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:		September 30, 2006

Item 1. Schedule of Investments

Eaton Vance Senior Income Trust as of September 30, 2006

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior, Floating Rate Interests — 146.4% (1)

Principal
Amount		Borrower/Tranche Description	Value
Aerospace and Defense — 3.2%
		Alliant Techsystems, Inc.
$	297,500	Term Loan, 6.46%, Maturing March 31, 2009	$	297,996
		Awas Capital, Inc.
1,372,075		Term Loan, 11.44%, Maturing March 22, 2013	1,378,936
		Delta Air Lines, Inc.
1,275,000		Term Loan, 12.77%, Maturing March 16, 2008	1,312,612
		Dresser Rand Group, Inc.
228,107		Term Loan, 7.41%, Maturing October 29, 2011	229,504
		DRS Technologies, Inc.
547,250		Term Loan, 6.85%, Maturing January 31, 2013	549,217
		Hexcel Corp.
531,635		Term Loan, 7.23%, Maturing March 1, 2012	532,964
		IAP Worldwide Services, Inc.
521,063		Term Loan, 8.44%, Maturing December 30, 2012	524,753
		K&F Industries, Inc.
816,144		Term Loan, 7.33%, Maturing November 18, 2012	818,312
		Spirit Aerosystems, Inc.
743,120		Term Loan, 7.75%, Maturing December 31, 2011	748,415
		Standard Aero Holdings, Inc.
1,024,930		Term Loan, 7.60%, Maturing August 24, 2012	1,025,571
		Transdigm, Inc.
875,000		Term Loan, 7.39%, Maturing June 23, 2013	879,511
		Vought Aircraft Industries, Inc.
1,116,306		Term Loan, 7.88%, Maturing December 17, 2011	1,125,725
		Wam Aquisition, S.A.
362,670		Term Loan, 8.12%, Maturing April 8, 2013	365,514
362,670		Term Loan, 8.62%, Maturing April 8, 2014	366,915
			$	10,155,945
Air Transport — 0.6%
		Northwest Airlines, Inc.
1,150,000		Dip Loan, 7.90%, Maturing August 21, 2008	1,152,875
		United Airlines, Inc.
105,719		Term Loan, 9.13%, Maturing February 1, 2012	107,382
740,031		Term Loan, 9.25%, Maturing February 1, 2012	751,671
			$	2,011,928
Automotive — 6.3%
		Accuride Corp.
1,096,630		Term Loan, 7.44%, Maturing January 31, 2012	1,099,782
		Affina Group, Inc.
298,389		Term Loan, 8.50%, Maturing November 30, 2011	299,975

		Axletech International Holding, Inc.
$	925,000	Term Loan, 12.01%, Maturing April 21, 2013	$	932,708
		CSA Acquisition Corp.
261,658		Term Loan, 7.88%, Maturing December 23, 2011	262,271
485,363		Term Loan, 7.88%, Maturing December 23, 2011	486,500
		Dana Corp.
575,000		DIP Loan, 7.65%, Maturing April 13, 2008	575,300
		Dayco Products, LLC
1,097,250		Term Loan, 8.02%, Maturing June 21, 2011	1,101,822
		Dura Operating Corp.
700,000		Term Loan, 9.08%, Maturing May 3, 2011	621,250
		Exide Technologies, Inc.
442,792		Term Loan, 11.75%, Maturing May 5, 2010	464,931
448,218		Term Loan, 11.75%, Maturing May 5, 2010	470,629
		Federal-Mogul Corp.
1,500,000		Term Loan, 7.83%, Maturing December 9, 2006	1,453,437
763,183		Term Loan, 9.08%, Maturing December 9, 2006	767,476
		Goodyear Tire & Rubber Co.
470,000		Term Loan, 5.23%, Maturing April 30, 2010	471,077
1,580,000		Term Loan, 7.95%, Maturing April 30, 2010	1,592,345
500,000		Term Loan, 8.70%, Maturing March 1, 2011	506,614
		HLI Operating Co., Inc.
905,558		Term Loan, 8.98%, Maturing June 3, 2009	913,670
		Insurance Auto Auctions, Inc.
423,370		Term Loan, 7.90%, Maturing May 19, 2012 (2)	425,884
		Key Automotive Group
891,503		Term Loan, 8.85%, Maturing June 29, 2010	895,960
		Keystone Automotive Operations, Inc.
870,625		Term Loan, 7.86%, Maturing October 30, 2010	872,257
		R.J. Tower Corp.
1,175,000		DIP Revolving Loan, 8.69%, Maturing February 2, 2007	1,146,464
		Tenneco Automotive, Inc.
1,194,224		Term Loan, 7.33%, Maturing December 12, 2010	1,201,390
		TI Automotive, Ltd.
347,054		Term Loan, 8.87%, Maturing June 30, 2011	341,848
		Trimas Corp.
126,563		Term Loan, 8.08%, Maturing August 2, 2011	127,512
548,438		Term Loan, 8.25%, Maturing August 2, 2013	552,551
		TRW Automotive, Inc.
1,562,973		Term Loan, 7.19%, Maturing June 30, 2012	1,561,019
		United Components, Inc.
917,453		Term Loan, 7.70%, Maturing June 30, 2010	920,893
			$	20,065,565
Beverage and Tobacco — 1.8%
		Alliance One International, Inc.
367,625		Term Loan, 8.83%, Maturing May 13, 2010	370,382

		Le-Nature’s, Inc.
$	600,000	Term Loan, 9.39%, Maturing March 1, 2011	$	609,375
		National Dairy Holdings, L.P.
146,629		Term Loan, 7.33%, Maturing March 15, 2012	147,178
		National Distribution Co.
374,000		Term Loan, 11.83%, Maturing June 22, 2010	374,935
		Reynolds American, Inc.
1,571,063		Term Loan, 7.31%, Maturing May 31, 2012	1,580,637
		Southern Wine & Spirits of America, Inc.
2,397,322		Term Loan, 6.87%, Maturing May 31, 2012	2,404,094
		Sunny Delight Beverages Co.
348,905		Term Loan, 11.47%, Maturing August 20, 2010	346,343
			$	5,832,944
Building and Development — 8.4%
		AP-Newkirk Holdings, LLC
939,498		Term Loan, 7.83%, Maturing December 21, 2007	940,967
		Biomed Realty, L.P.
1,640,000		Term Loan, 7.58%, Maturing May 31, 2010	1,635,900
		Capital Automotive REIT
708,170		Term Loan, 7.08%, Maturing December 16, 2010	710,334
		DMB / CH II, LLC
93,333		Term Loan, 7.83%, Maturing September 9, 2009	93,567
		Epco / Fantome, LLC
825,000		Term Loan, 8.37%, Maturing November 23, 2010	829,125
		Formica Corp.
547,250		Term Loan, 8.49%, Maturing March 15, 2013	548,960
		FT-FIN Acquisition, LLC
667,139		Term Loan, 7.36%, Maturing November 17, 2007 (2)	668,806
		Gables GP, Inc.
77,895		Term Loan, 7.08%, Maturing December 31, 2006	78,006
		General Growth Properties, Inc.
1,000,000		Term Loan, 6.58%, Maturing February 24, 2011	989,591
		Hovstone Holdings, LLC
655,000		Term Loan, 7.34%, Maturing February 28, 2009	645,175
		Kyle Acquisition Group, LLC
257,181		Term Loan, 7.38%, Maturing July 20, 2010	257,663
		Landsource Communities, LLC
1,502,000		Term Loan, 7.88%, Maturing March 31, 2010	1,501,374
		Lanoga Corp.
673,313		Term Loan, 7.12%, Maturing June 29, 2013	673,593
		LNR Property Corp.
1,500,000		Term Loan, 8.22%, Maturing July 3, 2011	1,511,437
		MAAX Corp.
369,827		Term Loan, 8.41%, Maturing June 4, 2011	367,978
		Mattamy Funding Partnership
274,313		Term Loan, 7.69%, Maturing April 11, 2013	274,655

		Mueller Group, Inc.
$	1,039,423	Term Loan, 7.44%, Maturing October 3, 2012	$	1,045,733
		Newkirk Master, L.P.
899,152		Term Loan, 7.08%, Maturing August 11, 2008	900,558
700,484		Term Loan, 7.08%, Maturing August 11, 2008	701,579
		Nortek, Inc.
931,000		Term Loan, 7.36%, Maturing August 27, 2011	928,673
		November 2005 Land Investors
497,500		Term Loan, 8.12%, Maturing May 9, 2011	497,500
		Panolam Industries Holdings, Inc.
757,845		Term Loan, 8.12%, Maturing September 30, 2012	761,634
		Ply Gem Industries, Inc.
55,969		Term Loan, 7.65%, Maturing August 15, 2011	55,549
839,531		Term Loan, 7.65%, Maturing August 15, 2011	833,235
		Rubicon GSA II, LLC
1,275,000		Term Loan, 8.06%, Maturing July 31, 2008	1,275,000
		South Edge, LLC
328,125		Term Loan, 7.13%, Maturing October 31, 2007	324,844
421,875		Term Loan, 7.38%, Maturing October 31, 2009	418,184
		Stile Acquisition Corp.
1,219,133		Term Loan, 7.49%, Maturing April 6, 2013	1,197,900
		Stile U.S. Acquisition Corp.
1,221,210		Term Loan, 7.49%, Maturing April 6, 2013	1,199,940
		TE / Tousa Senior, LLC
575,000		Term Loan, 8.25%, Maturing August 1, 2008	416,875
		Tousa/Kolter, LLC
1,110,000		Term Loan, 7.76%, Maturing January 7, 2008 (2)	1,114,856
		TRU 2005 RE Holding Co.
2,200,000		Term Loan, 8.33%, Maturing December 9, 2008	2,199,083
		Trustreet Properties, Inc.
790,000		Term Loan, 7.33%, Maturing April 8, 2010	793,950
		United Subcontractors, Inc.
450,000		Term Loan, 12.86%, Maturing June 27, 2013	450,000
			$	26,842,224
Business Equipment and Services — 9.6%
		Acco Brands Corp.
279,125		Term Loan, 7.18%, Maturing August 17, 2012	280,041
		Activant Solutions, Inc.
398,000		Term Loan, 7.50%, Maturing May 1, 2013	394,891
		Affiliated Computer Services
446,625		Term Loan, 7.39%, Maturing March 20, 2013	448,160
1,173,531		Term Loan, 7.40%, Maturing March 20, 2013	1,177,197
		Affinion Group, Inc.
1,133,721		Term Loan, 8.17%, Maturing October 17, 2012	1,141,870
		Allied Security Holdings, LLC
696,818		Term Loan, 8.37%, Maturing June 30, 2010	702,044

		Aspect Software, Inc.
$	1,100,000	Term Loan, 8.44%, Maturing July 11, 2011	$	1,102,887
950,000		Term Loan, 12.56%, Maturing July 11, 2013	953,166
		DynCorp International, LLC
646,813		Term Loan, 7.75%, Maturing February 11, 2011	650,451
		Gate Gourmet Borrower, LLC
796,000		Term Loan, 8.12%, Maturing March 9, 2012	801,970
100,000		Term Loan, 8.12%, Maturing March 9, 2012	100,750
		Info USA, Inc.
322,563		Term Loan, 7.08%, Maturing February 14, 2012	322,159
		Iron Mountain, Inc.
3,949,484		Term Loan, 7.16%, Maturing April 2, 2011	3,957,711
		Language Line, Inc.
456,654		Term Loan, 9.74%, Maturing June 11, 2011	462,006
		Mitchell International, Inc.
378,356		Term Loan, 7.37%, Maturing August 15, 2011	379,893
		N.E.W. Holdings I, LLC
415,000		Term Loan, 12.46%, Maturing February 8, 2014	423,300
274,313		Term Loan, 8.20%, Maturing August 8, 2014	276,027
		Nielsen Finance, LLC
3,725,000		Term Loan, 8.19%, Maturing August 9, 2013	3,716,723
		Protection One, Inc.
1,240,102		Term Loan, 7.87%, Maturing March 31, 2012	1,244,366
		Quantum Corp.
250,000		Term Loan, 9.44%, Maturing August 22, 2012	250,312
250,000		Term Loan, 12.94%, Maturing August 22, 2013	249,062
		Quintiles Transnational Corp.
900,000		Term Loan, 9.37%, Maturing March 31, 2014	915,890
		RGIS Holdings, LLC
620,361		Term Loan, 7.87%, Maturing February 15, 2013	620,167
		SGS International, Inc.
397,000		Term Loan, 8.06%, Maturing December 30, 2011	398,489
		SS&C Technologies, Inc.
77,753		Term Loan, 8.00%, Maturing November 23, 2012	78,207
914,747		Term Loan, 8.00%, Maturing November 23, 2012	920,082
		Sungard Data Systems, Inc.
6,937,188		Term Loan, 8.00%, Maturing February 11, 2013	6,994,170
		Transaction Network Services, Inc.
419,412		Term Loan, 7.39%, Maturing May 4, 2012	419,412
		US Investigations Services, Inc.
296,721		Term Loan, 7.89%, Maturing October 14, 2013	297,649
		Western Inventory Services
488,758		Term Loan, 7.83%, Maturing March 31, 2011	491,202
		Williams Scotsman, Inc.
500,000		Term Loan, 7.00%, Maturing June 27, 2010	500,729
			$	30,670,983

Cable and Satellite Television — 7.2%
		Atlantic Broadband Finance, LLC
$	1,486,712	Term Loan, 8.14%, Maturing February 10, 2011	$	1,500,650
		Bragg Communications, Inc.
548,845		Term Loan, 7.33%, Maturing August 31, 2011	550,560
		Bresnan Broadband Holdings, LLC
650,000		Term Loan, 9.96%, Maturing March 29, 2014	666,656
		Canadian Cable Acquisition Co., Inc.
989,800		Term Loan, 8.33%, Maturing July 30, 2011	991,037
		Charter Communications Operating, LLC
7,109,362		Term Loan, 8.13%, Maturing April 28, 2013	7,147,269
		CSC Holdings, Inc.
1,592,000		Term Loan, 7.18%, Maturing March 29, 2013	1,587,203
		Insight Midwest Holdings, LLC
3,403,750		Term Loan, 7.44%, Maturing December 31, 2009	3,418,464
		Mediacom Broadband Group
835,189		Term Loan, 6.98%, Maturing January 31, 2015	831,665
		Mediacom Illinois, LLC
1,975,000		Term Loan, 7.22%, Maturing January 31, 2015	1,969,357
		NTL Investment Holdings, Ltd.
1,355,140		Term Loan, 7.33%, Maturing March 30, 2012	1,361,281
		UGS Corp.
1,313,015		Term Loan, 7.24%, Maturing March 31, 2012	1,313,015
		UPC Broadband Holding B.V.
890,000		Term Loan, 7.64%, Maturing March 31, 2013	889,324
890,000		Term Loan, 7.64%, Maturing December 31, 2013	889,324
			$	23,115,805
Chemicals and Plastics — 9.2%
		Basell Af S.A.R.L.
208,333		Term Loan, 7.57%, Maturing August 1, 2013	210,645
41,667		Term Loan, 7.57%, Maturing August 1, 2013	42,129
208,333		Term Loan, 8.32%, Maturing August 1, 2014	210,645
41,667		Term Loan, 8.32%, Maturing August 1, 2014	42,129
		Brenntag Holding GmbH and Co. KG
196,364		Term Loan, 8.08%, Maturing December 23, 2013	198,327
803,636		Term Loan, 8.08%, Maturing December 23, 2013	810,668
600,000		Term Loan, 12.08%, Maturing December 23, 2015	615,375
		Celanese Holdings, LLC
2,439,735		Term Loan, 7.37%, Maturing June 4, 2011	2,449,865
		Gentek, Inc.
294,371		Term Loan, 7.65%, Maturing February 25, 2011	295,935
359,926		Term Loan, 9.76%, Maturing February 28, 2012	363,975
		Hercules, Inc.
487,500		Term Loan, 7.00%, Maturing October 8, 2010	488,902

		Hexion Specialty Chemicals, Inc.
$	436,138	Term Loan, 7.37%, Maturing May 5, 2013	$	432,321
2,012,769		Term Loan, 7.56%, Maturing May 5, 2013	1,995,157
		Huntsman International, LLC
2,975,269		Term Loan, 7.08%, Maturing August 16, 2012	2,973,642
		Ineos Group
1,375,000		Term Loan, 7.61%, Maturing December 14, 2013	1,388,034
1,375,000		Term Loan, 8.11%, Maturing December 14, 2014	1,388,034
		Innophos, Inc.
436,745		Term Loan, 7.58%, Maturing August 10, 2010	438,520
		Invista B.V.
1,474,823		Term Loan, 6.88%, Maturing April 29, 2011	1,475,438
749,695		Term Loan, 6.88%, Maturing April 29, 2011	750,007
		ISP Chemo, Inc.
1,169,125		Term Loan, 7.49%, Maturing February 16, 2013	1,170,270
		Kranton Polymers, LLC
1,453,059		Term Loan, 7.38%, Maturing May 12, 2013	1,457,146
		Lucite International Group Holdings
116,794		Term Loan, 0.00%, Maturing July 7, 2013 (2)	117,635
332,373		Term Loan, 8.08%, Maturing July 7, 2013	334,766
		Mosaic Co.
758,450		Term Loan, 6.99%, Maturing February 21, 2012	758,450
		Nalco Co.
3,076,857		Term Loan, 7.18%, Maturing November 4, 2010	3,083,325
		PQ Corp.
261,025		Term Loan, 7.38%, Maturing February 10, 2012	261,895
		Professional Paint, Inc.
400,000		Term Loan, 7.68%, Maturing May 31, 2012	401,500
		Rockwood Specialties Group, Inc.
2,299,975		Term Loan, 7.49%, Maturing December 10, 2012	2,312,337
		Solo Cup Co.
1,336,301		Term Loan, 9.75%, Maturing February 27, 2011	1,334,870
300,000		Term Loan, 9.66%, Maturing March 31, 2012	301,312
		Solutia, Inc.
400,000		DIP Loan, 8.96%, Maturing March 31, 2007	401,500
		Wellman, Inc.
900,000		Term Loan, 9.49%, Maturing February 10, 2009	904,219
			$	29,408,973
Clothing/Textiles — 1.1%
		Hanesbrands, Inc.
1,000,000		Term Loan, 7.63%, Maturing September 5, 2013	1,007,604
450,000		Term Loan, 9.13%, Maturing March 5, 2014	460,800
		Propex Fabrics, Inc.
495,507		Term Loan, 7.76%, Maturing July 31, 2012	496,126
		St. John Knits International, Inc.
806,448		Term Loan, 9.63%, Maturing March 23, 2012	804,936

		The William Carter Co.
$	845,795	Term Loan, 6.85%, Maturing July 14, 2012	$	845,003
			$	3,614,469
Conglomerates — 3.9%
		Amsted Industries, Inc.
941,330		Term Loan, 7.46%, Maturing October 15, 2010	941,330
		Blount, Inc.
344,753		Term Loan, 7.17%, Maturing August 9, 2010	345,830
		Education Management, LLC
847,875		Term Loan, 9.50%, Maturing June 1, 2013	854,102
		Euramax International, Inc.
327,412		Term Loan, 8.19%, Maturing June 28, 2012	328,395
334,211		Term Loan, 12.49%, Maturing June 28, 2013	336,717
165,789		Term Loan, 12.49%, Maturing June 28, 2013	167,033
		Goodman Global Holdings, Inc.
568,982		Term Loan, 7.25%, Maturing December 23, 2011	567,560
		Jarden Corp.
1,018,972		Term Loan, 7.12%, Maturing January 24, 2012	1,017,381
1,446,842		Term Loan, 7.37%, Maturing January 24, 2012	1,449,785
		Johnson Diversey, Inc.
892,142		Term Loan, 7.97%, Maturing December 16, 2011	899,112
		Polymer Group, Inc.
1,389,500		Term Loan, 7.61%, Maturing November 22, 2012	1,392,105
		PP Acquisition Corp.
1,582,889		Term Loan, 8.33%, Maturing November 12, 2011	1,593,442
		Rexnord Corp.
725,000		Term Loan, 8.06%, Maturing July 19, 2013	729,758
		Sensata Technologies Finance Co.
423,938		Term Loan, 7.24%, Maturing April 27, 2013	421,586
		Terex Corp.
399,000		Term Loan, 7.12%, Maturing July 13, 2013	400,496
		US Investigations Services, Inc.
1,111,778		Term Loan, 7.89%, Maturing October 14, 2012	1,115,947
			$	12,560,579
Containers and Glass Products — 5.9%
		Berry Plastics Corp.
1,400,000		Term Loan, 7.08%, Maturing September 20, 2013	1,401,925
		Bluegrass Container Co.
206,755		Term Loan, 7.60%, Maturing June 30, 2013	208,370
692,727		Term Loan, 7.61%, Maturing June 30, 2013	698,140
157,576		Term Loan, 10.33%, Maturing December 30, 2013	159,611
492,424		Term Loan, 10.33%, Maturing December 30, 2013	498,785
		Consolidated Container Holding, LLC
635,375		Term Loan, 11.00%, Maturing December 15, 2008	638,552

		Crown Americas, Inc.
$	350,000	Term Loan, 7.08%, Maturing November 15, 2012	$	350,875
		Graham Packaging Holdings Co.
2,259,750		Term Loan, 7.76%, Maturing October 7, 2011	2,268,459
198,987		Term Loan, 7.81%, Maturing October 7, 2011	199,754
714,286		Term Loan, 9.69%, Maturing April 7, 2012	720,834
		Graphic Packaging International, Inc.
4,848,647		Term Loan, 7.92%, Maturing August 8, 2010	4,901,895
		IPG (US), Inc.
363,525		Term Loan, 7.66%, Maturing July 28, 2011	367,160
		IPG Acquisition Corp.
239,116		Term Loan, 7.68%, Maturing August 5, 2011	240,311
		JSG Acquisitions
990,000		Term Loan, 7.88%, Maturing December 31, 2013	998,354
990,000		Term Loan, 8.38%, Maturing December 13, 2014	1,003,304
		Kranson Industries, Inc.
450,000		Term Loan, 8.17%, Maturing July 31, 2013	452,812
		Owens-Brockway Glass Container
875,000		Term Loan, 7.08%, Maturing June 14, 2013	875,328
		Smurfit-Stone Container Corp.
315,687		Term Loan, 4.73%, Maturing November 1, 2011	317,813
347,375		Term Loan, 7.63%, Maturing November 1, 2011	349,715
1,505,110		Term Loan, 7.66%, Maturing November 1, 2011	1,515,249
789,887		Term Loan, 7.67%, Maturing November 1, 2011	800,502
			$	18,967,748
Cosmetics/Toiletries — 0.5%
		Prestige Brands, Inc.
879,750		Term Loan, 7.71%, Maturing April 7, 2011	884,516
		Revlon Consumer Products Corp.
721,875		Term Loan, 11.46%, Maturing July 9, 2010	741,125
			$	1,625,641
Drugs — 1.0%
		Patheon, Inc.
957,602		Term Loan, 7.74%, Maturing December 14, 2011	946,829
		Warner Chilcott Corp.
473,222		Term Loan, 7.87%, Maturing January 18, 2012	474,701
21,972		Term Loan, 7.87%, Maturing January 18, 2012	22,038
4,394		Term Loan, 7.87%, Maturing January 18, 2012	4,407
1,723,630		Term Loan, 7.93%, Maturing January 18, 2012	1,729,017
			$	3,176,992
Ecological Services and Equipment — 2.0%
		Alderwoods Group, Inc.
261,192		Term Loan, 7.33%, Maturing August 19, 2010	261,573

		Allied Waste Industries, Inc.
$	846,665	Term Loan, 5.33%, Maturing January 15, 2012	$	844,680
2,112,181		Term Loan, 7.21%, Maturing January 15, 2012	2,107,408
		Duratek, Inc.
316,189		Term Loan, 7.76%, Maturing June 7, 2013	318,758
		Energysolutions, LLC
33,019		Term Loan, 7.58%, Maturing June 7, 2013	33,287
700,000		Term Loan, 7.76%, Maturing June 7, 2013	705,687
		Environmental Systems, Inc.
798,520		Term Loan, 8.93%, Maturing December 12, 2008	803,511
		IESI Corp.
441,176		Term Loan, 7.23%, Maturing January 20, 2012	442,003
		Sensus Metering Systems, Inc.
718,634		Term Loan, 7.48%, Maturing December 17, 2010	718,634
95,456		Term Loan, 7.50%, Maturing December 17, 2010	95,456
			$	6,330,997
Electronics/Electrical — 4.0%
		AMI Semiconductor, Inc.
946,413		Term Loan, 6.82%, Maturing April 1, 2012	948,779
		Communications & Power, Inc.
209,877		Term Loan, 7.58%, Maturing July 23, 2010	210,795
		Enersys Capital, Inc.
977,500		Term Loan, 7.46%, Maturing March 17, 2011	981,166
		Epicor Software Corp.
249,375		Term Loan, 7.77%, Maturing March 30, 2012	250,466
		FCI International S.A.S.
110,363		Term Loan, 8.33%, Maturing November 1, 2013	111,881
114,637		Term Loan, 8.33%, Maturing November 1, 2013	115,174
114,637		Term Loan, 8.83%, Maturing November 1, 2013	115,747
110,363		Term Loan, 8.83%, Maturing November 1, 2013	111,881
		Infor Global Solutions Holdings
1,429,286		Term Loan, 9.12%, Maturing July 28, 2012	1,440,303
745,714		Term Loan, 9.12%, Maturing July 28, 2012	751,462
		Network Solutions, LLC
496,250		Term Loan, 10.37%, Maturing January 9, 2012	502,453
		Open Solutions, Inc.
550,000		Term Loan, 11.90%, Maturing March 3, 2012	567,187
		Rayovac Corp.
2,705,562		Term Loan, 8.45%, Maturing February 7, 2012	2,714,863
		Rexel S.A.
750,000		Term Loan, 7.86%, Maturing March 16, 2013	753,281
		Security Co., Inc.
490,011		Term Loan, 8.63%, Maturing June 28, 2010	492,461
500,000		Term Loan, 12.88%, Maturing June 28, 2011	506,250

		Serena Software, Inc.
$	304,688	Term Loan, 7.41%, Maturing March 10, 2013	$	304,802
		Telcordia Technologies, Inc.
1,540,500		Term Loan, 8.15%, Maturing September 15, 2012	1,436,516
		Vertafore, Inc.
450,000		Term Loan, 11.42%, Maturing January 31, 2013	458,438
			$	12,773,905
Equipment Leasing — 1.0%
		Maxim Crane Works, L.P.
552,314		Term Loan, 7.34%, Maturing January 28, 2010	554,386
		The Hertz Corp.
216,667		Term Loan, 7.67%, Maturing December 21, 2012	218,192
1,725,762		Term Loan, 7.67%, Maturing December 21, 2012	1,737,913
		United Rentals, Inc.
166,667		Term Loan, 6.00%, Maturing February 14, 2011	167,232
368,056		Term Loan, 7.32%, Maturing February 14, 2011	369,304
			$	3,047,027
Farming/Agriculture — 0.4%
		Central Garden & Pet Co.
1,119,375		Term Loan, 6.83%, Maturing February 28, 2014	1,120,541
			$	1,120,541
Financial Intermediaries — 4.0%
		AIMCO Properties, L.P.
3,050,000		Term Loan, 7.01%, Maturing March 23, 2011	3,060,486
		Ameritrade Holding Corp.
2,954,875		Term Loan, 6.82%, Maturing December 31, 2012	2,955,105
		Citgo III Ltd.
150,000		Term Loan, 8.14%, Maturing August 3, 2013	150,938
150,000		Term Loan, 8.64%, Maturing August 3, 2014	151,500
		Coinstar, Inc.
281,082		Term Loan, 7.51%, Maturing July 7, 2011	283,014
		Fidelity National Information Solutions, Inc.
3,157,250		Term Loan, 7.08%, Maturing March 9, 2013	3,165,857
		IPayment, Inc.
497,500		Term Loan, 7.36%, Maturing May 10, 2013	497,189
		LPL Holdings, Inc.
1,935,375		Term Loan, 8.30%, Maturing June 30, 2013	1,959,869
		The Macerich Partnership, L.P.
650,000		Term Loan, 6.88%, Maturing April 25, 2010	648,375
			$	12,872,333
Food Products — 3.8%
		Acosta, Inc.
1,150,000		Term Loan, 8.08%, Maturing July 28, 2013	1,161,980

		Advantage Sales & Marketing, Inc.
$	447,750	Term Loan, 7.43%, Maturing March 29, 2013	$	446,071
		Chiquita Brands, LLC
365,375		Term Loan, 7.97%, Maturing June 28, 2012	364,747
		Constellation Brands, Inc.
2,750,000		Term Loan, 6.94%, Maturing June 5, 2013	2,764,515
		Del Monte Corp.
793,511		Term Loan, 7.04%, Maturing February 8, 2012	795,176
		Dole Food Company, Inc.
88,372		Term Loan, 5.37%, Maturing April 12, 2013	87,010
661,134		Term Loan, 7.54%, Maturing April 12, 2013	650,941
197,843		Term Loan, 7.55%, Maturing April 12, 2013	194,793
		Michael Foods, Inc.
1,209,720		Term Loan, 7.54%, Maturing November 21, 2010	1,212,492
		Nutro Products, Inc.
273,625		Term Loan, 7.37%, Maturing April 26, 2013	274,309
		Pinnacle Foods Holdings Corp.
3,041,189		Term Loan, 7.47%, Maturing November 25, 2010	3,044,990
		Reddy Ice Group, Inc.
1,055,000		Term Loan, 7.25%, Maturing August 9, 2012	1,055,659
			$	12,052,683
Food Service — 3.4%
		AFC Enterprises, Inc.
242,739		Term Loan, 7.63%, Maturing May 23, 2009	243,498
		Buffets, Inc.
209,091		Term Loan, 4.88%, Maturing June 28, 2009	209,875
930,821		Term Loan, 8.82%, Maturing June 28, 2009	934,311
		Burger King Corp.
1,078,801		Term Loan, 6.88%, Maturing June 30, 2012	1,079,250
		Carrols Corp.
675,569		Term Loan, 8.00%, Maturing December 31, 2010	680,129
		CBRL Group, Inc.
1,072,034		Term Loan, 6.96%, Maturing April 27, 2013	1,069,488
		CKE Restaurants, Inc.
139,490		Term Loan, 7.38%, Maturing May 1, 2010	139,838
		Denny’s, Inc.
786,822		Term Loan, 8.66%, Maturing September 21, 2009	790,265
		Domino’s, Inc.
3,014,213		Term Loan, 6.88%, Maturing June 25, 2010	3,016,724
		Jack in the Box, Inc.
731,250		Term Loan, 6.94%, Maturing January 8, 2011	734,906
		Maine Beverage Co., LLC
419,643		Term Loan, 7.25%, Maturing June 30, 2010	418,594
		NPC International, Inc.
212,500		Term Loan, 7.10%, Maturing May 3, 2013	211,106

		QCE Finance, LLC
$	500,000	Term Loan, 11.12%, Maturing November 5, 2013	$	507,375
		Sagittarius Restaurants, LLC
199,000		Term Loan, 7.62%, Maturing March 29, 2013	199,249
		Weightwatchers.com, Inc.
500,000		Term Loan, 10.36%, Maturing June 16, 2011	503,750
			$	10,738,358
Food/Drug Retailers — 2.2%
		General Nutrition Centers, Inc.
827,274		Term Loan, 8.12%, Maturing December 5, 2009	834,255
		Giant Eagle, Inc.
992,500		Term Loan, 7.00%, Maturing November 7, 2012	994,361
		Roundy’s Supermarkets, Inc.
1,836,125		Term Loan, 8.42%, Maturing November 3, 2011	1,853,721
		Supervalu, Inc.
796,000		Term Loan, 7.19%, Maturing June 1, 2012	796,940
		The Jean Coutu Group (PJC), Inc.
2,186,698		Term Loan, 8.00%, Maturing July 30, 2011	2,194,216
		The Pantry, Inc.
446,625		Term Loan, 7.08%, Maturing January 2, 2012	447,881
			$	7,121,374
Forest Products — 3.3%
		Boise Cascade Holdings, LLC
1,275,787		Term Loan, 7.11%, Maturing October 29, 2011	1,280,940
		Buckeye Technologies, Inc.
145,397		Term Loan, 7.33%, Maturing April 15, 2010	145,518
		Georgia Pacific Corp.
4,714,375		Term Loan, 7.39%, Maturing December 20, 2012	4,728,942
1,450,000		Term Loan, 8.39%, Maturing December 23, 2013	1,465,105
		NewPage Corp.
890,237		Term Loan, 8.50%, Maturing May 2, 2011	896,913
		RLC Industries Co.
548,679		Term Loan, 6.82%, Maturing February 20, 2010	550,050
		Xerium Technologies, Inc.
1,447,757		Term Loan, 7.62%, Maturing May 18, 2012	1,444,591
			$	10,512,059
Healthcare — 10.9%
		Accellent, Inc.
932,950		Term Loan, 7.40%, Maturing November 22, 2012	932,173
		Alliance Imaging, Inc.
1,180,274		Term Loan, 7.98%, Maturing December 29, 2011	1,183,667
		American Medical Systems
925,000		Term Loan, 7.81%, Maturing July 20, 2012	926,156

		American Safety Razor Co.
$	400,000	Term Loan, 11.72%, Maturing July 31, 2014	$	408,000
		Ameripath, Inc.
997,500		Term Loan, 7.39%, Maturing October 31, 2012	997,251
		AMN Healthcare, Inc.
254,094		Term Loan, 7.12%, Maturing November 2, 2011	254,815
		AMR HoldCo, Inc.
580,595		Term Loan, 7.28%, Maturing February 10, 2012	581,684
		Angiotech Pharmaceuticals, Inc.
268,729		Term Loan, 6.88%, Maturing March 23, 2013	263,299
		Bushnell Performance Optics
495,122		Term Loan, 8.37%, Maturing August 19, 2011	498,216
		Caremore Holdings, Inc.
472,625		Term Loan, 8.62%, Maturing February 28, 2013	475,431
		Carl Zeiss Topco GMBH
196,667		Term Loan, 8.12%, Maturing February 28, 2013	198,388
393,333		Term Loan, 8.62%, Maturing February 28, 2014	398,741
375,000		Term Loan, 10.87%, Maturing August 31, 2014	380,578
		Community Health Systems, Inc.
3,369,975		Term Loan, 7.15%, Maturing August 19, 2011	3,372,344
		Concentra Operating Corp.
1,188,831		Term Loan, 7.62%, Maturing September 30, 2011	1,192,361
		Conmed Corp.
598,500		Term Loan, 7.33%, Maturing April 13, 2013	599,248
		CRC Health Corp.
248,750		Term Loan, 7.62%, Maturing February 6, 2013	248,439
		Davita, Inc.
3,471,597		Term Loan, 7.50%, Maturing October 5, 2012	3,487,407
		DJ Orthopedics, LLC
238,750		Term Loan, 7.02%, Maturing April 7, 2013	238,302
		Encore Medical IHC, Inc.
737,746		Term Loan, 8.30%, Maturing October 4, 2010	740,513
		FGX International, Inc.
300,000		Term Loan, 9.39%, Maturing December 12, 2012	301,313
		FHC Health Systems, Inc.
348,214		Term Loan, 11.40%, Maturing December 18, 2009	360,402
243,750		Term Loan, 13.40%, Maturing December 18, 2009	252,281
750,000		Term Loan, 14.40%, Maturing February 7, 2011	776,250
		Fresenius Medical Care Holdings
2,014,875		Term Loan, 6.75%, Maturing March 31, 2013	2,002,282
		Hanger Orthopedic Group, Inc.
399,000		Term Loan, 7.87%, Maturing May 30, 2013	400,746

		Healthcare Partners, LLC
$	191,243	Term Loan, 7.86%, Maturing March 2, 2011	$	192,199
		HealthSouth Corp.
1,147,125		Term Loan, 8.58%, Maturing March 10, 2013	1,152,701
		Kinetic Concepts, Inc.
166,140		Term Loan, 7.12%, Maturing October 3, 2009	166,763
		La Petite Academy, Inc.
385,000		Term Loan, 10.04%, Maturing August 21, 2012	386,925
		Leiner Health Products, Inc.
522,963		Term Loan, 8.88%, Maturing May 27, 2011	525,904
		Lifecare Holdings, Inc.
445,500		Term Loan, 7.58%, Maturing August 11, 2012	422,482
		Lifepoint Hospitals, Inc.
2,114,263		Term Loan, 6.95%, Maturing April 15, 2012	2,102,811
		Magellan Health Services, Inc.
457,958		Term Loan, 5.21%, Maturing August 15, 2008	459,103
400,713		Term Loan, 7.17%, Maturing August 15, 2008	401,715
		Matria Healthcare, Inc.
300,000		Term Loan, 12.15%, Maturing January 19, 2007	304,875
134,878		Term Loan, 7.63%, Maturing January 19, 2012	135,215
		Medcath Holdings Corp.
100,113		Term Loan, 7.86%, Maturing July 2, 2011	100,207
		Multiplan Merger Corp.
284,118		Term Loan, 7.35%, Maturing April 12, 2013	283,289
		National Mentor Holdings, Inc.
33,600		Term Loan, 5.34%, Maturing June 29, 2013	33,768
564,984		Term Loan, 7.87%, Maturing June 29, 2013	567,809
		National Rental Institutes, Inc.
473,813		Term Loan, 7.59%, Maturing March 31, 2013	474,849
		PER-SE Technologies, Inc.
531,034		Term Loan, 7.58%, Maturing January 6, 2013	533,192
		Renal Advantage, Inc.
198,500		Term Loan, 7.89%, Maturing October 5, 2012	198,748
		Select Medical Holding Corp.
1,261,544		Term Loan, 7.15%, Maturing February 24, 2012	1,240,177
		Sunrise Medical Holdings, Inc.
491,505		Term Loan, 8.66%, Maturing May 13, 2010	492,119
		Talecris Biotherapeutics, Inc.
533,250		Term Loan, 8.64%, Maturing March 31, 2010	535,916
234,375		Term Loan, 8.89%, Maturing May 31, 2010	234,375
		Vanguard Health Holding Co., LLC
1,633,587		Term Loan, 7.87%, Maturing September 23, 2011	1,636,650
		VWR International, Inc.
828,658		Term Loan, 7.77%, Maturing April 7, 2011	830,989
			$	34,883,068

Home Furnishings — 1.4%
		Interline Brands, Inc.
$	535,614	Term Loan, 7.26%, Maturing June 23, 2013	$	536,618
412,011		Term Loan, 7.26%, Maturing June 23, 2013	412,783
		Knoll, Inc.
965,752		Term Loan, 7.12%, Maturing October 3, 2012	971,487
		National Bedding Co., LLC
350,000		Term Loan, 10.49%, Maturing August 31, 2012	351,969
		Oreck Corp.
684,609		Term Loan, 8.12%, Maturing February 2, 2012	684,609
		Simmons Co.
1,542,797		Term Loan, 7.18%, Maturing December 19, 2011	1,553,163
			$	4,510,629
Industrial Equipment — 1.4%
		Aearo Technologies, Inc.
400,000		Term Loan, 11.87%, Maturing September 24, 2013	406,250
		Alliance Laundry Holdings, LLC
237,702		Term Loan, 7.58%, Maturing January 27, 2012	238,965
		Colfax Corp.
591,992		Term Loan, 7.38%, Maturing May 30, 2009	595,322
		Flowserve Corp.
1,086,079		Term Loan, 6.88%, Maturing August 10, 2012	1,088,455
		Gleason Corp.
350,000		Term Loan, 7.91%, Maturing June 30, 2013	352,406
300,000		Term Loan, 10.97%, Maturing December 31, 2013	304,500
		Nacco Materials Handling Group, Inc.
350,000		Term Loan, 7.36%, Maturing March 22, 2013	349,125
		TFS Acquisition Corp.
1,125,000		Term Loan, 8.92%, Maturing August 11, 2013	1,133,438
			$	4,468,461
Insurance — 1.7%
		ARG Holding, Inc.
650,000		Term Loan, 12.62%, Maturing November 30, 2012	658,125
		CCC Information Services Group, Inc.
375,000		Term Loan, 7.87%, Maturing February 10, 2013	376,953
		Conseco, Inc.
1,532,416		Term Loan, 7.08%, Maturing June 22, 2010	1,533,693
		Hilb, Rogal & Hobbs Co.
1,368,125		Term Loan, 6.87%, Maturing April 26, 2013	1,369,288
		U.S.I. Holdings Corp.
1,549,799		Term Loan, 7.75%, Maturing March 24, 2011	1,557,548
			$	5,495,607

Leisure Goods/Activities/Movies — 9.0%
		24 Hour Fitness Worldwide, Inc.
$	895,500	Term Loan, 8.05%, Maturing June 8, 2012	$	902,030
		Alliance Atlantis Communications, Inc.
333,915		Term Loan, 6.87%, Maturing December 31, 2011	334,263
		AMC Entertainment, Inc.
995,000		Term Loan, 7.45%, Maturing January 26, 2013	1,001,737
		AMF Bowling Worldwide, Inc.
344,064		Term Loan, 8.37%, Maturing August 27, 2009	346,860
		Bombardier Recreational Product
1,075,000		Term Loan, 8.24%, Maturing June 28, 2013	1,073,656
		Cedar Fair, L.P.
1,645,875		Term Loan, 7.87%, Maturing August 30, 2012	1,656,308
		Century California Subsidiary
274,890		Term Loan, 7.28%, Maturing March 1, 2013	275,199
		Cinemark, Inc.
1,950,000		Term Loan, 7.26%, Maturing March 31, 2011	1,953,413
		Deluxe Entertainment Services
461,036		Term Loan, 9.12%, Maturing January 28, 2011	465,838
		Easton-Bell Sports, Inc.
298,500		Term Loan, 7.08%, Maturing March 16, 2012	298,873
		Fender Musical Instruments Co.
519,414		Term Loan, 7.87%, Maturing March 30, 2012	522,660
375,000		Term Loan, 11.12%, Maturing October 1, 2012	379,688
		HEI Acquisition, LLC
325,000		Term Loan, 8.50%, Maturing December 31, 2011	325,000
		Mega Blocks, Inc.
841,500		Term Loan, 7.20%, Maturing July 26, 2012	840,974
		Metro-Goldwyn-Mayer Holdings, Inc.
5,363,050		Term Loan, 8.62%, Maturing April 8, 2012	5,317,802
		Regal Cinemas Corp.
4,396,709		Term Loan, 7.12%, Maturing November 10, 2010	4,385,506
		Six Flags Theme Parks, Inc.
750,000		Revolving Loan, 8.58%, Maturing June 30, 2008 (2)	745,313
2,212,676		Term Loan, 8.73%, Maturing June 30, 2009	2,241,199
		Southwest Sports Group, LLC
600,000		Term Loan, 7.88%, Maturing December 22, 2010	601,688
		Universal City Development Partners, Ltd.
934,709		Term Loan, 7.47%, Maturing June 9, 2011	936,754
		WMG Acquisition Corp.
450,000		Revolving Loan, 0.00%, Maturing February 28, 2010 (2)	437,625
3,567,063		Term Loan, 7.39%, Maturing February 28, 2011	3,582,901
			$	28,625,287

Lodging and Casinos — 5.2%
		Ameristar Casinos, Inc.
$	595,500	Term Loan, 6.90%, Maturing November 10, 2012	$	595,686
		Bally Technologies, Inc.
1,688,280		Term Loan, 9.33%, Maturing September 5, 2009	1,692,149
		CCM Merger, Inc.
1,017,129		Term Loan, 7.38%, Maturing April 25, 2012	1,015,603
		Columbia Entertainment
530,357		Term Loan, 7.82%, Maturing October 24, 2011	533,009
		Fairmont Hotels and Resorts, Inc.
750,000		Term Loan, 8.58%, Maturing May 12, 2011	757,500
		Globalcash Access, LLC
217,714		Term Loan, 7.07%, Maturing March 10, 2010	217,714
		Isle of Capri Casinos, Inc.
1,193,738		Term Loan, 7.17%, Maturing February 4, 2012	1,195,827
		MGM Mirage
428,571		Term Loan, 6.28%, Maturing November 22, 2009	427,956
1,571,429		Revolving Loan, 6.53%, Maturing November 22, 2009 (2)	1,528,541
		Penn National Gaming, Inc.
3,479,850		Term Loan, 7.19%, Maturing October 3, 2012	3,497,357
		Pinnacle Entertainment, Inc.
350,000		Term Loan, 7.33%, Maturing December 14, 2011	350,948
		Resorts International Holdings, LLC
1,057,421		Term Loan, 9.33%, Maturing April 26, 2012	1,065,351
370,936		Term Loan, 16.32%, Maturing April 26, 2013	384,692
		Venetian Casino Resort, LLC
2,031,035		Term Loan, 7.12%, Maturing June 15, 2011	2,034,843
418,770		Term Loan, 7.12%, Maturing June 15, 2011	419,555
		VML US Finance, LLC
241,667		Term Loan, 0.00%, Maturing May 25, 2012 (2)	241,541
483,333		Term Loan, 8.12%, Maturing May 25, 2013	486,090
			$	16,444,362
Nonferrous Metals/Minerals — 2.1%
		Almatis Holdings 5 BV
175,000		Term Loan, 8.12%, Maturing December 21, 2013	177,359
175,000		Term Loan, 8.62%, Maturing December 21, 2014	178,141
		Alpha Natural Resources, LLC
472,625		Term Loan, 7.12%, Maturing October 26, 2012	472,994
		Carmeuse Lime, Inc.
302,104		Term Loan, 7.25%, Maturing May 2, 2011	302,859
		Magnequench International, Inc.
722,750		Term Loan, 8.88%, Maturing August 31, 2009	724,557
		Magnum Coal Co.
100,000		Term Loan, 8.58%, Maturing March 15, 2013	100,250
995,000		Term Loan, 8.62%, Maturing March 15, 2013	997,488

		Murray Energy Corp.
$	738,750	Term Loan, 8.40%, Maturing January 28, 2010	$	746,138
		Novelis, Inc.
380,112		Term Loan, 7.72%, Maturing January 6, 2012	381,747
659,042		Term Loan, 7.72%, Maturing January 6, 2012	661,878
		Stillwater Mining Co.
711,552		Term Loan, 7.63%, Maturing June 30, 2007	713,330
		Tube City IMS Corp.
245,644		Term Loan, 8.12%, Maturing December 31, 2010	246,411
1,000,000		Term Loan, 11.37%, Maturing October 26, 2011	1,002,500
			$	6,705,652
Oil and Gas — 3.6%
		Coffeyville Resources, LLC
450,000		Term Loan, 12.13%, Maturing June 24, 2013	464,625
		Concho Resources, Inc.
1,175,000		Term Loan, 9.50%, Maturing July 6, 2011 (3)	1,171,358
		Dresser, Inc.
46,951		Term Loan, 7.83%, Maturing March 31, 2007	47,171
		El Paso Corp.
725,000		Term Loan, 5.33%, Maturing July 31, 2011	729,596
		Epco Holdings, Inc.
433,082		Term Loan, 7.14%, Maturing August 18, 2008	434,300
613,800		Term Loan, 7.38%, Maturing August 18, 2010	618,020
		Key Energy Services, Inc.
635,200		Term Loan, 9.11%, Maturing June 30, 2012	638,575
		LB Pacific, L.P.
536,825		Term Loan, 8.07%, Maturing March 3, 2012	538,167
		Niska Gas Storage
93,333		Term Loan, 0.00%, Maturing May 13, 2011 (2)	93,450
133,333		Term Loan, 7.14%, Maturing May 13, 2011	133,500
139,650		Term Loan, 7.16%, Maturing May 13, 2011	139,552
731,583		Term Loan, 7.17%, Maturing May 12, 2013	731,069
		Petroleum Geo-Services ASA
440,437		Term Loan, 7.61%, Maturing December 16, 2012	443,961
		Primary Natural Resources, Inc.
995,000		Term Loan, 9.32%, Maturing July 28, 2010 (3)	991,916
		Targa Resources, Inc.
895,000		Term Loan, 7.62%, Maturing October 31, 2007	896,258
395,714		Term Loan, 7.62%, Maturing October 31, 2012	397,763
2,015,944		Term Loan, 7.64%, Maturing October 31, 2012	2,026,384
		Universal Compression, Inc.
546,679		Term Loan, 6.87%, Maturing February 15, 2012	547,363
		W&T Offshore, Inc.
325,000		Term Loan, 7.65%, Maturing May 26, 2010	326,761
			$	11,369,789

Publishing — 6.0%
		American Media Operations, Inc.
$	2,000,000	Term Loan, 8.37%, Maturing January 31, 2013	$	2,010,626
		CBD Media, LLC
382,353		Term Loan, 7.71%, Maturing December 31, 2009	385,539
		Dex Media East, LLC
1,485,511		Term Loan, 6.91%, Maturing May 8, 2009	1,479,734
		Dex Media West, LLC
1,756,524		Term Loan, 6.87%, Maturing March 9, 2010	1,749,338
		Gatehouse Media Operating, Inc.
900,000		Term Loan, 7.58%, Maturing June 6, 2013	900,844
		Hanley-Wood, LLC
30,834		Term Loan, 7.61%, Maturing August 1, 2012	30,841
260,105		Term Loan, 7.69%, Maturing August 1, 2012	260,159
		Medianews Group, Inc.
523,688		Term Loan, 7.07%, Maturing August 2, 2013	524,778
		Merrill Communications, LLC
687,956		Term Loan, 7.59%, Maturing February 9, 2009	690,590
		Nebraska Book Co., Inc.
468,505		Term Loan, 7.88%, Maturing March 4, 2011	470,555
		Philadelphia Newspapers, LLC
399,000		Term Loan, 8.12%, Maturing June 29, 2013	401,244
		R.H. Donnelley Corp.
43,686		Term Loan, 6.68%, Maturing December 31, 2009	43,260
2,758,045		Term Loan, 6.89%, Maturing June 30, 2010	2,740,162
		R.H. Donnelley Corp., Sr. Disc. Notes
676,458		Term Loan, 7.08%, Maturing September 30, 2011	677,621
		Source Media, Inc.
616,395		Term Loan, 7.61%, Maturing November 8, 2011	618,899
		SP Newsprint Co.
969,921		Term Loan, 5.32%, Maturing January 9, 2010	973,559
133,364		Term Loan, 8.25%, Maturing January 9, 2010	133,864
		Sun Media Corp.
2,354,837		Term Loan, 7.24%, Maturing February 7, 2009	2,359,252
		Xsys US, Inc.
605,124		Term Loan, 7.87%, Maturing September 27, 2013	610,116
618,087		Term Loan, 8.37%, Maturing September 27, 2014	626,277
		Yell Group, PLC
1,400,000		Term Loan, 7.32%, Maturing February 10, 2013	1,406,607
			$	19,093,865
Radio and Television — 6.8%
		Adams Outdoor Advertising, L.P.
912,474		Term Loan, 7.27%, Maturing October 15, 2011	914,613
		ALM Media Holdings, Inc.
816,231		Term Loan, 7.87%, Maturing March 4, 2010	815,976
		Block Communications, Inc.
446,625		Term Loan, 7.37%, Maturing December 22, 2011	448,021

		Cequel Communications, LLC
$	875,000	Term Loan, 9.99%, Maturing May 5, 2014	$	849,024
1,590,890		Term Loan, 11.49%, Maturing May 5, 2014	1,517,975
		CMP KC, LLC
500,000		Term Loan, 9.31%, Maturing May 5, 2013	500,625
		CMP Susquehanna Corp.
732,054		Term Loan, 7.40%, Maturing May 5, 2013	731,825
		Cumulus Media, Inc.
773,063		Term Loan, 7.45%, Maturing June 7, 2013	775,841
		DirecTV Holdings, LLC
2,081,411		Term Loan, 6.83%, Maturing April 13, 2013	2,085,372
		Entravision Communications Corp.
719,563		Term Loan, 7.01%, Maturing September 29, 2013	720,012
		Gray Television, Inc.
694,750		Term Loan, 7.01%, Maturing November 22, 2015	694,316
		HIT Entertainment, Inc.
792,000		Term Loan, 7.62%, Maturing March 20, 2012	796,950
		Intelsat Subsuduary Holding Co.
525,000		Term Loan, 7.76%, Maturing July 3, 2013	528,609
		Montecito Broadcast Group, LLC
348,101		Term Loan, 7.72%, Maturing January 27, 2013	349,406
		NEP Supershooters, L.P.
805,642		Term Loan, 13.37%, Maturing August 3, 2011	817,727
		Nexstar Broadcasting, Inc.
970,452		Term Loan, 7.12%, Maturing October 1, 2012	968,633
919,760		Term Loan, 7.12%, Maturing October 1, 2012	918,035
		NextMedia Operating, Inc.
154,213		Term Loan, 7.33%, Maturing November 15, 2012	153,587
68,538		Term Loan, 7.33%, Maturing November 15, 2012	68,260
		PanAmSat Corp.
1,325,000		Term Loan, 8.01%, Maturing January 3, 2014	1,335,259
		Patriot Media and Communications CNJ, LLC
300,000		Term Loan, 10.50%, Maturing October 6, 2013	305,719
		Paxson Communications Corp.
1,350,000		Term Loan, 8.76%, Maturing January 15, 2012	1,375,313
		Raycom TV Broadcasting, LLC
1,513,123		Term Loan, 6.88%, Maturing August 28, 2013	1,504,611
		SFX Entertainment
744,375		Term Loan, 7.62%, Maturing June 21, 2013	744,840
		Spanish Broadcasting System, Inc.
992,443		Term Loan, 7.12%, Maturing June 10, 2012	993,064
		Young Broadcasting, Inc.
880,112		Term Loan, 8.00%, Maturing November 3, 2012	876,537
			$	21,790,150
Rail Industries — 0.7%
		Kansas City Southern Railway Co.
1,019,906		Term Loan, 7.15%, Maturing March 30, 2008	1,022,030

		Railamerica, Inc.
$	1,272,967	Term Loan, 7.44%, Maturing September 29, 2011	$	1,278,537
74,373		Term Loan, 7.44%, Maturing September 29, 2011	74,698
			$	2,375,265
Retailers (Except Food and Drug) — 4.5%
		American Achievement Corp.
239,892		Term Loan, 7.69%, Maturing March 25, 2011	241,691
		Amscan Holdings, Inc.
773,063		Term Loan, 8.32%, Maturing December 23, 2012	778,055
		Coinmach Laundry Corp.
2,990,921		Term Loan, 7.91%, Maturing December 19, 2012	3,017,558
		Cumberland Farms, Inc.
2,072,034		Term Loan, 8.50%, Maturing September 8, 2008	2,082,394
		Harbor Freight Tools USA, Inc.
848,011		Term Loan, 7.22%, Maturing July 15, 2010	848,435
		Home Interiors & Gifts, Inc.
640,721		Term Loan, 10.41%, Maturing March 31, 2011	547,016
		Josten’s Corp.
1,993,023		Term Loan, 7.37%, Maturing October 4, 2011	2,004,483
		Mapco Express, Inc
292,239		Term Loan, 8.08%, Maturing April 28, 2011	294,613
		Mauser Werke GMBH & Co. KG
625,000		Term Loan, 8.10%, Maturing December 3, 2011	628,906
		Movie Gallery, Inc.
176,162		Term Loan, 10.62%, Maturing April 27, 2011	165,428
		Neiman Marcus Group, Inc.
498,418		Term Loan, 7.89%, Maturing April 5, 2013	502,344
		Oriental Trading Co., Inc.
450,000		Term Loan, 11.47%, Maturing January 31, 2013	451,500
897,750		Term Loan, 8.18%, Maturing July 31, 2013	897,189
		Savers, Inc.
182,741		Term Loan, 8.16%, Maturing August 11, 2012	183,883
217,259		Term Loan, 8.16%, Maturing August 11, 2012	218,617
		Travelcenters of America, Inc.
1,647,550		Term Loan, 7.12%, Maturing November 30, 2008	1,649,815
			$	14,511,927
Steel — 0.2%
		Gibraltar Industries, Inc.
243,440		Term Loan, 7.13%, Maturing December 8, 2010	243,288
		John Maneely Co.
247,526		Term Loan, 8.51%, Maturing March 24, 2013	249,846
			$	493,134
Surface Transport — 0.8%
		Gainey Corp.
425,000		Term Loan, 8.09%, Maturing April 20, 2012	428,188

		Horizon Lines, LLC
$	244,375	Term Loan, 7.62%, Maturing July 7, 2011	$	245,521
		Ozburn-Hessey Holding Co., LLC
299,116		Term Loan, 8.78%, Maturing August 9, 2012	299,490
		Sirva Worldwide, Inc.
862,898		Term Loan, 11.21%, Maturing December 1, 2010	822,629
		Vanguard Car Rental USA
841,500		Term Loan, 8.35%, Maturing June 14, 2013	843,709
			$	2,639,537
Telecommunications — 5.0%
		Alaska Communications Systems Holdings, Inc.
530,000		Term Loan, 7.12%, Maturing February 1, 2012	529,271
		Asurion Corp.
719,512		Term Loan, 8.33%, Maturing July 13, 2012	722,210
450,000		Term Loan, 11.58%, Maturing January 13, 2013	455,766
		Cellular South, Inc.
343,000		Term Loan, 7.25%, Maturing May 4, 2011	343,322
		Centennial Cellular Operating Co., LLC
1,833,333		Term Loan, 7.62%, Maturing February 9, 2011	1,846,101
		Cincinnati Bell, Inc.
346,500		Term Loan, 6.99%, Maturing August 31, 2012	346,121
		Consolidated Communications, Inc.
2,244,965		Term Loan, 7.38%, Maturing July 27, 2015	2,248,474
		Crown Castle Operating Co.
500,000		Term Loan, 7.65%, Maturing June 1, 2014	502,389
		Fairpoint Communications, Inc.
1,130,000		Term Loan, 7.13%, Maturing February 8, 2012	1,123,291
		Hawaiian Telcom Communications, Inc.
398,222		Term Loan, 7.62%, Maturing October 31, 2012	399,111
		Iowa Telecommunications Services
334,000		Term Loan, 7.12%, Maturing November 23, 2011	334,522
		Madison River Capital, LLC
290,000		Term Loan, 7.73%, Maturing July 29, 2012	291,450
		NTelos, Inc.
1,129,902		Term Loan, 7.58%, Maturing August 24, 2011	1,130,608
		Stratos Global Corp.
575,000		Term Loan, 8.11%, Maturing February 13, 2012	574,641
		Triton PCS, Inc.
1,557,918		Term Loan, 8.58%, Maturing November 18, 2009	1,572,362
		Westcom Corp.
383,230		Term Loan, 8.29%, Maturing December 17, 2010	383,948
600,000		Term Loan, 12.54%, Maturing May 17, 2011	604,125
		Windstream Corp.
2,275,000		Term Loan, 7.26%, Maturing July 17, 2013	2,285,360

		Winstar Communications, Inc.
$	169,348	DIP Loan, 0.00%, Maturing December 31, 2006 (4)	$	237,510
			$	15,930,582
Utilities — 4.2%
		Astoria Generating Co.
625,000		Term Loan, 9.14%, Maturing August 23, 2013	634,219
		BRSP, LLC
1,025,000		Term Loan, 8.58%, Maturing July 13, 2009	1,030,125
		Cellnet Technology, Inc.
299,908		Term Loan, 8.37%, Maturing April 26, 2012	302,907
		Cogentrix Delaware Holdings, Inc.
352,621		Term Loan, 6.87%, Maturing April 14, 2012	352,988
		Covanta Energy Corp.
528,130		Term Loan, 5.37%, Maturing June 24, 2012	532,201
378,459		Term Loan, 7.62%, Maturing May 27, 2013	381,376
227,500		Term Loan, 10.87%, Maturing June 24, 2013	232,050
		KGen, LLC
472,800		Term Loan, 7.99%, Maturing August 5, 2011	475,164
		La Paloma Generating Co., LLC
29,508		Term Loan, 7.07%, Maturing August 16, 2012	29,434
169,339		Term Loan, 7.12%, Maturing August 16, 2012	168,915
13,487		Term Loan, 7.12%, Maturing August 16, 2012	13,453
		LSP General Finance Co., LLC
20,152		Term Loan, 7.12%, Maturing April 14, 2013	20,131
467,298		Term Loan, 7.12%, Maturing April 14, 2013	466,811
		Mirant North America, LLC.
1,240,625		Term Loan, 7.07%, Maturing January 3, 2013	1,238,520
		NRG Energy, Inc.
975,000		Term Loan, 7.37%, Maturing February 1, 2013	979,205
4,228,750		Term Loan, 7.37%, Maturing February 1, 2013	4,250,642
		Pike Electric, Inc.
155,490		Term Loan, 6.88%, Maturing July 1, 2012	155,466
265,529		Term Loan, 6.88%, Maturing December 10, 2012	265,488
		Reliant Energy, Inc.
137,872		Term Loan, 7.71%, Maturing December 22, 2010	137,996
		Vulcan Energy Corp.
1,270,284		Term Loan, 6.90%, Maturing July 23, 2010	1,271,872
		Wolf Hollow I L.P.
45,000		Term Loan, 7.58%, Maturing June 22, 2012	45,000
180,000		Term Loan, 7.58%, Maturing June 22, 2012	179,100
214,752		Term Loan, 7.62%, Maturing June 22, 2012	213,678
			$	13,376,741
Total Senior, Floating Rate Interests (identified cost $466,829,303)			$	467,333,129

Corporate Bonds & Notes — 13.7%

Principal Amount (000’s omitted)		Security	Value
Aerospace and Defense — 0.1%
		Argo Tech Corp., Sr. Notes
$	320	9.25%, 6/1/11	$	334,400
		DRS Technologies, Inc., Sr. Sub. Notes
40		7.625%, 2/1/18	40,800
			$	375,200
Air Transport — 0.3%
		American Airlines
895		7.80%, 10/1/06	895,559
		Continental Airlines
149		7.033%, 6/15/11	145,977
			$	1,041,536
Automotive — 1.0%
		Altra Industrial Motion, Inc.
120		9.00%, 12/1/11	123,000
		Commercial Vehicle Group, Inc., Sr. Notes
55		8.00%, 7/1/13 (5)	52,937
		Ford Motor Credit Co.
110		6.625%, 6/16/08	108,380
385		7.375%, 10/28/09	374,396
185		7.875%, 6/15/10	180,309
		Ford Motor Credit Co., Sr. Notes
395		9.875%, 8/10/11	409,141
		Ford Motor Credit Co., Variable Rate
535		8.466%, 11/2/07	539,877
		General Motors Acceptance Corp.
105		5.125%, 5/9/08	102,931
55		5.85%, 1/14/09	53,953
20		7.00%, 2/1/12	19,956
470		8.00%, 11/1/31	492,782
		Tenneco Automotive, Inc.
140		8.625%, 11/15/14	138,950
		Tenneco Automotive, Inc., Series B
275		10.25%, 7/15/13	299,750
		TRW Automotive, Inc., Sr. Sub. Notes
65		11.00%, 2/15/13	71,175
		United Components, Inc., Sr. Sub. Notes
65		9.375%, 6/15/13	64,675

		Visteon Corp., Sr. Notes
$	95	8.25%, 8/1/10	$	93,100
40		7.00%, 3/10/14	36,000
			$	3,161,312
Broadcast Radio and Television — 0.1%
		Advanstar Communications, Inc.
415		10.75%, 8/15/10	449,237
			$	449,237
Brokers/Dealers/Investment Houses — 0.1%
		*ETrade Financial Corp., Sr. Notes**
40		8.00%, 6/15/11	41,600
		Residential Capital Corp., Variable Rate
265		7.337%, 4/17/09 (5)	266,376
			$	307,976
Building and Development — 0.4%
		General Cable Corp., Sr. Notes
105		9.50%, 11/15/10	112,875
		Interface, Inc., Sr. Sub. Notes
20		9.50%, 2/1/14	20,700
		Interline Brands, Inc., Sr. Sub. Notes
70		8.125%, 6/15/14	71,225
		Mueller Group, Inc., Sr. Sub Notes
55		10.00%, 5/1/12	60,019
		Mueller Holdings, Inc., Disc. Notes, (0.00% until 2009)
109		14.75%, 4/15/14 (5)	96,465
		Nortek, Inc., Sr. Sub. Notes
440		8.50%, 9/1/14	418,000
		Panolam Industries International, Sr. Sub. Notes
160		10.75%, 10/1/13 (5)	162,400
		RMCC Acquisition Co., Sr. Sub. Notes
405		10.00%, 11/1/12 (5)	421,200
		Stanley-Martin Communities, LLC
40		9.75%, 8/15/15 (5)	31,900
			$	1,394,784
Business Equipment and Services — 0.3%
		Activant Solutions
55		9.50%, 5/1/16 (5)	51,150
		Affinion Group, Inc.
55		10.125%, 10/15/13 (5)	58,025
70		11.50%, 10/15/15 (5)	72,100
		FTI Consulting, Inc.
70		7.75%, 10/1/16 (5)	71,050
		Hydrochem Industrial Services, Inc., Sr. Sub. Notes
50		9.25%, 2/15/13 (5)	49,750

		Lamar Media Corp., Sr. Sub. Notes
$	70	6.625%, 8/15/15 (5)	$	67,462
		Muzak, LLC / Muzak Finance, Sr. Notes
20		10.00%, 2/15/09	17,775
		Norcross Safety Products, LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B
170		9.875%, 8/15/11	179,350
		Safety Products Holdings, Inc.
78		11.75%, 1/1/12 (3)	79,992
		Sungard Data Systems, Inc.
215		9.125%, 8/15/13	223,600
162		10.25%, 8/15/15	167,670
		Sungard Data Systems, Inc., Variable Rate
55		9.973%, 8/15/13	57,337
			$	1,095,261
Cable and Satellite Television — 0.8%
		Adelphia Communications, Sr. Notes, Series B
270		9.25%, 10/1/32 (4)	167,400
		Cablevision Systems Corp., Sr. Notes, Series B, Variable Rate
110		9.62%, 4/1/09	117,562
		CCO Holdings, LLC / CCO Capital Corp., Sr. Notes
395		8.75%, 11/15/13 (5)	399,444
		CSC Holdings, Inc., Series B
50		8.125%, 8/15/09	52,062
		CSC Holdings, Inc., Sr. Notes, Series B
20		7.625%, 4/1/11	20,625
		Insight Communications, Sr. Disc. Notes
525		12.25%, 2/15/11	557,812
		Kabel Deutschland GMBH
135		10.625%, 7/1/14 (5)	145,462
		Mediacom Broadband Corp., LLC, Sr. Notes
130		8.50%, 10/15/15 (3)(5)	129,837
		National Cable, PLC
75		8.75%, 4/15/14	78,187
		UGS Corp.
660		10.00%, 6/1/12	716,100
			$	2,834,491
Chemicals and Plastics — 0.8%
		BCP Crystal Holdings Corp., Sr. Sub. Notes
172		9.625%, 6/15/14	187,480
		Crystal US Holdings / US Holdings 3, LLC, Sr. Disc. Notes, Series B, (0.00% until 2009)
179		10.50%, 10/1/14	146,109
		Equistar Chemical, Sr. Notes
170		10.625%, 5/1/11	183,175

		Hexion Specialty Chemicals, Inc.
$	95	9.00%, 7/15/14 (5)	$	97,375
		Huntsman International, LLC, Sr. Notes
49		9.875%, 3/1/09	51,327
		Huntsman, LLC
91		11.625%, 10/15/10	101,010
		Ineos Group
395		8.50%, 2/15/16 (5)	378,212
		Key Plastics, LLC
118		7.00%, 4/26/07 (3)	118,465
85		18.32%, 4/26/07, (PIK) (3)	85,413
		Lyondell Chemical Co., Sr. Notes
192		10.50%, 6/1/13	212,160
		Nova Chemicals Corp., Sr. Notes, Variable Rate
105		8.405%, 11/15/13 (5)	107,625
		OM Group, Inc.
460		9.25%, 12/15/11	480,700
		Polyone Corp., Sr. Notes
160		10.625%, 5/15/10	172,800
30		8.875%, 5/1/12	30,450
		Reichhold Industries Inc., Sr. Notes
70		9.00%, 8/15/14 (5)	69,300
			$	2,421,601
Clothing/Textiles — 0.5%
		Levi Strauss & Co., Sr. Notes
430		12.25%, 12/15/12	481,600
110		8.875%, 4/1/16	110,000
		Levi Strauss & Co., Sr. Notes, Variable Rate
205		10.258%, 4/1/12	212,175
		Oxford Industries, Inc., Sr. Notes
390		8.875%, 6/1/11	399,750
		Perry Ellis International, Inc., Sr. Sub. Notes
160		8.875%, 9/15/13 (5)	158,400
		Phillips Van-Heusen, Sr. Notes
40		7.25%, 2/15/11	40,600
100		8.125%, 5/1/13	104,750
			$	1,507,275
Conglomerates — 0.3%
		Amsted Industries, Inc., Sr. Notes
500		10.25%, 10/15/11 (5)	537,500
		Education Management, LLC 144A, Sr. Notes
150		8.75%, 6/1/14 (5)	152,250

		Education Management, LLC 144A, Sr. Sub. Notes
$	205	10.25%, 6/1/16 (5)	$	210,637
		Goodman Global Holdings, Inc., Sr. Notes, Variable Rate
107		8.329%, 6/15/12	108,739
			$	1,009,126
Containers and Glass Products — 0.2%
		Berry Plastics Holding Corp.
80		8.875%, 9/15/14 (5)	80,800
		Berry Plastics Holding Corp., Variable Rate
60		9.265%, 9/15/14 (5)	60,600
		Intertape Polymer US, Inc., Sr. Sub. Notes
155		8.50%, 8/1/14 (5)	146,475
		Pliant Corp.
196		11.85%, 6/15/09 (3)(5)	212,219
			$	500,094
Cosmetics/Toiletries — 0.0%
		Samsonite Corp., Sr. Sub. Notes
60		8.875%, 6/1/11	63,150
			$	63,150
Ecological Services and Equipment — 0.1%
		Waste Services, Inc., Sr. Sub. Notes
245		9.50%, 4/15/14	252,350
			$	252,350
Electronics/Electrical — 0.0%
		Avago Technologies Finance PTE, Sr. Notes
75		10.125%, 12/1/13 (5)	79,875
		CPI Holdco, Inc., Sr. Notes, Variable Rate
50		11.298%, 2/1/15	52,000
			$	131,875
Equipment Leasing — 0.3%
		The Hertz Corp., Sr. Notes
515		8.875%, 1/1/14 (5)	542,037
35		10.50%, 1/1/16 (5)	38,675
		United Rentals North America, Inc.
265		6.50%, 2/15/12	257,050
			$	837,762
Financial Intermediaries — 1.9%
		Alzette, Variable Rate
500		8.636%, 12/15/20 (5)	515,000
		Avalon Capital Ltd. 3, Series 1A, Class D, Variable Rate
380		7.35%, 2/24/19 (5)	382,297
		Babson Ltd. Series 2005-1A, Class C1, Variable Rate
500		7.457%, 4/15/19 (5)	508,003

		Bryant Park CDO Ltd., Series 2005-1A, Class C, Variable Rate
$	500	7.557%, 1/15/19 (5)	$	509,252
		Carlyhe High Yield Partners, Series 2004-6A, Class C, Variable Rate
500		7.854%, 8/11/16 (5)	508,382
		Centurion CDO 8 Ltd., Series 2005 8A, Class D, Variable Rate
500		10.89%, 3/8/17	527,934
		Centurion CDO 9 Ltd., Series 2005 9A
500		9.35%, 7/17/19	518,497
		Madison Park Funding Ltd., Series 2006-2A, Class D, Variable Rate
1,000		10.139%, 3/25/20 (5)	1,042,484
		Sonata Securities S.A., Series 2006-5
500		9.00%, 6/27/07	510,745
		Sonata Securities S.A., Series 2006-6
500		9.00%, 6/27/07	510,665
		Stanfield Vanage Ltd., Series 2005-1A, Class D, Variable Rate
500		7.474%, 3/21/17 (5)	503,750
			$	6,037,009
Food Products — 0.5%
		ASG Consolidated, LLC / ASG Finance, Inc., Sr. Disc. Notes, (0.00% until 2008)
275		11.50%, 11/1/11	240,625
		Nutro Products, Inc., Sr. Notes, Variable Rate
40		9.23%, 10/15/13 (5)	41,350
		Pierre Foods, Inc., Sr. Sub. Notes
175		9.875%, 7/15/12	178,500
		Pinnacle Foods Holdings Corp., Sr. Sub. Notes
1,125		8.25%, 12/1/13	1,132,031
			$	1,592,506
Food Service — 0.1%
		EPL Finance Corp., Sr. Notes
135		11.75%, 11/15/13 (5)	150,525
		NPC International, Inc., Sr. Sub. Notes
115		9.50%, 5/1/14 (5)	113,850
			$	264,375
Food/Drug Retailers — 0.3%
		General Nutrition Centers, Inc.
50		8.625%, 1/15/11	51,375
		Rite Aid Corp.
185		7.125%, 1/15/07	186,156
465		6.125%, 12/15/08 (5)	457,444
100		8.125%, 5/1/10 (5)	100,750
			$	795,725

Forest Products — 0.4%
		Abitibi-Consolidated, Inc.
$	95	6.95%, 4/1/08	$	94,762
		Domtar, Inc.
180		7.125%, 8/1/15	168,300
		Georgia Pacific Corp.
145		9.50%, 12/1/11	156,962
		JSG Funding PLC, Sr. Notes
355		9.625%, 10/1/12	376,300
		NewPage Corp.
185		10.00%, 5/1/12 (5)	191,937
		NewPage Corp., Variable Rate
80		11.739%, 5/1/12	86,800
		Stone Container Corp.
125		7.375%, 7/15/14	114,375
			$	1,189,436
Healthcare — 0.7%
		Accellent, Inc.
230		10.50%, 12/1/13 (5)	240,350
		AMR HoldCo, Inc./EmCare HoldCo, Inc., Sr. Sub. Notes
170		10.00%, 2/15/15 (5)	181,900
		CDRV Investors, Inc., Sr. Disc. Notes
20		9.625%, 1/1/15	14,900
		Encore Medical IHC, Inc.
145		9.75%, 10/1/12	160,225
		HCA, Inc.
25		8.75%, 9/1/10	25,312
		Inverness Medical Innovations, Inc., Sr. Sub. Notes
120		8.75%, 2/15/12	118,800
		Multiplan Merger Corp., Sr. Sub. Notes
150		10.375%, 4/15/16 (5)	151,500
		National Mentor Holdings, Inc., Sr. Sub. Notes
105		11.25%, 7/1/14 (5)	109,725
		Res-Care, Inc., Sr. Notes
105		7.75%, 10/15/13 (5)	105,262
		Service Corp. International, Sr. Notes
210		8.00%, 6/15/17 (5)	202,125
95		7.625%, 10/1/18 (5)	95,950
		Triad Hospitals, Inc., Sr. Notes
100		7.00%, 5/15/12	99,500
		Triad Hospitals, Inc., Sr. Sub. Notes
120		7.00%, 11/15/13	117,150
		US Oncology, Inc.
120		9.00%, 8/15/12	124,800
290		10.75%, 8/15/14	319,000

		Ventas Realty L.P. / Capital Corp., Sr. Notes
$	75	7.125%, 6/1/15	$	77,531
		VWR International, Inc., Sr. Sub. Notes
225		8.00%, 4/15/14	228,094
			$	2,372,124
Home Furnishings — 0.0%
		Steinway Musical Instruments, Sr. Notes
85		7.00%, 3/1/14 (5)	83,725
			$	83,725
Industrial Equipment — 0.2%
		Case New Holland, Inc.
315		7.125%, 3/1/14 (5)	317,756
		Case New Holland, Inc., Sr. Notes
190		9.25%, 8/1/11	202,350
		Chart Industries, Inc., Sr. Sub. Notes
105		9.125%, 10/15/15 (5)	109,200
		Manitowoc Co., Inc. (The)
29		10.50%, 8/1/12	31,320
			$	660,626
Leisure Goods/Activities/Movies — 0.5%
		AMC Entertainment, Inc., Sr. Sub. Notes
225		9.875%, 2/1/12	232,313
		AMC Entertainment, Inc., Variable Rate
30		9.655%, 8/15/10	31,125
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp.
105		12.50%, 4/1/13 (5)	105,131
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
195		9.818%, 4/1/12 (5)	195,488
		Marquee Holdings, Inc., Sr. Disc. Notes, (0.00% until 2009)
325		12.00%, 8/15/14	250,250
		Six Flags Theme Parks, Inc., Sr. Notes
215		9.625%, 6/1/14	192,425
		Universal City Development Partners, Ltd., Sr. Notes
200		11.75%, 4/1/10	216,500
		Universal City Florida Holding, Sr. Notes, Variable Rate
325		10.239%, 5/1/10 (5)	335,563
			$	1,558,795
Lodging and Casinos — 0.9%
		CCM Merger, Inc.
130		8.00%, 8/1/13	125,450
		Chukchansi EDA, Sr. Notes, Variable Rate
150		8.78%, 11/15/12 (5)	155,250

		Eldorado Casino Shreveport
$	59	10.00%, 8/1/12	$	56,002
		Greektown Holdings, LLC, Sr. Notes
110		10.75%, 12/1/13 (5)	116,600
		Inn of the Mountain Gods, Sr. Notes
285		12.00%, 11/15/10 (5)	299,963
		Las Vegas Sands Corp.
155		6.375%, 2/15/15 (5)	146,281
		Majestic Star Casino, LLC
110		9.50%, 10/15/10	113,025
110		9.75%, 1/15/11	107,663
		Majestic Star Casino, LLC, (0.00% until 2008)
75		12.50%, 10/15/11 (5)	55,125
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
60		8.00%, 4/1/12	62,400
		OED Corp. / Diamond Jo
203		8.75%, 4/15/12	204,015
		San Pasqual Casino
160		8.00%, 9/15/13 (5)	163,600
		Station Casinos, Inc.
60		7.75%, 8/15/16	62,550
		Station Casinos, Inc., Sr. Notes
50		6.00%, 4/1/12	48,500
		Trump Entertainment Resorts, Inc.
425		8.50%, 6/1/15	408,531
		Tunica-Biloxi Gaming Authority, Sr. Notes
165		9.00%, 11/15/15 (5)	172,425
		Turning Stone Resort Cas
40		9.125%, 9/15/14 (5)	40,600
		Waterford Gaming, LLC, Sr. Notes
384		8.625%, 9/15/12 (5)	408,000
		Wynn Las Vegas, LLC
60		6.625%, 12/1/14	58,500
			$	2,804,480
Nonferrous Metals/Minerals — 0.1%
		Alpha Natural Resources, Sr. Notes
75		10.00%, 6/1/12	81,000
		FMG Finance PTY Ltd.
100		10.625%, 9/1/16 (5)	96,500
		Novelis, Inc., Sr. Notes
50		8.25%, 2/15/15 (5)	47,750
			$	225,250
Oil and Gas — 1.0%
		Allis-Chalmers Energy, Inc., Sr. Notes
245		9.00%, 1/15/14 (5)	246,838

		Clayton Williams Energy, Inc., Sr. Notes
$	60	7.75%, 8/1/13 (5)	$	54,300
		Copano Energy, LLC, Sr. Notes
35		8.125%, 3/1/16	35,613
		Dresser, Inc.
110		10.125%, 4/15/11	115,638
		El Paso Corp.
130		9.625%, 5/15/12	144,625
		El Paso Production Holding Co.
30		7.75%, 6/1/13	30,825
		Encore Acquisition Co., Sr. Sub. Notes
85		7.25%, 12/1/17	82,238
		Giant Industries
130		8.00%, 5/15/14	141,375
		Kinder Morgan Finance
155		5.35%, 1/5/11	150,890
		Northwest Pipeline Corp.
70		8.125%, 3/1/10	73,150
		Ocean Rig Norway AS, Sr. Notes
70		8.375%, 7/1/13 (5)	74,550
		Parker Drilling Co., Sr. Notes
85		9.625%, 10/1/13	93,075
		Petrobras International Finance Co.
30		7.75%, 9/15/14	33,345
		Petrohawk Energy Corp., Sr. Notes
435		9.125%, 7/15/13 (5)	439,350
		Plains E&P Co., Sr. Sub. Notes
115		8.75%, 7/1/12	122,188
		Premcor Refining Group, Sr. Notes
210		9.50%, 2/1/13	228,900
		Quicksilver Resources, Inc.
115		7.125%, 4/1/16	109,538
		Semgroup L.P., Sr. Notes
140		8.75%, 11/15/15 (5)	141,925
		Sesi, LLC, Sr. Notes
30		6.875%, 6/1/14 (5)	29,850
		Southern Natural Gas
50		8.875%, 3/15/10	52,683
150		8.00%, 3/1/32	166,594
		Stewart & Stevenson, LLC, Sr. Notes
105		10.00%, 7/15/14 (5)	106,838
		United Refining Co., Sr. Notes
305		10.50%, 8/15/12	321,775
		Verasun Energy Corp.
160		9.875%, 12/15/12	168,000
			$	3,164,103

Publishing — 0.4%
		American Media Operations, Inc., Series B
$	335	10.25%, 5/1/09	$	313,225
		CBD Media, Inc., Sr. Sub. Notes
70		8.625%, 6/1/11	69,300
		Dex Media West, LLC, Sr. Sub. Notes
182		9.875%, 8/15/13	197,470
		Houghton Mifflin Co., Sr. Sub. Notes
295		9.875%, 2/1/13	313,438
		MediaNews Group, Inc., Sr. Sub. Notes
50		6.875%, 10/1/13	46,500
		R.H. Donnelley Corp., Sr. Disc. Notes
110		6.875%, 1/15/13	100,925
205		6.875%, 1/15/13	188,088
		R.H. Donnelley Corp., Sr. Notes
130		8.875%, 1/15/16	130,975
			$	1,359,921
Radio and Television — 0.4%
		CanWest Media, Inc.
217		8.00%, 9/15/12	215,680
		LBI Media, Inc.
90		10.125%, 7/15/12	95,175
		LBI Media, Inc., Sr. Disc. Notes, (0.00% until 2008)
80		11.00%, 10/15/13	68,000
		Rainbow National Services, LLC, Sr. Notes
100		8.75%, 9/1/12 (5)	107,500
		Rainbow National Services, LLC, Sr. Sub. Debs.
355		10.375%, 9/1/14 (5)	402,925
		Sirius Satellite Radio, Sr. Notes
275		9.625%, 8/1/13 (5)	270,188
		Xm Satellite Radio, Inc.
20		9.75%, 5/1/14 (5)	19,200
			$	1,178,668
Rail Industries — 0.0%
		Kansas City Southern Railway Co.
50		9.50%, 10/1/08	52,250
		TFM SA de C.V., Sr. Notes
70		12.50%, 6/15/12	77,350
			$	129,600
Retailers (Except Food and Drug) — 0.5%
		AutoNation, Inc., Variable Rate
75		7.507%, 4/15/13 (5)	76,313
		Bon-Ton Department Stores, Inc.
50		10.25%, 3/15/14 (5)	48,875

		GSC Holdings Corp.
$	665	8.00%, 10/1/12 (5)	$	688,275
		GSC Holdings Corp., Variable Rate
200		9.383%, 10/1/11 (5)	209,000
		Neiman Marcus Group, Inc.
255		9.00%, 10/15/15	272,213
165		10.375%, 10/15/15	179,025
			$	1,473,701
Steel — 0.2%
		AK Steel Corp.
120		7.875%, 2/15/09 (5)	120,150
		Ispat Inland ULC, Sr. Notes
127		9.75%, 4/1/14	143,227
		RathGibson, Inc., Sr. Notes
230		11.25%, 2/15/14 (5)	238,050
			$	501,427
Surface Transport — 0.0%
		Horizon Lines, LLC
118		9.00%, 11/1/12	122,130
			$	122,130
Telecommunications — 1.4%
		AirGate PCS, Inc., Variable Rate
60		9.257%, 10/15/11	61,650
		Alamosa Delaware, Inc., Sr. Notes
280		11.00%, 7/31/10	307,300
		Amkor Technologies, Inc., Sr. Notes
220		7.125%, 3/15/11	203,225
50		7.75%, 5/15/13	46,063
		Centennial Cellular Operating Co. / Centennial Communication Corp., Sr. Notes
130		10.125%, 6/15/13	138,775
		Digicel Ltd., Sr. Notes
240		9.25%, 9/1/12 (5)	250,200
		Intelsat, Ltd.
50		10.484%, 1/15/12	50,938
175		9.25%, 6/15/16 (5)	184,844
		Intelsat, Ltd., Sr. Notes
780		5.25%, 11/1/08	752,700
		LCI International, Inc., Sr. Notes
65		7.25%, 6/15/07	65,488
		Qwest Capital Funding, Inc.
60		7.00%, 8/3/09	60,600
		Qwest Communications International, Inc.
450		7.50%, 2/15/14	453,375

		Qwest Communications International, Inc., Sr. Notes
$	30	7.50%, 11/1/08	$	30,600
		Qwest Corp., Sr. Notes
145		7.625%, 6/15/15	151,163
		Qwest Corp., Sr. Notes, Variable Rate
505		8.64%, 6/15/13	542,875
		Rogers Wireless, Inc., Sr. Sub. Notes
20		8.00%, 12/15/12	21,350
		Rogers Wireless, Inc., Variable Rate
790		8.515%, 12/15/10	805,800
		UbiquiTel Operating Co., Sr. Notes
215		9.875%, 3/1/11	234,350
		Windstream Corp., Sr. Notes
155		8.125%, 8/1/13 (5)	165,269
45		8.625%, 8/1/16 (5)	48,375
			$	4,574,940
Textiles/Apparel — 0.0%
		Levi Strauss & Co., Sr. Notes
50		9.75%, 1/15/15	52,125
			$	52,125
Utilities — 0.3%
		AES Corp., Sr. Notes
15		8.75%, 5/15/13 (5)	16,163
15		9.00%, 5/15/15 (5)	16,238
		Dynegy Holdings, Inc.
105		8.375%, 5/1/16	107,363
		Mission Energy Holding Co.
115		13.50%, 7/15/08	128,944
		NGC Corp.
205		7.625%, 10/15/26	188,088
		NRG Energy, Inc.
70		7.25%, 2/1/14	69,650
		NRG Energy, Inc., Sr. Notes
100		7.375%, 2/1/16	99,625

		Orion Power Holdings, Inc., Sr. Notes
$	380	12.00%, 5/1/10	$	432,250
			$	1,058,321
Total Corporate Bonds & Notes (identified cost $47,036,159)			$	43,641,239

Convertible Bonds — 0.1%

Principal
Amount		Security	Value
$	170,000	L-3 Communications Corp. (5)	$	173,825
35,000		Sinclair Broadcast Group, Inc.	31,281
Total Convertible Bonds (identified cost, $206,349)			$	205,106

Common Stocks — 0.5%

Shares	Security	Value
2,992	Environmental Systems Products (3)(6)(7)	$	80,545
10,443	Hayes Lemmerz International (6)	23,183
24,880	Maxim Crane Works, L.P. (6)	1,138,260
358	Shreveport Gaming Holdings, Inc. (3)(6)	6,390
17,663	Trump Entertaintment Resorts, Inc. (6)	299,565
Total Common Stocks (identified cost, $756,316)		$	1,547,943

Convertible Preferred Stocks — 0.1%

Shares	Security	Value
542	Chesapeake Energy Corp.	$	50,406
3,583	Crown Castle International Corp., (PIK)	201,096
Total Convertible Preferred Stocks (identified cost, $212,699)		$	251,502

Preferred Stocks — 0.0%

Shares	Security	Value
35	Hayes Lemmerz International, Series A (3)(6)(7)	$	336
15	Key Plastics, LLC, Series A (3)(6)(7)	8,295
Total Preferred Stocks (identified cost, $16,750)		$	8,631

Warrants — 0.0%

Shares/Rights	Security	Value
210	American Tower Corp., Exp. 8/1/08 (5)(6)	$	108,264
Total Warrants (identified cost, $14,075)		$	108,264

Closed-End Investment Companies — 3.8%

Shares	Security	Value
200,000	First Trust / Four Corners Senior Floating Rate Income Fund II	$	3,576,000
290,000	ING Prime Rate Trust	2,067,700
25,560	Pioneer Floating Rate Trust	491,263
725,000	Van Kampen Senior Income Trust	6,155,250
Total Closed-End Investment Companies (identified cost, $11,460,385)		$	12,290,213

Short-Term Investments — 3.8%

Principal		Maturity
Amount		Date	Borrower	Rate		Amount
$	1,500,000	10/02/06	Investors Bank and Trust Company Time Deposit	5.37	%	$	1,500,000
10,576,000		10/02/06	Societe Generale Time Deposit	5.35	%	10,576,000
Total Short-Term Investments (at amortized cost $12,076,000)						$	12,076,000
Total Investments — 169.8% (identified cost $538,608,036)						$	541,952,802
Less Unfunded Loan Commitments — (0.7)%						$	(2,367,374	)
Net Investments — 169.1% (identified cost $536,240,662)						$	539,585,428
Other Assets, Less Liabilities — (34.6)%						$	(110,284,603	)
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (34.5)%						$	(110,045,226	)
Net Assets Applicable to Common Shares — 100.0%						$	319,255,599

PIK	—	Payment In Kind.
REIT	—	Real Estate Investment Trust

(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)	Security valued at fair value using methods determined in good faith by or at the direction of the Trustees.
(4)	Defaulted security. Currently the issuer is in default with respect to interest payments.
(5)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2006, the aggregate value of the securities is $18,839,672 or 5.9% of the Trust’s net assets.
(6)	Non-income producing security.
(7)	Restricted security.

The Trust had the following swap agreements outstanding at September 30, 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 (13 in total, each representing 7.69% of the notional value of the swap).	$	(3,894	)
$	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.	65,082

At September 30, 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 September 30, 2006, as computed on a federal income tax basis, were as follows:

Aggregate cost	$	538,612,851
Gross unrealized appreciation	$	5,064,611
Gross unrealized depreciation	(1,724,660		)
Net unrealized appreciation	$	3,339,951

Unrealized depreciation on swap contracts was $61,188.

Restricted Securities

At September 30, 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.

	Date of
Description	Acquisition	Shares/Face	Cost		Fair Value
Common Stocks
Environmental Systems Products	10/24/00	2,992	$	0	$	80,544
			$	0	$	80,544
Preferred Stocks
Hayes Lemmerz International, Series A	6/04/03	35	$	1,750	$	336
Key Plastics, LLC, Series A	4/26/01	15	15,000		8,295
			$	16,750	$	8,631
			$	16,750	$	89,175

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:		November 22, 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:		November 22, 2006
By:		/s/ Barbara E. Campbell
		Barbara E. Campbell
		Treasurer and Principal Financial Officer
Date:		November 22, 2006