Edgar Filing: EATON VANCE SENIOR INCOME TRUST

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

British Pound Sterling

Eaton Vance Senior Income Trust

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES

811-09013

Investment Company Act File Number

Eaton Vance Senior Income Trust

(Exact Name of Registrant as Specified in Charter)

Two International Place, Boston, Massachusetts 02110
(Address of Principal Executive Offices)

Maureen A. Gemma
Two International Place, Boston, Massachusetts 02110
(Name and Address of Agent for Services)

(617) 482-8260
(Registrant’s Telephone Number, Including Area Code)

June 30
Date of Fiscal Year End

March 31, 2011
Date of Reporting Period

Item 1. Schedule of Investments

Eaton Vance

Senior Income Trust

March 31, 2011

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 135.7%⁽¹⁾


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
Aerospace and Defense — 3.0%
		Booz Allen Hamilton, Inc.
	250	Term Loan, 4.00%, Maturing August 3, 2017	$	252,366
		DAE Aviation Holdings, Inc.
	704	Term Loan, 5.31%, Maturing July 31, 2014		703,423
	731	Term Loan, 5.31%, Maturing July 31, 2014		730,196
		Doncasters (Dunde HoldCo 4 Ltd.)
	207	Term Loan, 4.25%, Maturing July 13, 2015		200,329
	207	Term Loan, 4.75%, Maturing July 13, 2015		200,330
EUR	417	Term Loan - Second Lien, 6.95%, Maturing January 13, 2016		558,237
		DynCorp International, LLC
	409	Term Loan, 6.25%, Maturing July 5, 2016		412,881
		Evergreen International Aviation
	396	Term Loan, 10.50%, Maturing October 31, 2011⁽²⁾		392,549
		IAP Worldwide Services, Inc.
	405	Term Loan, 8.25%, Maturing December 30, 2012		404,993
		International Lease Finance Co.
	1,000	Term Loan, 6.75%, Maturing March 17, 2015		1,007,321
		Spirit AeroSystems, Inc.
	606	Term Loan, 3.55%, Maturing September 30, 2016		608,938
		TransDigm, Inc.
	1,097	Term Loan, 4.00%, Maturing February 14, 2017		1,107,022
		Triumph Group, Inc.
	274	Term Loan, 4.50%, Maturing June 16, 2016		275,107
		Wesco Aircraft Hardware Corp.
	863	Term Loan, 2.50%, Maturing September 30, 2013		864,080
		Wyle Laboratories, Inc.
	423	Term Loan, 7.75%, Maturing March 25, 2016		425,781

			$	8,143,553

Air Transport — 0.2%
		Delta Air Lines, Inc.
	478	Term Loan - Second Lien, 3.51%, Maturing April 30, 2014	$	474,061

			$	474,061

Automotive — 4.8%
		Adesa, Inc.
	1,802	Term Loan, 3.00%, Maturing October 18, 2013	$	1,799,973
		Allison Transmission, Inc.
	2,487	Term Loan, 3.01%, Maturing August 7, 2014		2,471,226
		Autotrader.com, Inc.
	549	Term Loan, 4.75%, Maturing December 15, 2016		552,825
		Federal-Mogul Corp.
	2,226	Term Loan, 2.20%, Maturing December 29, 2014		2,175,800
	582	Term Loan, 2.19%, Maturing December 28, 2015		568,758
		Ford Motor Co.
	827	Term Loan, 3.01%, Maturing December 16, 2013		827,063
	1,079	Term Loan, 3.01%, Maturing December 16, 2013		1,080,057
		Goodyear Tire & Rubber Co.
	2,300	Term Loan - Second Lien, 1.96%, Maturing April 30, 2014		2,258,791
		HHI Holdings, LLC
	250	Term Loan, 7.75%, Maturing March 21, 2017		250,000


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Metaldyne, LLC
	448	Term Loan, 7.75%, Maturing October 28, 2016	$	458,944
		TriMas Corp.
	42	Term Loan, 6.00%, Maturing August 2, 2011		42,504
	524	Term Loan, 6.02%, Maturing December 15, 2015		527,686

			$	13,013,627

Beverage and Tobacco — 0.2%
		Green Mountain Coffee Roasters
	549	Term Loan, 5.50%, Maturing December 16, 2016	$	552,283
		Maine Beverage Co., LLC
	135	Term Loan, 2.05%, Maturing March 31, 2013		130,318

			$	682,601

Building and Development — 1.6%
		Armstrong World Industries, Inc.
	325	Term Loan, 4.00%, Maturing March 9, 2018	$	327,031
		Beacon Sales Acquisition, Inc.
	336	Term Loan, 2.29%, Maturing September 30, 2013		329,350
		Brickman Group Holdings, Inc.
	574	Term Loan, 7.25%, Maturing October 14, 2016		585,631
		Building Materials Corp. of America
	527	Term Loan, 3.00%, Maturing February 24, 2014		528,627
		CB Richard Ellis Services, Inc.
	347	Term Loan, 1.625%, Maturing March 5, 2018⁽³⁾		346,998
	328	Term Loan, 1.75%, Maturing September 4, 2019⁽³⁾		327,789
		November 2005 Land Investors, LLC
	152	Term Loan, 0.00%, Maturing March 31, 2011⁽⁴⁾⁽⁵⁾		34,295
		Panolam Industries Holdings, Inc.
	500	Term Loan, 8.25%, Maturing December 31, 2013		463,035
		RE/MAX International, Inc.
	877	Term Loan, 5.50%, Maturing April 15, 2016		879,348
		South Edge, LLC
	422	Term Loan, 0.00%, Maturing October 31, 2009⁽⁶⁾		357,539

			$	4,179,643

Business Equipment and Services — 10.7%
		Activant Solutions, Inc.
	109	Term Loan, 2.31%, Maturing May 2, 2013	$	108,371
	654	Term Loan, 4.81%, Maturing February 2, 2016		658,576
		Acxiom Corp.
	567	Term Loan, 3.30%, Maturing March 15, 2015		564,528
		Advantage Sales & Marketing, Inc.
	923	Term Loan, 5.25%, Maturing December 18, 2017		928,162
		Affinion Group, Inc.
	2,305	Term Loan, 5.00%, Maturing October 10, 2016		2,311,077
		Allied Security Holdings, LLC
	500	Term Loan, 5.00%, Maturing February 4, 2017		503,437
		Dealer Computer Services, Inc.
	780	Term Loan, 5.25%, Maturing April 21, 2017		783,759
		Education Management, LLC
	1,965	Term Loan, 2.06%, Maturing June 3, 2013		1,922,616
		Fifth Third Processing Solution
	449	Term Loan, 5.50%, Maturing November 3, 2016		453,364
		First American Corp.
	447	Term Loan, 4.75%, Maturing April 12, 2016		449,137
		Infogroup, Inc.
	347	Term Loan, 6.25%, Maturing July 1, 2016		350,849
		iPayment, Inc.
	403	Term Loan, 2.27%, Maturing May 10, 2013		396,188


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Kronos, Inc.
	549	Term Loan, 2.06%, Maturing June 11, 2014	$	544,229
		Language Line, LLC
	1,097	Term Loan, 6.25%, Maturing June 20, 2016		1,107,765
		Mitchell International, Inc.
	500	Term Loan - Second Lien, 5.56%, Maturing March 30, 2015		461,250
		NE Customer Service
	819	Term Loan, 6.00%, Maturing March 23, 2016		818,545
		Protection One Alarm Monitor, Inc.
	793	Term Loan, 6.00%, Maturing May 16, 2016		798,787
		Quantum Corp.
	65	Term Loan, 3.81%, Maturing July 14, 2014		64,883
		Quintiles Transnational Corp.
	900	Term Loan - Second Lien, 4.31%, Maturing March 31, 2014		900,000
		Sabre, Inc.
	2,590	Term Loan, 2.27%, Maturing September 30, 2014		2,444,606
		Serena Software, Inc.
	715	Term Loan, 4.31%, Maturing March 10, 2016		711,594
		Sitel (Client Logic)
	303	Term Loan, 5.80%, Maturing January 30, 2014		302,349
EUR	586	Term Loan, 6.45%, Maturing January 30, 2014		827,783
		Softlayer Tech, Inc.
	324	Term Loan, 7.25%, Maturing November 5, 2016		327,683
		Solera Holdings, LLC
EUR	408	Term Loan, 2.94%, Maturing May 16, 2014		571,897
		SunGard Data Systems, Inc.
	2,530	Term Loan, 2.01%, Maturing February 28, 2014		2,516,170
	1,860	Term Loan, 3.93%, Maturing February 26, 2016		1,867,448
		TransUnion, LLC
	950	Term Loan, 4.75%, Maturing February 12, 2018		954,869
		Travelport, LLC
	299	Term Loan, 4.81%, Maturing August 21, 2015		295,816
	1,569	Term Loan, 4.96%, Maturing August 21, 2015		1,553,948
EUR	527	Term Loan, 5.50%, Maturing August 21, 2015		723,681
		West Corp.
	148	Term Loan, 2.74%, Maturing October 24, 2013		147,478
	1,023	Term Loan, 4.60%, Maturing July 15, 2016		1,026,553
	360	Term Loan, 4.62%, Maturing July 15, 2016		361,049

			$	28,758,447

Cable and Satellite Television — 9.3%
		Atlantic Broadband Finance, LLC
	705	Term Loan, 4.00%, Maturing March 8, 2016	$	708,315
		Bragg Communications, Inc.
	1,158	Term Loan, 2.81%, Maturing August 31, 2014		1,144,973
		Bresnan Communications, LLC
	623	Term Loan, 4.50%, Maturing December 14, 2017		628,308
		Casema NV
EUR	1,000	Term Loan - Second Lien, 5.70%, Maturing March 14, 2016		1,421,306
		Charter Communications Operating, LLC
	1,830	Term Loan, 2.25%, Maturing March 6, 2014		1,829,216
		CSC Holdings, Inc.
	1,960	Term Loan, 2.06%, Maturing March 29, 2016		1,962,337
		Foxco Acquisition Sub, LLC
	301	Term Loan, 4.75%, Maturing July 14, 2015		302,055
		Insight Midwest Holdings, LLC
	1,784	Term Loan, 2.02%, Maturing April 7, 2014		1,767,361
		Kabel Deutschland GmbH
EUR	1,957	Term Loan, 3.20%, Maturing March 31, 2014		2,778,227


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		MCC Iowa, LLC
	800	Term Loan, 1.98%, Maturing January 31, 2015	$	788,198
		Mediacom Broadband, LLC
	744	Term Loan, 4.50%, Maturing October 23, 2017		742,204
		Mediacom Illinois, LLC
	1,891	Term Loan, 1.98%, Maturing January 31, 2015		1,817,784
	985	Term Loan, 5.50%, Maturing March 31, 2017		986,026
		Mediacom, LLC
	397	Term Loan, 4.50%, Maturing October 23, 2017		391,045
		NDS Finance, Ltd.
	700	Term Loan, 3.00%, Maturing March 12, 2018		698,907
		ProSiebenSat.1 Media AG
EUR	521	Term Loan, 3.68%, Maturing March 6, 2015		680,505
EUR	273	Term Loan, 2.92%, Maturing June 26, 2015		373,589
EUR	11	Term Loan, 2.96%, Maturing July 3, 2015		15,161
EUR	521	Term Loan, 3.93%, Maturing March 4, 2016		680,505
EUR	205	Term Loan, 8.30%, Maturing March 6, 2017⁽²⁾		252,304
EUR	271	Term Loan - Second Lien, 5.05%, Maturing September 2, 2016		338,872
		UPC Broadband Holding B.V.
	379	Term Loan, 3.76%, Maturing December 30, 2016		380,547
EUR	726	Term Loan, 4.62%, Maturing December 31, 2016		1,024,865
	1,037	Term Loan, 3.76%, Maturing December 29, 2017		1,039,421
EUR	314	Term Loan, 4.87%, Maturing December 31, 2017		444,973
		Virgin Media Investment Holding
GBP	475	Term Loan, 4.03%, Maturing June 30, 2015		764,614
GBP	570	Term Loan, 4.53%, Maturing December 31, 2015		917,666

			$	24,879,284

Chemicals and Plastics — 6.4%
		Arizona Chemical, Inc.
	244	Term Loan, 4.75%, Maturing November 21, 2016	$	245,667
		Brenntag Holding GmbH and Co. KG
	116	Term Loan, 3.76%, Maturing January 20, 2014		116,212
	786	Term Loan, 3.77%, Maturing January 20, 2014		788,404
	600	Term Loan - Second Lien, 6.45%, Maturing July 17, 2015		604,250
		Celanese Holdings, LLC
	849	Term Loan, 3.30%, Maturing October 31, 2016		854,123
		General Chemical Corp.
	299	Term Loan, 5.00%, Maturing March 3, 2017		300,117
		Hexion Specialty Chemicals, Inc.
	326	Term Loan, 4.06%, Maturing May 5, 2015		323,265
	481	Term Loan, 4.06%, Maturing May 5, 2015		476,437
	733	Term Loan, 4.06%, Maturing May 5, 2015		726,329
		Houghton International, Inc.
	423	Term Loan, 6.75%, Maturing January 29, 2016		427,145
		Huntsman International, LLC
	231	Term Loan, 1.79%, Maturing April 21, 2014		228,894
	855	Term Loan, 2.52%, Maturing June 30, 2016		849,706
	623	Term Loan, 2.79%, Maturing April 19, 2017		619,526
		INEOS Group
	1,175	Term Loan, 7.50%, Maturing December 16, 2013		1,211,834
	1,176	Term Loan, 8.00%, Maturing December 16, 2014		1,212,578
EUR	1,000	Term Loan, 9.00%, Maturing December 16, 2015		1,484,222
		ISP Chemco, Inc.
	855	Term Loan, 1.78%, Maturing June 4, 2014		843,948
		MacDermid, Inc.
EUR	322	Term Loan, 3.15%, Maturing April 11, 2014		443,701
		Millenium Inorganic Chemicals
	1,171	Term Loan, 2.56%, Maturing May 15, 2014		1,156,490


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Nalco Co.
	697	Term Loan, 4.50%, Maturing October 5, 2017	$	703,537
		Rockwood Specialties Group, Inc.
	1,175	Term Loan, 3.75%, Maturing February 9, 2018		1,185,649
		Styron S.A.R.L.
	1,696	Term Loan, 6.00%, Maturing August 2, 2017		1,707,585
		Univar, Inc.
	773	Term Loan, 5.00%, Maturing June 30, 2017		777,066

			$	17,286,685

Conglomerates — 3.5%
		Goodman Global Holdings, Inc.
	896	Term Loan, 5.75%, Maturing October 28, 2016	$	902,144
		Jarden Corp.
	613	Term Loan, 5.25%, Maturing January 31, 2017		619,467
		Manitowoc Company, Inc. (The)
	394	Term Loan, 8.00%, Maturing November 6, 2014		397,046
		RBS Global, Inc.
	718	Term Loan, 2.50%, Maturing July 19, 2013		713,936
	1,683	Term Loan, 2.81%, Maturing July 19, 2013		1,676,767
		RGIS Holdings, LLC
	93	Term Loan, 2.80%, Maturing April 30, 2014		91,958
	1,870	Term Loan, 2.81%, Maturing April 30, 2014		1,839,152
		Service Master Co.
	45	Term Loan, 2.75%, Maturing July 24, 2014		44,273
	452	Term Loan, 2.77%, Maturing July 24, 2014		444,572
		US Investigations Services, Inc.
	985	Term Loan, 3.06%, Maturing February 21, 2015		978,501
	397	Term Loan, 7.75%, Maturing February 21, 2015		401,466
		Walter Industries, Inc.
	1,175	Term Loan, Maturing April 2, 2018⁽⁷⁾		1,184,106

			$	9,293,388

Containers and Glass Products — 3.4%
		Berry Plastics Corp.
	960	Term Loan, 2.31%, Maturing April 3, 2015	$	922,000
		BWAY Corp.
	846	Term Loan, 4.50%, Maturing February 23, 2018		849,377
	75	Term Loan, 4.50%, Maturing February 23, 2018		75,348
		Graham Packaging Holdings Co.
	568	Term Loan, 6.75%, Maturing April 5, 2014		572,653
	970	Term Loan, 6.00%, Maturing September 23, 2016		979,220
		Graphic Packaging International, Inc.
	348	Term Loan, 2.30%, Maturing May 16, 2014		346,236
	1,250	Term Loan, 3.05%, Maturing May 16, 2014		1,250,345
		Hilex Poly Co.
	488	Term Loan, 11.25%, Maturing November 16, 2015		496,031
		JSG Acquisitions
	638	Term Loan, 3.68%, Maturing December 31, 2014		639,211
		Pelican Products, Inc.
	399	Term Loan, 5.00%, Maturing March 7, 2017		400,746
		Reynolds Group Holdings, Inc.
	910	Term Loan, 4.25%, Maturing February 9, 2018		915,283
		Smurfit Kappa Acquisitions
	638	Term Loan, 3.43%, Maturing December 31, 2014		639,211
		Smurfit-Stone Container Corp.
	1,144	Term Loan, 6.75%, Maturing July 15, 2016		1,149,304

			$	9,234,965


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
Cosmetics/Toiletries — 1.8%
		Alliance Boots Holdings, Ltd.
GBP	1,775	Term Loan, 3.59%, Maturing July 5, 2015	$	2,754,199
		Bausch & Lomb, Inc.
	194	Term Loan, 3.50%, Maturing April 24, 2015		194,103
	798	Term Loan, 3.54%, Maturing April 24, 2015		798,418
		KIK Custom Products, Inc.
	525	Term Loan - Second Lien, 5.25%, Maturing November 30, 2014		353,500
		Prestige Brands, Inc.
	801	Term Loan, 4.75%, Maturing March 24, 2016		810,142

			$	4,910,362

Drugs — 1.1%
		Axcan Pharma, Inc.
	798	Term Loan, 5.50%, Maturing February 10, 2017	$	797,377
		Graceway Pharmaceuticals, LLC
	299	Term Loan, 5.00%, Maturing May 3, 2012		170,927
	166	Term Loan, 10.00%, Maturing November 3, 2013⁽²⁾⁽⁵⁾		1,660
	500	Term Loan - Second Lien, 0.00%, Maturing May 3, 2013⁽⁴⁾		27,500
		Pharmaceutical Holdings Corp.
	37	Term Loan, 4.50%, Maturing January 30, 2012		36,474
		Warner Chilcott Corp.
	411	Term Loan, 4.25%, Maturing March 15, 2018		413,828
	823	Term Loan, 4.25%, Maturing March 15, 2018		827,657
		WC Luxco S.A.R.L.
	566	Term Loan, 4.25%, Maturing March 15, 2018		569,014

			$	2,844,437

Ecological Services and Equipment — 1.6%
		Kemble Water Structure, Ltd.
GBP	2,250	Term Loan - Second Lien, 4.59%, Maturing October 13, 2013	$	3,570,347
		Sensus Metering Systems, Inc.
	617	Term Loan, 7.00%, Maturing June 3, 2013		619,914

			$	4,190,261

Electronics/Electrical — 5.6%
		Aspect Software, Inc.
	767	Term Loan, 6.25%, Maturing April 19, 2016	$	773,963
		Attachmate Corp.
	475	Term Loan, Maturing February 24, 2017⁽⁷⁾		473,219
		Christie/Aix, Inc.
	324	Term Loan, 5.25%, Maturing April 29, 2016		322,022
		Edwards (Cayman Island II), Ltd.
	623	Term Loan, 5.50%, Maturing May 31, 2016		622,658
		FCI International S.A.S.
	83	Term Loan, 3.68%, Maturing November 1, 2013		82,312
	86	Term Loan, 3.68%, Maturing November 1, 2013		85,499
	83	Term Loan, 3.68%, Maturing October 31, 2014		82,312
	86	Term Loan, 3.68%, Maturing October 31, 2014		85,499
		Freescale Semiconductor, Inc.
	1,286	Term Loan, 4.51%, Maturing December 1, 2016		1,280,906
		Infor Enterprise Solutions Holdings
	250	Term Loan, 5.75%, Maturing March 2, 2014		225,313
	485	Term Loan, 5.00%, Maturing July 28, 2015		467,916
	375	Term Loan, 6.00%, Maturing July 28, 2015		371,715
	720	Term Loan, 6.00%, Maturing July 28, 2015		712,229
	92	Term Loan - Second Lien, 6.50%, Maturing March 2, 2014		85,250
	158	Term Loan - Second Lien, 6.50%, Maturing March 2, 2014		147,250
		Network Solutions, LLC
	998	Term Loan, 2.50%, Maturing March 7, 2014		989,248


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		NXP B.V.
	1,375	Term Loan, Maturing March 7, 2017⁽⁷⁾	$	1,391,328
		Open Solutions, Inc.
	1,152	Term Loan, 2.43%, Maturing January 23, 2014		1,055,713
		Sensata Technologies B.V.
EUR	499	Term Loan, 3.06%, Maturing April 26, 2013		699,127
		Sensata Technologies Finance Co.
	1,808	Term Loan, 2.05%, Maturing April 26, 2013		1,795,373
		Shield Finance Co. S.A.R.L.
	415	Term Loan, 7.75%, Maturing June 15, 2016		420,111
		Spectrum Brands, Inc.
	1,446	Term Loan, 5.01%, Maturing June 17, 2016		1,461,226
		SS&C Technologies, Inc.
	596	Term Loan, 2.30%, Maturing November 23, 2012		592,864
		VeriFone, Inc.
	361	Term Loan, 3.00%, Maturing October 31, 2013		356,426
		Vertafore, Inc.
	499	Term Loan, 5.25%, Maturing July 29, 2016		499,997

			$	15,079,476

Equipment Leasing — 0.7%
		Hertz Corp.
	1,800	Term Loan, 3.75%, Maturing March 9, 2018	$	1,803,746

			$	1,803,746

Farming/Agriculture — 0.3%
		Earthbound Farm Holdings III, LLC
	374	Term Loan, 6.25%, Maturing December 21, 2016	$	380,141
		WM. Bolthouse Farms, Inc.
	332	Term Loan, 5.50%, Maturing February 11, 2016		334,130

			$	714,271

Financial Intermediaries — 5.5%
		Citco III, Ltd.
	937	Term Loan, 4.46%, Maturing June 30, 2014	$	929,665
		Fidelity National Information Services, Inc.
	1,194	Term Loan, 5.25%, Maturing July 18, 2016		1,202,582
		First Data Corp.
	475	Term Loan, 3.00%, Maturing September 24, 2014		455,960
	1,929	Term Loan, 3.00%, Maturing September 24, 2014		1,850,900
		Grosvenor Capital Management
	1,135	Term Loan, 4.31%, Maturing December 5, 2016		1,120,777
		HarbourVest Partners, LLC
	626	Term Loan, 6.25%, Maturing December 14, 2016		630,522
		Interactive Data Corp.
	1,146	Term Loan, 4.75%, Maturing February 12, 2018		1,152,922
		Jupiter Asset Management Group
GBP	114	Term Loan, 4.57%, Maturing March 17, 2015		182,235
		LPL Holdings, Inc.
	434	Term Loan, 2.04%, Maturing June 28, 2013		435,127
	1,366	Term Loan, 4.25%, Maturing June 25, 2015		1,374,778
	1,033	Term Loan, 5.25%, Maturing June 28, 2017		1,043,807
		MSCI, Inc.
	1,447	Term Loan, 3.75%, Maturing March 14, 2017		1,455,991
		Nuveen Investments, Inc.
	1,209	Term Loan, 3.31%, Maturing November 13, 2014		1,163,749
	1,412	Term Loan, 5.81%, Maturing May 12, 2017		1,416,196
		Oxford Acquisition III, Ltd.
	187	Term Loan, 2.05%, Maturing May 12, 2014		185,350


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		RJO Holdings Corp. (RJ O’Brien)
	4	Term Loan, 6.26%, Maturing December 10, 2015⁽⁵⁾	$	3,053
	118	Term Loan, 6.26%, Maturing December 10, 2015⁽⁵⁾		94,194

			$	14,697,808

Food Products — 3.2%
		Acosta, Inc.
	650	Term Loan, 4.75%, Maturing March 1, 2018	$	652,166
		Dean Foods Co.
	1,299	Term Loan, 1.81%, Maturing April 2, 2014		1,264,372
		Dole Food Company, Inc.
	486	Term Loan, 5.04%, Maturing March 2, 2017		489,146
	196	Term Loan, 5.50%, Maturing March 2, 2017		196,939
		Michael Foods Holdings, Inc.
	338	Term Loan, 4.25%, Maturing February 23, 2018		340,103
		Pierre Foods, Inc.
	622	Term Loan, 7.00%, Maturing September 30, 2016		625,891
		Pinnacle Foods Finance, LLC
	2,928	Term Loan, 2.76%, Maturing April 2, 2014		2,921,111
		Provimi Group SA
	120	Term Loan, 2.50%, Maturing June 28, 2015		118,776
	147	Term Loan, 2.50%, Maturing June 28, 2015		146,168
EUR	155	Term Loan, 3.20%, Maturing June 28, 2015		217,721
EUR	250	Term Loan, 3.20%, Maturing June 28, 2015		351,294
EUR	267	Term Loan, 3.20%, Maturing June 28, 2015		375,215
EUR	344	Term Loan, 3.20%, Maturing June 28, 2015		483,858
	119	Term Loan - Second Lien, 4.50%, Maturing December 28, 2016		110,783
EUR	19	Term Loan - Second Lien, 5.20%, Maturing December 28, 2016		25,612
EUR	265	Term Loan - Second Lien, 5.20%, Maturing December 28, 2016		350,775

			$	8,669,930

Food Service — 6.2%
		Aramark Corp.
	88	Term Loan, 2.12%, Maturing January 27, 2014	$	87,561
	1,081	Term Loan, 2.18%, Maturing January 27, 2014		1,073,892
GBP	479	Term Loan, 2.82%, Maturing January 27, 2014		746,890
	157	Term Loan, 3.49%, Maturing July 26, 2016		157,168
	2,386	Term Loan, 3.56%, Maturing July 26, 2016		2,389,850
		Buffets, Inc.
	619	Term Loan, 12.00%, Maturing April 21, 2015⁽²⁾		547,373
	64	Term Loan, 7.56%, Maturing April 22, 2015⁽²⁾		51,533
		Burger King Corp.
	2,394	Term Loan, 4.50%, Maturing October 19, 2016		2,393,777
		CBRL Group, Inc.
	310	Term Loan, 2.82%, Maturing April 27, 2016		310,440
		Del Monte Corp.
	2,350	Term Loan, 4.50%, Maturing March 8, 2018		2,354,589
		DineEquity, Inc.
	791	Term Loan, 4.25%, Maturing October 19, 2017		797,804
		Dunkin Brands, Inc.
	1,197	Term Loan, 4.25%, Maturing November 23, 2017		1,204,375
		NPC International, Inc.
	141	Term Loan, 2.03%, Maturing May 3, 2013		139,800
		OSI Restaurant Partners, LLC
	236	Term Loan, 3.54%, Maturing June 14, 2013		229,438
	2,390	Term Loan, 2.56%, Maturing June 14, 2014		2,324,532
		QCE Finance, LLC
	448	Term Loan, 5.00%, Maturing May 5, 2013		414,864
		U.S. Foodservice, Inc.
	1,008	Term Loan, 2.75%, Maturing July 3, 2014		979,605


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Wendy’s/Arby’s Restaurants, LLC
	401	Term Loan, 5.00%, Maturing May 24, 2017	$	403,726

			$	16,607,217

Food/Drug Retailers — 4.5%
		General Nutrition Centers, Inc.
	2,800	Term Loan, 4.25%, Maturing March 2, 2018	$	2,803,920
		NBTY, Inc.
	1,022	Term Loan, 4.25%, Maturing October 2, 2017		1,025,953
		Pantry, Inc. (The)
	116	Term Loan, 2.00%, Maturing May 15, 2014		114,783
	404	Term Loan, 2.00%, Maturing May 15, 2014		398,633
		Rite Aid Corp.
	3,907	Term Loan, 2.01%, Maturing June 4, 2014		3,764,951
	1,069	Term Loan, 4.50%, Maturing February 28, 2018		1,060,199
		Roundy’s Supermarkets, Inc.
	2,959	Term Loan, 7.00%, Maturing November 3, 2013		2,971,404

			$	12,139,843

Forest Products — 0.2%
		Georgia-Pacific Corp.
	503	Term Loan, 3.56%, Maturing December 23, 2014	$	504,905

			$	504,905

Health Care — 17.1%
		1-800-Contacts, Inc.
	453	Term Loan, 7.70%, Maturing March 4, 2015	$	456,311
		Alliance Healthcare Services
	568	Term Loan, 5.50%, Maturing June 1, 2016		569,942
		Ascend Learning
	549	Term Loan, 7.75%, Maturing December 6, 2016		548,625
		Aveta Holdings, LLC
	266	Term Loan, 8.50%, Maturing April 14, 2015		267,948
	266	Term Loan, 8.50%, Maturing April 14, 2015		267,948
		Biomet, Inc.
	2,949	Term Loan, 3.29%, Maturing March 25, 2015		2,948,251
		Bright Horizons Family Solutions, Inc.
	457	Term Loan, 7.50%, Maturing May 28, 2015		460,041
		Cardinal Health 409, Inc.
	1,279	Term Loan, 2.50%, Maturing April 10, 2014		1,242,713
		Carestream Health, Inc.
	775	Term Loan, 5.00%, Maturing February 25, 2017		759,621
		Carl Zeiss Vision Holding GmbH
	567	Term Loan, 1.78%, Maturing October 24, 2014		508,410
	63	Term Loan, 4.00%, Maturing September 30, 2019		50,479
		Community Health Systems, Inc.
	164	Term Loan, 2.56%, Maturing July 25, 2014		162,129
	3,181	Term Loan, 2.56%, Maturing July 25, 2014		3,151,240
	1,598	Term Loan, 3.81%, Maturing January 25, 2017		1,597,353
		ConMed Corp.
	243	Term Loan, 1.75%, Maturing April 12, 2013		237,813
		ConvaTec, Inc.
	349	Term Loan, 5.75%, Maturing December 22, 2016		350,541
		CRC Health Corp.
	498	Term Loan, 4.81%, Maturing November 16, 2015		490,713
		DaVita, Inc.
	1,496	Term Loan, 4.50%, Maturing October 20, 2016		1,505,061
		DJO Finance, LLC
	359	Term Loan, 3.25%, Maturing May 20, 2014		357,346
		Grifols SA
	1,050	Term Loan, Maturing November 23, 2016⁽⁷⁾		1,058,965


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Hanger Orthopedic Group, Inc.
	324	Term Loan, 4.00%, Maturing December 1, 2016	$	325,876
		HCA, Inc.
	925	Term Loan, 2.56%, Maturing November 18, 2013		921,859
	2,218	Term Loan, 3.56%, Maturing March 31, 2017		2,216,211
		Health Management Associates, Inc.
	2,379	Term Loan, 2.06%, Maturing February 28, 2014		2,348,674
		Iasis Healthcare, LLC
	151	Term Loan, 2.25%, Maturing March 14, 2014		149,780
	436	Term Loan, 2.25%, Maturing March 14, 2014		432,720
	41	Term Loan, 2.25%, Maturing March 14, 2014		41,071
		Ikaria Acquisition, Inc.
	448	Term Loan, 7.00%, Maturing May 16, 2016		435,753
		IM U.S. Holdings, LLC
	2,350	Term Loan - Second Lien, 4.50%, Maturing June 26, 2015		2,338,250
		IMS Health, Inc.
	868	Term Loan, 4.50%, Maturing August 25, 2017		873,249
		inVentiv Health, Inc.
	367	Term Loan, 1.63%, Maturing August 4, 2016⁽³⁾		368,042
	183	Term Loan, 4.75%, Maturing August 4, 2016		183,561
	372	Term Loan, 4.75%, Maturing August 14, 2016		373,820
		Kindred Healthcare, Inc.
	925	Term Loan, Maturing April 9, 2018⁽⁷⁾		922,399
		Lifepoint Hospitals, Inc.
	1,086	Term Loan, 3.07%, Maturing April 15, 2015		1,089,087
		MedAssets, Inc.
	474	Term Loan, 5.25%, Maturing November 16, 2016		477,564
		MPT Operating Partnership, L.P.
	498	Term Loan, 5.00%, Maturing May 17, 2016		500,804
		MultiPlan, Inc.
	1,274	Term Loan, 4.75%, Maturing August 26, 2017		1,280,249
		Mylan, Inc.
	467	Term Loan, 3.56%, Maturing October 2, 2014		469,212
		Nyco Holdings
	1,416	Term Loan, 4.24%, Maturing December 29, 2014		1,410,338
	1,416	Term Loan - Second Lien, 4.74%, Maturing December 29, 2015		1,409,909
		Physiotherapy Associates, Inc.
	343	Term Loan, 7.50%, Maturing June 27, 2013		343,780
		Prime Healthcare Services, Inc.
	1,163	Term Loan, 7.25%, Maturing April 22, 2015		1,142,893
		RadNet Management, Inc.
	545	Term Loan, 5.75%, Maturing April 1, 2016		545,181
		ReAble Therapeutics Finance, LLC
	852	Term Loan, 2.25%, Maturing November 18, 2013		850,147
		RehabCare Group, Inc.
	349	Term Loan, 6.00%, Maturing November 24, 2015		350,926
		Renal Advantage Holdings, Inc.
	374	Term Loan, 5.75%, Maturing December 16, 2016		378,271
		Res-Care, Inc.
	424	Term Loan, 7.25%, Maturing December 22, 2016		426,057
		Select Medical Holdings Corp.
	887	Term Loan, 4.06%, Maturing August 22, 2014		889,916
		Skillsoft Corp.
	496	Term Loan, 6.50%, Maturing May 26, 2017		503,384
		Sunquest Information Systems, Inc.
	375	Term Loan, 6.25%, Maturing December 16, 2016		377,109
		Sunrise Medical Holdings, Inc.
EUR	133	Term Loan, 6.75%, Maturing May 13, 2014		174,768
		TZ Merger Sub., Inc.
	995	Term Loan, 5.75%, Maturing August 4, 2015		1,004,950


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Universal Health Services, Inc.
	1,034	Term Loan, 4.00%, Maturing November 15, 2016	$	1,039,630
		Vanguard Health Holding Co., LLC
	744	Term Loan, 5.00%, Maturing January 29, 2016		747,484
		VWR Funding, Inc.
	1,480	Term Loan, 2.75%, Maturing June 30, 2014		1,455,738

			$	45,790,112

Home Furnishings — 0.8%
		Hunter Fan Co.
	191	Term Loan, 2.76%, Maturing April 16, 2014	$	182,947
		National Bedding Co., LLC
	960	Term Loan, 3.82%, Maturing November 28, 2013		958,529
	350	Term Loan - Second Lien, 5.31%, Maturing February 28, 2014		344,860
		Oreck Corp.
	128	Term Loan - Second Lien, 3.81%, Maturing March 19, 2016⁽⁵⁾		114,986
		Sanitec Europe OY
EUR	387	Term Loan, 2.50%, Maturing June 24, 2016		476,456

			$	2,077,778

Industrial Equipment — 3.5%
		Alliance Laundry Systems, LLC
	481	Term Loan, 6.25%, Maturing September 30, 2016	$	486,110
		Brand Energy and Infrastructure Services, Inc.
	459	Term Loan, 2.56%, Maturing February 7, 2014		447,057
	392	Term Loan, 3.56%, Maturing February 7, 2014		382,772
		Brock Holdings III, Inc.
	600	Term Loan, 6.00%, Maturing March 16, 2017		597,750
		Bucyrus International, Inc.
	670	Term Loan, 4.25%, Maturing February 19, 2016		674,210
		Butterfly Wendel US, Inc.
	423	Term Loan, 3.46%, Maturing June 23, 2014		407,954
	577	Term Loan, 4.21%, Maturing June 22, 2015		556,629
		EPD Holdings, (Goodyear Engineering Products)
	102	Term Loan, 2.75%, Maturing July 31, 2014		94,277
	710	Term Loan, 2.75%, Maturing July 31, 2014		658,233
	425	Term Loan - Second Lien, 6.00%, Maturing July 13, 2015		365,367
		Generac Acquisition Corp.
	490	Term Loan, 2.80%, Maturing November 11, 2013		486,937
		Gleason Corp.
	350	Term Loan, 2.04%, Maturing June 30, 2013		348,076
		Jason, Inc.
	46	Term Loan, 8.25%, Maturing September 21, 2014		46,049
	116	Term Loan, 8.25%, Maturing September 21, 2014		116,709
		JMC Steel Group, Inc.
	350	Term Loan, 4.75%, Maturing April 3, 2017		350,726
		KION Group GmbH
	252	Term Loan, 3.76%, Maturing December 23, 2014⁽²⁾		243,345
	252	Term Loan, 4.01%, Maturing December 23, 2015⁽²⁾		243,345
		Pinafore, LLC
	1,058	Term Loan, 4.25%, Maturing September 29, 2016		1,063,521
		Polypore, Inc.
	1,528	Term Loan, 2.25%, Maturing July 3, 2014		1,510,033
		Sequa Corp.
	397	Term Loan, 3.56%, Maturing December 3, 2014		391,312

			$	9,470,412

Insurance — 2.0%
		AmWINS Group, Inc.
	500	Term Loan - Second Lien, 5.81%, Maturing June 8, 2014	$	460,625


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Applied Systems, Inc.
	698	Term Loan, 5.50%, Maturing December 8, 2016	$	702,614
		CCC Information Services Group, Inc.
	725	Term Loan, 5.50%, Maturing November 11, 2015		729,758
		Conseco, Inc.
	628	Term Loan, 7.50%, Maturing September 30, 2016		634,617
		Crawford & Company
	615	Term Loan, 5.00%, Maturing October 30, 2013		616,980
		HUB International Holdings, Inc.
	180	Term Loan, 2.81%, Maturing June 13, 2014		178,401
	800	Term Loan, 2.81%, Maturing June 13, 2014		793,658
	271	Term Loan, 6.75%, Maturing June 13, 2014		270,401
		U.S.I. Holdings Corp.
	914	Term Loan, 2.75%, Maturing May 5, 2014		883,515

			$	5,270,569

Leisure Goods/Activities/Movies — 6.7%
		AMC Entertainment, Inc.
	1,927	Term Loan, 3.50%, Maturing December 16, 2016	$	1,930,741
		Bombardier Recreational Products
	980	Term Loan, 2.81%, Maturing June 28, 2013		968,235
		Carmike Cinemas, Inc.
	1,047	Term Loan, 5.50%, Maturing January 27, 2016		1,053,938
		Cedar Fair, L.P.
	1,473	Term Loan, 4.00%, Maturing December 15, 2017		1,482,476
		Cinemark, Inc.
	1,911	Term Loan, 3.53%, Maturing April 29, 2016		1,922,925
		ClubCorp Club Operations, Inc.
	324	Term Loan, 6.00%, Maturing November 9, 2016		327,227
		Dave & Buster’s, Inc.
	496	Term Loan, 6.00%, Maturing June 1, 2016		499,662
		Deluxe Entertainment Services Group, Inc.
	35	Term Loan, 6.25%, Maturing May 11, 2013		35,344
	546	Term Loan, 6.25%, Maturing May 11, 2013		544,305
		Miramax Film NY, LLC
	473	Term Loan, 7.75%, Maturing May 20, 2016		480,173
		National CineMedia, LLC
	1,900	Term Loan, 1.81%, Maturing February 13, 2015		1,876,590
		Regal Cinemas Corp.
	2,045	Term Loan, 3.56%, Maturing August 23, 2017		2,050,832
		Revolution Studios Distribution Co., LLC
	517	Term Loan, 4.00%, Maturing December 21, 2014		405,488
	450	Term Loan - Second Lien, 7.25%, Maturing June 21, 2015⁽⁵⁾		148,500
		SeaWorld Parks & Entertainment, Inc.
	889	Term Loan, 4.00%, Maturing August 17, 2017		895,438
		Six Flags Theme Parks, Inc.
	1,607	Term Loan, 5.25%, Maturing June 30, 2016		1,622,649
		Universal City Development Partners, Ltd.
	1,113	Term Loan, 5.50%, Maturing November 6, 2014		1,123,394
		Zuffa, LLC
	484	Term Loan, 2.31%, Maturing June 19, 2015		475,809

			$	17,843,726

Lodging and Casinos — 3.8%
		Ameristar Casinos, Inc.
	569	Term Loan, 3.55%, Maturing November 10, 2012	$	569,744
		Gala Electric Casinos, Ltd.
GBP	999	Term Loan, 4.90%, Maturing October 25, 2013		1,532,344
GBP	999	Term Loan, 5.40%, Maturing October 27, 2014		1,532,340


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Harrah’s Operating Co.
	1,564	Term Loan, 3.30%, Maturing January 28, 2015	$	1,451,707
	988	Term Loan, 9.50%, Maturing October 31, 2016		1,038,233
		Herbst Gaming, Inc.
	411	Term Loan, 10.00%, Maturing December 31, 2015		429,211
		Isle of Capri Casinos, Inc.
	475	Term Loan, Maturing November 1, 2013⁽⁷⁾		477,767
		Las Vegas Sands, LLC
	294	Term Loan, 3.00%, Maturing November 23, 2016		286,785
	1,163	Term Loan, 3.00%, Maturing November 23, 2016		1,135,097
		LodgeNet Entertainment Corp.
	599	Term Loan, 6.50%, Maturing April 4, 2014		575,885
		Penn National Gaming, Inc.
	388	Term Loan, 2.03%, Maturing October 3, 2012		387,391
		Tropicana Entertainment, Inc.
	130	Term Loan, 15.00%, Maturing December 29, 2012		146,428
		VML US Finance, LLC
	199	Term Loan, 4.79%, Maturing May 25, 2012		198,870
	397	Term Loan, 4.79%, Maturing May 27, 2013		397,740

			$	10,159,542

Nonferrous Metals/Minerals — 1.3%
		Fairmount Minerals, Ltd.
	1,525	Term Loan, 5.25%, Maturing March 1, 2017	$	1,528,575
		Noranda Aluminum Acquisition
	44	Term Loan, 2.00%, Maturing May 18, 2014		43,612
		Novelis, Inc.
	1,372	Term Loan, 4.00%, Maturing March 10, 2017		1,376,828
		Oxbow Carbon and Mineral Holdings
	522	Term Loan, 3.80%, Maturing May 8, 2016		525,316

			$	3,474,331

Oil and Gas — 3.2%
		Big West Oil, LLC
	342	Term Loan, 7.00%, Maturing March 31, 2016	$	347,023
		CITGO Petroleum Corp.
	108	Term Loan, 8.00%, Maturing June 24, 2015		112,169
	1,265	Term Loan, 9.00%, Maturing June 23, 2017		1,326,901
		Dynegy Holdings, Inc.
	221	Term Loan, 4.00%, Maturing April 2, 2013		219,343
	3,276	Term Loan, 4.00%, Maturing April 2, 2013		3,257,121
		MEG Energy Corp.
	625	Term Loan, Maturing March 16, 2018⁽⁷⁾		629,531
		Obsidian Natural Gas Trust
	1,563	Term Loan, 7.00%, Maturing November 2, 2015		1,598,517
		SemGroup Corp.
	205	Term Loan, 7.08%, Maturing November 30, 2012		206,308
		Sheridan Production Partners I, LLC
	52	Term Loan, 6.50%, Maturing April 20, 2017		52,836
	86	Term Loan, 6.50%, Maturing April 20, 2017		86,502
	648	Term Loan, 6.50%, Maturing April 20, 2017		652,803

			$	8,489,054

Publishing — 4.8%
		Aster Zweite Beteiligungs GmbH
	500	Term Loan, 4.71%, Maturing September 27, 2013	$	498,333
EUR	236	Term Loan, 5.78%, Maturing December 31, 2014		335,532
EUR	264	Term Loan, 5.78%, Maturing December 31, 2014		374,840


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		GateHouse Media Operating, Inc.
	321	Term Loan, 2.25%, Maturing August 28, 2014	$	145,851
	717	Term Loan, 2.25%, Maturing August 28, 2014		325,359
	346	Term Loan, 2.50%, Maturing August 28, 2014		157,070
		Getty Images, Inc.
	1,493	Term Loan, 5.25%, Maturing November 7, 2016		1,507,658
		IWCO Direct, Inc.
	85	Term Loan, 3.63%, Maturing August 5, 2014		72,665
	813	Term Loan, 3.63%, Maturing August 7, 2014		697,091
		Laureate Education, Inc.
	242	Term Loan, 3.55%, Maturing August 17, 2014		240,157
	1,617	Term Loan, 3.55%, Maturing August 17, 2014		1,603,971
	493	Term Loan, 7.00%, Maturing August 31, 2014		495,168
		MediaNews Group, Inc.
	61	Term Loan, 8.50%, Maturing March 19, 2014		61,540
		Merrill Communications, LLC
	645	Term Loan, 7.50%, Maturing December 24, 2012		644,899
		Nelson Education, Ltd.
	236	Term Loan, 2.81%, Maturing July 5, 2014		215,123
		Nielsen Finance, LLC
	2,203	Term Loan, 2.26%, Maturing August 9, 2013		2,193,579
	983	Term Loan, 4.01%, Maturing May 2, 2016		985,314
		SGS International, Inc.
	269	Term Loan, 3.96%, Maturing September 30, 2013		268,633
		Springer Science+Business Media S.A.
EUR	500	Term Loan, 6.75%, Maturing June 30, 2015		720,410
		Xsys, Inc.
	618	Term Loan, 2.71%, Maturing December 31, 2014		616,027
	605	Term Loan, 4.71%, Maturing December 31, 2014		603,107

			$	12,762,327

Radio and Television — 2.8%
		Block Communications, Inc.
	426	Term Loan, 2.25%, Maturing December 22, 2011	$	422,111
		CMP KC, LLC
	533	Term Loan, 6.46%, Maturing May 3, 2011⁽²⁾⁽⁵⁾		153,012
		CMP Susquehanna Corp.
	860	Term Loan, 2.25%, Maturing May 5, 2013		847,388
		Gray Television, Inc.
	350	Term Loan, 3.76%, Maturing December 31, 2014		347,102
		HIT Entertainment, Inc.
	580	Term Loan, 5.56%, Maturing June 1, 2012		571,323
		Live Nation Worldwide, Inc.
	1,139	Term Loan, 4.50%, Maturing November 7, 2016		1,143,481
		Mission Broadcasting, Inc.
	261	Term Loan, 5.00%, Maturing September 30, 2016		261,929
		Nexstar Broadcasting, Inc.
	409	Term Loan, 5.00%, Maturing September 30, 2016		409,683
		Raycom TV Broadcasting, LLC
	769	Term Loan, 1.81%, Maturing June 25, 2014		755,727
		Tyrol Acquisition 2 SAS
EUR	500	Term Loan, 2.95%, Maturing January 30, 2015		643,408
EUR	500	Term Loan, 3.20%, Maturing January 29, 2016		643,409
		Univision Communications, Inc.
	743	Term Loan, 2.25%, Maturing September 29, 2014		724,649
	743	Term Loan, 4.50%, Maturing March 31, 2017		725,246

			$	7,648,468


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
Rail Industries — 0.4%
		Kansas City Southern Railway Co.
	974	Term Loan, 2.04%, Maturing April 26, 2013	$	973,895

			$	973,895

Retailers (Except Food and Drug) — 5.3%
		Amscan Holdings, Inc.
	771	Term Loan, 6.75%, Maturing December 4, 2017	$	777,294
		Harbor Freight Tools USA, Inc.
	923	Term Loan, 6.50%, Maturing December 22, 2017		932,924
		J Crew Operating Corp.
	875	Term Loan, 4.75%, Maturing March 7, 2018		873,200
		Jo-Ann Stores, Inc.
	925	Term Loan, 4.75%, Maturing March 22, 2018		918,872
		Michaels Stores, Inc.
	1,574	Term Loan, 2.58%, Maturing October 31, 2013		1,561,121
		Neiman Marcus Group, Inc.
	1,714	Term Loan, 4.31%, Maturing April 6, 2016		1,715,713
		Orbitz Worldwide, Inc.
	1,473	Term Loan, 3.28%, Maturing July 25, 2014		1,389,946
		PETCO Animal Supplies, Inc.
	619	Term Loan, 4.50%, Maturing November 24, 2017		621,234
		Phillips-Van Heusen Corp.
	275	Term Loan, 3.50%, Maturing May 6, 2016		277,794
		Pilot Travel Centers, LLC
	925	Term Loan, 4.25%, Maturing March 30, 2018		929,625
		Rent-A-Center, Inc.
	2	Term Loan, 2.00%, Maturing June 30, 2012		1,648
	395	Term Loan, 3.31%, Maturing March 31, 2015		395,966
		Savers, Inc.
	625	Term Loan, 4.25%, Maturing March 3, 2017		629,688
		Visant Holding Corp.
	698	Term Loan, 5.25%, Maturing December 31, 2016		698,512
		Vivarte
EUR	13	Term Loan - Second Lien, 4.41%, Maturing September 8, 2016		17,161
EUR	88	Term Loan - Second Lien, 4.41%, Maturing September 8, 2016		111,914
EUR	900	Term Loan - Second Lien, 4.41%, Maturing September 8, 2016		1,151,120
		Yankee Candle Company, Inc. (The)
	1,184	Term Loan, 2.25%, Maturing February 6, 2014		1,181,759

			$	14,185,491

Steel — 0.1%
		Niagara Corp.
	366	Term Loan, 10.50%, Maturing June 29, 2014⁽²⁾⁽⁵⁾	$	346,797

			$	346,797

Surface Transport — 0.4%
		Swift Transportation Co., Inc.
	1,132	Term Loan, 6.00%, Maturing December 21, 2016	$	1,138,958

			$	1,138,958

Telecommunications — 7.0%
		Alaska Communications Systems Holdings, Inc.
	923	Term Loan, 5.50%, Maturing October 21, 2016	$	924,759
		Asurion Corp.
	763	Term Loan, 3.27%, Maturing July 3, 2014		759,286
	998	Term Loan, 6.75%, Maturing March 31, 2015		1,011,928
		CommScope, Inc.
	1,075	Term Loan, 5.00%, Maturing January 14, 2018		1,083,734
		Intelsat Jackson Holdings SA
	5,200	Term Loan, 5.25%, Maturing April 2, 2018		5,241,018


Principal
Amount*
(000’s omitted)		Borrower/Tranche Description	Value
		Macquarie UK Broadcast Ventures, Ltd.
GBP	414	Term Loan, 2.62%, Maturing December 1, 2014	$	615,950
		MetroPCS Wireless
	1,022	Term Loan, 4.06%, Maturing March 15, 2018		1,025,792
		Ntelos, Inc.
	1,481	Term Loan, 4.00%, Maturing August 7, 2015		1,485,864
		Syniverse Technologies, Inc.
	748	Term Loan, 5.25%, Maturing December 21, 2017		754,905
		Telenet BidCo N.V.
EUR	500	Term Loan, 4.70%, Maturing July 31, 2017		711,877
		Telesat Canada, Inc.
	151	Term Loan, 3.25%, Maturing October 31, 2014		151,355
	1,764	Term Loan, 3.25%, Maturing October 31, 2014		1,762,080
		Wind Telecomunicazioni SpA
EUR	1,800	Term Loan, Maturing December 15, 2017⁽⁷⁾		2,556,540
		Windstream Corp.
	627	Term Loan, 3.06%, Maturing December 17, 2015		629,570

			$	18,714,658

Utilities — 2.7%
		Calpine Corp.
	1,425	Term Loan, 4.50%, Maturing April 2, 2018	$	1,433,214
		EquiPower Resources Holdings, LLC
	275	Term Loan, 5.75%, Maturing January 26, 2018		278,438
		NRG Energy, Inc.
	1	Term Loan, 2.06%, Maturing February 1, 2013		698
	148	Term Loan, 2.06%, Maturing February 1, 2013		147,686
	984	Term Loan, 3.50%, Maturing August 31, 2015		990,088
	1,830	Term Loan, 3.56%, Maturing August 31, 2015		1,839,636
		Pike Electric, Inc.
	63	Term Loan, 2.06%, Maturing July 2, 2012		62,615
	108	Term Loan, 2.06%, Maturing December 10, 2012		106,927
		TXU Texas Competitive Electric Holdings Co., LLC
	1,777	Term Loan, 3.76%, Maturing October 10, 2014		1,497,255
	922	Term Loan, 3.78%, Maturing October 10, 2014		778,012

			$	7,134,569


Total Senior Floating-Rate Interests (identified cost $360,910,586)			$	363,589,197

Corporate Bonds & Notes — 11.5%


Principal
Amount*
(000’s omitted)		Security	Value
Aerospace and Defense — 0.2%
		International Lease Finance Corp., Sr. Notes
	175	6.50%, 9/1/14⁽⁸⁾	$	187,688
	175	6.75%, 9/1/16⁽⁸⁾		188,125
	175	7.125%, 9/1/18⁽⁸⁾		188,912

			$	564,725

Air Transport — 0.0%⁽⁹⁾
		Continental Airlines
	47	7.033%, 12/15/12	$	47,194

			$	47,194

Automotive — 0.3%
		Allison Transmission, Inc.
	10	11.00%, 11/1/15⁽⁸⁾	$	10,900
	665	11.25%, 11/1/15⁽²⁾⁽⁸⁾		725,681


Principal
Amount*
(000’s omitted)		Security	Value
		American Axle & Manufacturing Holdings, Inc., Sr. Notes
	85	9.25%, 1/15/17⁽⁸⁾	$	94,775
		Commercial Vehicle Group, Inc., Sr. Notes
	55	8.00%, 7/1/13		55,688

			$	887,044

Broadcast Radio and Television — 0.7%
		Entravision Communications, Sr. Notes
	1,000	8.75%, 8/1/17⁽⁸⁾	$	1,070,000
		LBI Media, Inc., Sr. Disc. Notes
	15	11.00%, 10/15/13		14,400
		Rainbow National Services, LLC, Sr. Sub. Notes
	80	10.375%, 9/1/14⁽⁸⁾		83,200
		XM Satellite Radio Holdings, Inc.
	485	13.00%, 8/1/14⁽⁸⁾		578,362

			$	1,745,962

Building and Development — 0.9%
		AMO Escrow Corp., Sr. Notes
	950	11.50%, 12/15/17⁽⁸⁾	$	1,018,875
		Grohe Holding GmbH, Variable Rate
EUR	1,000	3.873%, 1/15/14⁽¹⁰⁾		1,418,971

			$	2,437,846

Business Equipment and Services — 0.6%
		Education Management, LLC, Sr. Notes
	210	8.75%, 6/1/14	$	216,037
		Education Management, LLC, Sr. Sub. Notes
	46	10.25%, 6/1/16		48,300
		MediMedia USA, Inc., Sr. Sub. Notes
	90	11.375%, 11/15/14⁽⁸⁾		80,550
		Muzak, LLC/Muzak Finance, Sr. Notes
	13	15.00%, 7/31/14⁽²⁾		12,548
		SunGard Data Systems, Inc., Sr. Notes
	900	10.625%, 5/15/15		991,125
		Ticketmaster Entertainment, Inc.
	105	10.75%, 8/1/16		115,238

			$	1,463,798

Cable and Satellite Television — 0.4%
		Virgin Media Finance PLC, Sr. Notes
	1,000	6.50%, 1/15/18	$	1,097,500

			$	1,097,500

Chemicals and Plastics — 0.1%
		INEOS Group Holdings PLC, Sr. Sub. Notes
	180	8.50%, 2/15/16⁽⁸⁾	$	182,475
		Wellman Holdings, Inc., Sr. Sub. Notes
	194	5.00%, 1/29/19⁽²⁾⁽⁵⁾		0

			$	182,475

Conglomerates — 0.0%⁽⁹⁾
		RBS Global & Rexnord Corp.
	90	11.75%, 8/1/16	$	96,975

			$	96,975

Containers and Glass Products — 0.2%
		Berry Plastics Corp., Sr. Notes, Variable Rate
	500	5.053%, 2/15/15	$	498,125


Principal
Amount*
(000’s omitted)		Security	Value
		Intertape Polymer US, Inc., Sr. Sub. Notes
	175	8.50%, 8/1/14	$	157,500

			$	655,625

Cosmetics/Toiletries — 0.1%
		Revlon Consumer Products Corp.
	165	9.75%, 11/15/15⁽⁸⁾	$	179,438

			$	179,438

Electronics/Electrical — 0.1%
		NXP BV/NXP Funding, LLC, Variable Rate
	370	3.053%, 10/15/13	$	368,150

			$	368,150

Equipment Leasing — 0.0%⁽⁹⁾
		Hertz Corp.
	9	8.875%, 1/1/14	$	9,270

			$	9,270

Financial Intermediaries — 0.7%
		First Data Corp.
	500	7.375%, 6/15/19	$	509,375
		Ford Motor Credit Co., Sr. Notes
	125	8.00%, 12/15/16		141,892
		UPCB Finance II, Ltd., Sr. Notes
EUR	500	6.375%, 7/1/20⁽⁸⁾		682,474
		UPCB Finance III, Ltd., Sr. Notes
	600	6.625%, 7/1/20⁽⁸⁾		591,000

			$	1,924,741

Food Products — 0.4%
		Smithfield Foods, Inc., Sr. Notes
	1,000	10.00%, 7/15/14⁽⁸⁾	$	1,182,500

			$	1,182,500

Food Service — 0.1%
		NPC International, Inc., Sr. Sub. Notes
	135	9.50%, 5/1/14	$	138,713

			$	138,713

Food/Drug Retailers — 0.1%
		General Nutrition Center, Sr. Notes, Variable Rate
	115	5.75%, 3/15/14⁽²⁾	$	115,000
		General Nutrition Center, Sr. Sub. Notes
	210	10.75%, 3/15/15		210,000

			$	325,000

Forest Products — 0.1%
		Verso Paper Holdings, LLC/Verso Paper, Inc.
	120	11.375%, 8/1/16	$	127,800

			$	127,800

Health Care — 0.2%
		Biomet, Inc.
	55	10.375%, 10/15/17	$	60,706
	280	11.625%, 10/15/17		313,600
		DJO Finance, LLC/DJO Finance Corp.
	95	10.875%, 11/15/14		104,025
		HCA, Inc.
	65	9.25%, 11/15/16		70,281

			$	548,612


Principal
Amount*
(000’s omitted)		Security	Value
Industrial Equipment — 0.5%
		Chart Industries, Inc., Sr. Sub. Notes
	105	9.125%, 10/15/15	$	110,250
		Terex Corp., Sr. Notes
	1,000	10.875%, 6/1/16		1,167,500

			$	1,277,750

Insurance — 0.1%
		Alliant Holdings I, Inc.
	55	11.00%, 5/1/15⁽⁸⁾	$	58,575
		HUB International Holdings, Inc., Sr. Notes
	70	9.00%, 12/15/14⁽⁸⁾		73,500
		U.S.I. Holdings Corp., Sr. Notes, Variable Rate
	35	4.188%, 11/15/14⁽⁸⁾		34,213

			$	166,288

Leisure Goods/Activities/Movies — 0.5%
		AMC Entertainment, Inc., Sr. Notes
	60	8.75%, 6/1/19	$	65,400
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp.
	105	12.50%, 4/1/13^(4)(5)(8)		0
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
	195	0.00%, 4/1/12^(4)(5)(8)		0
		MU Finance PLC, Sr. Notes
	1,000	8.375%, 2/1/17⁽⁸⁾		1,063,750
		Royal Caribbean Cruises, Sr. Notes
	20	6.875%, 12/1/13		21,450
	50	7.00%, 6/15/13		53,500
	10	7.25%, 6/15/16		10,762
	20	7.25%, 3/15/18		21,200

			$	1,236,062

Lodging and Casinos — 0.8%
		Buffalo Thunder Development Authority
	265	9.375%, 12/15/49⁽⁴⁾⁽⁸⁾	$	98,050
		CCM Merger, Inc.
	50	8.00%, 8/1/13⁽⁸⁾		50,000
		Chukchansi EDA, Sr. Notes, Variable Rate
	150	3.943%, 11/15/12⁽⁸⁾		111,750
		Eldorado Casino Shreveport
	44	10.00%, 8/1/12⁽²⁾⁽⁵⁾		42,191
		Fontainebleau Las Vegas Casino, LLC
	255	10.25%, 6/15/15⁽⁴⁾⁽⁸⁾		1,275
		Inn of the Mountain Gods Resort & Casino, Sr. Notes
	182	1.25%, 11/30/20^(2)(5)(8)		83,227
	81	8.75%, 11/30/20⁽⁵⁾⁽⁸⁾		81,000
		Majestic HoldCo, LLC
	75	12.50%, 10/15/11⁽⁴⁾⁽⁸⁾		8
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
	85	8.00%, 4/1/12		76,288
	120	7.125%, 8/15/14		91,200
	115	6.875%, 2/15/15		85,100
		Peninsula Gaming, LLC
	1,000	10.75%, 8/15/17		1,102,500
		San Pasqual Casino
	55	8.00%, 9/15/13⁽⁸⁾		55,275
		Tunica-Biloxi Gaming Authority, Sr. Notes
	165	9.00%, 11/15/15⁽⁸⁾		164,381


Principal
Amount*
(000’s omitted)		Security	Value
		Waterford Gaming, LLC, Sr. Notes
	121	8.625%, 9/15/14⁽⁵⁾⁽⁸⁾	$	78,222

			$	2,120,467

Nonferrous Metals/Minerals — 0.1%
		Cloud Peak Energy Resources, LLC/Cloud Peak Energy Finance Corp.
	330	8.50%, 12/15/19	$	367,125

			$	367,125

Oil and Gas — 0.2%
		Compton Petroleum Finance Corp.
	79	10.00%, 9/15/17	$	56,174
		Forbes Energy Services, Sr. Notes
	155	11.00%, 2/15/15		162,168
		Petroleum Development Corp., Sr. Notes
	65	12.00%, 2/15/18		74,019
		Petroplus Finance, Ltd.
	85	7.00%, 5/1/17⁽⁸⁾		81,175
		Quicksilver Resources, Inc., Sr. Notes
	65	11.75%, 1/1/16		76,050
		SESI, LLC, Sr. Notes
	30	6.875%, 6/1/14		30,750

			$	480,336

Publishing — 0.7%
		Laureate Education, Inc.
	1,045	10.00%, 8/15/15⁽⁸⁾	$	1,105,087
	638	10.25%, 8/15/15⁽²⁾⁽⁸⁾		666,595

			$	1,771,682

Rail Industries — 0.1%
		American Railcar Industry, Sr. Notes
	100	7.50%, 3/1/14	$	102,250
		Kansas City Southern Mexico, Sr. Notes
	155	7.625%, 12/1/13		158,100
	100	7.375%, 6/1/14		104,500

			$	364,850

Retailers (Except Food and Drug) — 1.2%
		Amscan Holdings, Inc., Sr. Sub. Notes
	220	8.75%, 5/1/14	$	223,575
		Neiman Marcus Group, Inc.
	765	9.00%, 10/15/15		802,873
		Sally Holdings, LLC, Sr. Notes
	665	9.25%, 11/15/14		700,744
	235	10.50%, 11/15/16		256,737
		Toys “R” Us
	1,000	10.75%, 7/15/17		1,140,000

			$	3,123,929

Steel — 0.0%⁽⁹⁾
		RathGibson, Inc., Sr. Notes
	240	11.25%, 2/15/14⁽⁴⁾	$	24

			$	24

Surface Transport — 0.0%⁽⁹⁾
		CEVA Group PLC, Sr. Notes
	95	11.50%, 4/1/18⁽⁸⁾	$	103,669

			$	103,669


Principal
Amount*
(000’s omitted)		Security	Value
Telecommunications — 0.5%
		Intelsat Bermuda, Ltd.
	900	11.25%, 6/15/16	$	964,125
		NII Capital Corp.
	330	10.00%, 8/15/16		377,850

			$	1,341,975

Utilities — 1.6%
		Calpine Corp., Sr. Notes
	2,375	7.50%, 2/15/21⁽⁸⁾	$	2,470,000
	1,700	7.875%, 1/15/23⁽⁸⁾		1,765,875
		NGC Corp.
	205	7.625%, 10/15/26		143,500
		Reliant Energy, Inc., Sr. Notes
	10	7.625%, 6/15/14		10,400

			$	4,389,775


Total Corporate Bonds & Notes (identified cost $29,944,693)			$	30,727,300

Asset-Backed Securities — 1.5%


Principal
Amount
(000’s omitted)		Security	Value
$	308	Alzette European CLO SA, Series 2004-1A, Class E2, 6.81%, 12/15/20⁽¹¹⁾	$	262,253
	295	Avalon Capital Ltd. 3, Series 1A, Class D, 2.263%, 2/24/19^(8)(11)		230,932
	376	Babson Ltd., Series 2005-1A, Class C1, 2.253%, 4/15/19^(8)(11)		294,620
	500	Bryant Park CDO Ltd., Series 2005-1A, Class C, 2.353%, 1/15/19^(8)(11)		326,651
	500	Carlyle High Yield Partners, Series 2004-6A, Class C, 2.762%, 8/11/16^(8)(11)		413,133
	492	Centurion CDO 8 Ltd., Series 2005-8A, Class D, 5.81%, 3/8/17⁽¹¹⁾		415,555
	500	Centurion CDO 9 Ltd., Series 2005-9A, Class D1, 5.053%, 7/17/19⁽¹¹⁾		390,291
	1,000	Madison Park Funding Ltd., Series 2006-2A, Class D, 5.058%, 3/25/20^(8)(11)		790,628
	1,000	Schiller Park CLO Ltd., Series 2007-1A, Class D, 2.553%, 4/25/21^(8)(11)		784,185


Total Asset-Backed Securities (identified cost $4,965,895)			$	3,908,248

Common Stocks — 1.7%


Shares		Security	Value
Automotive — 0.4%
	10,159	Dayco Products, LLC^(12)(13)	$	592,608
	8,949	Hayes Lemmerz International, Inc.^(5)(12)(13)		496,669

			$	1,089,277

Building and Development — 0.0%⁽⁹⁾
	131	Panolam Holdings Co.^(5)(12)(14)	$	104,160
	277	United Subcontractors, Inc.^(5)(12)(13)		28,567

			$	132,727

Chemicals and Plastics — 0.0%
	175	Wellman Holdings, Inc.^(5)(12)(13)	$	0

			$	0

Diversified Manufacturing — 0.0%⁽⁹⁾
	166,398	MEGA Brands, Inc.⁽¹²⁾	$	101,471

			$	101,471


Shares		Security	Value
Financial Intermediaries — 0.0%⁽⁹⁾
	41	RTS Investor Corp.^(5)(12)(13)	$	962

			$	962

Food Service — 0.0%⁽⁹⁾
	12,234	Buffets, Inc.^(5)(12)	$	48,936

			$	48,936

Home Furnishings — 0.1%
	2,275	Oreck Corp.^(5)(12)(13)	$	176,950
	26,249	Sanitec Europe Oy B Units^(12)(13)		111,600
	25,787	Sanitec Europe Oy E Units^(5)(12)(13)		0

			$	288,550

Leisure Goods/Activities/Movies — 0.2%
	22,424	Metro-Goldwyn-Mayer Holdings, Inc.^(12)(13)	$	513,884

			$	513,884

Lodging and Casinos — 0.2%
	45	Greektown Superholdings, Inc.⁽¹²⁾	$	3,431
	23,498	Herbst Gaming, Inc.^(5)(12)(13)		104,802
	289	Shreveport Gaming Holdings, Inc.^(5)(12)		5,202
	25,430	Tropicana Entertainment, Inc.^(12)(13)		440,257

			$	553,692

Nonferrous Metals/Minerals — 0.1%
	468	Euramax International, Inc.^(5)(12)(13)	$	154,275

			$	154,275

Oil and Gas — 0.0%⁽⁹⁾
	750	SemGroup Corp.⁽¹²⁾	$	21,120

			$	21,120

Publishing — 0.6%
	2,155	Ion Media Networks, Inc.^(5)(12)(13)	$	1,303,775
	5,771	MediaNews Group, Inc.^(5)(12)(13)		155,822
	3,353	SuperMedia, Inc.⁽¹²⁾		20,923

			$	1,480,520

Steel — 0.1%
	6,269	KNIA Holdings, Inc.^(5)(12)(13)	$	72,656
	10,700	RathGibson Acquisition Co., LLC^(5)(12)(14)		250,808

			$	323,464


Total Common Stocks (identified cost $2,639,587)			$	4,708,878

Preferred Stocks — 0.0%⁽⁹⁾


Shares/Units		Security	Value
Business Equipment and Services — 0.0%⁽⁹⁾
	773	Muzak Holding, LLC, 10%^{(2)(11)(12)(14)}	$	7,457


Total Preferred Stocks (identified cost $7,726)			$	7,457

Warrants — 0.0%⁽⁹⁾


Shares		Security	Value
Oil and Gas — 0.0%⁽⁹⁾
	789	SemGroup Corp., Expires 11/30/14⁽¹²⁾	$	8,284

			$	8,284

Publishing — 0.0%
	781	Reader’s Digest Association, Inc. (The), Expires 2/19/14^(5)(12)(13)	$	0

			$	0

Retailers (Except Food and Drug) — 0.0%
	3,817	Oriental Trading Co., Inc., Expires 2/11/16^(5)(12)(13)	$	0
	4,188	Oriental Trading Co., Inc., Expires 2/11/16^(5)(12)(13)		0

			$	0


Total Warrants (identified cost $8)			$	8,284

Miscellaneous — 0.0%⁽⁹⁾


Shares		Security	Value
Cable and Satellite Television — 0.0%⁽⁹⁾
	261,268	Adelphia Recovery Trust⁽¹²⁾	$	1,960
	270,000	Adelphia, Inc., Escrow Certificate⁽¹²⁾		5,400


Total Miscellaneous (identified cost $250,451)			$	7,360

Short-Term Investments — 5.1%


Interest/
Principal
Amount
(000’s Omitted)		Description	Value
$	10,108	Eaton Vance Cash Reserves Fund, LLC, 0.17%⁽¹⁵⁾	$	10,108,051
	3,660	State Street Bank and Trust Euro Time Deposit, 0.01%, 4/1/11		3,660,005


Total Short-Term Investments (identified cost $13,768,056)			$	13,768,056


Total Investments — 155.5% (identified cost $412,487,002)			$	416,724,780


Less Unfunded Loan Commitments — (0.4)%			$	(1,041,667	)


Net Investments — 155.1% (identified cost $411,445,335)			$	415,683,113


Other Assets, Less Liabilities — (14.1)%			$	(37,681,466	)


Auction Preferred Shares Plus Cumulative Unpaid Dividends — (41.0)%			$	(110,002,328	)


Net Assets Applicable to Common Shares — 100.0%			$	267,999,319


*				In U.S. dollars unless otherwise indicated.

(1)				Senior floating-rate interests (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. Senior Loans typically have rates of interest which are redetermined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base lending rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.

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

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

(4)				Currently the issuer is in default with respect to interest payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status

(5)				Security valued at fair value using methods determined in good faith by or at the direction of the Trustees.

(6)				Defaulted matured security. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

(7)				This Senior Loan will settle after March 31, 2011, at which time the interest rate will be determined.

(8)				Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be sold in certain transactions (normally to qualified institutional buyers) and remain exempt from registration. At March 31, 2011, the aggregate value of these securities is $18,030,731 or 6.7% of the Trust’s net assets applicable to common shares.

(9)				Amount is less than 0.05%.

(10)				Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933.

(11)				Variable rate security. The stated interest rate represents the rate in effect at March 31, 2011.

(12)				Non-income producing security.

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

(14)				Restricted security.

(15)				Affiliated investment company available to Eaton Vance portfolios and funds which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of March 31, 2011. Net income allocated from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended March 31, 2011 was $14,817.

A summary of open financial instruments at March 31, 2011 is as follows:

Forward Foreign Currency Exchange Contracts

Sales


				Net Unrealized
Settlement				Appreciation
Date	Deliver	In Exchange For	Counterparty	(Depreciation)
4/28/11	British Pound Sterling 3,027,553	United States Dollar 4,819,319	JPMorgan Chase Bank	$	(36,195	)
4/29/11	Euro 5,624,944	United States Dollar 7,720,179	JPMorgan Chase Bank		(247,784	)
5/31/11	Euro 6,769,258	United States Dollar 9,316,766	Citigroup Global Markets		(266,289	)
5/31/11	British Pound Sterling 3,120,398	United States Dollar 5,013,512	JPMorgan Chase Bank		11,418
6/30/11	British Pound Sterling 1,754,373	United States Dollar 2,799,996	Goldman Sachs, Inc.		(11,009	)
6/30/11	Euro 5,435,581	United States Dollar 7,636,340	HSBC Bank USA		(53,638	)

				$	(603,497	)

At March 31, 2011, the Trust had sufficient cash and/or securities to cover commitments under these contracts.

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

At March 31, 2011, the aggregate fair value of derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) in an asset position and in a liability position and whose primary underlying risk exposure is foreign exchange risk was $11,418 and $614,915, respectively.

The cost and unrealized appreciation (depreciation) of investments of the Trust at March 31, 2011, as determined on a federal income tax basis, were as follows:


Aggregate cost	$	411,602,932

Gross unrealized appreciation	$	11,629,819
Gross unrealized depreciation		(7,549,638	)

Net unrealized appreciation	$	4,080,181

Restricted Securities

At March 31, 2011, the Trust owned the following securities (representing 0.1% of net assets applicable to common shares) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Trust has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.


	Date of
Description	Acquisition		Shares		Cost		Value
Common Stocks
Panolam Holdings Co.		12/30/09		131	$	71,985	$	104,160
RathGibson Acquisition Co., LLC		6/14/10		10,700		56,785		250,808

Total Common Stocks					$	128,770	$	354,968

Preferred Stock
Muzak Holding LLC		6/18/10		773	$	7,727	$	7,457

Total Preferred Stock					$	7,727	$	7,457

Total Restricted Securities					$	136,497	$	362,425

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


	•	Level 1 — quoted prices in active markets for identical investments

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

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

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

At March 31, 2011, the hierarchy of inputs used in valuing the Trust’s investments, which are carried at value, were as follows:


Asset Description	Level 1		Level 2			Level 3		Total

Senior Floating-Rate Interests (less Unfunded Loan Commitments)	$	—	$	361,651,033		$	896,497	$	362,547,530
Corporate Bonds & Notes		—		30,442,660			284,640		30,727,300
Asset-Backed Securities		—		3,908,248			—		3,908,248
Common Stocks		143,514		1,661,780	*		2,903,584		4,708,878
Preferred Stocks		—		7,457			—		7,457
Warrants		—		8,284			0		8,284
Miscellaneous		—		7,360			—		7,360
Short-Term Investments		—		13,768,056			—		13,768,056


Total Investments	$	143,514	$	411,454,878		$	4,084,721	$	415,683,113


Forward Foreign Currency Exchange Contracts	$	—	$	11,418		$	—	$	11,418


Total	$	143,514	$	411,466,296		$	4,084,721	$	415,694,531



Liability Description

Forward Foreign Currency Exchange Contracts	$	—	$	(614,915	)	$	—	$	(614,915	)


Total	$	—	$	(614,915	)	$	—	$	(614,915	)


*		Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets.

The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:


							Investments in
	Investments in						Common Stock,
	Senior			Investments in			Preferred Stock,
	Floating-Rate			Corporate			Warrants and
	Interests			Bonds & Notes			Miscellaneous			Total
Balance as of June 30, 2010	$	595,305		$	203,639		$	1,141,784		$	1,940,728
Realized gains (losses)		(300,015	)		509			964			(298,542	)
Change in net unrealized appreciation (depreciation)*		(24,891	)		(70,322	)		1,398,453			1,303,240
Cost of purchases		171,440			163,631			103,147			438,218
Proceeds from sales		(14,192	)		(17,362	)		(964	)		(32,518	)
Accrued discount (premium)		6,109			4,545			—			10,654
Transfers to Level 3*		462,741			—			264,540			727,281
Transfers from Level 3*		—			—			(4,340	)		(4,340	)

Balance as of March 31, 2011	$	896,497		$	284,640		$	2,903,584		$	4,084,721


Change in net unrealized appreciation (depreciation) on investments still held as of March 31, 2011*	$	(26,728	)	$	(76,922	)	$	1,398,453		$	1,294,803


*		Transfers are reflected at the value of the securities at the beginning of the period. Transfers from Level 2 to Level 3 were due to a reduction in the availability of significant observable inputs in determining the fair value of these investments. Transfers from Level 3 to Level 2 were due to increased market trading activity resulting in the availability of significant observable inputs in determining the fair value of these investments.

At March 31, 2011, the value of investments transferred between Level 1 and Level 2, if any, during the fiscal year to date then ended was not significant.

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

Item 2. Controls and Procedures

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

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

Signatures

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

Eaton Vance Senior Income Trust


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

Date:		May 25, 2011

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


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

Date:		May 25, 2011

By:		/s/ Barbara E. Campbell

		Barbara E. Campbell
		Treasurer

Date:		May 25, 2011