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)
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, 2005

Item 1. Schedule of Investments

Eaton Vance Senior Income Trust as of September 30, 2005

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating Rate Interests — 146.0% (1)

Principal
Amount		Borrower/Tranche Description	Value
Aerospace and Defense — 2.0%
		Alliant Tech Systems, Inc.
$	332,500	Term Loan, 4.69%, Maturing March 31, 2009	$	334,890
.		Hexcel Corp.
234,333		Term Loan, 5.36%, Maturing March 1, 2012	237,067
		K&F Industries, Inc.
381,900		Term Loan, 6.28%, Maturing November 18, 2012	384,764
		Mid-Western Aircraft Systems
498,750		Term Loan, 5.96%, Maturing December 31, 2011	505,421
		Standard Aero Holdings, Inc.
1,153,046		Term Loan, 6.18%, Maturing August 24, 2012	1,167,459
		Transdigm, Inc.
1,970,000		Term Loan, 5.80%, Maturing July 22, 2010	2,002,012
		Vought Aircraft Industries, Inc.
1,126,988		Term Loan, 6.35%, Maturing December 22, 2011	1,140,089
		Wam Aquisition, S.A.
362,670		Term Loan, 6.77%, Maturing April 8, 2013	363,515
362,670		Term Loan, 7.27%, Maturing April 8, 2014	364,998
			$	6,500,215
Air Transport — 0.6%
		United Airlines, Inc.
1,983,727		DIP Loan, 7.96%, Maturing December 31, 2005	2,007,905
			$	2,007,905
Automotive — 6.6%
		Accuride Corp.
1,301,539		Term Loan, 6.18%, Maturing January 31, 2012	1,315,530
		Affina Group, Inc.
317,532		Term Loan, 6.40%, Maturing November 30, 2011	319,418
		Collins & Aikman Products Co.
680,597		Term Loan, 7.95%, Maturing August 31, 2011	646,082
		CSA Acquisition Corp.
123,649		Term Loan, 6.06%, Maturing December 23, 2011	124,460
198,914		Term Loan, 6.06%, Maturing December 23, 2011	200,219
		Dayco Products, LLC
1,376,183		Term Loan, 7.04%, Maturing June 23, 2011	1,394,677
		Exide Technologies
468,891		Term Loan, 9.36%, Maturing May 5, 2010	465,374
468,891		Term Loan, 9.36%, Maturing May 5, 2010	472,407
		Federal-Mogul Corp.
750,000		Term Loan, 6.09%, Maturing December 31, 2005	705,000
1,500,000		Term Loan, 6.34%, Maturing December 31, 2005	1,413,000
763,183		Term Loan, 7.59%, Maturing December 31, 2005	765,091

		Goodyear Tire & Rubber Co.
$	470,000	Term Loan, 3.50%, Maturing April 30, 2010	$	474,868
1,580,000		Term Loan, 6.32%, Maturing April 30, 2010	1,601,725
500,000		Term Loan, 7.07%, Maturing March 1, 2011	497,708
		HLI Operating Co., Inc.
1,272,493		Term Loan, 7.01%, Maturing June 3, 2009	1,274,992
350,000		Term Loan, 8.92%, Maturing June 3, 2010	350,292
		Key Automotive Group
910,151		Term Loan, 6.75%, Maturing June 29, 2010	915,839
		Plastech Engineered Products, Inc.
468,966		Term Loan, 8.77%, Maturing March 31, 2010	452,434
		R.J. Tower Corp.
1,175,000		DIP Revolving Loan, 7.25%, Maturing February 2, 2007	1,195,562
		Tenneco Automotive, Inc.
1,194,224		Term Loan, 5.94%, Maturing December 12, 2010	1,216,243
		TI Automotive, Ltd.
648,527		Term Loan, 6.91%, Maturing June 30, 2011	632,719
		Trimas Corp.
2,138,453		Term Loan, 6.90%, Maturing December 31, 2009	2,163,402
		TRW Automotive, Inc.
1,574,874		Term Loan, 5.25%, Maturing June 30, 2012	1,593,412
		United Components, Inc.
844,358		Term Loan, 6.26%, Maturing June 30, 2010	860,190
			$	21,050,644
Beverage and Tobacco — 2.1%
		Alliance One International, Inc.
422,875		Term Loan, 6.73%, Maturing May 13, 2010	428,425
		Constellation Brands, Inc.
2,105,672		Term Loan, 5.91%, Maturing November 30, 2011	2,137,916
		Culligan International Co.
841,500		Term Loan, 6.27%, Maturing September 30, 2011	854,122
		National Dairy Holdings, L.P.
159,200		Term Loan, 5.84%, Maturing March 15, 2012	160,692
		National Distribution Company
425,000		Term Loan, 10.33%, Maturing June 22, 2010	426,062
		Southern Wine & Spirits of America
2,421,660		Term Loan, 5.53%, Maturing May 31, 2012	2,447,390
		Sunny Delight Beverages Co.
364,412		Term Loan, 8.25%, Maturing August 20, 2010	368,056
			$	6,822,663
Building and Development — 11.5%
		Biomed Realty, L.P.
1,640,000		Term Loan, 5.94%, Maturing May 31, 2010	1,642,050
		DMB / CHII, LLC
178,041		Term Loan, 6.21%, Maturing March 3, 2007	178,486

		Formica Corp.
$	156,501	Term Loan, 8.82%, Maturing June 10, 2010	$	157,283
80,035		Term Loan, 8.82%, Maturing June 10, 2010	80,435
64,521		Term Loan, 8.82%, Maturing June 10, 2010	64,844
227,578		Term Loan, 8.83%, Maturing June 10, 2010	228,716
		FT-FIN Acquisition, LLC
672,303		Term Loan, 8.25%, Maturing November 17, 2007	673,984
		General Growth Properties, Inc.
4,694,717		Term Loan, 5.85%, Maturing November 12, 2008	4,758,879
		Hovstone Holdings, LLC
655,000		Term Loan, 6.10%, Maturing February 28, 2009	656,637
		Kyle Acquisition Group, LLC
277,819		Term Loan, 6.75%, Maturing July 20, 2008	281,813
757,181		Term Loan, 6.75%, Maturing July 20, 2010	768,065
		Landsource Communities, LLC
1,502,000		Term Loan, 6.25%, Maturing March 31, 2010	1,515,613
		LNR Property Corp.
2,788,230		Term Loan, 6.71%, Maturing February 3, 2008	2,824,825
933,233		Term Loan, 6.72%, Maturing February 3, 2008	939,066
		LNR Property Holdings
500,000		Term Loan, 8.21%, Maturing February 3, 2008	502,187
		MAAX Corp.
434,500		Term Loan, 6.43%, Maturing June 4, 2011	434,500
		Mueller Group, Inc.
1,176,197		Term Loan, 7.92%, Maturing April 23, 2011	1,186,489
		Newkirk Master, L.P.
2,165,955		Term Loan, 5.69%, Maturing August 11, 2008	2,202,506
		Newkirk Tender Holdings, LLC
911,305		Term Loan, 8.34%, Maturing May 25, 2006	913,583
944,444		Term Loan, 9.84%, Maturing May 25, 2006	946,806
		Nortek, Inc.
940,500		Term Loan, 5.92%, Maturing August 27, 2011	953,549
		Ply Gem Industries, Inc.
652,243		Term Loan, 6.16%, Maturing February 12, 2011	658,765
95,843		Term Loan, 6.16%, Maturing February 12, 2011	96,802
374,533		Term Loan, 6.64%, Maturing February 12, 2011	378,279
		South Edge, LLC
328,125		Term Loan, 5.31%, Maturing October 31, 2007	329,629
421,875		Term Loan, 5.56%, Maturing October 31, 2009	426,094
		Stile Acquisition Corp.
1,231,510		Term Loan, 5.67%, Maturing April 6, 2013	1,236,758
		Stile U.S. Acquisition Corp.
1,233,608		Term Loan, 5.67%, Maturing April 6, 2013	1,238,865
		Sugarloaf Mills, L.P.
1,000,000		Term Loan, 5.57%, Maturing April 7, 2007	1,005,000
1,200,000		Term Loan, 6.70%, Maturing April 7, 2007	1,200,000

		TE / Tousa Senior, LLC
$	575,000	Term Loan, 6.56%, Maturing August 1, 2008	$	584,344
		The Macerich Partnership, L.P.
745,000		Term Loan, 5.48%, Maturing July 30, 2007	746,397
650,000		Term Loan, 5.34%, Maturing April 25, 2010	654,875
		The Woodlands Community Property Co.
1,304,000		Term Loan, 5.95%, Maturing November 30, 2007	1,312,150
923,000		Term Loan, 7.95%, Maturing November 30, 2007	936,845
		Tousa / Kolter, LLC
1,110,000		Term Loan, 5.78%, Maturing January 7, 2008 (2)	1,115,550
		Tower Financing, LLC
1,500,000		Term Loan, 7.16%, Maturing April 8, 2008	1,501,875
		Trustreet Properties, Inc.
465,000		Term Loan, 5.69%, Maturing April 8, 2010	469,359
		Whitehall Street Real Estate, L.P.
1,125,000		Term Loan, 7.59%, Maturing September 11, 2006 (3)	1,143,900
			$	36,945,803
Business Equipment and Services — 6.4%
		Acco Brands Corp.
350,000		Term Loan, 5.58%, Maturing August 17, 2012	355,162
		Allied Security Holdings, LLC
827,330		Term Loan, 7.78%, Maturing June 30, 2010	841,808
		Aspect Software, Inc.
350,000		Term Loan, 6.56%, Maturing September 22, 2010	350,000
		Baker & Taylor, Inc.
1,700,000		Term Loan, 10.48%, Maturing May 6, 2011	1,721,250
		DynCorp International, LLC
653,363		Term Loan, 6.75%, Maturing February 11, 2011	661,394
		Global Imaging Systems, Inc.
485,122		Term Loan, 5.38%, Maturing May 10, 2010	488,912
		Info USA, Inc.
366,563		Term Loan, 6.78%, Maturing June 9, 2010	367,479
		Iron Mountain, Inc.
3,989,888		Term Loan, 5.63%, Maturing April 2, 2011	4,031,658
		Language Line, Inc.
489,071		Term Loan, 7.90%, Maturing June 11, 2011	494,497
		Mitchell International, Inc.
417,599		Term Loan, 10.13%, Maturing August 13, 2011	418,643
744,997		Term Loan, 10.13%, Maturing August 15, 2012	753,378
		N.E.W. Holdings I, LLC
494,591		Term Loan, 6.99%, Maturing July 1, 2011	502,319
		Protection One, Inc.
496,951		Term Loan, 6.83%, Maturing April 18, 2011	504,406
		Quintiles Transnational Corp.
744,194		Term Loan, 5.59%, Maturing September 25, 2009	746,054

		Sungard Data Systems, Inc.
$	7,025,000	Term Loan, 6.28%, Maturing February 11, 2013	$	7,113,613
		Transaction Network Services, Inc.
440,586		Term Loan, 5.85%, Maturing May 4, 2012	446,094
		Western Inventory Services
275,000		Term Loan, 10.77%, Maturing October 14, 2011	277,750
		Williams Scotsman, Inc.
495,370		Term Loan, 6.31%, Maturing June 27, 2010	501,871
			$	20,576,288
Cable and Satellite Television — 8.8%
		Adelphia Communications Corp.
1,810,405		DIP Loan, 6.31%, Maturing March 31, 2006	1,814,931
		Atlantic Broadband Finance, LLC
1,494,183		Term Loan, 6.52%, Maturing September 1, 2011	1,520,331
		Bragg Communications, Inc.
554,445		Term Loan, 5.86%, Maturing August 31, 2011	562,762
		Bresnan Communications, LLC
500,000		Term Loan, 7.34%, Maturing September 30, 2009	509,062
1,000,000		Term Loan, 7.26%, Maturing September 30, 2010	1,017,656
		Canadian Cable Acquisition Co., Inc.
999,900		Term Loan, 7.02%, Maturing July 30, 2011	1,013,649
		Cebridge Connections, Inc.
753,525		Term Loan, 7.00%, Maturing February 23, 2009	758,235
788,000		Term Loan, 9.69%, Maturing February 23, 2010	795,880
		Charter Communications Operating, LLC
7,145,541		Term Loan, 6.93%, Maturing April 27, 2011	7,187,822
		Insight Midwest Holdings, LLC
3,438,750		Term Loan, 6.06%, Maturing December 31, 2009	3,494,630
		MCC Iowa, LLC
839,407		Term Loan, 5.87%, Maturing February 3, 2014	852,326
		Mediacom Illinois, LLC
1,985,000		Term Loan, 6.05%, Maturing March 31, 2013	2,019,273
		NTL, Inc.
1,750,000		Term Loan, 6.41%, Maturing April 13, 2012	1,762,395
		Rainbow National Services, LLC
1,481,237		Term Loan, 6.63%, Maturing March 31, 2012	1,496,513
		UGS Corp.
1,517,065		Term Loan, 5.84%, Maturing March 31, 2012	1,541,244
		UPC Broadband Holdings B.V.
1,780,000		Term Loan, 6.00%, Maturing September 30, 2012	1,801,695
			$	28,148,404
Chemicals and Plastics — 7.3%
		Brenntag AG
1,275,000		Term Loan, 6.81%, Maturing December 9, 2011	1,293,049
		Carmeuse Lime, Inc.
320,938		Term Loan, 5.50%, Maturing May 2, 2011	323,345

		Celanese Holdings, LLC
$	2,129,872	Term Loan, 6.31%, Maturing April 6, 2011	$	2,165,814
		Gentek, Inc.
309,424		Term Loan, 6.60%, Maturing February 25, 2011	312,170
430,000		Term Loan, 9.35%, Maturing February 25, 2012	426,130
		Hercules, Inc.
492,500		Term Loan, 5.33%, Maturing October 8, 2010	498,287
		Hexion Specialty Chemicals, Inc.
90,000		Term Loan, 3.16%, Maturing May 31, 2012	91,237
377,055		Term Loan, 6.38%, Maturing May 31, 2012	382,240
520,695		Term Loan, 6.56%, Maturing May 31, 2012	527,855
		Huntsman International, LLC
2,544,712		Term Loan, 5.52%, Maturing August 16, 2012	2,568,796
		Innophos, Inc.
483,225		Term Loan, 6.11%, Maturing August 13, 2010	489,467
		Invista B.V.
2,018,648		Term Loan, 6.31%, Maturing April 29, 2011	2,053,554
875,818		Term Loan, 6.31%, Maturing April 29, 2011	890,962
		ISP Chemco, Inc.
689,500		Term Loan, 5.71%, Maturing March 27, 2011	698,119
		Kraton Polymer, LLC
1,467,831		Term Loan, 6.42%, Maturing December 23, 2010	1,492,600
		Mosaic Co.
766,150		Term Loan, 5.23%, Maturing February 21, 2012	776,804
		Nalco Co.
3,329,426		Term Loan, 5.81%, Maturing November 4, 2010	3,384,571
		PQ Corp.
263,675		Term Loan, 6.06%, Maturing February 11, 2012	267,136
		Rockwood Specialties Group, Inc.
2,323,325		Term Loan, 5.93%, Maturing December 10, 2012	2,363,258
		Solo Cup Co.
1,350,007		Term Loan, 5.94%, Maturing February 27, 2011	1,355,576
		Wellman, Inc.
900,000		Term Loan, 7.71%, Maturing February 10, 2009	915,375
		Westlake Chemical Corp.
40,000		Term Loan, 6.15%, Maturing July 31, 2010	40,400
			$	23,316,745
Clothing / Textiles — 0.8%
		Propex Fabrics, Inc.
182,875		Term Loan, 6.28%, Maturing December 31, 2011	183,561
		SI Corp.
853,550		Term Loan, 7.49%, Maturing December 9, 2009	862,085
		St. John Knits International, Inc.
925,350		Term Loan, 6.54%, Maturing March 23, 2012	939,230
		The William Carter Co.
478,913		Term Loan, 5.72%, Maturing July 14, 2012	486,695
			$	2,471,571

Conglomerates — 3.7%
		Amsted Industries, Inc.
$	2,136,656	Term Loan, 6.20%, Maturing October 15, 2010	$	2,176,274
		Blount, Inc.
640,536		Term Loan, 6.12%, Maturing August 9, 2010	651,745
		Euramax International, Inc.
385,000		Term Loan, 6.38%, Maturing June 28, 2012	388,162
334,211		Term Loan, 10.55%, Maturing June 28, 2013	336,717
165,789		Term Loan, 10.55%, Maturing June 28, 2013	167,033
		Goodman Global Holdings, Inc.
641,775		Term Loan, 5.88%, Maturing December 23, 2011	651,803
		Johnson Diversey, Inc.
1,702,905		Term Loan, 5.46%, Maturing November 3, 2009	1,726,853
		Penn Engineering & Manufacturing Corp.
256,571		Term Loan, 6.52%, Maturing May 25, 2011	259,778
		Polymer Group, Inc.
1,167,025		Term Loan, 7.25%, Maturing April 27, 2010	1,185,503
1,250,000		Term Loan, 10.25%, Maturing April 27, 2011	1,278,125
		PP Acquisition Corp.
1,582,889		Term Loan, 6.10%, Maturing November 12, 2011	1,588,429
		Rexnord Corp.
1,548,681		Term Loan, 5.42%, Maturing December 31, 2011	1,571,265
			$	11,981,687
Containers and Glass Products — 6.0%
		Berry Plastics Corp.
2,133,969		Term Loan, 6.11%, Maturing June 30, 2010	2,166,245
		BWAY Corp.
325,500		Term Loan, 6.00%, Maturing June 30, 2011	330,688
		Consolidated Container Holding, LLC
641,875		Term Loan, 7.50%, Maturing December 15, 2008	650,300
		Dr. Pepper / Seven Up Bottling Group, Inc.
1,274,116		Term Loan, 5.37%, Maturing December 19, 2010	1,295,458
		Graham Packaging Holdings Co.
2,282,750		Term Loan, 6.15%, Maturing October 7, 2011	2,315,921
1,000,000		Term Loan, 8.25%, Maturing April 7, 2012	1,021,667
		Graphic Packaging International, Inc.
5,062,742		Term Loan, 6.04%, Maturing August 8, 2009	5,145,645
		IPG (US), Inc.
367,225		Term Loan, 6.07%, Maturing July 28, 2011	373,651
		Kranson Industries, Inc.
493,750		Term Loan, 6.78%, Maturing July 30, 2011	501,156
		Owens-Illinois, Inc.
486,733		Term Loan, 5.50%, Maturing April 1, 2007	490,992
394,214		Term Loan, 5.57%, Maturing April 1, 2007	398,896

		Smurfit-Stone Container Corp.
$	315,687	Term Loan, 2.10%, Maturing November 1, 2010	$	319,206
2,510,295		Term Loan, 5.70%, Maturing November 1, 2011	2,538,275
797,906		Term Loan, 5.83%, Maturing November 1, 2011	806,800
		U.S. Can Corp.
985,000		Term Loan, 7.65%, Maturing January 15, 2010	989,925
			$	19,344,825
Cosmetics / Toiletries — 0.8%
		American Safety Razor Co.
995,000		Term Loan, 6.61%, Maturing February 28, 2012	1,012,412
		Prestige Brands, Inc.
884,250		Term Loan, 6.31%, Maturing April 7, 2011	896,040
		Revlon Consumer Products Corp.
721,875		Term Loan, 9.65%, Maturing July 9, 2010	746,915
			$	2,655,367
Drugs — 0.9%
		Warner Chilcott Corp.
1,865,895		Term Loan, 6.61%, Maturing January 18, 2012	1,881,722
751,865		Term Loan, 6.77%, Maturing January 18, 2012	758,242
347,340		Term Loan, 6.77%, Maturing January 18, 2012	350,286
			$	2,990,250
Ecological Services and Equipment — 2.1%
		Alderwoods Group, Inc.
307,994		Term Loan, 5.75%, Maturing September 29, 2009	312,614
		Allied Waste Industries, Inc.
855,217		Term Loan, 3.60%, Maturing January 15, 2010	862,700
2,240,614		Term Loan, 5.85%, Maturing January 15, 2012	2,259,964
		Envirocare of Utah, LLC
820,000		Term Loan, 6.11%, Maturing April 15, 2010	836,400
		Environmental Systems, Inc.
1,087,435		Term Loan, 7.40%, Maturing December 12, 2008	1,108,165
		IESI Corp.
441,176		Term Loan, 5.66%, Maturing January 20, 2012	448,069
		Sensus Metering Systems, Inc.
115,495		Term Loan, 6.44%, Maturing December 17, 2010	116,866
740,350		Term Loan, 6.45%, Maturing December 17, 2010	749,142
			$	6,693,920
Electronics / Electrical — 4.4%
		AMI Semiconductor, Inc.
956,013		Term Loan, 5.34%, Maturing April 1, 2012	961,589
		Communications & Power, Inc.
444,444		Term Loan, 6.03%, Maturing July 23, 2010	451,944
		Enersys Capital, Inc.
987,500		Term Loan, 5.86%, Maturing March 17, 2011	996,758

		Fairchild Semiconductor Corp.
$	2,126,437	Term Loan, 5.60%, Maturing December 31, 2010	$	2,150,359
		Invensys International Holdings Limited
1,926,388		Term Loan, 6.88%, Maturing September 5, 2009	1,945,652
		Panavision, Inc.
1,027,741		Term Loan, 9.64%, Maturing January 12, 2007	1,050,865
		Rayovac Corp.
2,915,350		Term Loan, 5.71%, Maturing February 7, 2012	2,952,398
		Security Co., Inc.
495,000		Term Loan, 7.31%, Maturing June 30, 2010	499,950
500,000		Term Loan, 11.25%, Maturing June 30, 2011	507,500
		Telcordia Technologies, Inc.
1,556,100		Term Loan, 6.36%, Maturing September 15, 2012	1,554,155
		United Online, Inc.
388,889		Term Loan, 6.75%, Maturing December 13, 2008	390,833
		Vertafore, Inc.
256,552		Term Loan, 6.57%, Maturing December 22, 2010	259,438
500,000		Term Loan, 9.51%, Maturing December 22, 2011	511,250
			$	14,232,691
Equipment Leasing — 1.1%
		Ashtead Group, PLC
1,000,000		Term Loan, 6.06%, Maturing November 12, 2009	1,015,625
		Maxim Crane Works, L.P.
866,103		Term Loan, 6.48%, Maturing January 28, 2010	880,177
510,000		Term Loan, 9.25%, Maturing January 28, 2012	527,212
		United Rentals, Inc.
166,667		Term Loan, 2.87%, Maturing February 14, 2011	168,312
820,833		Term Loan, 6.09%, Maturing February 14, 2011	828,939
			$	3,420,265
Farming / Agriculture — 0.3%
		Central Garden & Pet Co.
782,768		Term Loan, 4.80%, Maturing May 15, 2009	794,020
			$	794,020
Financial Intermediaries — 2.8%
		AIMCO Properties, L.P.
700,000		Term Loan, 5.52%, Maturing November 2, 2009	709,187
2,350,000		Term Loan, 5.72%, Maturing November 2, 2009	2,393,329
		Coinstar, Inc.
309,427		Term Loan, 5.55%, Maturing July 7, 2011	315,229
		Corrections Corp. of America
506,545		Term Loan, 5.49%, Maturing March 31, 2008	514,777
		Fidelity National Information Solutions, Inc.
3,221,125		Term Loan, 5.48%, Maturing March 9, 2013	3,236,654

		Refco Group Ltd., LLC
$	1,869,825	Term Loan, 5.84%, Maturing August 5, 2011	$	1,892,497
			$	9,061,673
Food Products — 4.2%
		Acosta Sales Co., Inc.
493,500		Term Loan, 5.67%, Maturing August 13, 2010	501,365
		American Seafoods Holdings, LLC
135,773		Term Loan, 8.75%, Maturing September 30, 2007	136,027
738,550		Term Loan, 9.00%, Maturing March 31, 2009	741,781
		Atkins Nutritional, Inc.
406,606		Term Loan, 8.25%, Maturing November 26, 2009 (4)	304,955
		Chiquita Brands, LLC
369,075		Term Loan, 6.34%, Maturing June 28, 2012	375,534
		Del Monte Corp.
448,875		Term Loan, 5.18%, Maturing February 8, 2012	455,608
		Doane Pet Care Co.
1,069,200		Term Loan, 7.62%, Maturing November 5, 2009	1,075,437
		Dole Food Co., Inc.
584,625		Term Loan, 5.49%, Maturing April 18, 2012	591,658
		Herbalife International, Inc.
172,764		Term Loan, 5.41%, Maturing December 21, 2010	175,356
		Interstate Brands Corp.
485,000		Term Loan, 7.77%, Maturing July 19, 2007	489,123
901,793		Term Loan, 7.95%, Maturing July 19, 2007	910,811
		Merisant Co.
1,463,099		Term Loan, 6.93%, Maturing January 11, 2010	1,444,810
		Michael Foods, Inc.
912,752		Term Loan, 5.17%, Maturing November 21, 2010	928,725
1,000,000		Term Loan, 6.59%, Maturing November 21, 2011	1,023,750
		Pinnacle Foods Holdings Corp.
3,089,513		Term Loan, 6.76%, Maturing November 25, 2010	3,131,994
		Reddy Ice Group, Inc.
1,055,000		Term Loan, 5.48%, Maturing August 9, 2012	1,066,209
			$	13,353,143
Food Service — 3.2%
		AFC Enterprises, Inc.
912,713		Term Loan, 6.31%, Maturing May 11, 2011	924,121
		Buffets, Inc.
209,091		Term Loan, 6.78%, Maturing June 28, 2009	211,182
1,017,875		Term Loan, 7.16%, Maturing June 28, 2009	1,028,053
		Burger King Corp.
995,000		Term Loan, 5.50%, Maturing June 30, 2012	1,011,435
		Carrols Corp.
767,356		Term Loan, 6.56%, Maturing December 31, 2010	779,505
		CKE Restaurants, Inc.
235,783		Term Loan, 5.81%, Maturing May 1, 2010	238,141

		Denny’s, Inc.
$	1,240,633	Term Loan, 7.17%, Maturing September 21, 2009	$	1,261,182
		Domino’s, Inc.
3,136,341		Term Loan, 5.81%, Maturing June 25, 2010	3,190,574
		Jack in the Box, Inc.
738,750		Term Loan, 5.45%, Maturing January 8, 2011	746,599
		Maine Beverage Co., LLC
437,500		Term Loan, 5.77%, Maturing March 31, 2013	436,406
		Weight Watchers International, Inc.
495,000		Term Loan, 5.11%, Maturing March 31, 2010	500,775
			$	10,327,973
Food / Drug Retailers — 3.2%
		Cumberland Farms, Inc.
2,242,738		Term Loan, 6.14%, Maturing September 8, 2008	2,255,353
		General Nutrition Centers, Inc.
835,781		Term Loan, 6.68%, Maturing December 7, 2009	847,969
		Giant Eagle, Inc.
2,819,146		Term Loan, 5.62%, Maturing August 6, 2009	2,866,719
		Roundy’s, Inc.
1,181,395		Term Loan, 5.79%, Maturing September 30, 2009	1,194,685
		The Jean Coutu Group (PJC), Inc.
1,906,991		Term Loan, 5.94%, Maturing July 30, 2011	1,939,917
		The Pantry, Inc.
1,033,605		Term Loan, 6.10%, Maturing March 12, 2011	1,049,433
			$	10,154,076
Forest Products — 1.9%
		Boise Cascade Holdings, LLC
1,978,665		Term Loan, 5.72%, Maturing October 29, 2011	2,011,561
		Buckeye Technologies, Inc.
192,238		Term Loan, 5.71%, Maturing April 15, 2010	194,240
		Escanaba Timber, LLC
315,000		Term Loan, 6.43%, Maturing May 2, 2008	319,331
		Koch Cellulose, LLC
286,936		Term Loan, 5.19%, Maturing May 7, 2011	290,881
931,536		Term Loan, 5.77%, Maturing May 7, 2011	944,344
		NewPage Corp.
1,150,000		Term Loan, 6.58%, Maturing May 2, 2011	1,167,250
		RLC Industries Co.
582,107		Term Loan, 5.51%, Maturing February 24, 2010	585,928
		Xerium Technologies, Inc.
485,000		Term Loan, 6.02%, Maturing May 18, 2012	492,124
			$	6,005,659

Healthcare — 8.8%
		Alliance Imaging, Inc.
$	1,188,534	Term Loan, 5.99%, Maturing December 29, 2011	$	1,203,887
		AMN Healthcare, Inc.
337,807		Term Loan, 7.02%, Maturing October 2, 2008	342,874
		AMR HoldCo, Inc.
890,525		Term Loan, 5.95%, Maturing February 10, 2012	904,162
		Carl Zeiss Topco GMBH
196,667		Term Loan, 6.95%, Maturing February 28, 2013	197,896
393,333		Term Loan, 7.45%, Maturing February 28, 2014	396,283
375,000		Term Loan, 9.70%, Maturing August 31, 2014	381,563
		Colgate Medical, Ltd.
239,773		Term Loan, 6.01%, Maturing December 30, 2008	242,170
		Community Health Systems, Inc.
3,404,362		Term Loan, 5.61%, Maturing August 19, 2011	3,454,366
		Concentra Operating Corp.
903,885		Term Loan, 6.12%, Maturing June 30, 2009	911,794
		Conmed Corp.
953,220		Term Loan, 6.07%, Maturing December 31, 2009	968,312
		Cross Country Healthcare, Inc.
241,245		Term Loan, 7.54%, Maturing June 5, 2009	241,848
		Encore Medical IHC, Inc.
788,277		Term Loan, 6.53%, Maturing October 4, 2010	798,130
		Envision Worldwide, Inc.
1,089,988		Term Loan, 8.56%, Maturing September 30, 2010	1,100,887
		FHC Health Systems, Inc.
348,214		Term Loan, 9.87%, Maturing December 18, 2009	356,920
243,750		Term Loan, 11.87%, Maturing December 18, 2009	248,625
750,000		Term Loan, 12.87%, Maturing February 7, 2011	761,250
		Genoa Healthcare Group, LLC
294,000		Term Loan, 7.26%, Maturing August 12, 2012	298,961
		Hanger Orthopedic Group, Inc.
984,924		Term Loan, 7.75%, Maturing September 30, 2009	1,003,391
		Healthcare Partners, LLC
202,438		Term Loan, 5.82%, Maturing March 2, 2011	204,272
		Healthsouth Corp.
886,528		Term Loan, 6.53%, Maturing June 14, 2007	892,207
246,250		Term Loan, 3.09%, Maturing March 21, 2010	247,827
		Kinetic Concepts, Inc.
231,152		Term Loan, 5.78%, Maturing August 11, 2009	234,331
		Knowledge Learning Corp.
2,102,166		Term Loan, 6.35%, Maturing January 7, 2012	2,114,428
		Leiner Health Products, Inc.
528,313		Term Loan, 7.70%, Maturing May 27, 2011	527,982
		Lifepoint Hospitals, Inc.
2,205,691		Term Loan, 5.44%, Maturing April 15, 2012	2,231,096

		Magellan Health Services, Inc.
$	457,958	Term Loan, 3.56%, Maturing August 15, 2008	$	463,110
623,968		Term Loan, 5.87%, Maturing August 15, 2008	630,987
		Medcath Holdings Corp.
246,875		Term Loan, 6.29%, Maturing July 2, 2011	250,193
		National Mentor, Inc.
908,851		Term Loan, 6.25%, Maturing September 30, 2011	920,211
		Select Medical Holding Corp.
773,062		Term Loan, 5.57%, Maturing February 24, 2012	776,230
		Sunrise Medical Holdings, Inc.
491,505		Term Loan, 7.07%, Maturing May 13, 2010	492,119
		Sybron Dental Management, Inc.
684,764		Term Loan, 5.69%, Maturing June 6, 2009	690,756
		Talecris Biotherapeutics, Inc.
538,650		Term Loan, 7.10%, Maturing March 31, 2010	538,650
		Team Health, Inc.
921,295		Term Loan, 6.77%, Maturing March 23, 2011	925,902
		Vanguard Health Holding Co.
1,650,025		Term Loan, 6.21%, Maturing September 23, 2011	1,650,025
		VWR International, Inc.
617,850		Term Loan, 6.14%, Maturing April 7, 2011	627,697
			$	28,231,342
Home Furnishings — 3.2%
		Interline Brands, Inc.
1,525,037		Term Loan, 6.27%, Maturing December 31, 2010	1,538,381
		Jarden Corp.
1,122,188		Term Loan, 5.69%, Maturing January 24, 2012	1,130,183
1,593,475		Term Loan, 6.02%, Maturing January 24, 2012	1,608,555
		Knoll, Inc.
1,440,424		Term Loan, 8.02%, Maturing September 30, 2011	1,449,426
		National Bedding Company, LLC
350,000		Term Loan, 8.88%, Maturing August 31, 2012	353,500
		Sealy Mattress Co.
1,221,239		Term Loan, 5.57%, Maturing April 6, 2012	1,236,314
		Simmons Co.
1,910,967		Term Loan, 5.90%, Maturing December 19, 2011	1,941,223
		Termpur-Pedic, Inc.
980,000		Term Loan, 7.25%, Maturing June 30, 2009	991,638
			$	10,249,220
Industrial Equipment — 1.7%
		Alliance Laundry Holdings, LLC
261,800		Term Loan, 5.97%, Maturing January 27, 2012	266,054
		Chart Industries, Inc.
1,052,988		Term Loan, 7.25%, Maturing September 15, 2009	1,055,620

		Colfax Corp.
$	597,851	Term Loan, 6.31%, Maturing November 30, 2011	$	604,453
		Flowserve Corp.
1,160,000		Term Loan, 5.81%, Maturing August 10, 2012	1,177,545
		Gleason Corp.
254,364		Term Loan, 6.58%, Maturing July 27, 2011	257,543
750,000		Term Loan, 9.42%, Maturing January 31, 2012	763,125
		Itron, Inc.
151,160		Term Loan, 5.80%, Maturing December 17, 2010	152,955
		Mainline, L.P.
782,889		Term Loan, 6.30%, Maturing December 17, 2011	786,803
		Rexnord Corp.
511,141		Term Loan, 6.14%, Maturing December 31, 2011	518,595
			$	5,582,693
Insurance — 2.7%
		Alliant Resources Group, Inc.
990,000		Term Loan, 7.34%, Maturing August 31, 2011	999,900
		CCC Information Services Group
1,033,811		Term Loan, 6.59%, Maturing August 20, 2010	1,049,318
		Conseco, Inc.
1,689,267		Term Loan, 5.77%, Maturing June 22, 2010	1,710,912
		Hilb, Rogal & Hobbs Co.
3,302,221		Term Loan, 6.31%, Maturing December 15, 2011	3,339,371
		U.S.I. Holdings Corp.
980,000		Term Loan, 6.18%, Maturing August 11, 2008	984,288
666,650		Term Loan, 6.18%, Maturing August 11, 2008	669,567
			$	8,753,356
Leisure Goods / Activities / Movies — 7.8%
		24 Hour Fitness Worldwide, Inc.
900,000		Term Loan, 6.78%, Maturing June 8, 2012	915,187
		Alliance Atlantis Communications, Inc.
337,305		Term Loan, 5.59%, Maturing December 20, 2011	341,521
		AMF Bowling Worldwide, Inc.
348,288		Term Loan, 6.74%, Maturing August 27, 2009	351,662
		Cinemark, Inc.
1,970,000		Term Loan, 5.18%, Maturing March 31, 2011	1,997,580
		Fender Musical Instruments Co.
375,000		Term Loan, 8.10%, Maturing March 30, 2012	382,500
		Loews Cineplex Entertainment Corp.
2,073,007		Term Loan, 5.88%, Maturing July 30, 2011	2,087,098
		Mega Blocks, Inc.
850,000		Term Loan, 5.60%, Maturing July 26, 2012	861,688
		Metro-Goldwyn-Mayer Holdings
5,390,000		Term Loan, 6.27%, Maturing April 8, 2012	5,460,744

		Regal Cinemas Corp.
$	4,441,107	Term Loan, 6.02%, Maturing November 10, 2010	$	4,492,459
		Six Flags Theme Parks, Inc.
750,000		Revolving Loan, 2.37%, Maturing June 30, 2008 (2)	747,812
2,235,312		Term Loan, 6.36%, Maturing June 30, 2008	2,263,653
		Universal City Development Partners, Ltd.
1,002,425		Term Loan, 5.69%, Maturing June 9, 2011	1,016,626
		WMG Acquisition Corp.
450,000		Revolving Loan, 0.00%, Maturing February 28, 2010 (2)	439,594
3,609,688		Term Loan, 5.70%, Maturing February 28, 2011	3,655,560
			$	25,013,684
Lodging and Casinos — 5.4%
		Alliance Gaming Corp.
1,707,256		Term Loan, 6.77%, Maturing September 5, 2009	1,708,590
		Ameristar Casinos, Inc.
272,712		Term Loan, 5.81%, Maturing December 20, 2006	274,417
1,090,103		Term Loan, 5.81%, Maturing December 31, 2006	1,096,916
		Argosy Gaming Co.
1,138,500		Term Loan, 7.25%, Maturing June 30, 2011	1,140,398
		CCM Merger, Inc.
1,027,425		Term Loan, 5.93%, Maturing April 25, 2012	1,038,984
		CNL Resort Hotel, L.P.
850,000		Term Loan, 6.56%, Maturing August 18, 2006	852,125
		Globalcash Access, LLC
277,547		Term Loan, 6.09%, Maturing March 10, 2010	281,970
		Isle of Capri Casinos, Inc.
1,205,888		Term Loan, 5.49%, Maturing February 4, 2012	1,220,585
		Marina District Finance Co., Inc.
1,463,938		Term Loan, 5.59%, Maturing October 14, 2011	1,477,051
		MGM Mirage
428,571		Term Loan, 5.13%, Maturing April 25, 2010	430,803
1,571,429		Revolving Loan, 5.19%, Maturing April 25, 2010 (2)	1,554,405
		Pinnacle Entertainment, Inc.
735,000		Term Loan, 6.85%, Maturing August 27, 2010	741,661
297,382		Term Loan, 7.29%, Maturing August 27, 2010	300,263
		Resorts International Holdings, LLC
1,062,574		Term Loan, 6.53%, Maturing April 26, 2012	1,071,606
485,000		Term Loan, 9.77%, Maturing April 26, 2013	487,122
		Seminole Tribe of Florida
350,000		Term Loan, 5.38%, Maturing September 30, 2011	355,688
		Venetian Casino Resort, LLC
2,031,035		Term Loan, 5.77%, Maturing June 15, 2011	2,051,187
418,770		Term Loan, 5.77%, Maturing June 15, 2011	422,925
		Wynn Las Vegas, LLC
665,000		Term Loan, 5.95%, Maturing December 14, 2011	673,229
			$	17,179,925

Nonferrous Metals / Minerals — 2.7%
		Compass Minerals Group, Inc.
$	107,941	Term Loan, 6.47%, Maturing November 28, 2009	$	108,481
		Foundation Coal Corp.
737,766		Term Loan, 5.73%, Maturing July 30, 2011	751,343
		ICG, LLC
471,438		Term Loan, 6.43%, Maturing November 5, 2010	474,581
		International Mill Service, Inc.
248,125		Term Loan, 6.35%, Maturing December 31, 2010	250,606
1,000,000		Term Loan, 9.60%, Maturing October 26, 2011	1,015,000
		Longyear Holdings, Inc.
219,450		Term Loan, 6.53%, Maturing July 28, 2012	223,290
54,863		Term Loan, 6.53%, Maturing July 28, 2012	55,823
		Magnequench International, Inc.
1,225,000		Term Loan, 7.36%, Maturing August 31, 2009	1,228,063
		Murray Energy Corp.
746,250		Term Loan, 6.86%, Maturing January 28, 2010	751,380
		Novelis, Inc.
542,635		Term Loan, 5.46%, Maturing January 6, 2012	549,630
940,827		Term Loan, 5.46%, Maturing January 6, 2012	952,955
		Stillwater Mining Co.
833,078		Term Loan, 7.13%, Maturing July 30, 2010	849,740
		Trout Coal Holdings, LLC
497,500		Term Loan, 6.53%, Maturing March 23, 2011	499,055
1,000,000		Term Loan, 10.00%, Maturing March 23, 2012	1,010,625
			$	8,720,572
Oil and Gas — 5.8%
		Coffeyville Resources, LLC
450,000		Term Loan, 10.81%, Maturing June 24, 2013	467,438
		Dresser Rand Group, Inc.
329,796		Term Loan, 6.05%, Maturing October 29, 2011	335,516
		Dresser, Inc.
254,878		Term Loan, 6.35%, Maturing March 31, 2007	257,427
		Dynegy Holdings, Inc.
2,616,875		Term Loan, 7.84%, Maturing May 28, 2010	2,630,504
		El Paso Corp.
1,071,750		Term Loan, 5.27%, Maturing November 23, 2009	1,084,700
2,251,646		Term Loan, 6.81%, Maturing November 23, 2009	2,280,886
		Epco Holdings, Inc.
620,000		Term Loan, 6.04%, Maturing August 18, 2010	630,898
		Kerr-McGee Corp.
885,500		Term Loan, 6.11%, Maturing May 24, 2007	889,216
2,300,000		Term Loan, 6.31%, Maturing May 24, 2011	2,314,232
		Key Energy Services, Inc.
640,000		Term Loan, 0.00%, Maturing June 30, 2012 (2)	650,800

		LB Pacific, L.P.
$	543,638	Term Loan, 6.80%, Maturing March 3, 2012	$	551,792
		Lyondell-Citgo Refining, L.P.
938,125		Term Loan, 5.51%, Maturing May 21, 2007	952,783
		Petrohawk Energy Corp.
985,000		Term Loan, 9.25%, Maturing July 28, 2010	997,313
		Sprague Energy Corp.
1,000,000		Revolving Loan, 5.47%, Maturing August 10, 2007 (2)	997,500
		Universal Compression, Inc.
553,613		Term Loan, 7.50%, Maturing February 15, 2012	560,187
		Williams Production RMT Co.
2,937,687		Term Loan, 6.02%, Maturing May 30, 2008	2,974,408
			$	18,575,600
Publishing — 5.8%
		American Media Operations, Inc.
72,072		Term Loan, 6.50%, Maturing April 1, 2006	72,793
1,092,973		Term Loan, 6.25%, Maturing April 1, 2007	1,108,002
869,370		Term Loan, 6.25%, Maturing April 1, 2008	881,323
		CBD Media, LLC
441,176		Term Loan, 6.21%, Maturing December 31, 2009	448,070
		Dex Media East, LLC
1,549,572		Term Loan, 5.48%, Maturing May 8, 2009	1,561,436
		Dex Media West, LLC
2,005,532		Term Loan, 5.51%, Maturing March 9, 2010	2,020,852
		Freedom Communications Holdings, Inc.
621,497		Term Loan, 5.38%, Maturing May 18, 2012	629,421
		Herald Media, Inc.
148,125		Term Loan, 6.78%, Maturing July 22, 2011	149,514
500,000		Term Loan, 9.78%, Maturing January 22, 2012	505,000
		Liberty Group Operating, Inc.
712,358		Term Loan, 6.00%, Maturing February 28, 2012	720,075
		Merrill Communications, LLC
693,130		Term Loan, 6.34%, Maturing February 9, 2009	702,445
		Morris Publishing Group, LLC
770,000		Term Loan, 5.38%, Maturing September 30, 2010	778,422
1,191,000		Term Loan, 5.63%, Maturing March 31, 2011	1,206,260
		Nebraska Book Co., Inc.
477,725		Term Loan, 6.70%, Maturing March 4, 2011	482,502
		R.H. Donnelley Corp.
94,663		Term Loan, 5.69%, Maturing December 31, 2009	95,536
2,786,117		Term Loan, 5.62%, Maturing June 30, 2011	2,810,763
		Source Media, Inc.
233,412		Term Loan, 6.27%, Maturing August 30, 2012	236,913
250,000		Term Loan, 9.29%, Maturing August 30, 2012	254,297

		SP Newsprint Co.
$	969,921	Term Loan, 3.82%, Maturing January 9, 2010	$	981,439
395,076		Term Loan, 6.32%, Maturing January 9, 2010	399,767
		Sun Media Corp.
2,382,337		Term Loan, 5.68%, Maturing February 7, 2009	2,413,605
			$	18,458,435
Radio and Television — 5.3%
		Adams Outdoor Advertising, L.P.
978,632		Term Loan, 5.64%, Maturing October 15, 2011	993,312
		ALM Media Holdings, Inc.
830,825		Term Loan, 6.52%, Maturing March 5, 2010	833,594
		Block Communications, Inc.
810,340		Term Loan, 6.27%, Maturing November 30, 2009	817,937
		CanWest Media, Inc.
1,289,859		Term Loan, 6.02%, Maturing August 15, 2009	1,296,309
		DirecTV Holdings, LLC
2,086,667		Term Loan, 5.34%, Maturing April 13, 2013	2,112,967
		Gray Television, Inc.
525,000		Term Loan, 5.35%, Maturing December 31, 2012	529,102
		NEP Supershooters, L.P.
799,336		Term Loan, 12.02%, Maturing August 3, 2011	809,328
		Nexstar Broadcasting, Inc.
980,255		Term Loan, 5.77%, Maturing October 1, 2012	988,220
1,034,745		Term Loan, 5.77%, Maturing October 1, 2012	1,043,152
		PanAmSat Corp.
2,719,273		Term Loan, 6.11%, Maturing August 20, 2011	2,759,456
		Raycom TV Broadcasting, Inc.
1,200,000		Term Loan, 6.06%, Maturing February 24, 2012	1,209,000
		Spanish Broadcasting System
700,000		Term Loan, 7.51%, Maturing June 10, 2013	710,719
		Susquehanna Media Co.
2,636,750		Term Loan, 5.77%, Maturing March 9, 2012	2,656,526
		Young Broadcasting, Inc.
389,025		Term Loan, 5.77%, Maturing November 3, 2012	392,429
			$	17,152,051
Rail Industries — 0.4%
		Kansas City Southern Railway Co.
367,225		Term Loan, 5.59%, Maturing March 30, 2008	371,509
		Railamerica, Inc.
79,778		Term Loan, 5.88%, Maturing September 29, 2011	81,257
674,875		Term Loan, 5.90%, Maturing September 29, 2011	687,389
			$	1,140,155

Retailers (Except Food and Drug) — 5.1%
		American Achievement Corp.
$	313,347	Term Loan, 6.52%, Maturing March 25, 2011	$	314,914
		Amscan Holdings, Inc.
495,000		Term Loan, 6.47%, Maturing April 30, 2012	498,094
		Coinmach Laundry Corp.
3,605,066		Term Loan, 6.75%, Maturing July 25, 2009	3,656,889
		FTD, Inc.
404,636		Term Loan, 6.19%, Maturing February 28, 2011	410,453
		Harbor Freight Tools USA, Inc.
990,003		Term Loan, 6.29%, Maturing July 15, 2010	1,002,626
		Home Interiors & Gifts, Inc.
665,470		Term Loan, 8.85%, Maturing March 31, 2011	612,232
		Josten’s Corp.
2,299,000		Term Loan, 5.94%, Maturing October 4, 2010	2,337,796
		Mapco Express, Inc.
326,183		Term Loan, 8.50%, Maturing April 28, 2011	331,483
		Movie Gallery, Inc.
570,000		Term Loan, 7.24%, Maturing April 27, 2011	568,433
		Musicland Group, Inc.
1,000,000		Revolving Loan, 8.32%, Maturing August 11, 2008 (2)	1,002,500
		Oriental Trading Co., Inc.
1,767,676		Term Loan, 6.31%, Maturing August 4, 2010	1,780,933
		Rent-A-Center, Inc.
1,283,465		Term Loan, 5.46%, Maturing June 30, 2010	1,299,348
		Savers, Inc.
351,974		Term Loan, 6.39%, Maturing August 4, 2009	355,494
500,000		Term Loan, 10.48%, Maturing August 4, 2010	506,250
		Travelcenters of America, Inc.
1,660,000		Term Loan, 5.71%, Maturing November 30, 2008	1,679,971
			$	16,357,416
Surface Transport — 0.4%
		Horizon Lines, LLC
246,875		Term Loan, 6.27%, Maturing July 7, 2011	250,578
		Sirva Worldwide, Inc.
1,197,059		Term Loan, 6.93%, Maturing December 1, 2010	1,149,176
			$	1,399,754
Telecommunications — 6.5%
		AAT Communications Corp.
660,000		Term Loan, 6.61%, Maturing July 29, 2013	671,757
		Alaska Communications Systems Holdings, Inc.
530,000		Term Loan, 6.02%, Maturing February 1, 2011	538,226
		American Tower, L.P.
1,129,325		Term Loan, 4.96%, Maturing August 31, 2011	1,135,443

		Cellular South, Inc.
$	345,625	Term Loan, 5.46%, Maturing May 4, 2011		$		349,297
		Centennial Cellular Operating Co., LLC
1,970,000		Term Loan, 6.34%, Maturing February 9, 2011		1,992,690
		Cincinnati Bell, Inc.
350,000		Term Loan, 5.29%, Maturing August 31, 2012		352,990
		Consolidated Communications, Inc.
2,244,965		Term Loan, 6.17%, Maturing July 27, 2015		2,275,834
		D&E Communications, Inc.
467,812		Term Loan, 5.86%, Maturing December 31, 2011		471,321
		Fairpoint Communications, Inc.
1,130,000		Term Loan, 5.81%, Maturing February 8, 2012		1,144,479
		Hawaiian Telcom Communications, Inc.
400,000		Term Loan, 6.28%, Maturing October 31, 2012		405,062
		Iowa Telecommunications Services, Inc.
334,000		Term Loan, 5.71%, Maturing November 23, 2011		338,906
		IPC Acquisition Corp.
250,000		Term Loan, 6.59%, Maturing August 5, 2011		253,646
		Madison River Capital, LLC
290,000		Term Loan, 6.22%, Maturing July 29, 2012		294,894
		NTelos, Inc.
1,141,375		Term Loan, 6.53%, Maturing February 18, 2011		1,152,931
		Qwest Corp.
2,000,000		Term Loan, 8.53%, Maturing June 4, 2007		2,067,084
		SBA Senior Finance, Inc.
1,946,711		Term Loan, 6.04%, Maturing October 31, 2008		1,963,340
		Spectrasite Communications, Inc.
1,216,805		Term Loan, 5.27%, Maturing May 19, 2012		1,225,551
		SSA Global Technologies, Inc.
250,000		Term Loan, 5.97%, Maturing September 22, 2011		251,563
		Stratos Global Corp.
805,000		Term Loan, 6.27%, Maturing December 3, 2010		807,768
		Triton PCS, Inc.
823,775		Term Loan, 7.01%, Maturing November 18, 2009		832,271
		Valor Telecom Enterprise, LLC
1,203,500		Term Loan, 5.78%, Maturing February 14, 2012	1,220,693
		Westcom Corp.
463,867		Term Loan, 6.43%, Maturing December 17, 2010	467,346
600,000		Term Loan, 10.68%, Maturing May 17, 2011	611,625
		Winstar Communications, Inc.
169,348		DIP Loan, 0.00%, Maturing December 31, 2005 (3)(4)	62,659
			$		20,887,376
Utilities — 3.7%
		Allegheny Energy Supply Co., LLC
1,631,876		Term Loan, 5.77%, Maturing March 8, 2011	1,656,966

		Cellnet Technology, Inc.
$	314,213	Term Loan, 6.68%, Maturing April 26, 2012	$	316,569
		Cogentrix Delaware Holdings, Inc.
790,392		Term Loan, 5.78%, Maturing January 14, 2012	802,577
		Covanta Energy Corp.
561,138		Term Loan, 3.86%, Maturing June 24, 2012	570,958
452,727		Term Loan, 6.96%, Maturing June 24, 2012	460,650
350,000		Term Loan, 9.40%, Maturing June 24, 2013	352,625
		Energy Transfer Company, L.P.
865,000		Term Loan, 6.81%, Maturing June 16, 2012	876,678
		KGen, LLC
477,600		Term Loan, 6.65%, Maturing August 5, 2011	477,003
		La Paloma Generating Co., LLC
29,508		Term Loan, 5.54%, Maturing August 16, 2012	29,914
180,000		Term Loan, 5.77%, Maturing August 16, 2012	182,475
15,492		Term Loan, 5.77%, Maturing August 16, 2012	15,705
		NRG Energy, Inc.
865,427		Term Loan, 3.92%, Maturing December 24, 2011	874,802
1,092,459		Term Loan, 5.90%, Maturing December 24, 2011	1,104,293
		Pike Electric, Inc.
182,287		Term Loan, 6.00%, Maturing July 1, 2012	184,565
311,290		Term Loan, 6.06%, Maturing July 1, 2012	315,181
		Plains Resources, Inc.
1,336,653		Term Loan, 5.85%, Maturing December 17, 2010	1,357,538
		Reliant Energy, Inc.
758,019		Term Loan, 6.10%, Maturing December 22, 2010	762,960
		Texas Genco, LLC
473,827		Term Loan, 5.86%, Maturing December 14, 2011	477,751
1,144,279		Term Loan, 5.86%, Maturing December 14, 2011	1,153,755
			$	11,972,965
Total Senior Floating Rate Interests (identified cost $464,499,672)			$	468,530,331

Corporate Bonds & Notes — 16.4%

Principal
Amount
(000’s omitted)		Security	Value
Aerospace and Defense — 0.2%
		Argo Tech Corp., Sr. Notes
$	300	9.25%, 6/1/11	$	319,500
		BE Aerospace, Sr. Sub. Notes, Series B
35		8.00%, 3/1/08	35,175
		Sequa Corp.
300		8.875%, 4/1/08	313,500

		Standard Aero Holdings, Inc.
$	15	8.25%, 9/1/14	$	14,587
			$	682,762
Air Transport — 0.4%
		American Airlines
895		7.80%, 10/1/06	857,430
15		8.608%, 4/1/11	14,048
20		7.858%, 10/1/11	20,479
		Continental Airlines
257		7.033%, 6/15/11	230,629
		Delta Air Lines
6		7.779%, 11/18/05	3,409
69		9.50%, 11/18/08 (4)(5)	52,095
			$	1,178,090
Automotive — 0.6%
		Altra Industrial Motion, Inc.
35		9.00%, 12/1/11 (5)	34,475
		Commercial Vehicle Group, Inc., Sr. Notes
55		8.00%, 7/1/13 (5)	55,550
		Dana Credit Corp.
50		8.375%, 8/15/07 (5)	49,693
		Delphi Corp.
140		6.55%, 6/15/06	103,600
		Ford Motor Credit Co.
570		7.875%, 6/15/10	555,206
		General Motors Acceptance Corp.
25		6.125%, 9/15/06	25,085
		Keystone Automotive Operations, Inc., Sr. Sub. Notes
470		9.75%, 11/1/13	470,000
		Metaldyne Corp., Sr. Notes
90		10.00%, 11/1/13 (5)	78,750
		Tenneco Automotive, Inc.
140		8.625%, 11/15/14	141,750
		Tenneco Automotive, Inc., Series B
230		10.25%, 7/15/13	258,175
		TRW Automotive, Inc., Sr. Sub. Notes
65		11.00%, 2/15/13	73,612
		United Components, Inc., Sr. Sub. Notes
65		9.375%, 6/15/13	65,000
		Visteon Corp., Sr. Notes
95		8.25%, 8/1/10	90,725
			$	2,001,621

Brokers / Dealers / Investment Houses — 0.2%
		*ETrade Financial Corp., Sr. Notes**
$	160	8.00%, 6/15/11	$	166,000
235		7.375%, 9/15/13 (5)	238,525
		Refco Finance Holdings, LLC
237		9.00%, 8/1/12	258,922
		Residential Capital Corp.
85		6.875%, 6/30/15 (5)	89,103
			$	752,550
Building and Development — 0.4%
		Coleman Cable, Inc.
60		9.875%, 10/1/12	53,175
		General Cable Corp., Sr. Notes
85		9.50%, 11/15/10	89,887
		Interface, Inc., Sr. Sub. Notes
20		9.50%, 2/1/14	20,100
		MAAX Corp., Sr. Sub. Notes
65		9.75%, 6/15/12	56,875
		Mueller Group, Inc., Sr. Sub. Notes
185		10.00%, 5/1/12	197,025
		Mueller Holdings, Inc., Disc. Notes
160		14.75%, 4/15/14	117,600
		Nortek, Inc., Sr. Sub Notes
245		8.50%, 9/1/14	226,625
		NTK Holdings, Inc., Sr. Discount Notes
115		0.00%, 3/1/14	64,975
		Panolam Industries International, Sr. Sub Notes
105		10.75%, 10/1/13 (5)	104,212
		Ply Gem Industries, Inc., Sr. Sub. Notes
75		9.00%, 2/15/12	63,375
		RMCC Acquisition Co., Sr. Sub. Notes
180		9.50%, 11/1/12 (5)	182,700
		Stanley-Martin Co.
40		9.75%, 8/15/15 (5)	39,300
			$	1,215,849
Business Equipment and Services — 0.5%
		Aearo Co. I, Sr. Sub. Notes
65		8.25%, 4/15/12	65,325
		Hydrochem Industrial Services, Inc., Sr. Sub Notes
40		9.25%, 2/15/13 (5)	37,450
		Neff Rental/Neff Finance
145		11.25%, 6/15/12 (5)	154,425
		Norcross Safety Products LLC / Norcross Capital Corp., Sr. Sub. Notes, Series B
170		9.875%, 8/15/11	183,175

		NSP Holdings / NSP Holdings Capital Corp., Sr. Notes (PIK)
$	25	11.75%, 1/1/12	$	25,374
		Quintiles Transnational Corp., Sr. Sub. Notes
260		10.00%, 10/1/13	293,800
		Safety Products Holdings, Sr. Notes (PIK)
45		11.75%, 1/1/12 (5)	45,675
		Sungard Data Systems, Inc., Sr. Notes
215		9.125%, 8/15/13 (5)	223,869
		Sungard Data Systems, Inc., Sr. Sub. Notes
185		10.25%, 8/15/15 (5)	188,237
		Unisys Corp., Sr. Notes
45		8.00%, 10/15/12	44,437
210		8.50%, 10/15/15	209,475
			$	1,471,242
Cable and Satellite Television — 0.8%
		Adelphia Communications, Sr. Notes, Series B
270		9.25%, 10/1/32 (4)	199,800
		CCO Holdings LLC / CCO Capital Corp., Sr. Notes
395		8.75%, 11/15/13 (5)	392,037
		Charter Communications Holdings II, LLC, Sr. Notes
120		10.25%, 9/15/10	123,600
		CSC Holdings, Inc., Sr. Notes
160		6.75%, 4/15/12 (5)	152,000
		CSC Holdings, Inc., Sr. Notes, Series B
55		7.625%, 4/1/11	54,312
		CSC Holdings, Inc., Sr. Sub. Notes
85		10.50%, 5/15/16	91,906
		Insight Communications, Sr. Disc. Notes
525		12.25%, 2/15/11	538,125
		Kabel Deutschland GMBH
345		10.625%, 7/1/14 (5)	382,950
		Ono Finance PLC, Sr. Notes
45		14.00%, 2/15/11	49,556
		UGS Corp.
575		10.00%, 6/1/12	632,500
			$	2,616,786
Chemicals and Plastics — 0.7%
		Avecia Group PLC
25		11.00%, 7/1/09	25,844
		Aventine Renewable Energy, Variable Rate
55		9.87%, 12/15/11 (5)	57,475
		BCP Crystal Holdings Corp., Sr. Sub Notes
172		9.625%, 6/15/14	192,210
		Borden U.S. Finance / Nova Scotia Finance, Sr. Notes
95		9.00%, 7/15/14 (5)	96,900

		Crystal US Holdings / US Holdings 3, LLC, Sr. Disc. Notes, Series B
$	179	10.50%, (0% until 2009), 10/1/14	$	126,195
		Equistar Chemical, Sr. Notes
110		10.625%, 5/1/11	120,450
		Huntsman International, LLC, Sr. Notes
80		9.875%, 3/1/09	84,900
		Huntsman, LLC
91		11.625%, 10/15/10	104,422
		Innophos, Inc., Sr. Sub. Notes
40		8.875%, 8/15/14 (5)	41,100
		Key Plastics, LLC, Jr. Sub. Notes
74		4.00%, 4/26/07 (3)	74,950
		Key Plastics, LLC, Sr. Sub. Notes
118		7.00%, 4/26/07 (3)	118,584
		Lyondell Chemical Co., Sr. Notes
192		10.50%, 6/1/13	217,920
		Nalco Co., Sr. Sub. Notes
100		8.875%, 11/15/13	103,125
		OM Group, Inc.
460		9.25%, 12/15/11	470,350
		Polyone Corp., Sr. Notes
130		10.625%, 5/15/10	134,550
		Rhodia SA, Sr. Notes
90		10.25%, 6/1/10	95,625
		Solo Cup Co., Sr. Sub. Notes
95		8.50%, 2/15/14	84,550
			$	2,149,150
Clothing / Textiles — 0.4%
		GFSI, Inc., Sr. Sub. Notes, Series B
60		9.625%, 3/1/07	54,900
		Levi Strauss & Co., Sr. Notes
345		12.25%, 12/15/12	382,950
125		9.75%, 1/15/15	128,125
		Levi Strauss & Co., Sr. Notes, Variable Rate
100		8.254%, 4/1/12	100,250
		Oxford Industries, Inc., Sr. Notes
250		8.875%, 6/1/11	261,250
		Perry Ellis International, Inc., Sr. Sub. Notes
120		8.875%, 9/15/13	123,600
		Phillips Van-Heusen, Sr. Notes
40		7.25%, 2/15/11	40,400
100		8.125%, 5/1/13	105,500
			$	1,196,975

Conglomerates — 0.2%
		Amsted Industries, Inc., Sr. Notes
$	500	10.25%, 10/15/11 (5)	$	547,500
		Polypore, Inc., Sr. Sub Notes
15		8.75%, 5/15/12	13,275
		Rexnord Corp.
45		10.125%, 12/15/12	49,500
			$	610,275
Containers and Glass Products — 0.2%
		Crown Euro Holdings SA
65		9.50%, 3/1/11	71,500
340		10.875%, 3/1/13	396,100
		Intertape Polymer US, Inc., Sr. Sub. Notes
180		8.50%, 8/1/14	178,157
		Pliant Corp. (PIK)
81		11.625%, 6/15/09 (5)	86,098
			$	731,855
Cosmetics / Toiletries — 0.1%
		Jostens Holding Corp., Sr. Disc. Notes
45		10.25%, 12/1/13	32,625
		Samsonite Corp., Sr. Sub. Notes
195		8.875%, 6/1/11	208,162
			$	240,787
Ecological Services and Equipment — 0.3%
		Aleris International, Inc.
75		10.375%, 10/15/10	83,062
87		9.00%, 11/15/14	92,220
		Allied Waste North America, Series B
165		8.875%, 4/1/08	172,837
		Allied Waste North America, Sr. Notes, Series B
305		8.50%, 12/1/08	319,487
		Waste Services, Inc., Sr. Sub Notes
220		9.50%, 4/15/14	220,000
			$	887,606
Electronics / Electrical — 0.3%
		Advanced Micro Devices, Inc., Sr. Notes
320		7.75%, 11/1/12	329,600
		Amkor Technologies, Inc., Sr. Notes
30		7.125%, 3/15/11	26,025
445		7.75%, 5/15/13	382,700
		CPI Holdco, Inc., Sr. Notes, Variable Rate
50		8.83%, 2/1/15	49,499

		Stratus Technologies, Inc., Sr. Notes
$	25	10.375%, 12/1/08	$	25,375
			$	813,199
Equipment Leasing — 0.2%
		Greenbrier Companies, Inc. (The)
200		8.375%, 5/15/15	209,000
		United Rentals North America, Inc.
40		6.50%, 2/15/12	38,800
		United Rentals North America, Inc., Sr. Sub. Notes
370		7.00%, 2/15/14	345,025
			$	592,825
Financial Intermediaries — 1.2%
		Alzette, Variable Rate
500		8.691%, 12/15/20	512,500
		Avalon Capital Ltd. 3, Series 1A, Class D, Variable Rate
380		5.78%, 2/24/19 (5)	381,368
		Babson Ltd., Series 2005-1A, Class C1, Variable Rate
500		5.315%, 4/15/19 (5)	500,000
		Bryant Park CDO Ltd., Series 2005-1A, Class C, Variable Rate
500		5.65%, 1/15/19 (5)	500,000
		Carlyle High Yield Partners, Series 2004-6A, Class C, Variable Rate
500		6.23%, 8/11/16 (5)	500,000
		Centurion CDO 8 Ltd., Series 2005 8A, Class D, Variable Rate
500		9.29%, 3/8/17	500,000
		Centurion CDO 9 Ltd., Series 2005-9A
500		8.261%, 7/17/19	500,000
		Stanfield Vantage Ltd., Series 2005-1A, Class D, Variable Rate
500		5.97%, 3/21/17 (5)	505,000
			$	3,898,868
Food Products — 0.7%
		American Seafood Group, LLC
415		10.125%, 4/15/10	444,050
		ASG Consolidated, LLC / ASG Finance, Inc., Sr. Disc. Notes
220		11.50%, (0% until 2008), 11/1/11	169,400
		Pierre Foods, Inc., Sr. Sub. Notes
175		9.875%, 7/15/12	181,125
		Pinnacle Foods Holdings Corp., Sr. Sub. Notes
1,110		8.25%, 12/1/13	1,054,500
		UAP Holding Corp., Sr. Disc. Notes
265		10.75%, 7/15/12	226,575
		United Agricultural Products, Sr. Notes
50		8.25%, 12/15/11	53,000

		WH Holdings Ltd. / WH Capital Corp., Sr. Notes
$	42	9.50%, 4/1/11	$	45,465
			$	2,174,115
Food / Drug Retailers — 0.1%
		Rite Aid Corp.
70		7.125%, 1/15/07	70,787
100		8.125%, 5/1/10	102,500
			$	173,287
Forest Products — 0.6%
		Caraustar Industries, Inc.
25		7.375%, 6/1/09	24,375
		Caraustar Industries, Inc., Sr. Sub. Notes
495		9.875%, 4/1/11	492,525
		Domtar, Inc.
155		7.125%, 8/1/15	142,890
		Georgia-Pacific Corp.
145		9.50%, 12/1/11	171,825
180		9.375%, 2/1/13	201,600
		JSG Funding PLC, Sr. Notes
280		9.625%, 10/1/12	282,800
		Newark Group, Inc., Sr. Sub. Notes
90		9.75%, 3/15/14	80,550
		NewPage Corp.
280		10.00%, 5/1/12	264,600
		Norske Skog Canada Ltd., Series D
50		8.625%, 6/15/11	50,500
		Stone Container Corp., Sr. Notes
373		9.25%, 2/1/08	382,325
			$	2,093,990
Healthcare — 0.8%
		AMR HoldCo, Inc. / EmCare HoldCo, Inc., Sr. Sub. Notes
130		10.00%, 2/15/15 (5)	141,050
		Healthsouth Corp.
145		7.625%, 6/1/12	136,300
		Healthsouth Corp., Sr. Notes
145		7.375%, 10/1/06	144,637
100		8.375%, 10/1/11	95,750
		Inverness Medical Innovations, Inc., Sr. Sub. Notes
120		8.75%, 2/15/12	122,400
		Medical Device Manufacturing, Inc., Series B
125		10.00%, 7/15/12	136,250
		Medquest, Inc.
205		11.875%, 8/15/12	217,300
		National Mentor, Inc., Sr. Sub. Notes
125		9.625%, 12/1/12 (5)	131,250

		Pacificare Health System
$	146	10.75%, 6/1/09	$	158,227
		Res-Care, Inc., Sr. Notes
105		7.75%, 10/15/13 (5)	106,050
		Rotech Healthcare, Inc.
5		9.50%, 4/1/12	5,375
		Service Corp. International, Sr. Notes
210		7.00%, 6/15/17 (5)	213,150
		US Oncology, Inc.
120		9.00%, 8/15/12	130,200
240		10.75%, 8/15/14	270,000
		Vanguard Health Holding Co. II LLC, Sr. Sub. Notes
255		9.00%, 10/1/14	272,850
		Ventas Realty L.P. / Capital Corp., Sr. Notes
75		7.125%, 6/1/15 (5)	78,000
		VWR International, Inc., Sr. Sub. Notes
160		8.00%, 4/15/14	156,600
			$	2,515,389
Home Furnishings — 0.0%
		Fedders North America, Inc.
95		9.875%, 3/1/14	71,250
		Interline Brands, Inc., Sr. Sub. Notes
32		11.50%, 5/15/11	36,000
			$	107,250
Industrial Equipment — 0.2%
		Case New Holland, Inc., Sr. Notes
110		9.25%, 8/1/11	116,875
		Chart Industries, Inc., Sr. Sub. Notes
105		9.125%, 10/15/15 (5)	105,000
		Manitowoc Co., Inc. (The)
29		10.50%, 8/1/12	32,552
		Milacron Escrow Corp.
195		11.50%, 5/15/11	192,075
		Terex Corp.
70		10.375%, 4/1/11	75,250
		Thermadyne Holdings Corp., Sr. Sub. Notes
165		9.25%, 2/1/14	151,800
			$	673,552
Leisure Goods / Activities / Movies — 0.4%
		AMC Entertainment, Inc., Sr. Sub. Notes
115		9.875%, 2/1/12	111,263
		Loews Cineplex Entertainment Corp.
390		9.00%, 8/1/14	381,225
		Marquee Holdings, Inc., Sr. Disc. Notes
325		12.00%, (0% until 2009), 8/15/14	196,625

		Royal Caribbean Cruises, Sr. Notes
$	135	8.75%, 2/2/11	$	152,213
		Six Flags Theme Parks, Inc., Sr. Notes
280		8.875%, 2/1/10	278,600
		Universal City Development Partners, Sr. Notes
150		11.75%, 4/1/10	170,250
		Universal City Florida Holding, Sr. Notes
30		8.375%, 5/1/10	31,275
			$	1,321,451
Lodging and Casinos — 1.1%
		CCM Merger, Inc.
125		8.00%, 8/1/13 (5)	126,719
		Chukchansi EDA, Sr. Notes
230		14.50%, 6/15/09 (5)	278,300
		Eldorado Casino Shreveport
53		10.00%, 8/1/12	50,117
		Host Marriot L.P., Series O
15		6.375%, 3/15/15	14,625
		Inn of the Mountain Gods, Sr. Notes
440		12.00%, 11/15/10	499,400
		Kerzner International, Sr. Sub Note
580		6.75%, 10/1/15 (5)	564,775
		Majestic Star Casino LLC
240		9.50%, 10/15/10	238,800
		Meristar Hospitality Operations / Finance
130		10.50%, 6/15/09	138,450
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
60		8.00%, 4/1/12	63,600
		OED Corp. / Diamond Jo
140		8.75%, 4/15/12	138,075
		San Pasqual Casino
110		8.00%, 9/15/13 (5)	111,238
		Seneca Gaming Corp., Sr. Notes
105		7.25%, 5/1/12	108,150
130		7.25%, 5/1/12 (5)	133,900
		Station Casinos, Sr. Sub Notes
115		6.875%, 3/1/16	117,156
		Trump Entertainment Resorts, Inc.
375		8.50%, 6/1/15	363,750
		Waterford Gaming LLC, Sr. Notes
379		8.625%, 9/15/12 (5)	405,530
		Wynn Las Vegas, LLC
60		6.625%, 12/1/14	57,675
			$	3,410,260

Nonferrous Metals / Minerals — 0.0%
		Alpha Natural Resources, Sr. Notes
$	75	10.00%, 6/1/12	$	83,625
			$	83,625
Oil and Gas — 1.0%
		ANR Pipeline Co.
70		8.875%, 3/15/10	76,014
		Clayton Williams Energy, Inc., Sr. Notes
50		7.75%, 8/1/13 (5)	49,125
		Coastal Corp., Sr. Debs.
130		9.625%, 5/15/12	144,300
		Dresser, Inc.
110		9.375%, 4/15/11	116,600
		Dynegy Holdings, Inc., Debs.
175		7.625%, 10/15/26	162,750
		El Paso Corp.
80		6.95%, 12/15/07	81,500
		El Paso Corp., Sr. Notes
105		7.625%, 8/16/07 (5)	107,363
		El Paso Production Holding Co.
30		7.75%, 6/1/13	31,500
		Giant Industries
130		8.00%, 5/15/14	136,500
		Hanover Compressor Co., Sr. Sub. Notes
355		0.00%, 3/31/07	321,275
		Hanover Equipment Trust, Series B
70		8.75%, 9/1/11	74,725
		Northwest Pipeline Corp.
70		8.125%, 3/1/10	75,075
		Ocean Rig Norway AS, Sr. Notes
50		8.375%, 7/1/13 (5)	54,375
		Parker Drilling Co., Sr. Notes
85		9.625%, 10/1/13	97,113
		Petrobras International Finance Co.
30		7.75%, 9/15/14	32,625
		Plains E&P Co., Sr. Sub. Notes
115		8.75%, 7/1/12	124,775
		Port Arthur Finance Corp.
252		12.50%, 1/15/09	288,969
		Premcor Refining Group, Sr. Notes
210		9.50%, 2/1/13	237,825
		SESI, LLC
95		8.875%, 5/15/11	100,700

		Southern Natural Gas
$	50	8.875%, 3/15/10	$	54,295
150		8.00%, 3/1/32	166,370
		Titan Petrochemicals Group Ltd.
35		8.50%, 3/18/12 (5)	33,863
		Transmontaigne, Inc., Sr. Sub. Notes
320		9.125%, 6/1/10	337,600
		United Refining Co., Sr. Notes
225		10.50%, 8/15/12	239,625
		Williams Cos., Inc. (The)
45		8.75%, 3/15/32	53,325
			$	3,198,187
Publishing — 0.3%
		Advanstar Communications, Inc.
185		10.75%, 8/15/10	207,663
		American Media Operations, Inc., Series B
400		10.25%, 5/1/09	391,000
		CBD Media, Inc., Sr. Sub. Notes
70		8.625%, 6/1/11	72,625
		Dex Media West LLC, Sr. Sub. Notes
182		9.875%, 8/15/13	201,793
		Houghton Mifflin Co., Sr. Sub. Notes
190		9.875%, 2/1/13	202,350
			$	1,075,431
Radio and Television — 1.7%
		CanWest Media, Inc.
217		8.00%, 9/15/12	231,707
		CanWest Media, Inc., Sr. Sub. Notes
120		10.625%, 5/15/11	131,100
		Emmis Communications Corp., Sr. Notes, Variable Rate
1,500		9.745%, 6/15/12	1,518,750
		LBI Media, Inc.
90		10.125%, 7/15/12	97,425
		LBI Media, Inc., Sr. Disc. Notes
80		11.00%, 10/15/13	60,700
		LIN Television Corp., Sr. Sub Notes
50		6.50%, 5/15/13 (5)	47,625
		Muzak LLC / Muzak Finance, Sr. Notes
20		10.00%, 2/15/09	16,800
		Nexstar Finance Holdings LLC, Inc., Sr. Disc. Notes
230		11.375%, 4/1/13	171,350
		Nextmedia Operating, Inc.
120		10.75%, 7/1/11	129,150

		Paxson Communications Corp.
$	60	10.75%, 7/15/08	$	59,250
65		12.25%, 1/15/09	63,375
		Paxson Communications Corp., Variable Rate
2,000		6.349%, 1/15/10 (5)	2,010,000
		Rainbow National Services, LLC, Sr. Notes
100		8.75%, 9/1/12 (5)	107,125
		Rainbow National Services, LLC, Sr. Sub. Debs.
380		10.375%, 9/1/14 (5)	431,300
		Sirius Satellite Radio, Sr. Notes
260		9.625%, 8/1/13 (5)	250,900
			$	5,326,557
Rail Industries — 0.0%
		TFM SA de C.V., Sr. Notes
45		12.50%, 6/15/12	52,425
			$	52,425
Retailers (Except Food and Drug) — 0.3%
		Affinity Group, Inc., Sr. Sub. Notes
220		9.00%, 2/15/12	221,100
		GSC Holdings Corp.
240		8.00%, 10/1/12 (5)	240,000
		GSC Holdings Corp., Variable Rate
260		7.875%, 10/1/11 (5)	261,625
		Neiman Marcus Group, Inc., Sr. Sub Notes
260		10.375%, 10/15/15 (5)	260,000
			$	982,725
Steel — 0.0%
		Ispat Inland ULC, Sr. Notes
127		9.75%, 4/1/14	147,955
			$	147,955
Surface Transport — 0.1%
		Horizon Lines, LLC
150		9.00%, 11/1/12	161,438
		OMI Corp., Sr. Notes
45		7.625%, 12/1/13	46,800
			$	208,238
Telecommunications — 2.2%
		AirGate PCS, Inc., Variable Rate
60		7.349%, 10/15/11	62,100
		Alamosa Delaware, Inc., Sr. Disc. Notes
90		12.00%, 7/31/09	100,125
		Alamosa Delaware, Inc., Sr. Notes
280		11.00%, 7/31/10	317,100

		Centennial Cellular Operating Co. / Centennial Communications Corp., Sr. Notes
$	400	10.125%, 6/15/13	$	452,000
		Digicel Ltd., Sr. Notes
100		9.25%, 9/1/12 (5)	104,000
		Inmarsat Finance PLC
153		7.625%, 6/30/12	158,355
		Intelsat Bermuda Ltd., Sr. Notes, Variable Rate
20		8.695%, 1/15/12 (5)	20,450
		Intelsat Ltd., Sr. Notes
565		5.25%, 11/1/08	522,625
		IWO Holdings, Inc.
110		10.75%, (0% until 2010), 1/15/15	77,825
		LCI International, Inc., Sr. Notes
175		7.25%, 6/15/07	171,500
		New Skies Satellites NV, Sr. Notes, Variable Rate
110		8.539%, 11/1/11	113,850
		New Skies Satellites NV, Sr. Sub. Notes
170		9.125%, 11/1/12	176,800
		Nextel Communications, Inc., Sr. Notes
10		7.375%, 8/1/15	10,715
		Qwest Capital Funding, Inc.
220		7.75%, 8/15/06	223,300
100		6.375%, 7/15/08	98,250
		Qwest Communications International, Inc.
60		7.25%, 2/15/11	58,725
		Qwest Communications International, Inc., Sr. Notes
620		7.50%, 2/15/14 (5)	592,100
		Qwest Corp., Sr. Notes
145		7.625%, 6/15/15 (5)	148,806
		Qwest Corp., Sr. Notes, Variable Rate
475		7.12%, 6/15/13 (5)	496,375
		Qwest Services Corp.
238		13.50%, 12/15/10	273,700
		Rogers Wireless, Inc.
165		7.50%, 3/15/15	178,613
		Rogers Wireless, Inc., Sr. Sub. Notes
90		8.00%, 12/15/12	95,513
		Rogers Wireless, Inc., Variable Rate
790		6.995%, 12/15/10	827,525
		Rural Cellular Corp., Variable Rate
1,500		8.37%, 3/15/10	1,552,500
		SBA Telecommunications, Sr. Disc. Notes
70		9.75%, 12/15/11	63,875

		UbiquiTel Operating Co., Sr. Notes
$	215	9.875%, 3/1/11	$	239,725
			$	7,136,452
Utilities — 0.2%
		AES Corp., Sr. Notes
15		9.375%, 9/15/10	16,613
15		8.75%, 5/15/13 (5)	16,500
15		9.00%, 5/15/15 (5)	16,538
		Calpine Corp., Sr. Notes
30		7.625%, 4/15/06	26,550
		Mission Energy Holding Co.
115		13.50%, 7/15/08	135,988
		NRG Energy, Inc.
84		8.00%, 12/15/13	89,880
		Orion Power Holdings, Inc., Sr. Notes
380		12.00%, 5/1/10	459,800
		Reliant Energy, Inc.
35		9.25%, 7/15/10	38,150
			$	800,019
Total Corporate Bonds & Notes (identified cost $51,462,888)			$	52,521,348

Convertible Bonds — 0.2%

Principal Amount		Security	Value
$	35,000	Amkor Technologies, Inc.	$	33,469
3,583		Crown Castle International Corp., (PIK)	186,316
170,000		L-3 Communications Corp. (5)	174,675
305,000		Nortel Networks Ltd.	288,606
35,000		Sinclair Broadcast Group, Inc.	31,456
Total Convertible Bonds (identified cost, $694,661)			$	714,522

Common Stocks — 0.4%

Shares	Security	Value
1,152	Crown Castle International Corp. (6)	$	28,374
2,992	Environmental Systems Products (3)(6)(7)	82,370
10,443	Hayes Lemmerz International (6)	46,158
8	Knowledge Universe, Inc. (3)(7)	13,312
24,880	Maxim Crane Works, L.P. (6)	789,940
358	Shreveport Gaming Holdings, Inc. (3)(6)	6,390
18,432	Trump Entertainment Resorts, Inc. (6)	330,486
Total Common Stocks (identified cost, $804,149)		$	1,297,030

Preferred Stocks — 0.1%

Shares	Security	Value
35	Hayes Lemmerz International, Series A (3)(6)(7)	$	669
15	Key Plastics, LLC, Series A (3)(6)(7)	14,713
1,790	Williams Cos., Inc. (The) (5)	208,311
Total Preferred Stocks (identified cost, $107,406)		$	223,693

Warrants — 0.0%

Shares/Rights	Security	Value
210	American Tower Corp., Exp. 8/1/08 (5)(6)	$	73,958
105	Mueller Holdings, Inc., Exp. 4/15/14 (5)(6)	37,826
Total Warrants (identified cost, $14,075)		$	111,784

Closed-End Investment Companies — 2.0%

Shares	Security	Value
90,000	ING Prime Rate Trust	$	611,100
725,000	Van Kampen Senior Income Trust	5,749,250
Total Closed-End Investment Companies (identified cost, $6,291,972)		$	6,360,350

Miscellaneous — 0.0%

Shares	Security	Value
295,000	Trump Atlantic City (3)(6)	$	11,358
Total Miscellaneous (identified cost, $0)		$	11,358

Short-Term Investments — 4.1%

Principal		Maturity
Amount		Date	Borrower	Rate		Amount
$	2,000,000	10/03/05	Investors Bank and Trust Company Time Deposit	3.90	%	$	2,000,000
11,293,000		10/03/05	UBS Finance, LLC, Commercial Paper	3.86	%	11,290,578
Total Short-Term Investments (at amortized cost $13,290,578)						$	13,290,578
Total Investments — 169.2% (identified cost $537,165,401)						$	543,060,994
Less Unfunded Loan Commitments — (1.1%)						$	(3,430,004	)
Net Investments — 168.1% (identified cost $533,735,397)						$	539,630,990
Other Assets, Less Liabilities — (33.8%)						$	(108,587,920	)
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (34.3%)						$	(110,022,977	)
Net Assets Applicable to Common Shares — 100.0%						$	321,020,093

PIK	—	Payment In Kind.
(1)		Senior floating-rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, it is anticipated that the senior floating-rate interests will have an expected average life of approximately two to three years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility. Senior Loans typically have rates of interest which are redetermined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base lending rates are primarily the London-Interbank Offered Rate (“LIBOR”), and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(2)		Unfunded loan commitments. The Trust may enter into certain 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 of the Trust.
(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, 2005, the aggregate value of the securities is $13,854,289 or 4.3% of the net assets.
(6)		Non-income producing security.
(7)		Restricted security.

A summary of financial instruments at September 30, 2005 is as follows:

The Trust had the following swap agreements outstanding at September 30, 2005:

Credit Default Swaps

Notional Amount		Expiration Date	Description	Net Unrealized Appreciation (Depreciation)
$	1,200,000	9/20/2008	Agreement with Credit Suisse/First Boston dated 2/6/04 whereby the Trust will receive 2.45% per year times the notional amount. The Trust makes a payment only upon a default event on underlying loan assets (47 in total, each representing 2.128% of the notional value of the swap).		$	497
$	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.		$	(10,594	)

At September 30, 2005, 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, 2005, as computed on a federal income tax basis, were as follows:

Aggregate cost	$	537,162,984
Gross unrealized appreciation	$	7,124,617
Gross unrealized depreciation	(1,226,607		)
Net unrealized appreciation	$	5,898,010

Restricted Securities

At September 30, 2005, 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	$		82,370
Knowledge Universe, Inc.	5/14/03	8		8,000			13,312
				$		8,000	$		95,682
Preferred Stocks
Hayes Lemmerz International, Series A	6/04/03	35		$		1,750	$		669
Key Plastics, LLC, Series A	4/26/01	15		15,231			14,713
				$		16,981	$		15,382
				$		24,981	$		111,064

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, 2005

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, 2005
By:		/s/ Barbara E. Campbell
		Barbara E. Campbell
		Treasurer and Principal Financial Officer
Date:		November 22, 2005