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 COMPANY

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 service)

Registrant's telephone number, including area code:			(617) 482-8260

Date of fiscal year end:	June 30

Date of reporting period:		September 30, 2004

Item 1. Schedule of Investments

Eaton Vance Senior Income Trust	as of September 30, 2004
PORTFOLIO OF INVESTMENTS (Unaudited)

Senior, Floating Rate Interests — 141.8% (1)

Principal Amount		Borrower/Tranche Description	Value
Advertising — 0.9%
		Adams Outdoor Advertising, L.P.
$	300,000	Term Loan, Maturing April 15, 2012	$	305,375
		Lamar Media Corp.
2,500,000		Term Loan, Maturing June 30, 2010	2,523,437
			$	2,828,812

Aerospace and Defense — 1.5%
		ARINC, Inc.
895,500		Term Loan, Maturing March 10, 2010	908,932
		Standard Aero Holdings, Inc.
387,926		Term Loan, Maturing August 24, 2012	393,260
		Transdigm, Inc.
1,990,000		Term Loan, Maturing July 22, 2010	2,017,985
		United Defense Industries, Inc.
1,563,830		Term Loan, Maturing June 30, 2009	1,577,905
			$	4,898,082

Auto Components — 9.1%
		Accuride Corp.
2,400,000		Term Loan, Maturing January 21, 2007	2,461,500
		Collins and Aikman Products, Co.
1,389,040		Revolving Loan, Maturing August 31, 2009	1,390,776
		Dayco Products, LLC
1,396,500		Term Loan, Maturing June 23, 2011	1,419,630
		Dura Operating Corp.
982,412		Term Loan, Maturing March 31, 2007	990,702
		Exide Technologies
915,000		Term Loan, Maturing May 5, 2010	917,287
915,000		Term Loan, Maturing May 5, 2010	917,859
		Federal-Mogul Corp.
750,000		Term Loan, Maturing February 24, 2005	692,344
1,500,000		Term Loan, Maturing February 24, 2005	1,397,344
763,183		Term Loan, Maturing February 24, 2005	768,907

		Gleason Corp.
$	275,000	Term Loan, Maturing July 27, 2011	$	278,437
500,000		Term Loan, Maturing January 31, 2012	505,000
		HLI Operating Co., Inc.
2,147,500		Term Loan, Maturing June 3, 2009	2,191,792
		Key Automotive Group
1,073,750		Term Loan, Maturing June 29, 2010	1,084,487
		Meridian Automotive Systems, Inc.
149,250		Term Loan, Maturing April 27, 2010	142,285
		Metaldyne, Inc.
1,318,193		Term Loan, Maturing December 31, 2009	1,318,056
		Plastech Engineered Products, Inc.
489,655		Term Loan, Maturing March 31, 2010	497,102
		R.J. Tower Corp.
500,000		Term Loan, Maturing January 29, 2010	508,750
		Tenneco Automotive
1,386,841		Term Loan, Maturing December 12, 2010	1,404,755
		The Goodyear Tire & Rubber Co.
900,000		Term Loan, Maturing March 31, 2006	911,700
2,500,000		Term Loan, Maturing March 31, 2006	2,537,110
		TI Automotive, Ltd.
650,000		Term Loan, Maturing June 30, 2011	650,812
		TRW Automotive, Inc.
2,871,644		Term Loan, Maturing February 27, 2009	2,900,957
2,084,618		Term Loan, Maturing February 27, 2011	2,121,968
		United Components, Inc.
1,000,000		Term Loan, Maturing June 30, 2010	1,014,375
			$	29,023,935

Broadcast Media — 4.4%
		Block Communications
$	929,961	Term Loan, Maturing November 30, 2009	$	936,936
		CanWest Media, Inc.
2,259,140		Term Loan, Maturing August 15, 2009	2,288,791
		Gray Television, Inc.
997,500		Term Loan, Maturing December 31, 2010	1,005,605
		Lin Television Corp.
735,000		Term Loan, Maturing December 31, 2007	744,384
690,000		Term Loan, Maturing December 31, 2007	699,775
		NEP Supershooters, L.P.
500,000		Term Loan, Maturing August 3, 2011	502,500
		Nexstar Broadcasting, Inc.
674,225		Term Loan, Maturing December 31, 2010	675,068
368,162		Term Loan, Maturing December 31, 2010	369,083
		PanAmsat Corp.
2,739,905		Term Loan, Maturing August 20, 2011	2,744,615
		Rainbow National Services, LLC
1,488,680		Term Loan, Maturing March 31, 2012	1,509,708
		Susquehanna Media Co.
2,650,000		Term Loan, Maturing March 31, 2012	2,683,125
			$	14,159,590

Cable Television — 8.7%
		Adelphia Communications Corp.
968,268		DIP Loan, Maturing March 31, 2005	972,908
		Atlantic Broadband Finance, LLC
1,494,183		Term Loan, Maturing February 10, 2011	1,514,262
		Bragg Communication, Inc.
560,000		Term Loan, Maturing August 31, 2011	565,600
		Bresnan Communications, LLC
500,000		Term Loan, Maturing September 30, 2009	504,791
1,000,000		Term Loan, Maturing September 30, 2010	1,014,063

		Canadian Cable Acquisition Company, Inc.
$	760,000	Term Loan, Maturing July 27, 2011	$	767,363
		Cebridge Connections, Inc.
760,735		Term Loan, Maturing February 23, 2009	764,538
796,000		Term Loan, Maturing February 23, 2010	801,970
		Charter Communications Operating, LLC
9,226,875		Term Loan, Maturing April 27, 2011	9,164,326
		DirectTV Holdings, LLC
3,303,673		Term Loan, Maturing March 6, 2010	3,326,386
		Insight Midwest Holdings, LLC
1,488,750		Term Loan, Maturing December 31, 2009	1,509,427
1,985,000		Term Loan, Maturing December 31, 2009	2,012,846
		MCC Iowa, LLC
847,875		Term Loan, Maturing September 30, 2010	855,530
		Mediacom Southeast
775,692		Revolving Loan, Maturing March 31, 2008	775,692
1,461,848		Term Loan, Maturing September 30, 2008	1,472,811
		NTL, Inc.
1,750,000		Term Loan, Maturing April 13, 2012	1,763,125
			$	27,785,638

Casinos and Gaming — 3.6%
		Alliance Gaming Corp.
2,721,489		Term Loan, Maturing September 5, 2009	2,757,774
		Ameristar Casinos, Inc.
1,270,900		Term Loan, Maturing December 31, 2006	1,287,978
		Isle of Capri Casinos
3,097,896		Term Loan, Maturing April 25, 2008	3,138,233
		Marina District Finance Co.
983,861		Term Loan, Maturing December 31, 2007	989,191
		Penn National Gaming, Inc.
803,679		Term Loan, Maturing July 31, 2006	816,538
		Pinnacle Entertainment, Inc.
735,000		Term Loan, Maturing August 27, 2010	744,187

		Scientific Games Corp.
$	992,500	Term Loan, Maturing December 31, 2009	$	1,006,974
		Venetian Casino Resort, LLC
863,636		Term Loan, Maturing June 15, 2011	877,131
			$	11,618,006

Chemicals — 6.7%
		Brenntag AG
1,275,000		Term Loan, Maturing December 9, 2011	1,297,312
		Celanese AG
344,908		Term Loan, Maturing June 4, 2011	350,890
700,000		Term Loan, Maturing December 8, 2011	713,417
		CP Kelco U.S., Inc.
0		Term Loan, Maturing March 31, 2008	0
0		Term Loan, Maturing September 30, 2008	0
		FMC Corp.
488,362		Term Loan, Maturing October 21, 2007	492,391
		Georgia Gulf Corp.
447,551		Term Loan, Maturing December 2, 2010	454,357
		Hercules, Inc.
497,500		Term Loan, Maturing October 8, 2010	501,853
		Huntsman International, LLC
2,308,763		Term Loan, Maturing December 31, 2010	2,343,972
		Huntsman, LLC
166,756		Term Loan, Maturing March 31, 2007	167,277
1,051,580		Term Loan, Maturing March 31, 2007	1,054,866
		IMC Global, Inc.
2,781,234		Term Loan, Maturing November 17, 2006	2,794,445
		Innophos, Inc.
210,364		Term Loan, Maturing August 13, 2010	213,125
		ISP Chemco, Inc.
696,500		Term Loan, Maturing March 27, 2011	704,336
		Kraton Polymers, LLC
1,264,287		Term Loan, Maturing December 5, 2008	1,271,399

		Nalco Co.
$	3,375,628	Term Loan, Maturing November 4, 2010	$	3,419,416
		Polymer Group, Inc.
1,271,813		Term Loan, Maturing April 27, 2010	1,281,616
1,250,000		Term Loan, Maturing April 27, 2011	1,254,687
		Rockwood Specialties Group, Inc.
1,650,000		Term Loan, Maturing July 30, 2012	1,663,020
		VWR International, Inc.
617,850		Term Loan, Maturing April 7, 2011	628,341
		Wellman, Inc.
400,000		Term Loan, Maturing February 10, 2009	407,917
		Westlake Chemical Corp.
377,083		Term Loan, Maturing July 31, 2010	382,033
			$	21,396,670

Coal — 0.8%
		Consol Energy, Inc.
740,000		Term Loan, Maturing June 30, 2010	752,025
		Foundation Coal Corp.
950,000		Term Loan, Maturing July 30, 2011	961,162
		Peabody Energy Corp.
738,750		Term Loan, Maturing March 31, 2010	747,676
			$	2,460,863

Commercial Services — 5.3%
		Acosta Sales Company, Inc.
525,000		Term Loan, Maturing August 13, 2010	529,594
		Advanstar Communications, Inc.
298,128		Term Loan, Maturing November 17, 2007	300,053
		Anthony Crane Rental, L.P.
1,218,083		Term Loan, Maturing July 20, 2006	971,421
		Baker & Taylor, Inc.
1,200,000		Term Loan, Maturing May 6, 2011	1,215,000
		Coinmach Laundry Corp.
3,801,015		Term Loan, Maturing July 25, 2009	3,845,559
		Corrections Corp. of America
984,773		Term Loan, Maturing March 31, 2008	1,002,006

		Environmental Systems Products Holdings, Inc.
$	794,791	Term Loan, Maturing December 12, 2008	$	800,255
		Gate Gourmet Borrower, LLC
1,980,000		Term Loan, Maturing December 31, 2008	2,019,600
		Identity Now Holdings, LLC
442,151		Term Loan, Maturing November 30, 2006 (2)	336,034
		Interline Brands, Inc.
1,893,263		Term Loan, Maturing November 30, 2009	1,906,279
		Panavision, Inc.
1,084,278		Term Loan, Maturing January 12, 2007	1,094,105
		Pike Electric
271,374		Term Loan, Maturing July 1, 2012	276,293
		SecurityCo, Inc.
498,750		Term Loan, Maturing June 28, 2010	498,750
		United Rentals, Inc.
166,667		Term Loan, Maturing February 14, 2011	167,222
829,167		Term Loan, Maturing February 14, 2011	833,727
		Williams Scotsman, Inc.
994,898		Term Loan, Maturing December 31, 2006	1,003,603
			$	16,799,501

Computer Software & Services — 0.7%
		CCC Information Services Group
536,515		Term Loan, Maturing August 20, 2010	540,539
		InfoUSA, Inc.
423,938		Term Loan, Maturing June 4, 2010	429,237
		Mitchell International, Inc
230,000		Term Loan, Maturing August 13, 2011	231,941
498,750		Term Loan, Maturing August 13, 2012	499,062
		UGS Corp.
399,000		Term Loan, Maturing May 27, 2011	402,866
			$	2,103,645

Construction Materials — 0.8%
		Formica Corp.
64,825		Term Loan, Maturing June 10, 2010	65,149
158,449		Term Loan, Maturing June 10, 2010	159,241
81,031		Term Loan, Maturing June 10, 2010	81,436
236,039		Term Loan, Maturing June 10, 2010	237,219

		Nortek, Inc.
$	950,000	Term Loan, Maturing August 27, 2011	$	962,271
		Ply Gem Industries, Inc.
375,000		Term Loan, Maturing February 12, 2011	378,047
659,685		Term Loan, Maturing February 12, 2011	665,045
116,415		Term Loan, Maturing February 12, 2011	117,361
			$	2,665,769

Containers and Packaging - Metal and Glass — 2.6%
		BWAY Corp.
358,333		Term Loan, Maturing June 30, 2011	363,820
		Owens-Illinois, Inc.
826,087		Term Loan, Maturing April 1, 2007	836,327
1,500,000		Term Loan, Maturing April 1, 2008	1,521,094
		Silgan Holdings, Inc.
4,585,784		Term Loan, Maturing December 31, 2008	4,635,943
		U.S. Can Corp.
995,000		Term Loan, Maturing January 10, 2010	992,512
			$	8,349,696

Containers and Packaging - Paper — 5.1%
		Graphic Packaging International, Inc.
4,950,000		Term Loan, Maturing August 8, 2009	4,988,363
		Greif Bros. Corp.
565,705		Term Loan, Maturing August 31, 2008	572,352
		Jefferson Smurfit Corp.
2,745,454		Term Loan, Maturing March 31, 2007	2,761,757
		Printpack Holdings, Inc.
3,063,901		Term Loan, Maturing April 30, 2009	3,094,540
		Solo Cup Co.
1,363,712		Term Loan, Maturing February 27, 2011	1,377,350
		Stone Container Corp.
3,154,684		Term Loan, Maturing June 30, 2009	3,176,865
414,703		Term Loan, Maturing June 30, 2009	417,554
			$	16,388,781

Containers and Packaging - Plastics — 1.1%
		Berry Plastics Corp.
$	2,150,097	Term Loan, Maturing July 22, 2010	$	2,177,870
		Consolidated Container Holdings, LLC
648,375		Term Loan, Maturing December 15, 2008	656,885
		Crown Americas, Inc.
550,000		Term Loan, Maturing September 1, 2011	553,438
			$	3,388,193

Educational Services — 1.1%
		American Achievement Corp.
348,250		Term Loan, Maturing March 25, 2011	351,842
		Jostens, Inc.
1,293,192		Term Loan, Maturing July 15, 2010	1,305,477
		Knowledge Learning Corp.
951,761		Term Loan, Maturing May 15, 2010	957,710
		Weekly Reader Corp.
750,000		Term Loan, Maturing March 18, 2009	750,469
			$	3,365,498

Electronic Equipment & Instruments — 1.2%
		Communications & Power Industries, Inc.
497,500		Term Loan, Maturing July 23, 2010	505,377
		Global Cash Access, LLC
341,250		Term Loan, Maturing March 10, 2010	346,155
		Invensys International Holdings, Ltd.
2,076,015		Term Loan, Maturing September 5, 2009	2,098,073
		Juno Lighting, Inc.
425,455		Term Loan, Maturing November 21, 2010	431,836
		SecurityCo, Inc.
500,000		Term Loan, Maturing June 28, 2011	497,500
			$	3,878,941

Entertainment — 3.9%
		Hollywood Entertainment Corp.
$	625,000	Term Loan, Maturing March 31, 2008	$	627,734
		Lions Gate Entertainment, Inc.
388,889		Term Loan, Maturing December 31, 2008	392,292
		Metro-Goldwyn-Mayer Studios, Inc.
4,500,000		Term Loan, Maturing April 26, 2011	4,518,000
		Six Flags Theme Parks, Inc.
2,257,948		Term Loan, Maturing June 30, 2009	2,277,000
		Universal City Development Partners, L.P.
1,067,525		Term Loan, Maturing June 30, 2007	1,071,528
		WMG Acquisition Corp.
3,383,000		Term Loan, Maturing February 28, 2011	3,434,046
			$	12,320,600

Environmental Services — 2.1%
		Allied Waste Industries, Inc.
500,000		Term Loan, Maturing January 15, 2009	507,313
3,400,234		Term Loan, Maturing January 15, 2010	3,455,488
		Casella Waste Systems, Inc.
1,633,500		Term Loan, Maturing January 24, 2010	1,655,451
		IESI Corp.
495,000		Term Loan, Maturing September 30, 2010	502,734
		Ionics, Inc.
523,703		Term Loan, Maturing February 13, 2011	531,068
			$	6,652,054

Financials — 0.6%
		Refco Group Ltd., LLC
1,830,000		Term Loan, Maturing August 5, 2011	1,830,000
			$	1,830,000

Food, Beverages and Tobacco — 6.7%
		American Seafood Holdings, Inc.
337,034		Term Loan, Maturing September 30, 2007	337,034
748,585		Term Loan, Maturing March 31, 2009	752,562

		Del Monte Corp.
$	1,593,925	Term Loan, Maturing December 20, 2010	$	1,619,826
		Dr. Pepper/Seven Up Bottling Group, Inc.
1,386,010		Term Loan, Maturing December 19, 2010	1,403,119
		DS Waters Enterprises, L.P.
967,500		Term Loan, Maturing November 7, 2009	932,186
		Interstate Brands Corp.
2,882,406		Term Loan, Maturing July 19, 2007	2,827,280
485,000		Term Loan, Maturing July 19, 2007	474,694
		Maine Beverage Company, LLC
500,000		Term Loan, Maturing June 30, 2010	502,500
		Merisant Co.
1,654,928		Term Loan, Maturing January 31, 2010	1,664,030
		Michael Foods, Inc.
992,500		Term Loan, Maturing November 20, 2010	1,004,286
1,000,000		Term Loan, Maturing November 20, 2011	1,028,438
		Nutra Sweet
1,327,500		Term Loan, Maturing June 30, 2008	1,314,225
		Pinnacle Foods Holdings Corp.
517,416		Term Loan, Maturing November 25, 2010	521,943
2,715,711		Term Loan, Maturing November 25, 2010	2,739,473
		Reddy Ice Group, Inc.
990,000		Term Loan, Maturing July 31, 2009	1,002,788
		Seminis Vegetable Seeds, Inc.
467,632		Term Loan, Maturing September 30, 2009	474,257
		Southern Wine & Spirits of America, Inc.
2,446,296		Term Loan, Maturing June 28, 2008	2,476,875
		Sunny Delight
340,000		Term Loan, Maturing August 20, 2010	344,250
			$	21,419,766

Funeral Service — 0.2%
		Alderwoods Group
613,480		Term Loan, Maturing August 19, 2010	622,810
			$	622,810

Health Care - Equipment & Supplies — 3.5%
		Colgate Medical, Ltd.
$	417,045	Term Loan, Maturing December 30, 2008	$	420,173
		Conmed Corp.
2,131,142		Term Loan, Maturing December 31, 2007	2,155,561
		DJ Orthopedics, Inc.
987,342		Term Loan, Maturing May 15, 2009	998,449
		Empi Corp.
1,390,263		Term Loan, Maturing November 24, 2009	1,393,739
		Hanger Orthopedic Group, Inc.
994,974		Term Loan, Maturing September 30, 2009	994,974
		Kinetic Concepts, Inc.
382,917		Term Loan, Maturing October 3, 2009	387,543
		Leiner Health Products, Inc.
533,663		Term Loan, Maturing May 27, 2011	540,834
		Quintiles Transnational Corp.
1,485,000		Term Loan, Maturing September 25, 2009	1,507,275
		Sunrise Medical Holdings, Inc.
507,450		Term Loan, Maturing May 13, 2010	511,890
		Sybron Dental Management
824,607		Term Loan, Maturing June 6, 2009	830,792
		Triad Hospitals Holdings, Inc.
1,456,042		Term Loan, Maturing March 31, 2008	1,477,882
			$	11,219,112

Health Care - Providers & Services — 4.6%
		Accredo Health, Inc.
1,047,375		Term Loan, Maturing April 30, 2011	1,052,612
		Alliance Imaging, Inc.
1,306,425		Term Loan, Maturing June 10, 2008	1,302,956
		AMN Healthcare, Inc.
404,677		Term Loan, Maturing October 2, 2008	405,436
		Ardent Health Services, Inc.
575,000		Term Loan, Maturing July 12, 2011	577,516
		Community Health Systems, Inc.
3,438,750		Term Loan, Maturing July 5, 2010	3,446,119

		Concentra Operating Corp.
$	987,525	Term Loan, Maturing June 30, 2009	$	1,001,515
		Cross Country Healthcare, Inc.
456,011		Term Loan, Maturing June 5, 2009	461,996
		DaVita, Inc.
2,959,596		Term Loan, Maturing March 31, 2009	2,991,273
		FHC Health Systems, Inc.
348,214		Term Loan, Maturing December 18, 2009	353,002
243,750		Term Loan, Maturing December 18, 2009	247,102
		Magellan Health Services, Inc.
277,778		Term Loan, Maturing August 15, 2008	281,597
493,056		Term Loan, Maturing August 15, 2008	499,835
		Medcath Holdings Corp.
249,375		Term Loan, Maturing July 2, 2011	252,804
		Team Health
1,194,000		Term Loan, Maturing March 23, 2011	1,198,478
		Vanguard Health Holdings Co., LLC
665,000		Term Loan, Maturing September 23, 2011	675,945
			$	14,748,186

Hotels — 0.9%
		CNL Hospitality Partners, L.P.
1,056,338		Term Loan, Maturing April 2, 2005	1,056,338
		Vail Resorts, Inc.
981,313		Term Loan, Maturing December 10, 2008	990,820
		Wyndham International, Inc.
932,852		Term Loan, Maturing June 30, 2006	927,993
			$	2,975,151

Household Furnishing & Appliances — 1.8%
		Goodman Global Holdings, Inc.
537,059		Term Loan, Maturing November 21, 2009	541,591
		Home Interiors & Gifts, Inc.
442,969		Term Loan, Maturing March 31, 2011	426,800
		Sealy Mattress Co.
1,623,212		Term Loan, Maturing April 6, 2012	1,643,502

		Simmons Co.
$	1,968,889	Term Loan, Maturing December 19, 2011	$	1,988,271
		Tempur-Pedic, Inc.
987,500		Term Loan, Maturing June 30, 2009	993,672
			$	5,593,836

Household Products — 1.7%
		Central Garden & Pet Co.
494,987		Term Loan, Maturing May 19, 2009	500,865
		Rayovac Corp.
2,378,879		Term Loan, Maturing September 30, 2009	2,416,543
		United Industries Corp.
2,041,134		Term Loan, Maturing April 29, 2011	2,069,200
498,750		Term Loan, Maturing October 31, 2011	507,478
			$	5,494,086

Insurance — 2.6%
		Alliant Resources Group, Inc.
997,500		Term Loan, Maturing August 31, 2011	998,747
		Conseco, Inc.
2,992,500		Term Loan, Maturing June 22, 2010	3,045,491
		Hilb, Rogal & Hobbs Co.
3,327,175		Term Loan, Maturing June 30, 2007	3,370,844
		U.S.I. Holdings Corp.
990,000		Term Loan, Maturing August 11, 2008	1,001,138
			$	8,416,220

Leisure — 1.7%
		AMF Bowling Worldwide, Inc.
595,645		Term Loan, Maturing August 27, 2009	601,415
		Blount, Inc.
666,666		Term Loan, Maturing February 9, 2011	678,333
		New England Sports Ventures, LLC
4,000,000		Term Loan, Maturing February 28, 2005	4,000,000
			$	5,279,748

Leisure Equipment & Products — 0.4%
		Bombardier Recreational Products, Inc.
$	881,570	Term Loan, Maturing December 18, 2010	$	896,860
388,050		Term Loan, Maturing December 18, 2010	395,023
			$	1,291,883

Machinery — 1.4%
		Bucyrus International, Inc.
110,000		Term Loan, Maturing July 28, 2010	111,650
		Colfax Corp.
668,359		Term Loan, Maturing May 30, 2009	671,701
		Flowserve Corp.
1,872,364		Term Loan, Maturing June 30, 2009	1,899,865
		Rexnord Corp.
1,833,333		Term Loan, Maturing November 30, 2009	1,850,902
			$	4,534,118

Manufacturing — 5.9%
		AMSCAN Holdings, Inc.
500,000		Term Loan, Maturing April 30, 2012	504,688
		Amsted Industries, Inc.
1,880,882		Term Loan, Maturing October 15, 2010	1,904,393
		Chart Industries, Inc.
1,189,707		Term Loan, Maturing September 15, 2009	1,187,477
		Douglas Dynamics Holdings, Inc.
147,227		Term Loan, Maturing March 30, 2010	149,068
200,000		Term Loan, Maturing March 30, 2011	204,000
		Dresser, Inc.
261,585		Term Loan, Maturing March 31, 2007	264,610
		Enersys Holdings, Inc.
997,500		Term Loan, Maturing March 17, 2011	1,009,345
		Harbor Freight Tools USA, Inc.
1,000,000		Term Loan, Maturing July 15, 2010	1,007,188
		IPG (US), Inc.
370,000		Term Loan, Maturing July 28, 2011	374,625
		Itron, Inc.
943,446		Term Loan, Maturing December 17, 2010	953,077
		JohnsonDiversey, Inc.
1,276,368		Term Loan, Maturing November 30, 2009	1,297,587

		MAAX Corp.
$	438,900	Term Loan, Maturing June 4, 2011	$	441,369
		Mueller Group, Inc.
1,181,193		Term Loan, Maturing April 23, 2011	1,190,790
		National Waterworks, Inc.
1,400,510		Term Loan, Maturing November 22, 2009	1,422,393
		Panolam Industries, Inc.
530,221		Term Loan, Maturing December 31, 2006	531,878
		Polypore, Inc.
1,246,875		Term Loan, Maturing November 12, 2011	1,257,396
		Roper Industries, Inc.
481,250		Term Loan, Maturing December 29, 2008	488,469
		Sensus Metering Systems, Inc.
429,348		Term Loan, Maturing December 17, 2010	434,715
64,402		Term Loan, Maturing December 17, 2010	65,207
		Synthetic Industries, Inc.
1,971,828		Term Loan, Maturing December 30, 2007	1,961,969
		Trimas Corp.
2,159,991		Term Loan, Maturing December 31, 2009	2,178,666
			$	18,828,910

Metals & Mining — 0.8%
		Compass Minerals Group, Inc.
684,010		Term Loan, Maturing November 28, 2009	694,484
		Magnequench, Inc.
481,034		Term Loan, Maturing September 30, 2009	484,041
500,000		Term Loan, Maturing December 31, 2009	507,500
		Stillwater Mining Co.
997,500		Term Loan, Maturing June 30, 2007	1,012,463
			$	2,698,488

Miscellaneous — 0.4%
		Coinstar, Inc.
375,000		Term Loan, Maturing July 7, 2011	381,328

		Laidlaw International, Inc.
$	962,788	Term Loan, Maturing June 19, 2009	$	978,885
			$	1,360,213

Office Equipment and Supplies — 1.6%
		General Binding Corp.
460,000		Term Loan, Maturing January 15, 2008	462,013
		Global Imaging Systems, Inc.
490,035		Term Loan, Maturing May 10, 2010	495,548
		Iron Mountain, Inc.
4,030,292		Term Loan, Maturing April 2, 2011	4,057,496
			$	5,015,057

Oil & Gas — 3.9%
		Cumberland Farms, Inc.
2,399,878		Term Loan, Maturing September 8, 2008	2,419,377
		La Grange Acquisition, L.P.
1,750,000		Term Loan, Maturing January 18, 2008	1,775,704
		Lyondell-Citgo Refining, L.P.
947,625		Term Loan, Maturing May 21, 2007	954,732
		Plains Resources, Inc.
1,095,886		Term Loan, Maturing July 23, 2010	1,111,639
		Semgroup, L.P.
370,000		Term Loan, Maturing August 27, 2010	374,394
		Sprague Energy Corp.
471,429		Revolving Loan, Maturing August 10, 2007	470,250
		The Premcor Refining Group, Inc.
2,000,000		Term Loan, Maturing April 13, 2009	2,027,500
		Transwestern Pipeline Co.
847,875		Term Loan, Maturing April 30, 2009	854,234
		Williams Production RMT Co.
2,468,844		Term Loan, Maturing May 30, 2007	2,506,906
			$	12,494,736

Paper and Forest Products — 1.1%
		Buckeye Technologies, Inc.
242,500		Term Loan, Maturing April 15, 2010	246,036
		Koch Cellulose, LLC
286,936		Term Loan, Maturing May 7, 2011	290,881
1,160,157		Term Loan, Maturing May 7, 2011	1,176,109

		RLC Industries Co.
$	764,679	Term Loan, Maturing February 24, 2010	$	769,458
		SP Newsprint Co.
348,056		Term Loan, Maturing January 9, 2010	352,841
644,444		Term Loan, Maturing January 9, 2010	653,306
			$	3,488,631

Personal Products — 0.9%
		American Safety Razor Co.
299,250		Term Loan, Maturing April 29, 2011	302,991
333,334		Term Loan, Maturing October 29, 2011	334,167
		Prestige Brands, Inc.
895,500		Term Loan, Maturing April 7, 2011	901,470
1,000,000		Term Loan, Maturing April 7, 2011	1,024,583
		Revlon Consumer Products Corp.
325,000		Term Loan, Maturing July 9, 2010	329,519
			$	2,892,730

Publishing & Printing — 6.8%
		American Media Operations, Inc.
156,155		Term Loan, Maturing April 1, 2006	155,960
1,104,388		Term Loan, Maturing April 1, 2007	1,120,264
878,449		Term Loan, Maturing April 1, 2008	892,450
		Dex Media East, LLC
1,583,690		Term Loan, Maturing November 8, 2008	1,601,342
1,780,034		Term Loan, Maturing May 8, 2009	1,803,397
		Dex Media West, LLC
1,152,971		Term Loan, Maturing September 9, 2009	1,166,869
2,306,288		Term Loan, Maturing March 9, 2010	2,338,822
		Freedom Communications Holdings, Inc.
1,425,000		Term Loan, Maturing May 18, 2012	1,448,156
		Herald Media, Inc.
149,625		Term Loan, Maturing July 22, 2011	151,589
250,000		Term Loan, Maturing January 22, 2012	254,063
		Liberty Group Operating, Inc.
1,251,142		Term Loan, Maturing April 30, 2007	1,262,089

		Merrill Communications, LLC
$	695,625	Term Loan, Maturing February 9, 2009	$	703,451
		Morris Publishing Group, LLC
800,000		Term Loan, Maturing September 30, 2010	806,750
1,200,000		Term Loan, Maturing March 31, 2011	1,214,250
		Nebraska Book Co.
482,575		Term Loan, Maturing March 4, 2011	489,210
		R.H. Donnelley Corp.
2,653,350		Term Loan, Maturing June 30, 2011	2,690,523
		Sun Media Corp.
2,409,837		Term Loan, Maturing February 7, 2009	2,436,572
		Transwestern Publishing Co., LLC
424,575		Term Loan, Maturing February 25, 2011	428,091
796,001		Term Loan, Maturing February 25, 2011	803,463
			$	21,767,311

Real Estate — 6.8%
		AGBRI Octagon
455,232		Term Loan, Maturing May 31, 2005	451,818
		AIMCO Properties, L.P.
2,500,000		Term Loan, Maturing May 30, 2008	2,523,438
		AP-Knight, L.P.
1,513,608		Term Loan, Maturing December 31, 2004	1,511,716
		BRE/Homestead, LLC
2,000,000		Term Loan, Maturing January 11, 2006	1,996,250
		Concordia Properties, LLC
1,000,000		Term Loan, Maturing January 31, 2006	1,000,625
		Crescent Real Estate Equities, L.P.
290,909		Term Loan, Maturing May 31, 2005	290,909
		DMB/CHII, LLC
827,110		Term Loan, Maturing March 3, 2009	829,178
		GGP, L.P.
939,043		Term Loan, Maturing April 30, 2008	944,912
		Landsource Communities Development, LLC
1,502,000		Term Loan, Maturing March 31, 2010	1,525,469

		Newkirk Master, L.P.
$	1,524,158	Term Loan, Maturing November 24, 2006	$	1,547,021
		Newkirk Tender Holdings, LLC
1,444,444		Term Loan, Maturing May 25, 2006	1,458,889
911,305		Term Loan, Maturing May 25, 2006	920,418
		Sugarloaf Mills, LLC
1,200,000		Term Loan, Maturing April 7, 2008	1,197,000
		The Woodlands Commercial Properties Co., L.P.
1,720,833		Term Loan, Maturing November 26, 2005	1,731,589
		Tower Financing I, LLC
1,500,000		Term Loan, Maturing July 9, 2008	1,501,875
		Whitehall Street Real Estate, L.P.
2,250,000		Term Loan, Maturing September 11, 2006 (2)	2,258,708
			$	21,689,815

Restaurants — 1.4%
		AFC Enterprises, Inc.
1,123,876		Term Loan, Maturing May 23, 2009	1,128,090
		Buffets, Inc.
209,091		Term Loan, Maturing June 28, 2009	210,746
1,367,011		Term Loan, Maturing June 28, 2009	1,377,834
		CKE Restaurants, Inc.
313,043		Term Loan, Maturing July 2, 2008	319,304
		Denny’s, Inc.
750,000		Term Loan, Maturing September 21, 2009	762,891
		Jack in the Box, Inc.
746,250		Term Loan, Maturing January 8, 2011	756,511
			$	4,555,376

Retail - Food and Drug — 3.9%
		Domino’s, Inc.
3,401,563		Term Loan, Maturing June 25, 2010	3,460,029
		General Nutrition Centers, Inc.
996,237		Term Loan, Maturing December 5, 2009	1,007,445
		Giant Eagle, Inc.
2,857,597		Term Loan, Maturing August 6, 2009	2,895,103
		Roundy’s, Inc.
2,443,750		Term Loan, Maturing June 6, 2009	2,471,242

		The Jean Coutu Group (PJC), Inc.
$	1,425,000	Term Loan, Maturing July 30, 2011	$	1,444,756
		The Pantry, Inc.
1,088,548		Term Loan, Maturing March 12, 2011	1,096,712
			$	12,375,287

Retail - Multiline — 1.4%
		Kmart Corp.
3,000,000		Term Loan, Maturing May 6, 2006	3,016,875
		Rent-A-Center, Inc.
1,293,188		Term Loan, Maturing June 30, 2010	1,300,867
			$	4,317,742

Retail - Specialty — 3.5%
		CSK Auto, Inc.
1,990,000		Term Loan, Maturing June 20, 2009	2,013,631
		FTD, Inc.
497,500		Term Loan, Maturing February 28, 2011	502,475
		Getty Petroleum Marketing, Inc.
1,573,333		Term Loan, Maturing May 19, 2010	1,598,900
		Oriental Trading Co.
1,854,116		Term Loan, Maturing August 4, 2010	1,880,383
500,000		Term Loan, Maturing January 8, 2011	510,209
		Petco Animal Supplies, Inc.
493,728		Term Loan, Maturing October 2, 2008	500,980
		Savers, Inc.
425,000		Term Loan, Maturing August 4, 2009	427,656
500,000		Term Loan, Maturing August 4, 2010	504,063
		Travelcenters of America, Inc.
3,054,177		Term Loan, Maturing November 30, 2008	3,094,898
			$	11,033,195

Road & Rail — 0.7%
		NFIL Holdings Corp.
164,286		Term Loan, Maturing February 27, 2010	166,750
839,226		Term Loan, Maturing February 27, 2010	850,766

		RailAmerica, Inc.
$	0	Term Loan, Maturing May 31, 2009	$	0
		SIRVA Worldwide, Inc.
1,197,059		Term Loan, Maturing December 31, 2010	1,207,533
			$	2,225,049

Semiconductor Equipment and Products — 0.9%
		AMI Semiconductor
495,000		Term Loan, Maturing September 30, 2008	500,569
		Fairchild Semiconductor Corp.
1,481,250		Term Loan, Maturing June 19, 2008	1,501,155
		Memec Group, Ltd.
1,000,000		Term Loan, Maturing June 15, 2010	999,938
			$	3,001,662

Services — 0.1%
		Allied Security Holdings, LLC
400,000		Term Loan, Maturing June 30, 2010	405,000
			$	405,000

Shipping Lines — 0.1%
		Horizon Lines, LLC
249,375		Term Loan, Maturing July 7, 2011	253,271
			$	253,271

Telecommunications - Wireless — 5.6%
		American Tower, L.P.
1,346,625		Term Loan, Maturing August 31, 2011	1,364,931
		Cellular South, Inc.
349,125		Term Loan, Maturing May 4, 2011	354,144
		Centennial Cellular Operating Co., LLC
1,990,000		Term Loan, Maturing February 9, 2011	2,007,568
		Dobson Cellular Systems, Inc.
1,485,000		Term Loan, Maturing March 31, 2010	1,477,389
		Nextel Finance Co.
4,962,500		Term Loan, Maturing December 15, 2010	4,992,518
		Nextel Partners Operating Corp.
1,325,000		Term Loan, Maturing May 31, 2011	1,344,185

		SBA Senior Finance, Inc.
$	1,378,303	Term Loan, Maturing October 31, 2008	$	1,391,871
		Spectrasite Communications, Inc.
506,658		Term Loan, Maturing June 30, 2007	509,318
1,335,193		Term Loan, Maturing December 31, 2007	1,354,387
		Western Wireless Corp.
2,842,875		Term Loan, Maturing May 28, 2011	2,886,027
		Winstar Communications, Inc.
169,348		DIP Loan, Maturing December 31, 2004 (2) (3)	44,437
			$	17,726,775

Telecommunications - Wireline — 2.8%
		Cincinnati Bell, Inc.
1,477,147		Term Loan, Maturing June 30, 2008	1,492,842
		Consolidated Communications, Inc.
996,667		Term Loan, Maturing October 14, 2011	1,009,125
		D&E Communications, Inc.
471,425		Term Loan, Maturing December 31, 2011	478,939
		NTELOS, Inc.
807,972		Term Loan, Maturing July 25, 2008	799,892
		Qwest Corp.
5,000,000		Term Loan, Maturing June 4, 2007	5,185,415
			$	8,966,213

Textiles and Apparel — 0.2%
		St. John Knits International, Inc.
728,265		Term Loan, Maturing July 31, 2007	733,613
			$	733,613

Theaters — 2.6%
		Cinemark, Inc.
1,990,000		Term Loan, Maturing March 31, 2011	2,009,900
		Loews Cineplex Entertainment Corp.
1,605,000		Term Loan, Maturing July 30, 2011	1,622,626
		Regal Cinemas Corp.
4,486,194		Term Loan, Maturing November 10, 2010	4,542,271
			$	8,174,797

Utility — 4.7%
		Allegheny Energy Supply Company, LLC
$	2,288,514	Term Loan, Maturing March 8, 2011	$	2,322,270
		CenterPoint Energy, Inc.
4,949,974		Term Loan, Maturing October 7, 2006	4,977,818
		Coleto Creek WLE, L.P.
458,850		Term Loan, Maturing June 30, 2011	467,071
300,000		Term Loan, Maturing June 30, 2012	303,875
		Dynegy Holdings, Inc.
2,643,375		Term Loan, Maturing May 28, 2010	2,697,895
		NRG Energy, Inc.
700,302		Term Loan, Maturing June 23, 2010	721,311
1,236,107		Term Loan, Maturing June 23, 2010	1,273,190
		NUI Utilities, Inc.
215,164		Term Loan, Maturing November 24, 2004	215,971
1,097,336		Term Loan, Maturing November 24, 2004	1,101,451
		Teton Power Funding, LLC
848,782		Term Loan, Maturing March 12, 2011	857,270
			$	14,938,122

Total Senior, Floating Rate Interests (identified cost $448,753,508)			$	452,451,183

Corporate Bonds & Notes — 15.4%

Principal Amount		Security	Value
Aerospace and Defense — 0.2%
		Argo Tech Corp., Sr. Notes
$	300	9.25%, 6/1/11 (4)	$	323,250
		K&F Industries, Sr. Sub. Notes
25		9.625%, 12/15/10	27,937
		Sequa Corp.
300		8.875%, 4/1/08	327,000
		Standard Aero Holdings, Inc., Sr. Sub. Notes
40		8.25%, 9/1/14 (4)	41,600
			$	719,787

Airlines — 0.4%
		American Airlines
$	895	7.80%, 10/1/06	$	744,932
15		8.608%, 4/1/11	12,728
20		7.858%, 10/1/11	19,891
		AMR Corp.
255		9.00%, 8/1/12	156,825
		Continental Airlines
6		7.08%, 11/1/04	5,922
20		8.00%, 12/15/05	18,400
312		7.033%, 6/15/11	241,429
		Delta Air Lines
85		7.779%, 11/18/05	36,778
		Delta Air Lines, Series 02-1
21		7.779%, 1/2/12	8,023
			$	1,244,928

Auto Components — 0.5%
		Dana Corp.
175		10.125%, 3/15/10	199,500
		Key Plastics, LLC, Jr. Sub. Notes
65		4.00%, 4/26/07 (2)	65,813
		Key Plastics, LLC, Sr. Sub. Notes
118		7.00%, 4/26/07 (2)	118,655
		Keystone Automotive Operations, Inc., Sr. Sub. Notes
530		9.75%, 11/1/13	572,400
		Metaldyne Corp.
145		11.00%, 6/15/12 (4)	116,000
		Metaldyne Corp., Sr. Notes
50		10.00%, 11/1/13	46,750
		Tenneco Automotive, Inc., Series B
140		11.625%, 10/15/09	148,400
230		10.25%, 7/15/13	263,350
		TRW Automotive, Inc., Sr. Sub. Notes
65		11.00%, 2/15/13	77,675
		United Components, Inc., Sr. Sub. Notes
65		9.375%, 6/15/13	70,362
			$	1,678,905

Broadcast Media — 1.4%
		CanWest Media, Inc., Sr. Sub. Notes
$	120	10.625%, 5/15/11	$	137,100
		CSC Holdings, Inc., Sr. Sub. Notes
180		10.50%, 5/15/16	205,200
		Fisher Communications, Inc., Sr. Notes
55		8.625%, 9/15/14	57,475
		Insight Communications, Sr. Disc. Notes
460		12.25%, 2/15/11	432,400
		Kabel Deutschland GMBH
345		10.625%, 7/1/14 (4)	377,775
		LBI Media, Inc., Sr. Disc. Notes
80		11.00%, 10/15/13	58,100
		Muzak LLC/Muzak Finance, Sr. Notes
25		10.00%, 2/15/09	22,250
		Nexstar Finance Holdings LLC, Inc., Sr. Disc. Notes
230		11.375%, 4/1/13	177,387
		Nextmedia Operating, Inc.
65		10.75%, 7/1/11	73,531
		PanAmSat Corp., Sr. Notes
240		9.00%, 8/15/14 (4)	250,800
		Paxson Communications Corp.
65		12.25%, 1/15/09	56,062
2,000		4.35%, 1/15/10 (4)	2,000,000
		Rainbow National Services, LLC, Sr. Notes
100		8.75%, 9/1/12 (4)	104,250
		Rainbow National Services, LLC, Sr. Sub. Debs.
320		10.375%, 9/1/14 (4)	336,800
		Sinclair Broadcast Group, Inc.
35		4.875%, 7/15/18	31,894
			$	4,321,024

Building & Development — 0.0%
		THL Buildco (Nortek, Inc.), Sr. Sub. Notes
120		8.50%, 9/1/14 (4)	126,300
			$	126,300

Building Materials — 0.0%
		Coleman Cable, Inc., Sr. Notes
$	60	9.875%, 10/1/12 (4)	$	61,275
			$	61,275

Cable Television — 0.2%
		Adelphia Communications, Sr. Notes, Series B
270		9.25%, 10/1/32 (3)	238,950
		Avalon Cable Holdings LLC, Sr. Disc. Notes
82		11.875%, 12/1/08	86,228
		Cablevision Systems Corp., Sr. Notes
20		8.00%, 4/15/12 (4)	21,000
		Charter Communications Holdings, LLC, Sr. Notes
85		10.25%, 1/15/10	68,637
		Charter Communications, Inc.
100		5.75%, 10/15/05	89,500
		Charter Communiciations Holdings, Sr. Notes
20		10.00%, 4/1/09	16,300
			$	520,615

Casinos and Gaming — 0.9%
		Ameristar Casinos, Inc.
150		10.75%, 2/15/09	171,000
		Chukchansi EDA, Sr. Notes
230		14.50%, 6/15/09 (4)	288,650
		Hollywood Casino Shreveport, 1st Mtg. Notes
70		13.00%, 8/1/06 (3)	59,587
		Majestic Star Casino LLC
240		9.50%, 10/15/10	246,000
		MGM Grand, Inc.
60		6.875%, 2/6/08	65,625
		MTR Gaming Group, Series B
110		9.75%, 4/1/10	120,450
		OED Corp./Diamond Jo LLC
140		8.75%, 4/15/12 (4)	130,200
		Premier Entertainment Biloxi, LLC/Premier Finance Biloxi Corp.
15		10.75%, 2/1/12 (4)	15,900
		Seneca Gaming Corp., Sr. Notes
125		7.25%, 5/1/12 (4)	129,687

		Trump Atlantic City Associates, Inc.
$	295	11.25%, 5/1/06 (5)	$	255,912
		Trump Holdings and Funding, Sr. Notes
275		11.625%, 3/15/10	287,375
		Venetian Casino/Las Vegas Sands
645		11.00%, 6/15/10	749,812
		Waterford Gaming LLC, Sr. Notes
412		8.625%, 9/15/12 (4)	438,780
			$	2,958,978

Chemicals — 1.0%
		Avecia Group PLC
475		11.00%, 7/1/09	420,375
		BCP Caylux Holdings, Sr. Sub. Notes
265		9.625%, 6/15/14 (4)	287,525
		Borden U.S. Finance/Nova Scotia Finance, Sr. Notes
95		9.00%, 7/15/14 (4)	100,225
		Crystal US Holdings/US Holdings 3, LLC, Sr. Disc. Notes
110		10.50%, 10/1/14 (4)	66,275
		Equistar Chemical, Sr. Notes
110		10.625%, 5/1/11	125,950
		Hercules, Inc.
30		11.125%, 11/15/07	35,775
		Huntsman International, LLC, Sr. Notes
80		9.875%, 3/1/09	88,600
		Huntsman, LLC
155		11.625%, 10/15/10	180,187
		Innophos, Inc., Sr. Sub. Notes
60		8.875%, 8/15/14 (4)	64,200
		Lyondell Chemical Co.
5		9.50%, 12/15/08	5,481
75		9.50%, 12/15/08	82,219
		Lyondell Chemical Co., Series A
40		9.625%, 5/1/07	43,750
		Lyondell Chemical Co., Sr. Notes
247		10.50%, 6/1/13	286,520
		Nalco Co., Sr. Sub. Notes
100		8.875%, 11/15/13 (4)	108,000

		OM Group, Inc.
$	460	9.25%, 12/15/11	$	481,850
		Polyone Corp., Sr. Notes
120		8.875%, 5/1/12	123,000
		Rhodia SA, Sr. Notes
450		10.25%, 6/1/10	468,000
		VWR International, Inc., Sr. Sub. Notes
120		8.00%, 4/15/14 (4)	127,500
			$	3,095,432

Commercial Services — 0.8%
		Advanstar Communications, Inc.
1,485		9.22%, 8/15/08	1,551,825
185		10.75%, 8/15/10	205,812
		Affinity Group, Inc., Sr. Sub. Notes
120		9.00%, 2/15/12	129,000
		Coinmach Corp., Sr. Notes
40		9.00%, 2/1/10	41,700
		Interline Brands, Inc., Sr. Sub. Notes
50		11.50%, 5/15/11	55,750
		MDP Acquisitions/JSG Funding PLC, Sr. Notes
250		9.625%, 10/1/12	283,750
		Norcross Safety Products LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B
150		9.875%, 8/15/11	163,500
		United Rentals North America, Inc., Sr. Sub. Notes
125		7.00%, 2/15/14	111,562
		Vertis, Inc., Sub. Notes
105		13.50%, 12/7/09 (4)	105,525
		Williams Scotsman, Inc., Sr. Notes
45		10.00%, 8/15/08	48,487
			$	2,696,911

Computer Software & Services — 0.2%
		UGS Corp., Sr. Sub. Notes
545		10.00%, 6/1/12 (4)	596,775
			$	596,775

Construction Materials — 0.1%
		Ply Gem Industries, Inc., Sr. Sub. Notes
$	90	9.00%, 2/15/12 (4)	$	90,225
95		9.00%, 2/15/12 (4)	95,237
			$	185,462

Consumer Products — 0.1%
		Fedders North America, Inc.
95		9.875%, 3/1/14	79,562
		Jostens Holding Corp., Sr. Disc. Notes
45		10.25%, 12/1/13	31,162
		Jostens IH Corp.
90		7.625%, 10/1/12 (4)	90,900
		Rayovac Corp., Sr. Sub. Notes
30		8.50%, 10/1/13	32,700
		Riddell Bell Holdings, Sr. Sub. Notes
25		8.375%, 10/1/12 (4)	25,531
		Samsonite Corp., Sr. Sub. Notes
165		8.875%, 6/1/11 (4)	173,250
		True Temper Sports, Inc., Sr. Sub. Notes
25		8.375%, 9/15/11	23,375
			$	456,480

Containers and Packaging - Metal and Glass — 0.2%
		Crown Euro Holdings SA
65		9.50%, 3/1/11	72,800
340		10.875%, 3/1/13	396,950
			$	469,750

Containers and Packaging - Paper — 0.2%
		Graham Packaging Co., Sr. Notes
45		8.50%, 10/15/12 (4)	46,125
		Graham Packaging Co., Sr. Sub. Notes
90		9.875%, 10/15/14 (4)	92,587
		Jefferson Smurfit
170		8.25%, 10/1/12	188,275
		Pliant Corp.
95		11.125%, 6/15/09	81,700
		Solo Cup Co., Sr. Sub. Notes
130		8.50%, 2/15/14 (4)	128,700
			$	537,387

Containers and Packaging - Plastics — 0.1%
		Intertape Polymer US, Inc., Sr. Sub. Notes
$	180	8.50%, 8/1/14 (4)	$	182,700
		Tekni-Plex, Inc., Series B
15		12.75%, 6/15/10	12,600
		Tekni-Plex, Inc., Sr. Notes
55		8.75%, 11/15/13 (4)	52,525
			$	247,825

Electronic Equipment & Instruments — 0.4%
		Chippac International Ltd.
90		12.75%, 8/1/09	95,737
		Danka Business Systems, Sr. Notes
25		11.00%, 6/15/10	26,375
		Hexcel Corp.
35		9.875%, 10/1/08	39,375
		Mission Energy Holding Co.
115		13.50%, 7/15/08	146,050
		Wesco Distribution, Inc.
1,000		9.125%, 6/1/08	1,036,250
			$	1,343,787

Engineering — 0.0%
		Shaw Group, Inc., Sr. Notes
35		10.75%, 3/15/10	36,925
			$	36,925

Entertainment — 0.4%
		LCE Acquisition Corp., Sr. Sub. Notes
240		9.00%, 8/1/14 (4)	249,000
		Marquee Holdings, Inc., Sr. Disc. Notes
325		12.00%, 8/15/14 (4)	194,187
		Marquee, Inc., Sr. Notes
180		8.625%, 8/15/12 (4)	191,700
		Royal Caribbean Cruises, Sr. Notes
310		8.75%, 2/2/11	363,475
		Six Flags, Inc., Sr. Notes
240		8.875%, 2/1/10	226,200
40		9.625%, 6/1/14	37,600

		Universal City Development Partners, Sr. Notes
$	40	11.75%, 4/1/10	$	46,800
			$	1,308,962

Environmental Services — 0.1%
		Allied Waste Industries, Series B
	85	9.25%, 9/1/12		94,987
		Waste Services, Inc., Sr. Sub. Notes
265		9.50%, 4/15/14 (4)	253,075
			$	348,062

Financials — 0.4%
		Carlyle High Yield Partners, Series 2004-6A, Class C
500		4.36%, 8/15/16 (2) (4)	500,000
		Dryden Leveraged Loan, Series 2004-6A, Class C1
500		4.055%, 7/30/16 (2) (4)	500,000
		*ETrade Financial Corp., Sr. Notes**
130		8.00%, 6/15/11 (4)	135,850
		Refco Finance Holdings, LLC, Sr. Sub. Notes
235		9.00%, 8/1/12 (4)	252,037
			$	1,387,887

Food, Beverages and Tobacco — 0.6%
		American Seafood Group LLC
400		10.125%, 4/15/10	428,000
		Chiquita Brands International, Sr. Notes
25		7.50%, 11/1/14 (4)	25,125
		Merisant Co., Sr. Notes
10		9.50%, 7/15/13 (4)	9,550
		Michael Foods, Sr. Sub. Notes
35		8.00%, 11/15/13	36,837
		North Atlantic Trading Co., Sr. Notes
75		9.25%, 3/1/12	72,375
		Pinnacle Foods Holdings Corp., Sr. Sub. Notes
5		8.25%, 12/1/13 (4)	4,737
1,065		8.25%, 12/1/13 (4)	1,009,087

		UAP Holding Corp., Sr. Disc. Notes
$	265	10.75%, 7/15/12 (4)	$	204,050
		United Agricultural Products, Sr. Notes
55		8.25%, 12/15/11 (4)	59,675
		WH Holdings Ltd./WH Capital Corp., Sr. Notes
70		9.50%, 4/1/11	76,125
			$	1,925,561

Funeral Service — 0.0%
		Alderwoods Group, Inc., Sr. Notes
60		7.75%, 9/15/12 (4)	63,750
			$	63,750

Gaming — 0.2%
		Penn National Gaming, Inc, Sr. Sub. Notes
555		11.125%, 3/1/08	602,175
			$	602,175

Health Care - Equipment & Supplies — 0.2%
		Inverness Medical Innovations, Inc., Sr. Sub. Notes
110		8.75%, 2/15/12 (4)	111,100
		Medical Device Manufacturing, Inc., Sr. Sub. Notes
125		10.00%, 7/15/12 (4)	133,125
		Medquest, Inc.
205		11.875%, 8/15/12	234,725
		Quintiles Transnational Corp., Sr. Sub. Notes
260		10.00%, 10/1/13	276,900
			$	755,850

Health Care - Providers & Services — 0.5%
		Ardent Health Services, Inc., Sr. Sub. Notes
125		10.00%, 8/15/13	126,875
		Curative Health Services, Sr. Notes
35		10.75%, 5/1/11 (4)	32,200
		Healthsouth Corp.
90		7.625%, 6/1/12	87,525

		Healthsouth Corp., Sr. Notes
$	245	8.375%, 10/1/11	$	244,694
		Magellan Health Services, Inc., Sr. Notes, Series A
159		9.375%, 11/15/08	172,640
		National Nephrology Association, Sr. Sub. Notes
65		9.00%, 11/1/11 (4)	75,481
		Omega Healthcare Investors, Inc., Sr. Notes
40		7.00%, 4/1/14 (4)	40,800
		Pacificare Health System
146		10.75%, 6/1/09	168,995
		Rotech Healthcare, Inc.
5		9.50%, 4/1/12	5,375
		Tenet Healthcare Corp., Sr. Notes
370		9.875%, 7/1/14 (4)	388,500
		Vanguard Health Holdings II, Sr. Sub. Notes
255		9.00%, 10/1/14 (4)	256,913
			$	1,599,998

Hotels — 0.5%
		Felcor Lodging L.P., Sr. Notes
1,000		5.84%, 6/1/11 (4)	1,015,000
		Host Marriott L.P., Series I
15		9.50%, 1/15/07	16,688
		Inn of the Mountain Gods, Sr. Notes
165		12.00%, 11/15/10	189,750
		Sun International Hotels, Sr. Sub. Notes
210		8.875%, 8/15/11	231,263
			$	1,452,701

Household Furnishing & Appliances — 0.0%
		Home Interiors & Gifts
110		10.125%, 6/1/08	95,700
			$	95,700

Household Products — 0.0%
		Interface, Inc., Sr. Sub. Notes
20		9.50%, 2/1/14	20,800
			$	20,800

Information Technology — 0.1%
		New ASAT (Finance) Ltd., Sr. Notes
$	95	9.25%, 2/1/11 (4)	$	80,275
		Stratus Technologies, Inc., Sr. Notes
90		10.375%, 12/1/08	81,900
			$	162,175

Machinery — 0.3%
		Case New Holland, Inc., Sr. Notes
110		9.25%, 8/1/11 (4)	123,750
		Flowserve Corp.
5		12.25%, 8/15/10	5,675
		Manitowoc Co., Inc. (The)
45		10.50%, 8/1/12	52,088
		Milacron Escrow Corp.
245		11.50%, 5/15/11 (4)	260,925
		Rexnord Corp.
65		10.125%, 12/15/12	73,775
		Terex Corp.
120		10.375%, 4/1/11	136,200
		Thermadyne Holdings Corp., Sr. Sub. Notes
265		9.25%, 2/1/14	259,038
			$	911,451

Manufacturing — 0.5%
		Aearo Co. I, Sr. Sub. Notes
65		8.25%, 4/15/12 (4)	66,625
		AMSCAN Holdings, Inc., Sr. Sub. Notes
225		8.75%, 5/1/14 (4)	230,625
		Amsted Industries, Inc., Sr. Notes
500		10.25%, 10/15/11 (4)	552,500
		Dresser, Inc.
110		9.375%, 4/15/11	121,550
		MAAX Corp., Sr. Sub. Notes
65		9.75%, 6/15/12 (4)	69,225
		Mueller Group, Inc., Sr. Sub. Notes
185		10.00%, 5/1/12 (4)	200,725
		Mueller Holdings, Inc., Disc. Notes
105		14.75%, 4/15/14 (4)	67,988

		National Waterworks, Inc., Series B
$	115	10.50%, 12/1/12	$	131,100
		Oxford Industries, Inc., Sr. Notes
100		8.875%, 6/1/11 (4)	109,000
			$	1,549,338

Metals & Mining — 0.1%
		Alpha Natural Resources, Sr. Notes
	75	10.00%, 6/1/12 (4)		83,063
		General Cable Corp., Sr. Notes
50		9.50%, 11/15/10	55,750
		Ispat Inland ULC, Sr. Notes
195		9.75%, 4/1/14 (4)	215,963
			$	354,776

Oil & Gas — 1.0%
		ANR Pipeline Co.
70		8.875%, 3/15/10	79,100
		Belden & Blake Corp., Sr. Notes
35		8.75%, 7/15/12 (4)	37,450
		Continental Resources
525		10.25%, 8/1/08	546,000
		Denbury Resources, Inc.
10		7.50%, 4/1/13	10,650
		Giant Industries, Sr. Sub. Notes
80		8.00%, 5/15/14	82,000
		Gulfterra Energy Partner
41		10.625%, 12/1/12	51,660
		Gulfterra Energy Partner, Series B
89		8.50%, 6/1/10	104,019
		Hanover Compressor Co., Sr. Notes
70		8.625%, 12/15/10	76,300
		Hanover Compressor Co., Sr. Sub. Notes
280		0.00%, 3/31/07	238,000
		Northwest Pipeline Corp.
70		8.125%, 3/1/10	78,838
		Parker Drilling Co., Sr. Notes
85		9.625%, 10/1/13	95,200
		Plains E&P Co.
115		8.75%, 7/1/12	129,663

		Port Arthur Finance Corp.
$	309	12.50%, 1/15/09	$	361,530
		Premcor Refining Group, Sr. Notes
210		9.50%, 2/1/13	248,325
		Premcor Refining Group, Sr. Sub. Notes
40		7.75%, 2/1/12	43,800
		SESI, LLC
585		8.875%, 5/15/11	642,038
		Southern Natural Gas
50		8.875%, 3/15/10	56,500
150		8.00%, 3/1/32	155,625
		Transmontaigne, Inc., Sr. Sub. Notes
265		9.125%, 6/1/10	298,788
			$	3,335,486

Paper and Forest Products — 0.4%
		Ainsworth Lumber, Sr. Notes
115		7.25%, 10/1/12 (4)	116,725
		Caraustar Industries, Inc., Sr. Sub. Notes
260		9.875%, 4/1/11	279,500
		Georgia-Pacific Corp.
145		9.50%, 12/1/11	180,163
180		9.375%, 2/1/13	212,850
		Longview Fibre Co., Sr. Sub. Notes
225		10.00%, 1/15/09	246,375
		Newark Group, Inc., Sr. Sub. Notes
160		9.75%, 3/15/14 (4)	165,600
			$	1,201,213

Publishing & Printing — 0.7%
		American Media, Inc., Series B
170		10.25%, 5/1/09	179,775
		Dex Media East LLC
80		9.875%, 11/15/09	92,400
		Dex Media West LLC, Sr. Sub. Notes
217		9.875%, 8/15/13	256,060
		Hollinger Participation Trust, Sr. Notes, (PIK)
58		12.125%, 11/15/10 (4)	66,916

		Houghton Mifflin Co., Sr. Sub. Notes
$	190	9.875%, 2/1/13	$	200,450
		Liberty Group Operating
110		9.375%, 2/1/08	111,375
		Primedia Inc., Sr. Notes
1,000		6.615%, 5/15/10 (4)	1,010,000
		Primedia, Inc.
180		8.875%, 5/15/11	180,900
			$	2,097,876

Retail - Food and Drug — 0.1%
		General Nutrition Center, Sr. Sub. Notes
45		8.50%, 12/1/10 (4)	46,238
		Jean Coutu Group, Inc., Sr. Sub. Notes
145		8.50%, 8/1/14 (4)	144,638
		Pierre Foods Inc., Sr. Sub. Notes
155		9.875%, 7/15/12 (4)	160,425
			$	351,301

Retail - Specialty — 0.1%
		Mothers Work, Inc.
30		11.25%, 8/1/10	29,700
		PCA LLC/PCA Finance Corp., Sr. Notes
60		11.875%, 8/1/09	64,500
		Petro Stopping Centers LP/Petro Financial Corp., Sr. Notes
85		9.00%, 2/15/12	90,525
			$	184,725

Semiconductor Equipment and Products — 0.2%
		AMI Semiconductor, Inc., Sr. Sub. Notes
121		10.75%, 2/1/13	141,570
		Amkor Technologies, Inc.
285		5.75%, 6/1/06	250,800
		Amkor Technologies, Inc., Sr. Notes
85		7.125%, 3/15/11	70,125
175		7.75%, 5/15/13	144,375
		Amkor Technologies, Inc., Sr. Sub. Notes
30		10.50%, 5/1/09	25,650
			$	632,520

Services — 0.2%
		Allied Security Escrow, Sr. Sub. Notes
$	35	11.375%, 7/15/11 (4)	$	36,925
		Amerco, Inc.
180		9.00%, 3/15/09	188,100
		US Oncology, Inc., Sr. Notes
120		9.00%, 8/15/12 (4)	124,800
		US Oncology, Inc., Sr. Sub. Notes
170		10.75%, 8/15/14 (4)	175,525
			$	525,350

Shipping Lines — 0.0%
		Horizon Lines, LLC
125		9.00%, 11/1/12 (4)	132,500
			$	132,500

Telecommunications - Wireless — 1.1%
		American Tower Corp., Sr. Notes
255		9.375%, 2/1/09	271,575
		Centennial Cellular Operating Co., LLC, Sr. Sub. Notes
35		10.75%, 12/15/08	36,575
		Centennial Cellular Operating Co./Centennial Communications Corp., Sr. Notes
260		10.125%, 6/15/13	274,950
		LCI International, Inc., Sr. Notes
110		7.25%, 6/15/07	100,375
		Nextel Communications, Inc., Sr. Notes
10		7.375%, 8/1/15	10,800
		Nextel Partners, Inc., Sr. Notes
116		12.50%, 11/15/09	134,560
		Nortel Networks Ltd.
115		6.125%, 2/15/06	117,875
340		4.25%, 9/1/08	329,800
		Rural Cellular Corp.
1,500		5.61%, 3/15/10 (4)	1,533,750

		SBA Telecommunications, Sr. Disc. Notes
$	90	9.75%, 12/15/11	$	73,350
		UbiquiTel Operating Co., Sr. Notes
155		9.875%, 3/1/11	162,169
		US Unwired, Inc., Series B
225		10.00%, 6/15/12	234,563
		Western Wireless Corp., Sr. Notes
170		9.25%, 7/15/13	174,250
			$	3,454,592

Telecommunications - Wireline — 0.2%
		Inmarsat Finance PLC
265		7.625%, 6/30/12 (4)	264,338
		Qwest Capital Funding, Inc.
45		7.75%, 8/15/06	45,394
25		7.90%, 8/15/10	23,188
		Qwest Services Corp.
238		13.50%, 12/15/10 (4)	279,055
			$	611,975

Textiles and Apparel — 0.2%
		GFSI, Inc., Sr. Sub. Notes, Series B
60		9.625%, 3/1/07	58,350
		J Crew Operating Corp., Sr. Sub. Notes
160		10.375%, 10/15/07	164,800
		Levi Strauss & Co.
225		7.00%, 11/1/06	226,125
		Perry Ellis International, Inc., Sr. Sub. Notes
60		8.875%, 9/15/13	63,900
		Phillips Van-Heusen, Sr. Notes
40		7.25%, 2/15/11 (4)	41,800
100		8.125%, 5/1/13	107,500
		William Carter, Series B
104		10.875%, 8/15/11	117,260
			$	779,735

Transportation — 0.1%
		OMI Corp., Sr. Notes
135		7.625%, 12/1/13	139,219
		Petroleum Helicopters, Series B
15		9.375%, 5/1/09	16,200

		Quality Distribution LLC/QD Capital Corp.
$	30	9.00%, 11/15/10 (4)	$	28,688
			$	184,107

Utility — 0.4%
		AES Corp.
	17	10.00%, 7/15/05 (4)		17,510
		AES Corp., Sr. Notes
15		9.375%, 9/15/10	16,969
25		8.75%, 5/15/13 (4)	28,313
15		9.00%, 5/15/15 (4)	16,988
		AES Corp., Sr. Sub. Notes
25		8.50%, 11/1/07	25,750
		Calpine Corp., Sr. Notes
130		8.25%, 8/15/05	128,375
205		7.625%, 4/15/06	190,650
35		8.50%, 7/15/10 (4)	26,950
		Dynegy Holdings, Inc., Sr. Notes
5		10.125%, 7/15/13 (4)	5,775
		Illinois Power
80		7.50%, 6/15/09	91,600
		NRG Energy, Inc., Sr. Notes
320		8.00%, 12/15/13 (4)	344,400
		Orion Power Holdings, Inc., Sr. Notes
380		12.00%, 5/1/10	476,900
		Reliant Energy, Inc.
35		9.25%, 7/15/10	37,756
			$	1,407,936

Wireless Communications — 0.1%
		Alamosa Delaware, Inc., Sr. Disc. Notes
70		12.00%, 7/31/09	72,450
		Alamosa Delaware, Inc., Sr. Notes
90		11.00%, 7/31/10	102,375
155		8.50%, 1/31/12	157,713
			$	332,538

Total Corporate Bonds & Notes (identified cost $47,135,253)			$	49,069,586

Common Stocks — 2.1%

Shares/Rights	Security	Value
586	Crown Castle International Corp. (3)	$	8,720
3,460	Crown Castle International Corp. (3)	158,728
2,992	Enviromental Systems Products (2) (3) (6)	61,635
10,443	Hayes Lemmerz International (3)	105,892
10	Identity Now Holdings Common (2) (3) (6)	0
1,418	IDT Corp., Class B (3)	21,313
8	Knowledge Universe, Inc. (2) (3) (6)	5,066
725,000	Van Kampen Senior Income Trust	6,314,750

Total Common Stocks (identified cost, $5,889,139)		$	6,676,104

Preferred Stocks — 0.0%

Shares/Rights	Security	Value
35	Hayes Lemmerz International, Series A (2) (3) (6)	$	1,533
15	Key Plastics, LLC, Series A (2) (3) (6)	15,062
1,790	Williams Cos., Inc. (The) (4)	127,090

Total Preferred Stocks (identified cost, $107,406)		$	143,685

Warrants — 0.2%

Shares/Rights	Security	Value
210	American Tower Corp., Exp. 8/1/08 (2) (3)	$	39,585
105	Mueller Holdings, Inc., Exp. 4/15/14 (3)	6,353
45,548	Thermadyne Holdings Corp. (3)	501,028

Total Warrants (identified cost, $429,913)		$	546,966

Short-Term Investments — 6.1%

Principal Amount		Maturity Date	Borrower	Rate		Amount
$	5,000,000	10/04/04	Cortes Capital Corp. Commercial Paper	1.63	%	$	4,999,321
6,000,000		10/01/04	Investors Bank & Trust Company Time Deposit	1.90	%	6,000,000
2,076,000		10/01/04	Ranger Funding Co., LLC Commercial Paper	1.76	%	2,076,000
6,394,000		10/01/04	USAA Capital Corp. Commercial Paper	1.84	%	6,394,000

Total Short-Term Investments (at amortized cost)						$	19,469,321

Total Investments — 165.6%
(identified cost $521,784,540)						$	528,356,845

Other Assets, Less Liabilities — (31.1)%						$	(99,328,874	)
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (34.5)%						$	(110,024,571	)

Net Assets Applicable to Common Shares— 100.0%						$	319,003,400

		Note: The Trust has made commitments to fund specified amounts under certain existing credit arrangments. Pursuant to the terms of these arrangements, the Trust had unfunded loan commitments of $4,893,345 as of September 30, 2004.

PIK	-	Payment In Kind.


(1)		Senior floating-rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, it is anticipated that the senior floating-rate interests will have an expected average life of approximately two to three years.

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

(3)		Non-income producing security.

(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 September 30, 2004, the aggregate value of the securities is $19,894,077 or 6.2% of the Trust’s net assets.

(5)		Defaulted security.

(6)		Restricted security.

At September 30, 2004, the Trust had entered into credit default swaps with Credit Suisse First Boston dated February 6, 2004 whereby the Trust will receive 2.45% per year times the notional amount of $2,900,000. The Trust makes payment only upon a default event on underlying loan assets (50 in total, each representing 2% of the notional value of the swap). At September 30, 2004, the Trust had sufficient cash segregated to cover potential obligations arising from open swap contracts.

The cost and unrealized appreciation (depreciation) in value of the investment securities at September 30, 2004, as computed on a federal income tax basis, were as follows:

Aggregate cost	$	521,794,704
Gross unrealized appreciation	$	7,922,509
Gross unrealized depreciation	(1,360,368		)
Net unrealized appreciation	$	6,562,141

Item 2. Controls and Procedures

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

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

Signatures

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

Eaton Vance Senior Income Trust


By:	/s/ James B. Hawkes
	James B. Hawkes
	President and Principal Executive Officer

Date:	November 17, 2004

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

By:	/s/ James B. Hawkes
	James B. Hawkes
	President and Principal Executive Officer

Date:	November 17, 2004

By:	/s/ James L. O'Connor
	James L. O'Connor
	Treasurer and Principal Financial Officer

Date:	November 17, 2004