Edgar Filing: EATON VANCE SENIOR INCOME TRUST

nvq

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

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

811-09013

Investment Company Act File Number

Eaton Vance Senior Income Trust

(Exact Name of Registrant as Specified in Charter)

Two International Place, Boston, Massachusetts 02110

(Address of Principal Executive Offices)

Maureen A. Gemma

Two International Place, Boston, Massachusetts 02110

(Name and Address of Agent for Services)

(617) 482-8260

(Registrant’s Telephone Number, Including Area Code)

June 30

Date of Fiscal Year End

March 31, 2009

Date of Reporting Period

TABLE OF CONTENTS


	Item 1. Schedule of Investments
	Item 2. Controls and Procedures
Signatures
Certifications

Item 1. Schedule of Investments


Eaton Vance Senior Income Trust	as of March 31, 2009

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 146.9%⁽¹⁾


Principal
Amount*		Borrower/Tranche Description	Value
Aerospace and Defense — 4.1%
		ACTS Aero Technical Support & Service, Inc.
	375,547	Term Loan, 7.33%, Maturing October 5, 2014	$	70,415
		Colt Defense, LLC
	488,217	Term Loan, 4.09%, Maturing July 9, 2014		427,190
		DAE Aviation Holdings, Inc.
	222,606	Term Loan, 4.50%, Maturing July 31, 2014		112,416
	218,889	Term Loan, 4.92%, Maturing July 31, 2014		110,539
		Evergreen International Aviation
	598,165	Term Loan, 9.00%, Maturing October 31, 2011		321,514
		Hawker Beechcraft Acquisition
	1,516,585	Term Loan, 2.52%, Maturing March 26, 2014		693,205
	89,281	Term Loan, 3.22%, Maturing March 26, 2014		40,809
		Hexcel Corp.
	251,925	Term Loan, 3.40%, Maturing March 1, 2012		224,213
		IAP Worldwide Services, Inc.
	473,831	Term Loan, 8.25%, Maturing December 30, 2012⁽²⁾		236,126
		Spirit AeroSystems, Inc.
	618,161	Term Loan, 2.91%, Maturing December 31, 2011		565,617
		TransDigm, Inc.
	1,375,000	Term Loan, 3.23%, Maturing June 23, 2013		1,247,812
		Vought Aircraft Industries, Inc.
	1,089,754	Term Loan, 3.02%, Maturing December 17, 2011		865,447
	496,475	Term Loan, 7.50%, Maturing December 22, 2011		428,520
		Wesco Aircraft Hardware Corp.
	972,500	Term Loan, 2.77%, Maturing September 29, 2013		800,368

			$	6,144,191

Air Transport — 1.2%
		Airport Development and Investment, Ltd.
GBP	782,900	Term Loan - Second Lien, 6.33%, Maturing April 7, 2011	$	485,445
		Delta Air Lines, Inc.
	1,133,587	Term Loan - Second Lien, 3.76%, Maturing April 30, 2014		522,159
		Northwest Airlines, Inc.
	846,186	Term Loan, 2.57%, Maturing December 31, 2010		757,336

			$	1,764,940

Automotive — 5.0%
		Accuride Corp.
	862,448	Term Loan, 8.00%, Maturing January 31, 2012	$	496,626
		Adesa, Inc.
	1,129,578	Term Loan, 3.14%, Maturing October 18, 2013		805,765
		Affina Group, Inc.
	274,700	Term Loan, 4.17%, Maturing November 30, 2011		167,567
		Allison Transmission, Inc.
	551,360	Term Loan, 3.29%, Maturing September 30, 2014		368,186
		Chrysler Financial
	966,448	Term Loan, 4.56%, Maturing August 1, 2014		521,278
		CSA Acquisition Corp.
	177,215	Term Loan, 3.75%, Maturing December 23, 2011		42,532
	441,598	Term Loan, 3.75%, Maturing December 23, 2011		105,984
		Dayco Products, LLC
	938,911	Term Loan, 0.00%, Maturing June 21, 2011⁽³⁾		185,904
		Federal-Mogul Corp.
	767,230	Term Loan, 2.45%, Maturing December 27, 2014		378,408
	593,986	Term Loan, 2.50%, Maturing December 27, 2015		292,962


Principal
Amount*		Borrower/Tranche Description	Value
		Ford Motor Co.
	1,427,349	Term Loan, 3.56%, Maturing December 15, 2013	$	687,705
		General Motors Corp.
	1,744,431	Term Loan, 8.00%, Maturing November 29, 2013		739,202
		Goodyear Tire & Rubber Co.
	1,300,000	Term Loan - Second Lien, 2.28%, Maturing April 30, 2010		912,032
		HLI Operating Co., Inc.
EUR	21,818	Term Loan, 3.50%, Maturing May 30, 2014		12,320
EUR	371,564	Term Loan, 9.50%, Maturing May 30, 2014		209,805
		Keystone Automotive Operations, Inc.
	451,679	Term Loan, 4.39%, Maturing January 12, 2012		181,801
		LKQ Corp.
	516,925	Term Loan, 2.81%, Maturing October 12, 2014		447,140
		TriMas Corp.
	126,563	Term Loan, 2.75%, Maturing August 2, 2011		88,594
	534,727	Term Loan, 3.19%, Maturing August 2, 2013		374,309
		United Components, Inc.
	590,152	Term Loan, 3.50%, Maturing June 30, 2010		411,631

			$	7,429,751

Beverage and Tobacco — 0.1%
		Culligan International Co.
EUR	500,000	Term Loan - Second Lien, 6.44%, Maturing May 31, 2013	$	137,012

			$	137,012

Brokers, Dealers and Investment Houses — 0.6%
		AmeriTrade Holding Corp.
	1,025,427	Term Loan, 2.06%, Maturing December 31, 2012	$	963,388

			$	963,388

Building and Development — 5.2%
		AIMCO Properties, L.P.
	1,793,750	Term Loan, 2.06%, Maturing March 23, 2011	$	1,452,938
		Beacon Sales Acquisition, Inc.
	366,562	Term Loan, 3.32%, Maturing September 30, 2013		285,002
		Brickman Group Holdings, Inc.
	784,000	Term Loan, 2.52%, Maturing January 23, 2014		627,200
		Capital Automotive (REIT)
	674,441	Term Loan, 2.25%, Maturing December 16, 2010		364,198
		Epco/Fantome, LLC
	726,000	Term Loan, 3.15%, Maturing November 23, 2010		682,440
		Hovstone Holdings, LLC
	327,500	Term Loan, 5.50%, Maturing July 1, 2009⁽⁴⁾		137,190
		LNR Property Corp.
	1,320,000	Term Loan, 4.00%, Maturing July 3, 2011		717,750
		Metroflag BP, LLC
	300,000	Term Loan - Second Lien, 0.00%, Maturing July 2, 2009⁽³⁾		45,000
		Mueller Water Products, Inc.
	1,190,614	Term Loan, 2.75%, Maturing May 24, 2014		964,150
		November 2005 Land Investors
	152,289	Term Loan, 6.52%, Maturing May 9, 2011⁽²⁾		91,373
		Panolam Industries Holdings, Inc.
	662,910	Term Loan, 5.00%, Maturing September 30, 2012		381,173
		Re/Max International, Inc.
	454,462	Term Loan, 4.53%, Maturing December 17, 2012		288,584
	456,309	Term Loan, 8.53%, Maturing December 17, 2012		289,756
		South Edge, LLC
	421,875	Term Loan, 0.00%, Maturing October 31, 2009⁽³⁾		69,609
		TRU 2005 RE Holding Co.
	2,171,143	Term Loan, 3.50%, Maturing December 9, 2009		998,726


Principal
Amount*		Borrower/Tranche Description	Value
		United Subcontractors, Inc.
	454,940	Term Loan - Second Lien, 0.00%, Maturing June 27, 2013^(2)(3)(4)	$	18,198
		Wintergames Acquisition ULC
	509,684	Term Loan, 8.02%, Maturing April 24, 2009		312,181

			$	7,725,468

Business Equipment and Services — 10.8%
		ACCO Brands Corp.
	215,250	Term Loan, 7.75%, Maturing August 17, 2012	$	151,751
		Activant Solutions, Inc.
	835,828	Term Loan, 3.44%, Maturing May 1, 2013		497,318
		Acxiom Corp.
	654,000	Term Loan, 2.65%, Maturing September 15, 2012		588,600
		Affinion Group, Inc.
	1,385,810	Term Loan, 3.72%, Maturing October 17, 2012		1,171,009
		Allied Barton Security Service
	497,689	Term Loan, 6.75%, Maturing February 21, 2015		441,699
		Education Management, LLC
	2,007,548	Term Loan, 3.00%, Maturing June 1, 2013		1,729,001
		Info USA, Inc.
	314,511	Term Loan, 3.22%, Maturing February 14, 2012		253,967
		iPayment, Inc.
	460,813	Term Loan, 2.91%, Maturing May 10, 2013		249,607
		Kronos, Inc.
	569,604	Term Loan, 3.47%, Maturing June 11, 2014		410,115
		Mitchell International, Inc.
	500,000	Term Loan - Second Lien, 6.50%, Maturing March 28, 2015		271,250
		N.E.W. Holdings I, LLC
	1,000,256	Term Loan, 3.55%, Maturing May 22, 2014		645,165
		Protection One, Inc.
	1,208,944	Term Loan, 2.77%, Maturing March 31, 2012		891,596
		Quantum Corp.
	155,000	Term Loan, 5.75%, Maturing July 12, 2014		96,875
		Quintiles Transnational Corp.
	900,000	Term Loan - Second Lien, 4.52%, Maturing March 31, 2014		711,000
		Sabre, Inc.
	2,642,040	Term Loan, 3.01%, Maturing September 30, 2014		1,402,263
		Serena Software, Inc.
	723,768	Term Loan, 2.51%, Maturing March 10, 2013		440,896
		Sitel (Client Logic)
	500,864	Term Loan, 6.63%, Maturing January 29, 2014		266,710
EUR	967,676	Term Loan, 6.65%, Maturing January 29, 2014		771,393
		Solera Holdings, LLC
EUR	417,479	Term Loan, 3.44%, Maturing May 15, 2014		471,463
		SunGard Data Systems, Inc.
	1,801,361	Term Loan, 2.70%, Maturing February 11, 2013		1,535,660
		TDS Investor Corp.
	722,578	Term Loan, 3.02%, Maturing August 23, 2013		423,913
	144,986	Term Loan, 3.47%, Maturing August 23, 2013		85,058
EUR	527,114	Term Loan, 3.78%, Maturing August 23, 2013		405,020
		Transaction Network Services, Inc.
	307,053	Term Loan, 2.52%, Maturing May 4, 2012		276,859
		Valassis Communications, Inc.
	112,841	Term Loan, 2.27%, Maturing March 2, 2014		89,427
	572,858	Term Loan, 2.27%, Maturing March 2, 2014		453,990
		West Corp.
	1,784,029	Term Loan, 2.89%, Maturing October 24, 2013		1,339,295

			$	16,070,900


Principal
Amount*		Borrower/Tranche Description	Value
Cable and Satellite Television — 10.4%
		Atlantic Broadband Finance, LLC
	1,722,820	Term Loan, 3.47%, Maturing February 10, 2011	$	1,554,845
		Bragg Communications, Inc.
	1,182,000	Term Loan, 3.76%, Maturing August 31, 2014		1,080,052
		Bresnan Broadband Holdings, LLC
	1,500,000	Term Loan, 3.13%, Maturing March 29, 2014		1,316,250
	650,000	Term Loan - Second Lien, 5.02%, Maturing March 29, 2014		477,750
		Cequel Communications, LLC
	875,000	Term Loan - Second Lien, 5.00%, Maturing May 5, 2014		578,959
	2,075,418	Term Loan - Second Lien, 6.50%, Maturing May 5, 2014⁽²⁾		1,377,559
		CW Media Holdings, Inc.
	320,938	Term Loan, 4.47%, Maturing February 15, 2015		236,210
		Foxco Acquisition Sub., LLC
	348,250	Term Loan, 7.25%, Maturing July 2, 2015		179,349
		Insight Midwest Holdings, LLC
	1,940,625	Term Loan, 2.50%, Maturing April 6, 2014		1,707,057
		Mediacom Broadband Group
	816,397	Term Loan, 2.22%, Maturing January 31, 2015		695,570
		Mediacom Illinois, LLC
	1,930,563	Term Loan, 1.97%, Maturing January 31, 2015		1,618,454
		NTL Investment Holdings, Ltd.
GBP	294,406	Term Loan, 4.66%, Maturing September 3, 2012		354,180
		ProSiebenSat.1 Media AG
EUR	577,945	Term Loan, 4.59%, Maturing March 2, 2015		90,863
EUR	11,076	Term Loan, 3.75%, Maturing June 26, 2015		8,381
EUR	272,924	Term Loan, 3.75%, Maturing June 26, 2015		206,505
EUR	577,945	Term Loan, 4.84%, Maturing March 2, 2016		90,863
EUR	191,097	Term Loan, 9.21%, Maturing March 2, 2017⁽²⁾		11,606
EUR	271,280	Term Loan - Second Lien, 5.96%, Maturing September 2, 2016		17,661
		UPC Broadband Holding B.V.
EUR	1,250,000	Term Loan, 3.54%, Maturing October 16, 2011		1,259,401
	1,600,000	Term Loan, 2.25%, Maturing December 31, 2014		1,390,400
		Virgin Media Investment Holdings
	1,203,647	Term Loan, 4.63%, Maturing March 30, 2012		1,093,815
GBP	149,698	Term Loan, 5.80%, Maturing March 30, 2012		180,092

			$	15,525,822

Chemicals and Plastics — 6.6%
		Brenntag Holding GmbH and Co. KG
	196,364	Term Loan, 2.60%, Maturing December 23, 2013	$	144,327
	803,636	Term Loan, 3.21%, Maturing December 23, 2013		590,673
	600,000	Term Loan - Second Lien, 5.50%, Maturing December 23, 2015		346,500
		Celanese Holdings, LLC
	2,235,188	Term Loan, 2.94%, Maturing April 2, 2014		1,920,737
		Foamex, L.P.
	1,146,575	Term Loan, 4.46%, Maturing February 12, 2013		322,952
		Georgia Gulf Corp.
	349,453	Term Loan, 8.91%, Maturing October 3, 2013		153,323
		Hexion Specialty Chemicals, Inc.
	491,250	Term Loan, 3.50%, Maturing May 5, 2012		142,462
	512,420	Term Loan, 3.50%, Maturing May 5, 2013		179,896
	2,364,963	Term Loan, 3.69%, Maturing May 5, 2013		830,270
		INEOS Group
	1,281,522	Term Loan, 7.50%, Maturing December 14, 2013		477,367
	1,281,522	Term Loan, 8.00%, Maturing December 14, 2014		477,367
		Innophos, Inc.
	168,068	Term Loan, 3.52%, Maturing August 10, 2010		158,404
		ISP Chemco, Inc.
	1,375,500	Term Loan, 2.43%, Maturing June 4, 2014		1,173,473


Principal
Amount*		Borrower/Tranche Description	Value
		Kranton Polymers, LLC
	1,229,874	Term Loan, 3.44%, Maturing May 12, 2013	$	766,621
		Lucite International Group Holdings
	114,750	Term Loan, 3.43%, Maturing July 7, 2013		97,537
	324,043	Term Loan, 3.43%, Maturing July 7, 2013		275,437
		MacDermid, Inc.
EUR	399,565	Term Loan, 3.39%, Maturing April 12, 2014		272,067
		Millenium Inorganic Chemicals
	179,410	Term Loan, 3.47%, Maturing April 30, 2014		105,254
	500,000	Term Loan - Second Lien, 6.97%, Maturing October 31, 2014		245,000
		Propex Fabrics, Inc.
	423,296	Term Loan, 7.25%, Maturing July 31, 2012⁽²⁾		66,669
		Rockwood Specialties Group, Inc.
	1,227,300	Term Loan, 2.27%, Maturing December 10, 2012		1,079,148

			$	9,825,484

Clothing/Textiles — 1.3%
		Hanesbrands, Inc.
	608,036	Term Loan, 5.98%, Maturing September 5, 2013	$	582,737
	450,000	Term Loan - Second Lien, 4.91%, Maturing March 5, 2014		383,625
		St. John Knits International, Inc.
	586,516	Term Loan, 9.00%, Maturing March 23, 2012		395,899
		The William Carter Co.
	725,785	Term Loan, 2.12%, Maturing July 14, 2012		655,021

			$	2,017,282

Conglomerates — 6.1%
		Amsted Industries, Inc.
	914,377	Term Loan, 3.12%, Maturing October 15, 2010	$	827,511
		Blount, Inc.
	275,946	Term Loan, 2.25%, Maturing August 9, 2010		254,560
		Doncasters (Dunde HoldCo 4 Ltd.)
	225,253	Term Loan, 3.01%, Maturing July 13, 2015		148,104
	225,253	Term Loan, 3.51%, Maturing July 13, 2015		148,104
EUR	417,379	Term Loan - Second Lien, 6.00%, Maturing January 13, 2016		225,509
		GenTek, Inc.
	265,475	Term Loan, 3.15%, Maturing February 25, 2011		226,317
		Jarden Corp.
	812,815	Term Loan, 2.97%, Maturing January 24, 2012		729,501
	1,150,985	Term Loan, 2.97%, Maturing January 24, 2012		1,033,009
		Johnson Diversey, Inc.
	842,913	Term Loan, 3.18%, Maturing December 16, 2011		767,051
		Manitowoc Company, Inc. (The)
	648,375	Term Loan, 6.50%, Maturing August 21, 2014		466,020
		Polymer Group, Inc.
	1,246,939	Term Loan, 3.25%, Maturing November 22, 2012		1,000,669
		RBS Global, Inc.
	733,125	Term Loan, 2.56%, Maturing July 19, 2013		582,834
	1,177,459	Term Loan, 3.39%, Maturing July 19, 2013		961,592
		RGIS Holdings, LLC
	107,666	Term Loan, 3.72%, Maturing April 30, 2014		80,749
	2,153,315	Term Loan, 3.73%, Maturing April 30, 2014		1,614,987

			$	9,066,517

Containers and Glass Products — 4.1%
		Berry Plastics Corp.
	980,000	Term Loan, 2.53%, Maturing April 3, 2015	$	664,440
		Consolidated Container Co.
	500,000	Term Loan - Second Lien, 6.02%, Maturing September 28, 2014		142,916
		Crown Americas, Inc.
	339,500	Term Loan, 2.31%, Maturing November 15, 2012		318,281


Principal
Amount*		Borrower/Tranche Description	Value
		Graham Packaging Holdings Co.
	727,963	Term Loan, 3.57%, Maturing October 7, 2011	$	624,456
		Graphic Packaging International, Inc.
	415,592	Term Loan, 3.13%, Maturing May 16, 2014		357,038
	492,613	Term Loan, 3.90%, Maturing May 16, 2014		433,500
		JSG Acquisitions
	990,000	Term Loan, 3.29%, Maturing December 31, 2013		765,394
	990,000	Term Loan, 3.54%, Maturing December 13, 2014		765,394
		Owens-Brockway Glass Container
	837,813	Term Loan, 2.06%, Maturing June 14, 2013		749,244
		Smurfit-Stone Container Corp.
	279,655	Revolving Loan, Maturing December 31, 2009⁽⁵⁾		188,767
	843,313	Term Loan, 3.06%, Maturing November 1, 2009		569,236
	109,756	Term Loan, 2.75%, Maturing November 1, 2011		74,085
	192,599	Term Loan, 2.75%, Maturing November 1, 2011		129,463
	363,018	Term Loan, 2.75%, Maturing November 1, 2011		245,037
	169,239	Term Loan, 3.84%, Maturing November 1, 2011		113,761

			$	6,141,012

Cosmetics/Toiletries — 0.6%
		American Safety Razor Co.
	400,000	Term Loan - Second Lien, 6.77%, Maturing July 31, 2014	$	266,000
		KIK Custom Products, Inc.
	525,000	Term Loan - Second Lien, 5.52%, Maturing November 30, 2014		91,219
		Prestige Brands, Inc.
	639,729	Term Loan, 2.77%, Maturing April 7, 2011		580,554

			$	937,773

Drugs — 1.9%
		Graceway Pharmaceuticals, LLC
	429,093	Term Loan, 3.27%, Maturing May 3, 2012	$	286,777
	500,000	Term Loan, 7.02%, Maturing May 3, 2013		160,000
	150,000	Term Loan, 8.77%, Maturing November 3, 2013		37,500
		Pharmaceutical Holdings Corp.
	176,446	Term Loan, 3.75%, Maturing January 30, 2012		154,391
		Stiefel Laboratories, Inc.
	610,055	Term Loan, 3.41%, Maturing December 28, 2013		547,524
	797,590	Term Loan, 3.41%, Maturing December 28, 2013		715,837
		Warner Chilcott Corp.
	281,436	Term Loan, 2.52%, Maturing January 18, 2012		261,267
	802,458	Term Loan, 2.91%, Maturing January 18, 2012		744,948

			$	2,908,244

Ecological Services and Equipment — 1.2%
		Blue Waste B.V. (AVR Acquisition)
EUR	500,000	Term Loan, 3.40%, Maturing April 1, 2015	$	510,182
		Kemble Water Structure, Ltd.
GBP	750,000	Term Loan, 5.63%, Maturing October 13, 2013		718,860
		Sensus Metering Systems, Inc.
	639,663	Term Loan, 2.86%, Maturing December 17, 2010		578,895

			$	1,807,937

Electronics/Electrical — 4.3%
		Aspect Software, Inc.
	706,276	Term Loan, 4.25%, Maturing July 11, 2011	$	445,837
	950,000	Term Loan - Second Lien, 8.31%, Maturing July 11, 2013		247,000
		FCI International S.A.S.
	110,024	Term Loan, 4.15%, Maturing November 1, 2013		64,364
	110,024	Term Loan, 4.15%, Maturing November 1, 2013		64,364
	114,284	Term Loan, 4.15%, Maturing November 1, 2013		66,856
	114,284	Term Loan, 4.15%, Maturing November 1, 2013		66,856


Principal
Amount*		Borrower/Tranche Description	Value
		Freescale Semiconductor, Inc.
	1,000,000	Term Loan, Maturing December 1, 2013⁽⁵⁾	$	416,875
		Infor Enterprise Solutions Holdings
	494,962	Term Loan, 3.27%, Maturing July 28, 2012		288,728
	727,071	Term Loan, 4.27%, Maturing July 28, 2012		439,878
	1,393,554	Term Loan, 4.27%, Maturing July 28, 2012		843,100
	250,000	Term Loan - Second Lien, 6.02%, Maturing March 2, 2014		52,500
	91,667	Term Loan - Second Lien, 6.77%, Maturing March 2, 2014		19,250
	158,333	Term Loan - Second Lien, 6.77%, Maturing March 2, 2014		35,427
		Network Solutions, LLC
	368,525	Term Loan, 3.19%, Maturing March 7, 2014		228,485
		Open Solutions, Inc.
	1,176,211	Term Loan, 3.26%, Maturing January 23, 2014		623,392
		Sensata Technologies Finance Co.
	1,845,529	Term Loan, 2.93%, Maturing April 27, 2013		797,268
		Spectrum Brands, Inc.
	32,388	Term Loan, 2.71%, Maturing March 30, 2013		23,279
	638,180	Term Loan, 6.05%, Maturing March 30, 2013		458,692
		SS&C Technologies, Inc.
	768,867	Term Loan, 3.22%, Maturing November 23, 2012		582,417
		VeriFone, Inc.
	377,438	Term Loan, 3.27%, Maturing October 31, 2013		307,612
		Vertafore, Inc.
	483,816	Term Loan, 3.75%, Maturing January 31, 2012		411,244

			$	6,483,424

Equipment Leasing — 0.7%
		AWAS Capital, Inc.
	916,831	Term Loan - Second Lien, 7.25%, Maturing March 22, 2013	$	320,891
		Hertz Corp.
	816,558	Term Loan, 2.30%, Maturing December 21, 2012		622,217
	88,269	Term Loan, 2.98%, Maturing December 21, 2012		67,261

			$	1,010,369

Farming/Agriculture — 0.5%
		Central Garden & Pet Co.
	1,010,069	Term Loan, 2.03%, Maturing February 28, 2014	$	709,069

			$	709,069

Financial Intermediaries — 2.9%
		Citco III, Ltd.
	1,476,025	Term Loan, 3.58%, Maturing June 30, 2014	$	1,040,598
		Grosvenor Capital Management
	1,198,559	Term Loan, 2.75%, Maturing December 5, 2013		701,157
		INVESTools, Inc.
	198,000	Term Loan, 3.77%, Maturing August 13, 2012		193,050
		Jupiter Asset Management Group
GBP	220,143	Term Loan, 4.11%, Maturing June 30, 2015		155,172
		LPL Holdings, Inc.
	1,891,926	Term Loan, 2.69%, Maturing December 18, 2014		1,560,839
		Nuveen Investments, Inc.
	792,000	Term Loan, 3.53%, Maturing November 2, 2014		447,480
		Oxford Acquisition III, Ltd.
	451,454	Term Loan, 2.88%, Maturing May 24, 2014		117,378
		RJO Holdings Corp. (RJ O’Brien)
	246,250	Term Loan, 3.54%, Maturing July 31, 2014		105,477

			$	4,321,151

Food Products — 4.9%
		Acosta, Inc.
	1,605,085	Term Loan, 2.77%, Maturing July 28, 2013	$	1,364,322


Principal
Amount*		Borrower/Tranche Description	Value
		Advantage Sales & Marketing, Inc.
	1,176,924	Term Loan, 2.51%, Maturing March 29, 2013	$	978,809
		Black Lion Beverages III B.V.
EUR	146,444	Term Loan, 3.32%, Maturing December 31, 2013		137,898
EUR	852,941	Term Loan, 6.44%, Maturing December 31, 2014		803,168
		Dean Foods Co.
	818,076	Term Loan, 2.71%, Maturing April 2, 2014		739,592
		Michael Foods, Inc.
	959,646	Term Loan, 2.96%, Maturing November 21, 2010		923,659
		Pinnacle Foods Finance, LLC
	497,157	Term Loan, 3.25%, Maturing April 2, 2014		409,067
		Provimi Group SA
	119,643	Term Loan, 2.77%, Maturing June 28, 2015		81,557
	147,236	Term Loan, 2.77%, Maturing June 28, 2015		100,365
EUR	154,749	Term Loan, 3.40%, Maturing June 28, 2015		140,151
EUR	255,938	Term Loan, 3.40%, Maturing June 28, 2015		231,794
EUR	266,692	Term Loan, 3.40%, Maturing June 28, 2015		241,533
EUR	348,873	Term Loan, 3.40%, Maturing June 28, 2015		315,961
EUR	19,346	Term Loan - Second Lien, 5.40%, Maturing June 28, 2015		7,711
	225,701	Term Loan - Second Lien, 2.51%, Maturing December 28, 2016⁽⁶⁾		67,710
EUR	557,956	Term Loan - Second Lien, 2.56%, Maturing December 28, 2016⁽⁶⁾		222,390
		Reddy Ice Group, Inc.
	1,055,000	Term Loan, 2.31%, Maturing August 9, 2012		586,844

			$	7,352,531

Food Service — 3.1%
		AFC Enterprises, Inc.
	197,901	Term Loan, 2.97%, Maturing May 23, 2009	$	166,237
		Aramark Corp.
	991,348	Term Loan, 3.10%, Maturing January 26, 2014		863,712
	64,038	Term Loan, 4.06%, Maturing January 26, 2014		55,793
GBP	490,000	Term Loan, 3.81%, Maturing January 27, 2014		588,827
		Buffets, Inc.
	504,137	DIP Loan, 19.00%, Maturing July 22, 2009		491,534
	24,880	Term Loan, 7.73%, Maturing July 22, 2009⁽²⁾		3,732
	249,726	Term Loan, 7.73%, Maturing July 22, 2009⁽²⁾		37,459
	70,133	Term Loan, 8.81%, Maturing May 1, 2013⁽²⁾		6,137
	519,453	Term Loan, 7.77%, Maturing November 1, 2013⁽²⁾		45,452
		CBRL Group, Inc.
	933,949	Term Loan, 2.69%, Maturing April 27, 2013		805,197
		Denny’s, Inc.
	64,750	Term Loan, 2.44%, Maturing March 31, 2012		55,847
	221,076	Term Loan, 3.98%, Maturing March 31, 2012		190,678
		Maine Beverage Co., LLC
	268,973	Term Loan, 3.03%, Maturing June 30, 2010		219,213
		NPC International, Inc.
	196,503	Term Loan, 2.75%, Maturing May 3, 2013		165,063
		OSI Restaurant Partners, LLC
	69,550	Term Loan, 3.97%, Maturing May 9, 2013		37,974
	773,823	Term Loan, 2.81%, Maturing May 9, 2014		422,507
		QCE Finance, LLC
	489,950	Term Loan, 3.50%, Maturing May 5, 2013		266,614
	500,000	Term Loan - Second Lien, 6.98%, Maturing November 5, 2013		170,000
		Sagittarius Restaurants, LLC
	178,056	Term Loan, 9.50%, Maturing March 29, 2013		67,661

			$	4,659,637

Food/Drug Retailers — 2.4%
		General Nutrition Centers, Inc.
	831,021	Term Loan, 3.30%, Maturing September 16, 2013	$	613,570


Principal
Amount*		Borrower/Tranche Description	Value
		Iceland Foods Group, Ltd.
GBP	540,349	Term Loan, 9.79%, Maturing May 2, 2016⁽²⁾	$	703,602
		Pantry, Inc. (The)
	120,007	Term Loan, 2.02%, Maturing May 15, 2014		100,056
	416,843	Term Loan, 2.02%, Maturing May 15, 2014		347,543
		Rite Aid Corp.
	2,079,000	Term Loan, 2.28%, Maturing June 1, 2014		1,392,930
	547,250	Term Loan, 6.00%, Maturing June 4, 2014		381,707

			$	3,539,408

Forest Products — 3.1%
		Appleton Papers, Inc.
	712,313	Term Loan, 6.50%, Maturing June 5, 2014	$	516,426
		Georgia-Pacific Corp.
	3,186,407	Term Loan, 3.26%, Maturing December 20, 2012		2,818,476
		Newpage Corp.
	806,415	Term Loan, 4.81%, Maturing December 5, 2014		554,813
		Xerium Technologies, Inc.
	1,300,748	Term Loan, 6.72%, Maturing May 18, 2012		773,945

			$	4,663,660

Healthcare — 14.2%
		Accellent, Inc.
	909,450	Term Loan, 3.76%, Maturing November 22, 2012	$	732,107
		Alliance Imaging, Inc.
	1,085,778	Term Loan, 3.72%, Maturing December 29, 2011		971,771
		American Medical Systems
	558,121	Term Loan, 2.81%, Maturing July 20, 2012		506,495
		AMN Healthcare, Inc.
	144,296	Term Loan, 2.97%, Maturing November 2, 2011		130,588
		Bright Horizons Family Solutions, Inc.
	472,625	Term Loan, 7.50%, Maturing May 15, 2015		359,195
		Cardinal Health 409, Inc.
	1,305,525	Term Loan, 2.77%, Maturing April 10, 2014		829,008
		Carestream Health, Inc.
	1,305,960	Term Loan, 2.90%, Maturing April 30, 2013		1,044,302
	500,000	Term Loan - Second Lien, 6.05%, Maturing October 30, 2013		175,179
		Carl Zeiss Vision Holding GmbH
	630,000	Term Loan, 3.02%, Maturing March 23, 2015		223,256
		Concentra, Inc.
	350,000	Term Loan - Second Lien, 7.47%, Maturing June 25, 2015⁽²⁾		96,250
		ConMed Corp.
	254,667	Term Loan, 2.02%, Maturing April 13, 2013		208,827
		CRC Health Corp.
	140,490	Term Loan, 3.47%, Maturing February 6, 2013		94,831
	268,125	Term Loan, 3.47%, Maturing February 6, 2013		180,984
		DaVita, Inc.
	715,474	Term Loan, 2.37%, Maturing October 5, 2012		665,391
		DJO Finance, LLC
	444,375	Term Loan, 3.82%, Maturing May 15, 2014		379,496
		Fenwal, Inc.
	500,000	Term Loan - Second Lien, 6.51%, Maturing August 28, 2014		251,250
		Hanger Orthopedic Group, Inc.
	387,941	Term Loan, 2.52%, Maturing May 30, 2013		345,267
		HCA, Inc.
	2,506,546	Term Loan, 3.47%, Maturing November 18, 2013		2,138,711
		Health Management Association, Inc.
	2,455,450	Term Loan, 2.97%, Maturing February 28, 2014		1,999,043
		HealthSouth Corp.
	1,454,923	Term Loan, 3.05%, Maturing March 10, 2013		1,286,924


Principal
Amount*		Borrower/Tranche Description	Value
		Iasis Healthcare, LLC
	41,335	Term Loan, 2.52%, Maturing March 14, 2014	$	35,218
	153,845	Term Loan, 2.52%, Maturing March 14, 2014		131,076
	444,583	Term Loan, 2.52%, Maturing March 14, 2014		378,785
		Ikaria Acquisition, Inc.
	263,729	Term Loan, 3.42%, Maturing March 28, 2013		224,829
		IM U.S. Holdings, LLC
	350,000	Term Loan - Second Lien, 4.76%, Maturing June 26, 2015		288,750
		Invacare Corp.
	314,600	Term Loan, 3.34%, Maturing February 12, 2013		268,983
		inVentiv Health, Inc.
	463,179	Term Loan, 2.97%, Maturing July 6, 2014		387,912
		LifePoint Hospitals, Inc.
	1,107,929	Term Loan, 2.89%, Maturing April 15, 2012		1,023,450
		MultiPlan Merger Corp.
	307,398	Term Loan, 3.06%, Maturing April 12, 2013		254,884
	660,306	Term Loan, 3.06%, Maturing April 12, 2013		547,504
		Mylan, Inc.
	315,250	Term Loan, 4.37%, Maturing October 2, 2014		293,577
		National Mentor Holdings, Inc.
	33,600	Term Loan, 2.44%, Maturing June 29, 2013		22,120
	550,824	Term Loan, 3.22%, Maturing June 29, 2013		362,626
		National Rental Institutes, Inc.
	439,223	Term Loan, 6.25%, Maturing March 31, 2013		234,984
		Physiotherapy Associates, Inc.
	398,252	Term Loan, 7.50%, Maturing June 27, 2013		222,357
		RadNet Management, Inc.
	294,002	Term Loan, 5.07%, Maturing November 15, 2012		237,407
	350,000	Term Loan, 10.27%, Maturing November 15, 2013		227,500
		ReAble Therapeutics Finance, LLC
	878,294	Term Loan, 2.93%, Maturing November 16, 2013		765,214
		Renal Advantage, Inc.
	497	Term Loan, 3.71%, Maturing October 5, 2012		410
		Select Medical Holdings Corp.
	1,229,606	Term Loan, 3.25%, Maturing February 24, 2012		1,004,325
		Sunrise Medical Holdings, Inc.
	210,884	Term Loan, 4.86%, Maturing May 13, 2010		118,622
		Vanguard Health Holding Co., LLC
	1,593,203	Term Loan, 2.77%, Maturing September 23, 2011		1,460,768
		Viant Holdings, Inc.
	288,815	Term Loan, 3.47%, Maturing June 25, 2014		168,957

			$	21,279,133

Home Furnishings — 2.1%
		Hunter Fan Co.
	223,436	Term Loan, 3.00%, Maturing April 16, 2014	$	115,069
		Interline Brands, Inc.
	363,478	Term Loan, 2.22%, Maturing June 23, 2013		274,426
	500,712	Term Loan, 2.22%, Maturing June 23, 2013		378,037
		National Bedding Co., LLC
	980,000	Term Loan, 2.57%, Maturing August 31, 2011		476,280
	350,000	Term Loan - Second Lien, 5.56%, Maturing August 31, 2012		99,750
		Oreck Corp.
	664,695	Term Loan, 3.27%, Maturing February 2, 2012⁽⁴⁾		203,397
		Sanitec, Ltd. Oy
EUR	490,638	Term Loan, 0.00%, Maturing April 7, 2013⁽³⁾		176,003
EUR	490,638	Term Loan, 0.00%, Maturing April 7, 2014⁽³⁾		176,003


Principal
Amount*		Borrower/Tranche Description	Value
		Simmons Co.
	1,494,584	Term Loan, 10.50%, Maturing December 19, 2011⁽²⁾	$	1,158,303
	523,509	Term Loan, 8.22%, Maturing February 15, 2012⁽²⁾		11,866

			$	3,069,134

Industrial Equipment — 3.5%
		Brand Energy and Infrastructure Services, Inc.
	418,625	Term Loan, 4.52%, Maturing February 7, 2014	$	236,523
		CEVA Group PLC U.S.
	550,822	Term Loan, 3.52%, Maturing January 4, 2014		239,608
	65,789	Term Loan, 4.22%, Maturing January 4, 2014		28,618
		EPD Holdings (Goodyear Engineering Products)
	40,117	Term Loan, 3.04%, Maturing July 13, 2014		15,696
	280,109	Term Loan, 3.04%, Maturing July 13, 2014		109,593
	425,000	Term Loan - Second Lien, 6.28%, Maturing July 13, 2015		77,917
		FR Brand Acquisition Corp.
	490,000	Term Loan, 3.51%, Maturing February 7, 2014		294,000
		Generac Acquisition Corp.
	678,340	Term Loan, 3.00%, Maturing November 7, 2013		380,718
	500,000	Term Loan - Second Lien, 6.50%, Maturing April 7, 2014		126,000
		Gleason Corp.
	83,902	Term Loan, 3.08%, Maturing June 30, 2013		71,526
	306,063	Term Loan, 3.08%, Maturing June 30, 2013		260,919
		Jason, Inc.
	270,036	Term Loan, 3.73%, Maturing April 30, 2010		175,524
		John Maneely Co.
	1,407,956	Term Loan, 4.44%, Maturing December 8, 2013		855,333
		LN Acquisitions Corp.
	133,977	Term Loan, 3.04%, Maturing July 11, 2014		108,856
	358,182	Term Loan, 3.04%, Maturing July 11, 2014		291,023
		Polypore, Inc.
	1,600,625	Term Loan, 2.48%, Maturing July 3, 2014		1,188,464
		Sequa Corp.
	397,522	Term Loan, 3.76%, Maturing November 30, 2014		220,624
		TFS Acquisition Corp.
	1,096,875	Term Loan, 4.72%, Maturing August 11, 2013		507,305

			$	5,188,247

Insurance — 2.0%
		AmWINS Group, Inc.
	500,000	Term Loan - Second Lien, 6.79%, Maturing June 8, 2014	$	127,500
		Applied Systems, Inc.
	664,364	Term Loan, 3.72%, Maturing September 26, 2013		536,474
		CCC Information Services Group, Inc.
	308,548	Term Loan, 2.77%, Maturing February 10, 2013		269,208
		Conseco, Inc.
	1,860,254	Term Loan, 6.50%, Maturing October 10, 2013		604,582
		Crawford & Company
	650,893	Term Loan, 3.72%, Maturing October 31, 2013		543,496
		Crump Group, Inc.
	470,661	Term Loan, 3.52%, Maturing August 4, 2014		320,049
		U.S.I. Holdings Corp.
	933,375	Term Loan, 3.97%, Maturing May 4, 2014		560,025

			$	2,961,334

Leisure Goods/Activities/Movies — 9.7%
		24 Hour Fitness Worldwide, Inc.
	873,000	Term Loan, 3.49%, Maturing June 8, 2012	$	445,230
		AMC Entertainment, Inc.
	965,000	Term Loan, 2.02%, Maturing January 26, 2013		864,709


Principal
Amount*		Borrower/Tranche Description	Value
		AMF Bowling Worldwide, Inc.
	500,000	Term Loan - Second Lien, 7.54%, Maturing December 8, 2013	$	50,000
		Bombardier Recreational Products
	979,747	Term Loan, 3.69%, Maturing June 28, 2013		410,269
		Carmike Cinemas, Inc.
	361,755	Term Loan, 5.19%, Maturing May 19, 2012		285,335
		Cedar Fair, L.P.
	837,696	Term Loan, 2.52%, Maturing August 30, 2012		724,084
		Cinemark, Inc.
	1,950,000	Term Loan, 2.38%, Maturing October 5, 2013		1,772,759
		Deluxe Entertainment Services
	638,089	Term Loan, 3.35%, Maturing January 28, 2011		401,996
	35,433	Term Loan, 3.47%, Maturing January 28, 2011		22,323
	62,564	Term Loan, 3.47%, Maturing January 28, 2011		39,415
		Easton-Bell Sports, Inc.
	757,681	Term Loan, 2.92%, Maturing March 16, 2012		578,363
		Mega Blocks, Inc.
	820,250	Term Loan, 8.75%, Maturing July 26, 2012		256,328
		Metro-Goldwyn-Mayer Holdings, Inc.
	2,256,111	Term Loan, 3.77%, Maturing April 8, 2012		1,019,011
		National CineMedia, LLC
	1,900,000	Term Loan, 3.08%, Maturing February 13, 2015		1,632,812
		Regal Cinemas Corp.
	2,145,000	Term Loan, 4.97%, Maturing November 10, 2010		1,989,487
		Revolution Studios Distribution Co., LLC
	558,047	Term Loan, 4.27%, Maturing December 21, 2014		368,311
	450,000	Term Loan - Second Lien, 7.52%, Maturing June 21, 2015		78,750
		Six Flags Theme Parks, Inc.
	675,313	Term Loan, 3.02%, Maturing April 30, 2015		464,700
		Southwest Sports Group, LLC
	600,000	Term Loan, 3.75%, Maturing December 22, 2010		342,750
		Universal City Development Partners, Ltd.
	934,709	Term Loan, 6.00%, Maturing June 9, 2011		852,922
		WMG Acquisition Corp.
	450,000	Revolving Loan, 0.00%, Maturing February 28, 2010⁽⁶⁾		400,500
	1,302,020	Term Loan, 2.98%, Maturing February 28, 2011		1,149,684
		Zuffa, LLC
	493,719	Term Loan, 2.56%, Maturing June 20, 2016		368,808

			$	14,518,546

Lodging and Casinos — 3.5%
		Ameristar Casinos, Inc.
	580,500	Term Loan, 3.26%, Maturing November 10, 2012	$	470,205
		Green Valley Ranch Gaming, LLC
	260,188	Term Loan, 3.08%, Maturing February 16, 2014		106,749
		Harrah’s Operating Co.
	1,980,000	Term Loan, 3.95%, Maturing January 28, 2015		1,190,121
		Herbst Gaming, Inc.
	462,565	Term Loan, 0.00%, Maturing December 2, 2011⁽³⁾		104,077
	532,378	Term Loan, 0.00%, Maturing December 2, 2011⁽³⁾		119,785
		LodgeNet Entertainment Corp.
	884,992	Term Loan, 3.17%, Maturing April 4, 2014		514,770
		New World Gaming Partners, Ltd.
	108,333	Term Loan, 3.94%, Maturing June 30, 2014		49,617
	534,896	Term Loan, 3.94%, Maturing June 30, 2014		244,982
		Penn National Gaming, Inc.
	407,439	Term Loan, 2.61%, Maturing October 3, 2012		367,112
		Venetian Casino Resort/Las Vegas Sands, Inc.
	456,550	Term Loan, 2.27%, Maturing May 14, 2014		244,540
	1,807,800	Term Loan, 2.27%, Maturing May 23, 2014		968,303


Principal
Amount*		Borrower/Tranche Description	Value
		VML US Finance, LLC
	241,667	Term Loan, 2.77%, Maturing May 25, 2012	$	158,835
	483,333	Term Loan, 2.77%, Maturing May 25, 2013		317,671
		Wimar OpCo, LLC
	1,342,641	Term Loan, 6.50%, Maturing January 3, 2012		327,455

			$	5,184,222

Nonferrous Metals/Minerals — 1.6%
		Alpha Natural Resources, LLC
	442,937	Term Loan, 2.75%, Maturing October 26, 2012	$	405,288
		Euramax International, Inc.
	314,079	Term Loan, 8.75%, Maturing June 28, 2012		73,285
	166,618	Term Loan - Second Lien, 13.00%, Maturing June 28, 2013		16,662
	335,882	Term Loan - Second Lien, 13.00%, Maturing June 28, 2013		33,588
		Murray Energy Corp.
	720,000	Term Loan, 6.94%, Maturing January 28, 2010		669,600
		Noranda Aluminum Acquisition
	196,725	Term Loan, 2.56%, Maturing May 18, 2014		102,789
		Novelis, Inc.
	330,059	Term Loan, 2.52%, Maturing June 28, 2014		209,587
	726,136	Term Loan, 3.22%, Maturing June 28, 2014		461,096
		Oxbow Carbon and Mineral Holdings
	58,032	Term Loan, 2.52%, Maturing May 8, 2014		40,308
	608,652	Term Loan, 2.80%, Maturing May 8, 2014		422,759

			$	2,434,962

Oil and Gas — 2.3%
		Atlas Pipeline Partners, L.P.
	825,000	Term Loan, 3.27%, Maturing July 20, 2014	$	705,375
		Big West Oil, LLC
	175,000	Term Loan, 4.50%, Maturing May 1, 2014		116,375
	220,000	Term Loan, 4.50%, Maturing May 1, 2014		146,300
		Dresser, Inc.
	485,288	Term Loan, 3.46%, Maturing May 4, 2014		366,393
	700,000	Term Loan - Second Lien, 6.99%, Maturing May 4, 2015		299,833
		Enterprise GP Holdings, L.P.
	594,000	Term Loan, 3.30%, Maturing October 31, 2014		559,103
		Hercules Offshore, Inc.
	369,375	Term Loan, 3.21%, Maturing July 6, 2013		261,887
		Targa Resources, Inc.
	840,465	Term Loan, 2.53%, Maturing October 31, 2012		649,959
	395,714	Term Loan, 3.22%, Maturing October 31, 2012		306,018

			$	3,411,243

Publishing — 7.6%
		American Media Operations, Inc.
	2,448,871	Term Loan, 10.00%, Maturing January 31, 2013	$	1,228,518
		Aster Zweite Beteiligungs GmbH
EUR	236,166	Term Loan, 3.94%, Maturing September 27, 2013		141,720
	500,000	Term Loan, 4.01%, Maturing September 27, 2013		218,282
		CanWest MediaWorks, Ltd.
	417,563	Term Loan, 3.26%, Maturing July 10, 2014		159,718
		Dex Media West, LLC
	1,405,000	Term Loan, 7.00%, Maturing October 24, 2014		645,130
		European Directories, S.A.
EUR	500,000	Term Loan, 5.15%, Maturing September 4, 2014		423,491
		GateHouse Media Operating, Inc.
	725,000	Term Loan, 2.52%, Maturing August 28, 2014		147,416
	325,000	Term Loan, 2.54%, Maturing August 28, 2014		66,083
	350,000	Term Loan, 2.79%, Maturing August 28, 2014		71,167


Principal
Amount*		Borrower/Tranche Description	Value
		Idearc, Inc.
	3,882,310	Term Loan, 0.00%, Maturing November 17, 2014⁽³⁾	$	1,499,542
		Laureate Education, Inc.
	246,943	Term Loan, 4.41%, Maturing August 17, 2014		166,584
	1,654,293	Term Loan, 4.41%, Maturing August 17, 2014		1,115,958
		Local Insight Regatta Holdings, Inc.
	843,625	Term Loan, 7.15%, Maturing April 23, 2015		303,705
		MediaNews Group, Inc.
	377,568	Term Loan, 4.97%, Maturing August 2, 2013		59,781
		Mediannuaire Holding
EUR	500,000	Term Loan, 5.91%, Maturing April 10, 2016		113,880
		Merrill Communications, LLC
	670,507	Term Loan, 3.50%, Maturing August 9, 2009		445,887
		Nebraska Book Co., Inc.
	457,345	Term Loan, 7.77%, Maturing March 4, 2011		384,170
		Nelson Education, Ltd.
	246,250	Term Loan, 3.72%, Maturing July 5, 2014		141,594
		Nielsen Finance, LLC
	647,210	Term Loan, 2.53%, Maturing August 9, 2013		506,622
		Philadelphia Newspapers, LLC
	377,641	Term Loan, 0.00%, Maturing June 29, 2013⁽³⁾		77,416
		R.H. Donnelley Corp.
	221,638	Term Loan, 6.75%, Maturing June 30, 2010		99,460
		Reader’s Digest Association, Inc. (The)
	2,739,500	Term Loan, 3.29%, Maturing March 2, 2014		712,270
		SGS International, Inc.
	362,041	Term Loan, 4.02%, Maturing December 30, 2011		240,757
		Source Media, Inc.
	549,526	Term Loan, 5.52%, Maturing November 8, 2011		283,006
		Tribune Co.
	790,468	Term Loan, 0.00%, Maturing May 17, 2009⁽³⁾		205,126
	497,487	Term Loan, 0.00%, Maturing May 17, 2014⁽³⁾		112,090
	1,082,519	Term Loan, 0.00%, Maturing May 17, 2014⁽³⁾		286,287
		Xsys, Inc.
EUR	263,834	Term Loan, 3.94%, Maturing September 27, 2013		158,323
	605,124	Term Loan, 4.01%, Maturing September 27, 2013		264,175
	618,087	Term Loan, 4.01%, Maturing September 27, 2014		269,834
		Yell Group, PLC
	1,400,000	Term Loan, 3.52%, Maturing February 10, 2013		794,500

			$	11,342,492

Radio and Television — 4.0%
		Block Communications, Inc.
	435,375	Term Loan, 3.22%, Maturing December 22, 2011	$	363,538
		CMP KC, LLC
	480,594	Term Loan, 4.56%, Maturing May 5, 2013⁽⁴⁾		137,931
		CMP Susquehanna Corp.
	947,935	Term Loan, 2.55%, Maturing May 5, 2013		342,204
		Emmis Operating Co.
	416,725	Term Loan, 3.09%, Maturing November 2, 2013		175,545
		Gray Television, Inc.
	598,121	Term Loan, 4.55%, Maturing January 19, 2015		258,189
		HIT Entertainment, Inc.
	585,627	Term Loan, 3.49%, Maturing March 20, 2012		285,493
		NEP II, Inc.
	319,309	Term Loan, 2.77%, Maturing February 16, 2014		261,833
		Nexstar Broadcasting, Inc.
	894,813	Term Loan, 2.27%, Maturing October 1, 2012		469,777
	945,946	Term Loan, 2.97%, Maturing October 1, 2012		496,622


Principal
Amount*		Borrower/Tranche Description	Value
		NextMedia Operating, Inc.
	36,057	Term Loan, 7.12%, Maturing November 15, 2012	$	17,428
	81,130	Term Loan, 7.17%, Maturing November 15, 2012		39,213
		PanAmSat Corp.
	431,686	Term Loan, 3.93%, Maturing January 3, 2014		376,430
	431,686	Term Loan, 3.93%, Maturing January 3, 2014		376,430
	431,816	Term Loan, 3.93%, Maturing January 3, 2014		376,544
		Paxson Communications Corp.
	1,350,000	Term Loan, 4.34%, Maturing January 15, 2012		275,626
		Raycom TV Broadcasting, LLC
	775,000	Term Loan, 2.06%, Maturing June 25, 2014		581,250
		SFX Entertainment
	563,820	Term Loan, 4.17%, Maturing June 21, 2013		414,408
		Sirius Satellite Radio, Inc.
	246,250	Term Loan, 2.81%, Maturing December 19, 2012		183,456
		Spanish Broadcasting System, Inc.
	967,254	Term Loan, 2.97%, Maturing June 10, 2012		303,476
		Young Broadcasting, Inc.
	860,059	Term Loan, 4.75%, Maturing November 3, 2012		303,887

			$	6,039,280

Rail Industries — 1.0%
		Kansas City Southern Railway Co.
	994,344	Term Loan, 2.84%, Maturing April 26, 2013	$	833,592
		Rail America, Inc.
	50,160	Term Loan, 5.44%, Maturing August 14, 2009		44,893
	774,840	Term Loan, 5.44%, Maturing August 13, 2010		693,482

			$	1,571,967

Retailers (Except Food and Drug) — 4.5%
		American Achievement Corp.
	105,850	Term Loan, 2.81%, Maturing March 25, 2011	$	88,914
		Amscan Holdings, Inc.
	294,000	Term Loan, 3.65%, Maturing May 25, 2013		230,790
		Cumberland Farms, Inc.
	820,954	Term Loan, 2.85%, Maturing September 29, 2013		673,183
		Harbor Freight Tools USA, Inc.
	927,930	Term Loan, 9.75%, Maturing July 15, 2010		672,750
		Josten’s Corp.
	880,379	Term Loan, 2.50%, Maturing October 4, 2011		781,337
		Mapco Express, Inc.
	186,607	Term Loan, 5.75%, Maturing April 28, 2011		151,618
		Orbitz Worldwide, Inc.
	1,610,500	Term Loan, 4.00%, Maturing July 25, 2014		621,653
		Oriental Trading Co., Inc.
	853,299	Term Loan, 7.16%, Maturing July 31, 2013		455,804
	700,000	Term Loan - Second Lien, 6.52%, Maturing January 31, 2013		151,375
		Rent-A-Center, Inc.
	474,066	Term Loan, 2.28%, Maturing November 15, 2012		433,770
		Rover Acquisition Corp.
	1,124,125	Term Loan, 3.22%, Maturing October 26, 2013		960,190
		Savers, Inc.
	178,629	Term Loan, 3.25%, Maturing August 11, 2012		154,514
	195,427	Term Loan, 3.25%, Maturing August 11, 2012		169,044
		Yankee Candle Company, Inc. (The)
	1,830,942	Term Loan, 3.17%, Maturing February 6, 2014		1,218,884

			$	6,763,826

Steel — 0.7%
		Algoma Acquisition Corp.
	1,173,273	Term Loan, 3.02%, Maturing June 20, 2013	$	683,431


Principal
Amount*		Borrower/Tranche Description	Value
		Niagara Corp.
	540,375	Term Loan, 5.68%, Maturing June 29, 2014	$	308,014

			$	991,445

Surface Transport — 1.0%
		Gainey Corp.
	399,989	Term Loan, 0.00%, Maturing April 20, 2012⁽³⁾	$	43,332
		Oshkosh Truck Corp.
	868,490	Term Loan, 7.06%, Maturing December 6, 2013		650,934
		Ozburn-Hessey Holding Co., LLC
	289,915	Term Loan, 4.44%, Maturing August 9, 2012		224,684
		Swift Transportation Co., Inc.
	1,002,326	Term Loan, 3.75%, Maturing May 10, 2014		513,692

			$	1,432,642

Telecommunications — 5.8%
		Alaska Communications Systems Holdings, Inc.
	527,509	Term Loan, 2.97%, Maturing February 1, 2012	$	467,901
		Asurion Corp.
	775,000	Term Loan, 3.81%, Maturing July 13, 2012		663,271
	500,000	Term Loan - Second Lien, 7.03%, Maturing January 13, 2013		363,334
		Centennial Cellular Operating Co., LLC
	1,833,333	Term Loan, 3.22%, Maturing February 9, 2011		1,813,526
		CommScope, Inc.
	1,341,271	Term Loan, 3.59%, Maturing November 19, 2014		1,156,008
		FairPoint Communications, Inc.
	1,732,328	Term Loan, 5.75%, Maturing March 31, 2015		819,143
		Intelsat Subsidiary Holding Co.
	513,188	Term Loan, 3.93%, Maturing July 3, 2013		461,612
		Macquarie UK Broadcast Ventures, Ltd.
GBP	413,974	Term Loan, 3.04%, Maturing December 26, 2014		392,776
		NTelos, Inc.
	1,090,405	Term Loan, 2.77%, Maturing August 24, 2011		1,012,986
		Palm, Inc.
	419,688	Term Loan, 4.02%, Maturing April 24, 2014		205,647
		Stratos Global Corp.
	534,750	Term Loan, 3.72%, Maturing February 13, 2012		474,145
		Trilogy International Partners
	475,000	Term Loan, 4.72%, Maturing June 29, 2012		201,875
		Windstream Corp.
	639,743	Term Loan, 2.59%, Maturing July 17, 2013		591,362

			$	8,623,586

Utilities — 2.3%
		AEI Finance Holding, LLC
	145,028	Revolving Loan, 3.52%, Maturing March 30, 2012	$	92,093
	1,022,210	Term Loan, 4.22%, Maturing March 30, 2014		649,103
		Astoria Generating Co.
	625,000	Term Loan - Second Lien, 4.28%, Maturing August 23, 2013		476,562
		Covanta Energy Corp.
	607,448	Term Loan, 2.06%, Maturing February 9, 2014		536,377
	305,155	Term Loan, 2.69%, Maturing February 9, 2014		269,452
		NRG Energy, Inc.
	245,283	Term Loan, 2.72%, Maturing June 1, 2014		221,419
	133,341	Term Loan, 2.82%, Maturing June 1, 2014		120,368
		Pike Electric, Inc.
	89,534	Term Loan, 2.06%, Maturing July 1, 2012		77,447
	152,897	Term Loan, 2.06%, Maturing December 10, 2012		132,256


Principal
Amount*		Borrower/Tranche Description	Value
		TXU Texas Competitive Electric Holdings Co., LLC
	438,250	Term Loan, 4.03%, Maturing October 10, 2014	$	290,752
	813,542	Term Loan, 4.03%, Maturing October 10, 2014		538,391

			$	3,404,220


Total Senior Floating-Rate Interests (identified cost $332,862,967)			$	219,421,249

Corporate Bonds & Notes — 11.5%


Principal
Amount*
(000’s omitted)		Security	Value
Aerospace and Defense — 0.0%
		Alion Science and Technologies Corp.
	75	10.25%, 2/1/15	$	18,750
		Hawker Beechcraft Acquisition
	65	9.75%, 4/1/17		11,375
		Vought Aircraft Industries, Inc., Sr. Notes
	45	8.00%, 7/15/11		17,775

			$	47,900

Air Transport — 0.0%
		Continental Airlines
	80	7.033%, 6/15/11	$	59,793

			$	59,793

Automotive — 0.2%
		Allison Transmission, Inc.
	60	11.00%, 11/1/15⁽⁷⁾	$	28,800
		Altra Industrial Motion, Inc.
	180	9.00%, 12/1/11		169,200
		Commercial Vehicle Group, Inc., Sr. Notes
	55	8.00%, 7/1/13		12,375
		Tenneco, Inc., Sr. Notes
	25	8.125%, 11/15/15		5,125
		United Components, Inc., Sr. Sub. Notes
	65	9.375%, 6/15/13		25,675

			$	241,175

Broadcast Radio and Television — 0.1%
		Warner Music Group, Sr. Sub. Notes
	45	7.375%, 4/15/14	$	31,163
		XM Satellite Radio Holdings, Inc., Sr. Notes
	110	13.00%, 8/1/13⁽⁷⁾		50,875

			$	82,038

Brokers, Dealers and Investment Houses — 0.0%
		Nuveen Investments, Inc., Sr. Notes
	60	10.50%, 11/15/15⁽⁷⁾	$	17,100

			$	17,100

Building and Development — 0.5%
		Grohe Holding GMBH, Variable Rate
EUR	1,000	5.487%, 1/15/14	$	644,371
		Interface, Inc., Sr. Sub. Notes
	20	9.50%, 2/1/14		14,300
		Interline Brands, Inc., Sr. Sub. Notes
	60	8.125%, 6/15/14		54,000
		Panolam Industries International, Sr. Sub. Notes
	220	10.75%, 10/1/13⁽³⁾		29,700


Principal
Amount*
(000’s omitted)		Security	Value
		Texas Industries Inc., Sr. Notes
	65	7.25%, 7/15/13⁽⁷⁾	$	49,400

			$	791,771

Business Equipment and Services — 1.0%
		Affinion Group, Inc.
	55	10.125%, 10/15/13	$	42,075
	110	11.50%, 10/15/15		68,750
		Ceridian Corp., Sr. Notes
	140	11.25%, 11/15/15		59,500
		Education Management, LLC, Sr. Notes
	225	8.75%, 6/1/14		213,750
		Education Management, LLC, Sr. Sub. Notes
	310	10.25%, 6/1/16		291,400
		MediMedia USA, Inc., Sr. Sub. Notes
	90	11.375%, 11/15/14⁽⁷⁾		58,950
		Muzak, LLC/Muzak Finance, Sr. Notes
	20	10.00%, 2/15/09⁽⁸⁾		10,000
		Rental Service Corp.
	220	9.50%, 12/1/14		108,900
		SunGard Data Systems, Inc., Sr. Notes
	400	10.625%, 5/15/15⁽⁷⁾		352,000
		Ticketmaster, Sr. Notes
	105	10.75%, 7/28/16⁽⁷⁾		71,925
		Travelport, LLC
	35	9.875%, 9/1/14		14,000
		West Corp.
	200	9.50%, 10/15/14		140,250

			$	1,431,500

Cable and Satellite Television — 0.3%
		Cablevision Systems Corp., Sr. Notes, Series B
	30	8.00%, 4/15/12	$	29,325
		CCO Holdings, LLC/CCO Capital Corp., Sr. Notes
	85	8.75%, 11/15/13		71,400
		Charter Communications Holdings, Sr. Notes
	10	8.375%, 4/30/14⁽⁷⁾		8,850
		Charter Communications, Inc., Sr. Notes
	100	10.875%, 9/15/14⁽⁷⁾		97,500
		Kabel Deutschland GmbH
	135	10.625%, 7/1/14		137,025
		Mediacom Broadband Corp., Sr. Notes
	65	8.50%, 10/15/15		58,825
		National Cable PLC
	20	8.75%, 4/15/14		19,000

			$	421,925

Chemicals and Plastics — 0.2%
		INEOS Group Holdings PLC, Sr. Sub. Notes
	180	8.50%, 2/15/16⁽⁷⁾	$	11,250
		Nova Chemicals Corp., Sr. Notes, Variable Rate
	105	5.72%, 11/15/13		79,275
		Reichhold Industries, Inc., Sr. Notes
	240	9.00%, 8/15/14⁽⁷⁾		102,000
		Wellman Holdings, Inc., Sr. Sub. Notes
	175	5.00%, 1/29/19⁽⁴⁾		49,910

			$	242,435


Principal
Amount*
(000’s omitted)		Security	Value
Clothing/Textiles — 0.5%
		Levi Strauss & Co., Sr. Notes
	425	9.75%, 1/15/15	$	367,625
	40	8.875%, 4/1/16		31,200
		Oxford Industries, Inc., Sr. Notes
	260	8.875%, 6/1/11		191,100
		Perry Ellis International, Inc., Sr. Sub. Notes
	255	8.875%, 9/15/13		150,450
		Phillips Van Heusen, Sr. Notes
	65	8.125%, 5/1/13		62,075

			$	802,450

Conglomerates — 0.1%
		RBS Global & Rexnord Corp.
	90	11.75%, 8/1/16	$	55,350
	95	8.875%, 9/1/16		71,725

			$	127,075

Containers and Glass Products — 0.4%
		Berry Plastics Corp., Sr. Notes, Variable Rate
	500	5.844%, 2/15/15	$	365,000
		Intertape Polymer US, Inc., Sr. Sub. Notes
	175	8.50%, 8/1/14		107,188
		Pliant Corp.
	230	11.625%, 6/15/09⁽²⁾⁽³⁾		85,317
		Smurfit-Stone Container Enterprises, Inc., Sr. Notes
	155	8.00%, 3/15/17⁽³⁾		19,375
		Solo Cup Co.
	15	8.50%, 2/15/14		11,025
		Stone Container Corp., Sr. Notes
	20	8.375%, 7/1/12⁽³⁾		2,625

			$	590,530

Ecological Services and Equipment — 0.1%
		Waste Services, Inc., Sr. Sub. Notes
	245	9.50%, 4/15/14	$	185,588

			$	185,588

Electronics/Electrical — 0.3%
		Advanced Micro Devices, Inc., Sr. Notes
	110	7.75%, 11/1/12	$	58,712
		Amkor Technologies, Inc., Sr. Notes
	20	7.125%, 3/15/11		18,600
	30	7.75%, 5/15/13		24,263
	95	9.25%, 6/1/16		73,625
		Avago Technologies Finance
	95	10.125%, 12/1/13		85,025
	115	11.875%, 12/1/15		89,125
		NXP BV/NXP Funding, LLC, Variable Rate
	425	3.844%, 10/15/13		73,312

			$	422,662

Equipment Leasing — 0.1%
		Hertz Corp.
	10	8.875%, 1/1/14	$	6,113
	165	10.50%, 1/1/16		72,600

			$	78,713


Principal
Amount*
(000’s omitted)		Security	Value
Financial Intermediaries — 0.1%
		Ford Motor Credit Co., Sr. Notes
	160	8.00%, 12/15/16	$	105,289
		General Motors Acceptance Corp., Variable Rate
	60	2.488%, 5/15/09		57,075

			$	162,364

Food Products — 0.2%
		ASG Consolidated, LLC/ASG Finance, Inc., Sr. Disc. Notes
	290	11.50%, 11/1/11	$	243,600

			$	243,600

Food Service — 0.2%
		Aramark Services, Inc.
	50	8.50%, 2/1/15	$	46,250
		El Pollo Loco, Inc.
	195	11.75%, 11/15/13		143,325
		NPC International, Inc., Sr. Sub. Notes
	185	9.50%, 5/1/14		145,225

			$	334,800

Food/Drug Retailers — 0.3%
		General Nutrition Center, Sr. Notes, Variable Rate
	365	6.404%, 3/15/14⁽²⁾	$	226,300
		General Nutrition Center, Sr. Sub. Notes
	210	10.75%, 3/15/15		152,250

			$	378,550

Forest Products — 0.1%
		Jefferson Smurfit Corp., Sr. Notes
	50	8.25%, 10/1/12⁽³⁾	$	6,500
	40	7.50%, 6/1/13⁽³⁾		4,900
		NewPage Corp.
	285	10.00%, 5/1/12		100,463
	190	12.00%, 5/1/13		40,850
		NewPage Corp., Variable Rate
	80	7.42%, 5/1/12		26,000
		Verso Paper Holdings, LLC/Verso Paper, Inc.
	145	11.375%, 8/1/16		34,800

			$	213,513

Healthcare — 1.2%
		Accellent, Inc.
	150	10.50%, 12/1/13	$	111,375
		AMR HoldCo, Inc./EmCare HoldCo, Inc., Sr. Sub. Notes
	170	10.00%, 2/15/15		170,000
		Biomet, Inc.
	335	11.625%, 10/15/17		297,312
		DJO Finance, LLC/DJO Finance Corp.
	95	10.875%, 11/15/14		71,013
		HCA, Inc.
	143	8.75%, 9/1/10		143,000
	16	7.875%, 2/1/11		15,560
	65	9.125%, 11/15/14		61,263
	95	9.25%, 11/15/16		86,687
		MultiPlan, Inc., Sr. Sub. Notes
	260	10.375%, 4/15/16⁽⁷⁾		213,200
		National Mentor Holdings, Inc.
	155	11.25%, 7/1/14		129,425


Principal
Amount*
(000’s omitted)		Security	Value
		Res-Care, Inc., Sr. Notes
	105	7.75%, 10/15/13	$	93,187
		US Oncology, Inc.
	145	9.00%, 8/15/12		141,375
	290	10.75%, 8/15/14		268,250

			$	1,801,647

Industrial Equipment — 0.1%
		Chart Industries, Inc., Sr. Sub. Notes
	105	9.125%, 10/15/15	$	77,175
		ESCO Corp., Sr. Notes
	80	8.625%, 12/15/13⁽⁷⁾		61,200
		ESCO Corp., Sr. Notes, Variable Rate
	80	5.195%, 12/15/13⁽⁷⁾		50,800

			$	189,175

Insurance — 0.1%
		Alliant Holdings I, Inc.
	55	11.00%, 5/1/15⁽⁷⁾	$	35,750
		Hub International Holdings, Inc.
	70	9.00%, 12/15/14⁽⁷⁾		44,625
		U.S.I. Holdings Corp., Sr. Notes, Variable Rate
	50	5.113%, 11/15/14⁽⁷⁾		23,750

			$	104,125

Leisure Goods/Activities/Movies — 0.5%
		AMC Entertainment, Inc.
	350	11.00%, 2/1/16	$	320,250
		Bombardier, Inc.
	70	8.00%, 11/15/14⁽⁷⁾		51,625
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp.
	105	12.50%, 4/1/13⁽³⁾⁽⁷⁾		656
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
	195	0.00%, 4/1/12⁽³⁾⁽⁷⁾		2,925
		Marquee Holdings, Inc., Sr. Disc. Notes
	365	9.505%, 8/15/14		257,325
		Royal Caribbean Cruises, Sr. Notes
	50	7.00%, 6/15/13		28,313
	20	6.875%, 12/1/13		10,900
	10	7.25%, 6/15/16		4,750
	20	7.25%, 3/15/18		9,300
		Universal City Development Partners, Sr. Notes
	145	11.75%, 4/1/10		124,700

			$	810,744

Lodging and Casinos — 0.8%
		Buffalo Thunder Development Authority
	265	9.375%, 12/15/14⁽⁷⁾	$	17,225
		CCM Merger, Inc.
	180	8.00%, 8/1/13⁽⁷⁾		74,700
		Chukchansi EDA, Sr. Notes, Variable Rate
	150	6.095%, 11/15/12⁽⁷⁾		31,875
		Eldorado Casino Shreveport
	44	10.00%, 8/1/12⁽²⁾		34,500
		Fontainebleau Las Vegas Casino, LLC
	255	11.00%, 6/15/15⁽⁷⁾		8,925
		Greektown Holdings, LLC, Sr. Notes
	60	10.75%, 12/1/13⁽³⁾⁽⁷⁾		3,300


Principal
Amount*
(000’s omitted)		Security	Value
		Host Hotels and Resorts, LP, Sr. Notes
	130	6.75%, 6/1/16	$	95,550
		Indianapolis Downs, LLC & Capital Corp., Sr. Notes
	75	11.00%, 11/1/12⁽⁷⁾		40,500
		Inn of the Mountain Gods, Sr. Notes
	270	12.00%, 11/15/10		29,700
		Majestic HoldCo, LLC
	75	12.50%, 10/15/11⁽³⁾⁽⁷⁾		750
		MGM Mirage, Inc.
	10	7.50%, 6/1/16		3,550
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
	85	8.00%, 4/1/12		25,500
	120	7.125%, 8/15/14		34,200
	115	6.875%, 2/15/15		29,325
		OED Corp./Diamond Jo, LLC
	203	8.75%, 4/15/12		163,415
		Park Place Entertainment
	190	7.875%, 3/15/10		76,950
		Pinnacle Entertainment, Inc., Sr. Sub. Notes
	10	8.25%, 3/15/12		8,800
	75	7.50%, 6/15/15		46,875
		Pokagon Gaming Authority, Sr. Notes
	56	10.375%, 6/15/14⁽⁷⁾		46,760
		San Pasqual Casino
	55	8.00%, 9/15/13⁽⁷⁾		41,113
		Scientific Games Corp.
	30	7.875%, 6/15/16⁽⁷⁾		26,100
		Seminole Hard Rock Entertainment, Variable Rate
	95	3.82%, 3/15/14⁽⁷⁾		49,875
		Tunica-Biloxi Gaming Authority, Sr. Notes
	165	9.00%, 11/15/15⁽⁷⁾		134,475
		Waterford Gaming, LLC, Sr. Notes
	154	8.625%, 9/15/14⁽⁷⁾		61,711
		Wynn Las Vegas, LLC
	220	6.625%, 12/1/14		167,200

			$	1,252,874

Nonferrous Metals/Minerals — 0.2%
		FMG Finance PTY, Ltd.
	355	10.625%, 9/1/16⁽⁷⁾	$	299,975
		Freeport-McMoran Copper & Gold, Inc., Sr. Notes
	35	8.375%, 4/1/17		32,771

			$	332,746

Oil and Gas — 1.1%
		Allis-Chalmers Energy, Inc., Sr. Notes
	180	9.00%, 1/15/14	$	84,600
		Cimarex Energy Co., Sr. Notes
	65	7.125%, 5/1/17		52,650
		Clayton Williams Energy, Inc.
	95	7.75%, 8/1/13		59,375
		Compton Pet Finance Corp.
	195	7.625%, 12/1/13		62,400
		Denbury Resources, Inc., Sr. Sub. Notes
	30	7.50%, 12/15/15		26,250
		El Paso Corp., Sr. Notes
	130	9.625%, 5/15/12		125,426
		Encore Acquisition Co., Sr. Sub. Notes
	85	7.25%, 12/1/17		63,219


Principal
Amount*
(000’s omitted)		Security	Value
		Forbes Energy Services, Sr. Notes
	165	11.00%, 2/15/15	$	99,000
		OPTI Canada, Inc., Sr. Notes
	50	7.875%, 12/15/14		22,125
	100	8.25%, 12/15/14		45,250
		Parker Drilling Co., Sr. Notes
	85	9.625%, 10/1/13		57,375
		Petrohawk Energy Corp., Sr. Notes
	385	9.125%, 7/15/13		371,525
		Petroleum Development Corp., Sr. Notes
	65	12.00%, 2/15/18		43,225
		Petroplus Finance, Ltd.
	155	7.00%, 5/1/17⁽⁷⁾		112,375
		Quicksilver Resources, Inc.
	155	7.125%, 4/1/16		74,400
		Sandridge Energy, Inc., Sr. Notes
	155	8.00%, 6/1/18⁽⁷⁾		114,700
		SemGroup, L.P., Sr. Notes
	290	8.75%, 11/15/15⁽³⁾⁽⁷⁾		11,600
		SESI, LLC, Sr. Notes
	30	6.875%, 6/1/14		24,450
		Stewart & Stevenson, LLC, Sr. Notes
	185	10.00%, 7/15/14		140,600
		VeraSun Energy Corp.
	55	9.875%, 12/15/12⁽³⁾		53,075

			$	1,643,620

Publishing — 0.5%
		Dex Media West/Finance, Series B
	97	9.875%, 8/15/13	$	19,642
		Harland Clarke Holdings
	20	9.50%, 5/15/15		8,925
		Laureate Education, Inc.
	45	10.00%, 8/15/15⁽⁷⁾		30,600
	515	10.25%, 8/15/15⁽²⁾⁽⁷⁾		302,100
		Local Insight Regatta Holdings, Inc.
	50	11.00%, 12/1/17		11,875
		Nielsen Finance, LLC
	325	10.00%, 8/1/14		281,125
	75	12.50%, (0.00% until 2011), 8/1/16		31,500
		Reader’s Digest Association, Inc. (The), Sr. Sub. Notes
	245	9.00%, 2/15/17		15,313

			$	701,080

Radio and Television — 0.1%
		LBI Media, Inc., Sr. Disc. Notes
	80	11.00%, 10/15/13	$	27,400
		Rainbow National Services, LLC, Sr. Sub. Debs.
	80	10.375%, 9/1/14⁽⁷⁾		82,000

			$	109,400

Rail Industries — 0.2%
		American Railcar Industry, Sr. Notes
	100	7.50%, 3/1/14	$	70,000
		Kansas City Southern Mexico, Sr. Notes
	155	7.625%, 12/1/13		126,325
	100	7.375%, 6/1/14		79,500
	105	8.00%, 6/1/15		87,412

			$	363,237


Principal
Amount*
(000’s omitted)		Security	Value
Retailers (Except Food and Drug) — 0.6%
		Amscan Holdings, Inc., Sr. Sub. Notes
	220	8.75%, 5/1/14	$	144,100
		Neiman Marcus Group, Inc.
	380	9.00%, 10/15/15		123,975
	510	10.375%, 10/15/15		165,750
		Sally Holdings, LLC
	5	9.25%, 11/15/14		4,762
		Sally Holdings, LLC, Sr. Notes
	245	10.50%, 11/15/16		215,600
		Yankee Acquisition Corp., Series B
	295	8.50%, 2/15/15		163,725

			$	817,912

Steel — 0.1%
		RathGibson, Inc., Sr. Notes
	240	11.25%, 2/15/14	$	51,600
		Steel Dynamics, Inc., Sr. Notes
	110	7.375%, 11/1/12		86,350

			$	137,950

Surface Transport — 0.0%
		CEVA Group, PLC, Sr. Notes
	110	10.00%, 9/1/14⁽⁷⁾	$	42,625

			$	42,625

Telecommunications — 1.0%
		Centennial Cellular Operating Co./Centennial Communication Corp., Sr. Notes
	120	10.125%, 6/15/13	$	124,800
		Digicel Group, Ltd., Sr. Notes
	255	9.25%, 9/1/12⁽⁷⁾		226,313
	367	9.125%, 1/15/15⁽⁷⁾		225,705
		Intelsat Bermuda, Ltd.
	400	11.25%, 6/15/16		390,000
		Nortel Networks, Ltd.
	70	10.75%, 7/15/16⁽³⁾		13,650
	215	10.75%, 7/15/16⁽³⁾⁽⁷⁾		39,775
		Qwest Corp., Sr. Notes, Variable Rate
	475	4.57%, 6/15/13		409,687
		Windstream Corp., Sr. Notes
	105	8.125%, 8/1/13		103,950
	30	8.625%, 8/1/16		29,625

			$	1,563,505

Utilities — 0.3%
		AES Corp., Sr. Notes
	8	8.75%, 5/15/13⁽⁷⁾	$	7,920
		Edison Mission Energy, Sr. Notes
	15	7.50%, 6/15/13		11,925
		NGC Corp.
	205	7.625%, 10/15/26		89,175
		NRG Energy, Inc.
	85	7.25%, 2/1/14		80,112
	190	7.375%, 1/15/17		177,175


Principal
Amount*
(000’s omitted)		Security	Value
		Reliant Energy, Inc., Sr. Notes
	10	7.625%, 6/15/14	$	8,150

			$	374,457


Total Corporate Bonds & Notes (identified cost $27,317,344)			$	17,120,579

Asset-Backed Securities — 0.2%


Principal
Amount
(000’s omitted)		Security	Value
$	365	Alzette European CLO SA, Series 2004-1A, Class E2,7.82%, 12/15/20⁽⁷⁾⁽⁹⁾	$	54,681
	343	Avalon Capital Ltd. 3, Series 1A, Class D, 3.199%, 2/24/19⁽⁷⁾⁽⁹⁾		24,011
	500	Babson Ltd., Series 2005-1A, Class C1, 3.044%, 4/15/19⁽⁷⁾⁽⁹⁾		35,000
	500	Bryant Park CDO Ltd., Series 2005-1A, Class C, 3.144%, 1/15/19⁽⁷⁾⁽⁹⁾		15,000
	500	Carlyle High Yield Partners, Series 2004-6A, Class C, 3.678%, 8/11/16⁽⁷⁾⁽⁹⁾		45,000
	500	Centurion CDO 8 Ltd., Series 2005-8A, Class D, 7.693%, 3/8/17⁽⁹⁾		35,000
	500	Centurion CDO 9 Ltd., Series 2005-9A, Class D1, 5.893%, 7/17/19⁽⁹⁾		25,000
	1,000	Madison Park Funding Ltd., Series 2006-2A, Class D, 6.216%, 3/25/20⁽⁷⁾⁽⁹⁾		40,000
	1,000	Schiller Park CLO Ltd., Series 2007-1A, Class D, 2.909%, 4/25/21⁽⁷⁾⁽⁹⁾		70,000


Total Asset-Backed Securities (identified cost $5,174,675)			$	343,692

Common Stocks — 0.0%


Shares		Security	Value
Automotive — 0.0%
	10,443	Hayes Lemmerz International⁽¹⁰⁾	$	1,932

			$	1,932

Chemicals and Plastics — 0.0%
	175	Wellman Holdings, Inc.^(4)(10)	$	52,783

			$	52,783

Lodging and Casinos — 0.0%
	289	Shreveport Gaming Holdings, Inc.⁽⁴⁾	$	3,919

			$	3,919


Total Common Stocks (identified cost $157,628)			$	58,634

Preferred Stocks — 0.1%


Shares		Security	Value
Automotive — 0.0%
	35	Hayes Lemmerz International, Series A, Convertible^(10)(11)	$	24

			$	24

Chemicals and Plastics — 0.0%
	15	Key Plastics, LLC, Series A^(4)(10)(11)	$	0

			$	0


Shares		Security	Value
Telecommunications — 0.1%
	1,783	Crown Castle International Corp.⁽²⁾	$	77,561

			$	77,561


Total Preferred Stocks (identified cost $99,233)			$	77,585

Miscellaneous — 0.0%


Shares		Security	Value
Cable and Satellite Television — 0.0%
	270,000	Adelphia, Inc., Escrow Certificate⁽¹⁰⁾	$	4,725
	261,268	Adelphia Recovery Trust⁽¹⁰⁾		3,266


Total Miscellaneous (identified cost $252,930)			$	7,991

Closed-End Investment Companies — 2.3%


Shares		Security	Value
	17,436	BlackRock Floating Rate Income Strategies Fund, Inc.	$	156,226
	9,908	BlackRock Floating Rate Income Strategies Fund II, Inc.		79,363
	8,345	BlackRock Global Floating Rate Income Trust Fund		76,023
	1,174	First Trust/Four Corners Senior Floating Rate Income Fund		9,028
	200,596	First Trust/Four Corners Senior Floating Rate Income Fund II		1,614,798
	296,293	ING Prime Rate Trust		1,028,137
	5,140	LMP Corporate Loan Fund, Inc.		33,924
	23,301	Nuveen Floating Rate Income Fund		136,777
	3,401	Nuveen Floating Rate Income Opportunity Fund		17,957
	11,375	Nuveen Senior Income Fund		36,514
	55	PIMCO Floating Rate Income Fund		299
	647	PIMCO Floating Rate Strategy Fund		3,034
	117	Pioneer Floating Rate Trust		855
	136,255	Van Kampen Senior Income Trust		324,287


Total Closed-End Investment Companies (identified cost $7,439,832)			$	3,517,222

Short-Term Investments — 8.6%


Interest
(000’s Omitted)		Description	Value
$	12,881	Cash Management Portfolio, 0.07%⁽¹²⁾	$	12,880,739


Total Short-Term Investments (identified cost $12,880,739)			$	12,880,739


Total Investments — 169.6% (identified cost $386,185,348)			$	253,427,691


Less Unfunded Loan Commitments — (0.6)%			$	(946,128	)


Net Investments — 169.0% (identified cost $385,239,220)			$	252,481,563


Other Assets, Less Liabilities — 4.6%			$	6,927,925


Auction Preferred Shares Plus Cumulative Unpaid Dividends — (73.6)%			$	(110,002,810	)


Net Assets Applicable to Common Shares — 100.0%			$	149,406,678



DIP	-	Debtor in Possession

REIT	-	Real Estate Investment Trust

EUR	-	Euro

GBP	-	British Pound Sterling

*		In U.S. dollars unless otherwise indicated.

(1)		Senior floating-rate interests (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility. 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)		Represents a payment-in-kind security which may pay all or a portion of interest/dividends in additional par/shares.

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

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

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

(6)		Unfunded or partially unfunded loan commitments. The Trust may enter into certain credit agreements all or a portion of which may be unfunded. The Trust is obligated to fund these commitments at the borrower’s discretion.

(7)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2009, the aggregate value of these securities is $3,649,870 or 2.5% of the Trust’s net assets.

(8)		Defaulted security. Currently the issuer is in default with respect to principal payments.

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

(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 March 31, 2009. Net income allocated from the investment in Cash Management Portfolio for the fiscal year to date ended March 31, 2009 was $27,105.

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

Forward Foreign Currency Exchange Contracts

Sales


			Net Unrealized
Settlement			Appreciation
Date	Deliver	In Exchange For	(Depreciation)
4/30/09	British Pound Sterling 3,154,945	United States Dollar 4,505,135	$	(22,032	)
4/30/09	Euro 6,783,283	United States Dollar 9,027,772		16,096

			$	(5,936	)

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

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


Aggregate cost	$	385,109,909

Gross unrealized appreciation	$	570,681
Gross unrealized depreciation		(133,199,027	)

Net unrealized depreciation	$	(132,628,346	)

Restricted Securities

At March 31, 2009, the Trust owned the following securities (representing less than 0.01% of net assets applicable to common shares) 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 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		Cost		Value
Preferred Stock
Hayes Lemmerz International, Series A, Convertible		6/4/03		35	$	1,750	$	24
Key Plastics, LLC, Series A		4/26/01		15		15,000		0

Total					$	16,750	$	24

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


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

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

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

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

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


		Investments in		Other Financial
	Valuation Inputs	Securities		Instruments*
Level 1	Quoted Prices	$	16,475,546	$	—
Level 2	Other Significant Observable Inputs		235,402,689		(5,936	)
Level 3	Significant Unobservable Inputs		603,328		—

Total		$	252,481,563	$	(5,936	)


*		Other financial instruments are forward foreign currency exchange contracts not reflected in the Portfolio of Investment, which are valued at the unrealized appreciation (depreciation) on the instrument.

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


	Investments in
	Securities
Balance as of June 30, 2008	$	544,100
Realized gains (losses)		(31	)
Change in net unrealized appreciation (depreciation)		(678,467	)
Net purchases (sales)		94,069
Accrued discount (premium)		(366	)
Net transfer to (from) Level 3		644,023

Balance as of March 31, 2009	$	603,328


Change in net unrealized appreciation (depreciation) on investments still held as of March 31, 2009		(678,218	)

For information on the Trust’s policy regarding valuation of investments and other significant accounting policies, please refer to the Trust’s most recent financial statements included in its semiannual or annual report to shareholders.

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/ Scott H. Page

		Scott H. Page President

Date:		May 22, 2009

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


By:		/s/ Scott H. Page

		Scott H. Page President

Date:		May 22, 2009


By:		/s/ Barbara E. Campbell

		Barbara E. Campbell Treasurer

Date:		May 22, 2009

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents

Table of Contents