Edgar Filing: EATON VANCE SENIOR INCOME TRUST

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act File Number		811-09013
Eaton Vance Senior Income Trust
(Exact Name of Registrant as Specified in Charter)
The Eaton Vance Building, 255 State Street, Boston, Massachusetts		02109
(Address of Principal Executive Offices)		(Zip code)
Alan R. Dynner, Esq. Eaton Vance Management, 255 State Street, Boston, Massachusetts 02109
(Name and Address of Agent for Services)
Registrant’s Telephone Number, Including Area Code:		(617) 482-8260
Date of Fiscal Year End:		June 30
Date of Reporting Period:		September 30, 2007

Item 1. Schedule of Investments

Eaton Vance Senior Income Trust as of September 30, 2007

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 159.0% (1)

Principal Amount			Borrower/Tranche Description		Value
Aerospace and Defense — 2.7%
			Colt Defense, LLC
$	498,750		Term Loan, 8.38%, Maturing July 9, 2014		$		495,633
			DAE Aviation Holdings, Inc.
258,333			Term Loan, Maturing July 31, 2009 (2)		258,656
516,667			Term Loan, Maturing July 31, 2014 (2)		517,312
			Evergreen International Aviation
999,765			Term Loan, 8.63%, Maturing October 31, 2011		974,771
			Hawker Beechcraft Acquisition
91,667			Term Loan, 5.26%, Maturing March 26, 2014		89,451
1,077,917			Term Loan, 7.19%, Maturing March 26, 2014		1,051,867
			Hexcel Corp.
276,396			Term Loan, 7.19%, Maturing March 1, 2012		269,486
			IAP Worldwide Services, Inc.
515,813			Term Loan, 11.50%, Maturing December 30, 2012		448,241
			Spirit AeroSystems, Inc.
627,671			Term Loan, 7.11%, Maturing December 31, 2011		624,533
			TransDigm, Inc.
1,375,000			Term Loan, 7.20%, Maturing June 23, 2013		1,351,511
			Vought Aircraft Industries, Inc.
1,105,624			Term Loan, 7.63%, Maturing December 17, 2011		1,089,039
			Wesco Aircraft Hardware Corp.
972,500			Term Loan, 7.45%, Maturing September 29, 2013		957,912
					$		8,128,412
Air Transport — 1.2%
			Airport Development and Investment, Ltd.
GBP		1,000,000	Term Loan, 10.03%, Maturing April 7, 2011	$		1,978,141
			Delta Air Lines, Inc.
650,000			Term Loan, 8.61%, Maturing April 30, 2014	631,584
			Northwest Airlines, Inc.
1,138,500			DIP Loan, 7.15%, Maturing August 21, 2008	1,086,414
				$		3,696,139
Automotive — 5.7%
			Accuride Corp.
$	862,448		Term Loan, 7.87%, Maturing January 31, 2012	$		845,199
			Adesa, Inc.
2,219,438			Term Loan, 7.45%, Maturing October 18, 2013	2,142,947
			Affina Group, Inc.
284,032			Term Loan, 8.36%, Maturing November 30, 2011	279,417
			Allison Transmission, Inc.
1,600,000			Term Loan, 8.54%, Maturing September 30, 2014	1,556,000

				AxleTech International Holding, Inc.
$	925,000			Term Loan, 11.86%, Maturing April 21, 2013	$	906,500
				CSA Acquisition Corp.
179,445				Term Loan, 7.75%, Maturing December 23, 2011	176,025
448,511				Term Loan, 7.75%, Maturing December 23, 2011	439,962
				Dana Corp.
1,275,000				Term Loan, 7.98%, Maturing March 30, 2008	1,269,687
				Dayco Products, LLC
1,059,851				Term Loan, 7.79%, Maturing June 21, 2011	1,031,588
				Federal-Mogul Corp.
1,500,000				Term Loan, 7.59%, Maturing December 31, 2007	1,450,125
				Ford Motor Co.
942,875				Term Loan, 8.70%, Maturing December 15, 2013	916,684
				General Motors Corp.
1,269,872				Term Loan, 7.74%, Maturing November 29, 2013	1,235,348
				Goodyear Tire & Rubber Co.
1,300,000				Term Loan, 6.85%, Maturing April 30, 2010	1,262,625
				HLI Operating Co., Inc.
EUR		378,182		Term Loan, 6.87%, Maturing May 30, 2014	514,973
EUR		21,818		Term Loan, 7.21%, Maturing May 30, 2014	30,253
				Keystone Automotive Operations, Inc.
471,438				Term Loan, 8.88%, Maturing January 12, 2012	436,669
				The Hertz Corp.
216,667				Term Loan, 5.24%, Maturing December 21, 2012	213,708
1,207,274				Term Loan, 7.56%, Maturing December 21, 2012	1,190,790
				TriMas Corp.
126,563				Term Loan, 8.05%, Maturing August 2, 2011	123,398
542,953				Term Loan, 7.61%, Maturing August 2, 2013	529,379
				United Components, Inc.
698,864				Term Loan, 7.38%, Maturing June 30, 2010	683,139
					$	17,234,416
Beverage and Tobacco — 1.0%
				Constellation Brands, Inc.
$	720,000			Term Loan, 7.16%, Maturing June 5, 2013	$	712,221
				Culligan International Co.
EUR			500,000	Term Loan, 9.35%, Maturing May 31, 2013	639,967
498,750				Term Loan, 7.42%, Maturing November 24, 2014	470,695
				Southern Wine & Spirits of America, Inc.
1,086,181				Term Loan, 6.70%, Maturing May 31, 2012	1,078,375
					$	2,901,258
Brokers, Dealers and Investment Houses — 0.3%
				AmeriTrade Holding Corp.
$	1,025,427			Term Loan, 6.63%, Maturing December 31, 2012	$	1,013,891
					$	1,013,891

Building and Development — 6.2%
		AIMCO Properties, L.P.
$	2,050,000	Term Loan, 6.86%, Maturing March 23, 2011	$	2,005,156
		Beacon Sales Acquisition, Inc.
372,188		Term Loan, 7.39%, Maturing September 30, 2013	357,300
		Building Materials Corp. of America
744,389		Term Loan, 8.13%, Maturing February 22, 2014	687,629
		Capital Automotive REIT
674,441		Term Loan, 7.42%, Maturing December 16, 2010	665,251
		Epco / Fantome, LLC
792,000		Term Loan, 7.98%, Maturing November 23, 2010	793,980
		Hovstone Holdings, LLC
521,828		Term Loan, 6.84%, Maturing February 28, 2009	474,863
		LNR Property Corp.
1,500,000		Term Loan, 8.11%, Maturing July 3, 2011	1,456,249
		Metroflag BP, LLC
300,000		Term Loan, 14.80%, Maturing July 1, 2008	300,750
		Mueller Water Products, Inc.
706,272		Term Loan, 7.06%, Maturing May 24, 2014	695,237
		Nortek, Inc.
921,500		Term Loan, 7.61%, Maturing August 27, 2011	889,248
		November 2005 Land Investors
198,324		Term Loan, 7.88%, Maturing May 9, 2011	178,491
		Panolam Industries Holdings, Inc.
718,289		Term Loan, 7.95%, Maturing September 30, 2012	689,557
		PLY GEM Industries, Inc.
983,139		Term Loan, 7.95%, Maturing August 15, 2011	926,916
36,735		Term Loan, 7.95%, Maturing August 15, 2011	34,634
		Realogy Corp.
477,273		Term Loan, 5.28%, Maturing September 1, 2014	448,159
1,768,295		Term Loan, 8.36%, Maturing September 1, 2014	1,660,429
		South Edge, LLC
162,168		Term Loan, 6.94%, Maturing October 31, 2007	151,627
421,875		Term Loan, 7.19%, Maturing October 31, 2009	383,906
		Stile Acquisition Corp.
563,706		Term Loan, 7.36%, Maturing April 6, 2013	532,233
		Stile U.S. Acquisition Corp.
564,669		Term Loan, 7.36%, Maturing April 6, 2013	533,142
		Tousa/Kolter, LLC
695,600		Term Loan, 8.51%, Maturing January 7, 2008	686,035
		TRU 2005 RE Holding Co.
2,200,000		Term Loan, 8.67%, Maturing December 9, 2008	2,184,646
		United Subcontractors, Inc.
450,000		Term Loan, 12.61%, Maturing June 27, 2013	430,875

			Wintergames Acquisition ULC
$	1,537,812		Term Loan, 7.18%, Maturing April 24, 2008	$	1,522,434
				$	18,688,747
Business Equipment and Services — 10.4%
			ACCO Brands Corp.
$	276,500		Term Loan, 7.23%, Maturing August 17, 2012	$	272,122
			Activant Solutions, Inc.
372,359			Term Loan, 7.38%, Maturing May 1, 2013	356,534
			Acxiom Corp.
725,333			Term Loan, 7.50%, Maturing September 15, 2012	714,453
			Affiliated Computer Services
442,125			Term Loan, 7.13%, Maturing March 20, 2013	436,292
1,160,313			Term Loan, 7.69%, Maturing March 20, 2013	1,145,003
			Affinion Group, Inc.
1,438,703			Term Loan, 7.99%, Maturing October 17, 2012	1,411,128
			Allied Security Holdings, LLC
674,545			Term Loan, 8.20%, Maturing June 30, 2010	671,173
			DynCorp International, LLC
574,651			Term Loan, 7.25%, Maturing February 11, 2011	562,080
			Education Management, LLC
2,084,595			Term Loan, 7.13%, Maturing June 1, 2013	2,019,741
			Info USA, Inc.
319,337			Term Loan, 7.20%, Maturing February 14, 2012	312,152
			ista International GmbH
EUR		563,126	Term Loan, 6.34%, Maturing May 14, 2015	739,730
EUR		111,874	Term Loan, 6.34%, Maturing May 14, 2015	146,959
			Kronos, Inc.
598,500			Term Loan, 7.45%, Maturing June 11, 2014	572,316
			Language Line, Inc.
423,101			Term Loan, 8.42%, Maturing June 11, 2011	413,052
			Mitchell International, Inc.
500,000			Term Loan, 10.50%, Maturing March 28, 2015	470,000
			N.E.W. Holdings I, LLC
540,075			Term Loan, 7.95%, Maturing May 22, 2014	507,333
			Protection One, Inc.
1,227,639			Term Loan, 7.79%, Maturing March 31, 2012	1,203,086
			Quantum Corp.
237,500			Term Loan, 8.70%, Maturing July 12, 2014	233,937
			Quintiles Transnational Corp.
900,000			Term Loan, 9.20%, Maturing March 31, 2014	888,750
			Sabre, Inc.
2,642,040			Term Loan, 7.36%, Maturing September 30, 2014	2,517,533
			Serena Software, Inc.
780,313			Term Loan, 7.34%, Maturing March 10, 2013	751,051

				Sitel (Client Logic)
EUR			973,203	Term Loan, 6.91%, Maturing January 29, 2014	$	1,287,158
535,403				Term Loan, 7.78%, Maturing January 29, 2014	505,956
				Solera Holdings, LLC
EUR			447,750	Term Loan, 6.75%, Maturing May 15, 2014	608,113
				SunGard Data Systems, Inc.
6,875,228				Term Loan, 7.36%, Maturing February 11, 2013	6,770,312
				TDS Investor Corp.
EUR		527,114		Term Loan, 6.98%, Maturing August 23, 2013	728,551
722,578				Term Loan, 7.45%, Maturing August 23, 2013	706,470
144,986				Term Loan, 7.45%, Maturing August 23, 2013	141,754
				Transaction Network Services, Inc.
362,099				Term Loan, 7.48%, Maturing May 4, 2012	356,667
				Valassis Communications, Inc.
273,076				Term Loan, 6.95%, Maturing March 2, 2014	254,985
				VWR International, Inc.
875,000				Term Loan, 7.70%, Maturing June 28, 2013	833,437
				WAM Acquisition, S.A.
EUR			153,716	Term Loan, 6.57%, Maturing May 4, 2014	209,932
EUR			96,284	Term Loan, 6.57%, Maturing May 4, 2014	131,524
EUR			153,716	Term Loan, 6.82%, Maturing May 4, 2015	210,888
EUR			96,284	Term Loan, 6.82%, Maturing May 4, 2015	132,072
				West Corp.
1,806,784				Term Loan, 7.61%, Maturing October 24, 2013	1,776,295
				Williams Scotsman, Inc.
500,000				Term Loan, 6.64%, Maturing June 27, 2010	496,250
					$	31,494,789
Cable and Satellite Television — 10.4%
				Atlantic Broadband Finance, LLC
$	1,749,190			Term Loan, 7.45%, Maturing February 10, 2011	$	1,721,203
				Bragg Communications, Inc.
1,200,000				Term Loan, 8.06%, Maturing August 31, 2014	1,201,500
				Bresnan Broadband Holdings, LLC
1,500,000				Term Loan, 7.36%, Maturing March 29, 2014	1,463,571
650,000				Term Loan, 9.95%, Maturing March 29, 2014	632,666
				Cequel Communications, LLC
875,000				Term Loan, 9.86%, Maturing May 5, 2014	855,312
1,782,795				Term Loan, 11.36%, Maturing May 5, 2014	1,746,248
				Charter Communications Operating, Inc.
6,109,362				Term Loan, 7.36%, Maturing April 28, 2013	5,912,989
				CSC Holdings, Inc.
1,580,000				Term Loan, 7.57%, Maturing March 29, 2013	1,560,842
				CW Media Holdings, Inc.
325,000				Term Loan, Maturing February 15, 2015 (2)	323,375
				Insight Midwest Holdings, LLC
2,875,000				Term Loan, 7.11%, Maturing April 6, 2014	2,824,688

					Mediacom Broadband Group
$	828,925				Term Loan, 6.88%, Maturing January 31, 2015	$	801,689
					Mediacom Illinois, LLC
1,960,188					Term Loan, 6.88%, Maturing January 31, 2015	1,892,281
					NTL Investment Holdings, Ltd.
GBP		331,461			Term Loan, 8.29%, Maturing March 30, 2012	648,582
GBP		168,539			Term Loan, 8.29%, Maturing March 30, 2012	329,787
					Orion Cable GmbH
EUR			450,000		Term Loan, 7.03%, Maturing October 31, 2014	625,035
EUR			450,000		Term Loan, 7.98%, Maturing October 31, 2015	628,848
					ProSiebenSat.1 Media AG
EUR				843,401	Term Loan, 7.08%, Maturing March 2, 2015 (2)	1,097,919
EUR				11,076	Term Loan, 6.55%, Maturing June 26, 2015	14,961
EUR				272,924	Term Loan, 6.55%, Maturing June 26, 2015	368,642
EUR				843,401	Term Loan, 7.33%, Maturing March 2, 2016 (2)	1,104,613
EUR				242,531	Term Loan, 8.45%, Maturing September 2, 2016	315,885
EUR				200,303	Term Loan, 7.78%, Maturing March 2, 2017 (4)	272,992
					UPC Broadband Holding B.V.
EUR		2,175,000			Term Loan, 6.30%, Maturing June 30, 2009	2,953,553
1,050,000					Term Loan, 7.13%, Maturing October 16, 2011	1,007,672
					Ypso Holding SA
EUR		1,000,000			Term Loan, 7.18%, Maturing July 28, 2015	1,368,067
						$	31,672,920
Chemicals and Plastics — 10.9%
					Brenntag Holding GmbH and Co. KG
$	196,364				Term Loan, 7.39%, Maturing December 23, 2013	$	189,573
803,636					Term Loan, 7.39%, Maturing December 23, 2013	775,844
600,000					Term Loan, 9.39%, Maturing December 23, 2015	576,000
					Celanese Holdings, LLC
2,269,313					Term Loan, 7.11%, Maturing April 2, 2014	2,228,358
					Cognis GmbH
EUR		401,639			Term Loan, 6.73%, Maturing September 15, 2013	533,493
EUR		98,361			Term Loan, 6.73%, Maturing September 15, 2013	130,651
					Foamex L.P.
1,411,765					Term Loan, 7.68%, Maturing February 12, 2013	1,328,235
					Georgia Gulf Corp.
495,875					Term Loan, 8.30%, Maturing October 3, 2013	485,441
					Hercules, Inc.
333,750					Term Loan, 7.25%, Maturing October 8, 2010	328,049
					Hexion Specialty Chemicals, Inc.
500,000					Term Loan, 7.63%, Maturing May 5, 2012	493,945
520,324					Term Loan, 7.50%, Maturing May 5, 2013	514,023
2,401,347					Term Loan, 7.63%, Maturing May 5, 2013	2,372,269
					Huish Detergents, Inc.
498,750					Term Loan, 7.20%, Maturing April 26, 2014	472,566

			INEOS Group
$	1,361,250		Term Loan, 7.36%, Maturing December 14, 2013	$	1,346,787
1,361,250			Term Loan, 7.86%, Maturing December 14, 2014	1,346,787
			Innophos, Inc.
307,159			Term Loan, 7.38%, Maturing August 10, 2010	304,087
			Invista B.V.
1,400,081			Term Loan, 6.70%, Maturing April 29, 2011	1,376,746
742,142			Term Loan, 6.70%, Maturing April 29, 2011	729,772
			ISP Chemco, Inc.
1,396,500			Term Loan, 7.27%, Maturing June 4, 2014	1,353,296
			Kleopatra
EUR		300,000	Term Loan, 6.70%, Maturing January 3, 2016	396,780
450,000			Term Loan, 7.85%, Maturing January 3, 2016	425,250
			Kranton Polymers, LLC
1,287,114			Term Loan, 7.38%, Maturing May 12, 2013	1,261,371
			Lucite International Group Holdings
329,041			Term Loan, 7.45%, Maturing July 7, 2013	324,928
116,502			Term Loan, 7.45%, Maturing July 7, 2013	115,046
			Lyondell Chemical Co.
2,079,000			Term Loan, 6.63%, Maturing August 16, 2013	2,070,229
			MacDermid, Inc.
EUR		497,500	Term Loan, 6.98%, Maturing April 12, 2014	672,144
			Millenium Inorganic Chemicals
200,000			Term Loan, 7.45%, Maturing April 30, 2014	192,750
500,000			Term Loan, 10.95%, Maturing October 31, 2014	477,500
			Momentive Performance Material
1,141,375			Term Loan, 7.81%, Maturing December 4, 2013	1,117,834
			Mosaic Co.
252,650			Term Loan, 6.94%, Maturing December 21, 2012	251,834
			Nalco Co.
2,731,885			Term Loan, 7.27%, Maturing November 4, 2010	2,715,379
			Professional Paint, Inc.
395,000			Term Loan, 8.05%, Maturing May 31, 2012	372,287
			Propex Fabrics, Inc.
425,334			Term Loan, 8.58%, Maturing July 31, 2012	361,534
			Rockwood Specialties Group, Inc.
2,276,625			Term Loan, 6.86%, Maturing December 10, 2012	2,220,816
			Solo Cup Co.
1,269,881			Term Loan, 8.94%, Maturing February 27, 2011	1,261,491
			Solutia, Inc.
1,039,652			DIP Loan, 8.36%, Maturing March 31, 2008	1,036,728
			Wellman, Inc.
900,000			Term Loan, 9.36%, Maturing February 10, 2009	880,425
				$	33,040,248

Clothing/Textiles — 0.9%
			Hanesbrands, Inc.
$	872,500		Term Loan, 7.09%, Maturing September 5, 2013	$	862,139
450,000			Term Loan, 9.11%, Maturing March 5, 2014	452,625
			St. John Knits International, Inc.
671,544			Term Loan, 8.20%, Maturing March 23, 2012	661,471
			The William Carter Co.
737,096			Term Loan, 6.80%, Maturing July 14, 2012	726,193
				$	2,702,428
Conglomerates — 4.4%
			Amsted Industries, Inc.
$	928,857		Term Loan, 7.38%, Maturing October 15, 2010	$	916,085
			Blount, Inc.
341,288			Term Loan, 7.26%, Maturing August 9, 2010	334,889
			Brickman Group Holdings, Inc.
796,000			Term Loan, 7.14%, Maturing January 23, 2014	774,110
			Doncasters (Dunde HoldCo 4 Ltd.)
227,244			Term Loan, 7.57%, Maturing July 13, 2015	220,426
227,244			Term Loan, 8.07%, Maturing July 13, 2015	220,426
EUR		417,379	Term Loan, 8.86%, Maturing January 13, 2016	575,769
			GenTek, Inc.
269,623			Term Loan, 7.47%, Maturing February 25, 2011	263,725
			Goodman Global Holdings, Inc.
472,002			Term Loan, 7.19%, Maturing December 23, 2011	460,202
			ISS Holdings A/S
EUR		877,193	Term Loan, 6.73%, Maturing December 31, 2013	1,215,045
EUR		122,807	Term Loan, 6.73%, Maturing December 31, 2013	170,106
			Jarden Corp.
1,169,011			Term Loan, 6.95%, Maturing January 24, 2012	1,138,872
823,344			Term Loan, 6.95%, Maturing January 24, 2012	802,117
			Johnson Diversey, Inc.
872,450			Term Loan, 7.36%, Maturing December 16, 2011	857,909
			Polymer Group, Inc.
1,375,500			Term Loan, 7.42%, Maturing November 22, 2012	1,361,745
			RBS Global, Inc.
740,625			Term Loan, 7.64%, Maturing July 19, 2013	728,127
			Rexnord Corp.
677,459			Term Loan, 7.86%, Maturing July 19, 2013	666,027
			RGIS Holdings, LLC
85,500			Term Loan, 7.63%, Maturing April 30, 2014	81,546
1,710,000			Term Loan, 7.63%, Maturing April 30, 2014	1,630,913
			Terex Corp.
395,000			Term Loan, 6.95%, Maturing July 13, 2013	393,025

		Vertrue, Inc.
$	475,000	Term Loan, Maturing August 16, 2014 (2)	$	451,250
			$	13,262,314
Containers and Glass Products — 4.7%
		Berry Plastics Corp.
$	995,000	Term Loan, 7.36%, Maturing April 3, 2015	$	972,613
		Bluegrass Container Co.
685,800		Term Loan, 7.58%, Maturing June 30, 2013	682,800
205,200		Term Loan, 7.62%, Maturing June 30, 2013	204,302
157,576		Term Loan, 10.67%, Maturing December 30, 2013	158,561
492,424		Term Loan, 10.67%, Maturing December 30, 2013	495,502
		Consolidated Container Co.
500,000		Term Loan, 10.85%, Maturing September 28, 2014	450,000
		Crown Americas, Inc.
346,500		Term Loan, 7.31%, Maturing November 15, 2012	336,971
		Graham Packaging Holdings Co.
2,263,625		Term Loan, 7.71%, Maturing October 7, 2011	2,234,859
		Graphic Packaging International, Inc.
3,059,625		Term Loan, 7.44%, Maturing May 16, 2014	3,045,419
		IPG (US), Inc.
246,790		Term Loan, 9.75%, Maturing July 28, 2011	243,088
		JSG Acquisitions
990,000		Term Loan, 7.24%, Maturing December 31, 2013	951,019
990,000		Term Loan, 7.49%, Maturing December 13, 2014	955,969
		Kranson Industries, Inc.
446,835		Term Loan, 7.45%, Maturing July 31, 2013	440,132
		Owens-Brockway Glass Container
855,313		Term Loan, 7.30%, Maturing June 14, 2013	838,741
		Smurfit-Stone Container Corp.
377,453		Term Loan, 5.22%, Maturing November 1, 2011	373,973
561,940		Term Loan, 7.44%, Maturing November 1, 2011	556,760
832,521		Term Loan, 7.64%, Maturing November 1, 2011	824,846
347,915		Term Loan, 7.69%, Maturing November 1, 2011	344,708
			$	14,110,263
Cosmetics/Toiletries — 0.5%
		American Safety Razor Co.
$	400,000	Term Loan, 11.69%, Maturing July 31, 2014	$	396,500
		KIK Custom Products, Inc.
525,000		Term Loan, 10.20%, Maturing November 30, 2014	443,625
		Prestige Brands, Inc.
788,736		Term Loan, 7.74%, Maturing April 7, 2011	775,919
			$	1,616,044

Drugs — 1.6%
			Graceway Pharmaceuticals, LLC
$	491,667		Term Loan, 7.95%, Maturing May 3, 2012	$	458,326
500,000			Term Loan, 11.70%, Maturing May 3, 2013	450,000
150,000			Term Loan, 13.45%, Maturing November 3, 2013	127,500
			Pharmaceutical Holdings Corp.
341,250			Term Loan, 8.38%, Maturing January 30, 2012	331,013
			Stiefel Laboratories, Inc.
645,205			Term Loan, 7.61%, Maturing December 28, 2013	633,914
843,545			Term Loan, 7.61%, Maturing December 28, 2013	828,783
			Warner Chilcott Corp.
468,418			Term Loan, 7.20%, Maturing January 18, 2012	458,113
1,565,126			Term Loan, 7.24%, Maturing January 18, 2012	1,530,693
				$	4,818,342
Ecological Services and Equipment — 1.4%
			Allied Waste Industries, Inc.
$	838,113		Term Loan, 5.32%, Maturing January 15, 2012	$	828,724
1,542,149			Term Loan, 6.76%, Maturing January 15, 2012	1,524,874
			Blue Waste B.V. (AVR Acquisition)
EUR		500,000	Term Loan, 6.98%, Maturing April 1, 2015	694,187
			EnergySolutions, LLC
7,948			Term Loan, 7.66%, Maturing June 7, 2013	7,848
			IESI Corp.
441,176			Term Loan, 7.17%, Maturing January 20, 2012	429,044
			Sensus Metering Systems, Inc.
44,125			Term Loan, 7.36%, Maturing December 17, 2010	43,463
679,148			Term Loan, 7.38%, Maturing December 17, 2010	668,961
				$	4,197,101
Electronics/Electrical — 5.0%
			AMI Semiconductor, Inc.
$	832,617		Term Loan, 7.63%, Maturing April 1, 2012	$	807,638
			Aspect Software, Inc.
1,089,000			Term Loan, 8.25%, Maturing July 11, 2011	1,039,995
950,000			Term Loan, 12.44%, Maturing July 11, 2013	907,250
			EnerSys Capital, Inc.
967,687			Term Loan, 7.13%, Maturing March 17, 2011	950,753
			FCI International S.A.S.
114,637			Term Loan, 7.76%, Maturing November 1, 2013	109,621
110,363			Term Loan, 7.76%, Maturing November 1, 2013	105,535
110,363			Term Loan, 7.76%, Maturing November 1, 2013	106,190
114,637			Term Loan, 7.76%, Maturing November 1, 2013	110,302
			Freescale Semiconductor, Inc.
2,307,563			Term Loan, 7.33%, Maturing December 1, 2013	2,210,933

		Infor Enterprise Solutions Holdings
$	1,414,993	Term Loan, 8.95%, Maturing July 28, 2012	$	1,370,774
738,257		Term Loan, 8.95%, Maturing July 28, 2012	715,187
250,000		Term Loan, 10.70%, Maturing March 2, 2014	239,375
91,667		Term Loan, 11.45%, Maturing March 2, 2014	87,771
158,333		Term Loan, 11.45%, Maturing March 2, 2014	151,604
		Network Solutions, LLC
412,969		Term Loan, 7.68%, Maturing March 7, 2014	394,386
		Open Solutions, Inc.
1,194,211		Term Loan, 7.49%, Maturing January 23, 2014	1,141,217
		Spectrum Brands, Inc.
32,388		Term Loan, 5.52%, Maturing March 30, 2013	31,842
653,579		Term Loan, 9.43%, Maturing March 30, 2013	642,550
		Sensata Technologies Finance Co.
1,412,150		Term Loan, 7.11%, Maturing April 27, 2013	1,361,968
		SS&C Technologies, Inc.
873,272		Term Loan, 7.20%, Maturing November 23, 2012	851,440
		TTM Technologies, Inc.
204,375		Term Loan, 7.50%, Maturing October 27, 2012	201,309
		VeriFone, Inc.
389,813		Term Loan, 7.11%, Maturing October 31, 2013	384,940
		Vertafore, Inc.
995,006		Term Loan, 8.01%, Maturing January 31, 2012	967,644
450,000		Term Loan, 11.51%, Maturing January 31, 2013	429,750
			$	15,319,974
Equipment Leasing — 0.7%
		AWAS Capital, Inc.
$	1,146,306	Term Loan, 11.25%, Maturing March 22, 2013	$	1,129,112
		Maxim Crane Works, L.P.
475,000		Term Loan, 7.36%, Maturing June 29, 2014	451,250
		United Rentals, Inc.
166,667		Term Loan, 5.32%, Maturing February 14, 2011	166,068
364,281		Term Loan, 7.72%, Maturing February 14, 2011	362,971
			$	2,109,401
Farming/Agriculture — 0.3%
		Central Garden & Pet Co.
$	1,108,125	Term Loan, 7.21%, Maturing February 28, 2014	$	1,052,719
			$	1,052,719
Financial Intermediaries — 2.1%
		Citco III, Ltd.
$	1,050,000	Term Loan, 7.63%, Maturing June 30, 2014	$	1,008,000
		Coinstar, Inc.
278,270		Term Loan, 7.36%, Maturing July 7, 2011	275,487
		Grosvenor Capital Management
1,291,166		Term Loan, 7.63%, Maturing December 5, 2013	1,258,887

					INVESTools, Inc.
$	300,000				Term Loan, 8.45%, Maturing August 13, 2012	$	294,000
					iPayment, Inc.
488,131					Term Loan, 7.36%, Maturing May 10, 2013	463,725
					Jupiter Asset Management Group
GBP		235,294			Term Loan, 8.74%, Maturing June 30, 2015	444,022
					LPL Holdings, Inc.
1,920,884					Term Loan, 7.20%, Maturing December 18, 2014	1,868,060
					Oxford Acquisition III, Ltd.
500,000					Term Loan, 7.11%, Maturing May 24, 2014	466,250
					RJO Holdings Corp. (RJ O’Brien)
250,000					Term Loan, 8.13%, Maturing July 31, 2014	227,500
						$	6,305,931
Food Products — 5.2%
					Acosta, Inc.
$	1,629,778				Term Loan, 7.38%, Maturing July 28, 2013	$	1,595,145
					Advantage Sales & Marketing, Inc.
442,610					Term Loan, 7.17%, Maturing March 29, 2013	423,246
249,946					Term Loan, 7.17%, Maturing March 29, 2013	239,011
					Black Lion Beverages III B.V.
EUR				147,059	Term Loan, 6.31%, Maturing December 31, 2013	201,411
EUR				852,941	Term Loan, 6.31%, Maturing December 31, 2014	1,168,186
					Chiquita Brands, LLC
322,208					Term Loan, 8.19%, Maturing June 28, 2012	314,053
					Dean Foods Co.
1,840,750					Term Loan, 6.70%, Maturing April 2, 2014	1,799,333
					Dole Food Company, Inc.
88,372					Term Loan, 5.23%, Maturing April 12, 2013	85,735
652,849					Term Loan, 7.51%, Maturing April 12, 2013	633,365
195,855					Term Loan, 7.64%, Maturing April 12, 2013	190,010
					Foodvest Limited
EUR			483,210		Term Loan, 6.59%, Maturing March 16, 2014	663,269
EUR			251,739		Term Loan, 7.09%, Maturing March 16, 2015	347,078
					Michael Foods, Inc.
1,071,938					Term Loan, 7.36%, Maturing November 21, 2010	1,042,459
					National Dairy Holdings, L.P.
143,909					Term Loan, 7.13%, Maturing March 15, 2012	139,232
					Pinnacle Foods Finance, LLC
2,019,938					Term Loan, 7.95%, Maturing April 2, 2014	1,952,607
					Provimi Group SA
EUR				500,000	Term Loan, Maturing June 28, 2015 (2)	691,520
EUR				37,419	Term Loan, 6.51%, Maturing June 28, 2015 (4)	52,506
EUR				300,260	Term Loan, 6.60%, Maturing June 28, 2015 (4)	415,272
EUR				174,227	Term Loan, 6.60%, Maturing June 28, 2015 (4)	240,964
EUR			151,474		Term Loan, 6.60%, Maturing June 28, 2015	209,494
EUR			206,476		Term Loan, 6.60%, Maturing June 28, 2015	285,564

$	87,139			Term Loan, 7.61%, Maturing June 28, 2015	$	84,743
70,809				Term Loan, 7.61%, Maturing June 28, 2015	68,862
225,701				Term Loan, 5.07%, Maturing December 28, 2016 (4)	222,691
EUR			557,956	Term Loan, 6.51%, Maturing December 28, 2016 (4)	782,918
				QCE Finance, LLC
496,231				Term Loan, 7.57%, Maturing May 5, 2013	482,972
500,000				Term Loan, 10.95%, Maturing November 5, 2013	485,000
				Reddy Ice Group, Inc.
1,055,000				Term Loan, 7.11%, Maturing August 9, 2012	1,039,175
					$	15,855,821
Food Service — 2.7%
				AFC Enterprises, Inc.
$	219,892			Term Loan, 7.50%, Maturing May 23, 2009	$	215,494
				Aramark Corp.
GBP		496,250		Term Loan, 8.44%, Maturing January 27, 2014	985,759
				Buffets, Inc.
99,167				Term Loan, 5.08%, Maturing May 1, 2013	92,721
745,202				Term Loan, 8.29%, Maturing November 1, 2013	696,764
				Burger King Corp.
964,460				Term Loan, 6.75%, Maturing June 30, 2012	954,816
				CBRL Group, Inc.
949,891				Term Loan, 6.86%, Maturing April 27, 2013	928,915
				Denny’s, Inc.
70,000				Term Loan, 5.43%, Maturing March 31, 2012	69,038
358,774				Term Loan, 7.32%, Maturing March 31, 2012	353,841
				JRD Holdings, Inc.
339,063				Term Loan, 8.17%, Maturing June 26, 2014	333,977
				Maine Beverage Co., LLC
366,071				Term Loan, 7.11%, Maturing June 30, 2010	364,241
				NPC International, Inc.
200,000				Term Loan, 7.04%, Maturing May 3, 2013	195,750
				OSI Restaurant Partners, LLC
69,550				Term Loan, 5.52%, Maturing May 9, 2013	66,790
853,311				Term Loan, 7.44%, Maturing May 9, 2014	819,446
				RMK Acquisition Corp. (Aramark)
139,244				Term Loan, 5.20%, Maturing January 26, 2014	137,025
1,931,613				Term Loan, 7.20%, Maturing January 26, 2014	1,900,829
				Sagittarius Restaurants, LLC
197,000				Term Loan, 7.45%, Maturing March 29, 2013	183,210
					$	8,298,616

Food/Drug Retailers — 3.0%
			General Nutrition Centers, Inc.
$	848,625		Term Loan, Maturing September 16, 2013 (2)	$	809,906
			Iceland Foods Group, Ltd.
GBP		375,000	Term Loan, 8.93%, Maturing May 2, 2014	743,713
GBP		375,000	Term Loan, 9.43%, Maturing May 2, 2015	747,533
GBP		500,000	Term Loan, 11.05%, Maturing May 2, 2016	1,018,675
			Pantry, Inc. (The)
127,778			Term Loan, 0.00%, Maturing May 15, 2014 (4)	122,986
446,104			Term Loan, 6.88%, Maturing May 15, 2014	429,375
			Rite Aid Corp.
2,100,000			Term Loan, 7.33%, Maturing June 1, 2014	2,059,313
			Roundy’s Supermarkets, Inc.
2,319,842			Term Loan, 8.46%, Maturing November 3, 2011	2,299,544
			Supervalu, Inc.
790,000			Term Loan, 7.32%, Maturing June 1, 2012	783,829
				$	9,014,874
Forest Products — 3.1%
			Appleton Papers, Inc.
$	723,188		Term Loan, 7.06%, Maturing June 5, 2014	$	692,452
			Boise Cascade Holdings, LLC
1,829,110			Term Loan, 6.69%, Maturing April 30, 2014	1,820,727
411,698			Term Loan, 6.72%, Maturing April 30, 2014	409,811
			Georgia-Pacific Corp.
4,666,875			Term Loan, 7.41%, Maturing December 20, 2012	4,580,267
			NewPage Corp.
766,670			Term Loan, 7.63%, Maturing May 2, 2011	762,837
			Xerium Technologies, Inc.
1,331,158			Term Loan, 7.95%, Maturing May 18, 2012	1,266,819
				$	9,532,913
Healthcare — 14.1%
			Accellent, Inc.
$	923,550		Term Loan, 8.01%, Maturing November 22, 2012	$	875,064
			Alliance Imaging, Inc.
1,132,099			Term Loan, 7.88%, Maturing December 29, 2011	1,116,533
			American Achievement Corp.
196,117			Term Loan, 8.12%, Maturing March 25, 2011	191,214
			American Medical Systems
798,714			Term Loan, 7.57%, Maturing July 20, 2012	780,743
			AMN Healthcare, Inc.
200,562			Term Loan, 6.95%, Maturing November 2, 2011	195,298
			AMR HoldCo, Inc.
1,070,884			Term Loan, 7.72%, Maturing February 10, 2012	1,047,458

		Biomet, Inc.
EUR	650,000	Term Loan, 7.72%, Maturing December 26, 2014	$	910,532
1,500,000		Term Loan, 8.20%, Maturing December 26, 2014	1,484,732
		Cardinal Health 409, Inc.
822,938		Term Loan, 7.45%, Maturing April 10, 2014	790,020
		Carestream Health, Inc.
1,450,000		Term Loan, 7.27%, Maturing April 30, 2013	1,398,344
500,000		Term Loan, 10.59%, Maturing October 30, 2013	478,959
		Carl Zeiss Vision Holding GmbH
630,000		Term Loan, 7.64%, Maturing March 23, 2015	609,000
		Community Health Systems, Inc.
275,329		Term Loan, 0.00%, Maturing July 25, 2014 (4)	270,975
4,174,671		Term Loan, 7.76%, Maturing July 25, 2014	4,108,661
		Concentra, Inc.
350,000		Term Loan, 10.70%, Maturing June 25, 2015	330,750
		ConMed Corp.
263,667		Term Loan, 6.63%, Maturing April 13, 2013	257,734
		CRC Health Corp.
272,250		Term Loan, 7.45%, Maturing February 6, 2013	266,124
246,262		Term Loan, 7.45%, Maturing February 6, 2013	240,721
		DaVita, Inc.
2,715,474		Term Loan, 6.85%, Maturing October 5, 2012	2,671,348
		DJ Orthopedics, LLC
203,929		Term Loan, 6.93%, Maturing April 7, 2013	202,144
		Emdeon Business Services, LLC
924,001		Term Loan, 7.49%, Maturing November 16, 2013	908,986
		Encore Medical Finance, LLC
1,065,493		Term Loan, 7.84%, Maturing November 3, 2013	1,054,838
		Fenwal, Inc.
500,000		Term Loan, 10.79%, Maturing August 28, 2014	477,813
		FGX International, Inc.
294,000		Term Loan, 9.65%, Maturing December 12, 2012	285,180
		FHC Health Systems, Inc.
137,673		Term Loan, 12.33%, Maturing December 18, 2009	139,049
96,371		Term Loan, 14.33%, Maturing December 18, 2009	98,298
750,000		Term Loan, 15.33%, Maturing February 7, 2011	757,500
		Fresenius Medical Care Holdings
1,372,957		Term Loan, 6.71%, Maturing March 31, 2013	1,352,731
		Hanger Orthopedic Group, Inc.
395,003		Term Loan, 7.45%, Maturing May 30, 2013	387,102
		HCA, Inc.
3,622,625		Term Loan, 7.45%, Maturing November 18, 2013	3,559,229
		Health Management Association, Inc.
1,627,573		Term Loan, 6.95%, Maturing February 28, 2014	1,550,773
		HealthSouth Corp.
1,547,815		Term Loan, 7.86%, Maturing March 10, 2013	1,508,345

			Iasis Healthcare, LLC
$	155,008		Term Loan, 5.96%, Maturing March 14, 2014 (4)	$	148,129
41,335			Term Loan, 7.12%, Maturing March 14, 2014	39,501
451,388			Term Loan, 7.36%, Maturing March 14, 2014	431,358
			Ikaria Acquisition, Inc.
308,298			Term Loan, 7.70%, Maturing March 28, 2013	300,590
			IM US Holdings, LLC
350,000			Term Loan, 9.45%, Maturing June 26, 2015	348,688
			Invacare Corp.
545,875			Term Loan, 7.56%, Maturing February 12, 2013	525,746
			inVentiv Health, Inc.
28,571			Term Loan, 0.00%, Maturing July 6, 2014 (4)	27,714
470,250			Term Loan, 6.88%, Maturing July 6, 2014	456,142
			Leiner Health Products, Inc.
517,613			Term Loan, 9.65%, Maturing May 27, 2011	492,379
			LifeCare Holdings, Inc.
441,000			Term Loan, 8.20%, Maturing August 11, 2012	413,162
			LifePoint Hospitals, Inc.
1,107,929			Term Loan, 7.17%, Maturing April 15, 2012	1,082,309
			Magellan Health Services, Inc.
457,958			Term Loan, 5.60%, Maturing August 15, 2008	448,799
171,734			Term Loan, 7.50%, Maturing August 15, 2008	168,300
			Matria Healthcare, Inc.
107,878			Term Loan, 7.34%, Maturing January 19, 2012	105,653
			MultiPlan Merger Corp.
360,667			Term Loan, 7.63%, Maturing April 12, 2013	351,763
257,224			Term Loan, 7.63%, Maturing April 12, 2013	250,873
			National Mentor Holdings, Inc.
33,600			Term Loan, 5.32%, Maturing June 29, 2013	31,752
559,320			Term Loan, 7.20%, Maturing June 29, 2013	528,557
			National Rental Institutes, Inc.
469,063			Term Loan, 7.50%, Maturing March 31, 2013	449,421
			Nyco Holdings
EUR		500,000	Term Loan, 7.21%, Maturing December 29, 2014	647,967
EUR		500,000	Term Loan, 7.71%, Maturing December 29, 2015	651,522
			Physiotherapy Associates, Inc.
450,000			Term Loan, 9.75%, Maturing June 27, 2013	446,625
			RadNet Management, Inc.
297,750			Term Loan, 9.22%, Maturing November 15, 2012	298,495
350,000			Term Loan, 13.22%, Maturing November 15, 2013	351,750
			Renal Advantage, Inc.
196,063			Term Loan, 8.10%, Maturing October 5, 2012	189,691
			Select Medical Holding Corp.
1,245,575			Term Loan, 7.48%, Maturing February 24, 2012	1,191,600
			Sunrise Medical Holdings, Inc.
342,860			Term Loan, 9.48%, Maturing May 13, 2010	313,717

			Vanguard Health Holding Co., LLC
$	1,617,312		Term Loan, 7.45%, Maturing September 23, 2011	$	1,570,814
			Viant Holdings, Inc.
299,250			Term Loan, 7.45%, Maturing June 25, 2014	280,173
				$	42,849,388
Home Furnishings — 2.1%
			Hunter Fan Co.
$	25,714		Term Loan, 0.00%, Maturing April 16, 2014 (4)	$	23,657
273,664			Term Loan, 8.03%, Maturing April 16, 2014	251,771
			Interline Brands, Inc.
530,245			Term Loan, 6.88%, Maturing June 23, 2013	519,640
366,576			Term Loan, 6.88%, Maturing June 23, 2013	359,245
			National Bedding Co., LLC
995,000			Term Loan, 7.55%, Maturing August 31, 2011	960,175
350,000			Term Loan, 10.19%, Maturing August 31, 2012	320,833
			Oreck Corp.
677,641			Term Loan, 9.50%, Maturing February 2, 2012	543,807
			Sanitec, Ltd. Oy
EUR		500,000	Term Loan, 7.05%, Maturing April 7, 2013	659,745
EUR		500,000	Term Loan, 7.55%, Maturing April 7, 2014	662,411
			Simmons Co.
1,542,797			Term Loan, 7.38%, Maturing December 19, 2011	1,496,513
500,000			Term Loan, 10.65%, Maturing February 15, 2012	467,500
				$	6,265,297
Industrial Equipment — 3.7%
			Aearo Technologies, Inc.
$	400,000		Term Loan, 10.70%, Maturing September 24, 2013	$	384,250
399,000			Term Loan, 7.45%, Maturing July 2, 2014	386,033
			Alliance Laundry Holdings, LLC
224,149			Term Loan, 7.88%, Maturing January 27, 2012	220,787
			Colfax Corp.
586,069			Term Loan, 7.50%, Maturing May 30, 2009	581,673
			EPD Holdings
425,000			Term Loan, 11.11%, Maturing July 13, 2015	411,542
40,625			Term Loan, 0.00%, Maturing July 13, 2014 (4)	39,609
284,375			Term loan, 7.86%, Maturing July 13, 2014	277,266
			Flowserve Corp.
1,076,479			Term Loan, 6.78%, Maturing August 10, 2012	1,062,014
			FR Brand Acquisition Corp.
497,500			Term Loan, 7.53%, Maturing February 7, 2014	475,734
			Generac Acquisition Corp.
693,000			Term Loan, 9.25%, Maturing November 7, 2013	626,175
500,000			Term Loan, 12.75%, Maturing April 7, 2014	362,709

			Gleason Corp.
$	306,063		Term Loan, 7.47%, Maturing June 30, 2013	$	301,472
83,902			Term Loan, 7.47%, Maturing June 30, 2013	82,643
			Itron, Inc.
EUR		285,067	Term Loan, 6.73%, Maturing April 18, 2014	394,090
			Jason, Inc.
300,000			Term Loan, 8.03%, Maturing April 30, 2010	292,500
			John Maneely Co.
1,526,595			Term Loan, 8.61%, Maturing December 8, 2013	1,422,120
			Loan Acquisitions Corp.
362,841			Term Loan, 7.63%, Maturing July 11, 2014	358,305
136,023			Term Loan, 8.04%, Maturing July 11, 2014	134,322
			Polypore, Inc.
1,620,938			Term Loan, 7.38%, Maturing July 3, 2014	1,568,257
			TFS Acquisition Corp.
1,113,750			Term Loan, 8.70%, Maturing August 11, 2013	1,085,906
			TNT Logistics Holdings
557,813			Term Loan, 8.13%, Maturing January 4, 2014	541,078
65,789			Term Loan, 8.20%, Maturing January 4, 2014	65,132
				$	11,073,617
Insurance — 1.7%
			AmWINS Group, Inc.
$	500,000		Term Loan, 11.07%, Maturing June 8, 2014	$	462,500
			Applied Systems, Inc.
717,750			Term Loan, 7.85%, Maturing September 26, 2013	685,451
			CCC Information Services Group, Inc.
324,028			Term Loan, 7.71%, Maturing February 10, 2013	314,307
			Conseco, Inc.
1,884,001			Term Loan, 7.13%, Maturing October 10, 2013	1,787,446
			Crawford & Company
672,946			Term Loan, 7.45%, Maturing October 31, 2013	662,011
			Hub International Holdings, Inc.
82,288			Term Loan, 0.00%, Maturing June 13, 2014 (4)	80,540
366,728			Term Loan, 8.20%, Maturing June 13, 2014	358,935
			U.S.I. Holdings Corp.
947,625			Term Loan, 7.95%, Maturing May 4, 2014	928,080
				$	5,279,270
Leisure Goods/Activities/Movies — 8.6%
			24 Hour Fitness Worldwide, Inc.
$	886,500		Term Loan, 7.87%, Maturing June 8, 2012	$	868,770
			AMC Entertainment, Inc.
982,500			Term Loan, 6.88%, Maturing January 26, 2013	962,850
			AMF Bowling Worldwide, Inc.
500,000			Term Loan, 11.81%, Maturing December 8, 2013	485,000

		Bombardier Recreational Product
$	979,747	Term Loan, 7.86%, Maturing June 28, 2013	$	960,968
		Carmike Cinemas, Inc.
496,231		Term Loan, 8.98%, Maturing May 19, 2012	493,440
		Cedar Fair, L.P.
2,373,722		Term Loan, 7.13%, Maturing August 30, 2012	2,331,192
		Cinemark, Inc.
1,967,297		Term Loan, 7.27%, Maturing October 5, 2013	1,920,300
		Deluxe Entertainment Services
35,433		Term Loan, 5.10%, Maturing January 28, 2011	34,370
766,609		Term Loan, 7.45%, Maturing January 28, 2011	743,610
69,612		Term Loan, 7.45%, Maturing January 28, 2011	67,523
		Easton-Bell Sports, Inc.
791,722		Term Loan, 6.85%, Maturing March 16, 2012	761,290
		HEI Acquisition, LLC
1,025,000		Term Loan, 9.36%, Maturing April 13, 2014	932,750
		Mega Blocks, Inc.
833,000		Term Loan, 7.63%, Maturing July 26, 2012	784,061
		Metro-Goldwyn-Mayer Holdings, Inc.
4,316,707		Term Loan, 8.45%, Maturing April 8, 2012	4,141,833
		National CineMedia, LLC
400,000		Term Loan, 7.46%, Maturing February 13, 2015	384,594
		Regal Cinemas Corp.
2,178,000		Term Loan, 6.70%, Maturing November 10, 2010	2,119,961
		Revolution Studios Distribution Co., LLC
697,814		Term Loan, 8.88%, Maturing December 21, 2014	683,858
450,000		Term Loan, 12.13%, Maturing June 21, 2015	443,250
		Six Flags Theme Parks, Inc.
1,695,750		Term Loan, 7.75%, Maturing April 30, 2015	1,625,404
		Southwest Sports Group, LLC
600,000		Term Loan, 7.75%, Maturing December 22, 2010	589,500
		Universal City Development Partners, Ltd.
934,709		Term Loan, 7.42%, Maturing June 9, 2011	916,015
		WMG Acquisition Corp.
450,000		Revolving Loan, 0.00%, Maturing February 28, 2010 (4)	438,750
3,524,438		Term Loan, 7.48%, Maturing February 28, 2011	3,449,544
			$	26,138,833
Lodging and Casinos — 4.4%
		Ameristar Casinos, Inc.
$	591,000	Term Loan, 8.43%, Maturing November 10, 2012	$	584,351
		Bally Technologies, Inc.
1,583,461		Term Loan, 8.64%, Maturing September 5, 2009	1,574,884
		CCM Merger, Inc.
1,006,833		Term Loan, 7.30%, Maturing April 25, 2012	977,886
		Green Valley Ranch Gaming, LLC
263,625		Term Loan, 7.41%, Maturing February 16, 2014	257,034

		Isle of Capri Casinos, Inc.
$	211,765	Term Loan, 0.00%, Maturing November 30, 2013 (4)	$	204,565
704,117		Term Loan, 6.89%, Maturing November 30, 2013	680,177
281,647		Term Loan, 6.89%, Maturing November 30, 2013	272,071
		Las Vegas Sands Corp.
1,835,400		Term Loan, 6.95%, Maturing May 23, 2014	1,791,427
		LodgeNet Entertainment Corp.
448,875		Term Loan, 7.20%, Maturing April 4, 2014	438,775
		Gateway Casinos
541,667		Term Loan, Maturing June 30, 2014 (2)	520,000
108,333		Term Loan, Maturing June 30, 2014 (2)	104,000
		Penn National Gaming, Inc.
3,444,700		Term Loan, 7.11%, Maturing October 3, 2012	3,424,128
		Venetian Casino Resort, LLC
460,000		Term Loan, 0.00%, Maturing May 14, 2014 (4)	448,979
		VML US Finance, LLC
241,667		Term Loan, 7.45%, Maturing May 25, 2012	236,531
483,333		Term Loan, 7.45%, Maturing May 25, 2013	473,063
		Wimar Opco, LLC
1,342,641		Term Loan, 7.45%, Maturing January 3, 2012	1,304,520
			$	13,292,391
Nonferrous Metals/Minerals — 2.3%
		Alpha Natural Resources, LLC
$	466,687	Term Loan, 6.95%, Maturing October 26, 2012	$	460,854
		Euramax International, Inc.
325,750		Term Loan, 8.38%, Maturing June 28, 2012	307,183
334,211		Term Loan, 13.36%, Maturing June 28, 2013	300,789
165,789		Term Loan, 13.36%, Maturing June 28, 2013	149,211
		Magnum Coal Co.
100,000		Term Loan, 8.38%, Maturing March 15, 2013	93,000
985,000		Term Loan, 8.42%, Maturing March 15, 2013	916,050
		Murray Energy Corp.
731,250		Term Loan, 8.54%, Maturing January 28, 2010	723,938
		Neo Material Technologies, Inc.
593,125		Term Loan, 8.69%, Maturing August 31, 2009	593,125
		Noranda Aluminum Acquisition
211,875		Term Loan, 7.51%, Maturing May 18, 2014	206,446
		Novelis, Inc.
335,098		Term Loan, 7.20%, Maturing June 28, 2014	326,580
737,215		Term Loan, 7.20%, Maturing June 28, 2014	718,477
		Oxbow Carbon and Mineral Holdings
100,419		Term Loan, 7.20%, Maturing May 8, 2014	93,892
1,143,583		Term Loan, 7.21%, Maturing May 8, 2014	1,069,250
		Stillwater Mining Co.
704,272		Term Loan, 7.44%, Maturing July 30, 2010	697,230

			Thompson Creek Metals Co.
$	446,109		Term Loan, 9.88%, Maturing October 26, 2012	$	443,878
				$	7,099,903
Oil and Gas — 3.5%
			Atlas Pipeline Partners, L.P.
$	825,000		Term Loan, 7.96%, Maturing July 20, 2014	$	823,969
			Big West Oil, LLC
220,000			Term Loan, 0.00%, Maturing May 1, 2014 (4)	213,400
179,000			Term Loan, 7.44%, Maturing May 1, 2014	173,630
			Concho Resources, Inc.
604,150			Term Loan, 9.76%, Maturing March 27, 2012	601,884
			Dresser, Inc.
494,904			Term Loan, 8.00%, Maturing May 4, 2014	487,109
700,000			Term Loan, 11.13%, Maturing May 4, 2015	680,750
			El Paso Corp.
725,000			Term Loan, 5.22%, Maturing July 31, 2011	716,844
			Hercules Offshore, Inc.
375,000			Term Loan, 7.11%, Maturing July 6, 2013	369,844
			Key Energy Services, Inc.
628,800			Term Loan, 7.77%, Maturing June 30, 2012	627,032
			Kinder Morgan, Inc.
2,055,294			Term Loan, 6.64%, Maturing May 21, 2014	2,019,455
			Primary Natural Resources, Inc.
985,000			Term Loan, 7.75%, Maturing July 28, 2010 (3)	974,362
			Targa Resources, Inc.
395,714			Term Loan, 5.07%, Maturing October 31, 2012	392,449
1,995,580			Term Loan, 7.53%, Maturing October 31, 2012	1,979,117
			Volnay Acquisition Co.
714,000			Term Loan, 7.13%, Maturing January 12, 2014	696,150
				$	10,755,995
Publishing — 11.9%
			American Media Operations, Inc.
$	2,000,000		Term Loan, 8.80%, Maturing January 31, 2013	$	1,970,000
			Aster Zweite Beteiligungs GmbH
EUR		236,166	Term Loan, 7.00%, Maturing September 27, 2013	319,850
500,000			Term Loan, 7.39%, Maturing September 27, 2013	476,042
			CanWest MediaWorks, Ltd.
423,938			Term Loan, 7.54%, Maturing July 10, 2014	416,519
			CBD Media, LLC
333,333			Term Loan, 7.63%, Maturing December 31, 2009	332,083
			Dex Media East, LLC
1,249,683			Term Loan, 7.03%, Maturing May 8, 2009	1,243,659
			Dex Media West, LLC
987,198			Term Loan, 7.05%, Maturing March 9, 2010	979,486

			GateHouse Media Operating, Inc.
$	325,000		Term Loan, 7.37%, Maturing August 28, 2014	$	299,632
725,000			Term Loan, 7.51%, Maturing August 28, 2014	668,409
350,000			Term Loan, 7.72%, Maturing August 28, 2014	321,781
			Idearc, Inc.
4,466,250			Term Loan, 7.20%, Maturing November 17, 2014	4,404,839
			Josten’s Corp.
880,379			Term Loan, 7.20%, Maturing October 4, 2011	874,327
			Laureate Education, Inc.
118,869			Term Loan, Maturing August 17, 2014 (2)	115,452
802,365			Term Loan, Maturing August 17, 2014 (2)	779,297
			MediaNews Group, Inc.
518,438			Term Loan, 7.38%, Maturing August 2, 2013	494,460
			Mediannuaire Holding
EUR		500,000	Term Loan, 9.00%, Maturing April 10, 2016	683,521
			Merrill Communications, LLC
681,042			Term Loan, 7.42%, Maturing February 9, 2009	670,826
			Nebraska Book Co., Inc.
464,567			Term Loan, 7.65%, Maturing March 4, 2011	461,082
			Nelson Education, Ltd.
250,000			Term Loan, 7.70%, Maturing July 5, 2014	234,688
			Nielsen Finance, LLC
3,687,755			Term Loan, 7.36%, Maturing August 9, 2013	3,590,952
			Philadelphia Newspapers, LLC
381,494			Term Loan, 8.86%, Maturing June 29, 2013	360,512
			R.H. Donnelley Corp.
20,948			Term Loan, 6.43%, Maturing December 31, 2009	20,641
252,590			Term Loan, 6.99%, Maturing June 30, 2010	250,362
			Reader’s Digest Association
1,766,136			Term Loan, 7.54%, Maturing March 2, 2014	1,680,773
			Riverdeep Interactive Learning USA, Inc.
1,389,476			Term Loan, 7.95%, Maturing December 20, 2013	1,379,402
			SGS International, Inc.
393,000			Term Loan, 7.84%, Maturing December 30, 2011	388,088
			Source Media, Inc.
586,917			Term Loan, 7.38%, Maturing November 8, 2011	578,480
			SP Newsprint Co.
969,921			Term Loan, 5.13%, Maturing January 9, 2010	931,125
			Sun Media Corp.
2,147,989			Term Loan, 7.11%, Maturing February 7, 2009	2,115,769
			The Star Tribune Co.
980,000			Term Loan, 7.86%, Maturing May 17, 2009	962,850
1,596,000			Term Loan, 8.36%, Maturing May 17, 2014	1,456,572
			TL Acquisitions, Inc.
1,025,000			Term Loan, 7.95%, Maturing July 5, 2014	995,959

				Trader Media Corp.
GBP		1,375,000		Term Loan, 8.08%, Maturing March 23, 2015	$	2,619,705
				Xsys US, Inc.
605,124				Term Loan, 7.39%, Maturing September 27, 2013	576,128
618,087				Term Loan, 7.39%, Maturing September 27, 2014	588,883
				Xsys, Inc.
EUR			263,834	Term Loan, 7.00%, Maturing September 27, 2013	357,321
				Yell Group, PLC
1,400,000				Term Loan, 7.13%, Maturing February 10, 2013	1,369,484
					$	35,968,959
Radio and Television — 6.3%
				Block Communications, Inc.
$	442,125			Term Loan, 7.20%, Maturing December 22, 2011	$	426,651
				CMP KC, LLC
488,094				Term Loan, 9.61%, Maturing May 5, 2013	461,249
				CMP Susquehanna Corp.
713,839				Term Loan, 7.35%, Maturing May 5, 2013	689,480
				Discovery Communications, Inc.
1,296,750				Term Loan, 7.20%, Maturing April 30, 2014	1,275,678
				Emmis Operating Co.
436,050				Term Loan, 7.20%, Maturing November 2, 2013	428,079
				Entravision Communications Corp.
712,313				Term Loan, 6.86%, Maturing September 29, 2013	696,285
				Gray Television, Inc.
693,000				Term Loan, 6.86%, Maturing January 19, 2015	668,456
				HIT Entertainment, Inc.
784,010				Term Loan, 7.34%, Maturing March 20, 2012	756,569
				Montecito Broadcast Group, LLC
343,875				Term Loan, 7.86%, Maturing January 27, 2013	337,857
				NEP II, Inc.
323,374				Term Loan, 7.45%, Maturing February 16, 2014	304,982
				Nexstar Broadcasting, Inc.
960,650				Term Loan, 6.95%, Maturing October 1, 2012	927,027
909,781				Term Loan, 6.95%, Maturing October 1, 2012	877,939
				NextMedia Operating, Inc.
150,096				Term Loan, 7.75%, Maturing November 15, 2012	143,154
66,709				Term Loan, 7.82%, Maturing November 15, 2012	63,623
				PanAmSat Corp.
1,315,063				Term Loan, 7.36%, Maturing January 3, 2014	1,301,363
				Paxson Communications Corp.
1,350,000				Term Loan, 8.61%, Maturing January 15, 2012	1,326,375
				Raycom TV Broadcasting, LLC
775,000				Term Loan, 6.88%, Maturing June 25, 2014	755,625
				SFX Entertainment
614,901				Term Loan, 7.95%, Maturing June 21, 2013	596,454

			Sirius Satellite Radio, Inc.
$	250,000		Term Loan, 7.63%, Maturing December 19, 2012	$	244,375
			Spanish Broadcasting System, Inc.
982,368			Term Loan, 6.95%, Maturing June 10, 2012	934,785
			Tyrol Acquisition 2 SAS
EUR		425,000	Term Loan, 6.37%, Maturing January 19, 2015	574,164
EUR		425,000	Term Loan, 6.62%, Maturing January 19, 2016	576,111
			Univision Communications, Inc.
400,000			Term Loan, 7.63%, Maturing March 29, 2009	396,500
229,530			Term Loan, 0.00%, Maturing September 29, 2014 (4)	218,867
3,570,470			Term Loan, 7.61%, Maturing September 29, 2014	3,404,593
			Young Broadcasting, Inc.
871,200			Term Loan, 7.87%, Maturing November 3, 2012	816,750
				$	19,202,991
Rail Industries — 0.6%
			Kansas City Southern Railway Co.
$	1,009,681		Term Loan, 6.88%, Maturing March 30, 2008	$	987,594
			RailAmerica, Inc.
825,000			Term Loan, 7.81%, Maturing August 14, 2008	814,688
				$	1,802,282
Retailers (Except Food and Drug) — 3.7%
			Amscan Holdings, Inc.
$	298,500		Term Loan, 7.56%, Maturing May 25, 2013	$	285,814
			Claire’s Stores, Inc.
249,375			Term Loan, 7.95%, Maturing May 24, 2014	233,789
			Coinmach Laundry Corp.
2,978,816			Term Loan, 8.04%, Maturing December 19, 2012	2,971,369
			Cumberland Farms, Inc.
841,500			Term Loan, 7.95%, Maturing September 29, 2013	833,085
			Harbor Freight Tools USA, Inc.
1,049,873			Term Loan, 7.86%, Maturing July 15, 2010	1,006,565
			Mapco Express, Inc.
289,279			Term Loan, 8.11%, Maturing April 28, 2011	282,047
			Neiman Marcus Group, Inc.
431,962			Term Loan, 7.45%, Maturing April 5, 2013	426,466
			Orbitz Worldwide, Inc.
630,000			Term Loan, 8.20%, Maturing July 25, 2014	616,613
			Oriental Trading Co., Inc.
700,000			Term Loan, 11.13%, Maturing January 31, 2013	670,250
888,750			Term Loan, 7.58%, Maturing July 31, 2013	840,980
			Rent-A-Center, Inc.
569,157			Term Loan, 7.20%, Maturing November 15, 2012	558,723
			Rover Acquisition Corp.
1,141,375			Term Loan, 7.53%, Maturing October 26, 2013	1,113,317

		Savers, Inc.
$	181,371	Term Loan, 8.09%, Maturing August 11, 2012	$	177,743
196,411		Term Loan, 8.09%, Maturing August 11, 2012	192,483
		The Yankee Candle Company, Inc.
895,500		Term Loan, 7.20%, Maturing February 6, 2014	876,844
			$	11,086,088
Steel — 0.3%
		Algoma Acquisition Corp.
$	249,375	Term Loan, 8.09%, Maturing June 20, 2013	$	242,517
		Niagara Corp.
548,625		Term Loan, 10.13%, Maturing June 29, 2014	523,937
			$	766,454
Surface Transport — 1.2%
		Gainey Corp.
$	410,631	Term Loan, 8.09%, Maturing April 20, 2012	$	369,568
		Oshkosh Truck Corp.
1,012,188		Term Loan, 7.45%, Maturing December 6, 2013	999,725
		Ozburn-Hessey Holding Co., LLC
294,816		Term Loan, 8.53%, Maturing August 9, 2012	284,129
		SIRVA Worldwide, Inc.
771,102		Term Loan, 12.61%, Maturing December 1, 2010	535,273
		Swift Transportation Co., Inc.
1,502,326		Term Loan, 8.38%, Maturing May 10, 2014	1,371,141
			$	3,559,836
Telecommunications — 5.8%
		Alaska Communications Systems Holdings, Inc.
$	530,000	Term Loan, 6.95%, Maturing February 1, 2012	$	519,798
		American Cellular Corp.
1,321,688		Term Loan, 7.36%, Maturing March 15, 2014	1,316,594
		Asurion Corp.
775,000		Term Loan, 8.36%, Maturing July 13, 2012	754,333
500,000		Term Loan, 12.04%, Maturing January 13, 2013	489,792
		Centennial Cellular Operating Co., LLC
1,833,333		Term Loan, 7.22%, Maturing February 9, 2011	1,806,024
		Consolidated Communications, Inc.
2,244,965		Term Loan, 6.95%, Maturing July 27, 2015	2,228,128
		FairPoint Communications, Inc.
1,130,000		Term Loan, 7.00%, Maturing February 8, 2012	1,113,050
		Intelsat Bermuda, Ltd.
575,000		Term Loan, 7.86%, Maturing February 1, 2014	569,430
		Intelsat Subsidiary Holding Co.
521,063		Term Loan, 7.36%, Maturing July 3, 2013	516,894
		Iowa Telecommunications Services
334,000		Term Loan, 6.99%, Maturing November 23, 2011	330,382

				IPC Systems, Inc.
$	498,750			Term Loan, 7.45%, Maturing May 31, 2014	$	460,876
				Macquarie UK Broadcast Ventures, Ltd.
GBP		425,000		Term Loan, 8.19%, Maturing December 26, 2014	845,309
				NTelos, Inc.
1,107,405				Term Loan, 7.38%, Maturing August 24, 2011	1,093,562
				NTL Investment Holdings, Ltd.
1,355,140				Term Loan, 7.36%, Maturing March 30, 2012	1,313,958
				Stratos Global Corp.
569,250				Term Loan, 7.95%, Maturing February 13, 2012	559,288
				Trilogy International Partners
475,000				Term Loan, 8.70%, Maturing June 29, 2012	459,563
				Triton PCS, Inc.
1,542,062				Term Loan, 8.38%, Maturing November 18, 2009	1,536,600
				Windstream Corp.
1,663,796				Term Loan, 6.86%, Maturing July 17, 2013	1,656,665
					$	17,570,246
Utilities — 4.4%
				AEI Finance Holding, LLC
$	145,028			Revolving Loan, 5.10%, Maturing March 30, 2012	$	142,127
1,093,149				Term Loan, 8.20%, Maturing March 30, 2014	1,071,286
				Astoria Generating Co.
625,000				Term Loan, 8.96%, Maturing August 23, 2013	617,031
				BRSP, LLC
985,409				Term Loan, 8.38%, Maturing July 13, 2009	965,701
				Calpine Corp.
447,750				DIP Loan, 7.45%, Maturing March 30, 2009	442,573
				Cogentrix Delaware Holdings, Inc.
278,015				Term Loan, 6.63%, Maturing April 14, 2012	272,686
				Covanta Energy Corp.
305,155				Term Loan, 5.10%, Maturing February 9, 2014	296,381
618,296				Term Loan, 6.93%, Maturing February 9, 2014	600,520
				Elster Group GmbH (Ruhrgas)
233,632				Term Loan, 7.63%, Maturing June 12, 2013	225,844
233,632				Term Loan, 7.88%, Maturing June 12, 2014	227,012
				Kemble Water Structure Ltd.
GBP			750,000	Term Loan, 10.05%, Maturing October 13, 2013	1,491,722
				LS Power Acquisition Co.
325,000				Term Loan, 8.94%, Maturing November 1, 2014	315,250
				Mach General, LLC
23,585				Term Loan, 7.20%, Maturing February 22, 2013	22,934
225,946				Term Loan, 7.50%, Maturing February 22, 2014	219,710
				Mirant North America, LLC
993,845				Term Loan, 6.88%, Maturing January 3, 2013	980,001

		NRG Energy, Inc.
$	1,400,000	Term Loan, 0.00%, Maturing June 1, 2014 (4)	$	1,375,500
1,120,185		Term Loan, 6.85%, Maturing June 1, 2014	1,101,632
2,698,053		Term Loan, 6.95%, Maturing June 1, 2014	2,653,368
		Pike Electric, Inc.
110,691		Term Loan, 7.38%, Maturing July 1, 2012	108,305
189,026		Term Loan, 7.31%, Maturing December 10, 2012	184,951
			$	13,314,534
Total Senior Floating-Rate Interests (identified cost $494,324,697)			$	482,093,645

Corporate Bonds & Notes — 13.1%

Principal Amount (000’s omitted)		Security	Value
Aerospace and Defense — 0.1%
		Alion Science and Technologies, Sr. Notes
$	135	10.25%, 2/1/15	$	123,187
		Bombardier Recreational Product
70		8.00%, 11/15/14 (5)	73,675
		DRS Technologies, Inc., Sr. Sub. Notes
40		7.625%, 2/1/18	41,000
			$	237,862
Air Transport — 0.0%
		Continental Airlines
$	99	7.033%, 6/15/11	$	96,476
			$	96,476
Automotive — 0.2%
		Altra Industrial Motion, Inc.
$	120	9.00%, 12/1/11	$	122,250
60		9.00%, 12/1/11	61,125
		American Axle & Manufacturing, Inc.
75		7.875%, 3/1/17	72,750
		Commercial Vehicle Group, Inc., Sr. Notes
55		8.00%, 7/1/13	52,250
		Goodyear Tire & Rubber Co., Sr. Notes, Variable Rate
95		9.285%, 12/1/09	96,187
		Tenneco Automotive, Inc.
140		8.625%, 11/15/14	141,750
		United Components, Inc., Sr. Sub. Notes
65		9.375%, 6/15/13	66,300
			$	612,612

Brokers/Dealers/Investment Houses — 0.1%
		Residential Capital Corp., Variable Rate
$	395	9.19%, 4/17/09 (5)	$	276,994
			$	276,994
Building and Development — 0.8%
		Grohe Holding of GmbH
EUR 1,000		7.084%, 1/15/14	$	1,372,772
		Interface, Inc., Sr. Sub. Notes
20		9.50%, 2/1/14	21,000
		Interline Brands, Inc., Sr. Sub. Notes
70		8.125%, 6/15/14	69,475
		Nortek, Inc., Sr. Sub. Notes
450		8.50%, 9/1/14	392,625
		NTK Holdings, Inc., Sr. Disc. Notes
200		10.75%, 3/1/14	124,000
		Panolam Industries International, Sr. Sub. Notes
205		10.75%, 10/1/13 (5)	195,775
		Realogy Corp.
230		10.50%, 4/15/14 (5)	196,650
		Stanley-Martin Communities, LLC
40		9.75%, 8/15/15	30,000
			$	2,402,297
Business Equipment and Services — 0.7%
		Affinion Group, Inc.
$	55	10.125%, 10/15/13	$	58,300
		Affinion Group, Inc., Sr. Sub. Notes
70		11.50%, 10/15/15	73,850
		Education Management, LLC, Sr. Notes
150		8.75%, 6/1/14	154,500
		Education Management, LLC, Sr. Sub Notes
340		10.25%, 6/1/16	353,600
		KAR Holdings, Inc., Sr. Notes,
70		9.356%, 5/1/14 (5)	67,375
		MediMedia USA, Inc., Sr. Sub Notes
90		11.375%, 11/15/14 (5)	93,150
		Muzak, LLC / Muzak Finance, Sr. Notes
20		10.00%, 2/15/09	18,900
		Neff Corp., Sr. Notes
20		10.00%, 6/1/15	14,300
		Norcross Safety Products, LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B
170		9.875%, 8/15/11	175,525

		Rental Service Corp.
$	15	9.50%, 12/1/14	$	14,400
		Safety Products Holdings, Inc.
88		11.75%, 1/1/12 (3)	91,525
		SunGard Data Systems, Inc.
80		9.125%, 8/15/13	83,600
		The Hertz Corp., Sr. Notes
290		8.875%, 1/1/14	300,150
		Travelport, LLC
260		9.875%, 9/1/14	266,500
		West Corp.
370		9.50%, 10/15/14	383,875
			$	2,149,550
Cable and Satellite Television — 0.6%
		Cablevision Systems Corp., Series B
$	75	8.00%, 4/15/12	$	73,125
		Cablevision Systems Corp., Sr. Notes, Series B, Variable Rate
65		9.82%, 4/1/09	67,275
		CCH I Holdings, LLC
180		11.75%, 5/15/14	167,400
		CCH I, LLC/CCH I Capital Co.
160		11.00%, 10/1/15	162,800
		CCH II, LLC/CCH II Capital Co.
140		10.25%, 9/15/10	146,300
		CCO Holdings, LLC / CCO Capital Corp., Sr. Notes
395		8.75%, 11/15/13	398,950
		CSC Holdings, Inc., Sr. Notes
40		6.75%, 4/15/12	38,700
		CSC Holdings, Inc., Sr. Notes, Series B
55		7.625%, 4/1/11	55,412
		Insight Communications, Sr. Disc. Notes
495		12.25%, 2/15/11	513,562
		Kabel Deutschland GmbH
135		10.625%, 7/1/14	145,125
		Mediacom Broadband Group Corp., LLC, Sr. Notes
110		8.50%, 10/15/15	110,825
		Quebecor Media, Inc., Sr. Notes
85		7.75%, 3/15/16 (5)	81,494
			$	1,960,968
Chemicals and Plastics — 0.3%
		Equistar Chemical, Sr. Notes
$	55	10.625%, 5/1/11	$	57,750
		Huntsman International, LLC
91		11.625%, 10/15/10	96,687

		Ineos Group Holdings, PLC, Sr. Sub Note
$	210	8.50%, 2/15/16 (5)	$	202,125
		Lyondell Chemical Co., Sr. Notes
192		10.50%, 6/1/13	207,360
		Nova Chemicals Corp., Sr. Notes, Variable Rate
105		8.484%, 11/15/13	103,425
		Reichhold Industries, Inc., Sr. Notes
215		9.00%, 8/15/14 (5)	218,225
			$	885,572
Clothing/Textiles — 0.4%
		Levi Strauss & Co., Sr. Notes
$	75	9.75%, 1/15/15	$	79,125
260		8.875%, 4/1/16	269,100
		Oxford Industries, Inc., Sr. Notes
390		8.875%, 6/1/11	395,850
		Perry Ellis International, Inc., Sr. Sub. Notes
220		8.875%, 9/15/13	217,250
		Phillips Van-Heusen, Sr. Notes
15		7.25%, 2/15/11	15,225
100		8.125%, 5/1/13	103,250
			$	1,079,800
Conglomerates — 0.1%
		Goodman Global Holdings, Inc., Sr. Notes, Variable Rate
$	107	8.36%, 6/15/12	$	106,197
		RBS Global & Rexnord Corp.
95		9.50%, 8/1/14	98,800
90		11.75%, 8/1/16	96,300
			$	301,297
Containers and Glass Products — 0.1%
		Intertape Polymer US, Inc., Sr. Sub. Notes
$	175	8.50%, 8/1/14	$	163,625
		Pliant Corp. (PIK)
219		11.85%, 6/15/09 (3)	223,736
			$	387,361
Cosmetics/Toiletries — 0.0%
		Revlon Consumer Products Corp., Sr. Sub. Notes
$	105	8.625%, 2/1/08	$	103,425
			$	103,425
Ecological Services and Equipment — 0.1%
		Waste Services, Inc., Sr. Sub. Notes
$	245	9.50%, 4/15/14	$	246,225
			$	246,225

Electronics/Electrical — 0.3%
		Advanced Micro Devices, Inc., Sr. Notes
$	190	7.75%, 11/1/12	$	175,275
		Amkor Technologies, Inc., Sr. Notes
70		7.75%, 5/15/13	67,812
		Avago Technologies Finance
50		11.875%, 12/1/15	56,000
		Avago Technologies Finance, Variable Rate
95		10.125%, 12/1/13	102,600
		NXP BV/NXP Funding, LLC
5		7.875%, 10/15/14	4,831
		NXP BV/NXP Funding, LLC, Variable Rate
425		8.11%, 10/15/13	396,312
			$	802,830
Financial Intermediaries — 2.1%
		Alzette, Variable Rate
$	500	11.86%, 12/15/20 (3)	$	488,610
		Avalon Capital Ltd. 3, Series 1A, Class D, Variable Rate
380		7.449%, 2/24/19 (3)(5)	334,771
		Babson Ltd. Series 2005-1A, Class C1, Variable Rate
500		7.31%, 4/15/19 (3)(5)	432,731
		Bryant Park CDO Ltd., Series 2005-1A, Class C, Variable Rate
500		7.41%, 1/15/19 (3)(5)	438,752
		Carlyle High Yield Partners, Series 2004-6A, Class C, Variable Rate
500		7.95%, 8/11/16 (3)(5)	456,351
		Centurion CDO 8 Ltd., Series 2005-8A, Class D, Variable Rate
500		11.224%, 3/8/17 (3)	457,810
		Centurion CDO 9 Ltd., Series 2005-9A, Class Note
500		9.35%, 7/17/19 (3)	427,824
		*ETrade Financial Corp.**
55		7.875%, 12/1/15	51,150
		Ford Motor Credit Co.
385		7.375%, 10/28/09	377,692
185		7.875%, 6/15/10	180,950
		Ford Motor Credit Co., Sr. Notes
25		5.80%, 1/12/09	24,154
10		9.875%, 8/10/11	10,137
		General Motors Acceptance Corp.
215		6.375%, 5/1/08	213,387
55		5.85%, 1/14/09	53,848
85		7.75%, 1/19/10	84,352
175		7.25%, 3/2/11	169,773
20		7.00%, 2/1/12	19,005
		General Motors Acceptance Corp., Variable Rate
60		6.808%, 5/15/09	57,810

		Madison Park Funding Ltd., Series 2006-2A, Class D, Variable Rate
$	1,000	10.11%, 3/25/20 (3)(5)	$	856,663
		Schiller Park CLO Ltd., 2007-1A D, Variable Rate
1,000		7.107%, 4/25/21 (3)(5)	857,250
		Sonata Securities S.A., Series 2006-6
326		8.864%, 12/28/07	325,904
			$	6,318,924
Food Products — 0.1%
		ASG Consolidated, LLC / ASG Finance, Inc., Sr. Disc. Notes, (0.00% until 2008)
$	275	11.50%, 11/1/11	$	257,125
		Dole Food Co., Inc.
115		7.25%, 6/15/10	109,250
		Dole Foods Co., Sr. Notes
25		8.625%, 5/1/09	25,187
		Pierre Foods, Inc., Sr. Sub. Notes
25		9.875%, 7/15/12	23,125
			$	414,687
Food Service — 0.2%
		Aramark Corp., Sr. Notes
$	95	8.50%, 2/1/15	$	97,375
		El Pollo Loco, Inc.
195		11.75%, 11/15/13	201,825
		NPC International, Inc.
185		9.50%, 5/1/14	169,275
			$	468,475
Food/Drug Retailers — 0.4%
		General Nutrition Centers, Inc., Sr. Notes, Variable Rate (PIK)
$	190	10.009%, 3/15/14 (5)	$	183,350
		General Nutrition Centers, Inc., Sr. Sub. Notes
190		10.75%, 3/15/15 (5)	184,300
		Rite Aid Corp.
360		6.125%, 12/15/08 (5)	356,400
40		8.625%, 3/1/15	36,400
330		9.50%, 6/15/17 (5)	310,200
			$	1,070,650
Forest Products — 0.2%
		Abitibi-Consolidated Finance
$	90	7.875%, 8/1/09	$	80,550
		Georgia Pacific Corp.
15		9.50%, 12/1/11	15,900
		Jefferson Smurfit Corp.
40		7.50%, 6/1/13	38,900

		NewPage Corp.
$	245	10.00%, 5/1/12	$	259,087
35		12.00%, 5/1/13	37,712
		NewPage Corp., Variable Rate
80		11.606%, 5/1/12	86,400
			$	518,549
Healthcare — 0.7%
		Accellent, Inc.
$	110	10.50%, 12/1/13	$	102,300
		Advanced Medical Optics, Inc., Sr. Sub. Notes
40		7.50%, 5/1/17	37,000
		AMR HoldCo, Inc./EmCare HoldCo, Inc., Sr. Sub. Notes
170		10.00%, 2/15/15	181,050
		HCA, Inc.
420		8.75%, 9/1/10	426,300
80		7.875%, 2/1/11	78,802
65		9.125%, 11/15/14 (5)	68,737
190		9.25%, 11/15/16 (5)	202,350
		MultiPlan Merger Corp., Sr. Sub. Notes
260		10.375%, 4/15/16 (5)	261,300
		National Mentor Holdings, Inc., Sr. Sub. Notes
170		11.25%, 7/1/14	180,200
		Res-Care, Inc., Sr. Notes
105		7.75%, 10/15/13	104,475
		Service Corp. International, Sr. Notes
125		7.00%, 6/15/17	123,437
		Universal Hospital Service, Inc. (PIK)
20		8.50%, 6/1/15 (5)	19,900
		Universal Hospital Service, Inc., Variable Rate
20		8.759%, 6/1/15 (5)	20,000
		US Oncology, Inc.
145		9.00%, 8/15/12	146,812
290		10.75%, 8/15/14	300,875
		Varietal Distribution Merger, Inc., Sr. Notes (PIK)
20		10.25%, 7/15/15 (5)	19,400
			$	2,272,938
Industrial Equipment — 0.1%
		Chart Industries, Inc., Sr. Sub. Notes
$	105	9.125%, 10/15/15	$	109,200
		ESCO Corp., Sr. Notes
80		8.625%, 12/15/13 (5)	79,200
		ESCO Corp., Sr. Notes, Variable Rate
80		9.569%, 12/15/13 (5)	77,600
			$	266,000

Leisure Goods/Activities/Movies — 0.4%
		AMC Entertainment, Inc.
$	70	11.00%, 2/1/16	$	74,900
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp.
105		12.50%, 4/1/13 (5)	102,375
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
195		10.07%, 4/1/12 (5)	188,175
		Marquee Holdings, Inc., Sr. Disc. Notes, (0.00% until 2009)
435		12.00%, 8/15/14	369,750
		Universal City Development Partners, Ltd., Sr. Notes
185		11.75%, 4/1/10	193,787
		Universal City Florida Holdings, Sr. Notes, Variable Rate
360		10.106%, 5/1/10	365,400
			$	1,294,387
Lodging and Casinos — 1.1%
		Buffalo Thunder Development Authority
$	205	9.375%, 12/15/14 (5)	$	193,725
		CCM Merger, Inc.
130		8.00%, 8/1/13 (5)	127,400
		Chukchansi EDA, Sr. Notes, Variable Rate
150		8.859%, 11/15/12 (5)	151,875
		Eldorado Casino Shreveport (PIK)
59		10.00%, 8/1/12	59,833
		Fontainebleau Las Vegas Casino, LLC
255		10.25%, 6/15/15 (5)	240,337
		Galaxy Entertainment Finance, Variable Rate
100		10.409%, 12/15/10 (5)	102,500
		Greektown Holdings, LLC, Sr. Notes
85		10.75%, 12/1/13 (5)	84,575
		Inn of the Mountain Gods, Sr. Notes
345		12.00%, 11/15/10	365,700
		Las Vegas Sands Corp.
20		6.375%, 2/15/15	19,450
		Majestic Star Casino, LLC
180		9.50%, 10/15/10	173,700
		Majestic Star Casino, LLC, (0.00% until 2008)
75		12.50%, 10/15/11 (5)	53,625
		MGM Mirage, Inc.
85		7.50%, 6/1/16	84,894
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
60		8.00%, 4/1/12	61,500
		OED Corp. / Diamond Jo
203		8.75%, 4/15/12	203,507

		Pinnacle Entertainment Inc., Sr. Sub. Notes
$	75	7.50%, 6/15/15 (5)	$	71,344
		Pokagon Gaming Authority, Sr. Notes
60		10.375%, 6/15/14 (5)	66,150
		San Pasqual Casino
55		8.00%, 9/15/13 (5)	55,825
		Seminole Hard Rock Entertainment, Variable Rate
95		8.194%, 3/15/14 (5)	93,219
		Station Casinos, Inc.
30		7.75%, 8/15/16	29,850
		Station Casinos, Inc., Sr. Notes
50		6.00%, 4/1/12	47,750
		Trump Entertainment Resorts, Inc.
625		8.50%, 6/1/15	523,437
		Tunica-Biloxi Gaming Authority, Sr. Notes
165		9.00%, 11/15/15 (5)	164,587
		Turning Stone Resort Casinos, Sr. Notes
40		9.125%, 9/15/14 (5)	41,600
		Waterford Gaming, LLC, Sr. Notes
190		8.625%, 9/15/14 (5)	190,000
			$	3,206,383
Nonferrous Metals/Minerals — 0.3%
		Aleris International, Inc., Sr. Notes
$	35	9.00%, 12/15/14	$	32,550
		Aleris International, Inc., Sr. Sub. Notes
350		10.00%, 12/15/16	311,500
		Alpha Natural Resources, Sr. Notes
75		10.00%, 6/1/12	79,125
		FMG Finance PTY, Ltd.
270		10.625%, 9/1/16 (5)	319,275
		FMG Finance PTY, Ltd., Variable Rate
110		9.621%, 9/1/11 (5)	114,950
		Novelis, Inc., Sr. Notes
70		7.25%, 2/15/15	67,900
			$	925,300
Oil and Gas — 1.0%
		Allis-Chalmers Energy, Inc.
$	45	8.50%, 3/1/17	$	43,762
		Allis-Chalmers Energy, Inc., Sr. Notes
235		9.00%, 1/15/14	237,938
		Cimarex Energy Co., Sr. Notes
65		7.125%, 5/1/17	64,838
		Clayton Williams Energy, Inc., Sr. Notes
85		7.75%, 8/1/13	80,325

		Compton Pet Finance Corp.
$	195	7.625%, 12/1/13	$	189,150
		Denbury Resources, Inc., Sr. Sub. Notes
30		7.50%, 12/15/15	30,900
		El Paso Corp., Sr. Notes
130		9.625%, 5/15/12	144,425
		Encore Acquisition Co., Sr. Sub. Notes
85		7.25%, 12/1/17	80,963
		Ocean Rig Norway AS, Sr. Notes
120		8.375%, 7/1/13 (5)	123,000
		OPTI Canada, Inc.
50		7.875%, 12/15/14 (5)	50,250
100		8.25%, 12/15/14 (5)	101,250
		Parker Drilling Co., Sr. Notes
85		9.625%, 10/1/13	91,375
		Petrohawk Energy Corp.
435		9.125%, 7/15/13	461,100
		Petroplus Finance, Ltd.
75		7.00%, 5/1/17 (5)	71,625
		Plains Exploration & Production Co.
135		7.00%, 3/15/17	126,900
		Quicksilver Resources, Inc.
115		7.125%, 4/1/16	113,850
		SemGroup L.P., Sr. Notes
290		8.75%, 11/15/15 (5)	284,925
		Sesi, LLC
30		6.875%, 6/1/14	29,250
		Stewart & Stevenson LLC, Sr. Notes
185		10.00%, 7/15/14	188,700
		United Refining Co., Sr. Notes
355		10.50%, 8/15/12	367,425
100		10.50%, 8/15/12 (5)	103,500
		Verasun Energy Corp.
55		9.875%, 12/15/12	55,825
			$	3,041,276
Publishing — 0.3%
		CBD Media, Inc., Sr. Sub. Notes
$	70	8.625%, 6/1/11	$	73,194
		Dex Media West, LLC
112		9.875%, 8/15/13	119,700
		Harland Clarke Holdings
55		9.50%, 5/15/15	49,363
		Idearc, Inc., Sr. Notes
120		8.00%, 11/15/16	120,300
		MediaNews Group, Inc., Sr. Sub. Notes
50		6.875%, 10/1/13	38,250

			Nielsen Finance, LLC
$	85		10.00%, 8/1/14		$		90,312
			R.H. Donnelley Corp.
80			8.875%, 10/15/17 (5)		81,600
			Reader’s Digest Association, Sr. Sub. Notes
320			9.00%, 2/15/17 (5)		289,600
					$		862,319
Radio and Television — 0.2%
			CanWest Media, Inc.
$	217		8.00%, 9/15/12		$		214,050
			LBI Media, Inc., Sr. Disc. Notes, (0.00% until 2008)
80			11.00%, 10/15/13		73,600
			Rainbow National Services, LLC, Sr. Notes
100			8.75%, 9/1/12 (5)		104,250
			Rainbow National Services, LLC, Sr. Sub. Debs.
230			10.375%, 9/1/14 (5)		253,575
					$		645,475
Rail Industries — 0.1%
			American Railcar Industry
$	100		7.50%, 3/1/14		$		100,000
			Kansas City Southern Mexico, Sr. Notes
135			7.625%, 12/1/13 (5)		132,638
30			7.375%, 6/1/14 (5)		29,400
			Kansas City Southern Railway Co.
50			9.50%, 10/1/08		51,313
					$		313,351
Retailers (Except Food and Drug) — 0.8%
		Amscan Holdings, Inc., Sr. Sub. Notes
$	170	8.75%, 5/1/14		$		158,100
		Bon-Ton Department Stores, Inc.
185		10.25%, 3/15/14		173,900
		GameStop Corp.
680		8.00%, 10/1/12		710,600
		Michaels Stores, Inc., Sr. Notes
130		10.00%, 11/1/14 (5)		133,900
		Michaels Stores, Inc., Sr. Sub. Notes
135		11.375%, 11/1/16 (5)		138,713
		Neiman Marcus Group, Inc.
160		9.00%, 10/15/15		171,200
545		10.375%, 10/15/15		596,775
		Sally Holdings, LLC, Sr. Notes
45		9.25%, 11/15/14		45,675
		Toys “R” Us
115		7.375%, 10/15/18		92,863

		Yankee Acquisition Corp., Series B
$	125	8.50%, 2/15/15	$	121,875
150		9.75%, 2/15/17	142,500
			$	2,486,101
Steel — 0.1%
		RathGibson, Inc.
$	240	11.25%, 2/15/14	$	246,600
			$	246,600
Surface Transport — 0.0%
		CEVA Group, PLC, Sr. Notes
$	100	10.00%, 9/1/14 (5)	$	100,500
			$	100,500
Telecommunications — 0.8%
		Centennial Cellular Operating Co. / Centennial Communication Corp., Sr. Notes
$	130	10.125%, 6/15/13	$	138,450
		Digicel Group, Ltd., Sr. Notes
240		9.25%, 9/1/12 (5)	247,800
175		8.875%, 1/15/15 (5)	164,938
192		9.125%, 1/15/15 (5)	179,040
		Intelsat Bermuda, Ltd.
175		9.25%, 6/15/16	182,438
		Level 3 Financing, Inc. Sr. Notes
120		9.25%, 11/1/14	118,800
165		8.75%, 2/15/17	160,050
		Qwest Capital Funding, Inc.
55		7.00%, 8/3/09	55,550
25		7.90%, 8/15/10	25,688
		Qwest Communications International, Inc.
450		7.50%, 2/15/14	457,875
		Qwest Communications International, Inc., Sr. Notes
30		7.50%, 11/1/08	30,000
		Qwest Corp., Sr. Notes
145		7.625%, 6/15/15	152,613
		Qwest Corp., Sr. Notes, Variable Rate
475		8.944%, 6/15/13	509,438
		Windstream Corp., Sr. Notes
105		8.125%, 8/1/13	111,038
30		8.625%, 8/1/16	32,138
			$	2,565,856

Utilities — 0.4%
		AES Corp., Sr. Notes
$	15	8.75%, 5/15/13 (5)	$	15,769
		Dynegy Holdings, Inc.
105		8.375%, 5/1/16	106,050
15		7.75%, 6/1/19 (5)	14,419
		Edison Mission Energy
55		7.50%, 6/15/13	56,650
		Edison Mission Energy, Sr. Notes
90		7.00%, 5/15/17 (5)	89,100
		NGC Corp.
205		7.625%, 10/15/26	185,525
		NRG Energy, Inc.
70		7.25%, 2/1/14	70,350
190		7.375%, 1/15/17	190,475
		NRG Energy, Inc., Sr. Notes
65		7.375%, 2/1/16	65,325
		Orion Power Holdings, Inc., Sr. Notes
380		12.00%, 5/1/10	418,000
		Reliant Energy, Inc., Sr. Notes
10		7.625%, 6/15/14	10,125
95		7.875%, 6/15/17	96,069
			$	1,317,857
Total Corporate Bonds & Notes (identified cost $40,626,810)			$	39,878,897

Common Stocks — 0.1%

Shares	Security	Value
2,992	Environmental Systems Products (3)(6)(7)	$	0
10,443	Hayes Lemmerz International (6)	43,443
358	Shreveport Gaming Holdings, Inc. (3)(6)	6,086
5,202	Time Warner Cable, Inc., Class A (6)	170,626
17,663	Trump Entertainment Resorts, Inc. (6)	113,925
Total Common Stocks (identified cost $322,906)		$	334,080

Preferred Stocks — 0.0%

Shares	Security	Value
35	Hayes Lemmerz International, Series A (3)(6)(7)	$	843
15	Key Plastics, LLC, Series A (3)(6)(7)	0
Total Preferred Stocks (identified cost $16,750)		$	843

Warrants — 0.0%

Shares/Rights	Security	Value
210	American Tower Corp., Exp. 8/1/08 (5)(6)	$	128,888
Total Warrants (identified cost $14,075)		$	128,888

Convertible Bonds — 0.1%

Principal
Amount		Security	Value
$	170,000	L-3 Communications Corp. (5)	$	197,625
Total Convertible Bonds (identified cost $171,811)			$	197,625

Convertible Preferred Stocks — 0.1%

Shares	Security	Value
542	Chesapeake Energy Corp.	$	54,606
3,583	Crown Castle International Corp., (PIK)	212,293
Total Convertible Preferred Stocks (identified cost $212,699)		$	266,899

Miscellaneous — 0.0%

Shares	Security	Value
261,268	Adelphia Recovery Trust (3)(6)	$	20,575
270,000	Adelphia, Inc., Escrow Certificate (6)	44,550
Total Miscellaneous (identified cost $252,930)		$	65,125

Closed-End Investment Companies — 1.9%

Shares	Security	Value
4,408	BlackRock Floating Rate Income Strategies Fund II	$	74,936
4,936	BlackRock Floating Rate Income Strategies Fund, Inc.	84,257
8,345	BlackRock Global Floating Rate Income Trust Fund	149,626
1,174	First Trust/Four Corners Senior Floating Rate Income Fund	19,136
200,596	First Trust/Four Corners Senior Floating Rate Income Fund II	3,267,709
296,293	ING Prime Rate Trust	2,082,940
1,140	LMP Corporate Loan Fund, Inc.	14,421
3,301	Nuveen Floating Rate Income Fund	41,626
3,401	Nuveen Floating Rate Income Opportunity Fund	42,989
1,375	Nuveen Senior Income Fund	11,041
55	PIMCO Floating Rate Income Fund	1,016

647	PIMCO Floating Rate Strategy Fund	$	11,193
117	Pioneer Floating Rate Trust	2,113
1,255	Van Kampen Senior Income Trust	10,002
Total Closed-End Investment Companies (identified cost $5,863,313)		$	5,813,005

Short-Term Investments — 0.7%

	Interest
Description	(000’s omitted)		Value
Investment in Cash Management Portfolio, 5.01% (8)	$	2,088	$	2,087,790
Total Short-Term Investments (identified cost $2,087,790)			$	2,087,790
Total Investments — 175.0% (identified cost $543,893,781)			$	530,866,797
Less Unfunded Loan Commitments — (1.5)%			$	(4,535,608	)
Net Investments — 173.5% (identified cost $539,358,173)			$	526,331,189
Other Assets, Less Liabilities — (33.9)%			$	(102,973,461	)
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (39.6)%			$	(120,071,959	)
Net Assets Applicable to Common Shares — 100.0%			$	303,285,769

EUR	—	Euro
GBP	—	British Pound
PIK	—	Payment In-Kind
REIT	—	Real Estate Investment Trust
(1)		Senior floating-rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, it is anticipated that the senior floating-rate interests will have an expected average life of approximately two to three years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility. Senior Loans typically have rates of interest which are redetermined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base lending rates are primarily the London-Interbank Offered Rate (“LIBOR”), and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(2)		This Senior Loan will settle after September 30, 2007, at which time the interest rate will be determined.

(3)		Security valued at fair value using methods determined in good faith by or at the direction of the Trustees.
(4)		Unfunded or partially unfunded loan commitments. The Fund may enter into certain credit agreements all or a portion of which may be unfunded. The Fund is obligated to fund these commitments at the borrower’s discretion.
(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, 2007, the aggregate value of the securities is $11,962,560 or 3.9% of the Fund’s net assets.
(6)		Non-income producing security.
(7)		Restricted security.
(8)		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 September 30, 2007. Net income allocated from the Investment in Cash Management Portfolio for the fiscal year to date ended September 30, 2007 was $68,844.

A summary of financial instruments at September 30, 2007 is as follows:

Forward Foreign Currency Exchange Contracts

Sales

Settlement Date	Deliver	In Exchange For	Net Unrealized Appreciation (Depreciation)
10/31/07	British Pound 5,816,458	United States Dollar 11,703,527		$	(139,451	)
10/01/07	Euro 70,792	United States Dollar 100,779		$	103
10/31/07	Euro 23,008,661	United States Dollar 32,509,168		$	(236,708	)
				$	(376,056	)

Credit Default Swaps

The Fund has entered into credit default swaps whereby the Fund is buying or selling protection against default exposing the Fund to risks associated with changes in credit spreads of the underlying instruments.

Counterparty

Reference Entity

Buy/Sell

Notional
Amount (000s omitted)

Pay/Receive
Annual Fixed Rate

Termination
Date

Unrealized
Appreciation

Lehman Brothers, Inc.

Inergy, L.P.

Buy

1,500

2.20

3/20/2010

43,413

43,413

At September 30, 2007, the Fund had sufficient cash and/or securities segregated to cover potential obligations arising from these contracts.

The cost and unrealized appreciation (depreciation) of the investments of the Fund at September 30, 2007, as determined on a federal income tax basis, were as follows:

Aggregate cost	$	539,365,106
Gross unrealized appreciation	$	1,694,857
Gross unrealized depreciation	(14,728,774		)
Net unrealized depreciation	$	(13,033,917	)

The net unrealized depreciation on foreign currency, swaps and forward foreign currency exchange contracts was $450,940.

Restricted Securities

At September 30, 2007, the Fund 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 Fund has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.

	Date of
Description	Acquisition		Shares/Face		Cost		Value
Common Stocks
Environmental Systems Products		10/24/00		2,992	$	0	$	0
					$	0	$	0
Preferred Stocks
Hayes Lemmerz International, Series A		6/04/03		35	$	1,750	$	843
Key Plastics, LLC, Series A		4/26/01		15	15,000		0
					$	16,750	$	843
Total restricted securities					$	16,750	$	843

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:		November 26, 2007

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:		November 26, 2007
By:		/s/ Barbara E. Campbell
		Barbara E. Campbell
		Treasurer
Date:		November 26, 2007