan, 8.33%, Maturing March 31, 2007	403,750
		Wellman, Inc.
900,000		Term Loan, 8.68%, Maturing February 10, 2009	913,500
			$	28,577,109
Clothing / Textiles — 0.7%
		Propex Fabrics, Inc.
525,000		Term Loan, 7.00%, Maturing July 31, 2012	530,250

		St. John Knits International, Inc.
$	810,542	Term Loan, 7.25%, Maturing March 23, 2012	$	821,687
		The William Carter Co.
904,031		Term Loan, 6.49%, Maturing July 14, 2012	915,709
			$	2,267,646
Conglomerates — 4.6%
		Aearo Technologies, Inc.
400,000		Term Loan, 11.45%, Maturing September 24, 2013	400,000
		Amsted Industries, Inc.
1,118,282		Term Loan, 7.15%, Maturing October 15, 2010	1,135,988
		Blount, Inc.
346,485		Term Loan, 7.03%, Maturing August 9, 2010	349,950
		Bushnell Performance Optics
497,561		Term Loan, 7.83%, Maturing August 19, 2011	502,744
		Euramax International, Inc.
327,412		Term Loan, 7.69%, Maturing June 28, 2012	329,704
334,211		Term Loan, 11.54%, Maturing June 28, 2013	332,539
165,789		Term Loan, 11.54%, Maturing June 28, 2013	164,961
		Goodman Global Holdings, Inc.
572,207		Term Loan, 6.63%, Maturing December 23, 2011	577,572
		Jarden Corp.
1,047,297		Term Loan, 6.78%, Maturing January 24, 2012	1,055,282
1,487,096		Term Loan, 7.03%, Maturing January 24, 2012	1,504,357
		Johnson Diversey, Inc.
1,969,127		Term Loan, 7.21%, Maturing December 16, 2011	2,000,304
		Polymer Group, Inc.
1,396,500		Term Loan, 7.21%, Maturing November 22, 2012	1,415,920
		PP Acquisition Corp.
1,582,889		Term Loan, 7.98%, Maturing November 12, 2011	1,600,036
		Rexnord Corp.
1,870,618		Term Loan, 6.92%, Maturing December 31, 2011	1,893,612
		US Investigations Services, Inc.
1,111,778		Term Loan, 7.43%, Maturing October 14, 2012	1,124,980
296,721		Term Loan, 7.43%, Maturing October 14, 2013	300,987
			$	14,688,936
Containers and Glass Products — 6.7%
		Berry Plastics Corp.
2,123,272		Term Loan, 6.84%, Maturing December 2, 2011	2,156,227
		BWAY Corp.
275,500		Term Loan, 6.81%, Maturing June 30, 2011	279,417
		Consolidated Container Holding, LLC
638,625		Term Loan, 8.37%, Maturing December 15, 2008	642,217
		Crown America, Inc.
350,000		Term Loan, 6.44%, Maturing November 15, 2012	352,844
		Dr. Pepper/Seven Up Bottling Group, Inc.
1,243,295		Term Loan, 6.79%, Maturing December 19, 2010	1,261,633

		Graham Packaging Holdings Co.
$	2,271,251	Term Loan, 6.97%, Maturing October 7, 2011	$	2,303,900
1,000,000		Term Loan, 9.25%, Maturing April 7, 2012	1,025,208
		Graphic Packaging International, Inc.
4,848,647		Term Loan, 6.98%, Maturing August 8, 2010	4,931,224
		IPG (US), Inc.
364,450		Term Loan, 7.10%, Maturing July 28, 2011	369,765
		JSG Acquisitions
990,000		Term Loan, 7.05%, Maturing December 31, 2013	1,006,087
990,000		Term Loan, 7.55%, Maturing December 13, 2014	1,006,087
		Kranson Industries, Inc.
466,018		Term Loan, 7.73%, Maturing July 30, 2011	471,843
		Owens-Illinois, Inc.
1,486,733		Term Loan, 6.42%, Maturing April 1, 2007	1,491,379
394,214		Term Loan, 6.56%, Maturing April 1, 2008	395,877
		Smurfit-Stone Container Corp.
315,687		Term Loan, 4.45%, Maturing November 1, 2010	320,343
349,125		Term Loan, 6.94%, Maturing November 1, 2011	354,275
793,897		Term Loan, 7.06%, Maturing November 1, 2011	805,607
2,265,384		Term Loan, 7.10%, Maturing November 1, 2011	2,298,798
			$	21,472,731
Cosmetics / Toiletries — 0.8%
		American Safety Razor Co.
928,056		Term Loan, 7.56%, Maturing February 28, 2012	941,976
		Prestige Brands, Inc.
882,000		Term Loan, 7.23%, Maturing April 6, 2011	894,311
		Revlon Consumer Products Corp.
721,875		Term Loan, 10.72%, Maturing July 9, 2010	743,757
			$	2,580,044
Drugs — 1.3%
		Patheon, Inc.
975,000		Term Loan, 6.91%, Maturing December 14, 2011	981,094
		Warner Chilcott Corp.
4,416		Term Loan, 7.44%, Maturing June 30, 2006	4,459
22,082		Term Loan, 7.65%, Maturing January 12, 2012	22,297
1,965,152		Term Loan, 7.64%, Maturing January 18, 2012	1,984,804
365,817		Term Loan, 7.86%, Maturing January 18, 2012	369,475
791,860		Term Loan, 7.86%, Maturing January 18, 2012	799,779
			$	4,161,908
Ecological Services and Equipment — 2.1%
		Alderwoods Group, Inc.
269,802		Term Loan, 6.61%, Maturing September 29, 2009	272,837
		Allied Waste Industries, Inc.
846,665		Term Loan, 4.54%, Maturing January 15, 2012	851,216
2,180,748		Term Loan, 6.80%, Maturing January 15, 2012	2,193,015

		Envirocare of Utah, LLC
$	1,209,543	Term Loan, 7.38%, Maturing April 15, 2010	$	1,223,906
		Environmental Systems, Inc.
976,103		Term Loan, 8.27%, Maturing December 12, 2008	982,204
		IESI Corp.
441,176		Term Loan, 6.38%, Maturing January 20, 2012	447,242
		Sensus Metering Systems, Inc.
718,634		Term Loan, 7.30%, Maturing December 17, 2010	726,494
95,456		Term Loan, 7.35%, Maturing December 17, 2010	96,500
			$	6,793,414
Electronics / Electrical — 4.5%
		AMI Semiconductor, Inc.
951,213		Term Loan, 6.33%, Maturing April 1, 2012	957,950
		Aspect Software, Inc.
1,350,000		Term Loan, 7.44%, Maturing September 22, 2010	1,365,610
		Avago Technologies Finance PTE
66,796		Term Loan, 7.13%, Maturing December 1, 2012	67,047
		Communications & Power, Inc.
444,444		Term Loan, 7.01%, Maturing July 23, 2010	449,074
		Enersys Capital, Inc.
982,500		Term Loan, 6.82%, Maturing March 17, 2011	994,781
		Fairchild Semiconductor Corp.
2,115,719		Term Loan, 6.63%, Maturing December 31, 2010	2,131,587
		FCI International S.A.S.
110,363		Term Loan, 7.73%, Maturing November 1, 2013	111,881
114,637		Term Loan, 7.73%, Maturing November 1, 2013	115,926
114,637		Term Loan, 8.23%, Maturing November 1, 2013	116,070
110,363		Term Loan, 8.23%, Maturing November 1, 2013	111,881
		Invensys International Holdings Ltd.
823,806		Term Loan, 7.79%, Maturing September 4, 2009	833,074
		Network Solutions, LLC
498,750		Term Loan, 9.96%, Maturing January 9, 2012	501,244
		Open Solutions, Inc.
550,000		Term Loan, 11.33%, Maturing March 3, 2012	564,437
		Rayovac Corp.
2,705,562		Term Loan, 7.20%, Maturing February 7, 2012	2,742,763
		Security Co., Inc.
491,258		Term Loan, 8.25%, Maturing June 30, 2010	495,557
500,000		Term Loan, 12.63%, Maturing June 30, 2011	506,875
		Serena Software, Inc.
325,000		Term Loan, 6.95%, Maturing March 10, 2013	329,835
		SSA Global Technologies, Inc.
248,750		Term Loan, 6.97%, Maturing September 22, 2011	251,237
		Telcordia Technologies, Inc.
1,548,300		Term Loan, 7.31%, Maturing September 15, 2012	1,537,172

		Vertafore, Inc.
$	450,000	Term Loan, 10.87%, Maturing January 31, 2013	$	456,375
			$	14,640,376
Equipment Leasing — 1.4%
		Ashtead Group, PLC
990,000		Term Loan, 6.50%, Maturing November 12, 2009	1,001,756
		Maxim Crane Works, L.P.
633,404		Term Loan, 6.94%, Maturing January 28, 2010	643,895
		The Hertz Corp.
253,933		Term Loan, 0.00%, Maturing December 21, 2012 (2)	257,194
216,667		Term Loan, 4.93%, Maturing December 21, 2012	219,875
1,475,702		Term Loan, 6.98%, Maturing December 21, 2012	1,497,554
		United Rentals, Inc.
166,667		Term Loan, 4.83%, Maturing February 14, 2011	168,819
816,667		Term Loan, 7.07%, Maturing February 14, 2011	827,216
			$	4,616,309
Farming / Agriculture — 0.4%
		Central Garden & Pet Co.
1,125,000		Term Loan, 6.18%, Maturing February 28, 2014	1,134,141
			$	1,134,141
Financial Intermediaries — 3.8%
		AIMCO Properties, L.P.
3,050,000		Term Loan, 6.36%, Maturing November 2, 2009	3,074,781
		Ameritrade Holding Corp.
3,025,000		Term Loan, 6.32%, Maturing December 31, 2012	3,046,081
		Coinstar, Inc.
282,520		Term Loan, 6.55%, Maturing July 7, 2011	285,521
		Fidelity National Information Solutions, Inc.
3,202,875		Term Loan, 6.47%, Maturing March 9, 2013	3,232,402
		LPL Holdings, Inc.
1,945,125		Term Loan, 8.20%, Maturing June 30, 2013	1,970,655
		The Macerich Partnership, L.P.
650,000		Term Loan, 6.19%, Maturing April 25, 2010	655,416
			$	12,264,856
Food Products — 3.0%
		Acosta, Inc.
1,022,438		Term Loan, 7.00%, Maturing December 6, 2012	1,037,135
		Chiquita Brands, LLC
367,225		Term Loan, 6.83%, Maturing June 28, 2012	371,356
		Del Monte Corp.
446,625		Term Loan, 6.14%, Maturing February 8, 2012	449,696
		Doane Pet Care Co.
298,500		Term Loan, 6.81%, Maturing October 21, 2012	303,164
		Dole Food Company, Inc.
581,687		Term Loan, 6.34%, Maturing April 18, 2012	584,232

		Herbalife International, Inc.
$	121,654	Term Loan, 6.46%, Maturing December 21, 2010	$	122,871
		Michael Foods, Inc.
1,212,752		Term Loan, 6.70%, Maturing November 21, 2010	1,230,185
		Pinnacle Foods Holdings Corp.
3,360,649		Term Loan, 7.82%, Maturing November 25, 2010	3,417,780
		Reddy Ice Group, Inc.
1,055,000		Term Loan, 6.32%, Maturing August 9, 2012	1,066,540
		The Meow Mix Company
988,024		Term Loan, 8.03%, Maturing July 13, 2011	992,656
			$	9,575,615
Food Service — 4.0%
		AFC Enterprises, Inc.
792,849		Term Loan, 7.25%, Maturing May 11, 2011	799,291
		Buffets, Inc.
209,091		Term Loan, 4.98%, Maturing June 28, 2009	211,182
935,606		Term Loan, 8.19%, Maturing June 28, 2009	944,963
		Burger King Corp.
1,536,162		Term Loan, 6.50%, Maturing June 30, 2012	1,547,204
		Carrols Corp.
732,665		Term Loan, 7.38%, Maturing December 31, 2010	744,342
		CKE Restaurants, Inc.
193,204		Term Loan, 6.81%, Maturing May 1, 2010	195,498
		Denny’s, Inc.
1,234,389		Term Loan, 8.07%, Maturing September 30, 2009	1,258,048
		Domino’s, Inc.
3,404,813		Term Loan, 6.49%, Maturing June 25, 2010	3,436,025
		Dunkin’ Brands, Inc.
775,000		Term Loan, 7.06%, Maturing March 1, 2013	777,180
		Gate Gourmet Borrower, LLC
100,000		Term Loan, 7.00%, Maturing March 9, 2012	100,000
800,000		Term Loan, 7.64%, Maturing March 9, 2012	800,000
		Jack in the Box, Inc.
735,000		Term Loan, 6.28%, Maturing January 8, 2011	742,809
		Maine Beverage Co., LLC
426,339		Term Loan, 6.73%, Maturing June 30, 2010	425,273
		Weight Watchers International, Inc.
492,500		Term Loan, 6.10%, Maturing March 31, 2010	498,246
		Weightwatchers.com, Inc.
500,000		Term Loan, 9.49%, Maturing June 16, 2011	507,188
			$	12,987,249
Food / Drug Retailers — 2.7%
		Cumberland Farms, Inc.
2,179,817		Term Loan, 7.00%, Maturing September 8, 2008	2,192,078
		General Nutrition Centers, Inc.
831,527		Term Loan, 7.82%, Maturing December 7, 2009	845,040

		Giant Eagle, Inc.
$	997,500	Term Loan, 6.07%, Maturing November 7, 2012	$	1,003,890
		Roundy’s Supermarkets, Inc.
1,845,375		Term Loan, 7.79%, Maturing November 3, 2011	1,872,672
		The Jean Coutu Group (PJC), Inc.
2,348,661		Term Loan, 7.19%, Maturing July 30, 2011	2,374,921
		The Pantry, Inc.
448,875		Term Loan, 6.58%, Maturing January 2, 2012	454,766
			$	8,743,367
Forest Products — 3.4%
		Boise Cascade Holdings, LLC
1,439,847		Term Loan, 6.74%, Maturing October 29, 2011	1,460,381
		Buckeye Technologies, Inc.
191,262		Term Loan, 6.70%, Maturing March 15, 2008	191,859
		Georgia-Pacific Corp.
4,738,125		Term Loan, 6.88%, Maturing December 20, 2012	4,777,177
1,450,000		Term Loan, 7.83%, Maturing December 23, 2013	1,483,322
		NewPage Corp.
986,961		Term Loan, 7.96%, Maturing May 2, 2011	1,002,999
		RLC Industries Co.
552,536		Term Loan, 6.48%, Maturing February 24, 2010	555,298
		Xerium Technologies, Inc.
1,455,195		Term Loan, 7.23%, Maturing November 19, 2011	1,457,014
			$	10,928,050
Healthcare — 10.0%
		Accellent, Inc.
937,650		Term Loan, 6.80%, Maturing November 22, 2012	946,440
		Alliance Imaging, Inc.
1,188,534		Term Loan, 7.22%, Maturing December 29, 2011	1,192,546
		Ameripath, Inc.
1,000,000		Term Loan, 6.64%, Maturing October 31, 2012	1,013,281
		AMN Healthcare, Inc.
300,000		Term Loan, 6.73%, Maturing November 2, 2011	303,656
		AMR HoldCo, Inc.
633,212		Term Loan, 6.84%, Maturing February 10, 2012	641,721
		Angiotech Pharmaceuticals, Inc.
300,000		Term Loan, 6.30%, Maturing March 23, 2013	300,000
		Caremore Holdings, Inc.
475,000		Term Loan, 8.23%, Maturing February 28, 2013	478,266
		Carl Zeiss Topco GMBH
196,667		Term Loan, 7.86%, Maturing February 28, 2013	198,855
393,333		Term Loan, 8.36%, Maturing February 28, 2014	399,675
375,000		Term Loan, 10.61%, Maturing August 31, 2014	382,734
		Community Health Systems, Inc.
3,387,169		Term Loan, 6.56%, Maturing August 19, 2011	3,434,447

		Concentra Operating Corp.
$	1,268,625	Term Loan, 6.69%, Maturing September 30, 2011	$	1,285,540
		Conmed Corp.
934,606		Term Loan, 6.95%, Maturing December 31, 2007	940,448
		CRC Health Corp.
250,000		Term Loan, 7.23%, Maturing February 6, 2013	253,125
		Davita, Inc.
3,821,801		Term Loan, 6.68%, Maturing October 5, 2012	3,876,342
		Encore Medical IHC, Inc.
757,958		Term Loan, 7.59%, Maturing October 4, 2010	766,486
		FGX International, Inc.
295,038		Term Loan, 8.93%, Maturing December 12, 2012	289,138
		FHC Health Systems, Inc.
348,214		Term Loan, 10.82%, Maturing December 18, 2009	355,179
243,750		Term Loan, 12.82%, Maturing December 18, 2009	248,625
750,000		Term Loan, 13.82%, Maturing February 7, 2011	763,125
		Gentiva Health Services, Inc.
450,000		Term Loan, 6.89%, Maturing February 28, 2014	455,625
		Hanger Orthopedic Group, Inc.
979,898		Term Loan, 8.73%, Maturing September 30, 2009	994,597
		Healthcare Partners, LLC
194,750		Term Loan, 6.89%, Maturing March 2, 2011	196,819
		Healthsouth Corp.
1,150,000		Term Loan, 8.15%, Maturing March 10, 2013	1,160,063
		Kinetic Concepts, Inc.
218,652		Term Loan, 6.73%, Maturing August 11, 2010	221,431
		Leiner Health Products, Inc.
525,638		Term Loan, 8.61%, Maturing May 27, 2011	533,194
		Lifecare Holdings, Inc.
447,750		Term Loan, 7.07%, Maturing August 11, 2012	425,474
		Lifepoint Hospitals, Inc.
2,114,263		Term Loan, 6.19%, Maturing April 15, 2012	2,129,975
		Magellan Health Services, Inc.
457,958		Term Loan, 4.54%, Maturing August 15, 2008	463,110
515,203		Term Loan, 7.16%, Maturing August 15, 2008	520,999
		Matria Healthcare, Inc.
64,103		Term Loan, 7.02%, Maturing January 19, 2007	64,303
300,000		Term Loan, 9.00%, Maturing January 19, 2007	306,750
135,558		Term Loan, 7.15%, Maturing January 19, 2012	136,956
		Medcath Holdings Corp.
100,625		Term Loan, 7.10%, Maturing July 2, 2011	101,254
		National Mentor, Inc.
873,671		Term Loan, 7.21%, Maturing September 30, 2011	878,040
		PER-SE Technologies, Inc.
544,828		Term Loan, 7.22%, Maturing January 6, 2013	552,319
		Renal Advantage, Inc.
199,000		Term Loan, 7.42%, Maturing October 5, 2012	201,425

		Select Medical Holding Corp.
$	1,264,737	Term Loan, 6.52%, Maturing February 24, 2012	$	1,254,549
		Sunrise Medical Holdings, Inc.
491,505		Term Loan, 8.05%, Maturing May 13, 2010	492,119
		Talecris Biotherapeutics, Inc.
534,600		Term Loan, 8.02%, Maturing March 31, 2010	533,264
		Vanguard Health Holding Co., LLC
1,641,785		Term Loan, 6.95%, Maturing September 23, 2011	1,663,848
		VWR International, Inc.
940,707		Term Loan, 7.12%, Maturing April 7, 2011	955,112
			$	32,310,855
Home Furnishings — 2.2%
		Interline Brands, Inc.
1,517,354		Term Loan, 7.23%, Maturing December 31, 2010	1,532,528
		Knoll, Inc.
971,250		Term Loan, 6.73%, Maturing October 3, 2012	986,274
		National Bedding Co., LLC
350,000		Term Loan, 9.72%, Maturing August 31, 2012	356,781
		Oreck Corp.
746,222		Term Loan, 7.73%, Maturing February 2, 2012	756,949
		Sealy Mattress Co.
1,597,479		Term Loan, 6.52%, Maturing April 6, 2012	1,619,945
		Simmons Co.
1,737,547		Term Loan, 7.35%, Maturing December 19, 2011	1,766,597
			$	7,019,074
Industrial Equipment — 1.1%
		Alliance Laundry Holdings, LLC
247,800		Term Loan, 6.92%, Maturing January 27, 2012	251,440
		Colfax Corp.
594,981		Term Loan, 7.00%, Maturing December 19, 2011	602,791
		Flowserve Corp.
1,097,445		Term Loan, 6.66%, Maturing August 10, 2012	1,113,392
		Gleason Corp.
210,726		Term Loan, 7.27%, Maturing July 27, 2011	213,360
746,250		Term Loan, 10.32%, Maturing January 31, 2012	759,309
		Mainline, L.P.
764,444		Term Loan, 7.31%, Maturing December 17, 2011	770,178
			$	3,710,470
Insurance — 2.4%
		ARG Holdings, Inc.
650,000		Term Loan, 12.13%, Maturing November 30, 2012	661,375
		CCC Information Services Group, Inc.
375,000		Term Loan, 7.26%, Maturing February 10, 2013	380,703
		Conseco, Inc.
1,680,822		Term Loan, 6.50%, Maturing June 22, 2010	1,697,630

		Hilb, Rogal & Hobbs Co.
$	3,285,585	Term Loan, 7.13%, Maturing June 30, 2007		$		3,312,281
		U.S.I. Holdings Corp.
1,557,587		Term Loan, 7.07%, Maturing March 24, 2011		1,562,454
				$		7,614,443
Leisure Goods / Activities / Movies — 8.0%
		24 Hour Fitness Worldwide, Inc.
900,000		Term Loan, 7.62%, Maturing June 8, 2012	913,500
		Alliance Atlantis Communications, Inc.
335,610		Term Loan, 6.48%, Maturing December 20, 2011	338,966
		AMC Entertainment, Inc.
997,500		Term Loan, 6.94%, Maturing January 26, 2013	1,009,891
		AMF Bowling Worldwide, Inc.
345,829		Term Loan, 7.66%, Maturing August 27, 2009	349,179
		Cinemark, Inc.
1,960,000		Term Loan, 6.28%, Maturing March 31, 2011	1,989,645
		Deluxe Entertainment Services
500,000		Term Loan, 8.73%, Maturing January 28, 2011	508,334
		Fender Musical Instruments Co.
551,740		Term Loan, 6.47%, Maturing March 30, 2012	561,395
375,000		Term Loan, 8.72%, Maturing March 30, 2012	382,500
		HEI Acquisition, LLC
325,000		Term Loan, 7.08%, Maturing December 31, 2011	329,469
		Mega Blocks, Inc.
845,750		Term Loan, 6.44%, Maturing July 26, 2012	856,322
		Metro-Goldwyn-Mayer Holdings, Inc.
5,390,000		Term Loan, 7.23%, Maturing April 8, 2012	5,463,105
		Regal Cinemas Corp.
4,418,563		Term Loan, 6.73%, Maturing November 10, 2010	4,467,446
		Six Flags Theme Parks, Inc.
750,000		Revolving Loan, 7.13%, Maturing June 30, 2008 (2)	740,312
2,223,994		Term Loan, 7.11%, Maturing June 30, 2009	2,253,531
		Southwest Sports Group, LLC
600,000		Term Loan, 7.44%, Maturing December 22, 2010	607,500
		Universal City Development Partners, Ltd.
997,375		Term Loan, 6.67%, Maturing June 9, 2011	1,010,881
		WMG Acquisition Corp.
450,000		Revolving Loan, 0.00%, Maturing February 28, 2010 (2)	438,244
3,588,375		Term Loan, 6.67%, Maturing February 28, 2011	3,637,995
			$		25,858,215
Lodging and Casinos — 5.1%
		Alliance Gaming Corp.
1,693,024		Term Loan, 8.18%, Maturing September 4, 2009	1,713,658
		Ameristar Casinos, Inc.
598,500		Term Loan, 6.33%, Maturing November 10, 2012	604,766

		CCM Merger, Inc.
$	1,022,277	Term Loan, 6.92%, Maturing July 13, 2012	$	1,032,116
		Columbia Entertainment
533,036		Term Loan, 7.48%, Maturing October 24, 2011	538,200
		Globalcash Access, LLC
223,934		Term Loan, 7.08%, Maturing March 10, 2010	227,014
		Isle of Capri Casinos, Inc.
1,199,812		Term Loan, 6.42%, Maturing February 4, 2011	1,216,460
		MGM Mirage
1,571,429		Revolving Loan, 4.15%, Maturing April 25, 2010 (2)	1,533,125
428,571		Term Loan, 6.28%, Maturing April 25, 2010	430,446
		Penn National Gaming, Inc.
3,497,425		Term Loan, 6.39%, Maturing October 3, 2012	3,549,341
		Pinnacle Entertainment, Inc.
400,000		Term Loan, 0.00%, Maturing December 14, 2011 (2)	401,125
350,000		Term Loan, 6.78%, Maturing December 14, 2011	353,063
		Resorts International Holdings, LLC
1,057,325		Term Loan, 7.98%, Maturing April 26, 2012	1,069,220
466,626		Term Loan, 12.48%, Maturing April 26, 2013	469,192
		Venetian Casino Resort, LLC
2,031,035		Term Loan, 6.73%, Maturing June 15, 2011	2,054,678
418,770		Term Loan, 6.73%, Maturing June 15, 2011	423,645
		Wynn Las Vegas, LLC
665,000		Term Loan, 6.98%, Maturing December 14, 2011	673,035
			$	16,289,084
Nonferrous Metals / Minerals — 2.5%
		Almatis Holdings 5 BV
175,000		Term Loan, 7.40%, Maturing December 21, 2013	177,116
175,000		Term Loan, 7.90%, Maturing December 21, 2014	177,897
		Alpha Natural Resources, LLC
473,812		Term Loan, 6.32%, Maturing October 26, 2012	477,811
		Carmeuse Lime, Inc.
310,229		Term Loan, 6.45%, Maturing May 2, 2011	311,780
		Foundation Coal Corp.
677,128		Term Loan, 6.52%, Maturing July 30, 2011	688,512
		ICG, LLC
44,174		Term Loan, 7.41%, Maturing November 5, 2010	44,160
		International Mill Service, Inc.
246,884		Term Loan, 7.73%, Maturing December 31, 2010	250,896
1,000,000		Term Loan, 10.98%, Maturing October 26, 2011	1,005,000
		Magnequench International, Inc.
1,022,875		Term Loan, 8.50%, Maturing August 31, 2009	1,025,432
		Magnum Coal Co.
1,000,000		Term Loan, 8.30%, Maturing March 15, 2013	1,003,750
100,000		Term Loan, 8.33%, Maturing March 15, 2013	100,375

		Murray Energy Corp.
$	742,500	Term Loan, 7.83%, Maturing January 28, 2010	$	744,356
		Novelis, Inc.
457,096		Term Loan, 6.44%, Maturing January 6, 2012	462,739
792,519		Term Loan, 6.44%, Maturing January 6, 2012	802,302
		Stillwater Mining Co.
715,191		Term Loan, 7.13%, Maturing June 30, 2007	724,578
			$	7,996,704
Oil and Gas — 4.6%
		Coffeyville Resources, LLC
450,000		Term Loan, 11.75%, Maturing June 24, 2013	465,047
		Dresser, Inc.
83,841		Term Loan, 7.33%, Maturing March 31, 2007	85,309
		El Paso Corp.
1,071,750		Term Loan, 4.51%, Maturing November 23, 2009	1,085,073
2,233,340		Term Loan, 7.75%, Maturing November 23, 2009	2,264,048
		Epco Holdings, Inc.
613,800		Term Loan, 6.59%, Maturing August 18, 2010	622,240
		Key Energy Services, Inc.
638,400		Term Loan, 7.68%, Maturing June 30, 2012	648,375
		LB Pacific, L.P.
539,550		Term Loan, 7.72%, Maturing March 3, 2012	547,643
		Lyondell-Citgo Refining, L.P.
933,375		Term Loan, 6.98%, Maturing May 21, 2007	942,709
		Petroleum Geo-Services ASA
1,271,813		Term Loan, 7.48%, Maturing December 16, 2012	1,288,505
		Targa Resources, Inc.
895,000		Term Loan, 6.83%, Maturing October 31, 2007	899,475
2,026,125		Term Loan, 7.09%, Maturing October 31, 2012	2,057,783
395,714		Term Loan, 7.23%, Maturing October 31, 2012	401,897
		Universal Compression, Inc.
549,452		Term Loan, 6.48%, Maturing February 15, 2012	555,908
		Williams Production RMT Co.
2,922,737		Term Loan, 7.01%, Maturing May 30, 2008	2,962,925
			$	14,826,937
Publishing — 5.3%
		American Media Operations, Inc.
2,000,000		Term Loan, 7.63%, Maturing January 31, 2013	2,027,750
		CBD Media, LLC
424,837		Term Loan, 7.24%, Maturing December 31, 2009	431,475
		Dex Media East, LLC
1,517,458		Term Loan, 6.48%, Maturing May 8, 2009	1,532,374
		Dex Media West, LLC
1,854,150		Term Loan, 6.53%, Maturing March 9, 2010	1,873,077

		Hanley-Wood, LLC
$	31,788	Term Loan, 0.00%, Maturing August 1, 2012 (2)	$	31,987
268,212		Term Loan, 6.98%, Maturing August 1, 2012	269,888
		Herald Media, Inc.
147,290		Term Loan, 7.67%, Maturing July 22, 2011	147,935
500,000		Term Loan, 10.67%, Maturing January 22, 2012	506,250
		Liberty Group Operating, Inc.
708,776		Term Loan, 7.13%, Maturing February 28, 2012	716,085
		Merrill Communications, LLC
691,413		Term Loan, 7.14%, Maturing May 5, 2011	698,867
		Nebraska Book Co., Inc.
475,300		Term Loan, 7.61%, Maturing March 4, 2011	480,647
		R.H. Donnelley Corp.
71,499		Term Loan, 6.68%, Maturing December 31, 2009	71,836
2,772,046		Term Loan, 6.62%, Maturing June 30, 2011	2,796,833
		Source Media, Inc.
647,862		Term Loan, 7.21%, Maturing November 8, 2011	656,365
		SP Newsprint Co.
969,921		Term Loan, 4.83%, Maturing January 9, 2010	983,258
361,630		Term Loan, 7.07%, Maturing January 9, 2010	366,603
		Sun Media Corp.
2,368,587		Term Loan, 6.67%, Maturing February 7, 2009	2,402,635
		Xsys US, Inc.
605,124		Term Loan, 7.48%, Maturing December 31, 2012	610,797
618,087		Term Loan, 7.98%, Maturing December 31, 2013	626,972
			$	17,231,634
Radio and Television — 7.0%
		Adams Outdoor Advertising, L.P.
929,917		Term Loan, 6.62%, Maturing November 18, 2012	943,865
		ALM Media Holdings, Inc.
826,650		Term Loan, 7.49%, Maturing March 5, 2010	831,472
		Block Communications, Inc.
448,875		Term Loan, 6.98%, Maturing December 22, 2011	455,328
		DirecTV Holdings, LLC
2,086,667		Term Loan, 6.28%, Maturing April 13, 2013	2,112,750
		Entravision Communications Corp.
723,188		Term Loan, 6.03%, Maturing September 29, 2013	729,365
		Gray Television, Inc.
698,250		Term Loan, 6.03%, Maturing November 22, 2015	703,836
		HIT Entertainment, Inc.
796,000		Term Loan, 7.17%, Maturing March 20, 2012	802,766
		Montecito Broadcast Group, LLC
349,125		Term Loan, 7.14%, Maturing January 27, 2013	355,016
		NEP Supershooters, L.P.
805,642		Term Loan, 12.98%, Maturing August 3, 2011	801,614

		Nexstar Broadcasting, Inc.
$	975,354	Term Loan, 6.73%, Maturing October 1, 2012	$	980,840
970,157		Term Loan, 6.73%, Maturing October 1, 2012	975,614
		NextMedia Operating, Inc.
68,885		Term Loan, 6.66%, Maturing November 15, 2012	69,670
154,992		Term Loan, 6.75%, Maturing November 15, 2012	156,760
		PanAmSat Corp.
2,705,656		Term Loan, 6.90%, Maturing August 20, 2011	2,745,078
		Patriot Media and Communications CNJ, LLC
300,000		Term Loan, 9.69%, Maturing October 6, 2013	306,984
		Paxson Communcations Corp.
1,350,000		Term Loan, 7.78%, Maturing January 15, 2012	1,355,906
		Rainbow National Services, LLC
1,473,793		Term Loan, 7.56%, Maturing March 31, 2012	1,493,137
		Raycom TV Broadcasting, LLC
1,521,041		Term Loan, 6.50%, Maturing August 28, 2013	1,528,646
		SFX Entertainment
748,125		Term Loan, 7.23%, Maturing June 21, 2013	751,710
		Spanish Broadcasting System, Inc.
997,481		Term Loan, 6.98%, Maturing June 10, 2012	1,010,781
		Susquehana Media Co.
2,623,500		Term Loan, 6.33%, Maturing March 9, 2012	2,628,419
		Young Broadcasting, Inc.
884,569		Term Loan, 6.95%, Maturing November 3, 2012	888,301
			$	22,627,858
Rail Industries — 0.5%
		Kansas City Southern Industries, Inc.
365,375		Term Loan, 6.31%, Maturing March 30, 2008	367,240
		Railamerica, Inc.
1,287,361		Term Loan, 7.06%, Maturing September 29, 2011	1,307,744
75,210		Term Loan, 7.06%, Maturing September 29, 2011	76,401
			$	1,751,385
Retailers (Except Food and Drug) — 5.3%
		American Achievement Corp.
241,122		Term Loan, 9.25%, Maturing March 25, 2011	245,342
		Amscan Holdings, Inc.
775,000		Term Loan, 7.77%, Maturing December 23, 2012	774,031
		Coinmach Laundry Corp.
2,996,974		Term Loan, 7.31%, Maturing December 15, 2012	3,045,051
		FTD, Inc.
340,397		Term Loan, 6.92%, Maturing February 28, 2011	344,545
		Harbor Freight Tools USA, Inc.
852,272		Term Loan, 7.00%, Maturing July 15, 2010	861,434
		Home Interiors & Gifts, Inc.
648,971		Term Loan, 9.81%, Maturing March 31, 2011	614,359

		Josten’s Corp.
$	2,271,184	Term Loan, 7.32%, Maturing October 4, 2010	$	2,305,015
		Mapco Express, Inc.
324,548		Term Loan, 7.70%, Maturing April 28, 2011	330,227
		Mauser Werke GMBH & Co. KG
625,000		Term Loan, 7.52%, Maturing December 3, 2011	628,906
		Movie Gallery, Inc.
526,921		Term Loan, 8.73%, Maturing April 27, 2011	476,823
		Musicland Group, Inc.
1,000,000		Revolving Loan, 0.00%, Maturing August 11, 2008 (2)	1,002,500
		Neiman Marcus Group, Inc.
498,418		Term Loan, 7.34%, Maturing April 5, 2013	506,272
		Oriental Trading Co., Inc.
1,705,886		Term Loan, 7.25%, Maturing August 4, 2010	1,722,945
		Rent-A-Center, Inc.
1,273,741		Term Loan, 6.47%, Maturing June 30, 2010	1,288,549
		Savers, Inc.
311,362		Term Loan, 7.60%, Maturing August 4, 2009	314,865
500,000		Term Loan, 12.22%, Maturing August 4, 2010	510,625
		Sears Canada, Inc.
500,000		Term Loan, 6.71%, Maturing December 22, 2012	506,875
		Travelcenters of America, Inc.
1,655,850		Term Loan, 6.62%, Maturing November 30, 2008	1,674,893
			$	17,153,257
Steel — 0.1%
		Gibraltar Industries, Inc.
448,875		Term Loan, 6.69%, Maturing December 8, 2010	452,242
			$	452,242
Surface Transport — 0.3%
		Horizon Lines, LLC
245,625		Term Loan, 7.17%, Maturing July 7, 2011	249,105
		Sirva Worldwide, Inc.
862,898		Term Loan, 9.08%, Maturing December 1, 2010	859,123
			$	1,108,228
Telecommunications — 5.8%
		AAT Communications Corp.
660,000		Term Loan, 7.56%, Maturing July 29, 2013	663,437
		Alaska Communications Systems Holdings, Inc.
530,000		Term Loan, 6.73%, Maturing February 11, 2012	535,433
		Cellular South, Inc.
343,875		Term Loan, 6.47%, Maturing May 4, 2011	348,603
		Centennial Cellular Operating Co., LLC
1,833,333		Term Loan, 7.21%, Maturing February 9, 2011	1,861,598
		Cincinnati Bell, Inc.
348,250		Term Loan, 6.18%, Maturing August 31, 2012	351,134

		Consolidated Communications, Inc.
$	2,244,965	Term Loan, 6.68%, Maturing April 14, 2011	$	2,272,091
		D&E Communications, Inc.
464,212		Term Loan, 6.81%, Maturing December 31, 2011	467,984
		Fairpoint Communications, Inc.
1,130,000		Term Loan, 6.75%, Maturing February 8, 2012	1,140,029
		Hawaiian Telcom Communications, Inc.
400,000		Term Loan, 7.23%, Maturing October 31, 2012	404,464
		Intelsat, Ltd.
1,492,443		Term Loan, 6.75%, Maturing July 28, 2011	1,508,301
		Iowa Telecommunications Services
334,000		Term Loan, 6.69%, Maturing November 23, 2011	338,280
		IPC Acquisition Corp.
239,718		Term Loan, 7.57%, Maturing August 5, 2011	243,463
		Madison River Capital, LLC
290,000		Term Loan, 6.80%, Maturing July 31, 2012	293,806
		NTelos, Inc.
1,135,625		Term Loan, 7.33%, Maturing February 18, 2011	1,153,795
		Qwest Corp.
2,000,000		Term Loan, 9.50%, Maturing June 4, 2007	2,054,376
		Stratos Global Corp.
575,000		Term Loan, 7.73%, Maturing February 13, 2012	582,906
		Triton PCS, Inc.
1,565,847		Term Loan, 8.08%, Maturing November 18, 2009	1,578,325
		Valor Telecom Enterprise, LLC
1,703,500		Term Loan, 6.68%, Maturing February 14, 2012	1,709,357
		Westcom Corp.
405,649		Term Loan, 7.54%, Maturing December 17, 2010	406,410
600,000		Term Loan, 11.79%, Maturing May 17, 2011	610,500
		Winstar Communications, Inc.
169,348		DIP Loan, 0.00%, Maturing December 31, 2006 (3)	233,982
			$	18,758,274
Utilities — 4.3%
		Allegheny Energy Supply Co., LLC
1,579,603		Term Loan, 6.33%, Maturing July 21, 2011	1,590,134
		Astoria Generating Co.
625,000		Term Loan, 8.69%, Maturing August 23, 2013	638,477
		Cellnet Technology, Inc.
312,638		Term Loan, 7.89%, Maturing April 26, 2012	317,718
		Cogentrix Delaware Holdings, Inc.
429,308		Term Loan, 6.75%, Maturing April 14, 2012	434,406
		Covanta Energy Corp.
528,130		Term Loan, 4.96%, Maturing June 24, 2012	537,372
378,459		Term Loan, 7.94%, Maturing June 24, 2012	385,082
350,000		Term Loan, 10.39%, Maturing June 24, 2013	356,563

		KGen, LLC
$	475,200	Term Loan, 7.60%, Maturing August 5, 2011	$	479,952
		La Paloma Generating Co., LLC
29,508		Term Loan, 6.58%, Maturing August 16, 2012	29,844
173,782		Term Loan, 6.73%, Maturing August 16, 2012	175,759
13,841		Term Loan, 6.73%, Maturing August 16, 2012	13,998
		Mirant North America, LLC
1,250,000		Term Loan, 6.44%, Maturing January 3, 2013	1,261,943
		NRG Energy, Inc.
4,250,000		Term Loan, 6.82%, Maturing February 1, 2013	4,307,256
975,000		Term Loan, 6.98%, Maturing February 1, 2013	987,035
		Pike Electric, Inc.
166,324		Term Loan, 6.19%, Maturing July 1, 2012	168,403
284,029		Term Loan, 6.25%, Maturing July 1, 2012	287,580
		Plains Resources, Inc.
1,306,764		Term Loan, 6.25%, Maturing August 12, 2011	1,316,564
		Reliant Energy, Inc.
138,572		Term Loan, 7.18%, Maturing December 22, 2010	138,572
		Wolf Hollow I L.P.
225,000		Term Loan, 7.06%, Maturing June 22, 2012	227,602
222,229		Term Loan, 7.19%, Maturing June 22, 2012	224,798
			$	13,879,058
Total Senior Floating Rate Interests (identified cost $472,935,771)			$	477,224,618

Corporate Bonds & Notes — 15.4%

Principal
Amount
(000’s omitted)		Security	Value
Aerospace and Defense — 0.2%
		Argo Tech Corp., Sr. Notes
$	300	9.25%, 6/1/11	$	318,000
		Delta Air Lines, Inc.
49		9.50%, 11/18/08 (3)(4)	47,897
		DRS Technologies, Inc.
40		7.625%, 2/1/18	41,400
		Sequa Corp.
300		8.875%, 4/1/08	314,250
			$	721,547
Air Transport — 0.4%
		American Airlines
895		7.80%, 10/1/06	898,231
20		7.858%, 10/1/11	21,297
		Continental Airlines
197		7.033%, 6/15/11	187,871
			$	1,107,399

Automotive — 0.9%
		Altra Industrial Motion, Inc.
$	35	9.00%, 12/1/11 (4)	$	35,175
		Commercial Vehicle Group, Inc., Sr. Notes
55		8.00%, 7/1/13 (4)	55,275
		Ford Motor Credit Co.
110		6.50%, 1/25/07	109,600
385		7.375%, 10/28/09	362,227
185		7.875%, 6/15/10	173,582
		Ford Motor Credit Co., Variable Rate
535		7.68%, 11/2/07	527,355
		General Motors Acceptance Corp.
130		6.125%, 9/15/06	129,414
105		5.125%, 5/9/08	98,865
55		5.85%, 1/14/09	51,469
20		7.00%, 2/1/12	18,644
160		8.00%, 11/1/31	151,612
		Keystone Automotive Operations, Inc., Sr. Sub. Notes
470		9.75%, 11/1/13	413,600
		Metaldyne Corp.
35		10.00%, 11/1/13	32,900
		Tenneco Automotive, Inc.
140		8.625%, 11/15/14	140,700
		Tenneco Automotive, Inc., Series B
230		10.25%, 7/15/13	256,450
		TRW Automotive, Inc., Sr. Sub. Notes
65		11.00%, 2/15/13	72,962
		United Components, Inc., Sr. Sub. Notes
65		9.375%, 6/15/13	63,050
		Visteon Corp., Sr. Notes
95		8.25%, 8/1/10	78,850
			$	2,771,730
Brokers / Dealers / Investment Houses — 0.0%
		*ETrade Financial Corp., Sr. Notes**
40		8.00%, 6/15/11	41,750
			$	41,750
Building and Development — 0.5%
		Coleman Cable, Inc., Sr. Notes
75		9.875%, 10/1/12	67,875
		General Cable Corp., Sr. Notes
105		9.50%, 11/15/10	113,925
		Interface, Inc., Sr. Sub. Notes
20		9.50%, 2/1/14	20,600
		MAAX Corp., Sr. Sub. Notes
50		9.75%, 6/15/12	43,000

		Mueller Group, Inc., Sr. Sub. Notes
$	185	10.00%, 5/1/12	$	203,500
		Mueller Holdings, Inc., Disc. Notes
160		14.75%, 4/15/14	131,200
		Nortek, Inc., Sr. Sub Notes
245		8.50%, 9/1/14	250,512
		NTK Holdings, Inc., Sr. Disc. Notes
115		10.75%, 3/1/14	84,525
		Panolam Industries International, Sr. Sub. Notes
150		10.75%, 10/1/13 (4)	146,250
		RMCC Acquisition Co., Sr. Sub. Notes
405		9.50%, 11/1/12 (4)	417,150
		Stanley-Martin Co.
40		9.75%, 8/15/15 (4)	36,800
			$	1,515,337
Business Equipment and Services — 0.3%
		Hydrochem Industrial Services, Inc., Sr. Sub. Notes
40		9.25%, 2/15/13 (4)	39,900
		Muzak, LLC / Muzak Finance, Sr. Notes
20		10.00%, 2/15/09	17,500
		Norcross Safety Products, LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B
170		9.875%, 8/15/11	177,225
		Safety Products Holdings, Inc.
74		11.75%, 1/1/12	74,242
		Sungard Data Systems, Inc., Sr. Notes
215		9.125%, 8/15/13 (4)	228,437
		Sungard Data Systems, Inc., Sr. Notes, Variable Rate
55		9.431%, 8/15/13 (4)	58,300
		Sungard Data Systems, Inc., Sr. Sub. Notes
285		10.25%, 8/15/15 (4)	301,387
		Xerox Corp.
105		9.75%, 1/15/09	115,369
			$	1,012,360
Cable and Satellite Television — 0.6%
		Adelphia Communications, Sr. Notes, Series B
270		9.25%, 10/1/32 (3)	157,950
		CCO Holdings, LLC / CCO Capital Corp., Sr. Notes
395		8.75%, 11/15/13 (4)	386,112
		CSC Holdings, Inc., Sr. Notes, Series B
55		7.625%, 4/1/11	55,550
		CSC Holdings, Inc., Sr. Sub. Notes
85		10.50%, 5/15/16	89,887
		Insight Communications, Sr. Disc. Notes
525		12.25%, 2/15/11	559,125

		Kabel Deutschland GMBH
$	135	10.625%, 7/1/14 (4)	$	144,787
		UGS Corp.
575		10.00%, 6/1/12	635,375
			$	2,028,786
Chemicals and Plastics — 0.9%
		Aventine Renewable Energy, Variable Rate
55		10.91%, 12/15/11 (4)	58,025
		BCP Crystal Holdings Corp., Sr. Sub. Notes
172		9.625%, 6/15/14	191,350
		Crystal US Holdings / US Holdings 3, LLC, Sr. Disc. Notes, Series B
179		10.50%, 10/1/14	139,620
		Equistar Chemical, Sr. Notes
110		10.625%, 5/1/11	119,625
		Hexion Specialty Chemicals, Inc.
95		9.00%, 7/15/14	98,325
		Huntsman International, LLC, Sr. Notes
80		9.875%, 3/1/09	84,000
		Huntsman, LLC
91		11.625%, 10/15/10	103,512
		Ineos Group
320		8.50%, 2/15/16 (4)	305,600
		Key Plastics, LLC, Jr. Sub. Notes
74		4.00%, 4/26/07 (5)	74,913
		Key Plastics, LLC, Sr. Sub. Notes
118		7.00%, 4/26/07 (5)	118,512
		Lyondell Chemical Co., Sr. Notes
192		10.50%, 6/1/13	213,600
		Nalco Co., Sr. Notes
100		7.75%, 11/15/11	101,750
		Nova Chemicals Corp., Sr. Notes, Variable Rate
160		7.561%, 11/15/13 (4)	161,600
		OM Group, Inc.
460		9.25%, 12/15/11	478,400
		Polyone Corp., Sr. Notes
210		10.625%, 5/15/10	228,375
30		8.875%, 5/1/12	30,900
		Rhodia SA, Sr. Notes
59		10.25%, 6/1/10	66,449
		Solo Cup Co., Sr. Sub. Notes
215		8.50%, 2/15/14	203,175
			$	2,777,731

Clothing / Textiles — 0.5%
		Levi Strauss & Co., Sr. Notes
$	395	12.25%, 12/15/12	$	450,794
170		9.75%, 1/15/15	179,775
		Levi Strauss & Co., Sr. Notes, Variable Rate
205		9.28%, 4/1/12	213,200
		Oxford Industries, Inc., Sr. Notes
305		8.875%, 6/1/11	315,675
		Perry Ellis International, Inc., Sr. Sub. Notes
160		8.875%, 9/15/13	160,800
		Phillips Van-Heusen, Sr. Notes
40		7.25%, 2/15/11	41,000
100		8.125%, 5/1/13	106,500
		Quiksilver, Inc.
75		6.875%, 4/15/15	73,312
		Russell Corp.
55		9.25%, 5/1/10	57,337
			$	1,598,393
Conglomerates — 0.2%
		Amsted Industries, Inc., Sr. Notes
500		10.25%, 10/15/11 (4)	553,750
		Goodman Global Holdings, Inc., Sr. Notes, Variable Rate
80		7.491%, 6/15/12	81,800
		Rexnord Corp.
45		10.125%, 12/15/12	49,612
			$	685,162
Containers and Glass Products — 0.1%
		Intertape Polymer US, Inc., Sr. Sub. Notes
180		8.50%, 8/1/14	178,200
		Pliant Corp. (PIK)
86		11.625%, 6/15/09 (5)	93,307
			$	271,507
Cosmetics / Toiletries — 0.0%
		Samsonite Corp., Sr. Sub. Notes
125		8.875%, 6/1/11	132,812
			$	132,812
Ecological Services and Equipment — 0.2%
		Aleris International, Inc.
130		10.375%, 10/15/10	143,975
117		9.00%, 11/15/14	123,142
		Waste Services, Inc., Sr. Sub Notes
220		9.50%, 4/15/14	227,975
			$	495,092

Electronics / Electrical — 0.1%
		Advanced Micro Devices, Inc., Sr. Notes
$	179	7.75%, 11/1/12	$	188,174
		Amkor Technologies, Inc., Sr. Notes
30		7.75%, 5/15/13	27,750
		CPI Holdco, Inc., Sr. Notes, Variable Rate
50		10.561%, 2/1/15	52,250
		Solectron Global Finance, Ltd., Sr. Sub. Notes
30		8.00%, 3/15/16 (4)	30,225
			$	298,399
Equipment Leasing — 0.3%
		The Hertz Corp., Sr. Notes
420		8.875%, 1/1/14 (4)	437,850
250		10.50%, 1/1/16 (4)	272,500
		United Rentals North America, Inc.
15		6.50%, 2/15/12	14,775
		United Rentals North America, Inc., Sr. Sub. Notes
370		7.00%, 2/15/14	357,975
			$	1,083,100
Financial Intermediaries — 1.6%
		Alzette, Variable Rate
500		8.691%, 12/15/20	511,562
		Avalon Capital Ltd. 3, Series 1A, Class D, Variable Rate
380		6.73%, 2/24/19 (4)	380,999
		Babson Ltd., Series 2005-1A, Class C1, Variable Rate
500		6.55%, 4/15/19 (4)	502,919
		Bryant Park CDO Ltd., Series 2005-1A, Class C, Variable Rate
500		6.65%, 1/15/19 (4)	504,645
		Carlyle High Yield Partners, Series 2004-6A, Class C, Variable Rate
500		7.19%, 8/11/16 (4)	500,000
		Centurion CDO 8 Ltd., Series 2005 8A, Class D, Variable Rate
500		10.36%, 3/8/17	509,375
		Centurion CDO 9 Ltd., Series 2005-9A
500		8.30%, 7/17/19	500,000
		Madison Park Funding Ltd., Series 2006-2A, Class D, Variable Rate
1,000		9.727%, 3/25/20 (4)	1,000,000
		Residential Capital Corp., Sr. Notes
85		6.875%, 6/30/15	88,765
		Stanfield Vantage Ltd., Series 2005-1A, Class D, Variable Rate
500		6.98%, 3/21/17 (4)	502,305
			$	5,000,570

Food Products — 0.7%
		American Seafoods Holdings, LLC
$	415	10.125%, 4/15/10	$	436,011
		ASG Consolidated, LLC / ASG Finance, Inc., Sr. Disc. Notes
220		11.50%, 11/1/11	181,500
		Pierre Foods, Inc., Sr. Sub. Notes
175		9.875%, 7/15/12	180,687
		Pinnacle Foods Holdings Corp., Sr. Sub. Notes
1,125		8.25%, 12/1/13	1,119,375
		UAP Holding Corp., Sr. Disc. Notes
265		10.75%, 7/15/12	238,500
		United Agricultural Products, Sr. Notes
50		8.25%, 12/15/11	52,250
		WH Holdings Ltd./WH Capital Corp., Sr. Notes
42		9.50%, 4/1/11	45,570
			$	2,253,893
Food Service — 0.0%
		EPL Finance Corp., Sr. Notes
110		11.75%, 11/15/13 (4)	113,300
			$	113,300
Food / Drug Retailers — 0.2%
		General Nutrition Centers, Inc.
50		8.625%, 1/15/11	50,875
		Rite Aid Corp.
185		7.125%, 1/15/07	187,081
240		6.125%, 12/15/08 (4)	234,600
100		8.125%, 5/1/10	102,625
			$	575,181
Forest Products — 0.6%
		Abitibi-Consolidated, Inc.
95		6.95%, 4/1/08	94,762
		Caraustar Industries, Inc., Sr. Sub. Notes
110		9.875%, 4/1/11	116,187
		Georgia-Pacific Corp.
145		9.50%, 12/1/11	159,500
		JSG Funding PLC, Sr. Notes
355		9.625%, 10/1/12	377,187
		NewPage Corp.
280		10.00%, 5/1/12	295,400
165		10.93%, 5/1/12	176,137
		Stone Container Corp.
255		7.375%, 7/15/14	238,425
		Stone Container Corp., Sr. Notes
438		9.25%, 2/1/08	458,258
			$	1,915,856

Healthcare — 0.7%
		Accellent, Inc.
$	230	10.50%, 12/1/13 (4)	$	246,675
		AMR HoldCo, Inc./EmCare HoldCo, Inc., Sr. Sub. Notes
155		10.00%, 2/15/15 (4)	166,238
		CDRV Investors, Inc., Sr. Disc. Notes
20		9.625%, 1/1/15	13,700
		Encore Medical IHC, Inc.
95		9.75%, 10/1/12	96,425
		Inverness Medical Innovations, Inc., Sr. Sub. Notes
120		8.75%, 2/15/12	118,800
		National Mentor, Inc., Sr. Sub Notes
125		9.625%, 12/1/12	141,875
		Res-Care, Inc., Sr. Notes
105		7.75%, 10/15/13 (4)	106,050
		Service Corp. International, Sr. Notes
210		7.00%, 6/15/17 (4)	214,725
		Tenet Healthcare Corp., Sr. Notes
145		6.50%, 6/1/12	131,225
20		9.25%, 2/1/15 (4)	20,100
		US Oncology, Inc.
120		9.00%, 8/15/12	124,800
240		10.75%, 8/15/14	263,400
		Vanguard Health Holding Co. II, LLC, Sr. Sub. Notes
165		9.00%, 10/1/14	169,538
		Ventas Realty L.P. / Capital Corp., Sr. Notes
75		7.125%, 6/1/15	77,438
		VWR International, Inc., Sr. Sub. Notes
225		8.00%, 4/15/14	225,563
			$	2,116,552
Home Furnishings — 0.1%
		Fedders North America, Inc.
95		9.875%, 3/1/14	58,900
		Interline Brands, Inc., Sr. Sub. Notes
32		11.50%, 5/15/11	35,480
		Steinway Musical Instruments, Sr. Notes
85		7.00%, 3/1/14 (4)	85,425
			$	179,805
Industrial Equipment — 0.3%
		Case New Holland, Inc., Sr. Notes
190		9.25%, 8/1/11	203,775
315		7.125%, 3/1/14 (4)	312,638
		Chart Industries, Inc., Sr. Sub. Notes
105		9.125%, 10/15/15 (4)	108,938

		Manitowoc Co., Inc. (The)
$	29	10.50%, 8/1/12	$	32,263
		Milacron Escrow Corp.
195		11.50%, 5/15/11	179,400
		Thermadyne Holdings Corp., Sr. Sub. Notes
165		9.25%, 2/1/14	149,325
			$	986,339
Leisure Goods / Activities / Movies — 0.5%
		AMC Entertainment, Inc., Sr. Sub. Notes
225		9.875%, 2/1/12	222,750
		AMC Entertainment, Inc., Variable Rate
30		8.999%, 8/15/10	31,125
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp.
105		12.50%, 4/1/13 (4)(5)	106,575
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
165		9.818%, 4/1/12 (4)	166,856
		Marquee Holdings, Inc., Sr. Disc. Notes
325		12.00%, 8/15/14	212,875
		Six Flags Theme Parks, Inc., Sr. Notes
185		8.875%, 2/1/10	185,231
195		9.625%, 6/1/14	197,438
		Universal City Development Partners, Sr. Notes
150		11.75%, 4/1/10	166,125
		Universal City Florida Holding, Sr. Notes, Variable Rate
230		9.43%, 5/1/10	234,600
			$	1,523,575
Lodging and Casinos — 1.0%
		CCM Merger, Inc.
65		8.00%, 8/1/13 (4)	65,000
		Chukchansi EDA, Sr. Notes, Variable Rate
150		8.06%, 11/15/12 (4)	154,125
		Eldorado Casino Shreveport
56		10.00%, 8/1/12	45,054
		Greektown Holdings, LLC, Sr. Notes
110		10.75%, 12/1/13 (4)	113,850
		Host Marriot L.P., Series O
15		6.375%, 3/15/15	14,831
		Inn of the Mountain Gods, Sr. Notes
285		12.00%, 11/15/10	309,225
		Kerzner International, Sr. Sub. Notes
595		6.75%, 10/1/15 (4)	629,213
		Majestic Star Casino, LLC
100		9.50%, 10/15/10	106,500
130		9.75%, 1/15/11 (4)	131,950

		Meristar Hospitality Corp.
$	90	9.00%, 1/15/08	$	95,850
65		9.125%, 1/15/11	75,563
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
60		8.00%, 4/1/12	63,150
		OED Corp. / Diamond Jo
150		8.75%, 4/15/12	150,750
		San Pasqual Casino
160		8.00%, 9/15/13 (4)	162,400
		Trump Entertainment Resorts, Inc.
425		8.50%, 6/1/15	415,438
		Tunica-Biloxi Gaming Authority, Sr. Notes
130		9.00%, 11/15/15 (4)	135,850
		Waterford Gaming, LLC, Sr. Notes
384		8.625%, 9/15/12 (4)	408,480
		Wynn Las Vegas, LLC
60		6.625%, 12/1/14	58,575
			$	3,135,804
Nonferrous Metals / Minerals — 0.0%
		Alpha Natural Resources, Sr. Notes
75		10.25%, 6/1/12	82,875
		Novelis, Inc., Sr. Notes
50		7.50%, 2/15/15 (4)	48,250
			$	131,125
Oil and Gas — 0.8%
		Allis-Chalmers Energy, Inc., Sr. Notes
150		9.00%, 1/15/14 (4)	148,500
		Clayton Williams Energy, Inc., Sr. Notes
60		7.75%, 8/1/13 (4)	56,700
		Copano Energy, LLC, Sr. Notes
35		8.125%, 3/1/16 (4)	36,400
		Dresser, Inc.
110		9.375%, 4/15/11	115,500
		El Paso Corp.
130		9.625%, 5/15/12 (4)	145,275
		El Paso Production Holding Co.
30		7.75%, 6/1/13	31,238
		Encore Acquisition Co., Sr. Sub Notes
125		7.25%, 12/1/17	125,938
		Giant Industries
130		8.00%, 5/15/14	134,875
		Northwest Pipeline Corp.
70		8.125%, 3/1/10	74,200
		Ocean Rig Norway AS, Sr. Notes
50		8.375%, 7/1/13 (4)	53,500

		Parker Drilling Co., Sr. Notes
$	85	9.625%, 10/1/13	$	94,775
		Petrobras International Finance Co.
30		7.75%, 9/15/14	32,625
		Plains E&P Co., Sr. Sub. Notes
115		8.75%, 7/1/12	123,338
		Premcor Refining Group, Sr. Notes
210		9.50%, 2/1/13	232,847
		Semgroup L.P., Sr. Notes
140		8.75%, 11/15/15 (4)	143,500
		SESI, LLC
95		8.875%, 5/15/11	99,750
		Southern Natural Gas
50		8.875%, 3/15/10	53,438
150		8.00%, 3/1/32	165,261
		Transmontaigne, Inc., Sr. Sub. Notes
320		9.125%, 6/1/10	341,600
		United Refining Co., Sr. Notes
225		10.50%, 8/15/12	239,063
		Verasun Energy Corp.
160		9.875%, 12/15/12 (4)	170,400
		Williams Cos., Inc. (The)
45		8.75%, 3/15/32	52,875
			$	2,671,598
Publishing — 0.6%
		Advanstar Communications, Inc.
340		10.75%, 8/15/10	371,450
		American Media Operations, Inc., Series B
400		10.25%, 5/1/09	364,000
		CBD Media, Inc., Sr. Sub. Notes
70		8.625%, 6/1/11	71,313
		Dex Media West, LLC, Sr. Sub. Notes
182		9.875%, 8/15/13	202,248
		Houghton Mifflin Co., Sr. Sub. Notes
240		9.875%, 2/1/13	259,200
		R.H. Donnelley Corp., Sr. Disc. Notes
110		6.875%, 1/15/13 (4)	103,400
205		6.875%, 1/15/13 (4)	192,700
		R.H. Donnelley Corp., Sr. Notes
320		8.875%, 1/15/16 (4)	334,400
			$	1,898,711
Radio and Television — 0.4%
		CanWest Media, Inc.
217		8.00%, 9/15/12	223,829

		LBI Media, Inc.
$	90	10.125%, 7/15/12	$	96,750
		LBI Media, Inc., Sr. Disc. Notes
80		11.00%, 10/15/13	60,000
		Nexstar Finance Holdings, LLC, Inc., Sr. Disc. Notes
200		11.375%, 4/1/13	165,000
		Rainbow National Services, LLC, Sr. Notes
100		8.75%, 9/1/12 (4)	107,000
		Rainbow National Services, LLC, Sr. Sub. Debs.
355		10.375%, 9/1/14 (4)	399,375
		Sirius Satellite Radio, Sr. Notes
370		9.625%, 8/1/13 (4)	362,600
			$	1,414,554
Rail Industries — 0.0%
		TFM SA de C.V., Sr. Notes
45		12.50%, 6/15/12	50,625
			$	50,625
Retailers (Except Food and Drug) — 0.4%
		Affinity Group, Inc., Sr. Sub. Notes
220		9.00%, 2/15/12	222,200
		GSC Holdings Corp.
555		8.00%, 10/1/12 (4)	553,613
		GSC Holdings Corp., Variable Rate
200		8.405%, 10/1/11 (4)	205,500
		Neiman Marcus Group, Inc., Sr. Notes
150		9.00%, 10/15/15 (4)	159,375
		Neiman Marcus Group, Inc., Sr. Sub. Notes
210		10.375%, 10/15/15 (4)	224,175
			$	1,364,863
Steel — 0.1%
		Ispat Inland ULC, Sr. Notes
127		9.75%, 4/1/14	143,872
		RathGibson, Inc., Sr. Notes
125		11.25%, 2/15/14 (4)	131,250
			$	275,122
Surface Transport — 0.0%
		Horizon Lines, LLC
118		9.00%, 11/1/12	125,375
			$	125,375
Telecommunications — 1.9%
		AirGate PCS, Inc., Variable Rate
60		8.35%, 10/15/11	62,325
		Alamosa Delaware, Inc., Sr. Notes
280		11.00%, 7/31/10	312,900

		Centennial Cellular Operating Co. / Centennial Communication Corp., Sr. Notes
$	130	10.125%, 6/15/13	$	142,675
		Digicel Ltd., Sr. Notes
200		9.25%, 9/1/12 (4)	212,500
		Inmarsat Finance PLC
153		7.625%, 6/30/12	157,590
		Intelsat, Ltd.
50		9.614%, 1/15/12	51,063
		Intelsat, Ltd., Sr. Notes
585		5.25%, 11/1/08	555,750
		IWO Holdings, Inc.
110		10.75%, 1/15/15	82,775
		LCI International, Inc., Sr. Notes
65		7.25%, 6/15/07	65,975
		New Skies Satellites NV, Sr. Notes, Variable Rate
110		9.573%, 11/1/11	113,850
		New Skies Satellites NV, Sr. Sub. Notes
260		9.125%, 11/1/12	280,150
		Nextel Communications, Inc., Sr. Notes
10		7.375%, 8/1/15	10,495
		Qwest Communications International, Inc.
60		7.25%, 2/15/11	61,800
		Qwest Communications International, Inc., Sr. Notes
5		7.50%, 11/1/08	5,013
620		7.50%, 2/15/14 (4)	641,700
		Qwest Corp., Sr. Notes
145		7.625%, 6/15/15 (4)	155,875
		Qwest Corp., Sr. Notes, Variable Rate
505		8.16%, 6/15/13 (4)	558,025
		Rogers Wireless, Inc., Sr. Sub. Notes
90		8.00%, 12/15/12	95,963
		Rogers Wireless, Inc., Variable Rate
790		8.035%, 12/15/10	819,625
		Rural Cellular Corp., Variable Rate
1,500		9.41%, 3/15/10	1,545,000
		UbiquiTel Operating Co., Sr. Notes
215		9.875%, 3/1/11	235,963
			$	6,167,012
Utilities — 0.3%
		AES Corp., Sr. Notes
15		8.75%, 5/15/13 (4)	16,275
15		9.00%, 5/15/15 (4)	16,350
		Dynegy Holdings, Inc.
105		8.375%, 5/1/16 (4)	105,263

		Dynegy Holdings, Inc., Debs.
$	205	7.625%, 10/15/26	$	188,600
		Mirant North America, LLC, Sr. Notes
45		7.375%, 12/31/13 (4)	46,125
		Mission Energy Holding Co.
115		13.50%, 7/15/08	132,538
		NRG Energy, Inc., Sr. Notes
145		7.375%, 2/1/16	148,444
		Orion Power Holdings, Inc., Sr. Notes
380		12.00%, 5/1/10	430,350
			$	1,083,945
Total Corporate Bonds & Notes (identified cost $48,460,205)			$	49,524,910

Convertible Bonds — 0.1%

Principal Amount		Security	Value
$	35,000	Amkor Technologies, Inc.	$	35,087
170,000		L-3 Communications Corp. (4)	175,525
245,000		Nortel Networks Ltd.	232,444
35,000		Sinclair Broadcast Group, Inc.	30,931
Total Convertible Bonds (identified cost $474,713)			$	473,987

Common Stocks — 0.5%

Shares	Security	Value
1,152	Crown Castle International Corp. (6)	$	32,654
2,992	Environmental Systems Products (5)(6)(7)	96,552
10,443	Hayes Lemmerz International (6)	28,509
24,880	Maxim Crane Works, L.P. (6)	1,013,860
358	Shreveport Gaming Holdings, Inc. (5)(6)	6,390
18,432	Trump Entertainment Resorts, Inc. (6)	341,176
Total Common Stocks (identified cost $783,102)		$	1,519,141

Preferred Stocks — 0.0%

Shares	Security	Value
35	Hayes Lemmerz International, Series A (5)(6)(7)	$	413
15	Key Plastics, LLC, Series A (5)(6)(7)	14,385
Total Preferred Stocks (identified cost $16,750)		$	14,798

Convertible Preferred Stocks — 0.1%

Shares	Security	Value
542	Chesapeake Energy Corp.	$	51,423
3,583	Crown Castle International Corp., (PIK)	192,586
Total Convertible Preferred Stocks (identified cost $212,699)		$	244,009

Warrants — 0.0%

Shares/Rights	Security	Value
210	American Tower Corp., Exp. 8/1/08 (4)(6)	$	89,793
Total Warrants (identified cost $14,075)		$	89,793

Closed-End Investment Companies — 3.7%

Shares	Security	Value
200,000	First Trust / Four Corners Senior Floating Rate Income Fund II	$	3,568,000
290,000	ING Prime Rate Trust	2,032,900
25,560	Pioneer Floating Rate Trust	469,282
725,000	Van Kampen Senior Income Trust	5,916,000
Total Closed-End Investment Companies (identified cost $11,460,385)		$	11,986,182

Miscellaneous — 0.0%

Shares	Security	Value
295,000	Trump Atlantic City (5)(6)	$	11,357
Total Miscellaneous (identified cost $0)		$	11,357

Short-Term Investments — 2.0%

Principal Amount		Maturity Date	Borrower	Rate	Amount
$	2,000,000	04/03/06	Investors Bank and Trust Company Time Deposit	4.86%	$	2,000,000
4,291,000		04/03/06	Royal Bank of Canada Time Deposit	4.85%	4,291,000
Total Short-Term Investments (at amortized cost $6,291,000)					$	6,291,000
Total Investments — 169.8% (identified cost $540,648,700)					$	547,379,795
Less Unfunded Loan Commitments — (1.0)%					$	(3,101,579	)
Net Investments — 168.8% (identified cost $537,547,121)					$	544,278,216
Other Assets, Less Liabilities — (34.7)%					$	(111,905,649	)
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (34.1)%					$	(110,028,415	)
Net Assets Applicable to Common Shares — 100.0%					$	322,344,152

PIK	—	Payment In Kind.
(1)		Senior floating-rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, it is anticipated that the senior floating-rate interests will have an expected average life of approximately two to three years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility. Senior Loans typically have rates of interest which are redetermined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base lending rates are primarily the London-Interbank Offered Rate (“LIBOR”), and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(2)		Unfunded loan commitments. The Trust may enter into certain credit agreements all or a portion of which may be unfunded. The Trust is obligated to fund these commitments at the Borrower’s discretion.
(3)		Defaulted security. Currently the issuer is in default with respect to interest payments.
(4)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2006, the aggregate value of the securities is $16,384,220 or 5.1% of the Trust’s net assets.

(5)		Security valued at fair value using methods determined in good faith by or at the direction of the Trustees of the Trust.
(6)		Non-income producing security.
(7)		Restricted security.

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

The Trust had the following swap agreements outstanding at March 31, 2006:

Credit Default Swaps

Notional Amount		Expiration Date	Description	Net Unrealized Appreciation (Depreciation)
$	1,000,000	9/20/2008	Agreement with Credit Suisse/First Boston dated 2/6/2004 whereby the Trust will receive 2.45% per year times the notional amount. The Trust makes a payment only upon a default event on underlying loan assets (47 in total, each representing 2.128% of the notional value of the swap).		$	3,916
$	1,500,000	3/20/2010	Agreement with Lehman Brothers dated 3/15/2005 whereby the Trust will receive 2.20% per year times the notional amount. The Trust makes a payment of the notional amount only upon a default event on the reference entity, a Revolving Credit Agreement issued by Inergy, L.P.		(9,544		)

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

The cost and unrealized appreciation (depreciation) in value of the investment securities at March 31, 2006, as computed on a federal income tax basis, were as follows:

Aggregate cost	$	537,542,698
Gross unrealized appreciation	$	7,658,436
Gross unrealized depreciation	(922,918		)
Net unrealized appreciation	$	6,735,518

Unrealized depreciation on swap contracts was $5,628.

Restricted Securities

At March 31, 2006, the Trust owned the following securities (representing less than 0.1% of net assets) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Trust 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.

Description	Date of Acquisition		Shares/Face		Cost		Fair Value
Common Stocks
Environmental Systems Products		10/24/00		2,992	$	0	$	96,552
					$	0	$	96,552
Preferred Stocks
Hayes Lemmerz International, Series A		6/04/03		35	$	1,750	$	413
Key Plastics, LLC, Series A		4/26/01		15	15,000		14,385
					$	16,750	$	14,798
					$	16,750	$	111,350

Item 2. Controls and Procedures

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

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

Signatures

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

Eaton Vance Senior Income Trust

By:		/s/ James B. Hawkes
		James B. Hawkes
		President and Principal Executive Officer
Date:		May 23, 2006

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

By:		/s/ James B. Hawkes
		James B. Hawkes
		President and Principal Executive Officer
Date:		May 23, 2006
By:		/s/ Barbara E. Campbell
		Barbara E. Campbell
		Treasurer and Principal Financial Officer
Date:		May 23, 2006