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:		March 31, 2007

Item 1. Schedule of Investments

Eaton Vance Senior Income Trust as of March 31, 2007

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior, Floating Rate Interests — 142.9% (1)

Principal
Amount		Borrower/Tranche Description	Value
Aerospace and Defense — 2.6%
		Dresser Rand Group, Inc.
$	24,729	Term Loan, 7.35%, Maturing October 29, 2011	$	24,936
		DRS Technologies, Inc.
544,500		Term Loan, 6.85%, Maturing January 31, 2013	546,065
		Evergreen International Aviation
1,005,013		Term Loan, 8.82%, Maturing October 31, 2011	1,010,038
		Hexcel Corp.
426,857		Term Loan, 7.11%, Maturing March 1, 2012	428,102
		IAP Worldwide Services, Inc.
518,438		Term Loan, 9.69%, Maturing December 30, 2012	521,192
		K&F Industries, Inc.
738,785		Term Loan, 7.32%, Maturing November 18, 2012	740,978
		Spirit AeroSystems, Inc.
630,841		Term Loan, 7.11%, Maturing December 31, 2011	636,098
		Standard Aero Holdings, Inc.
907,490		Term Loan, 7.60%, Maturing August 24, 2012	912,595
		TransDigm, Inc.
1,375,000		Term Loan, 7.35%, Maturing June 23, 2013	1,386,000
		Vought Aircraft Industries, Inc.
1,110,965		Term Loan, 7.83%, Maturing December 17, 2011	1,120,455
		Wesco Aircraft Hardware Corp.
990,833		Term Loan, 7.60%, Maturing September 29, 2013	999,038
			$	8,325,497
Air Transport — 1.0%
		Delta Air Lines, Inc.
$	1,275,000	Term Loan, 12.86%, Maturing March 16, 2008	$	1,289,344
		Northwest Airlines, Inc.
1,150,000		DIP Loan, 7.85%, Maturing August 21, 2008	1,155,211
		United Airlines, Inc.
625,000		Term Loan, 7.38%, Maturing February 1, 2014	626,074
			$	3,070,629
Automotive — 6.4%
		Accuride Corp.
$	891,720	Term Loan, 7.38%, Maturing January 31, 2012	$	897,108
		Affina Group, Inc.
284,032		Term Loan, 8.36%, Maturing November 30, 2011	286,340
		AxleTech International Holding, Inc.
925,000		Term Loan, 11.86%, Maturing April 21, 2013	934,250
		CSA Acquisition Corp.
180,337		Term Loan, 7.88%, Maturing December 23, 2011	181,089
464,235		Term Loan, 7.88%, Maturing December 23, 2011	466,170

		Dana Corp.
$	1,275,000	Term Loan, 7.88%, Maturing March 30, 2008	$	1,278,785
		Dayco Products, LLC
1,091,750		Term Loan, 7.85%, Maturing June 21, 2011	1,101,303
		Exide Technologies, Inc.
442,792		Term Loan, 11.63%, Maturing May 5, 2010	465,485
447,482		Term Loan, 11.63%, Maturing May 5, 2010	470,416
		Federal-Mogul Corp.
1,500,000		Term Loan, 7.59%, Maturing July 1, 2007	1,493,125
763,183		Term Loan, 9.07%, Maturing July 1, 2007	767,476
		Ford Motor Company
947,625		Term Loan, 8.36%, Maturing December 15, 2013	952,034
		General Motors Corp.
775,000		Term Loan, 7.70%, Maturing November 29, 2013	781,889
		Goodyear Tire & Rubber Co.
470,000		Term Loan, 5.22%, Maturing April 30, 2010	473,819
1,580,000		Term Loan, 8.14%, Maturing April 30, 2010	1,595,141
500,000		Term Loan, 8.89%, Maturing March 1, 2011	503,875
		HLI Operating Co., Inc.
899,385		Term Loan, 8.86%, Maturing June 3, 2009	906,506
		Insurance Auto Auctions, Inc.
400,704		Term Loan, 7.84%, Maturing May 19, 2012	402,332
		Keystone Automotive Operations, Inc.
473,813		Term Loan, 8.82%, Maturing January 12, 2012	477,958
		R.J. Tower Corp.
1,175,000		DIP Revolving Loan, 9.94%, Maturing August 2, 2007	1,172,062
		The Hertz Corp.
216,667		Term Loan, 5.35%, Maturing December 21, 2012	218,588
1,213,333		Term Loan, 7.07%, Maturing December 21, 2012	1,224,092
		TriMas Corp.
126,563		Term Loan, 8.07%, Maturing August 2, 2011	128,619
545,695		Term Loan, 8.11%, Maturing August 2, 2013	554,563
		TRW Automotive, Inc.
1,555,039		Term Loan, 6.94%, Maturing June 30, 2012	1,556,862
		United Components, Inc.
698,864		Term Loan, 7.61%, Maturing June 30, 2010	701,484
		Vanguard Car Rental USA
634,500		Term Loan, 8.35%, Maturing June 14, 2013	641,865
			$	20,633,236
Beverage and Tobacco — 1.3%
		Constellation Brands, Inc.
$	750,000	Term Loan, 6.88%, Maturing June 5, 2013	$	754,102
		National Dairy Holdings, L.P.
145,829		Term Loan, 7.32%, Maturing March 15, 2012	146,102
		National Distribution Co.
374,000		Term Loan, 11.82%, Maturing June 22, 2010	374,935

		Reynolds American, Inc.
$	1,563,188	Term Loan, 7.11%, Maturing May 31, 2012	$	1,577,703
		Southern Wine & Spirits of America, Inc.
1,091,751		Term Loan, 6.85%, Maturing May 31, 2012	1,097,893
		Sunny Delight Beverages Co.
308,332		Term Loan, 11.36%, Maturing August 20, 2010	309,296
			$	4,260,031
Brokers, Dealers and Investment Houses — 0.4%
		AmeriTrade Holding Corp.
$	1,187,437	Term Loan, 6.82%, Maturing December 31, 2012	$	1,190,468
			$	1,190,468
Building and Development — 6.7%
		Beacon Sales Acquisition, Inc.
$	374,063	Term Loan, 7.36%, Maturing September 30, 2013	$	375,933
		BioMed Realty, L.P.
1,640,000		Term Loan, 7.57%, Maturing May 31, 2010	1,646,150
		Building Materials Corp. of America
750,000		Term Loan, 8.12%, Maturing February 22, 2014	749,883
		Capital Automotive REIT
674,441		Term Loan, 7.07%, Maturing December 16, 2010	681,354
		Epco / Fantome, LLC
792,000		Term Loan, 7.99%, Maturing November 23, 2010	795,960
		Formica Corp.
544,500		Term Loan, 8.34%, Maturing March 15, 2013	545,011
		FT-FIN Acquisition, LLC
662,879		Term Loan, 6.83%, Maturing November 17, 2007 (2)	664,536
		Hovstone Holdings, LLC
524,000		Term Loan, 7.11%, Maturing February 28, 2009	516,140
		Landsource Communities, LLC
250,000		Term Loan, 8.13%, Maturing February 27, 2013	251,250
		Lanoga Corp.
669,950		Term Loan, 7.10%, Maturing June 29, 2013	668,973
		LNR Property Corp.
1,500,000		Term Loan, 8.11%, Maturing July 3, 2011	1,512,054
		Mattamy Funding Partnership
272,937		Term Loan, 7.63%, Maturing April 11, 2013	274,132
		Mueller Group, Inc.
1,034,173		Term Loan, 7.36%, Maturing October 3, 2012	1,043,654
		Nortek, Inc.
926,250		Term Loan, 7.32%, Maturing August 27, 2011	931,576
		November 2005 Land Investors
198,324		Term Loan, 8.10%, Maturing May 9, 2011	199,315
		Panolam Industries Holdings, Inc.
738,067		Term Loan, 8.10%, Maturing September 30, 2012	740,373

		PLY GEM Industries, Inc.
$	497,500	Term Loan, 8.35%, Maturing August 15, 2011	$	499,055
55,688		Term Loan, 8.35%, Maturing August 15, 2011	55,809
835,312		Term Loan, 8.35%, Maturing August 15, 2011	837,923
		Rubicon GSA II, LLC
1,275,000		Term Loan, 8.09%, Maturing July 31, 2008	1,275,000
		South Edge, LLC
328,125		Term Loan, 7.13%, Maturing October 31, 2007	328,125
421,875		Term Loan, 7.38%, Maturing October 31, 2009	421,875
		Stile Acquisition Corp.
565,151		Term Loan, 7.38%, Maturing April 6, 2013	557,976
		Stile U.S. Acquisition Corp.
566,113		Term Loan, 7.38%, Maturing April 6, 2013	558,927
		TE / Tousa Senior, LLC
575,000		Term Loan, 11.75%, Maturing August 1, 2008	570,747
		Tousa/Kolter, LLC
740,000		Term Loan, 7.60%, Maturing January 7, 2008	740,925
		TRU 2005 RE Holding Co.
2,200,000		Term Loan, 8.32%, Maturing December 9, 2008	2,218,218
		United Subcontractors, Inc.
450,000		Term Loan, 12.62%, Maturing June 27, 2013	443,250
		Wintergames Acquisition ULC
1,613,739		Term Loan, 7.32%, Maturing October 26, 2007	1,614,747
			$	21,718,871
Business Equipment and Services — 8.9%
		ACCO Brands Corp.
$	276,500	Term Loan, 7.11%, Maturing August 17, 2012	$	278,660
		Activant Solutions, Inc.
372,359		Term Loan, 7.38%, Maturing May 1, 2013	373,057
		Acxiom Corp.
729,333		Term Loan, 7.08%, Maturing September 15, 2012	735,715
		Affiliated Computer Services
1,166,188		Term Loan, 7.32%, Maturing March 20, 2013	1,169,832
444,375		Term Loan, 7.32%, Maturing March 20, 2013	445,764
		Affinion Group, Inc.
1,544,490		Term Loan, 7.86%, Maturing October 17, 2012	1,558,004
		Allied Security Holdings, LLC
687,273		Term Loan, 8.35%, Maturing June 30, 2010	695,005
		DynCorp International, LLC
643,538		Term Loan, 7.63%, Maturing February 11, 2011	648,900
		Education Management, LLC
2,095,123		Term Loan, 7.38%, Maturing June 1, 2013	2,111,711
		Gate Gourmet Borrower, LLC
609,264		Term Loan, 8.09%, Maturing March 9, 2012	616,880
100,000		Term Loan, 8.09%, Maturing March 9, 2012	98,500

		Info USA, Inc.
$	320,946	Term Loan, 7.35%, Maturing February 14, 2012	$	322,952
		Language Line, Inc.
435,118		Term Loan, 8.60%, Maturing June 11, 2011	439,401
		N.E.W. Holdings I, LLC
415,000		Term Loan, 12.36%, Maturing February 8, 2014	421,744
241,463		Term Loan, 7.61%, Maturing August 8, 2014	243,123
		Nielsen Finance, LLC
3,706,375		Term Loan, 7.61%, Maturing August 9, 2013	3,742,090
		Protection One, Inc.
1,233,871		Term Loan, 7.59%, Maturing March 31, 2012	1,238,498
		Quantum Corp.
236,111		Term Loan, 9.33%, Maturing August 22, 2012	236,406
250,000		Term Loan, 13.60%, Maturing August 22, 2013	249,062
		Quintiles Transnational Corp.
900,000		Term Loan, 9.35%, Maturing March 31, 2014	913,875
		Sitel (Client Logic)
EUR 1,000,000		Term Loan, 6.37%, Maturing January 29, 2014	1,341,966
550,000		Term Loan, 7.92%, Maturing January 29, 2014	554,812
		SunGard Data Systems, Inc.
5,907,351		Term Loan, 7.36%, Maturing February 11, 2013	5,963,961
		TDS Investor Corp.
EUR 1,000,000		Term Loan, 6.66%, Maturing August 23, 2013	1,340,183
1,472,614		Term Loan, 7.85%, Maturing August 23, 2013	1,488,093
144,986		Term Loan, 7.85%, Maturing August 23, 2013	146,510
		Williams Scotsman, Inc.
500,000		Term Loan, 6.82%, Maturing June 27, 2010	500,000
		Worldspan, L.P.
748,125		Term Loan, 8.60%, Maturing December 7, 2013	753,642
			$	28,628,346
Cable and Satellite Television — 8.0%
		Atlantic Broadband Finance, LLC
$	1,757,980	Term Loan, 7.60%, Maturing February 10, 2011	$	1,777,024
		Bragg Communications, Inc.
546,044		Term Loan, 7.11%, Maturing August 31, 2011	548,433
		Bresnan Broadband Holdings, LLC
650,000		Term Loan, 9.86%, Maturing March 29, 2014	662,797
		Cequel Communications, LLC
875,000		Term Loan, 9.86%, Maturing May 5, 2014	897,558
1,685,187		Term Loan, 11.36%, Maturing May 5, 2014	1,739,052
		Charter Communications Operating, LLC
6,109,362		Term Loan, 7.99%, Maturing April 28, 2013	6,107,266
		CSC Holdings, Inc.
1,588,000		Term Loan, 7.11%, Maturing March 29, 2013	1,595,445
		Insight Midwest Holdings, LLC
2,875,000		Term Loan, 7.36%, Maturing April 6, 2014	2,899,857

		Mediacom Broadband Group
$	833,101	Term Loan, 7.10%, Maturing January 31, 2015	$	834,598
		Mediacom Illinois, LLC
1,970,063		Term Loan, 7.10%, Maturing January 31, 2015	1,975,449
		NTL Investment Holdings, Ltd.
1,355,140		Term Loan, 7.36%, Maturing March 30, 2012	1,362,824
		Orion Cable GmbH
EUR 450,000		Term Loan, 6.62%, Maturing October 31, 2014	604,741
EUR 450,000		Term Loan, 7.22%, Maturing October 31, 2015	607,504
		Persona Communications Corp.
191,556		Term Loan, 8.10%, Maturing October 12, 2013	193,351
308,444		Term Loan, 8.10%, Maturing October 12, 2013	311,336
500,000		Term Loan, 11.35%, Maturing April 12, 2014	507,031
		UGS Corp.
1,313,015		Term Loan, 7.10%, Maturing March 31, 2012	1,315,750
		UPC Broadband Holding B.V.
890,000		Term Loan, 7.37%, Maturing March 31, 2013	893,895
890,000		Term Loan, 7.37%, Maturing December 31, 2013	893,839
			$	25,727,750
Chemicals and Plastics — 10.2%
		Basell Af S.A.R.L.
$	208,333	Term Loan, 7.57%, Maturing August 1, 2013	$	211,035
41,667		Term Loan, 7.57%, Maturing August 1, 2013	42,207
208,333		Term Loan, 8.32%, Maturing August 1, 2014	211,035
41,667		Term Loan, 8.32%, Maturing August 1, 2014	42,207
		Brenntag Holding GmbH and Co. KG
803,636		Term Loan, 7.89%, Maturing December 23, 2013	815,189
196,364		Term Loan, 7.89%, Maturing December 23, 2013	198,880
600,000		Term Loan, 11.89%, Maturing December 23, 2015	613,313
		Celanese Holdings, LLC
2,433,532		Term Loan, 7.09%, Maturing June 4, 2011	2,442,825
		GenTek, Inc.
292,877		Term Loan, 7.36%, Maturing February 25, 2011	293,884
		Georgia Gulf Corp.
502,254		Term Loan, 7.33%, Maturing October 3, 2013	504,586
		Hercules, Inc.
442,500		Term Loan, 6.82%, Maturing October 8, 2010	443,662
		Hexion Specialty Chemicals, Inc.
2,413,475		Term Loan, 7.88%, Maturing May 5, 2013	2,432,918
522,958		Term Loan, 7.88%, Maturing May 5, 2013	527,171
		Huntsman International, LLC
2,305,815		Term Loan, 7.07%, Maturing August 16, 2012	2,315,038
		INEOS Group
1,361,250		Term Loan, 7.58%, Maturing December 14, 2013	1,378,407
1,361,250		Term Loan, 8.08%, Maturing December 14, 2014	1,378,407

		Innophos, Inc.
$	326,864	Term Loan, 7.57%, Maturing August 10, 2010	$	328,566
		Invista B.V.
1,407,206		Term Loan, 6.85%, Maturing April 29, 2011	1,412,483
745,918		Term Loan, 6.85%, Maturing April 29, 2011	748,715
		ISP Chemo, Inc.
1,163,250		Term Loan, 7.38%, Maturing February 16, 2013	1,173,013
		Kranton Polymers, LLC
1,445,757		Term Loan, 7.38%, Maturing May 12, 2013	1,456,600
		Lucite International Group
330,707		Term Loan, 8.07%, Maturing July 7, 2013	334,221
116,794		Term Loan, 8.07%, Maturing July 7, 2013 (2)	118,035
		Lyondell Chemical Co.
2,089,500		Term Loan, 7.11%, Maturing August 16, 2013	2,097,191
		Momentive Performance Material
1,147,125		Term Loan, 7.63%, Maturing December 4, 2013	1,154,414
		Mosaic Co.
756,554		Term Loan, 7.12%, Maturing December 21, 2012	763,647
		Nalco Co.
2,731,885		Term Loan, 7.14%, Maturing November 4, 2010	2,752,008
		PQ Corp.
259,700		Term Loan, 7.35%, Maturing February 10, 2012	260,999
		Professional Paint, Inc.
397,000		Term Loan, 7.63%, Maturing May 31, 2012	397,744
		Rockwood Specialties Group, Inc.
2,288,300		Term Loan, 7.36%, Maturing December 10, 2012	2,309,181
		Solo Cup Co.
1,329,448		Term Loan, 8.82%, Maturing February 27, 2011	1,349,597
300,000		Term Loan, 11.57%, Maturing March 31, 2012	307,219
		Solutia, Inc.
1,100,000		DIP Loan, 8.36%, Maturing March 31, 2007	1,112,719
		Wellman, Inc.
900,000		Term Loan, 9.36%, Maturing February 10, 2009	906,563
			$	32,833,679
Clothing/Textiles — 0.6%
		Propex Fabrics, Inc.
$	436,830	Term Loan, 8.36%, Maturing July 31, 2012	$	438,468
		St. John Knits International, Inc.
671,544		Term Loan, 8.35%, Maturing March 23, 2012	676,581
		The William Carter Co.
740,866		Term Loan, 6.85%, Maturing July 14, 2012	741,329
			$	1,856,378

Conglomerates — 3.9%
		Amsted Industries, Inc.
$	933,757	Term Loan, 7.36%, Maturing October 15, 2010		$	937,258
		Blount, Inc.
343,020		Term Loan, 7.09%, Maturing August 9, 2010		343,663
		Brickman Group Holdings, Inc.
800,000		Term Loan, 7.40%, Maturing January 23, 2014		802,750
		Bushnell Performance Optics
493,902		Term Loan, 8.34%, Maturing August 19, 2011		496,578
		Dundee Holding, Inc.
500,000		Term Loan, 8.08%, Maturing February 17, 2014		501,250
500,000		Term Loan, 8.58%, Maturing February 17, 2015		503,750
		Euramax International, Inc.
327,412		Term Loan, 7.88%, Maturing June 28, 2012		327,290
334,211		Term Loan, 12.36%, Maturing June 28, 2013		335,673
165,789		Term Loan, 12.36%, Maturing June 28, 2013		166,515
		Goodman Global Holdings, Inc.
475,227		Term Loan, 7.13%, Maturing December 23, 2011		477,207
		Jarden Corp.
1,175,019		Term Loan, 7.10%, Maturing January 24, 2012		1,179,262
827,555		Term Loan, 7.10%, Maturing January 24, 2012		829,710
		Johnson Diversey, Inc.
882,296		Term Loan, 7.86%, Maturing December 16, 2011		893,693
		Polymer Group, Inc.
1,382,500		Term Loan, 7.57%, Maturing November 22, 2012		1,386,389
		RBS Global, Inc.
740,625		Term Loan, 7.58%, Maturing July 19, 2013		746,527
		Rexnord Corp.
701,230		Term Loan, 7.94%, Maturing July 19, 2013		706,818
		RGIS Holdings, LLC
617,232		Term Loan, 7.82%, Maturing February 15, 2013		618,389
		US Investigations Services, Inc.
1,109,977		Term Loan, 7.85%, Maturing October 14, 2012		1,118,301
296,250		Term Loan, 7.85%, Maturing October 14, 2013		298,472
				$	12,669,495
Containers and Glass Products — 4.6%
		Berry Plastics Corp.
$	1,393,000	Term Loan, 7.11%, Maturing September 20, 2013		$	1,401,125
		Bluegrass Container Co.
206,236		Term Loan, 7.59%, Maturing June 30, 2013		208,888
689,264		Term Loan, 7.59%, Maturing June 30, 2013		698,125
157,576		Term Loan, 10.32%, Maturing December 30, 2013		161,121
492,424		Term Loan, 10.32%, Maturing December 30, 2013		503,504
		Crown Americas, LLC
346,500		Term Loan, 7.11%, Maturing November 15, 2012	347,626

		Graphic Packaging International, Inc.
$	4,612,554	Term Loan, 7.85%, Maturing August 8, 2010	$	4,665,525
		IPG (US), Inc.
332,815		Term Loan, 8.16%, Maturing July 28, 2011	334,063
		JSG Acquisitions
990,000		Term Loan, 7.74%, Maturing December 31, 2013	1,000,210
990,000		Term Loan, 8.24%, Maturing December 13, 2014	1,005,160
		Kranson Industries, Inc.
448,875		Term Loan, 7.61%, Maturing July 31, 2013	451,119
		Owens-Brockway Glass Container
855,313		Term Loan, 6.82%, Maturing June 14, 2013	858,520
		Smurfit-Stone Container Corp.
377,453		Term Loan, 5.22%, Maturing November 1, 2011	381,184
390,646		Term Loan, 7.38%, Maturing November 1, 2011	394,508
1,492,117		Term Loan, 7.38%, Maturing November 1, 2011	1,506,868
934,808		Term Loan, 7.38%, Maturing November 1, 2011	944,049
			$	14,861,595
Cosmetics/Toiletries — 0.3%
		Prestige Brands, Inc.
$	855,254	Term Loan, 7.63%, Maturing April 7, 2011	$	859,708
			$	859,708
Drugs — 2.0%
		Graceway Pharmaceuticals, LLC
$	494,000	Term Loan, 7.85%, Maturing December 29, 2011	$	494,926
500,000		Term Loan, 11.35%, Maturing December 29, 2012	508,437
		Patheon, Inc.
946,771		Term Loan, 9.60%, Maturing December 14, 2011	944,404
		Pharmaceutical Holdings Corp.
350,000		Term Loan, 8.57%, Maturing January 30, 2012	350,875
		Stiefel Laboratories, Inc.
650,080		Term Loan, 7.57%, Maturing December 28, 2013	654,956
849,920		Term Loan, 7.61%, Maturing December 28, 2013	856,294
500,000		Term Loan, 10.36%, Maturing June 28, 2014	508,750
		Warner Chilcott Corp.
470,820		Term Loan, 7.35%, Maturing January 18, 2012	473,721
14,102		Term Loan, 7.35%, Maturing January 18, 2012	14,173
1,714,881		Term Loan, 7.36%, Maturing January 18, 2012	1,725,446
			$	6,531,982
Ecological Services and Equipment — 2.2%
		Allied Waste Industries, Inc.
$	838,113	Term Loan, 5.33%, Maturing January 15, 2012	$	841,922
1,889,841		Term Loan, 7.10%, Maturing January 15, 2012	1,896,633
		Duratek, Inc.
313,345		Term Loan, 7.63%, Maturing June 7, 2013	316,478

		EnergySolutions, LLC
$	33,019	Term Loan, 7.57%, Maturing June 7, 2013	$	33,349
676,121		Term Loan, 7.63%, Maturing June 7, 2013	682,882
		Environmental Systems, Inc.
758,082		Term Loan, 9.88%, Maturing December 12, 2008	758,082
		IESI Corp.
441,176		Term Loan, 7.11%, Maturing January 20, 2012	442,555
		Kemble Waters Structure Ltd.
GBP 750,000		Term Loan, 9.23%, Maturing October 13, 2013	1,483,999
		Sensus Metering Systems, Inc.
75,713		Term Loan, 7.35%, Maturing December 17, 2010	76,139
698,891		Term Loan, 7.36%, Maturing December 17, 2010	702,822
			$	7,234,861
Electronics/Electrical — 5.7%
		Advanced Micro Devices, Inc.
$	1,296,714	Term Loan, 7.57%, Maturing December 31, 2013	$	1,305,703
		AMI Semiconductor, Inc.
836,882		Term Loan, 6.82%, Maturing April 1, 2012	836,882
		Aspect Software, Inc.
1,094,500		Term Loan, 8.38%, Maturing July 11, 2011	1,105,901
950,000		Term Loan, 12.44%, Maturing July 11, 2013	954,750
		Communications & Power, Inc.
185,185		Term Loan, 7.57%, Maturing July 23, 2010	185,995
		EnerSys Capital, Inc.
972,562		Term Loan, 7.11%, Maturing March 17, 2011	978,641
		FCI International S.A.S.
114,637		Term Loan, 7.74%, Maturing November 1, 2013	116,070
110,363		Term Loan, 7.87%, Maturing November 1, 2013	111,743
114,637		Term Loan, 8.62%, Maturing November 1, 2013	116,070
110,363		Term Loan, 8.62%, Maturing November 1, 2013	111,743
		Freescale Semiconductor, Inc.
2,319,188		Term Loan, 7.11%, Maturing December 1, 2013	2,328,731
		Infor Enterprise Solutions
1,422,139		Term Loan, 9.10%, Maturing July 28, 2012	1,433,516
741,986		Term Loan, 9.10%, Maturing July 28, 2012	750,333
		Open Solutions, Inc.
1,200,000		Term Loan, 7.49%, Maturing January 23, 2014	1,204,500
		Rexel S.A.
750,000		Term Loan, 7.57%, Maturing March 16, 2013	752,188
		Sanmina-SCI Corp.
500,000		Term Loan, 7.88%, Maturing January 31, 2008	502,396
		Sensata Technologies Finance Co.
1,419,300		Term Loan, 7.11%, Maturing April 27, 2013	1,420,106
		Serena Software, Inc.
280,313		Term Loan, 7.61%, Maturing March 10, 2013	282,029

		SS&C Technologies, Inc.
$	910,138	Term Loan, 7.32%, Maturing November 23, 2012	$	915,637
39,209		Term Loan, 7.84%, Maturing November 23, 2012	39,446
		Telcordia Technologies, Inc.
1,532,700		Term Loan, 8.11%, Maturing September 15, 2012	1,522,642
		TTM Technologies, Inc.
281,250		Term Loan, 7.59%, Maturing October 27, 2012	282,305
		VeriFone, Inc.
822,938		Term Loan, 7.11%, Maturing October 31, 2013	830,138
		VertaFore, Inc.
450,000		Term Loan, 11.36%, Maturing January 31, 2013	451,688
			$	18,539,153
Equipment Leasing — 0.7%
		AWAS Capital, Inc.
$	1,225,641	Term Loan, 11.38%, Maturing March 22, 2013	$	1,244,026
		Maxim Crane Works, L.P.
549,542		Term Loan, 7.33%, Maturing January 28, 2010	550,572
		United Rentals, Inc.
166,667		Term Loan, 5.32%, Maturing February 14, 2011	168,386
366,168		Term Loan, 7.32%, Maturing February 14, 2011	369,944
			$	2,332,928
Farming/Agriculture — 0.3%
		Central Garden & Pet Co.
$	1,113,750	Term Loan, 6.82%, Maturing February 28, 2014	$	1,116,187
			$	1,116,187
Financial Intermediaries — 2.7%
		AIMCO Properties, L.P.
$	2,050,000	Term Loan, 6.91%, Maturing March 23, 2011	$	2,058,969
		Citgo III, Ltd.
150,000		Term Loan, 8.11%, Maturing August 3, 2013	151,453
150,000		Term Loan, 8.61%, Maturing August 3, 2014	152,016
		Coinstar, Inc.
279,708		Term Loan, 7.36%, Maturing July 7, 2011	281,456
		Elster Group GmbH (Ruhrgas)
233,632		Term Loan, 7.86%, Maturing June 12, 2013	236,151
233,632		Term Loan, 8.36%, Maturing June 12, 2014	237,319
		Grosvenor Capital Management Holdings
1,300,000		Term Loan, 7.59%, Maturing December 5, 2013	1,314,625
		Investools, Inc.
300,000		Term Loan, 8.60%, Maturing August 13, 2012	300,750
		iPayment, Inc.
495,000		Term Loan, 7.34%, Maturing May 10, 2013	496,547
		LPL Holdings, Inc.
1,930,537		Term Loan, 7.85%, Maturing June 30, 2013	1,957,081

		Oxford Acquisition III, Ltd.
$	1,000,000	Term loan, 7.74%, Maturing September 20, 2013	$	1,009,766
		The Macerich Partnership, L.P.
650,000		Term Loan, 6.88%, Maturing April 25, 2010	651,896
			$	8,848,029
Food Products — 3.0%
		Acosta, Inc.
$	1,638,009	Term Loan, 7.57%, Maturing July 28, 2013	$	1,652,001
		Chiquita Brands, LLC
363,525		Term Loan, 8.38%, Maturing June 28, 2012	368,160
		Dole Food Company, Inc.
88,372		Term Loan, 5.23%, Maturing April 12, 2013	88,409
656,163		Term Loan, 7.46%, Maturing April 12, 2013	656,436
196,849		Term Loan, 7.54%, Maturing April 12, 2013	196,931
		Michael Foods, Inc.
1,071,938		Term Loan, 7.36%, Maturing November 21, 2010	1,076,627
		Pinnacle Foods Holdings Corp.
2,534,601		Term Loan, 7.36%, Maturing November 25, 2010	2,551,709
		QCE Finance, LLC
498,744		Term Loan, 7.60%, Maturing May 5, 2013	501,237
500,000		Term Loan, 11.10%, Maturing November 5, 2013	509,479
		Reddy Ice Group, Inc.
1,055,000		Term Loan, 7.11%, Maturing August 9, 2012	1,058,956
		Sturm Foods, Inc.
625,000		Term Loan, 7.88%, Maturing January 31, 2014	625,977
500,000		Term Loan, 11.38%, Maturing July 31, 2014	501,562
			$	9,787,484
Food Service — 2.0%
		AFC Enterprises, Inc.
$	231,735	Term Loan, 7.38%, Maturing May 23, 2009	$	233,473
		Aramark Corp.
GBP 498,750		Term Loan, 7.71%, Maturing January 27, 2014	988,006
		Buffets, Inc.
99,167		Term Loan, 5.26%, Maturing May 1, 2013	100,034
748,956		Term Loan, 8.36%, Maturing November 1, 2013	755,510
		Burger King Corp.
993,045		Term Loan, 6.88%, Maturing June 30, 2012	996,769
		CBRL Group, Inc.
955,205		Term Loan, 6.86%, Maturing April 27, 2013	957,792
		Denny’s, Inc.
70,000		Term Loan, 7.32%, Maturing March 31, 2012	70,744
421,986		Term Loan, 7.35%, Maturing March 31, 2012	426,469
		Maine Beverage Co., LLC
392,857		Term Loan, 7.11%, Maturing June 30, 2010	391,875

		NPC International, Inc.
$	208,333	Term Loan, 7.10%, Maturing May 3, 2013	$	209,050
		Nutro Products, Inc.
266,399		Term Loan, 7.35%, Maturing April 26, 2013	267,398
		RMK Acquisition Corp. (Aramark)
65,998		Term Loan, 5.20%, Maturing January 26, 2014	66,264
921,134		Term Loan, 7.48%, Maturing January 26, 2014	924,850
		Sagittarius Restaurants, LLC
198,000		Term Loan, 7.62%, Maturing March 29, 2013	199,485
			$	6,587,719
Food/Drug Retailers — 1.9%
		General Nutrition Centers, Inc.
$	550,000	Term Loan, 7.56%, Maturing September 16, 2013	$	550,069
		Roundy’s Supermarkets, Inc.
2,331,500		Term Loan, 8.09%, Maturing November 3, 2011	2,352,484
		Supervalu, Inc.
794,000		Term Loan, 6.84%, Maturing June 1, 2012	797,383
		The Jean Coutu Group (PJC), Inc.
2,028,926		Term Loan, 7.88%, Maturing July 30, 2011	2,033,804
		The Pantry, Inc.
444,375		Term Loan, 7.07%, Maturing January 2, 2012	445,486
			$	6,179,226
Forest Products — 2.6%
		Boise Cascade Holdings, LLC
$	1,275,787	Term Loan, 6.84%, Maturing October 29, 2011	$	1,286,298
		Buckeye Technologies, Inc.
100,019		Term Loan, 7.34%, Maturing April 15, 2010	100,207
		Georgia-Pacific Corp.
4,690,625		Term Loan, 7.09%, Maturing December 20, 2012	4,720,289
		NewPage Corp.
801,620		Term Loan, 7.63%, Maturing May 2, 2011	809,636
		Xerium Technologies, Inc.
1,338,595		Term Loan, 8.10%, Maturing May 18, 2012	1,341,942
			$	8,258,372
Healthcare — 11.6%
		Accellent, Inc.
$	928,250	Term Loan, 7.36%, Maturing November 22, 2012	$	927,090
		Alliance Imaging, Inc.
1,132,099		Term Loan, 7.88%, Maturing December 29, 2011	1,138,326
		American Medical Systems
868,513		Term Loan, 7.68%, Maturing July 20, 2012	869,599
		American Safety Razor Co.
400,000		Term Loan, 11.63%, Maturing July 31, 2014	407,000
		AmeriPath, Inc.
990,000		Term Loan, 7.36%, Maturing October 31, 2012	991,733

		AMN Healthcare, Inc.
$	216,408	Term Loan, 7.10%, Maturing November 2, 2011	$	217,084
		AMR HoldCo, Inc.
1,076,376		Term Loan, 7.38%, Maturing February 10, 2012	1,080,749
		Carl Zeiss Vision Holding GmbH
630,000		Term Loan, 7.86%, Maturing March 23, 2015	630,000
		Community Health Systems, Inc.
3,352,781		Term Loan, 7.10%, Maturing August 19, 2011	3,369,022
		Concentra Operating Corp.
1,129,220		Term Loan, 7.38%, Maturing September 30, 2011	1,132,396
		CONMED Corp.
422,222		Term Loan, 7.07%, Maturing April 13, 2013	422,486
		CRC Health Corp.
273,625		Term Loan, 7.85%, Maturing February 6, 2013	276,361
247,506		Term Loan, 7.85%, Maturing February 6, 2013	249,981
		Davita, Inc.
2,715,474		Term Loan, 6.83%, Maturing October 5, 2012	2,727,460
		DJ Orthopedics, LLC
233,750		Term Loan, 6.88%, Maturing April 7, 2013	233,750
		Emdeon Business Services, LLC
941,334		Term Loan, 7.60%, Maturing November 16, 2013	946,629
		Encore Medical Finance, LLC
1,070,879		Term Loan, 7.88%, Maturing November 3, 2013	1,075,564
		FGX International, Inc.
297,000		Term Loan, 9.35%, Maturing December 12, 2012	297,743
		FHC Health Systems, Inc.
148,381		Term Loan, 12.11%, Maturing December 18, 2009	153,574
103,867		Term Loan, 14.11%, Maturing December 18, 2009	106,983
750,000		Term Loan, 15.11%, Maturing February 7, 2011	772,500
		Fresenius Medical Care Holdings
1,507,263		Term Loan, 6.73%, Maturing March 31, 2013	1,507,682
		Hanger Orthopedic Group, Inc.
397,003		Term Loan, 7.60%, Maturing May 30, 2013	398,991
		HCA, Inc.
3,640,875		Term Loan, 7.60%, Maturing November 18, 2013	3,676,148
		Health Management Association, Inc.
1,335,000		Term Loan, 7.10%, Maturing February 28, 2014	1,340,632
		HealthSouth Corp.
1,141,375		Term Loan, 7.86%, Maturing March 10, 2013	1,148,639
		Invacare Corp.
548,625		Term Loan, 7.60%, Maturing February 12, 2013	551,711
		Kinetic Concepts, Inc.
144,930		Term Loan, 6.85%, Maturing October 3, 2009	145,292
		Leiner Health Products, Inc.
520,288		Term Loan, 8.58%, Maturing May 27, 2011	523,864

		LifeCare Holdings, Inc.
$	444,375	Term Loan, 7.60%, Maturing August 11, 2012	$	431,461
		LifePoint Hospitals, Inc.
2,049,646		Term Loan, 6.99%, Maturing April 15, 2012	2,046,764
		Magellan Health Services, Inc.
457,958		Term Loan, 5.20%, Maturing August 15, 2008	459,103
286,224		Term Loan, 7.10%, Maturing August 15, 2008	286,939
		Matria Healthcare, Inc.
108,558		Term Loan, 7.35%, Maturing January 19, 2012	109,100
		MultiPlan Merger Corp.
267,529		Term Loan, 7.82%, Maturing April 12, 2013	270,038
		MultiPlan, Inc.
375,556		Term Loan, 7.82%, Maturing April 12, 2013	379,076
		National Mentor Holdings, Inc.
33,600		Term Loan, 5.32%, Maturing June 29, 2013	33,779
562,152		Term Loan, 7.35%, Maturing June 29, 2013	565,139
		National Rental Institutes, Inc.
471,438		Term Loan, 7.63%, Maturing March 31, 2013	472,321
		RadNet Management, Inc.
300,000		Term Loan, 8.83%, Maturing November 15, 2012	302,250
350,000		Term Loan, 12.83%, Maturing November 15, 2013	356,125
		Renal Advantage, Inc.
197,062		Term Loan, 7.85%, Maturing October 5, 2012	199,033
		Select Medical Holding Corp.
1,251,962		Term Loan, 7.36%, Maturing February 24, 2012	1,249,472
		Sunrise Medical Holdings, Inc.
342,860		Term Loan, 8.88%, Maturing May 13, 2010	342,003
		Vanguard Health Holding Co., LLC
1,625,429		Term Loan, 7.60%, Maturing September 23, 2011	1,639,989
		VWR International, Inc.
790,906		Term Loan, 7.61%, Maturing April 7, 2011	796,096
			$	37,257,677
Home Furnishings — 1.8%
		Interline Brands, Inc.
$	532,929	Term Loan, 7.07%, Maturing June 23, 2013	$	533,929
368,641		Term Loan, 7.07%, Maturing June 23, 2013	369,333
		Knoll, Inc.
960,307		Term Loan, 7.10%, Maturing October 3, 2012	965,589
		National Bedding Co., LLC
997,500		Term Loan, 7.35%, Maturing August 31, 2011	999,869
350,000		Term Loan, 10.36%, Maturing August 31, 2012	356,563
		Oreck Corp.
681,125		Term Loan, 10.00%, Maturing February 2, 2012	681,125

		Simmons Co., Inc.
$	1,542,797	Term Loan, 7.43%, Maturing December 19, 2011	$	1,554,047
500,000		Term Loan, 10.65%, Maturing February 15, 2012	495,000
			$	5,955,455
Industrial Equipment — 3.4%
		Aearo Technologies, Inc.
$	400,000	Term Loan, 11.85%, Maturing September 24, 2013	$	407,750
		Alliance Laundry Holdings, LLC
231,447		Term Loan, 7.60%, Maturing January 27, 2012	233,183
		Colfax Corp.
589,021		Term Loan, 7.63%, Maturing May 30, 2009	593,623
		Flowserve Corp.
1,079,225		Term Loan, 6.88%, Maturing August 10, 2012	1,081,383
		Foamex L.P.
1,500,000		Term Loan, 7.57%, Maturing February 12, 2013	1,506,563
		FR Brand Acquisition Corp.
500,000		Term Loan, 11.38%, Maturing February 7, 2015	504,375
		Generac Acquisition Corp.
693,000		Term Loan, 7.85%, Maturing November 7, 2013	697,331
500,000		Term Loan, 11.35%, Maturing April 7, 2014	503,750
		Gleason Corp.
313,939		Term Loan, 7.85%, Maturing June 30, 2013	316,294
300,000		Term Loan, 10.88%, Maturing December 31, 2013	303,938
		John Maneely Co.
1,641,051		Term Loan, 8.62%, Maturing December 8, 2013	1,648,401
		PP Acquisition Corp.
1,574,792		Term Loan, 8.32%, Maturing November 12, 2011	1,584,634
		Terex Corp.
397,000		Term Loan, 7.10%, Maturing July 13, 2013	398,489
		TFS Acquisition Corp.
1,119,375		Term Loan, 8.85%, Maturing August 11, 2013	1,127,770
			$	10,907,484
Insurance — 2.4%
		Applied Systems, Inc.
$	721,375	Term Loan, 8.17%, Maturing September 26, 2013	$	725,659
		ARG Holding, Inc.
448,875		Term Loan, 8.38%, Maturing November 30, 2011	452,522
650,000		Term Loan, 12.63%, Maturing November 30, 2012	660,156
		CCC Information Services Group, Inc.
337,917		Term Loan, 7.85%, Maturing February 10, 2013	339,923
		Conseco, Inc.
1,492,500		Term Loan, 7.32%, Maturing October 10, 2013	1,498,564
		Crawford and Company
712,411		Term Loan, 7.86%, Maturing October 31, 2013	715,973

		Hilb, Rogal & Hobbs Co.
$	1,361,250	Term Loan, 6.85%, Maturing April 26, 2013	$		1,363,802
		U.S.I. Holdings Corp.
149,625		Term Loan, 7.61%, Maturing March 24, 2011	149,812
1,691,263		Term Loan, 7.61%, Maturing March 24, 2011	1,693,377
			$		7,599,788
Leisure Goods/Activities/Movies — 8.8%
		24 Hour Fitness Worldwide, Inc.
$	891,000	Term Loan, 7.86%, Maturing June 8, 2012	$		897,126
		Alliance Atlantis Communications, Inc.
332,220		Term Loan, 6.82%, Maturing December 31, 2011		332,272
		AMC Entertainment, Inc.
990,000		Term Loan, 7.07%, Maturing January 26, 2013		996,188
		AMF Bowling Worldwide, Inc.
209,650		Term Loan, 8.32%, Maturing August 27, 2009		211,092
		Bombardier Recreational Product
979,747		Term Loan, 7.86%, Maturing June 28, 2013		986,635
		Carmike Cinemas, Inc.
498,744		Term Loan, 8.59%, Maturing May 19, 2012		505,112
		Cedar Fair, L.P.
2,385,741		Term Loan, 7.32%, Maturing August 30, 2012		2,411,239
		Cinemark, Inc.
1,990,000		Term Loan, 7.13%, Maturing October 5, 2013		2,001,194
		Deluxe Entertainment Services
417,694		Term Loan, 8.35%, Maturing January 28, 2011		421,001
		Easton-Bell Sports, Inc.
795,741		Term Loan, 7.07%, Maturing March 16, 2012		797,730
		Fender Musical Instruments Co.
386,432		Term Loan, 8.11%, Maturing March 30, 2012		392,228
375,000		Term Loan, 11.36%, Maturing October 1, 2012		384,375
		HEI Acquisition, LLC
325,000		Term Loan, 8.61%, Maturing December 31, 2011		326,625
		Mega Blocks, Inc.
837,250		Term Loan, 7.15%, Maturing July 26, 2012		839,343
		Metro-Goldwyn-Mayer Holdings, Inc.
4,338,619		Term Loan, 8.60%, Maturing April 8, 2012		4,347,092
		National Cinemedia, LLC
400,000		Term Loan, 7.09%, Maturing February 13, 2015		401,250
		Regal Cinemas Corp.
2,189,000		Term Loan, 7.10%, Maturing November 10, 2010		2,199,358
		Revolution Studios Distribution Co., LLC
949,348		Term Loan, 9.26%, Maturing December 21, 2014		956,468
450,000		Term Loan, 12.32%, Maturing June 21, 2015		454,500
		Six Flags Theme Parks, Inc.
750,000		Revolving Loan, 7.25%, Maturing June 30, 2008 (2)		746,719
2,201,358		Term Loan, 8.61%, Maturing June 30, 2009		2,222,759

		Southwest Sports Group, LLC
$	600,000	Term Loan, 7.88%, Maturing December 22, 2010	$	600,188
		Universal City Development Partners, Ltd.
934,709		Term Loan, 7.36%, Maturing June 9, 2011	942,304
		WMG Acquisition Corp.
450,000		Revolving Loan, 0.00%, Maturing February 28, 2010 (2)	439,650
3,545,751		Term Loan, 7.36%, Maturing February 28, 2011	3,562,373
			$	28,374,821
Lodging and Casinos — 4.0%
		Ameristar Casinos, Inc.
$	594,000	Term Loan, 6.82%, Maturing November 10, 2012	$	595,262
		Bally Technologies, Inc.
1,674,047		Term Loan, 8.61%, Maturing September 5, 2009	1,692,095
		CCM Merger, Inc.
1,011,981		Term Loan, 7.35%, Maturing April 25, 2012	1,020,994
		Fairmont Hotels and Resorts, Inc.
281,373		Term Loan, 8.57%, Maturing May 12, 2011	283,835
		Green Valley Ranch Gaming, LLC
265,000		Term Loan, 7.36%, Maturing February 16, 2014	266,361
		Isle of Capri Casinos, Inc.
1,187,663		Term Loan, 7.12%, Maturing February 4, 2012	1,197,015
		Penn National Gaming, Inc.
3,462,275		Term Loan, 7.11%, Maturing October 3, 2012	3,489,973
		Pinnacle Entertainment, Inc.
400,000		Term Loan, 0.00%, Maturing December 14, 2011 (2)	399,833
350,000		Term Loan, 7.32%, Maturing December 14, 2011	352,880
		Venetian Casino Resort, LLC
2,031,035		Term Loan, 7.09%, Maturing June 15, 2011	2,047,245
418,770		Term Loan, 7.09%, Maturing June 15, 2011	422,112
		VML US Finance, LLC
241,667		Term Loan, 8.10%, Maturing May 25, 2012 (2)	243,121
483,333		Term Loan, 8.10%, Maturing May 25, 2013	488,801
		Wimar Opco, LLC
396,085		Term Loan, 7.85%, Maturing January 3, 2012	400,788
			$	12,900,315
Nonferrous Metals/Minerals — 2.0%
		Almatis Holdings 5 BV
$	165,000	Term Loan, 7.86%, Maturing December 21, 2013	$	166,921
175,000		Term Loan, 8.36%, Maturing December 21, 2014	177,830
		Alpha Natural Resources, LLC
469,062		Term Loan, 7.10%, Maturing October 26, 2012	470,821
		Carmeuse Lime, Inc.
292,514		Term Loan, 7.13%, Maturing May 2, 2011	293,611

		Longyear Global Holdings, Inc.
$	53,214	Term Loan, 8.58%, Maturing October 6, 2012	$	53,480
57,307		Term Loan, 8.58%, Maturing October 6, 2012	57,594
536,230		Term Loan, 8.58%, Maturing October 6, 2012	538,911
		Magnequench International, Inc.
569,625		Term Loan, 10.47%, Maturing August 31, 2009	571,761
		Magnum Coal Co.
100,000		Term Loan, 8.57%, Maturing March 15, 2013	100,125
990,000		Term Loan, 8.57%, Maturing March 15, 2013	991,238
		Murray Energy Corp.
735,000		Term Loan, 8.36%, Maturing January 28, 2010	738,675
		Novelis, Inc.
378,508		Term Loan, 7.61%, Maturing January 6, 2012	379,724
656,262		Term Loan, 7.61%, Maturing January 6, 2012	658,371
		Stillwater Mining Co.
707,912		Term Loan, 7.63%, Maturing June 30, 2007	711,009
		Thompson Creek Metals Company
563,382		Term Loan, 10.12%, Maturing October 26, 2012	570,425
			$	6,480,496
Oil and Gas — 3.0%
		El Paso Corp.
$	725,000	Term Loan, 5.23%, Maturing July 31, 2011	$	729,362
		EPCO Holdings, Inc.
410,749		Term Loan, 7.12%, Maturing August 18, 2008	411,947
607,696		Term Loan, 7.36%, Maturing August 18, 2010	615,943
		Goldking Energy Corp.
548,625		Term Loan, 10.32%, Maturing December 20, 2011 (3)	552,081
		Key Energy Services, Inc.
632,000		Term Loan, 7.83%, Maturing June 30, 2012	636,938
		Mach General, LLC
37,500		Term Loan, 7.35%, Maturing February 22, 2013	37,547
361,594		Term Loan, 7.36%, Maturing February 22, 2014	361,368
		Niska Gas Storage
82,167		Term Loan, 7.07%, Maturing May 13, 2011	82,475
133,333		Term Loan, 7.07%, Maturing May 13, 2011	133,833
121,300		Term Loan, 7.09%, Maturing May 13, 2011	121,717
699,658		Term Loan, 7.09%, Maturing May 12, 2013	702,063
		Petroleum Geo-Services ASA
365,437		Term Loan, 7.60%, Maturing December 16, 2012	368,041
		Primary Natural Resources, Inc.
990,000		Term Loan, 9.32%, Maturing July 28, 2010 (3)	982,575
		Targa Resources, Inc.
395,714		Term Loan, 5.23%, Maturing October 31, 2012	399,145
2,005,762		Term Loan, 7.36%, Maturing October 31, 2012	2,023,156
		Volnay Acquisition Co. I
798,000		Term Loan, 7.35%, Maturing January 12, 2014	805,481

		W&T Offshore, Inc.
$	575,000	Term Loan, 7.60%, Maturing May 26, 2010	$	579,791
			$	9,543,463
Publishing — 7.3%
		American Media Operations, Inc.
$	2,000,000	Term Loan, 8.62%, Maturing January 31, 2013	$	2,014,584
		CBD Media, LLC
359,477		Term Loan, 7.82%, Maturing December 31, 2009	362,023
		Dex Media East, LLC
1,363,641		Term Loan, 6.85%, Maturing May 8, 2009	1,364,571
		Dex Media West, LLC
1,121,951		Term Loan, 6.85%, Maturing March 9, 2010	1,122,722
		Idearc, Inc.
4,488,750		Term Loan, 7.35%, Maturing November 17, 2014	4,521,293
		MediaNews Group, Inc.
521,063		Term Loan, 7.07%, Maturing August 2, 2013	522,419
		Mediannuaire Holding
EUR 500,000		Term Loan, 8.14%, Maturing April 10, 2016	686,946
		Merrill Communications, LLC
684,499		Term Loan, 7.58%, Maturing February 9, 2009	688,028
		Nebraska Book Co., Inc.
466,682		Term Loan, 7.83%, Maturing March 4, 2011	470,765
		Philadelphia Newspapers, LLC
389,542		Term Loan, 8.08%, Maturing June 29, 2013	393,925
		R.H. Donnelley Corp.
32,888		Term Loan, 6.60%, Maturing December 31, 2009	32,849
256,735		Term Loan, 6.85%, Maturing June 30, 2010	257,127
		R.H. Donnelley Corp., Sr. Disc. Notes
676,458		Term Loan, 7.07%, Maturing September 30, 2011	678,783
		Reader’s Digest Association
1,775,000		Term Loan, 7.38%, Maturing March 2, 2014	1,780,865
		Riverdeep Interactive Learning, Inc.
1,396,476		Term Loan, 8.10%, Maturing December 20, 2013	1,408,819
		SGS International, Inc.
395,000		Term Loan, 7.86%, Maturing December 30, 2011	398,950
		Source Media, Inc.
599,735		Term Loan, 7.60%, Maturing November 8, 2011	606,107
		SP Newsprint Co.
969,921		Term Loan, 5.32%, Maturing January 9, 2010	972,346
		Sun Media Corp.
2,161,739		Term Loan, 7.11%, Maturing February 7, 2009	2,167,820
		Valassis Communications, Inc.
300,000		Term Loan, 7.10%, Maturing March 2, 2014	301,125
		Xsys US, Inc.
605,124		Term Loan, 7.82%, Maturing September 27, 2013	613,318
618,087		Term Loan, 8.32%, Maturing September 27, 2014	626,457

		Yell Group, PLC
$	1,400,000	Term Loan, 7.32%, Maturing February 10, 2013	$	1,412,141
			$	23,403,983
Radio and Television — 5.6%
		ALM Media Holdings, Inc.
$	812,126	Term Loan, 7.85%, Maturing March 4, 2010	$	814,537
		Block Communications, Inc.
444,375		Term Loan, 7.35%, Maturing December 22, 2011	445,208
		CMP KC, LLC
491,844		Term Loan, 9.38%, Maturing May 5, 2013	495,533
		CMP Susquehanna Corp.
717,589		Term Loan, 7.38%, Maturing May 5, 2013	721,985
		Cumulus Media, Inc.
737,645		Term Loan, 7.32%, Maturing June 7, 2013	742,914
		Emmis Operating Company
450,000		Term Loan, 7.35%, Maturing November 2, 2013	453,500
		Entravision Communications Corp.
714,125		Term Loan, 6.86%, Maturing September 29, 2013	717,398
		Gray Television, Inc.
693,000		Term Loan, 6.82%, Maturing January 19, 2015 (2)	693,866
		HIT Entertainment, Inc.
788,000		Term Loan, 7.32%, Maturing March 20, 2012	793,172
		Intelsat Bermuda, Ltd.
575,000		Term Loan, 7.86%, Maturing February 1, 2014	576,900
		Intelsat Subsudiary Holding Co.
523,688		Term Loan, 7.36%, Maturing July 3, 2013	528,597
		Montecito Broadcast Group, LLC
345,625		Term Loan, 7.86%, Maturing January 27, 2013	348,001
		NEP II, Inc.
325,000		Term Loan, 7.60%, Maturing February 16, 2014	326,981
		Nexstar Broadcasting, Inc.
965,551		Term Loan, 7.10%, Maturing October 1, 2012	964,948
914,770		Term Loan, 7.10%, Maturing October 1, 2012	914,199
		NextMedia Operating, Inc.
150,096		Term Loan, 7.32%, Maturing November 15, 2012	150,321
66,709		Term Loan, 7.32%, Maturing November 15, 2012	66,809
		PanAmSat Corp.
1,321,688		Term Loan, 7.36%, Maturing January 3, 2014	1,335,153
		Patriot Media and Communications CNJ, LLC
300,000		Term Loan, 10.36%, Maturing October 6, 2013	304,500
		Paxson Communications Corp.
1,350,000		Term Loan, 8.61%, Maturing January 15, 2012	1,382,063
		Raycom TV Broadcasting, LLC
1,505,204		Term Loan, 6.88%, Maturing August 28, 2013	1,503,323
		SFX Entertainment
740,625		Term Loan, 8.09%, Maturing June 21, 2013	744,328

		Spanish Broadcasting System, Inc.
$	987,406	Term Loan, 7.10%, Maturing June 10, 2012	$	990,183
		Tyrol Acquisition 2 SAS
EUR 425,000		Term Loan, 6.09%, Maturing January 19, 2015	573,980
EUR 425,000		Term Loan, 6.59%, Maturing January 19, 2016	576,537
		Young Broadcasting, Inc.
875,656		Term Loan, 7.88%, Maturing November 3, 2012	880,034
			$	18,044,970
Rail Industries — 0.3%
		Kansas City Southern Railway Co.
$	1,014,794	Term Loan, 7.07%, Maturing March 30, 2008	$	1,017,542
			$	1,017,542
Retailers (Except Food and Drug) — 5.1%
		Advantage Sales & Marketing, Inc.
$	445,500	Term Loan, 7.36%, Maturing March 29, 2013	$	445,871
		American Achievement Corp.
212,980		Term Loan, 7.72%, Maturing March 25, 2011	214,534
		Amscan Holdings, Inc.
769,188		Term Loan, 8.39%, Maturing December 23, 2012	776,639
		Coinmach Laundry Corp.
2,984,868		Term Loan, 7.88%, Maturing December 19, 2012	3,011,920
		Cumberland Farms, Inc.
845,750		Term Loan, 7.35%, Maturing September 29, 2013	851,565
		Hanesbrands, Inc.
926,071		Term Loan, 7.57%, Maturing September 5, 2013	933,070
450,000		Term Loan, 9.11%, Maturing March 5, 2014	462,024
		Harbor Freight Tools USA, Inc.
1,093,141		Term Loan, 7.61%, Maturing July 15, 2010	1,102,250
		Home Interiors & Gifts, Inc.
624,222		Term Loan, 10.35%, Maturing March 31, 2011	451,781
		Josten’s Corp.
1,993,023		Term Loan, 7.33%, Maturing October 4, 2011	2,005,065
		Mapco Express, Inc.
290,759		Term Loan, 8.07%, Maturing April 28, 2011	292,031
		Mauser Werke GmbH & Co. KG
625,000		Term Loan, 8.09%, Maturing December 3, 2011	628,906
		Neiman Marcus Group, Inc.
451,899		Term Loan, 7.35%, Maturing April 5, 2013	456,435
		Oriental Trading Co., Inc.
700,000		Term Loan, 11.36%, Maturing January 31, 2013	714,438
893,250		Term Loan, 7.61%, Maturing July 31, 2013	898,275
		Rent-A-Center, Inc.
596,992		Term Loan, 7.11%, Maturing November 15, 2012	599,169
		Rover Acquisition Corp.
1,147,125		Term Loan, 8.11%, Maturing October 26, 2013	1,156,855

		Savers, Inc.
$	182,284	Term Loan, 8.11%, Maturing August 11, 2012	$	184,107
206,563		Term Loan, 8.11%, Maturing August 11, 2012	208,629
		The Yankee Candle Company, Inc.
900,000		Term Loan, 7.35%, Maturing February 6, 2014	905,175
			$	16,298,739
Steel — 0.1%
		Gibraltar Industries, Inc.
$	241,190	Term Loan, 7.13%, Maturing December 8, 2010	$	241,039
			$	241,039
Surface Transport — 0.8%
		Gainey Corp.
$	421,813	Term Loan, 8.15%, Maturing April 20, 2012	$	423,131
		Horizon Lines, LLC
193,253		Term Loan, 7.60%, Maturing July 7, 2011	194,400
		Oshkosh Truck Corp.
1,022,438		Term Loan, 7.10%, Maturing December 6, 2013	1,027,550
		Ozburn-Hessey Holding Co., LLC
297,347		Term Loan, 8.63%, Maturing August 9, 2012	298,090
		Sirva Worldwide, Inc.
771,102		Term Loan, 11.61%, Maturing December 1, 2010	757,286
			$	2,700,457
Telecommunications — 5.3%
		Alaska Communications Systems Holdings, Inc.
$	530,000	Term Loan, 7.10%, Maturing February 1, 2012	$	532,461
		Asurion Corp.
579,931		Term Loan, 8.32%, Maturing July 13, 2012	587,542
450,000		Term Loan, 11.57%, Maturing January 13, 2013	460,969
		Cellular South, Inc.
340,375		Term Loan, 7.10%, Maturing May 4, 2011	342,077
		Centennial Cellular Operating Co., LLC
1,833,333		Term Loan, 7.35%, Maturing February 9, 2011	1,849,756
		Consolidated Communications, Inc.
2,244,965		Term Loan, 7.10%, Maturing July 27, 2015	2,255,490
		Epicor Software Corp.
247,500		Term Loan, 7.85%, Maturing March 30, 2012	248,583
		FairPoint Communications, Inc.
1,130,000		Term Loan, 7.13%, Maturing February 8, 2012	1,135,474
		Hawaiian Telcom Communications, Inc.
396,444		Term Loan, 7.60%, Maturing October 31, 2012	398,705
		Iowa Telecommunications Services
334,000		Term Loan, 7.10%, Maturing November 23, 2011	336,818
		IPC Acquisition Corp.
348,250		Term Loan, 7.85%, Maturing September 29, 2013	351,660

		Madison River Capital, LLC
$	287,238	Term Loan, 7.61%, Maturing July 29, 2012	$	288,028
		NTelos, Inc.
1,113,072		Term Loan, 7.57%, Maturing August 24, 2011	1,120,028
		Paetec Holdings Corp.
300,000		Term Loan, 8.82%, Maturing February 28, 2013	304,200
		Stratos Global Corp.
569,250		Term Loan, 8.10%, Maturing February 13, 2012	572,570
		Triton PCS, Inc.
1,549,990		Term Loan, 8.57%, Maturing November 18, 2009	1,564,521
		West Corp.
1,825,000		Term Loan, 7.75%, Maturing October 24, 2013	1,839,031
		WestCom Corp.
358,008		Term Loan, 8.15%, Maturing December 17, 2010	358,455
600,000		Term Loan, 12.36%, Maturing May 17, 2011	602,625
		Windstream Corp.
1,663,796		Term Loan, 6.85%, Maturing July 17, 2013	1,677,487
		Winstar Communications, Inc.
169,348		DIP Loan, 0.00%, Maturing June 30, 2007	229,184
			$	17,055,664
Utilities — 3.4%
		Astoria Generating Co.
$	625,000	Term Loan, 9.10%, Maturing August 23, 2013	$	632,899
		BRSP, LLC
1,025,000		Term Loan, 8.37%, Maturing July 13, 2009	1,030,125
		Cogentrix Delaware Holdings, Inc.
279,416		Term Loan, 6.85%, Maturing April 14, 2012	280,347
		Covanta Energy Corp.
305,155		Term Loan, 5.28%, Maturing February 9, 2014	305,727
619,845		Term Loan, 6.88%, Maturing February 9, 2014	621,008
		La Paloma Generating Co., LLC
29,508		Term Loan, 7.07%, Maturing August 16, 2012	29,410
168,433		Term Loan, 7.10%, Maturing August 16, 2012	167,872
13,415		Term Loan, 7.10%, Maturing August 16, 2012	13,370
		LSP General Finance Co., LLC
19,775		Term Loan, 7.10%, Maturing April 14, 2013	19,837
444,444		Term Loan, 7.10%, Maturing April 14, 2013	445,833
		Mirant North America, LLC.
1,000,095		Term Loan, 7.07%, Maturing January 3, 2013	1,003,408
		NRG Energy, Inc.
975,000		Term Loan, 7.35%, Maturing February 1, 2013	982,515
3,731,976		Term Loan, 7.35%, Maturing February 1, 2013	3,761,466
		Pike Electric, Inc.
136,691		Term Loan, 7.13%, Maturing July 1, 2012	136,805
233,426		Term Loan, 7.13%, Maturing December 10, 2012	233,621

		Vulcan Energy Corp.
$	1,270,284	Term Loan, 6.86%, Maturing July 23, 2010	$	1,273,063
			$	10,937,306
Total Senior, Floating Rate Interests (identified cost, $458,346,182)			$	460,770,823

Corporate Bonds & Notes — 15.6%

Principal Amount (000’s omitted)		Security	Value
Aerospace and Defense — 0.7%
		Alion Science and Technologies Corp.
$	145	10.25%, 2/1/15 (4)	$	150,075
		DRS Technologies, Inc., Sr. Sub. Notes
40		7.625%, 2/1/18	41,800
		Hawker Beechcraft Acquisition Co., Sr. Notes
45		8.50%, 4/1/15 (4)	46,856
			$	238,731
Air Transport — 0.0%
		Continental Airlines
$	110	7.033%, 6/15/11	$	110,444
			$	110,444
Automotive — 0.9%
		Altra Industrial Motion, Inc.
$	120	9.00%, 12/1/11	$	125,400
		American Axle and Manufacturing, Inc.
75		7.875%, 3/1/17	75,187
		Commercial Vehicle Group, Inc., Sr. Notes
55		8.00%, 7/1/13 (4)	55,825
		Ford Motor Credit Co.
110		6.625%, 6/16/08	109,684
385		7.375%, 10/28/09	384,513
185		7.875%, 6/15/10	185,817
		Ford Motor Credit Co., Sr. Notes
10		9.875%, 8/10/11	10,599
		Ford Motor Credit Co., Variable Rate
535		8.36%, 11/2/07	540,963
		General Motors Acceptance Corp.
105		5.125%, 5/9/08	103,801
55		5.85%, 1/14/09	54,315
20		7.00%, 2/1/12	20,115
240		8.00%, 11/1/31	258,031
		Goodyear Tire & Rubber Co.
95		9.14%, 12/1/09 (4)	95,831

		Goodyear Tire & Rubber Co., Sr. Notes
$	70	8.625%, 12/1/11 (4)	$	75,600
		Tenneco Automotive, Inc.
140		8.625%, 11/15/14	146,650
		Tenneco Automotive, Inc., Series B
275		10.25%, 7/15/13	301,125
		The Hertz Corp., Sr. Notes
290		8.875%, 1/1/14	313,925
		Titan International, Inc., Sr. Notes
75		8.00%, 1/15/12 (4)	77,531
		United Components, Inc., Sr. Sub. Notes
65		9.375%, 6/15/13	67,600
			$	3,002,512
Broadcast Radio and Television — 0.1%
		Advanstar Communications, Inc.
$	415	10.75%, 8/15/10	$	451,312
			$	451,312
Brokers/Dealers/Investment Houses — 0.1%
		Residential Capital Corp., Variable Rate
$	440	7.19%, 4/17/09 (4)	$	436,405
			$	436,405
Building and Development — 0.8%
		General Cable Corp.
$	45	7.725%, 4/1/15 (4)	$	45,225
45		7.125%, 4/1/17 (4)	45,506
		Grohe Holding of GmbH
EUR 1,000		6.622%, 1/15/14	1,347,559
		Interface, Inc., Sr. Sub. Notes
20		9.50%, 2/1/14	21,850
		Interline Brands, Inc., Sr. Sub. Notes
70		8.125%, 6/15/14	72,625
		Mueller Group, Inc., Sr. Sub Notes
120		10.00%, 5/1/12	130,200
		Mueller Holdings, Inc., Disc. Notes, (0.00% until 2009)
109		14.75%, 4/15/14	99,735
		Nortek, Inc., Sr. Sub. Notes
450		8.50%, 9/1/14	439,875
		NTK Holdings, Inc., Sr. Disc. Notes
200		10.75%, 3/1/14	146,000
		Panolam Industries International, Sr. Sub. Notes
185		10.75%, 10/1/13 (4)	199,800
		Stanley-Martin Communities, LLC
40		9.75%, 8/15/15 (4)	36,050
			$	2,584,425

Business Equipment and Services — 0.5%
		Activant Solutions, Inc.
$	55	9.50%, 5/1/16	$	54,450
		Affinion Group, Inc.
55		10.125%, 10/15/13 (4)	60,225
		Affinion Group, Inc., Sr. Sub. Notes
70		11.50%, 10/15/15 (4)	77,350
		Aramark Corp., Sr. Notes
30		8.50%, 2/1/15 (4)	31,350
		Aramark Corp., Sr. Notes, Variable Rate
185		8.86%, 2/1/15 (4)	191,013
		Education Management, LLC, Sr. Notes
150		8.75%, 6/1/14	158,625
		Education Management, LLC, Sr. Sub Notes
280		10.25%, 6/1/16	305,200
		HydroChem Industrial Services, Inc., Sr. Sub. Notes
50		9.25%, 2/15/13 (4)	51,500
		Lamar Media Corp., Series B
20		6.625%, 8/15/15	19,600
		Muzak, LLC / Muzak Finance, Sr. Notes
20		10.00%, 2/15/09	20,000
		Norcross Safety Products, LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B
170		9.875%, 8/15/11	181,050
		Rental Service Corp.
45		9.50%, 12/1/14 (4)	48,150
		Sabre Holdings Corp.
155		7.35%, 8/1/11	153,039
65		6.35%, 3/15/16	59,969
		Safety Products Holdings, Inc.
83		11.75%, 1/1/12 (3)	85,903
		SunGard Data Systems, Inc.
145		9.125%, 8/15/13	156,237
		Travelport, LLC, Sr. Notes
150		9.875%, 9/1/14 (4)	157,875
			$	1,811,536
Cable and Satellite Television — 0.8%
		Cablevision Systems Corp., Sr. Notes, Series B, Variable Rate
$	220	9.87%, 4/1/09	$	234,300
		CCH I Holdings, LLC
180		11.75%, 5/15/14	173,250
		CCH I, LLC/CCH I Capital Co.
160		11.00%, 10/1/15	166,800
		CCH II, LLC/CCH II Capital Co.
140		10.25%, 9/15/10	148,225

		CCO Holdings, LLC / CCO Capital Corp., Sr. Notes
$	395	8.75%, 11/15/13 (4)	$	410,800
		CSC Holdings, Inc., Series B
70		8.125%, 8/15/09	72,800
		CSC Holdings, Inc., Sr. Notes
10		8.125%, 7/15/09	10,400
		CSC Holdings, Inc., Sr. Notes, Series B
20		7.625%, 4/1/11	20,600
		Insight Communications, Sr. Disc. Notes
525		12.25%, 2/15/11	549,937
		Kabel Deutschland GmbH
135		10.625%, 7/1/14	151,200
		Mediacom Broadband Corp., LLC, Sr. Notes
130		8.50%, 10/15/15 (4)	133,575
		National Cable, PLC
75		8.75%, 4/15/14	78,375
		UGS Corp.
660		10.00%, 6/1/12	725,175
			$	2,875,437
Chemicals and Plastics — 0.4%
		BCP Crystal Holdings Corp., Sr. Sub. Notes
$	172	9.625%, 6/15/14	$	196,238
		Crystal US Holdings / US Holdings 3, LLC, Sr. Disc. Notes, Series B, (0.00% until 2009)
179		10.50%, 10/1/14	167,141
		Equistar Chemical, Sr. Notes
170		10.625%, 5/1/11	180,200
		Huntsman International, LLC
91		11.625%, 10/15/10	99,076
		Lyondell Chemical Co., Sr. Notes
192		10.50%, 6/1/13	211,200
		MacDermid, Inc., Sr. Sub. Notes
65		9.50%, 4/15/17 (4)(5)	66,950
		Mosaic Co., Sr. Notes
70		7.375%, 12/1/14 (4)	73,325
70		7.625%, 12/1/16 (4)	74,200
		Nova Chemicals Corp., Sr. Notes, Variable Rate
105		8.502%, 11/15/13 (4)	105,000
		Reichhold Industries Inc., Sr. Notes
215		9.00%, 8/15/14 (4)	221,450
			$	1,394,780
Clothing/Textiles — 0.5%
		Levi Strauss & Co., Sr. Notes
$	430	12.25%, 12/15/12	$	474,075
75		9.75%, 1/15/15	82,687

$	235	8.875%, 4/1/16			$		252,625
		Levi Strauss & Co., Sr. Notes, Variable Rate
205		10.11%, 4/1/12			209,100
		Oxford Industries, Inc., Sr. Notes
390		8.875%, 6/1/11			405,600
		Perry Ellis International, Inc., Sr. Sub. Notes
175		8.875%, 9/15/13			180,250
		Phillips Van-Heusen, Sr. Notes
40		7.25%, 2/15/11			41,100
100		8.125%, 5/1/13			105,500
					$		1,750,937
Conglomerates — 0.1%
		Goodman Global Holdings, Inc., Sr. Notes, Variable Rate
$	107	8.36%, 6/15/12			$		108,070
		RBS Global & Rexnord Corp.
95		9.50%, 8/1/14			99,275
90		11.75%, 8/1/16			97,087
					$		304,432
Containers and Glass Products — 0.2%
		Berry Plastics Holding Corp.
$	220	8.875%, 9/15/14			$		226,050
		Berry Plastics Holding Corp., Variable Rate
60		9.23%, 9/15/14			61,800
		Intertape Polymer US, Inc., Sr. Sub. Notes
175		8.50%, 8/1/14			156,764
		Pliant Corp. (PIK)
207		11.85%, 6/15/09 (3)			228,303
					$		672,917
Ecological Services and Equipment — 0.0%
		Waste Services, Inc., Sr. Sub. Notes
$	245	9.50%, 4/15/14			$		257,862
					$		257,862
Electronics/Electrical — 0.2%
		Avago Technologies Finance
$	95	10.125%, 12/1/13			$		103,312
40		11.875%, 12/1/15			45,200
		CPI Holdco, Inc., Sr. Notes, Variable Rate
50		11.151%, 2/1/15			51,875
		NXP BV/ NXP Funding, LLC, Variable Rate
425		8.11%, 10/15/13 (4)			439,344
			NXP BV/NXP Funding, LLC, Sr. Notes
90			9.50%, 10/15/15 (4)	93,375
			Open Solutions, Inc., Sr. Sub. Notes
30			9.75%, 2/1/15 (4)	31,050
				$		764,156

Financial Intermediaries — 1.7%
	Alzette, Variable Rate
$ 500	11.86%, 12/15/20 (4)	$ 514,375
	Avalon Capital Ltd. 3, Series 1A, Class D, Variable Rate
380	7.31%, 2/24/19 (4)	382,297
	Babson Ltd. Series 2005-1A, Class C1, Variable Rate
500	7.31%, 4/15/19 (4)	508,003
	Bryant Park CDO Ltd., Series 2005-1A, Class C, Variable Rate
500	7.41%, 1/15/19 (4)	509,252
	Carlyle High Yield Partners, Series 2004-6A, Class C, Variable Rate
500	7.81%, 8/11/16 (4)	508,381
	CENT9 2005-9A Note
500	10.12%, 7/17/19	518,497
	Centurion CDO 8 Ltd., Series 2005 8A, Class D, Variable Rate
500	10.84%, 3/8/17	527,933
	Madison Park Funding Ltd., Series 2006-2A, Class D, Variable Rate
1,000	10.096%, 3/25/20 (4)	1,042,484
	Sonata Securities S.A., Series 2006-5
500	8.863%, 6/27/07	504,802
	Sonata Securities S.A., Series 2006-6
500	8.864%, 6/27/07	504,762
		$ 5,520,786
Food Products — 0.5%
	ASG Consolidated, LLC / ASG Finance, Inc., Sr. Disc. Notes, (0.00% until 2008)
$ 275	11.50%, 11/1/11	$ 250,250
	Pierre Foods, Inc., Sr. Sub. Notes
175	9.875%, 7/15/12	182,000
	Pinnacle Foods Finance, LLC, Sr. Notes
25	9.25%, 4/1/15 (4)(5)	24,688
	Pinnacle Foods Finance, LLC, Sr. Sub. Notes
75	10.625%, 4/1/17 (4)(5)	74,156
	Pinnacle Foods Holdings Corp., Sr. Sub. Notes
1,105	8.25%, 12/1/13	1,207,268
		$ 1,738,362
Food Service — 0.1%
	El Pollo Loco, Inc.
$ 195	11.75%, 11/15/13	$ 215,475
	NPC International, Inc.
190	9.50%, 5/1/14	197,600
	Nutro Products, Inc., Sr. Notes, Variable Rate
40	9.40%, 10/15/13 (4)	41,400

	Sbarro, Inc., Sr. Notes
$ 50	10.375%, 2/1/15 (4)	$ 52,250
		$ 506,725
Food/Drug Retailers — 0.3%
	General Nutrition Center, Sr. Notes, Variable Rate
$ 190	9.796%, 3/15/14 (4)	$ 187,150
	General Nutrition Center, Sr. Sub. Notes
190	10.75%, 3/15/15 (4)	190,950
	Rite Aid Corp.
535	6.125%, 12/15/08	533,663
150	8.125%, 5/1/10	154,875
		$ 1,066,638
Forest Products — 0.2%
	Georgia Pacific Corp.
$ 15	9.50%, 12/1/11	$ 16,725
	Jefferson Smurfit Corp.
40	7.50%, 6/1/13	39,000
	JSG Funding PLC, Sr. Notes
131	9.625%, 10/1/12	139,843
	NewPage Corp.
235	10.00%, 5/1/12	258,206
	NewPage Corp., Variable Rate
80	11.61%, 5/1/12	87,900
		$ 541,674
Healthcare — 0.9%
	Accellent, Inc.
$ 130	10.50%, 12/1/13 (4)	$ 135,200
	Advanced Medical Optics
40	7.50%, 5/1/17 (4)(5)	40,500
	AMR HoldCo, Inc./EmCare HoldCo, Inc., Sr. Sub. Notes
170	10.00%, 2/15/15 (4)	187,850
	CDRV Investors, Inc., Sr. Disc. Notes
15	9.625%, 1/1/15	12,975
	CDRV Investors, Inc., Sr. Notes, Variable Rate
145	9.86%, 12/1/11	144,275
	HCA, Inc.
165	8.75%, 9/1/10	173,456
80	7.875%, 2/1/11	81,702
325	9.25%, 11/15/16 (4)	351,406
	Inverness Medical Innovations, Inc., Sr. Sub. Notes
170	8.75%, 2/15/12	178,075
	MultiPlan Merger Corp., Sr. Sub. Notes
200	10.375%, 4/15/16 (4)	206,000
	National Mentor Holdings, Inc., Sr. Sub. Notes
105	11.25%, 7/1/14	115,238

	Res-Care, Inc., Sr. Notes
$ 105	7.75%, 10/15/13 (4)	$ 107,625
	Service Corp. International, Sr. Notes
210	7.00%, 6/15/17	212,625
	Sun Healthcare Group, Inc., Sr. Sub. Notes
45	9.125%, 4/15/15 (4)(5)	46,350
	Triad Hospitals, Inc., Sr. Notes
220	7.00%, 5/15/12	229,350
	US Oncology, Inc.
120	9.00%, 8/15/12	128,700
290	10.75%, 8/15/14	324,800
	Vanguard Health Holdings Co., LLC, Sr. Disc. Notes
55	11.25%, 10/1/15	44,963
	VWR International, Inc., Sr. Sub. Notes
225	8.00%, 4/15/14	235,688
		$ 2,956,778
Home Furnishings — 0.0%
	Steinway Musical Instruments, Sr. Notes
$ 85	7.00%, 3/1/14 (4)	$ 84,150
		$ 84,150
Industrial Equipment — 0.2%
	Case New Holland, Inc., Sr. Notes
$ 190	9.25%, 8/1/11	$ 200,450
	Chart Industries, Inc., Sr. Sub. Notes
105	9.125%, 10/15/15 (4)	110,250
	ESCO Corp., Sr. Notes
80	8.625%, 12/15/13 (4)	85,200
	ESCO Corp., Sr. Notes, Variable Rate
80	9.23%, 12/15/13 (4)	83,600
	Manitowoc Co., Inc. (The)
29	10.50%, 8/1/12	30,994
		$ 510,494
Leisure Goods/Activities/Movies — 0.4%
	Bombardier Recreational Product
$ 70	8.00%, 11/15/14 (4)	$ 72,800
	HRP Myrtle Beach Operations, LLC/HRP
	Myrtle Beach Capital Corp.
105	12.50%, 4/1/13 (4)	107,100
	HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
195	10.12%, 4/1/12 (4)	196,950
	Marquee Holdings, Inc., Sr. Disc. Notes,
	(0.00% until 2009)
435	12.00%, 8/15/14	383,888

	Universal City Development Partners, Ltd., Sr. Notes
$ 200	11.75%, 4/1/10	$ 212,750
	Universal City Florida Holdings, Sr. Notes, Variable Rate
325	10.11%, 5/1/10	336,781
		$ 1,310,269
Lodging and Casinos — 1.1%
	Buffalo Thunder Development Authority
$ 205	9.375%, 12/15/14 (4)	$ 210,125
	CCM Merger, Inc.
130	8.00%, 8/1/13 (4)	131,300
	Chukchansi EDA, Sr. Notes, Variable Rate
150	8.877%, 11/15/12 (4)	154,500
	Eldorado Casino Shreveport (PIK)
59	10.00%, 8/1/12	56,886
	Greektown Holdings, LLC, Sr. Notes
110	10.75%, 12/1/13 (4)	118,250
	Host Hotels & Resorts L.P., Sr. Notes
100	6.875%, 11/1/14	102,000
	Inn of the Mountain Gods, Sr. Notes
345	12.00%, 11/15/10	376,913
	Las Vegas Sands Corp.
75	6.375%, 2/15/15	72,000
	Majestic Star Casino, LLC
180	9.50%, 10/15/10	189,675
	Majestic Star Casino, LLC, (0.00% until 2008)
75	12.50%, 10/15/11 (4)	52,875
	Mohegan Tribal Gaming Authority, Sr. Sub. Notes
60	8.00%, 4/1/12	62,550
	OED Corp. / Diamond Jo
203	8.75%, 4/15/12	202,493
	Pokagon Gaming Authority, Sr. Notes
60	10.375%, 6/15/14 (4)	66,450
	San Pasqual Casino
160	8.00%, 9/15/13 (4)	165,400
	Seminole Hard Rock Entertainment, Variable Rate
110	7.848%, 3/15/14 (4)	112,750
	Station Casinos, Inc.
30	7.75%, 8/15/16	30,938
	Station Casinos, Inc., Sr. Notes
50	6.00%, 4/1/12	48,688
	Trump Entertainment Resorts, Inc.
625	8.50%, 6/1/15	634,375
	Tunica-Biloxi Gaming Authority, Sr. Notes
165	9.00%, 11/15/15 (4)	176,138
	Turning Stone Resort Casinos, Sr. Notes
40	9.125%, 9/15/14 (4)	41,300

	Waterford Gaming, LLC, Sr. Notes
$ 357	8.625%, 9/15/12 (4)	$ 380,205
	Wynn Las Vegas, LLC
60	6.625%, 12/1/14	59,700
		$ 3,445,511
Nonferrous Metals/Minerals — 0.3%
	Aleris International, Inc., Sr. Notes
$ 115	9.00%, 12/15/14 (4)	$ 121,900
	Aleris International, Inc., Sr. Sub. Notes
350	10.00%, 12/15/16 (4)	367,500
	Alpha Natural Resources, Sr. Notes
75	10.00%, 6/1/12	81,000
	FMG Finance PTY, Ltd.
260	10.625%, 9/1/16 (4)	300,300
	FMG Finance PTY, Ltd., Variable Rate
110	9.36%, 9/1/11	115,500
	Novelis, Inc., Sr. Notes
70	7.25%, 2/15/15	74,375
		$ 1,060,575
Oil and Gas — 1.1%
	Allis-Chalmers Energy, Inc., Sr. Notes
$ 245	9.00%, 1/15/14	$ 248,063
	Allis-Chalmers Energy, Inc.
45	8.50%, 3/1/17	44,550
	Chaparral Energy, Inc., Sr. Notes
145	8.875%, 2/1/17 (4)	146,450
	Clayton Williams Energy, Inc., Sr. Notes
60	7.75%, 8/1/13 (4)	56,700
	Compton Pet Finance Corp.
115	7.625%, 12/1/13	112,988
	Copano Energy, LLC, Sr. Notes
35	8.125%, 3/1/16	36,400
	Denbury Resources, Inc., Sr. Sub. Notes
30	7.50%, 12/15/15	30,450
	El Paso Corp., Sr. Notes
130	9.625%, 5/15/12	151,775
	El Paso Production Holding Co.
30	7.75%, 6/1/13	31,500
	Encore Acquisition Co., Sr. Sub. Notes
85	7.25%, 12/1/17	81,175
	Giant Industries
130	8.00%, 5/15/14	141,050
	Northwest Pipeline Corp.
70	8.125%, 3/1/10	73,194

	Ocean Rig Norway AS, Sr. Notes
$ 120	8.375%, 7/1/13 (4)	$ 127,800
	OPTI Cananda, Inc.
190	8.25%, 12/15/14 (4)	198,550
	Parker Drilling Co., Sr. Notes
85	9.625%, 10/1/13	92,650
	Petrobas International Finance Co., Sr. Unsub. Notes
30	6.125%, 10/6/16	30,750
	Petrohawk Energy Corp.
435	9.125%, 7/15/13	465,450
	Plains Exploration & Production Co.
135	7.00%, 3/15/17	136,350
	Premcor Refining Group, Sr. Notes
210	9.50%, 2/1/13	226,856
	Quicksilver Resources, Inc.
115	7.125%, 4/1/16	113,850
	SemGroup L.P., Sr. Notes
290	8.75%, 11/15/15 (4)	295,800
	Sesi, LLC
30	6.875%, 6/1/14	29,925
	Southern Natural Gas
150	8.00%, 3/1/32	178,924
	Stewart & Stevenson, LLC, Sr. Notes
165	10.00%, 7/15/14 (4)	173,663
	United Refining Co., Sr. Notes
355	10.50%, 8/15/12	373,638
	Verasun Energy Corp.
55	9.875%, 12/15/12	57,613
		$ 3,656,114
Publishing — 0.3%
	CBD Media, Inc., Sr. Sub. Notes
$ 70	8.625%, 6/1/11	$ 72,275
	Dex Media West, LLC, Sr. Sub. Notes
182	9.875%, 8/15/13	199,518
	Idearc, Inc., Sr. Notes
120	8.00%, 11/15/16 (4)	124,050
	MediaNews Group, Inc., Sr. Sub. Notes
50	6.875%, 10/1/13	45,750
	MediMedia USA, Inc., Sr. Sub Notes
30	11.375%, 11/15/14 (4)	31,688
	R.H. Donnelley Corp., Sr. Disc. Notes
75	6.875%, 1/15/13	73,313
80	6.875%, 1/15/13	78,200
	Reader’s Digest Association, Sr. Sub. Notes
320	9.00%, 2/15/17 (4)	309,600
		$ 934,394

Radio and Television — 0.4%
		CanWest Media, Inc.
$	217	8.00%, 9/15/12	$	226,002
		LBI Media, Inc.
90		10.125%, 7/15/12	94,950
		LBI Media, Inc., Sr. Disc. Notes, (0.00% until 2008)
80		11.00%, 10/15/13	70,000
		Rainbow National Services, LLC, Sr. Notes
100		8.75%, 9/1/12 (4)	106,875
		Rainbow National Services, LLC, Sr. Sub. Debs.
355		10.375%, 9/1/14 (4)	398,931
		Sirius Satellite Radio, Sr. Notes
300		9.625%, 8/1/13 (4)	302,625
			$	1,199,383
Rail Industries — 0.1%
		American Railcar Industry
$	100	7.50%, 3/1/14 (4)	$	103,250
		Kansas City Southern Mexico, Sr. Notes
135		7.625%, 12/1/13 (4)	136,856
		Kansas City Southern Railway Co.
50		9.50%, 10/1/08	52,625
		TFM SA de C.V., Sr. Notes
70		12.50%, 6/15/12	75,390
			$	368,121
Retailers (Except Food and Drug) — 0.7%
		Amscan Holdings, Inc., Sr. Sub. Notes
$	135	8.75%, 5/1/14	$	133,313
		AutoNation, Inc., Variable Rate
75		7.36%, 4/15/13	76,125
		Bon-Ton Department Stores, Inc.
120		10.25%, 3/15/14	129,450
		GameStop Corp.
700		8.00%, 10/1/12 (4)	745,500
		Hanesbrands, Inc., Sr. Notes, Variable Rate
410		8.735%, 12/15/14 (4)	419,737
		Michaels Stores, Inc., Sr. Notes
170		10.00%, 11/1/14 (4)	182,750
		Michaels Stores, Inc., Sr. Sub. Notes
70		11.375%, 11/1/16 (4)	75,775
		Neiman Marcus Group, Inc.
255		9.00%, 10/15/15	280,500
200		10.375%, 10/15/15	224,000
		Sally Holdings, LLC, Sr. Notes
30		9.25%, 11/15/14 (4)	30,975

		Toys “R” Us
$	115	7.375%, 10/15/18	$	99,475
			$	2,397,600
Steel — 0.1%
		AK Steel Corp.
$	35	7.875%, 2/15/09	$	35,175
		Ispat Inland ULC, Sr. Notes
127		9.75%, 4/1/14	140,340
		RathGibson, Inc.
240		11.25%, 2/15/14	254,400
			$	429,915
Surface Transport — 0.0%
		Horizon Lines, LLC
$	118	9.00%, 11/1/12	$	124,490
			$	124,490
Telecommunications — 1.5%
		Alamosa Delaware, Inc., Sr. Notes
$	280	11.00%, 7/31/10	$	299,282
		Centennial Cellular Operating Co. / Centennial Communication Corp., Sr. Notes
130		10.125%, 6/15/13	141,050
		Digicel Group, Ltd., Sr. Notes
140		8.875%, 1/15/15 (4)	136,150
100		9.125%, 1/15/15 (4)	96,000
		Digicel, Ltd., Sr. Notes
240		9.25%, 9/1/12 (4)	254,400
		Intelsat, Ltd.
175		9.25%, 6/15/16 (4)	194,688
		Intelsat, Ltd., Sr. Notes
780		5.25%, 11/1/08	771,225
		Level 3 Financing, Inc., Sr. Notes
120		9.25%, 11/1/14 (4)	123,900
115		8.75%, 2/15/17 (4)	116,438
		Qwest Capital Funding, Inc.
60		7.00%, 8/3/09	61,050
		Qwest Communications International, Inc.
450		7.50%, 2/15/14	465,750
		Qwest Communications International, Inc., Sr. Notes
30		7.50%, 11/1/08	30,525
		Qwest Corp., Sr. Notes
145		7.625%, 6/15/15	155,513
		Qwest Corp., Sr. Notes, Variable Rate
505		8.605%, 6/15/13	552,975
		Rogers Wireless, Inc., Sr. Sub. Notes
20		8.00%, 12/15/12	21,300

		Rogers Wireless, Inc., Variable Rate
$	790	8.48%, 12/15/10	$	807,775
		West Corp., Sr. Notes
370		9.50%, 10/15/14 (4)	384,800
		Windstream Corp., Sr. Notes
105		8.125%, 8/1/13	114,188
30		8.625%, 8/1/16	32,963
			$	4,759,972
Utilities — 0.4%
		AES Corp., Sr. Notes
$	15	8.75%, 5/15/13 (4)	$	16,050
15		9.00%, 5/15/15 (4)	16,106
		Dynegy Holdings, Inc.
105		8.375%, 5/1/16	109,725
		Mission Energy Holding Co.
115		13.50%, 7/15/08	125,925
		NGC Corp.
205		7.625%, 10/15/26	199,875
		NRG Energy, Inc.
70		7.25%, 2/1/14	71,925
35		7.375%, 1/15/17	36,006
		NRG Energy, Inc., Sr. Notes
65		7.375%, 2/1/16	66,950
		Orion Power Holdings, Inc., Sr. Notes
380		12.00%, 5/1/10	440,800
		Reliant Energy, Inc.
85		9.25%, 7/15/10	89,994
			$	1,173,356
Total Corporate Bonds & Notes (identified cost, $48,580,573)			$	50,441,193

Convertible Bonds — 0.1%

Principal
Amount		Security	Value
$	170,000	L-3 Communications Corp. (4)	$	182,325
35,000		Sinclair Broadcast Group, Inc.	34,606
Total Convertible Bonds (identified cost, $206,266)			$	216,931

Common Stocks — 0.6%

Shares	Security	Value
261,268	Adelphia Recovery Trust (6)	$	24,494
270,000	Adelphia, Inc.	91,125
2,992	Environmental Systems Products (3)(6)(7)	0
10,443	Hayes Lemmerz International (6)	76,338
24,880	Maxim Crane Works, L.P. (6)	1,219,120
358	Shreveport Gaming Holdings, Inc. (3)(6)	6,390
3,957	Time Warner Cable, Inc. (6)	148,269
17,663	Trump Entertainment Resorts, Inc. (6)	319,171
Total Common Stocks (identified cost, $1,009,246)		$	1,884,907

Convertible Preferred Stocks — 0.1%

Shares	Security	Value
542	Chesapeake Energy Corp.	$	54,108
3,583	Crown Castle International Corp., (PIK)	205,127
Total Convertible Preferred Stocks (identified cost, $212,699)		$	259,235

Preferred Stocks — 0.0%

Shares	Security	Value
35	Hayes Lemmerz International, Series A (3)(6)(7)	$	1,105
15	Key Plastics, LLC, Series A (3)(6)(7)	0
Total Preferred Stocks (identified cost, $16,750)		$	1,105

Warrants — 0.0%

Shares/Rights	Security	Value
210	American Tower Corp., Exp. 8/1/08 (4)(6)	$	115,277
Total Warrants (identified cost, $14,075)		$	115,277

Closed-End Investment Companies — 1.8%

Shares	Security	Value
200,000	First Trust/Four Corners Senior Floating Rate Income Fund II	$	3,700,000
Total Closed-End Investment Companies (identified cost, $5,394,991)		$	5,840,200

Short-Term Investments — 5.9%

	Interest
Description	(000’s omitted)	Value
Investment in Cash Management Portfolio, 4.74% (8)	19,167	$	19,167,186
Total Short-Term Investments (at amortized cost $19,167,186)		$	19,167,186
Total Investments — 167.0% (identified cost $532,947,968)		$	538,696,857
Less Unfunded Loan Commitments — (0.5)%		$	(1,546,082	)
Net Investments — 166.5% (identified cost $531,401,886)		$	537,150,775
Other Assets, Less Liabilities — (32.4)%		$	(104,617,621	)
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (34.1)%		$	(110,032,270	)
Net Assets Applicable to Common Shares — 100.0%		$	322,500,884

PIK	—	Payment-In-Kind.
EUR	—	Euro
GBP	—	British Pound
(1)		Senior floating-rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, it is anticipated that the senior floating-rate interests will have an expected average life of approximately two to three years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility. Senior Loans typically have rates of interest which are redetermined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base lending rates are primarily the London-Interbank Offered Rate (“LIBOR”), and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(2)		Unfunded loan commitments. The 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.
(3)		Security valued at fair value using methods determined in good faith by or at the direction of the Trustees.
(4)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2007, the aggregate value of the securities is $17,384,305 or 5.4% of the Fund’s net assets.
(5)		When-issued security.
(6)		Non-income producing security.

(7)		Restricted security.
(8)		Affiliated investment company, available to Eaton Vance portfolios and funds, invests in high quality, U.S. Dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of March 31, 2007.

A summary of financial instruments at March 31, 2007 is as follows:

Forward Foreign Currency Exchange Contracts

Sales

Settlement			Net Unrealized
Date	Deliver	In Exchange For	Appreciation
4/30/07	Great British Pound 1,261,152	United States Dollar 2,480,686		$	7,262
4/30/07	Euro 5,319,089	United States Dollar 7,117,782		$	29,617
				$	36,879

The Fund had the following swap agreements outstanding at March 31, 2007:

Credit Default Swaps

Notional Amount		Expiration Date	Description	Net Unrealized Appreciation
$	1,500,000	3/20/2010	Agreement with Lehman Brothers dated 3/15/2005 whereby the Fund will receive 2.20% per year times the notional amount. The Fund makes a payment of the notional amount only upon a default event on the reference entity, a Revolving Credit Agreement issued by Inergy, L.P.		$	48,250

At March 31, 2007, the Fund had sufficient cash and/or securities to cover potential obligations arising from open swap contracts.

The cost and unrealized appreciation (depreciation) in value of the investment securities at March 31, 2007, as computed on a federal income tax basis, were as follows:

Aggregate cost	$	531,405,998
Gross unrealized appreciation	$	6,531,573
Gross unrealized depreciation	(786,796		)
Net unrealized appreciation	$	5,744,777

Unrealized appreciation on foreign currency, swaps and forward contracts was $88,871.

Restricted Securities

At March 31, 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 fair value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.

	Date of
Description	Acquisition	Shares/Face	Cost		Fair Value
Common Stocks
Environmental Systems Products	10/24/00	2,992	$	0	$	0
			$	0	$	0
Preferred Stocks
Hayes Lemmerz International, Series A	6/04/03	35	$	1,750	$	1,105
Key Plastics, LLC, Series A	4/26/01	15	15,000		0
			$	16,750	$	1,105
Total restricted securities			$	16,750	$	1,105

Item 2. Controls and Procedures

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

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

Signatures

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

Eaton Vance Senior Income Trust

By:		/s/ James B. Hawkes
		James B. Hawkes
		President
Date:		May 23, 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/ James B. Hawkes
		James B. Hawkes
		President
Date:		May 23, 2007
By:		/s/ Barbara E. Campbell
		Barbara E. Campbell
		Treasurer
Date:		May 23, 2007