Edgar Filing: EATON VANCE SENIOR INCOME TRUST

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

811-09013

Investment Company Act File Number

Eaton Vance Senior Income Trust

(Exact Name of Registrant as Specified in Charter)

Two International Place, Boston, Massachusetts 02110

(Address of Principal Executive Offices)

Maureen A. Gemma

Two International Place, Boston, Massachusetts 02110

(Name and Address of Agent for Services)

(617) 482-8260

(Registrant’s Telephone Number, Including Area Code)

June 30

Date of Fiscal Year End

March 31, 2013

Date of Reporting Period

Item 1. Schedule of Investments

Eaton Vance

Senior Income Trust

March 31, 2013

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 142.5%⁽¹⁾


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 2.6%
AVIO S.p.A.
Term Loan, 3.08%, Maturing June 14, 2017		300	$	300,031
Term Loan, 3.87%, Maturing December 14, 2017	EUR	275		352,994
Term Loan, 3.95%, Maturing December 14, 2017		325		325,034
Booz Allen Hamilton Inc.
Term Loan, 4.50%, Maturing July 31, 2019		423		429,430
DAE Aviation Holdings, Inc.
Term Loan, 6.25%, Maturing October 29, 2018		342		345,954
Term Loan, 6.25%, Maturing November 2, 2018		155		156,832
Ducommun Incorporated
Term Loan, 5.50%, Maturing June 28, 2017		225		226,768
Hawker Beechcraft Acquisition Company LLC
Term Loan, 5.75%, Maturing February 14, 2020		400		402,500
IAP Worldwide Services, Inc.
Term Loan, 10.00%, Maturing December 31, 2015		835		626,157
Sequa Corporation
Term Loan, 5.25%, Maturing June 19, 2017		798		811,632
Silver II US Holdings, LLC
Term Loan, 4.00%, Maturing December 5, 2019		998		1,005,426
TASC, Inc.
Term Loan, 4.50%, Maturing December 18, 2015		736		738,559
Transdigm, Inc.
Term Loan, 3.75%, Maturing February 28, 2020		1,646		1,670,734

			$	7,392,051

Air Transport — 0.1%
Evergreen International Aviation, Inc.
Term Loan, 0.00%, Maturing June 30, 2015⁽²⁾		414	$	410,328

			$	410,328

Automotive — 6.2%
Allison Transmission, Inc.
Term Loan, 4.25%, Maturing August 23, 2019		1,713	$	1,737,100
Autoparts Holdings Limited
Term Loan, 6.50%, Maturing July 28, 2017		677		686,700
Chrysler Group LLC
Term Loan, 6.00%, Maturing May 24, 2017		4,057		4,141,620
Federal-Mogul Corporation
Term Loan, 2.14%, Maturing December 29, 2014		2,180		2,043,699
Term Loan, 2.14%, Maturing December 28, 2015		570		534,226
Goodyear Tire & Rubber Company (The)
Term Loan - Second Lien, 4.75%, Maturing April 30, 2019		3,375		3,417,161
HHI Holdings LLC
Term Loan, 5.00%, Maturing October 5, 2018		1,006		1,017,106
Metaldyne Company LLC
Term Loan, 5.00%, Maturing December 18, 2018		673		685,096
SRAM, LLC
Term Loan, 4.75%, Maturing June 7, 2018		576		577,072
Tomkins LLC
Term Loan, 3.75%, Maturing September 29, 2016		721		730,244
TriMas Corporation
Term Loan, 3.75%, Maturing October 10, 2019		448		451,668


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Veyance Technologies, Inc.
Term Loan, 5.25%, Maturing September 15, 2017		1,450	$	1,457,855

			$	17,479,547

Building and Development — 0.6%
Armstrong World Industries, Inc.
Term Loan, 3.50%, Maturing March 16, 2020		275	$	277,406
Preferred Proppants, LLC
Term Loan, 9.00%, Maturing December 15, 2016		370		346,242
RE/MAX International, Inc.
Term Loan, 5.50%, Maturing April 15, 2016		803		811,692
Summit Materials Companies I, LLC
Term Loan, 5.00%, Maturing January 30, 2019		248		249,626

			$	1,684,966

Business Equipment and Services — 12.5%
ACCO Brands Corporation
Term Loan, 4.25%, Maturing April 30, 2019		172	$	174,782
Acosta, Inc.
Term Loan, 5.00%, Maturing March 2, 2018		985		998,706
Acxiom Corporation
Term Loan, 3.29%, Maturing March 15, 2015		348		351,023
Advantage Sales & Marketing, Inc.
Term Loan, 4.25%, Maturing December 18, 2017		1,398		1,419,498
Affinion Group, Inc.
Term Loan, 6.50%, Maturing October 9, 2016		1,461		1,430,742
Allied Security Holdings, LLC
Term Loan, 5.25%, Maturing February 3, 2017		490		494,295
Altegrity, Inc.
Term Loan, 7.75%, Maturing February 20, 2015		336		337,928
Term Loan, 3.20%, Maturing February 21, 2015		709		695,861
Altisource Solutions S.a.r.l.
Term Loan, 5.75%, Maturing November 27, 2019		399		406,481
Audio Visual Services Group, Inc.
Term Loan, 6.75%, Maturing November 9, 2018		546		549,924
BAR/BRI Review Courses, Inc.
Term Loan, 6.00%, Maturing June 16, 2017		327		327,536
Brand Energy & Infrastructure Services, Inc.
Term Loan, 6.25%, Maturing October 16, 2018		341		342,449
Term Loan, 6.25%, Maturing October 23, 2018		82		79,609
Brickman Group Holdings Inc.
Term Loan, 5.50%, Maturing October 14, 2016		701		714,615
Brock Holdings III, Inc.
Term Loan, 6.01%, Maturing March 16, 2017		561		568,654
ClientLogic Corporation
Term Loan, 6.87%, Maturing January 30, 2017	EUR	586		713,073
Term Loan, 7.06%, Maturing January 30, 2017		303		298,939
Corporate Executive Board Company, The
Term Loan, 5.00%, Maturing July 2, 2019		274		277,056
CPM Acquisition Corp.
Term Loan, 6.25%, Maturing August 29, 2017		249		251,082
DynCorp International LLC
Term Loan, 6.25%, Maturing July 7, 2016		258		260,472
Education Management LLC
Term Loan, 8.25%, Maturing March 29, 2018		1,039		901,660
EIG Investors Corp.
Term Loan, 6.25%, Maturing November 8, 2019		1,022		1,031,384
Term Loan - Second Lien, 10.25%, Maturing May 8, 2020		250		251,250


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Expert Global Solutions, Inc.
Term Loan, 8.50%, Maturing April 3, 2018		987	$	996,576
Genesys Telecom Holdings, U.S., Inc.
Term Loan, 4.00%, Maturing January 25, 2020		257		258,503
Genpact International, Inc.
Term Loan, 4.25%, Maturing August 30, 2019		821		833,872
Go Daddy Operating Company, LLC
Term Loan, 4.25%, Maturing December 17, 2018		789		794,523
IMS Health Incorporated
Term Loan, 3.75%, Maturing August 25, 2017		1,216		1,230,815
Kronos Incorporated
Term Loan, 4.50%, Maturing October 30, 2019		798		808,225
Term Loan - Second Lien, 9.75%, Maturing April 30, 2020		450		471,375
Language Line, LLC
Term Loan, 6.25%, Maturing June 20, 2016		1,008		1,003,870
Meritas LLC
Term Loan, 7.50%, Maturing July 28, 2017		336		336,199
Mitchell International, Inc.
Term Loan - Second Lien, 5.56%, Maturing March 30, 2015		500		504,000
Monitronics International Inc.
Term Loan, 4.25%, Maturing March 23, 2018		421		427,063
National CineMedia, LLC
Term Loan, 3.46%, Maturing November 23, 2019		250		252,396
Quintiles Transnational Corp.
Term Loan, 4.50%, Maturing June 8, 2018		2,109		2,141,111
Renaissance Learning, Inc.
Term Loan, 5.75%, Maturing November 13, 2018		274		277,387
Sabre, Inc.
Term Loan, 5.25%, Maturing February 19, 2019		599		607,100
Sensus USA Inc.
Term Loan, 4.75%, Maturing May 9, 2017		343		343,858
Softlayer Technologies, Inc.
Term Loan, 7.25%, Maturing November 5, 2016		318		321,394
SunGard Data Systems, Inc.
Term Loan, 3.96%, Maturing February 28, 2017		1,323		1,331,730
Term Loan, 4.00%, Maturing March 8, 2020		3,575		3,624,156
SymphonyIRI Group, Inc.
Term Loan, 4.50%, Maturing December 1, 2017		418		422,783
Trans Union, LLC
Term Loan, 4.25%, Maturing February 10, 2019		1,898		1,923,894
Travelport LLC
Term Loan, 4.88%, Maturing August 21, 2015	EUR	371		466,144
Term Loan, 5.03%, Maturing August 21, 2015		95		94,742
Term Loan, 5.06%, Maturing August 21, 2015		457		455,245
U.S. Security Holdings, Inc.
Term Loan, 6.00%, Maturing July 28, 2017		61		61,157
Term Loan, 6.00%, Maturing July 28, 2017		309		312,453
West Corporation
Term Loan, 4.25%, Maturing June 29, 2018		1,948		1,981,899

			$	35,159,489

Cable and Satellite Television — 6.2%
Atlantic Broadband Finance, LLC
Term Loan, 4.50%, Maturing November 29, 2019		423	$	430,011
BBHI Acquisition LLC
Term Loan, 4.50%, Maturing December 14, 2017		582		586,638
Bragg Communications Incorporated
Term Loan, 3.50%, Maturing February 28, 2018		198		199,732


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Cequel Communications, LLC
Term Loan, 4.00%, Maturing February 14, 2019		2,203	$	2,226,326
Crown Media Holdings, Inc.
Term Loan, 5.25%, Maturing July 14, 2018		205		207,321
CSC Holdings, Inc.
Term Loan, 1.95%, Maturing March 29, 2016		1,920		1,928,544
ION Media Networks, Inc.
Term Loan, 7.25%, Maturing July 31, 2018		424		427,117
Kabel Deutschland GmbH
Term Loan, 3.25%, Maturing February 1, 2019		550		553,486
Lavena Holdings 4 GmbH
Term Loan, 2.62%, Maturing March 6, 2015	EUR	521		664,366
Term Loan, 3.00%, Maturing March 4, 2016	EUR	521		664,366
Term Loan, 7.37%, Maturing March 6, 2017⁽³⁾	EUR	220		274,970
Term Loan - Second Lien, 4.12%, Maturing September 2, 2016	EUR	271		340,592
MCC Iowa LLC
Term Loan, 1.93%, Maturing January 30, 2015		783		783,959
Mediacom Broadband LLC
Term Loan, 4.50%, Maturing October 23, 2017		729		736,973
Mediacom Illinois, LLC
Term Loan, 1.68%, Maturing January 30, 2015		995		995,110
Term Loan, 4.50%, Maturing October 23, 2017		389		392,566
UPC Broadband Holding B.V.
Term Loan, 3.87%, Maturing December 31, 2016	EUR	726		934,123
UPC Financing Partnership
Term Loan, 3.70%, Maturing December 30, 2016		379		383,274
Term Loan, 3.70%, Maturing December 29, 2017		1,037		1,045,526
Term Loan, 4.00%, Maturing January 29, 2021		400		406,000
Virgin Media Investment Holdings Limited
Term Loan, Maturing February 15, 2020⁽⁴⁾	GBP	750		1,144,098
Term Loan, Maturing February 17, 2020⁽⁴⁾		2,050		2,042,312

			$	17,367,410

Chemicals and Plastics — 3.3%
AI Chem & Cy S.C.A.
Term Loan, Maturing August 30, 2019⁽⁴⁾		148	$	148,694
Term Loan, Maturing October 1, 2019⁽⁴⁾		77		76,477
AZ Chem US Inc.
Term Loan, 5.25%, Maturing December 22, 2017		528		538,326
Emerald Performance Materials, LLC
Term Loan, 6.75%, Maturing May 18, 2018		347		350,849
General Chemical Corporation
Term Loan, 5.00%, Maturing October 6, 2015		244		246,589
Ineos US Finance LLC
Term Loan, 6.50%, Maturing May 4, 2018		1,733		1,762,278
Milacron LLC
Term Loan, Maturing March 28, 2020⁽⁴⁾		200		202,250
PQ Corporation
Term Loan, 4.50%, Maturing August 7, 2017		599		605,607
Rockwood Specialties Group, Inc.
Term Loan, 3.75%, Maturing February 9, 2018		63		63,885
Tronox, Inc.
Term Loan, 4.50%, Maturing March 13, 2020		1,025		1,040,192
U.S. Coatings Acquisition Inc.
Term Loan, 4.75%, Maturing February 3, 2020		1,425		1,445,566
Univar Inc.
Term Loan, 5.00%, Maturing June 30, 2017		2,725		2,755,291

			$	9,236,004


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Clothing/Textiles — 0.1%
Wolverine Worldwide, Inc.
Term Loan, 4.00%, Maturing July 31, 2019		235	$	238,014

			$	238,014

Conglomerates — 2.6%
ISS Holdings A/S
Term Loan, Maturing March 15, 2018⁽⁴⁾		225	$	225,984
Jason Incorporated
Term Loan, 5.00%, Maturing February 28, 2019		250		251,250
Rexnord LLC
Term Loan, 4.50%, Maturing April 2, 2018		1,654		1,674,106
RGIS Services, LLC
Term Loan, 4.53%, Maturing October 18, 2016		1,414		1,430,179
Term Loan, 5.50%, Maturing October 18, 2017		693		703,828
Rocket Software, Inc.
Term Loan, 5.75%, Maturing February 8, 2018		222		223,484
Term Loan - Second Lien, 10.25%, Maturing February 8, 2019		250		249,375
Spectrum Brands, Inc.
Term Loan, 4.50%, Maturing December 17, 2019		1,671		1,693,960
Walter Energy, Inc.
Term Loan, 5.75%, Maturing April 2, 2018		821		826,923

			$	7,279,089

Containers and Glass Products — 1.8%
Berry Plastics Holding Corporation
Term Loan, 3.50%, Maturing February 4, 2020		1,075	$	1,074,521
BWAY Corporation
Term Loan, 4.50%, Maturing August 7, 2017		1,347		1,364,299
Pelican Products, Inc.
Term Loan, 7.00%, Maturing July 11, 2018		248		248,745
Reynolds Group Holdings Inc.
Term Loan, 4.75%, Maturing September 28, 2018		1,716		1,743,346
Sealed Air Corporation
Term Loan, 4.00%, Maturing October 3, 2018		271		275,362
TricorBraun, Inc.
Term Loan, 5.50%, Maturing May 3, 2018		323		327,956

			$	5,034,229

Cosmetics/Toiletries — 1.1%
Bausch & Lomb, Inc.
Term Loan, 5.25%, Maturing May 17, 2019		1,489	$	1,504,828
KIK Custom Products, Inc.
Term Loan - Second Lien, 5.20%, Maturing November 28, 2014		525		461,125
Sun Products Corporation (The)
Term Loan, 5.50%, Maturing March 18, 2020		1,075		1,087,766

			$	3,053,719

Drugs — 1.2%
Aptalis Pharma, Inc.
Term Loan, 5.50%, Maturing February 10, 2017		248	$	250,594
Term Loan, 5.50%, Maturing February 10, 2017		782		789,820
Par Pharmaceutical Companies, Inc.
Term Loan, 4.25%, Maturing September 30, 2019		597		604,402
Warner Chilcott Company, LLC
Term Loan, 4.25%, Maturing March 15, 2018		227		230,772
Warner Chilcott Corporation
Term Loan, 4.25%, Maturing March 15, 2018		279		283,497
Term Loan, 4.25%, Maturing March 15, 2018		642		651,256
WC Luxco S.a.r.l.
Term Loan, 4.25%, Maturing March 15, 2018		506		513,198

			$	3,323,539


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Ecological Services and Equipment — 0.5%
ADS Waste Holdings, Inc.
Term Loan, 4.25%, Maturing October 9, 2019		998	$	1,009,844
Progressive Waste Solutions Ltd.
Term Loan, 3.50%, Maturing October 24, 2019		274		278,513

			$	1,288,357

Electronics/Electrical — 9.8%
Aeroflex Incorporated
Term Loan, 5.75%, Maturing May 9, 2018		762	$	776,595
Aspect Software, Inc.
Term Loan, 7.00%, Maturing May 6, 2016		632		641,095
Attachmate Corporation
Term Loan, 7.27%, Maturing November 22, 2017		1,486		1,504,057
Cinedigm Digital Funding I, LLC
Term Loan, 3.75%, Maturing February 28, 2018		236		237,230
CommScope, Inc.
Term Loan, 3.75%, Maturing January 12, 2018		1,054		1,065,339
CompuCom Systems, Inc.
Term Loan, 6.50%, Maturing October 4, 2018		399		404,320
Dealer Computer Services, Inc.
Term Loan, 3.75%, Maturing April 20, 2018		667		672,813
DG FastChannel, Inc.
Term Loan, 7.25%, Maturing July 26, 2018		906		897,221
Eagle Parent, Inc.
Term Loan, 4.50%, Maturing May 16, 2018		1,302		1,319,763
Edwards (Cayman Islands II) Limited
Term Loan, Maturing May 31, 2016⁽⁴⁾		675		676,266
Freescale Semiconductor, Inc.
Term Loan, 5.00%, Maturing March 2, 2020		1,450		1,461,329
Hyland Software, Inc.
Term Loan, 5.50%, Maturing October 25, 2019		175		176,090
Infor (US), Inc.
Term Loan, 5.25%, Maturing April 5, 2018		2,556		2,603,108
Internet Brands, Inc.
Term Loan, 6.25%, Maturing March 15, 2019		475		476,781
Magic Newco LLC
Term Loan, 7.25%, Maturing December 12, 2018		697		709,124
Microsemi Corporation
Term Loan, 3.75%, Maturing February 19, 2020		715		721,925
NXP B.V.
Term Loan, 4.50%, Maturing March 3, 2017		851		872,048
Term Loan, 4.75%, Maturing January 11, 2020		474		485,263
Rovi Solutions Corporation
Term Loan, 4.00%, Maturing March 29, 2019		369		369,255
RP Crown Parent, LLC
Term Loan, 6.75%, Maturing December 21, 2018		1,322		1,349,773
Term Loan - Second Lien, 11.25%, Maturing December 20, 2019		250		261,875
Semtech Corporation
Term Loan, 4.25%, Maturing March 20, 2017		199		200,981
Sensata Technologies Finance Company, LLC
Term Loan, 3.75%, Maturing May 11, 2018		1,769		1,790,290
Serena Software, Inc.
Term Loan, 4.20%, Maturing March 10, 2016		715		719,635
Term Loan, 5.00%, Maturing March 10, 2016		175		176,167
Shield Finance Co. S.A.R.L.
Term Loan, 6.50%, Maturing May 10, 2019		496		500,282
Sirius Computer Solutions, Inc.
Term Loan, 7.00%, Maturing November 30, 2018		277		280,038


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
SkillSoft Corporation
Term Loan, 5.00%, Maturing May 26, 2017		608	$	617,275
Sophia, L.P.
Term Loan, 4.50%, Maturing July 19, 2018		677		687,878
Spansion LLC
Term Loan, 5.25%, Maturing December 11, 2018		373		377,585
SS&C Technologies Inc.
Term Loan, 5.00%, Maturing June 7, 2019		62		62,537
Term Loan, 5.00%, Maturing June 7, 2019		595		602,297
SumTotal Systems LLC
Term Loan, 6.25%, Maturing November 16, 2018		648		658,101
SurveyMonkey.com, LLC
Term Loan, 5.50%, Maturing February 5, 2019		275		279,812
VeriFone Inc.
Term Loan, 4.25%, Maturing December 28, 2018		107		107,328
Vertafore, Inc.
Term Loan, 5.25%, Maturing July 29, 2016		1,057		1,068,207
Wall Street Systems, Inc.
Term Loan, 5.75%, Maturing October 24, 2019		599		605,981
Term Loan - Second Lien, 9.25%, Maturing April 24, 2020		250		255,000
Web.com Group, Inc.
Term Loan, 4.50%, Maturing October 27, 2017		1,033		1,043,206

			$	27,713,870

Equipment Leasing — 1.0%
BakerCorp International, Inc.
Term Loan, 4.25%, Maturing February 14, 2020		425	$	427,834
Delos Aircraft Inc.
Term Loan, 4.75%, Maturing April 12, 2016		650		654,875
Flying Fortress Inc.
Term Loan, 5.00%, Maturing June 30, 2017		1,700		1,710,625

			$	2,793,334

Financial Intermediaries — 6.4%
American Capital Holdings, Inc.
Term Loan, 5.50%, Maturing August 22, 2016		425	$	432,438
Asset Acceptance Capital Corp.
Term Loan, 8.75%, Maturing November 14, 2017		609		615,469
Citco Funding LLC
Term Loan, 4.25%, Maturing May 23, 2018		1,553		1,557,164
Clipper Acquisitions Corp.
Term Loan, 4.00%, Maturing February 6, 2020		274		277,056
First Data Corporation
Term Loan, 4.20%, Maturing March 23, 2018		2,270		2,266,577
Term Loan, 5.20%, Maturing September 24, 2018		625		630,794
Grosvenor Capital Management Holdings, LLP
Term Loan, 4.25%, Maturing December 5, 2016		1,067		1,062,981
Hamilton Lane Advisors, LLC
Term Loan, 5.25%, Maturing February 23, 2018		356		358,922
Harbourvest Partners, LLC
Term Loan, 4.75%, Maturing November 21, 2017		456		459,762
iPayment, Inc.
Term Loan, 5.75%, Maturing May 8, 2017		945		951,187
LPL Holdings, Inc.
Term Loan, 4.00%, Maturing March 29, 2019		1,535		1,549,845
Mercury Payment Systems Canada, LLC
Term Loan, 5.50%, Maturing July 3, 2017		319		324,907
Moneygram International, Inc
Term Loan, Maturing March 20, 2020⁽⁴⁾		225		225,000
Nuveen Investments, Inc.
Term Loan, 5.20%, Maturing May 13, 2017		3,171		3,232,721


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Ocwen Financial Corporation
Term Loan, 5.00%, Maturing February 15, 2018		625	$	635,937
Oz Management LP
Term Loan, 1.70%, Maturing November 15, 2016		668		618,396
RJO Holdings Corp.
Term Loan, 6.21%, Maturing December 10, 2015⁽⁵⁾		4		3,038
Term Loan, 6.96%, Maturing December 10, 2015⁽⁵⁾		117		89,753
RPI Finance Trust
Term Loan, 3.50%, Maturing May 9, 2018		1,738		1,758,205
Vantiv, LLC
Term Loan, 3.75%, Maturing March 27, 2019		248		248,815
Walter Investment Management Corp.
Term Loan, 5.75%, Maturing November 28, 2017		614		626,137

			$	17,925,104

Food Products — 7.9%
AdvancePierre Foods, Inc.
Term Loan, 5.75%, Maturing July 10, 2017		648	$	658,911
Blue Buffalo Company, Ltd.
Term Loan, 4.75%, Maturing August 8, 2019		647		654,637
Clearwater Seafoods Limited Partnership
Term Loan, 6.76%, Maturing June 6, 2018		495		499,891
Del Monte Foods Company
Term Loan, 4.00%, Maturing March 8, 2018		3,206		3,237,939
Dole Food Company Inc.
Term Loan, 6.00%, Maturing July 6, 2018		1,171		1,175,930
Hearthside Food Solutions, LLC
Term Loan, 6.50%, Maturing June 7, 2018		597		602,970
High Liner Foods Incorporated
Term Loan, 4.75%, Maturing December 31, 2017		303		303,292
HJ Heinz Co.
Term Loan, Maturing March 27, 2020⁽⁴⁾		5,200		5,251,350
JBS USA Holdings Inc.
Term Loan, 3.75%, Maturing May 25, 2018		985		993,625
Michael Foods Group, Inc.
Term Loan, 4.25%, Maturing February 23, 2018		771		784,331
NBTY, Inc.
Term Loan, 3.50%, Maturing October 1, 2017		4,183		4,239,957
Pinnacle Foods Finance LLC
Term Loan, 4.75%, Maturing October 17, 2018		1,687		1,706,834
Solvest Ltd.
Term Loan, 6.00%, Maturing July 6, 2018		2,095		2,104,299

			$	22,213,966

Food Service — 5.6%
Aramark Corporation
Term Loan, 3.70%, Maturing July 26, 2016		2,386	$	2,404,166
Term Loan, 3.71%, Maturing July 26, 2016		88		88,872
Term Loan, 3.71%, Maturing July 26, 2016		157		158,110
Term Loan, 3.76%, Maturing July 26, 2016		1,081		1,089,978
Term Loan, 4.01%, Maturing July 26, 2016	GBP	475		710,913
Brasa Holdings, Inc.
Term Loan, 7.50%, Maturing July 19, 2019		199		199,995
Buffets, Inc.
Term Loan, 0.31%, Maturing April 22, 2015⁽⁵⁾		54		54,189
Burger King Corporation
Term Loan, 3.75%, Maturing September 27, 2019		1,119		1,136,045
DineEquity, Inc.
Term Loan, 3.75%, Maturing October 19, 2017		1,197		1,215,754


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Dunkin’ Brands, Inc.
Term Loan, 3.75%, Maturing February 14, 2020		1,330	$	1,347,597
Landry’s, Inc.
Term Loan, 4.75%, Maturing April 24, 2018		1,292		1,303,516
NPC International, Inc.
Term Loan, 4.50%, Maturing December 28, 2018		297		301,927
OSI Restaurant Partners, LLC
Term Loan, 4.75%, Maturing October 24, 2019		1,316		1,336,537
P.F. Chang’s China Bistro Inc.
Term Loan, 5.25%, Maturing July 2, 2019		199		201,736
Sagittarius Restaurants, LLC
Term Loan, Maturing September 28, 2018⁽⁴⁾		300		297,000
US Foods, Inc.
Term Loan, 5.75%, Maturing March 31, 2017		2,224		2,257,432
Weight Watchers International, Inc.
Term Loan, 4.00%, Maturing March 15, 2019		670		674,418
Wendy’s International, Inc.
Term Loan, 4.75%, Maturing May 15, 2019		995		1,007,078

			$	15,785,263

Food/Drug Retailers — 4.3%
Albertson’s, LLC
Term Loan, 5.75%, Maturing March 21, 2016		350	$	356,407
Alliance Boots Holdings Limited
Term Loan, 3.99%, Maturing July 10, 2017	GBP	3,275		4,927,212
General Nutrition Centers, Inc.
Term Loan, 3.75%, Maturing March 2, 2018		3,795		3,832,766
Pantry, Inc. (The)
Term Loan, 5.75%, Maturing August 2, 2019		224		227,787
Rite Aid Corporation
Term Loan, 4.25%, Maturing February 21, 2020		1,150		1,163,537
Term Loan - Second Lien, 5.75%, Maturing August 21, 2020		225		233,625
Sprouts Farmers Markets Holdings, LLC
Term Loan, 6.00%, Maturing April 18, 2018		298		299,983
Supervalu Inc.
Term Loan, 6.25%, Maturing March 21, 2019		1,125		1,146,194

			$	12,187,511

Health Care — 16.5%
Alere, Inc.
Term Loan, 4.25%, Maturing June 30, 2017		223	$	225,964
Term Loan, 4.25%, Maturing June 30, 2017		296		299,768
Term Loan, 4.25%, Maturing June 30, 2017		1,185		1,199,072
Alkermes, Inc.
Term Loan, 3.50%, Maturing September 18, 2019		199		199,998
Alliance Healthcare Services, Inc.
Term Loan, 7.25%, Maturing June 1, 2016		398		401,597
Ardent Medical Services, Inc.
Term Loan, 6.75%, Maturing July 2, 2018		773		787,557
ATI Holdings, Inc.
Term Loan, 5.75%, Maturing December 20, 2019		223		227,202
Biomet Inc.
Term Loan, 3.97%, Maturing July 25, 2017		1,599		1,617,165
Catalent Pharma Solutions Inc.
Term Loan, 3.70%, Maturing September 15, 2016		1,252		1,263,332
Term Loan, 4.25%, Maturing September 15, 2017		568		574,614


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
CHG Buyer Corporation
Term Loan, 5.00%, Maturing November 22, 2019		321	$	325,377
Community Health Systems, Inc.
Term Loan, 3.79%, Maturing January 25, 2017		3,182		3,219,938
Convatec Inc.
Term Loan, 5.00%, Maturing December 22, 2016		589		599,289
CRC Health Corporation
Term Loan, 4.78%, Maturing November 16, 2015		487		489,483
DaVita, Inc.
Term Loan, 4.50%, Maturing October 20, 2016		1,466		1,484,578
Term Loan, 4.00%, Maturing November 1, 2019		1,571		1,589,351
DJO Finance LLC
Term Loan, 4.75%, Maturing September 15, 2017		1,371		1,395,551
Drumm Investors LLC
Term Loan, 5.00%, Maturing May 4, 2018		1,477		1,431,640
Emdeon, Inc.
Term Loan, 5.00%, Maturing November 2, 2018		396		401,816
Emergency Medical Services Corporation
Term Loan, 4.00%, Maturing May 25, 2018		1,582		1,603,516
Grifols Inc.
Term Loan, 4.25%, Maturing June 1, 2017		1,446		1,462,887
Hanger Orthopedic Group, Inc.
Term Loan, 4.00%, Maturing December 1, 2016		317		320,098
HCA, Inc.
Term Loan, 3.53%, Maturing March 31, 2017		2,218		2,240,074
Term Loan, 3.45%, Maturing May 1, 2018		925		933,680
Health Management Associates, Inc.
Term Loan, 3.50%, Maturing November 16, 2018		924		933,521
Hologic Inc.
Term Loan, 4.50%, Maturing August 1, 2019		945		959,527
Iasis Healthcare LLC
Term Loan, 4.50%, Maturing May 3, 2018		833		845,793
inVentiv Health, Inc.
Term Loan, 7.50%, Maturing August 4, 2016		1,243		1,233,907
Term Loan, 7.75%, Maturing May 15, 2018		307		304,700
KAR Auction Services, Inc.
Term Loan, 3.75%, Maturing May 19, 2017		1,425		1,441,597
Kindred Healthcare, Inc.
Term Loan, 5.25%, Maturing June 1, 2018		337		340,302
Term Loan, 5.25%, Maturing June 1, 2018		399		403,239
Kinetic Concepts, Inc.
Term Loan, 5.50%, Maturing May 4, 2018		2,222		2,264,967
LHP Hospital Group, Inc.
Term Loan, 9.00%, Maturing July 3, 2018		273		280,102
MedAssets, Inc.
Term Loan, 4.00%, Maturing December 13, 2019		284		287,093
Medpace, Inc.
Term Loan, 6.50%, Maturing June 16, 2017		392		392,968
Multiplan, Inc.
Term Loan, 4.00%, Maturing August 18, 2017		1,027		1,040,257
MX USA, Inc.
Term Loan, 6.50%, Maturing April 28, 2017		297		298,485
One Call Medical, Inc.
Term Loan, 5.50%, Maturing August 16, 2019		449		452,803
Onex Carestream Finance LP
Term Loan, 5.00%, Maturing February 25, 2017		759		763,481
Pharmaceutical Product Development, Inc.
Term Loan, 4.25%, Maturing December 5, 2018		973		986,240
Physiotherapy Associates Holdings, Inc.
Term Loan, 6.00%, Maturing April 30, 2018		149		150,085


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Radnet Management, Inc.
Term Loan, 5.50%, Maturing September 30, 2018		746	$	756,045
Sage Products, Inc.
Term Loan, 4.25%, Maturing December 13, 2019		300		303,094
Select Medical Corporation
Term Loan, 5.50%, Maturing June 1, 2018		1,498		1,513,287
Sheridan Holdings, Inc.
Term Loan, 4.50%, Maturing June 29, 2018		323		325,985
TriZetto Group, Inc. (The)
Term Loan, 4.75%, Maturing May 2, 2018		737		743,093
Truven Health Analytics Inc.
Term Loan, 5.75%, Maturing June 1, 2019		846		860,540
Universal Health Services, Inc.
Term Loan, 3.75%, Maturing November 15, 2016		524		529,924
Valeant Pharmaceuticals International, Inc.
Term Loan, 3.50%, Maturing February 13, 2019		894		903,420
Term Loan, 3.50%, Maturing December 11, 2019		1,022		1,032,529
Vanguard Health Holding Company II, LLC
Term Loan, 3.75%, Maturing January 29, 2016		730		739,663
VWR Funding, Inc.
Term Loan, 4.20%, Maturing April 3, 2017		524		530,234
Term Loan, 4.45%, Maturing April 3, 2017		727		736,260

			$	46,646,688

Home Furnishings — 0.8%
Oreck Corporation
Term Loan - Second Lien, 3.78%, Maturing March 19, 2016⁽⁵⁾		128	$	116,747
Serta Simmons Holdings, LLC
Term Loan, 5.00%, Maturing October 1, 2019		850		862,927
Sofia III S.a.r.l.
Term Loan, 2.62%, Maturing June 24, 2016	EUR	374		440,800
Tempur-Pedic International Inc.
Term Loan, 5.00%, Maturing December 12, 2019		923		936,775

			$	2,357,249

Industrial Equipment — 1.7%
Alliance Laundry Systems LLC
Term Loan, 4.50%, Maturing December 7, 2018		174	$	175,311
Apex Tool Group, LLC
Term Loan, 4.50%, Maturing January 28, 2020		375		380,859
Colfax Corporation
Term Loan, 3.25%, Maturing January 11, 2019		349		351,798
Generac Power Systems, Inc.
Term Loan, 6.25%, Maturing May 30, 2018		702		720,670
Grede LLC
Term Loan, 7.00%, Maturing April 3, 2017		498		501,293
Husky Injection Molding Systems Ltd.
Term Loan, 4.25%, Maturing June 29, 2018		1,592		1,613,562
Manitowoc Company, Inc. (The)
Term Loan, 4.25%, Maturing November 13, 2017		66		66,873
Schaeffler AG
Term Loan, Maturing January 27, 2017⁽⁴⁾		400		405,000
Tank Holding Corp.
Term Loan, 4.25%, Maturing July 9, 2019		488		490,000

			$	4,705,366

Insurance — 4.2%
Alliant Holdings I, Inc.
Term Loan, 5.00%, Maturing December 20, 2019		998	$	1,009,658


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
AmWINS Group, Inc.
Term Loan, 5.00%, Maturing September 6, 2019		2,020	$	2,046,029
Applied Systems, Inc.
Term Loan, 5.50%, Maturing December 8, 2016		297		298,856
Term Loan, 5.50%, Maturing December 8, 2016		660		664,751
Asurion LLC
Term Loan, 4.50%, Maturing May 24, 2019		4,389		4,429,690
CCC Information Services, Inc.
Term Loan, 5.25%, Maturing December 20, 2019		150		152,243
Compass Investors Inc.
Term Loan, 5.25%, Maturing December 27, 2019		1,072		1,083,483
Cunningham Lindsey U.S. Inc.
Term Loan, 5.00%, Maturing December 10, 2019		349		356,108
Hub International Limited
Term Loan, 4.70%, Maturing June 13, 2017		957		967,182
Term Loan, 6.75%, Maturing December 13, 2017		265		268,714
Sedgwick CMS Holdings, Inc.
Term Loan, 4.00%, Maturing December 30, 2016		495		502,018

			$	11,778,732

Leisure Goods/Activities/Movies — 5.6%
AMC Entertainment, Inc.
Term Loan, 4.25%, Maturing December 15, 2016		1,886	$	1,904,310
Term Loan, 4.75%, Maturing February 22, 2018		494		498,006
Bombardier Recreational Products, Inc.
Term Loan, 5.00%, Maturing January 22, 2019		2,125		2,148,685
Bright Horizons Family Solutions, Inc.
Term Loan, 4.00%, Maturing January 16, 2020		449		452,990
Cedar Fair, L.P.
Term Loan, 3.25%, Maturing March 6, 2020		900		912,657
ClubCorp Club Operations, Inc.
Term Loan, 5.00%, Maturing November 30, 2016		1,728		1,759,129
Dave & Buster’s, Inc.
Term Loan, 5.50%, Maturing June 1, 2016		486		487,466
Delta 2 (LUX) S.a.r.l.
Term Loan, 6.00%, Maturing April 30, 2019		1,015		1,029,273
Equinox Holdings, Inc.
Term Loan, 5.50%, Maturing January 31, 2020		600		610,875
Live Nation Entertainment, Inc.
Term Loan, 4.50%, Maturing November 7, 2016		1,289		1,300,989
Revolution Studios Distribution Company, LLC
Term Loan, 3.96%, Maturing December 21, 2014⁽⁵⁾		397		329,912
Term Loan - Second Lien, 7.21%, Maturing June 21, 2015⁽⁵⁾		450		239,625
SeaWorld Parks & Entertainment, Inc.
Term Loan, 4.00%, Maturing August 17, 2017		1,114		1,124,944
Six Flags Theme Parks, Inc.
Term Loan, 4.00%, Maturing December 20, 2018		726		737,031
Town Sports International Inc.
Term Loan, 5.75%, Maturing May 11, 2018		880		892,750
Zuffa LLC
Term Loan, 5.75%, Maturing February 25, 2020		1,446		1,468,071

			$	15,896,713

Lodging and Casinos — 2.4%
Affinity Gaming, LLC
Term Loan, 5.50%, Maturing November 9, 2017		223	$	226,230
Ameristar Casinos, Inc.
Term Loan, 4.00%, Maturing April 16, 2018		515		519,404
Caesars Entertainment Operating Company
Term Loan, 9.50%, Maturing October 31, 2016		968		989,269
Term Loan, 5.45%, Maturing January 26, 2018		1,381		1,283,214


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Gala Group LTD
Term Loan, 5.50%, Maturing May 25, 2018	GBP	825	$	1,245,625
Isle of Capri Casinos, Inc.
Term Loan, 4.85%, Maturing March 24, 2017		139		139,860
LodgeNet Entertainment Corporation
Term Loan, 6.75%, Maturing April 4, 2014		415		323,335
MGM Resorts International
Term Loan, 4.25%, Maturing December 20, 2019		1,297		1,320,138
Penn National Gaming, Inc.
Term Loan, 3.75%, Maturing July 16, 2018		174		175,786
Pinnacle Entertainment, Inc.
Term Loan, 4.00%, Maturing March 19, 2019		297		299,599
Tropicana Entertainment Inc.
Term Loan, 7.50%, Maturing March 16, 2018		246		249,330

			$	6,771,790

Nonferrous Metals/Minerals — 2.4%
Arch Coal Inc.
Term Loan, 5.75%, Maturing May 16, 2018		1,465	$	1,490,988
Constellium Holdco B.V.
Term Loan, 6.25%, Maturing March 25, 2020		250		256,875
Fairmount Minerals LTD
Term Loan, 5.25%, Maturing March 15, 2017		1,497		1,508,554
Noranda Aluminum Acquisition Corporation
Term Loan, 5.75%, Maturing February 28, 2019		520		528,521
Novelis, Inc.
Term Loan, 3.75%, Maturing March 10, 2017		1,664		1,688,895
Oxbow Carbon and Mineral Holdings LLC
Term Loan, 3.70%, Maturing May 8, 2016		448		451,467
United Distribution Group, Inc.
Term Loan, 7.50%, Maturing October 9, 2018		595		569,904
Term Loan - Second Lien, 12.50%, Maturing April 12, 2019		250		238,750

			$	6,733,954

Oil and Gas — 5.5%
Citgo Petroleum Corporation
Term Loan, 8.00%, Maturing June 24, 2015		80	$	80,978
Term Loan, 9.00%, Maturing June 23, 2017		1,085		1,109,531
Crestwood Holdings LLC
Term Loan, 9.75%, Maturing March 26, 2018		1,010		1,030,463
Energy Transfer Equity, L.P.
Term Loan, 3.75%, Maturing March 24, 2017		1,325		1,333,834
Frac Tech International LLC
Term Loan, 8.50%, Maturing May 6, 2016		914		870,972
Gibson Energy ULC
Term Loan, 4.75%, Maturing June 15, 2018		1,163		1,180,699
MEG Energy Corp.
Term Loan, 3.75%, Maturing March 31, 2020		3,758		3,805,431
Obsidian Natural Gas Trust
Term Loan, 7.00%, Maturing November 2, 2015		1,144		1,155,364
Plains Exploration & Production
Term Loan, 4.00%, Maturing November 30, 2019		1,025		1,028,844
Ruby Western Pipeline Holdings, LLC
Term Loan, Maturing March 27, 2020⁽⁴⁾		225		228,094
Samson Investment Company
Term Loan - Second Lien, 6.00%, Maturing September 25, 2018		425		431,162
Sheridan Production Partners I, LLC
Term Loan, 5.00%, Maturing September 14, 2019		1,025		1,042,058
Term Loan, 5.00%, Maturing September 25, 2019		83		84,341
Term Loan, 5.00%, Maturing September 25, 2019		136		138,081


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Tallgrass Operations, LLC
Term Loan, 5.25%, Maturing November 13, 2018		1,072	$	1,091,971
Tervita Corporation
Term Loan, 6.25%, Maturing May 1, 2018		825		835,957

			$	15,447,780

Publishing — 5.7%
Ascend Learning, Inc.
Term Loan, 7.00%, Maturing May 23, 2017		1,714	$	1,712,265
Aster Zweite Beteiligungs GmbH
Term Loan, 5.48%, Maturing December 31, 2014	EUR	214		275,626
Term Loan, 5.48%, Maturing December 31, 2014	EUR	240		308,074
Term Loan, 5.55%, Maturing December 31, 2014		548		550,105
Term Loan, 5.55%, Maturing December 31, 2014		561		562,622
GateHouse Media Operating, Inc.
Term Loan, 2.21%, Maturing August 28, 2014		318		117,081
Term Loan, 2.21%, Maturing August 28, 2014		708		261,180
Term Loan, 2.46%, Maturing August 28, 2014		342		126,087
Getty Images, Inc.
Term Loan, 4.75%, Maturing October 18, 2019		2,444		2,483,805
Instant Web, Inc.
Term Loan, 3.58%, Maturing August 7, 2014		83		60,261
Term Loan, 3.58%, Maturing August 7, 2014		792		578,079
Interactive Data Corporation
Term Loan, 3.75%, Maturing February 11, 2018		1,581		1,601,193
John Henry Holdings, Inc.
Term Loan, 6.00%, Maturing December 4, 2018		299		304,487
Laureate Education, Inc.
Term Loan, 5.25%, Maturing June 18, 2018		3,342		3,381,045
McGraw-Hill Global Education Holdings, LLC
Term Loan, 9.00%, Maturing March 22, 2019		425		412,250
MediaNews Group
Term Loan, 8.50%, Maturing March 19, 2014		25		25,410
Merrill Communications, LLC
Term Loan, 7.25%, Maturing March 8, 2018		350		351,750
Nelson Education Ltd.
Term Loan, 2.78%, Maturing July 3, 2014		231		183,727
Nielsen Finance LLC
Term Loan, 2.95%, Maturing May 2, 2016		1,943		1,964,378
Tribune Company
Term Loan, 4.00%, Maturing December 31, 2019		848		856,990

			$	16,116,415

Radio and Television — 3.6%
Clear Channel Communications, Inc.
Term Loan, 3.85%, Maturing January 29, 2016		758	$	673,909
Cumulus Media Holdings Inc.
Term Loan, 4.50%, Maturing September 17, 2018		2,590		2,626,778
Term Loan - Second Lien, 7.50%, Maturing September 16, 2019		445		462,800
Entercom Radio, LLC
Term Loan, 5.01%, Maturing November 23, 2018		243		248,432
Foxco Acquisition Sub, LLC
Term Loan, 5.50%, Maturing July 14, 2017		697		710,141
Gray Television, Inc.
Term Loan, 4.75%, Maturing October 15, 2019		241		244,907
LIN Television Corp.
Term Loan, 4.00%, Maturing December 21, 2018		296		300,325
Mission Broadcasting, Inc.
Term Loan, 4.50%, Maturing December 3, 2019		208		211,900
Nexstar Broadcasting, Inc.
Term Loan, 4.50%, Maturing December 3, 2019		492		501,225


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Nine Entertainment Group Limited
Term Loan, 3.50%, Maturing January 17, 2020		375	$	376,582
Raycom TV Broadcasting, Inc.
Term Loan, 4.25%, Maturing May 31, 2017		442		448,757
Sinclair Television Group Inc.
Term Loan, 5.25%, Maturing October 28, 2016		376		377,766
Tyrol Acquisitions 2 SAS
Term Loan, 4.12%, Maturing January 29, 2016	EUR	505		605,889
Term Loan, 4.12%, Maturing January 29, 2016	EUR	505		605,889
Univision Communications Inc.
Term Loan, 4.75%, Maturing March 2, 2020		1,651		1,663,176

			$	10,058,476

Retailers (Except Food and Drug) — 6.4%
99 Cents Only Stores
Term Loan, 5.25%, Maturing January 11, 2019		247	$	250,507
B&M Retail Limited
Term Loan, 5.99%, Maturing February 18, 2020	GBP	525		790,332
Bass Pro Group, LLC
Term Loan, 4.04%, Maturing November 20, 2019		698		706,397
David’s Bridal, Inc.
Term Loan, 5.00%, Maturing October 11, 2019		324		328,795
Evergreen Acqco 1 LP
Term Loan, 5.00%, Maturing July 9, 2019		347		353,024
FTD, Inc.
Term Loan, 4.75%, Maturing June 11, 2018		603		609,461
Harbor Freight Tools USA, Inc.
Term Loan, 5.50%, Maturing November 14, 2017		498		504,341
J Crew Group, Inc.
Term Loan, 4.00%, Maturing March 7, 2018		860		870,649
Jo-Ann Stores, Inc.
Term Loan, 4.00%, Maturing March 16, 2018		1,372		1,384,605
Michaels Stores, Inc.
Term Loan, 3.75%, Maturing January 28, 2020		1,275		1,290,401
National Vision, Inc.
Term Loan, 7.00%, Maturing August 2, 2018		395		399,938
Neiman Marcus Group, Inc. (The)
Term Loan, 4.00%, Maturing May 16, 2018		2,525		2,552,459
Ollie’s Bargain Outlet, Inc.
Term Loan, 5.43%, Maturing September 27, 2019		249		251,869
Party City Holdings Inc.
Term Loan, 4.25%, Maturing July 29, 2019		698		704,360
Pep Boys-Manny, Moe & Jack (The)
Term Loan, 5.00%, Maturing October 11, 2018		224		228,360
Petco Animal Supplies, Inc.
Term Loan, 4.00%, Maturing November 24, 2017		1,598		1,620,574
Pilot Travel Centers LLC
Term Loan, 3.75%, Maturing March 30, 2018		894		904,188
Term Loan, 4.25%, Maturing August 7, 2019		299		302,185
ServiceMaster Company
Term Loan, 4.46%, Maturing January 31, 2017		1,466		1,482,797
Term Loan, 4.25%, Maturing April 1, 2017		723		730,871
Visant Holding Corp.
Term Loan, 5.25%, Maturing December 22, 2016		640		622,489
Vivarte SA
Term Loan - Second Lien, 3.92%, Maturing September 8, 2016	EUR	13		11,917
Term Loan - Second Lien, 3.92%, Maturing September 8, 2016	EUR	88		83,420
Term Loan - Second Lien, 3.92%, Maturing September 8, 2016	EUR	900		858,039


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Wilton Brands LLC
Term Loan, 7.50%, Maturing August 30, 2018		317	$	322,420

			$	18,164,398

Steel — 2.1%
Ameriforge Group, Inc.
Term Loan, 6.00%, Maturing December 19, 2019		274	$	278,256
Essar Steel Algoma, Inc.
Term Loan, 8.75%, Maturing September 19, 2014		522		535,434
FMG America Finance, Inc.
Term Loan, 5.25%, Maturing October 18, 2017		2,985		3,023,912
JFB Firth Rixson Inc.
Term Loan, 4.25%, Maturing June 30, 2017		149		150,609
JMC Steel Group, Inc.
Term Loan, 4.75%, Maturing April 3, 2017		343		346,647
Patriot Coal Corporation
DIP Loan, 9.25%, Maturing October 4, 2013		425		428,719
SunCoke Energy, Inc.
Term Loan, 4.00%, Maturing July 26, 2018		152		152,428
Waupaca Foundry, Inc.
Term Loan, 5.75%, Maturing June 29, 2017		567		575,430
WireCo WorldGroup, Inc.
Term Loan, 6.00%, Maturing February 15, 2017		323		328,226

			$	5,819,661

Surface Transport — 1.2%
Hertz Corporation (The)
Term Loan, 3.75%, Maturing March 9, 2018		1,764	$	1,777,782
Term Loan, 3.75%, Maturing March 11, 2018		923		936,720
Swift Transportation Co. Inc.
Term Loan, 4.00%, Maturing December 21, 2017		608		617,813

			$	3,332,315

Telecommunications — 6.9%
Alaska Communications Systems Holdings, Inc.
Term Loan, 5.50%, Maturing October 21, 2016		456	$	447,353
Arris Group, Inc.
Term Loan, Maturing February 7, 2020⁽⁴⁾		525		526,641
Cellular South, Inc.
Term Loan, 4.50%, Maturing July 27, 2017		419		423,858
Cricket Communications, Inc.
Term Loan, 4.75%, Maturing October 10, 2019		249		251,323
Term Loan, Maturing February 21, 2020⁽⁴⁾		1,550		1,561,867
Crown Castle International Corporation
Term Loan, 4.00%, Maturing January 31, 2019		938		950,321
Intelsat Jackson Holdings Ltd.
Term Loan, 4.50%, Maturing April 2, 2018		5,122		5,208,599
MetroPCS Wireless, Inc.
Term Loan, 4.00%, Maturing March 16, 2018		3,011		3,025,354
Mitel Networks Corporation
Term Loan, 7.00%, Maturing February 27, 2019		375		380,625
SBA Finance
Term Loan, 3.75%, Maturing June 29, 2018		467		472,521
Term Loan, 3.75%, Maturing September 27, 2019		224		227,804
Syniverse Holdings, Inc.
Term Loan, 1.00%, Maturing April 23, 2019⁽⁶⁾		625		626,562


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Term Loan, 5.00%, Maturing April 23, 2019		943	$	950,242
Telesat LLC
Term Loan, 5.50%, Maturing March 28, 2019		3,424		3,456,206
TNS, Inc.
Term Loan, 5.00%, Maturing February 15, 2020		450		450,844
Windstream Corporation
Term Loan, 4.00%, Maturing August 8, 2019		471		477,330

			$	19,437,450

Utilities — 3.7%
AES Corporation
Term Loan, 3.75%, Maturing June 1, 2018		1,346	$	1,367,006
Calpine Corporation
Term Loan, 4.00%, Maturing April 2, 2018		467		473,615
Term Loan, 4.00%, Maturing April 2, 2018		2,377		2,411,777
Term Loan, 4.00%, Maturing October 9, 2019		423		429,060
Dynegy Midwest Generation LLC
Term Loan, 9.25%, Maturing August 4, 2016		205		214,113
Dynegy Power, LLC
Term Loan, 9.25%, Maturing August 4, 2016		360		376,442
LSP Madison Funding, LLC
Term Loan, 5.50%, Maturing June 28, 2019		364		369,629
NRG Energy, Inc.
Term Loan, 3.25%, Maturing July 2, 2018		2,704		2,744,571
Raven Power Finance, LLC
Term Loan, 7.25%, Maturing November 15, 2018		249		254,986
Texas Competitive Electric Holdings Company, LLC
Term Loan, 4.73%, Maturing October 10, 2017		2,601		1,853,163

			$	10,494,362


Total Senior Floating-Rate Interests (identified cost $398,796,205)			$	401,327,139


Corporate Bonds & Notes — 10.9%

Security	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 0.0%⁽⁷⁾
GenCorp, Inc.
7.125%, 3/15/21⁽⁸⁾		20	$	21,200

			$	21,200

Automotive — 0.1%
American Axle & Manufacturing, Inc., Sr. Notes
9.25%, 1/15/17⁽⁸⁾		68	$	74,970
General Motors Financial Co., Inc., Sr. Notes
4.75%, 8/15/17⁽⁸⁾		40		41,775
Navistar International Corp., Sr. Notes
8.25%, 11/1/21		50		51,187

			$	167,932

Beverage and Tobacco — 0.0%⁽⁷⁾
Constellation Brands, Inc., Sr. Notes
6.00%, 5/1/22		35	$	38,413
Innovation Ventures LLC/Innovation Ventures Finance Corp., Sr. Notes
9.50%, 8/15/19⁽⁸⁾		20		16,950

			$	55,363



Security	Principal Amount* (000’s omitted)		Value
Brokers, Dealers and Investment Houses — 0.0%⁽⁷⁾
Alliance Data Systems Corp., Sr. Notes
6.375%, 4/1/20⁽⁸⁾		30	$	32,475
*ETRADE Financial Corp., Sr. Notes**
6.00%, 11/15/17		5		5,256
6.375%, 11/15/19		25		26,563

			$	64,294

Building and Development — 0.1%
Brookfield Residential Properties, Inc., Sr. Notes
6.50%, 12/15/20⁽⁸⁾		25	$	26,875
HD Supply, Inc., Sr. Notes
8.125%, 4/15/19		20		22,700
7.50%, 7/15/20⁽⁸⁾		45		47,475
11.50%, 7/15/20		15		17,813
Isabelle Acquisition Sub, Inc., Sr. Notes
10.00%, 11/15/18⁽³⁾⁽⁸⁾		65		72,312
Nortek, Inc., Sr. Notes
10.00%, 12/1/18		45		50,625
8.50%, 4/15/21⁽⁸⁾		45		50,062

			$	287,862

Business Equipment and Services — 0.1%
Education Management, LLC/Education Management Finance Corp., Sr. Notes
15.00%, 7/1/18⁽⁸⁾		28	$	28,834
FTI Consulting, Inc., Sr. Notes
6.00%, 11/15/22⁽⁸⁾		20		21,250
HDTFS, Inc., Sr. Notes
6.25%, 10/15/22		25		27,250
IMS Health, Inc., Sr. Notes
6.00%, 11/1/20⁽⁸⁾		40		41,800
MDC Partners, Inc., Sr. Notes
6.75%, 4/1/20⁽⁸⁾		15		15,225
TransUnion Holding Co., Inc., Sr. Notes
8.125%, 6/15/18⁽³⁾⁽⁸⁾		55		58,988

			$	193,347

Cable and Satellite Television — 0.0%⁽⁷⁾
AMC Networks, Inc., Sr. Notes
4.75%, 12/15/22		15	$	15,000
CCO Holdings, LLC/CCO Holdings Capital Corp., Sr. Notes
5.25%, 9/30/22		100		98,750

			$	113,750

Chemicals and Plastics — 1.5%
Ashland, Inc., Sr. Notes
3.00%, 3/15/16⁽⁸⁾		5	$	5,100
Hexion US Finance Corp., Sr. Notes
6.625%, 4/15/20⁽⁸⁾		475		478,562
6.625%, 4/15/20		1,000		1,007,500
Ineos Finance PLC, Sr. Notes
7.25%, 2/15/19⁽⁸⁾⁽⁹⁾	EUR	500		679,381
8.375%, 2/15/19⁽⁸⁾		500		555,000
7.50%, 5/1/20⁽⁸⁾		400		437,500
LyondellBasell Industries N.V., Sr. Notes
5.00%, 4/15/19		200		227,000
Milacron, LLC/Mcron Finance Corp., Sr. Notes
7.75%, 2/15/21⁽⁸⁾		10		10,387
PetroLogistics, LP/PetroLogistics Finance Corp., Sr. Notes
6.25%, 4/1/20⁽⁸⁾		15		15,169



Security	Principal Amount* (000’s omitted)		Value
Rockwood Specialties Group, Inc., Sr. Notes
4.625%, 10/15/20		65	$	66,869
TPC Group, Inc., Sr. Notes
8.75%, 12/15/20⁽⁸⁾		20		20,925
Trinseo Materials Operating S.C.A., Sr. Notes
8.75%, 2/1/19⁽⁸⁾		750		744,375
Tronox Finance, LLC, Sr. Notes
6.375%, 8/15/20⁽⁸⁾		60		58,425

			$	4,306,193

Clothing/Textiles — 0.0%⁽⁷⁾
Levi Strauss & Co., Sr. Notes
6.875%, 5/1/22⁽⁸⁾		15	$	16,500

			$	16,500

Commercial Services — 0.0%⁽⁷⁾
RR Donnelley & Sons Co., Sr. Notes
7.875%, 3/15/21		15	$	15,713

			$	15,713

Conglomerates — 0.1%
Belden, Inc., Sr. Sub. Notes
5.50%, 9/1/22⁽⁸⁾		25	$	25,750
General Cable Corp., Sr. Notes
5.75%, 10/1/22⁽⁸⁾		40		41,000
Harbinger Group, Inc., Sr. Notes
7.875%, 7/15/19⁽⁸⁾		15		15,900
Spectrum Brands Escrow Corp., Sr. Notes
6.375%, 11/15/20⁽⁸⁾		25		26,906
6.625%, 11/15/22⁽⁸⁾		40		43,500

			$	153,056

Containers and Glass Products — 0.7%
BOE Merger Corp., Sr. Notes
9.50%, 11/1/17⁽³⁾⁽⁸⁾		45	$	48,656
Crown Americas, LLC/Crown Americas Capital Corp. IV, Sr. Notes
4.50%, 1/15/23⁽⁸⁾		40		39,000
Reynolds Group Holdings Inc., Sr. Notes
5.75%, 10/15/20		1,975		2,016,969
Sealed Air Corp., Sr. Notes
8.375%, 9/15/21⁽⁸⁾		5		5,750

			$	2,110,375

Cosmetics/Toiletries — 0.1%
Alphabet Holding Co., Inc., Sr. Notes
7.75%, 11/1/17⁽³⁾⁽⁸⁾		65	$	67,925
Party City Holdings, Inc., Sr. Notes
8.875%, 8/1/20⁽⁸⁾		65		71,662
Sun Products Corp. (The), Sr. Notes
7.75%, 3/15/21⁽⁸⁾		30		30,375

			$	169,962

Diversified Financial Services — 0.3%
KION Finance SA, Sr. Notes
4.726%, 2/15/20⁽⁸⁾⁽⁹⁾	EUR	650	$	842,577

			$	842,577



Security	Principal Amount* (000’s omitted)		Value
Drugs — 0.0%⁽⁷⁾
VPI Escrow Corp., Sr. Notes
6.375%, 10/15/20⁽⁸⁾		65	$	68,819

			$	68,819

Ecological Services and Equipment — 0.0%⁽⁷⁾
ADS Waste Holdings, Inc., Sr. Notes
8.25%, 10/1/20⁽⁸⁾		25	$	27,062
Clean Harbors, Inc., Sr. Notes
5.25%, 8/1/20		25		25,938
5.125%, 6/1/21⁽⁸⁾		30		30,862

			$	83,862

Electronics/Electrical — 0.1%
Ceridian Corp., Sr. Notes
11.00%, 3/15/21⁽⁸⁾		10	$	10,775
Infor US, Inc., Sr. Notes
9.375%, 4/1/19		35		39,856
NCR Corp., Sr. Notes
5.00%, 7/15/22⁽⁸⁾		30		30,225
Nuance Communications, Inc., Sr. Notes
5.375%, 8/15/20⁽⁸⁾		60		61,050

			$	141,906

Equipment Leasing — 0.6%
Air Lease Corp., Sr. Notes
4.50%, 1/15/16		135	$	140,737
International Lease Finance Corp., Sr. Notes
5.65%, 6/1/14		1,000		1,048,750
6.75%, 9/1/16⁽⁸⁾		175		198,625
7.125%, 9/1/18⁽⁸⁾		175		206,500

			$	1,594,612

Financial Intermediaries — 0.6%
Ally Financial, Inc., Sr. Notes
2.487%, 12/1/14⁽⁹⁾		20	$	20,034
0.00%, 6/15/15		40		37,500
4.625%, 6/26/15		275		287,884
CIT Group, Inc., Sr. Notes
5.50%, 2/15/19⁽⁸⁾		25		27,563
5.375%, 5/15/20		5		5,513
5.00%, 8/15/22		10		10,735
First Data Corp., Sr. Notes
7.375%, 6/15/19⁽⁸⁾		500		534,375
6.75%, 11/1/20⁽⁸⁾		625		654,687
11.25%, 1/15/21⁽⁸⁾		25		26,125
10.625%, 6/15/21⁽⁸⁾		25		25,406
Lender Processing Services, Inc., Sr. Notes
5.75%, 4/15/23		40		41,900
Nuveen Investments, Inc., Sr. Notes
9.50%, 10/15/20⁽⁸⁾		70		73,500

			$	1,745,222

Food Products — 0.0%⁽⁷⁾
Hawk Acquisition Sub, Inc., Sr. Notes
4.25%, 10/15/20⁽⁸⁾		30	$	30,075
Land O’Lakes, Inc., Sr. Notes
6.00%, 11/15/22⁽⁸⁾		25		26,750



Security	Principal Amount* (000’s omitted)		Value
Michael Foods Holding, Inc., Sr. Notes
8.50%, 7/15/18⁽³⁾⁽⁸⁾		20	$	20,700
Smithfield Foods, Inc., Sr. Notes
6.625%, 8/15/22		55		60,087

			$	137,612

Food Service — 0.0%⁽⁷⁾
Aramark Corp., Sr. Notes
5.75%, 3/15/20⁽⁸⁾		15	$	15,413

			$	15,413

Food/Drug Retailers — 0.0%⁽⁷⁾
Pantry, Inc., Sr. Notes
8.375%, 8/1/20⁽⁸⁾		40	$	43,100

			$	43,100

Health Care — 0.9%
Alere, Inc., Sr. Notes
8.625%, 10/1/18		20	$	21,350
Amsurg Corp., Sr. Notes
5.625%, 11/30/20⁽⁸⁾		15		15,863
Biomet, Inc., Sr. Notes
6.50%, 8/1/20⁽⁸⁾		55		58,575
CDRT Holding Corp., Sr. Notes
9.25%, 10/1/17⁽³⁾⁽⁸⁾		45		46,912
Community Health Systems, Inc., Sr. Notes
5.125%, 8/15/18		1,115		1,170,750
7.125%, 7/15/20		65		70,606
DaVita, Inc., Sr. Notes
5.75%, 8/15/22		110		114,812
DJO Finance, LLC/DJO Finance Corp., Sr. Notes
8.75%, 3/15/18		10		11,200
HCA Holdings, Inc., Sr. Notes
6.25%, 2/15/21		40		42,750
Hologic, Inc., Sr. Notes
6.25%, 8/1/20		130		138,937
INC Research, LLC., Sr. Notes
11.50%, 7/15/19⁽⁸⁾		25		26,938
inVentiv Health, Inc., Sr. Notes
9.00%, 1/15/18⁽⁸⁾		625		657,812
Kinetic Concepts, Inc./KCI USA, Inc.
10.50%, 11/1/18		25		27,188
United Surgical Partners International, Inc., Sr. Notes
9.00%, 4/1/20		35		39,813
Valeant Pharmaceuticals International, Sr. Notes
6.375%, 10/15/20⁽⁸⁾		50		52,844
VWR Funding, Inc., Sr. Notes
7.25%, 9/15/17⁽⁸⁾		95		101,056

			$	2,597,406

Home Furnishings — 0.2%
Libbey Glass, Inc., Sr. Notes
6.875%, 5/15/20		333	$	360,889
Mead Products, LLC/ACCO Brands Corp., Sr. Notes
6.75%, 4/30/20⁽⁸⁾		65		69,712
Tempur-Pedic International, Inc., Sr. Notes
6.875%, 12/15/20⁽⁸⁾		15		16,088

			$	446,689



Security	Principal Amount* (000’s omitted)		Value
Homebuilders/Real Estate — 0.0%⁽⁷⁾
BC Mountain, LLC/BC Mountain Finance, Inc., Sr. Notes
7.00%, 2/1/21⁽⁸⁾		30	$	31,875

			$	31,875

Industrial Equipment — 0.0%⁽⁷⁾
Manitowoc Co., Inc. (The), Sr. Notes
5.875%, 10/15/22		35	$	36,838

			$	36,838

Insurance — 0.2%
A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub, LLC, Sr. Notes
7.875%, 12/15/20⁽⁸⁾		20	$	20,650
CNO Financial Group, Inc., Sr. Notes
6.375%, 10/1/20⁽⁸⁾		525		561,094
Hub International, Ltd., Sr. Notes
8.125%, 10/15/18⁽⁸⁾		35		37,012
Onex USI Acquisition Corp., Sr. Notes
7.75%, 1/15/21⁽⁸⁾		50		50,375

			$	669,131

Leisure Goods/Activities/Movies — 0.3%
AMC Entertainment, Inc., Sr. Notes
8.75%, 6/1/19		60	$	66,150
Bombardier, Inc., Sr. Notes
4.25%, 1/15/16⁽⁸⁾		20		20,850
6.125%, 1/15/23⁽⁸⁾		15		15,637
National CineMedia, LLC, Sr. Notes
6.00%, 4/15/22		380		409,450
NCL Corp., Ltd., Sr. Notes
5.00%, 2/15/18⁽⁸⁾		10		10,238
Regal Entertainment Group, Sr. Notes
5.75%, 2/1/25		10		9,850
Royal Caribbean Cruises, Sr. Notes
7.00%, 6/15/13		50		50,562
6.875%, 12/1/13		20		20,750
7.25%, 6/15/16		10		11,363
7.25%, 3/15/18		20		23,000
Seven Seas Cruises, S. de R.L., Sr. Notes
9.125%, 5/15/19		35		38,062
Viking Cruises, Ltd., Sr. Notes
8.50%, 10/15/22⁽⁸⁾		35		38,675

			$	714,587

Lodging and Casinos — 0.9%
Buffalo Thunder Development Authority, Sr. Notes
9.375%, 12/15/14⁽²⁾⁽⁸⁾		265	$	84,800
Caesars Entertainment Operating Co., Inc., Sr. Notes
5.375%, 12/15/13		10		9,950
8.50%, 2/15/20		1,075		1,064,922
Caesars Operating Escrow, LLC/Caesars Escrow Corp., Sr. Notes
9.00%, 2/15/20⁽⁸⁾		275		278,094
9.00%, 2/15/20⁽⁸⁾		575		581,469
Inn of the Mountain Gods Resort & Casino, Sr. Notes
8.75%, 11/30/20⁽⁸⁾		31		31,155
MGM Resorts International, Sr. Notes
6.625%, 12/15/21		50		52,500
7.75%, 3/15/22		15		16,725
Mohegan Tribal Gaming Authority
10.50%, 12/15/16⁽⁸⁾		50		49,500



Security	Principal Amount* (000’s omitted)		Value
Mohegan Tribal Gaming Authority, Sr. Sub. Notes
11.00%, 9/15/18⁽⁸⁾		210	$	184,800
Station Casinos, LLC, Sr. Notes
7.50%, 3/1/21⁽⁸⁾		35		36,137
Tunica-Biloxi Gaming Authority, Sr. Notes
9.00%, 11/15/15⁽⁸⁾		165		146,850
Waterford Gaming, LLC, Sr. Notes
8.625%, 9/15/14⁽⁵⁾⁽⁸⁾		84		42,665

			$	2,579,567

Mining, Steel, Iron and Nonprecious Metals — 0.1%
ArcelorMittal, Sr. Notes
6.75%, 2/25/22		10	$	10,954
Eldorado Gold Corp., Sr. Notes
6.125%, 12/15/20⁽⁸⁾		60		62,550
IAMGOLD Corp., Sr. Notes
6.75%, 10/1/20⁽⁸⁾		70		67,725
Inmet Mining Corp., Sr. Notes
8.75%, 6/1/20⁽⁸⁾		15		16,650
7.50%, 6/1/21⁽⁸⁾		20		21,700

			$	179,579

Nonferrous Metals/Minerals — 0.0%⁽⁷⁾
New Gold, Inc., Sr. Notes
7.00%, 4/15/20⁽⁸⁾		20	$	21,600
6.25%, 11/15/22⁽⁸⁾		35		36,838

			$	58,438

Oil and Gas — 0.5%
Atlas Energy Holdings Operating Co., LLC, Sr. Notes
7.75%, 1/15/21⁽⁸⁾		20	$	19,238
Bristow Group, Inc., Sr. Notes
6.25%, 10/15/22		45		48,769
Chesapeake Energy Corp., Sr. Notes
6.125%, 2/15/21		75		80,156
5.75%, 3/15/23		50		50,813
Concho Resources, Inc., Sr. Notes
5.50%, 4/1/23		45		46,913
Continental Resources, Inc., Sr. Notes
5.00%, 9/15/22		140		149,450
CVR Refining, LLC/Coffeyville Finance, Inc., Sr. Notes
6.50%, 11/1/22⁽⁸⁾		65		66,787
EP Energy, LLC/EP Energy Finance, Inc., Sr. Notes
6.875%, 5/1/19		100		110,000
9.375%, 5/1/20		70		81,200
EP Energy, LLC/Everest Acquisition Finance, Inc., Sr. Notes
7.75%, 9/1/22		20		22,200
EPL Oil & Gas, Inc., Sr. Notes
8.25%, 2/15/18⁽⁸⁾		40		42,600
FTS International Services, LLC/FTS International Bonds, Inc., Sr. Notes
8.125%, 11/15/18⁽⁸⁾		20		21,050
Kodiak Oil & Gas Corp., Sr. Notes
5.50%, 1/15/21⁽⁸⁾		5		5,244
Laredo Petroleum, Inc., Sr. Notes
7.375%, 5/1/22		35		38,500
MEG Energy Corp., Sr. Notes
6.375%, 1/30/23⁽⁸⁾		50		52,250
Newfield Exploration Co., Sr. Notes
5.625%, 7/1/24		65		67,275
Oasis Petroleum, Inc., Sr. Notes
6.875%, 1/15/23		75		82,875



Security	Principal Amount* (000’s omitted)		Value
Offshore Group Investment, Ltd., Sr. Notes
7.125%, 4/1/23⁽⁸⁾		20	$	20,500
Plains Exploration & Production Co., Sr. Notes
6.875%, 2/15/23		105		119,437
Rockies Express Pipeline, LLC, Sr. Notes
6.00%, 1/15/19⁽⁸⁾		30		29,475
Sabine Pass LNG, L.P., Sr. Notes
6.50%, 11/1/20⁽⁸⁾		55		58,162
SandRidge Energy, Inc., Sr. Notes
7.50%, 3/15/21		15		15,675
SM Energy Co., Sr. Notes
6.50%, 1/1/23		40		44,000
Tesoro Corp., Sr. Notes
5.375%, 10/1/22		55		57,612

			$	1,330,181


Publishing — 0.2%
Laureate Education, Inc., Sr. Notes
9.25%, 9/1/19⁽⁸⁾		315	$	351,618
Laureate Education, Inc., Sr. Sub Notes
12.75%, 8/15/17⁽⁸⁾		45		48,094
McGraw-Hill Global Education Holdings, LLC/McGraw-Hill Global Education Finance, Sr. Notes
9.75%, 4/1/21⁽⁸⁾		45		44,775

			$	444,487


Radio and Television — 0.7%
Clear Channel Communications, Inc., Sr. Notes
9.00%, 12/15/19⁽⁸⁾		451	$	435,779
11.25%, 3/1/21⁽⁸⁾		20		20,600
Clear Channel Worldwide Holdings, Inc., Series A, Sr. Notes
6.50%, 11/15/22⁽⁸⁾		25		26,188
Clear Channel Worldwide Holdings, Inc., Series B, Sr. Notes
6.50%, 11/15/22⁽⁸⁾		70		74,200
Entravision Communications Corp., Sr. Notes
8.75%, 8/1/17		844		917,850
LBI Media, Inc., Sr. Notes
13.50%, 4/15/20⁽⁸⁾		6		2,580
Starz, LLC/Starz Finance Corp., Sr. Notes
5.00%, 9/15/19		35		36,225
Univision Communications, Inc., Sr. Notes
6.75%, 9/15/22⁽⁸⁾		425		461,125
WMG Acquisition Corp., Sr. Notes
6.00%, 1/15/21⁽⁸⁾		25		26,312

			$	2,000,859


Real Estate Investment Trusts (REITs) — 0.0%⁽⁷⁾
RHP Hotel Properties LP/RHP Finance Corp., Sr. Notes
5.00%, 4/15/21⁽⁸⁾		20	$	20,175

			$	20,175


Retailers (Except Food and Drug) — 0.2%
Burlington Holdings, LLC/Burlington Holding Finance, Inc., Sr. Notes
9.00%, 2/15/18⁽³⁾⁽⁸⁾		30	$	30,600



Security	Principal Amount* (000’s omitted)		Value
Claire’s Stores, Inc., Sr. Notes
8.875%, 3/15/19		10	$	10,600
9.00%, 3/15/19⁽⁸⁾		70		79,450
6.125%, 3/15/20⁽⁸⁾		25		25,750
Michaels Stores, Inc., Sr. Notes
7.75%, 11/1/18		75		82,313
New Academy Finance Co., LLC/New Academy Finance Corp., Sr. Notes
8.00%, 6/15/18⁽³⁾⁽⁸⁾		50		52,000
Petco Holdings, Inc., Sr. Notes
8.50%, 10/15/17⁽³⁾⁽⁸⁾		110		113,987
Radio Systems Corp., Sr. Notes
8.375%, 11/1/19⁽⁸⁾		30		31,800
Sally Holdings, LLC/Sally Capital, Inc., Sr. Notes
5.75%, 6/1/22		95		99,631
ServiceMaster Co., Sr. Notes
7.00%, 8/15/20⁽⁸⁾		60		62,400

			$	588,531


Steel — 0.0%⁽⁷⁾
AK Steel Corp., Sr. Notes
8.75%, 12/1/18⁽⁸⁾		15	$	16,594

			$	16,594


Surface Transport — 0.0%⁽⁷⁾
Watco Cos., LLC/Watco Finance Corp., Sr. Notes
6.375%, 4/1/23⁽⁸⁾		15	$	15,506

			$	15,506


Telecommunications — 0.9%
Avaya, Inc., Sr. Notes
9.00%, 4/1/19⁽⁸⁾		20	$	20,900
Crown Castle International Corp., Sr. Notes
5.25%, 1/15/23		55		56,169
Frontier Communications Corp., Sr. Notes
7.625%, 4/15/24		20		20,625
Intelsat Jackson Holdings SA, Sr. Notes
7.25%, 10/15/20		55		60,637
Intelsat Luxembourg SA, Sr. Notes
7.75%, 6/1/21⁽⁸⁾		75		76,500
8.125%, 6/1/23⁽⁸⁾		60		61,200
Lynx I Corp., Sr. Notes
5.375%, 4/15/21⁽⁸⁾		475		496,375
6.00%, 4/15/21⁽⁸⁾	GBP	475		743,571
MetroPCS Wireless, Inc., Sr. Notes
6.25%, 4/1/21⁽⁸⁾		60		61,275
6.625%, 4/1/23⁽⁸⁾		85		87,019
SBA Communications Corp., Sr. Notes
5.625%, 10/1/19⁽⁸⁾		50		51,625
SBA Telecommunications, Inc., Sr. Notes
5.75%, 7/15/20⁽⁸⁾		50		52,187
Sprint Nextel Corp., Sr. Notes
7.00%, 8/15/20		555		613,275
6.00%, 11/15/22		50		51,625
Windstream Corp., Sr. Notes
6.375%, 8/1/23⁽⁸⁾		15		14,963

			$	2,467,946



Security	Principal Amount* (000’s omitted)		Value
Utilities — 1.5%
Calpine Corp., Sr. Notes
7.50%, 2/15/21⁽⁸⁾		2,138	$	2,357,145
7.875%, 1/15/23⁽⁸⁾		1,530		1,705,950
Energy Future Intermediate Holding Co., LLC/EFIH Finance, Inc., Sr. Notes
6.875%, 8/15/17⁽⁸⁾		20		21,150

			$	4,084,245


Total Corporate Bonds & Notes (identified cost $29,334,579)			$	30,631,304


Asset-Backed Securities — 1.2%

Security	Principal Amount (000’s omitted)		Value
Avalon Capital Ltd. 3, Series 1A, Class D, 2.238%, 2/24/19⁽⁸⁾⁽⁹⁾	$	295	$	271,886
Babson Ltd., Series 2005-1A, Class C1, 2.254%, 4/15/19⁽⁸⁾⁽⁹⁾		376		341,548
Centurion CDO 8 Ltd., Series 2005-8A, Class D, 5.78%, 3/8/17⁽⁹⁾		492		492,894
Centurion CDO 9 Ltd., Series 2005-9A, Class D1, 5.053%, 7/17/19⁽⁹⁾		500		480,513
Madison Park Funding Ltd., Series 2006-2A, Class D, 5.034%, 3/25/20⁽⁸⁾⁽⁹⁾		1,000		982,397
Schiller Park CLO Ltd., Series 2007-1A, Class D, 2.551%, 4/25/21⁽⁸⁾⁽⁹⁾		1,000		900,224


Total Asset-Backed Securities (identified cost $3,642,833)			$	3,469,462


Common Stocks — 1.5%

Security	Shares		Value
Automotive — 0.1%
Dayco Products, LLC^(5)(10)(11)		10,159	$	314,929

			$	314,929

Building and Development — 0.1%
Panolam Holdings Co.^(5)(11)(12)		131	$	231,238
United Subcontractors, Inc.^(5)(10)(11)		292		12,181

			$	243,419

Financial Intermediaries — 0.0%⁽⁷⁾
RTS Investor Corp.^(5)(10)(11)		41	$	4,426

			$	4,426

Food Service — 0.1%
Buffets Restaurants Holdings, Inc.^(5)(10)(11)		22,185	$	200,774

			$	200,774

Home Furnishings — 0.1%
Oreck Corp.^(5)(10)(11)		2,275	$	39,562
Sanitec Europe Oy B Units^(5)(10)(11)		26,265		197,967
Sanitec Europe Oy E Units^(5)(10)(11)		25,787		0

			$	237,529

Leisure Goods/Activities/Movies — 0.3%
Metro-Goldwyn-Mayer Holdings, Inc.^(10)(11)		22,424	$	927,775

			$	927,775


Security	Shares		Value
Lodging and Casinos — 0.3%
Affinity Gaming, LLC^(5)(10)(11)		23,498	$	328,976
Greektown Superholdings, Inc.⁽¹¹⁾		45		4,050
Tropicana Entertainment, Inc.^(5)(10)(11)		25,430		397,344

			$	730,370

Nonferrous Metals/Minerals — 0.0%⁽⁷⁾
Euramax International, Inc.^(5)(10)(11)		468	$	105,188

			$	105,188

Oil and Gas — 0.0%⁽⁷⁾
SemGroup Corp.⁽¹¹⁾		750	$	38,790

			$	38,790

Publishing — 0.5%
Ion Media Networks, Inc.^(5)(10)		2,155	$	1,370,580
MediaNews Group, Inc.^(5)(10)(11)		5,771		121,079

			$	1,491,659


Total Common Stocks (identified cost $2,468,490)			$	4,294,859


Warrants — 0.0%⁽⁷⁾

Security	Shares		Value
Oil and Gas — 0.0%⁽⁷⁾
SemGroup Corp., Expires 11/30/14⁽¹¹⁾		789	$	21,378


Total Warrants (identified cost $8)			$	21,378


Miscellaneous — 0.0%⁽⁷⁾

Security	Shares		Value
Business Equipment and Services — 0.0%⁽⁷⁾
NCS Acquisition Corp., Escrow Certificate^(5)(11)		20,000	$	276

			$	276

Cable and Satellite Television — 0.0%⁽⁷⁾
Adelphia Recovery Trust^(5)(11)		261,268	$	0
Adelphia, Inc., Escrow Certificate⁽¹¹⁾		270,000		2,363

			$	2,363

Oil and Gas — 0.0%⁽⁷⁾
SemGroup Corp., Escrow Certificate⁽¹¹⁾		290,000	$	7,612

			$	7,612


Total Miscellaneous (identified cost $250,466)			$	10,251



Short-Term Investments — 1.3%

Description	Interest (000’s omitted)		Value
Eaton Vance Cash Reserves Fund, LLC, 0.11%⁽¹³⁾	$	3,747	$	3,746,828


Total Short-Term Investments (identified cost $3,746,828)			$	3,746,828


Total Investments — 157.4% (identified cost $438,239,409)			$	443,501,221


Less Unfunded Loan Commitments — (0.2)%			$	(625,000	)


Net Investments — 157.2% (identified cost $437,614,409)			$	442,876,221


Other Assets, Less Liabilities — (18.1)%			$	(51,110,662	)


Auction Preferred Shares Plus Cumulative Unpaid Dividends — (39.1)%			$	(110,002,580	)


Net Assets Applicable to Common Shares — 100.0%			$	281,762,979

The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares.



DIP	-	Debtor in Possession

EUR	-	Euro

GBP	-	British Pound Sterling

*	In U.S. dollars unless otherwise indicated.

(1)

Senior floating-rate interests (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. 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)	Currently the issuer is in default with respect to interest payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

(3)	Represents a payment-in-kind security which may pay all or a portion of interest in additional par.

(4)	This Senior Loan will settle after March 31, 2013, at which time the interest rate will be determined.

(5)	For fair value value measurement disclosure purposes, security is categorized as Level 3.

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

(7)	Amount is less than 0.05%.

(8)

Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be sold in certain transactions (normally to qualified institutional buyers) and remain exempt from registration. At March 31, 2013, the aggregate value of these securities is $20,937,621 or 7.4% of the Trust’s net assets applicable to common shares.

(9)	Variable rate security. The stated interest rate represents the rate in effect at March 31, 2013.

(10)	Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale.

(11)	Non-income producing security.

(12)	Restricted security.

(13)

Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of March 31, 2013. Net income allocated from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended
March 31, 2013 was $6,701.

The cost and unrealized appreciation (depreciation) of investments of the Trust at March 31, 2013, as determined on a federal income tax basis, were as follows:


Aggregate cost	$	437,732,282

Gross unrealized appreciation	$	9,272,952
Gross unrealized depreciation		(4,129,013	)

Net unrealized appreciation	$	5,143,939

Restricted Securities

At March 31, 2013, the Trust owned the following securities (representing 0.1% of net assets applicable to common shares) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Trust has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.

Description

Date of

Acquisition

Shares

Cost

Value

Common Stocks

Panolam Holdings Co.

12/30/09

131

71,985

231,238

Total Restricted Securities

71,985

231,238

A summary of open financial instruments at March 31, 2013 is as follows:

Forward Foreign Currency Exchange Contracts

Sales


Settlement Date	Deliver	In Exchange For	Counterparty	Net Unrealized Appreciation (Depreciation)
4/30/13	British Pound Sterling 475,000	United States Dollar 737,718	Citibank NA	$	16,086
5/31/13	British Pound Sterling 3,442,535	United States Dollar 5,211,637	Goldman Sachs International		(17,516	)
5/31/13	Euro 2,437,847	United States Dollar 3,188,314	Citibank NA		62,088
6/28/13	British Pound Sterling 2,373,994	United States Dollar 3,592,969	Citibank NA		(12,597	)
6/28/13	Euro 4,830,021	United States Dollar 6,212,759	HSBC Bank USA		17,529

				$	65,590

At March 31, 2013, the Trust had sufficient cash and/or securities to cover commitments under these contracts.

The Trust is subject to foreign exchange risk in the normal course of pursuing its investment objective. Because the Trust holds foreign currency denominated investments, the value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Trust enters into forward foreign currency exchange contracts. The Trust also enters into such contracts to hedge the currency risk of investments it anticipates purchasing.

At March 31, 2013, the aggregate fair value of open derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) in an asset position and in a liability position and whose primary underlying risk exposure is foreign exchange risk was $95,703 and $30,113, respectively.

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

•

Level 1 — quoted prices in active markets for identical investments

•

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

•

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

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At March 31, 2013, the hierarchy of inputs used in valuing the Trust’s investments and open derivative instruments, which are carried at value, were as follows:


Asset Description	Level 1		Level 2			Level 3*		Total
Senior Floating-Rate Interests (Less Unfunded Loan Commitments)	$	—	$	399,868,875		$	833,264	$	400,702,139
Corporate Bonds & Notes		—		30,588,639			42,665		30,631,304
Asset-Backed Securities		—		3,469,462			—		3,469,462
Common Stocks		38,790		931,825			3,324,244		4,294,859
Warrants		—		21,378			—		21,378
Miscellaneous		—		9,975			276		10,251
Short-Term Investments		—		3,746,828			—		3,746,828
Total Investments	$	38,790	$	438,636,982		$	4,200,449	$	442,876,221
Forward Foreign Currency Exchange Contracts	$	—	$	95,703		$	—	$	95,703
Total	$	38,790	$	438,732,685		$	4,200,449	$	442,971,924

Liability Description
Forward Foreign Currency Exchange Contracts	$	—	$	(30,113	)	$	—	$	(30,113	)
Total	$	—	$	(30,113	)	$	—	$	(30,113	)

*	None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Trust.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended March 31, 2013 is not presented.

At March 31, 2013, there were no investments transferred between Level 1 and Level 2 during the fiscal year to date then ended.

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

Item 2. Controls and Procedures

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

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

Signatures

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

Eaton Vance Senior Income Trust



By:		/s/ Scott H. Page
		Scott H. Page
		President

Date:		May 24, 2013

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



By:		/s/ Scott H. Page
		Scott H. Page
		President

Date:		May 24, 2013



By:		/s/ James F. Kirchner
		James F. Kirchner
		Treasurer

Date:		May 24, 2013