Edgar Filing: EATON VANCE SENIOR INCOME TRUST

Eaton Vance Senior Income Trust

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

811-09013

Investment Company Act File Number

Eaton Vance Senior Income Trust

(Exact Name of Registrant as Specified in Charter)

Two International Place, Boston, Massachusetts 02110

(Address of Principal Executive Offices)

Maureen A. Gemma

Two International Place, Boston, Massachusetts 02110

(Name and Address of Agent for Services)

(617) 482-8260

(Registrant’s Telephone Number, Including Area Code)

June 30

Date of Fiscal Year End

September 30, 2016

Date of Reporting Period

Item 1. Schedule of Investments

Eaton Vance

Senior Income Trust

September 30, 2016

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 136.9%⁽¹⁾


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 2.4%
BE Aerospace, Inc.
Term Loan, 3.79%, Maturing December 16, 2021		469	$	474,320
IAP Worldwide Services, Inc.
Revolving Loan, 2.30%, Maturing July 18, 2018⁽²⁾		161		150,961
Term Loan - Second Lien, 8.00%, Maturing July 18, 2019⁽³⁾		218		174,070
Silver II US Holdings, LLC
Term Loan, 4.00%, Maturing December 13, 2019		894		838,573
TransDigm, Inc.
Term Loan, 3.82%, Maturing February 28, 2020		1,244		1,246,692
Term Loan, 3.83%, Maturing June 4, 2021		880		880,644
Term Loan, 3.75%, Maturing June 9, 2023		2,106		2,107,131
Wesco Aircraft Hardware Corp.
Term Loan, Maturing September 23, 2021⁽⁴⁾		475		472,625

			$	6,345,016

Air Transport — 0.4%
Virgin America, Inc.
Term Loan, 4.50%, Maturing April 4, 2019		1,150	$	1,167,595

			$	1,167,595

Automotive — 2.7%
Allison Transmission, Inc.
Term Loan, 3.25%, Maturing September 8, 2022		1	$	729
CS Intermediate Holdco 2, LLC
Term Loan, 4.00%, Maturing April 4, 2021		615		619,377
Dayco Products, LLC
Term Loan, 5.25%, Maturing December 12, 2019		463		465,441
FCA US, LLC
Term Loan, 3.50%, Maturing May 24, 2017		534		535,474
Term Loan, 3.25%, Maturing December 31, 2018		604		605,826
Federal-Mogul Holdings Corporation
Term Loan, 4.75%, Maturing April 15, 2021		1,911		1,851,281
Horizon Global Corporation
Term Loan, 8.50%, Maturing June 30, 2021		409		413,469
MPG Holdco I, Inc.
Term Loan, 3.75%, Maturing October 20, 2021		1,013		1,017,284
TI Group Automotive Systems, LLC
Term Loan, 4.50%, Maturing June 30, 2022	EUR	371		418,521
Term Loan, 4.50%, Maturing June 30, 2022		569		572,092
Tower Automotive Holdings USA, LLC
Term Loan, 4.00%, Maturing April 23, 2020		321		321,113
Visteon Corporation
Term Loan, 3.55%, Maturing April 9, 2021		306		307,717

			$	7,128,324

Beverage and Tobacco — 0.3%
Flavors Holdings, Inc.
Term Loan, 6.75%, Maturing April 3, 2020		338	$	286,875
Term Loan - Second Lien, 11.00%, Maturing October 3, 2021		500		402,500

			$	689,375


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Brokerage/Securities Dealers/Investment Houses — 1.0%
Aretec Group, Inc.
Term Loan, 8.00%, Maturing May 25, 2023		477	$	477,698
Term Loan - Second Lien, 6.50%, (2.00% Cash, 4.50% PIK), Maturing May 23, 2021		1,171		913,716
Astro AB Borrower, Inc.
Term Loan, 5.50%, Maturing April 30, 2022		625		626,226
Term Loan - Second Lien, 9.75%, Maturing March 3, 2023		125		120,625
Salient Partners L.P.
Term Loan, 9.50%, Maturing May 19, 2021		383		366,403

			$	2,504,668

Building and Development — 2.5%
ABC Supply Co., Inc.
Term Loan, 3.50%, Maturing April 16, 2020		448	$	450,156
Americold Realty Operating Partnership L.P.
Term Loan, 5.75%, Maturing December 1, 2022		200		201,495
Auction.com, LLC
Term Loan, 5.53%, Maturing May 12, 2019		493		495,578
CPG International, Inc.
Term Loan, 4.75%, Maturing September 30, 2020		937		940,217
DTZ U.S. Borrower, LLC
Term Loan, 4.25%, Maturing November 4, 2021		1,757		1,758,191
Henry Company, LLC
Term Loan, Maturing September 28, 2023⁽⁴⁾		150		149,250
Quikrete Holdings, Inc.
Term Loan, 4.00%, Maturing September 28, 2020		524		528,570
RE/MAX International, Inc.
Term Loan, 4.00%, Maturing July 31, 2020		696		696,461
Summit Materials Companies I, LLC
Term Loan, 4.00%, Maturing July 17, 2022		296		297,685
WireCo WorldGroup, Inc.
Term Loan, Maturing July 13, 2023⁽⁴⁾		275		276,375
Term Loan - Second Lien, Maturing July 20, 2024⁽⁴⁾		650		653,250

			$	6,447,228

Business Equipment and Services — 11.2%
Acosta Holdco, Inc.
Term Loan, 4.25%, Maturing September 26, 2021		1,497	$	1,429,199
AlixPartners, LLP
Term Loan, 4.50%, Maturing July 28, 2022		794		797,301
Altisource Solutions S.a.r.l.
Term Loan, 4.50%, Maturing December 9, 2020		811		762,638
Brickman Group Ltd., LLC
Term Loan, 4.00%, Maturing December 18, 2020		389		388,501
Brock Holdings III, Inc.
Term Loan, 7.00%, Maturing March 16, 2017		532		526,525
Camelot UK Holdco Limited
Term Loan, Maturing September 7, 2023⁽⁴⁾		550		550,945
CCC Information Services, Inc.
Term Loan, 4.00%, Maturing December 20, 2019		217		216,947
Ceridian, LLC
Term Loan, 4.50%, Maturing September 15, 2020		301		295,304
Corporate Capital Trust, Inc.
Term Loan, 4.13%, Maturing May 20, 2019		463		463,704
CPM Holdings, Inc.
Term Loan, 6.00%, Maturing April 11, 2022		123		124,209
Crossmark Holdings, Inc.
Term Loan, 4.50%, Maturing December 20, 2019		709		464,213
Donnelley Financial Solutions, Inc.
Term Loan, Maturing September 23, 2023⁽⁴⁾		275		276,719
Education Management, LLC
Term Loan, 5.50%, Maturing July 2, 2020		135		36,998
Term Loan, 8.50%, (2.00% Cash, 6.50% PIK), Maturing July 2, 2020		247		13,607


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
EIG Investors Corp.
Term Loan, 6.48%, Maturing November 9, 2019		2,259	$	2,196,930
Term Loan, Maturing February 9, 2023⁽⁴⁾		1,500		1,399,687
Emdeon Business Services, LLC
Term Loan, 3.75%, Maturing November 2, 2018		695		696,737
Extreme Reach, Inc.
Term Loan, 7.25%, Maturing February 7, 2020		1,192		1,197,383
Garda World Security Corporation
Term Loan, 4.75%, Maturing November 6, 2020	CAD	1,011		732,310
Global Payments, Inc.
Term Loan, 4.02%, Maturing April 22, 2023		324		327,784
IG Investment Holdings, LLC
Term Loan, 6.00%, Maturing October 29, 2021		943		949,692
Information Resources, Inc.
Term Loan, 4.75%, Maturing September 30, 2020		1,579		1,583,738
ION Trading Finance Limited
Term Loan, 4.25%, Maturing August 11, 2023	EUR	513		581,834
Term Loan, 4.25%, Maturing August 11, 2023		1,223		1,225,606
J.D. Power and Associates
Term Loan, 5.25%, Maturing September 7, 2023		950		959,500
KAR Auction Services, Inc.
Term Loan, 4.06%, Maturing March 11, 2021		1,347		1,355,253
Kronos Incorporated
Term Loan, 4.50%, Maturing October 30, 2019		1,175		1,179,477
Term Loan - Second Lien, 9.75%, Maturing April 30, 2020		549		561,074
MCS AMS Sub-Holdings, LLC
Term Loan, 7.50%, Maturing October 15, 2019		447		403,305
Monitronics International, Inc.
Term Loan, 6.50%, Maturing September 30, 2022		1,109		1,106,450
PGX Holdings, Inc.
Term Loan, 5.75%, Maturing September 29, 2020		634		633,935
Prime Security Services Borrower, LLC
Term Loan, 4.75%, Maturing May 2, 2022		1,047		1,059,321
Sensus USA, Inc.
Term Loan, 6.50%, Maturing April 5, 2023		549		552,283
ServiceMaster Company
Term Loan, 4.25%, Maturing July 1, 2021		1,914		1,937,177
Spin Holdco, Inc.
Term Loan, 4.25%, Maturing November 14, 2019		1,561		1,553,174
TNS, Inc.
Term Loan, 5.00%, Maturing February 14, 2020		271		273,209
Travelport Finance (Luxembourg) S.a.r.l.
Term Loan, 5.00%, Maturing September 2, 2021		553		555,747
WASH Multifamily Laundry Systems, LLC
Term Loan, 4.25%, Maturing May 14, 2022		126		126,365

			$	29,494,781

Cable and Satellite Television — 4.3%
Altice US Finance I Corporation
Term Loan, 4.25%, Maturing December 14, 2022		792	$	797,744
Block Communications, Inc.
Term Loan, 4.09%, Maturing November 7, 2021		222		223,244
Charter Communications Operating, LLC
Term Loan, 3.50%, Maturing January 24, 2023		995		1,002,531
CSC Holdings, LLC
Term Loan, 5.00%, Maturing October 9, 2022		1,895		1,902,357
Term Loan, Maturing October 11, 2024⁽⁴⁾		500		501,771
MCC Iowa, LLC
Term Loan, 3.75%, Maturing June 30, 2021		415		417,580


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Numericable Group SA
Term Loan, 4.56%, Maturing July 31, 2022		174	$	174,646
Term Loan, 4.00%, Maturing July 31, 2023	EUR	347		394,479
Numericable U.S., LLC
Term Loan, 5.00%, Maturing January 15, 2024		399		402,866
Telenet International Finance S.a.r.l.
Term Loan, 4.36%, Maturing June 30, 2024		400		404,125
UPC Financing Partnership
Term Loan, 4.08%, Maturing August 31, 2024		1,600		1,608,750
Virgin Media Investment Holdings Limited
Term Loan, 3.65%, Maturing June 30, 2023		1,323		1,330,017
Term Loan, 4.25%, Maturing June 30, 2023	GBP	750		976,730
Ziggo Secured Finance BV
Term Loan, 3.75%, Maturing August 31, 2024	EUR	1,025		1,156,327

			$	11,293,167

Chemicals and Plastics — 7.0%
Aruba Investments, Inc.
Term Loan, 4.50%, Maturing February 2, 2022		149	$	148,582
Axalta Coating Systems US Holdings, Inc.
Term Loan, 3.75%, Maturing February 1, 2020		1,611		1,623,561
Chemours Company (The)
Term Loan, 3.75%, Maturing May 12, 2022		245		243,007
Emerald Performance Materials, LLC
Term Loan, 4.50%, Maturing August 1, 2021		240		241,757
Term Loan - Second Lien, 7.75%, Maturing August 1, 2022		275		275,000
Flint Group GmbH
Term Loan, 4.50%, Maturing September 7, 2021		73		72,987
Flint Group US, LLC
Term Loan, 4.50%, Maturing September 7, 2021		442		439,857
GCP Applied Technologies, Inc.
Term Loan, 4.09%, Maturing February 3, 2022		274		277,729
Gemini HDPE, LLC
Term Loan, 4.75%, Maturing August 7, 2021		809		815,085
Huntsman International, LLC
Term Loan, 3.75%, Maturing October 1, 2021		465		468,264
Term Loan, 4.25%, Maturing April 1, 2023		249		250,771
Ineos Finance PLC
Term Loan, 4.25%, Maturing March 31, 2022	EUR	222		251,379
Ineos US Finance, LLC
Term Loan, 3.75%, Maturing May 4, 2018		2,056		2,063,760
Term Loan, 4.25%, Maturing March 31, 2022		345		346,440
Kraton Polymers, LLC
Term Loan, 6.00%, Maturing January 6, 2022		650		655,535
Kronos Worldwide, Inc.
Term Loan, 4.00%, Maturing February 18, 2020		146		142,777
MacDermid, Inc.
Term Loan, 5.50%, Maturing June 7, 2020		295		295,592
Term Loan, 5.50%, Maturing June 7, 2020		896		900,314
Term Loan, 5.50%, Maturing June 7, 2020		981		984,791
Minerals Technologies, Inc.
Term Loan, 3.75%, Maturing May 9, 2021		524		527,347
Orion Engineered Carbons GmbH
Term Loan, 3.75%, Maturing July 25, 2021	EUR	412		469,295
Term Loan, 3.84%, Maturing July 25, 2021		510		512,025
OXEA Finance, LLC
Term Loan, 4.25%, Maturing January 15, 2020		340		325,058
PolyOne Corporation
Term Loan, 3.50%, Maturing November 11, 2022		248		249,755


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
PQ Corporation
Term Loan, 5.75%, Maturing November 4, 2022		1,072	$	1,081,025
Solenis International L.P.
Term Loan, 4.25%, Maturing July 31, 2021		147		146,745
Term Loan, 4.50%, Maturing July 31, 2021	EUR	466		527,962
Sonneborn Refined Products B.V.
Term Loan, 4.75%, Maturing December 10, 2020		31		31,375
Sonneborn, LLC
Term Loan, 4.75%, Maturing December 10, 2020		177		177,789
Trinseo Materials Operating S.C.A.
Term Loan, 4.25%, Maturing November 5, 2021		148		148,940
Tronox Pigments (Netherlands) B.V.
Term Loan, 4.50%, Maturing March 19, 2020		1,473		1,460,072
Univar, Inc.
Term Loan, 4.25%, Maturing July 1, 2022		1,584		1,586,641
Zep, Inc.
Term Loan, 5.50%, Maturing June 27, 2022		667		669,062

			$	18,410,279

Clothing/Textiles — 0.4%
Ascena Retail Group, Inc.
Term Loan, 5.25%, Maturing August 21, 2022		1,000	$	967,781

			$	967,781

Conglomerates — 0.8%
Bestway UK Holdco Limited
Term Loan, 4.77%, Maturing October 6, 2021	GBP	551	$	717,073
RGIS Services, LLC
Term Loan, 5.50%, Maturing October 18, 2017		1,354		1,252,913

			$	1,969,986

Containers and Glass Products — 3.3%
Berry Plastics Holding Corporation
Term Loan, 3.50%, Maturing February 8, 2020		1,037	$	1,040,130
Term Loan, 3.50%, Maturing January 6, 2021		294		294,956
Term Loan, 3.75%, Maturing October 1, 2022		471		473,252
Hilex Poly Co., LLC
Term Loan, 6.00%, Maturing December 5, 2021		739		745,445
Horizon Holdings III SAS
Term Loan, 4.50%, Maturing August 1, 2022	EUR	800		910,934
Libbey Glass, Inc.
Term Loan, 3.75%, Maturing April 9, 2021		189		189,075
Pelican Products, Inc.
Term Loan, 5.25%, Maturing April 10, 2020		421		413,598
Reynolds Group Holdings, Inc.
Term Loan, 4.25%, Maturing February 5, 2023		2,548		2,558,641
SIG Combibloc Purchase Co. S.a.r.l.
Term Loan, 3.75%, Maturing March 13, 2022	EUR	960		1,085,378
SIG Combibloc US Acquisition, Inc.
Term Loan, 4.00%, Maturing March 13, 2022		591		592,530
TricorBraun, Inc.
Term Loan, 4.00%, Maturing May 3, 2018		298		298,856

			$	8,602,795

Cosmetics/Toiletries — 0.9%
Coty, Inc.
Term Loan, 3.75%, Maturing October 27, 2022		423	$	424,813
Galleria Co.
Term Loan, 3.75%, Maturing January 26, 2023		825		830,146
KIK Custom Products, Inc.
Term Loan, 6.00%, Maturing August 26, 2022		767		768,529


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Revlon Consumer Products Corporation
Term Loan, 4.25%, Maturing September 7, 2023		275	$	276,081

			$	2,299,569

Drugs — 5.5%
Albany Molecular Research, Inc.
Term Loan, 5.75%, Maturing July 16, 2021		721	$	725,960
Alkermes, Inc.
Term Loan, 3.59%, Maturing September 25, 2019		192		192,722
AMAG Pharmaceuticals, Inc.
Term Loan, 4.75%, Maturing August 13, 2021		499		499,997
Amneal Pharmaceuticals, LLC
Term Loan, 4.50%, Maturing November 1, 2019		1,501		1,504,796
Arbor Pharmaceuticals, Inc.
Term Loan, 6.00%, Maturing June 28, 2023		775		778,875
DPx Holdings B.V.
Term Loan, 4.25%, Maturing March 11, 2021		961		960,821
Endo Luxembourg Finance Company I S.a.r.l.
Term Loan, 3.75%, Maturing September 26, 2022		1,290		1,289,098
Horizon Pharma, Inc.
Term Loan, 4.50%, Maturing May 7, 2021		593		589,538
Jaguar Holding Company II
Term Loan, 4.25%, Maturing August 18, 2022		2,819		2,831,747
Mallinckrodt International Finance S.A.
Term Loan, 3.34%, Maturing March 19, 2021		731		730,964
Valeant Pharmaceuticals International, Inc.
Term Loan, 4.28%, Maturing October 20, 2018		675		675,545
Term Loan, 5.25%, Maturing December 11, 2019		535		536,327
Term Loan, 5.25%, Maturing August 5, 2020		1,506		1,508,001
Term Loan, 5.50%, Maturing April 1, 2022		1,706		1,713,621

			$	14,538,012

Ecological Services and Equipment — 1.3%
ADS Waste Holdings, Inc.
Term Loan, 3.75%, Maturing October 9, 2019		936	$	938,964
EnergySolutions, LLC
Term Loan, 6.75%, Maturing May 29, 2020		1,581		1,579,272
GFL Environmental, Inc.
Term Loan, Maturing September 23, 2023⁽⁴⁾		450		450,844
Term Loan, Maturing September 27, 2023⁽⁴⁾	CAD	725		552,958

			$	3,522,038

Electronics/Electrical — 14.6%
Answers Corporation
Term Loan, 6.25%, Maturing October 3, 2021⁽³⁾		1,033	$	542,249
Applied Systems, Inc.
Term Loan, 4.00%, Maturing January 25, 2021		499		500,263
Avago Technologies Cayman Ltd.
Term Loan, 3.52%, Maturing February 1, 2023		3,448		3,493,220
Avast Software B.V.
Term Loan, Maturing July 19, 2022⁽⁴⁾		975		981,500
Campaign Monitor Finance Pty. Limited
Term Loan, 6.25%, Maturing March 18, 2021		334		325,221
CommScope, Inc.
Term Loan, 3.75%, Maturing December 29, 2022		446		449,256
Cypress Semiconductor Corporation
Term Loan, 6.50%, Maturing July 5, 2021		525		531,562
Deltek, Inc.
Term Loan, 5.00%, Maturing June 25, 2022		147		147,426
Term Loan - Second Lien, 9.50%, Maturing June 25, 2023		200		202,750


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Electrical Components International, Inc.
Term Loan, 5.75%, Maturing May 28, 2021		737	$	738,288
Entegris, Inc.
Term Loan, 3.50%, Maturing April 30, 2021		141		141,471
Excelitas Technologies Corp.
Term Loan, 6.00%, Maturing October 31, 2020		408		401,505
Eze Castle Software, Inc.
Term Loan, 4.00%, Maturing April 6, 2020		850		848,849
Term Loan, 4.50%, Maturing April 6, 2020		499		498,438
Go Daddy Operating Company, LLC
Term Loan, 4.25%, Maturing May 13, 2021		2,344		2,358,710
Hyland Software, Inc.
Term Loan, 4.75%, Maturing July 1, 2022		665		669,396
Term Loan - Second Lien, 8.25%, Maturing July 1, 2023		275		276,833
Infor (US), Inc.
Term Loan, 3.75%, Maturing June 3, 2020		3,541		3,520,323
Informatica Corporation
Term Loan, 4.50%, Maturing August 5, 2022		1,089		1,060,609
Lattice Semiconductor Corporation
Term Loan, 5.25%, Maturing March 10, 2021		270		269,238
M/A-COM Technology Solutions Holdings, Inc.
Term Loan, 4.50%, Maturing May 7, 2021		394		397,440
MA FinanceCo., LLC
Term Loan, 4.50%, Maturing November 20, 2019		481		483,155
Term Loan, 4.50%, Maturing November 20, 2021		971		978,014
Magic Newco, LLC
Term Loan, 5.00%, Maturing December 12, 2018		672		674,461
MH Sub I, LLC
Term Loan, 4.75%, Maturing July 8, 2021		613		614,452
Microsemi Corporation
Term Loan, 3.75%, Maturing January 15, 2023		278		280,832
MTS Systems Corporation
Term Loan, 5.00%, Maturing July 5, 2023		625		631,250
NXP B.V.
Term Loan, 3.41%, Maturing December 7, 2020		453		455,947
ON Semiconductor Corporation
Term Loan, 3.78%, Maturing March 31, 2023		525		527,844
Renaissance Learning, Inc.
Term Loan, 4.50%, Maturing April 9, 2021		1,080		1,078,086
Term Loan - Second Lien, 8.00%, Maturing April 11, 2022		125		123,282
RP Crown Parent, LLC
Term Loan, 6.00%, Maturing December 21, 2018		2,785		2,784,271
SGS Cayman L.P.
Term Loan, 6.00%, Maturing April 23, 2021		97		96,785
SkillSoft Corporation
Term Loan, 5.75%, Maturing April 28, 2021		2,045		1,810,568
Smart Technologies ULC
Term Loan, 12.50%, Maturing January 31, 2018		246		249,271
SS&C Technologies, Inc.
Term Loan, 4.00%, Maturing July 8, 2022		106		107,142
Term Loan, 4.00%, Maturing July 8, 2022		855		862,171
SunEdison Semiconductor B.V.
Term Loan, 6.50%, Maturing May 27, 2019		971		973,665
SurveyMonkey, Inc.
Term Loan, 6.25%, Maturing February 5, 2019		1,001		993,199
Sutherland Global Services, Inc.
Term Loan, 6.00%, Maturing April 23, 2021		417		415,785
Uber Technologies
Term Loan, 5.00%, Maturing July 13, 2023		1,325		1,327,622


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Veritas US, Inc.
Term Loan, 6.63%, Maturing January 27, 2023		1,066	$	998,881
Vertafore, Inc.
Term Loan, 4.75%, Maturing June 30, 2023		1,100		1,104,898
Wall Street Systems Delaware, Inc.
Term Loan, 4.75%, Maturing August 23, 2023		564		567,224
Western Digital Corporation
Term Loan, 4.50%, Maturing April 29, 2023		978		989,464
Zebra Technologies Corporation
Term Loan, 4.09%, Maturing October 27, 2021		859		870,031

			$	38,352,847

Financial Intermediaries — 4.2%
Armor Holding II, LLC
Term Loan, 5.75%, Maturing June 26, 2020		981	$	964,352
Term Loan - Second Lien, 10.25%, Maturing December 26, 2020		725		709,896
Aspen Merger Sub, Inc.
Term Loan, Maturing September 27, 2023⁽⁴⁾		250		252,190
Citco Funding, LLC
Term Loan, 4.25%, Maturing June 29, 2018		1,498		1,503,216
First Data Corporation
Term Loan, 4.28%, Maturing July 8, 2022		1,325		1,334,478
Grosvenor Capital Management Holdings, LLP
Term Loan, 3.75%, Maturing January 4, 2021		440		437,774
Guggenheim Partners, LLC
Term Loan, 4.48%, Maturing July 22, 2020		657		660,276
Harbourvest Partners, LLC
Term Loan, 3.25%, Maturing February 4, 2021		354		351,625
Medley, LLC
Term Loan, 6.50%, Maturing June 15, 2019		179		184,309
NXT Capital, Inc.
Term Loan, 6.25%, Maturing September 4, 2018		49		48,866
Term Loan, 6.25%, Maturing September 4, 2018		320		320,851
Term Loan, 6.25%, Maturing September 4, 2018		340		340,349
Ocwen Financial Corporation
Term Loan, 5.50%, Maturing February 15, 2018		471		471,110
Sesac Holdco II, LLC
Term Loan, 5.25%, Maturing February 8, 2019		469		469,420
Starwood Property Trust, Inc.
Term Loan, 3.50%, Maturing April 17, 2020		121		120,751
Walker & Dunlop, Inc.
Term Loan, 5.25%, Maturing December 11, 2020		1,060		1,062,680
Walter Investment Management Corp.
Term Loan, 4.75%, Maturing December 19, 2020		2,058		1,893,293

			$	11,125,436

Food Products — 4.3%
AdvancePierre Foods, Inc.
Term Loan, 4.50%, Maturing June 2, 2023		1,137	$	1,145,762
Blue Buffalo Company Ltd.
Term Loan, 3.75%, Maturing August 8, 2019		624		627,328
Charger OpCo B.V.
Term Loan, 4.25%, Maturing July 2, 2022	EUR	157		178,968
Clearwater Seafoods Limited Partnership
Term Loan, 4.75%, Maturing June 26, 2019		425		426,184
Del Monte Foods, Inc.
Term Loan, 4.25%, Maturing February 18, 2021		336		317,184
Term Loan - Second Lien, 8.25%, Maturing August 18, 2021		763		590,937
Dole Food Company, Inc.
Term Loan, 4.51%, Maturing November 1, 2018		1,116		1,120,514
High Liner Foods Incorporated
Term Loan, 4.25%, Maturing April 24, 2021		380		377,664


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
JBS USA, LLC
Term Loan, 3.75%, Maturing May 25, 2018		864	$	864,751
Term Loan, 3.75%, Maturing September 18, 2020		752		751,750
Term Loan, 4.00%, Maturing October 30, 2022		323		323,365
Keurig Green Mountain, Inc.
Term Loan, 5.25%, Maturing March 3, 2023		496		502,946
Meldrew Participations B.V.
Term Loan, 8.50%, (5.00% Cash, 3.50% PIK), Maturing October 31, 2019	EUR	349		254,423
Term Loan, 4.50%, (0.00% Cash, 4.50% PIK), Maturing December 19, 2022⁽⁵⁾	EUR	224		14,093
NBTY, Inc.
Term Loan, 5.00%, Maturing May 5, 2023		1,796		1,805,226
Term Loan, 6.25%, Maturing May 5, 2023	GBP	499		650,611
Oak Tea, Inc.
Term Loan, 4.25%, Maturing July 2, 2022		882		894,225
R&R Ice Cream PLC
Term Loan, Maturing September 26, 2023⁽⁴⁾	EUR	500		570,381

			$	11,416,312

Food Service — 3.4%
1011778 B.C. Unlimited Liability Company
Term Loan, 3.75%, Maturing December 10, 2021		2,290	$	2,307,680
Centerplate, Inc.
Term Loan, 4.75%, Maturing November 26, 2019		246		243,136
Landry’s, Inc.
Term Loan, 4.00%, Maturing April 24, 2018		949		951,507
Term Loan, Maturing October 4, 2023⁽⁴⁾		1,250		1,243,750
Manitowoc Foodservice, Inc.
Term Loan, 5.75%, Maturing March 3, 2023		747		757,643
NPC International, Inc.
Term Loan, 4.75%, Maturing December 28, 2018		334		335,570
P.F. Chang’s China Bistro, Inc.
Term Loan, 4.53%, Maturing July 2, 2019		188		185,278
Seminole Hard Rock Entertainment, Inc.
Term Loan, 3.60%, Maturing May 14, 2020		121		121,391
Weight Watchers International, Inc.
Term Loan, 4.00%, Maturing April 2, 2020		3,076		2,351,904
Yum! Brands, Inc.
Term Loan, 3.28%, Maturing June 16, 2023		474		478,297

			$	8,976,156

Food/Drug Retailers — 2.5%
Albertsons, LLC
Term Loan, 4.50%, Maturing August 25, 2021		632	$	636,149
Term Loan, 4.75%, Maturing December 21, 2022		798		805,880
Term Loan, 4.75%, Maturing June 22, 2023		1,753		1,771,193
Rite Aid Corporation
Term Loan - Second Lien, 5.75%, Maturing August 21, 2020		725		728,059
Term Loan - Second Lien, 4.88%, Maturing June 21, 2021		750		752,719
Supervalu, Inc.
Term Loan, 5.50%, Maturing March 21, 2019		1,934		1,938,246

			$	6,632,246

Health Care — 13.2%
Acadia Healthcare Company, Inc.
Term Loan, 3.75%, Maturing February 11, 2022		123	$	123,695
ADMI Corp.
Term Loan, 5.25%, Maturing April 30, 2022		248		249,401
Akorn, Inc.
Term Loan, 5.25%, Maturing April 16, 2021		438		443,335
Alere, Inc.
Term Loan, 4.25%, Maturing June 18, 2022		782		777,781


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Alliance Healthcare Services, Inc.
Term Loan, 4.25%, Maturing June 3, 2019		598	$	570,932
AmSurg Corp.
Term Loan, 3.50%, Maturing July 16, 2021		293		293,946
Auris Luxembourg III S.a.r.l.
Term Loan, 4.25%, Maturing January 15, 2022		369		370,541
Beaver-Visitec International, Inc.
Term Loan, 6.00%, Maturing August 21, 2023		375		374,063
CareCore National, LLC
Term Loan, 5.50%, Maturing March 5, 2021		1,676		1,648,998
CeramTec Acquisition Corporation
Term Loan, 4.25%, Maturing August 30, 2020		15		15,452
CHG Healthcare Services, Inc.
Term Loan, 4.75%, Maturing June 7, 2023		945		952,255
Community Health Systems, Inc.
Term Loan, 3.75%, Maturing December 31, 2019		1,215		1,193,279
Term Loan, 4.00%, Maturing January 27, 2021		1,738		1,709,713
Concentra, Inc.
Term Loan, 4.00%, Maturing June 1, 2022		248		248,403
CPI Buyer, LLC
Term Loan, 5.50%, Maturing August 15, 2021		483		480,161
DaVita HealthCare Partners, Inc.
Term Loan, 3.50%, Maturing June 24, 2021		1,540		1,550,629
DJO Finance, LLC
Term Loan, 4.25%, Maturing June 8, 2020		1,040		1,020,984
Envision Healthcare Corporation
Term Loan, 4.25%, Maturing May 25, 2018		1,525		1,529,518
Faenza Acquisition GmbH
Term Loan, 4.25%, Maturing August 30, 2020		42		42,609
Term Loan, 4.25%, Maturing August 30, 2020		139		139,406
Global Healthcare Exchange, LLC
Term Loan, 5.25%, Maturing August 14, 2023		520		521,878
Greatbatch Ltd.
Term Loan, 5.25%, Maturing October 27, 2022		1,245		1,231,235
Iasis Healthcare, LLC
Term Loan, 4.50%, Maturing May 3, 2018		804		796,398
IMS Health Incorporated
Term Loan, 3.50%, Maturing March 17, 2021		1,184		1,190,449
Indivior Finance S.a.r.l.
Term Loan, 7.00%, Maturing December 19, 2019		456		457,391
inVentiv Health, Inc.
Term Loan, 7.75%, Maturing May 15, 2018		304		305,030
Term Loan, 7.75%, Maturing May 15, 2018		2,243		2,250,241
Kindred Healthcare, Inc.
Term Loan, 4.25%, Maturing April 9, 2021		709		708,248
Kinetic Concepts, Inc.
Term Loan, 5.00%, Maturing November 4, 2020		2,412		2,435,524
KUEHG Corp.
Term Loan, 6.00%, Maturing August 13, 2022		945		951,584
MPH Acquisition Holdings, LLC
Term Loan, 5.00%, Maturing June 7, 2023		1,124		1,139,665
National Mentor Holdings, Inc.
Term Loan, 4.25%, Maturing January 31, 2021		517		518,860
National Surgical Hospitals, Inc.
Term Loan, 4.50%, Maturing June 1, 2022		497		494,217
New Millennium Holdco, Inc.
Term Loan, 7.55%, Maturing December 21, 2020		720		342,724
Onex Carestream Finance L.P.
Term Loan, 5.00%, Maturing June 7, 2019		1,210		1,125,868


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Opal Acquisition, Inc.
Term Loan, 5.00%, Maturing November 27, 2020		1,088	$	1,015,509
Ortho-Clinical Diagnostics, Inc.
Term Loan, 4.75%, Maturing June 30, 2021		1,365		1,340,581
PRA Holdings, Inc.
Term Loan, 4.50%, Maturing September 23, 2020		484		486,657
Quality Care Properties, Inc.
Term Loan, Maturing September 12, 2022⁽⁴⁾		1,275		1,249,500
RadNet, Inc.
Term Loan, 4.77%, Maturing July 1, 2023		675		675,422
Select Medical Corporation
Term Loan, 6.00%, Maturing June 1, 2018		643		645,885
Sterigenics-Nordion Holdings, LLC
Term Loan, 4.25%, Maturing May 15, 2022		347		346,924
Steward Health Care System, LLC
Term Loan, 6.75%, Maturing April 12, 2020		169		169,414
Tecomet, Inc.
Term Loan, 5.75%, Maturing December 5, 2021		565		559,641

			$	34,693,946

Home Furnishings — 0.4%
American Bath Group, LLC
Term Loan, Maturing September 27, 2023⁽⁴⁾		400	$	396,000
Serta Simmons Holdings, LLC
Term Loan, 4.25%, Maturing October 1, 2019		753		756,079

			$	1,152,079

Industrial Equipment — 6.4%
Apex Tool Group, LLC
Term Loan, 4.50%, Maturing January 31, 2020		1,154	$	1,139,151
Blount International, Inc.
Term Loan, 7.25%, Maturing April 12, 2023		650		658,937
Coherent Holding GmbH
Term Loan, Maturing July 18, 2023⁽⁴⁾	EUR	600		684,588
Delachaux S.A.
Term Loan, 4.50%, Maturing October 28, 2021		202		195,907
Doosan Infracore International, Inc.
Term Loan, 4.50%, Maturing May 28, 2021		402		407,268
EWT Holdings III Corp.
Term Loan, 4.75%, Maturing January 15, 2021		195		194,986
Term Loan, 5.50%, Maturing January 15, 2021		274		274,993
Term Loan - Second Lien, 8.50%, Maturing January 15, 2022		900		893,250
Filtration Group Corporation
Term Loan - Second Lien, 8.25%, Maturing November 21, 2021		79		78,757
Gardner Denver, Inc.
Term Loan, 4.25%, Maturing July 30, 2020		2,082		2,021,450
Term Loan, 4.75%, Maturing July 30, 2020	EUR	194		213,805
Gates Global, Inc.
Term Loan, 4.25%, Maturing July 6, 2021		2,984		2,944,324
Husky Injection Molding Systems Ltd.
Term Loan, 4.25%, Maturing June 30, 2021		1,341		1,339,901
Term Loan - Second Lien, 7.25%, Maturing June 30, 2022		207		207,228
Milacron, LLC
Term Loan, 4.25%, Maturing September 28, 2020		561		564,207
Paladin Brands Holding, Inc.
Term Loan, 7.25%, Maturing August 16, 2019		758		687,947
Paternoster Holding IV GmbH
Term Loan, 7.13%, Maturing February 10, 2022	EUR	450		505,417
Rexnord, LLC
Term Loan, 4.00%, Maturing August 21, 2020		2,102		2,105,108
Signode Industrial Group US, Inc.
Term Loan, 3.75%, Maturing May 1, 2021		399		399,509


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
STS Operating, Inc.
Term Loan, 4.75%, Maturing February 12, 2021		143	$	128,317
Tank Holding Corp.
Term Loan, 5.25%, Maturing March 16, 2022		363		353,455
Terex Corporation
Term Loan, 3.50%, Maturing August 13, 2021	EUR	760		854,677

			$	16,853,182

Insurance — 4.7%
Alliant Holdings I, Inc.
Term Loan, 4.75%, Maturing August 12, 2022		913	$	914,661
Term Loan, 5.25%, Maturing August 12, 2022		249		251,089
AmWINS Group, LLC
Term Loan, 4.75%, Maturing September 6, 2019		2,361		2,378,561
AssuredPartners, Inc.
Term Loan, 5.75%, Maturing October 21, 2022		447		450,045
Term Loan - Second Lien, 10.00%, Maturing October 20, 2023		350		348,687
Asurion, LLC
Term Loan, 5.00%, Maturing May 24, 2019		848		851,350
Term Loan, 5.00%, Maturing August 4, 2022		2,514		2,528,376
Term Loan - Second Lien, 8.50%, Maturing March 3, 2021		1,100		1,095,325
Cunningham Lindsey U.S., Inc.
Term Loan, 5.00%, Maturing December 10, 2019		1,202		1,021,951
Hub International Limited
Term Loan, 4.00%, Maturing October 2, 2020		1,358		1,359,555
USI, Inc.
Term Loan, 4.25%, Maturing December 27, 2019		1,181		1,183,007

			$	12,382,607

Leisure Goods/Activities/Movies — 5.6%
AMC Entertainment, Inc.
Term Loan, 4.00%, Maturing December 15, 2022		1,042	$	1,051,616
Ancestry.com, Inc.
Term Loan, 5.00%, Maturing August 17, 2022		743		744,897
Bombardier Recreational Products, Inc.
Term Loan, 3.75%, Maturing June 30, 2023		2,125		2,132,306
Bright Horizons Family Solutions, Inc.
Term Loan, 3.75%, Maturing January 30, 2020		433		435,561
CDS US Intermediate Holdings, Inc.
Term Loan, 5.00%, Maturing July 8, 2022		198		198,495
ClubCorp Club Operations, Inc.
Term Loan, 4.00%, Maturing December 15, 2022		925		929,481
Emerald Expositions Holding, Inc.
Term Loan, 4.75%, Maturing June 17, 2020		430		429,509
Lindblad Expeditions, Inc.
Term Loan, 5.50%, Maturing May 8, 2021		102		101,996
Term Loan, 5.50%, Maturing May 8, 2021		788		790,468
Live Nation Entertainment, Inc.
Term Loan, 3.59%, Maturing August 16, 2020		1,247		1,254,699
LTF Merger Sub, Inc.
Term Loan, 4.25%, Maturing June 10, 2022		667		668,160
Match Group, Inc.
Term Loan, 5.50%, Maturing November 16, 2022		268		270,471
Nord Anglia Education Finance, LLC
Term Loan, 5.00%, Maturing March 31, 2021		808		811,958
Sabre, Inc.
Term Loan, 4.00%, Maturing February 19, 2019		480		483,054
SeaWorld Parks & Entertainment, Inc.
Term Loan, 3.09%, Maturing May 14, 2020		831		816,839
Sonifi Solutions, Inc.
Term Loan, 6.75%, Maturing March 28, 2018⁽³⁾		438		175,392
SRAM, LLC
Term Loan, 4.01%, Maturing April 10, 2020		1,002		977,063


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Steinway Musical Instruments, Inc.
Term Loan, 4.75%, Maturing September 19, 2019		996	$	976,073
UFC Holdings, LLC
Term Loan, 5.00%, Maturing August 18, 2023		700		705,750
Term Loan - Second Lien, 8.50%, Maturing August 18, 2024		500		506,000
WMG Acquisition Corp.
Term Loan, 3.75%, Maturing July 1, 2020		205		205,501

			$	14,665,289

Lodging and Casinos — 5.1%
Amaya Holdings B.V.
Term Loan, 5.00%, Maturing August 1, 2021		1,644	$	1,644,579
Term Loan - Second Lien, 8.00%, Maturing August 1, 2022		998		1,000,622
Boyd Gaming Corporation
Term Loan, 4.00%, Maturing August 14, 2020		76		76,557
Term Loan, 3.53%, Maturing September 15, 2023		400		403,200
Caesars Entertainment Operating Company
Term Loan, 0.00%, Maturing March 1, 2017⁽⁶⁾		597		654,175
CityCenter Holdings, LLC
Term Loan, 4.25%, Maturing October 16, 2020		310		312,830
ESH Hospitality, Inc.
Term Loan, 3.75%, Maturing August 30, 2023		625		630,301
Four Seasons Holdings, Inc.
Term Loan - Second Lien, 6.25%, Maturing December 27, 2020		1,800		1,813,500
Gala Group Finance PLC
Term Loan, 4.77%, Maturing May 27, 2018	GBP	825		1,072,642
Golden Nugget, Inc.
Term Loan, 4.50%, Maturing November 21, 2019		61		61,280
Term Loan, 4.50%, Maturing November 21, 2019		142		142,988
Hilton Worldwide Finance, LLC
Term Loan, 3.50%, Maturing October 26, 2020		190		191,347
Term Loan, 3.14%, Maturing October 25, 2023		1,945		1,961,817
La Quinta Intermediate Holdings, LLC
Term Loan, 3.75%, Maturing April 14, 2021		474		472,180
MGM Growth Properties Operating Partnership L.P.
Term Loan, 4.00%, Maturing April 25, 2023		920		929,579
Playa Resorts Holding B.V.
Term Loan, 4.00%, Maturing August 9, 2019		243		243,258
Scientific Games International, Inc.
Term Loan, 6.00%, Maturing October 18, 2020		1,594		1,600,712
Tropicana Entertainment, Inc.
Term Loan, 4.00%, Maturing November 27, 2020		170		169,750

			$	13,381,317

Nonferrous Metals/Minerals — 2.7%
Alpha Natural Resources, LLC
Term Loan, 11.00%, Maturing July 25, 2019		250	$	257,525
Arch Coal, Inc.
DIP Loan, 5.00%, Maturing January 31, 2017⁽²⁾		325		326,422
Term Loan, 7.50%, Maturing May 16, 2018		1,424		1,085,892
Dynacast International, LLC
Term Loan, 4.50%, Maturing January 28, 2022		320		321,975
Fairmount Santrol, Inc.
Term Loan, 4.50%, Maturing September 5, 2019		1,217		1,093,237
Global Brass & Copper, Inc.
Term Loan, 5.25%, Maturing July 18, 2023		400		405,750
Murray Energy Corporation
Term Loan, 7.75%, Maturing April 16, 2017		148		142,938
Term Loan, 8.25%, Maturing April 16, 2020		952		814,900
Noranda Aluminum Acquisition Corporation
Term Loan, 0.00%, Maturing February 28, 2019⁽³⁾⁽⁶⁾		576		71,955
Novelis, Inc.
Term Loan, 4.00%, Maturing June 2, 2022		1,284		1,290,971


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Oxbow Carbon, LLC
Term Loan, 4.25%, Maturing July 19, 2019		147	$	146,944
Term Loan - Second Lien, 8.00%, Maturing January 17, 2020		1,025		994,250
United Central Industrial Supply Company, LLC
Term Loan - Second Lien, 15.00%, (0.00% Cash, 15.00% PIK), Maturing April 9, 2019⁽³⁾		260		107,742

			$	7,060,501

Oil and Gas — 4.1%
Ameriforge Group, Inc.
Term Loan, 5.00%, Maturing December 19, 2019		1,376	$	688,109
Bronco Midstream Funding, LLC
Term Loan, 5.00%, Maturing August 15, 2020		896		830,703
CITGO Holding, Inc.
Term Loan, 9.50%, Maturing May 12, 2018		395		400,292
CITGO Petroleum Corporation
Term Loan, 4.50%, Maturing July 29, 2021		466		463,318
Crestwood Holdings, LLC
Term Loan, 9.00%, Maturing June 19, 2019		657		610,345
Drillships Ocean Ventures, Inc.
Term Loan, 5.50%, Maturing July 25, 2021		308		214,295
Fieldwood Energy, LLC
Term Loan, 3.88%, Maturing October 1, 2018		513		451,880
Term Loan, 8.00%, Maturing August 31, 2020		275		227,906
Term Loan, 8.38%, Maturing September 30, 2020		363		263,503
Term Loan - Second Lien, 8.38%, Maturing September 30, 2020⁽³⁾		487		204,350
MEG Energy Corp.
Term Loan, 3.75%, Maturing March 31, 2020		3,625		3,376,265
Paragon Offshore Finance Company
Term Loan, 5.25%, Maturing July 18, 2021		420		104,572
Samson Investment Company
Term Loan - Second Lien, 0.00%, Maturing September 25, 2018⁽⁶⁾		925		257,266
Seadrill Partners Finco, LLC
Term Loan, 4.00%, Maturing February 21, 2021		1,545		777,705
Sheridan Investment Partners II L.P.
Term Loan, 4.34%, Maturing December 16, 2020		17		10,590
Term Loan, 4.34%, Maturing December 16, 2020		45		28,397
Term Loan, 4.34%, Maturing December 16, 2020		327		204,137
Sheridan Production Partners I, LLC
Term Loan, 4.25%, Maturing October 1, 2019		103		66,671
Term Loan, 4.25%, Maturing October 1, 2019		169		109,153
Term Loan, 4.25%, Maturing October 1, 2019		1,272		823,744
Southcross Holdings Borrower L.P.
Term Loan, 9.00%, (3.50% Cash, 5.50% PIK), Maturing April 13, 2023		27		22,689
Tervita Corporation
Term Loan, 6.25%, Maturing May 15, 2018		747		741,304

			$	10,877,194

Publishing — 3.0%
682534 N.B., Inc.
Term Loan, 12.00%, (8.00% Cash, 4.00% PIK), Maturing October 1, 2020⁽³⁾		167	$	133,725
Ascend Learning, LLC
Term Loan, 5.50%, Maturing July 31, 2019		852		857,037
Getty Images, Inc.
Term Loan, 4.75%, Maturing October 18, 2019		2,844		2,399,824
Laureate Education, Inc.
Term Loan, 5.00%, Maturing June 15, 2018		1,931		1,926,242
LSC Communications, Inc.
Term Loan, Maturing September 26, 2022⁽⁴⁾		650		643,500
Merrill Communications, LLC
Term Loan, 6.25%, Maturing June 1, 2022		297		278,973
Penton Media, Inc.
Term Loan, 4.75%, Maturing October 3, 2019		298		298,451


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
ProQuest, LLC
Term Loan, 5.75%, Maturing October 24, 2021		813	$	815,042
Springer Science+Business Media Deutschland GmbH
Term Loan, 4.75%, Maturing August 14, 2020		681		662,666

			$	8,015,460

Radio and Television — 3.5%
ALM Media Holdings, Inc.
Term Loan, 5.50%, Maturing July 31, 2020		214	$	209,582
AP NMT Acquisition B.V.
Term Loan, 6.75%, Maturing August 13, 2021		1,010		903,664
Cumulus Media Holdings, Inc.
Term Loan, 4.25%, Maturing December 23, 2020		2,045		1,436,544
Entercom Radio, LLC
Term Loan, 4.01%, Maturing November 23, 2018		165		165,289
Gray Television, Inc.
Term Loan, 3.94%, Maturing June 13, 2021		134		134,396
Hubbard Radio, LLC
Term Loan, 4.25%, Maturing May 27, 2022		298		292,046
iHeartCommunications, Inc.
Term Loan, 7.27%, Maturing January 30, 2019		1,066		821,257
Term Loan, 8.02%, Maturing July 30, 2019		182		140,122
MGOC, Inc.
Term Loan, 4.00%, Maturing July 31, 2020		630		631,335
Mission Broadcasting, Inc.
Term Loan, 3.75%, Maturing October 1, 2020		318		318,483
Nexstar Broadcasting, Inc.
Term Loan, 3.75%, Maturing October 1, 2020		361		361,165
Raycom TV Broadcasting, LLC
Term Loan, 3.75%, Maturing August 4, 2021		428		426,968
Sinclair Television Group, Inc.
Term Loan, 3.00%, Maturing April 9, 2020		265		266,318
Univision Communications, Inc.
Term Loan, 4.00%, Maturing March 1, 2020		1,097		1,099,963
Term Loan, 4.00%, Maturing March 1, 2020		2,086		2,091,354

			$	9,298,486

Retailers (Except Food and Drug) — 7.1%
B&M Retail Limited
Term Loan, 3.02%, Maturing May 21, 2019	GBP	175	$	225,206
Term Loan, 3.52%, Maturing April 28, 2020	GBP	150		193,520
Bass Pro Group, LLC
Term Loan, 4.00%, Maturing June 5, 2020		1,140		1,140,361
CDW, LLC
Term Loan, 3.00%, Maturing August 4, 2023		2,655		2,664,006
Coinamatic Canada, Inc.
Term Loan, 4.25%, Maturing May 14, 2022		22		22,130
David’s Bridal, Inc.
Term Loan, 5.00%, Maturing October 11, 2019		808		763,781
Dollar Tree, Inc.
Term Loan, 3.06%, Maturing July 6, 2022		323		324,657
Evergreen Acqco 1 L.P.
Term Loan, 5.00%, Maturing July 9, 2019		583		536,273
Harbor Freight Tools USA, Inc.
Term Loan, 4.00%, Maturing August 19, 2023		1,250		1,258,482
J. Crew Group, Inc.
Term Loan, 4.00%, Maturing March 5, 2021		1,443		1,145,388
Jo-Ann Stores, Inc.
Term Loan, 4.00%, Maturing March 16, 2018		1,278		1,279,535
Men’s Wearhouse, Inc. (The)
Term Loan, 4.50%, Maturing June 18, 2021		695		691,957


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Michaels Stores, Inc.
Term Loan, 3.75%, Maturing January 27, 2023		1,635	$	1,642,482
Neiman Marcus Group, Inc. (The)
Term Loan, 4.25%, Maturing October 25, 2020		1,072		993,518
Party City Holdings, Inc.
Term Loan, 4.47%, Maturing August 19, 2022		1,312		1,317,299
PetSmart, Inc.
Term Loan, 4.25%, Maturing March 11, 2022		2,321		2,327,877
PFS Holding Corporation
Term Loan, 4.50%, Maturing January 31, 2021		1,059		995,043
Pier 1 Imports (U.S.), Inc.
Term Loan, 4.50%, Maturing April 30, 2021		244		222,992
Toys ‘R’ Us Property Company I, LLC
Term Loan, 6.00%, Maturing August 21, 2019		790		750,849
Wilton Brands, LLC
Term Loan, 8.50%, Maturing August 30, 2018		221		184,277

			$	18,679,633

Steel — 1.0%
FMG Resources (August 2006) Pty. Ltd.
Term Loan, 3.75%, Maturing June 30, 2019		2,142	$	2,142,446
Neenah Foundry Company
Term Loan, 6.75%, Maturing April 26, 2017		173		172,064
Zekelman Industries, Inc.
Term Loan, 6.00%, Maturing June 14, 2021		299		303,675

			$	2,618,185

Surface Transport — 0.5%
Hertz Corporation (The)
Term Loan, 3.50%, Maturing June 30, 2023		499	$	502,758
Kenan Advantage Group, Inc.
Term Loan, 1.50%, Maturing January 31, 2017⁽²⁾		13		12,571
Term Loan, 4.00%, Maturing July 31, 2022		55		55,078
Term Loan, 4.00%, Maturing July 31, 2022		180		179,362
Stena International S.a.r.l.
Term Loan, 4.24%, Maturing March 3, 2021		731		622,477

			$	1,372,246

Telecommunications — 3.8%
Consolidated Communications, Inc.
Term Loan, Maturing September 30, 2023⁽⁴⁾		200	$	201,625
Intelsat Jackson Holdings S.A.
Term Loan, 3.75%, Maturing June 30, 2019		3,700		3,532,179
IPC Corp.
Term Loan, 5.50%, Maturing August 6, 2021		1,059		1,005,931
Mitel US Holdings, Inc.
Term Loan, 5.50%, Maturing April 29, 2022		336		338,755
Syniverse Holdings, Inc.
Term Loan, 4.00%, Maturing April 23, 2019		891		790,071
Term Loan, 4.00%, Maturing April 23, 2019		983		871,619
Telesat Canada
Term Loan, 3.50%, Maturing March 28, 2019		3,304		3,313,552

			$	10,053,732

Utilities — 2.8%
Calpine Construction Finance Company L.P.
Term Loan, 3.09%, Maturing May 3, 2020		508	$	505,557
Term Loan, 3.34%, Maturing January 31, 2022		194		192,355
Calpine Corporation
Term Loan, 3.59%, Maturing May 27, 2022		1,531		1,536,604
Dayton Power & Light Company (The)
Term Loan, 4.00%, Maturing August 24, 2022		275		279,125


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Dynegy Holdings, Inc.
Term Loan, 4.00%, Maturing April 23, 2020		461	$	463,346
Energy Future Intermediate Holding Co., LLC
DIP Loan, 4.25%, Maturing December 19, 2016		850		853,542
Granite Acquisition, Inc.
Term Loan, 5.00%, Maturing December 19, 2021		54		53,037
Term Loan, 5.00%, Maturing December 19, 2021		1,200		1,184,294
Invenergy Thermal Operating I, LLC
Term Loan, 6.50%, Maturing October 19, 2022		97		93,506
Lonestar Generation, LLC
Term Loan, 5.47%, Maturing February 22, 2021		565		461,837
Longview Power, LLC
Term Loan, 7.00%, Maturing April 13, 2021		1,358		1,194,875
TPF II Power, LLC
Term Loan, 5.00%, Maturing October 2, 2021		629		637,136

			$	7,455,214


Total Senior Floating-Rate Loans (identified cost $371,172,344)			$	360,442,682


Corporate Bonds & Notes — 9.1%

Security	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 0.1%
CBC Ammo, LLC/CBC FinCo, Inc.
7.25%, 11/15/21⁽⁷⁾		30	$	29,400
Huntington Ingalls Industries, Inc.
5.00%, 11/15/25⁽⁷⁾		5		5,300
Orbital ATK, Inc.
5.25%, 10/1/21		20		20,850
TransDigm, Inc.
7.50%, 7/15/21		10		10,606
6.00%, 7/15/22		30		31,800
6.50%, 7/15/24		30		31,725

			$	129,681

Automotive — 0.0%⁽⁸⁾
American Axle & Manufacturing, Inc.
5.125%, 2/15/19		10	$	10,166
General Motors Financial Co., Inc.
4.75%, 8/15/17		40		41,090
3.25%, 5/15/18		5		5,090

			$	56,346

Beverage and Tobacco — 0.0%⁽⁸⁾
Constellation Brands, Inc.
6.00%, 5/1/22		35	$	40,381
4.25%, 5/1/23		40		42,550

			$	82,931

Brokerage/Securities Dealers/Investment Houses — 0.0%⁽⁸⁾
Alliance Data Systems Corp.
6.375%, 4/1/20⁽⁷⁾		30	$	30,675

			$	30,675

Building and Development — 0.1%
Builders FirstSource, Inc.
10.75%, 8/15/23⁽⁷⁾		8	$	9,220
Greystar Real Estate Partners, LLC
8.25%, 12/1/22⁽⁷⁾		20		21,300


Security	Principal Amount* (000’s omitted)		Value
HD Supply, Inc.
7.50%, 7/15/20		45	$	46,744
5.25%, 12/15/21⁽⁷⁾		15		15,919
Hillman Group, Inc. (The)
6.375%, 7/15/22⁽⁷⁾		30		28,275
Reliance Intermediate Holdings, L.P.
6.50%, 4/1/23⁽⁷⁾		50		52,750
Standard Industries, Inc.
5.375%, 11/15/24⁽⁷⁾		25		25,875
6.00%, 10/15/25⁽⁷⁾		30		32,250
TRI Pointe Group, Inc./TRI Pointe Homes, Inc.
4.375%, 6/15/19		20		20,675
5.875%, 6/15/24		25		26,187
USG Corp.
5.875%, 11/1/21⁽⁷⁾		20		20,950
5.50%, 3/1/25⁽⁷⁾		5		5,381

			$	305,526

Business Equipment and Services — 0.2%
Acosta, Inc.
7.75%, 10/1/22⁽⁷⁾		30	$	24,825
FTI Consulting, Inc.
6.00%, 11/15/22		20		21,075
National CineMedia, LLC
6.00%, 4/15/22		380		398,050
ServiceMaster Co., LLC (The)
7.45%, 8/15/27		20		21,360
United Rentals North America, Inc.
7.625%, 4/15/22		15		16,050
6.125%, 6/15/23		5		5,275

			$	486,635

Cable and Satellite Television — 0.6%
CCO Holdings, LLC/CCO Holdings Capital Corp.
5.25%, 9/30/22		80	$	83,800
5.75%, 1/15/24		5		5,325
5.375%, 5/1/25⁽⁷⁾		40		42,050
5.75%, 2/15/26⁽⁷⁾		20		21,250
CSC Holdings, LLC
8.625%, 2/15/19		5		5,597
5.25%, 6/1/24		5		4,763
DISH DBS Corp.
6.75%, 6/1/21		50		54,000
5.875%, 7/15/22		15		15,487
5.875%, 11/15/24		10		9,912
IAC/InterActiveCorp
4.875%, 11/30/18		17		17,425
Virgin Media Secured Finance PLC
5.375%, 4/15/21⁽⁷⁾		428		447,272
6.00%, 4/15/21⁽⁷⁾	GBP	428		576,614
5.50%, 1/15/25⁽⁷⁾		275		282,219

			$	1,565,714

Chemicals and Plastics — 0.8%
Hexion, Inc.
6.625%, 4/15/20		2,225	$	1,963,562
Platform Specialty Products Corp.
10.375%, 5/1/21⁽⁷⁾		5		5,413
6.50%, 2/1/22⁽⁷⁾		25		24,437
Scotts Miracle-Gro Co. (The)
6.00%, 10/15/23⁽⁷⁾		5		5,350


Security	Principal Amount* (000’s omitted)		Value
Tronox Finance, LLC
6.375%, 8/15/20		50	$	46,375
7.50%, 3/15/22⁽⁷⁾		10		9,175
W.R. Grace & Co.
5.125%, 10/1/21⁽⁷⁾		15		15,975
5.625%, 10/1/24⁽⁷⁾		5		5,469

			$	2,075,756

Commercial Services — 0.0%⁽⁸⁾
CEB, Inc.
5.625%, 6/15/23⁽⁷⁾		10	$	9,875

			$	9,875

Conglomerates — 0.0%⁽⁸⁾
Belden, Inc.
5.50%, 9/1/22⁽⁷⁾		10	$	10,475
Spectrum Brands, Inc.
6.625%, 11/15/22		20		21,750
5.75%, 7/15/25		30		32,550
TMS International Corp.
7.625%, 10/15/21⁽⁷⁾		25		21,500

			$	86,275

Consumer Products — 0.0%⁽⁸⁾
Central Garden & Pet Co.
6.125%, 11/15/23		25	$	26,938
HRG Group, Inc.
7.875%, 7/15/19		55		58,025

			$	84,963

Containers and Glass Products — 1.0%
Berry Plastics Corp.
6.00%, 10/15/22		10	$	10,600
Beverage Packaging Holdings Luxembourg II SA/Beverage Packaging Holdings II Issuer, Inc.
5.625%, 12/15/16⁽⁷⁾		5		5,006
Owens-Brockway Glass Container, Inc.
5.875%, 8/15/23⁽⁷⁾		15		16,134
6.375%, 8/15/25⁽⁷⁾		5		5,516
Reynolds Group Holdings, Inc.
5.75%, 10/15/20		1,975		2,039,188
4.127%, 7/15/21⁽⁷⁾⁽⁹⁾		450		457,875

			$	2,534,319

Distribution & Wholesale — 0.0%⁽⁸⁾
American Tire Distributors, Inc.
10.25%, 3/1/22⁽⁷⁾		30	$	27,450

			$	27,450

Diversified Financial Services — 0.0%⁽⁸⁾
Argos Merger Sub, Inc.
7.125%, 3/15/23⁽⁷⁾		45	$	47,362
Double Eagle Acquisition Sub, Inc.
7.50%, 10/1/24^(7)(10)		15		15,319
Quicken Loans, Inc.
5.75%, 5/1/25⁽⁷⁾		10		9,975

			$	72,656

Drugs — 0.1%
Jaguar Holding Co. II/Pharmaceutical Product Development, LLC
6.375%, 8/1/23⁽⁷⁾		60	$	62,550


Security	Principal Amount* (000’s omitted)		Value
Mallinckrodt International Finance S.A./Mallinckrodt CB, LLC
4.875%, 4/15/20⁽⁷⁾		15	$	15,375
5.625%, 10/15/23⁽⁷⁾		25		24,063
5.50%, 4/15/25⁽⁷⁾		15		14,325
Valeant Pharmaceuticals International, Inc.
6.375%, 10/15/20⁽⁷⁾		90		84,825
7.50%, 7/15/21⁽⁷⁾		25		24,281
5.625%, 12/1/21⁽⁷⁾		10		8,975
5.875%, 5/15/23⁽⁷⁾		35		30,430
6.125%, 4/15/25⁽⁷⁾		30		25,912

			$	290,736

Ecological Services and Equipment — 0.0%⁽⁸⁾
Advanced Disposal Services, Inc.
8.25%, 10/1/20		25	$	26,281
Clean Harbors, Inc.
5.25%, 8/1/20		25		25,763
5.125%, 6/1/21		30		30,825
Covanta Holding Corp.
5.875%, 3/1/24		10		10,075

			$	92,944

Electric Utilities — 0.0%⁽⁸⁾
NRG Yield Operating, LLC
5.375%, 8/15/24		10	$	10,325
5.00%, 9/15/26⁽⁷⁾		15		14,738

			$	25,063

Electronics/Electrical — 0.4%
Anixter, Inc.
5.50%, 3/1/23		20	$	21,025
CommScope, Inc.
4.375%, 6/15/20⁽⁷⁾		10		10,325
Infor (US), Inc.
5.75%, 8/15/20⁽⁷⁾		10		10,538
6.50%, 5/15/22		25		25,437
Informatica, LLC
7.125%, 7/15/23⁽⁷⁾		5		4,675
Nuance Communications, Inc.
5.375%, 8/15/20⁽⁷⁾		20		20,550
SS&C Technologies Holdings, Inc.
5.875%, 7/15/23		25		26,437
Western Digital Corp.
7.375%, 4/1/23⁽⁷⁾		675		742,500
Zebra Technologies Corp.
7.25%, 10/15/22		45		49,050

			$	910,537

Equipment Leasing — 0.1%
International Lease Finance Corp.
7.125%, 9/1/18⁽⁷⁾		175	$	191,406

			$	191,406

Financial Intermediaries — 0.3%
CIT Group, Inc.
5.50%, 2/15/19⁽⁷⁾		25	$	26,500
5.375%, 5/15/20		5		5,356
First Data Corp.
6.75%, 11/1/20⁽⁷⁾		406		420,288
7.00%, 12/1/23⁽⁷⁾		65		68,900
5.00%, 1/15/24⁽⁷⁾		10		10,187


Security	Principal Amount* (000’s omitted)		Value
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.
3.50%, 3/15/17		20	$	20,074
6.00%, 8/1/20		20		20,150
JPMorgan Chase & Co.
Series S, 6.75% to 2/1/24^(11)(12)		35		39,069
Navient Corp.
5.50%, 1/15/19		45		45,787
5.00%, 10/26/20		10		9,888

			$	666,199

Financial Services — 0.0%⁽⁸⁾
Solera, LLC/Solera Finance, Inc.
10.50%, 3/1/24⁽⁷⁾		10	$	11,200

			$	11,200

Food Products — 0.4%
Dean Foods Co.
6.50%, 3/15/23⁽⁷⁾		20	$	21,250
Iceland Bondco PLC
4.778%, 7/15/20⁽⁷⁾⁽⁹⁾	GBP	750		904,064
Post Holdings, Inc.
6.75%, 12/1/21⁽⁷⁾		10		10,775
6.00%, 12/15/22⁽⁷⁾		15		15,900
7.75%, 3/15/24⁽⁷⁾		15		16,875
8.00%, 7/15/25⁽⁷⁾		5		5,747
WhiteWave Foods Co. (The)
5.375%, 10/1/22		10		11,400

			$	986,011

Food Service — 0.0%⁽⁸⁾
1011778 B.C. Unlimited Liability Company/New Red Finance, Inc.
4.625%, 1/15/22⁽⁷⁾		25	$	26,062
6.00%, 4/1/22⁽⁷⁾		50		52,500
Yum! Brands, Inc.
5.30%, 9/15/19		5		5,425
3.75%, 11/1/21		10		10,188

			$	94,175

Food/Drug Retailers — 0.0%⁽⁸⁾
Rite Aid Corp.
6.125%, 4/1/23⁽⁷⁾		50	$	54,063

			$	54,063

Health Care — 1.2%
Alere, Inc.
7.25%, 7/1/18		5	$	5,116
6.50%, 6/15/20		15		15,075
6.375%, 7/1/23⁽⁷⁾		30		30,750
AmSurg Corp.
5.625%, 11/30/20		30		30,900
5.625%, 7/15/22		20		20,525
Capsugel SA
7.00%, 5/15/19^(7)(13)		8		8,025
Centene Corp.
4.75%, 5/15/22		10		10,375
CHS/Community Health Systems, Inc.
5.125%, 8/15/18		1,115		1,126,261
7.125%, 7/15/20		65		60,742
DJO Finco, Inc./DJO Finance, LLC/DJO Finance Corp.
8.125%, 6/15/21⁽⁷⁾		15		13,988
HCA Holdings, Inc.
6.25%, 2/15/21		40		43,500


Security	Principal Amount* (000’s omitted)		Value
HCA, Inc.
6.50%, 2/15/20		10	$	11,100
5.875%, 2/15/26		10		10,675
Hill-Rom Holdings, Inc.
5.75%, 9/1/23⁽⁷⁾		10		10,723
Hologic, Inc.
5.25%, 7/15/22⁽⁷⁾		30		31,950
IMS Health, Inc.
6.00%, 11/1/20⁽⁷⁾		40		40,625
inVentiv Health, Inc.
9.00%, 1/15/18⁽⁷⁾		625		642,969
Kinetic Concepts, Inc./KCI USA, Inc.
10.50%, 11/1/18		25		26,287
Opal Acquisition, Inc.
8.875%, 12/15/21⁽⁷⁾		25		20,625
RegionalCare Hospital Partners Holdings, Inc.
8.25%, 5/1/23⁽⁷⁾		625		646,875
Surgical Care Affiliates, Inc.
6.00%, 4/1/23⁽⁷⁾		15		15,825
Teleflex, Inc.
5.25%, 6/15/24		10		10,475
Tenet Healthcare Corp.
6.00%, 10/1/20		20		21,200
4.375%, 10/1/21		300		300,000
8.125%, 4/1/22		40		40,200
6.75%, 6/15/23		10		9,325
WellCare Health Plans, Inc.
5.75%, 11/15/20		45		46,491

			$	3,250,602

Home Furnishings — 0.0%⁽⁸⁾
Tempur Sealy International, Inc.
5.625%, 10/15/23		15	$	15,938

			$	15,938

Industrial Equipment — 0.0%⁽⁸⁾
BlueLine Rental Finance Corp.
7.00%, 2/1/19⁽⁷⁾		25	$	21,938
Erickson Air-Crane, Inc., Promissory Note
6.00%, 11/2/20^(3)(14)		26		6,481
Vander Intermediate Holding II Corp.
9.75%, 2/1/19^(7)(13)		21		10,756

			$	39,175

Insurance — 0.1%
Hub Holdings, LLC/Hub Holdings Finance, Inc.
8.125%, 7/15/19^(7)(13)		20	$	19,600
Hub International, Ltd.
7.875%, 10/1/21⁽⁷⁾		25		25,563
USI, Inc.
7.75%, 1/15/21⁽⁷⁾		40		40,800
Wayne Merger Sub, LLC
8.25%, 8/1/23⁽⁷⁾		20		20,375

			$	106,338

Internet Software & Services — 0.0%⁽⁸⁾
Netflix, Inc.
5.50%, 2/15/22		20	$	21,625
5.875%, 2/15/25		20		21,750
Riverbed Technology, Inc.
8.875%, 3/1/23⁽⁷⁾		15		16,106

			$	59,481


Security	Principal Amount* (000’s omitted)		Value
Leisure Goods/Activities/Movies — 0.1%
NCL Corp., Ltd.
5.25%, 11/15/19⁽⁷⁾		10	$	10,150
4.625%, 11/15/20⁽⁷⁾		20		20,100
Regal Entertainment Group
5.75%, 3/15/22		15		15,488
Royal Caribbean Cruises, Ltd.
7.25%, 3/15/18		20		21,525
Sabre GLBL, Inc.
5.375%, 4/15/23⁽⁷⁾		10		10,325
5.25%, 11/15/23⁽⁷⁾		20		20,450
Viking Cruises, Ltd.
8.50%, 10/15/22⁽⁷⁾		35		36,050
6.25%, 5/15/25⁽⁷⁾		20		18,800

			$	152,888

Lodging and Casinos — 0.9%
Buffalo Thunder Development Authority
11.00%, 12/9/22⁽⁷⁾		124	$	64,906
Caesars Entertainment Operating Co., Inc.
8.50%, 2/15/20⁽⁶⁾		1,075		1,128,750
9.00%, 2/15/20⁽⁶⁾		825		855,312
ESH Hospitality, Inc.
5.25%, 5/1/25⁽⁷⁾		15		15,056
GLP Capital, L.P./GLP Financing II, Inc.
4.875%, 11/1/20		35		37,887
Hilton Worldwide Finance, LLC/Hilton Worldwide Finance Corp.
5.625%, 10/15/21		45		46,353
MGM Resorts International
6.625%, 12/15/21		40		45,200
7.75%, 3/15/22		15		17,438
6.00%, 3/15/23		25		27,188
RHP Hotel Properties, L.P./RHP Finance Corp.
5.00%, 4/15/23		15		15,300
Station Casinos, LLC
7.50%, 3/1/21		20		21,174
Tunica-Biloxi Gaming Authority
9.00%, 11/15/15⁽⁶⁾⁽⁷⁾		165		74,250

			$	2,348,814

Nonferrous Metals/Minerals — 0.1%
Eldorado Gold Corp.
6.125%, 12/15/20⁽⁷⁾		55	$	55,660
Imperial Metals Corp.
7.00%, 3/15/19⁽⁷⁾		10		9,450
Kissner Milling Co., Ltd.
7.25%, 6/1/19⁽⁷⁾		45		47,025
New Gold, Inc.
6.25%, 11/15/22⁽⁷⁾		35		35,962
SunCoke Energy Partners, L.P./SunCoke Energy Partners Finance Corp.
7.375%, 2/1/20		20		18,800

			$	166,897

Oil and Gas — 0.6%
Antero Resources Corp.
6.00%, 12/1/20		5	$	5,175
5.375%, 11/1/21		40		40,700
5.625%, 6/1/23		15		15,356
Blue Racer Midstream, LLC/Blue Racer Finance Corp.
6.125%, 11/15/22⁽⁷⁾		10		9,825


Security	Principal Amount* (000’s omitted)		Value
Bonanza Creek Energy, Inc.
6.75%, 4/15/21		25	$	11,688
Canbriam Energy, Inc.
9.75%, 11/15/19⁽⁷⁾		10		10,550
CITGO Petroleum Corp.
6.25%, 8/15/22⁽⁷⁾		325		318,500
Concho Resources, Inc.
5.50%, 4/1/23		105		108,806
CrownRock, L.P./CrownRock Finance, Inc.
7.125%, 4/15/21⁽⁷⁾		35		36,750
7.75%, 2/15/23⁽⁷⁾		30		32,325
CVR Refining, LLC/Coffeyville Finance, Inc.
6.50%, 11/1/22		65		59,150
Denbury Resources, Inc.
5.50%, 5/1/22		5		3,613
Endeavor Energy Resources, L.P./EER Finance, Inc.
7.00%, 8/15/21⁽⁷⁾		40		41,300
8.125%, 9/15/23⁽⁷⁾		10		10,700
Energy Transfer Equity, L.P.
5.875%, 1/15/24		30		31,275
EP Energy, LLC/Everest Acquisition Finance, Inc.
7.75%, 9/1/22		35		21,000
Gulfport Energy Corp.
7.75%, 11/1/20		65		67,762
6.625%, 5/1/23		30		30,900
Matador Resources Co.
6.875%, 4/15/23		20		20,800
Newfield Exploration Co.
5.625%, 7/1/24		65		66,950
Noble Energy, Inc.
5.625%, 5/1/21		13		13,557
Paramount Resources, Ltd.
6.875%, 6/30/23⁽⁷⁾		15		15,638
PBF Holding Co., LLC/PBF Finance Corp.
8.25%, 2/15/20		8		8,292
PBF Logistics, L.P./PBF Logistics Finance Corp.
6.875%, 5/15/23		20		19,375
RSP Permian, Inc.
6.625%, 10/1/22		40		42,100
Sabine Pass Liquefaction, LLC
5.625%, 3/1/25		95		102,481
Sabine Pass LNG, L.P.
6.50%, 11/1/20		55		56,959
Seven Generations Energy, Ltd.
8.25%, 5/15/20⁽⁷⁾		65		69,469
6.75%, 5/1/23⁽⁷⁾		25		26,062
Seventy Seven Energy, Inc.
6.50%, 7/15/22⁽⁶⁾		10		0
SM Energy Co.
6.125%, 11/15/22		10		10,050
6.50%, 1/1/23		45		45,675
Sunoco, L.P./Sunoco Finance Corp.
6.375%, 4/1/23⁽⁷⁾		20		20,650
Tesoro Corp.
5.375%, 10/1/22		50		52,187
Tesoro Logistics, L.P./Tesoro Logistics Finance Corp.
5.50%, 10/15/19		5		5,350
6.25%, 10/15/22		15		16,088


Security	Principal Amount* (000’s omitted)		Value
Triangle USA Petroleum Corp.
6.75%, 7/15/22⁽⁶⁾⁽⁷⁾		15	$	3,375
Williams Cos., Inc. (The)
4.55%, 6/24/24		5		5,123
Williams Partners, L.P./ACMP Finance Corp.
4.875%, 3/15/24		5		5,061

			$	1,460,617

Publishing — 0.1%
Laureate Education, Inc.
9.25%, 9/1/19⁽⁷⁾		285	$	274,740
MHGE Parent, LLC/MHGE Parent Finance, Inc.
8.50%, 8/1/19^(7)(13)		10		10,175
Tribune Media Co.
5.875%, 7/15/22		30		30,506

			$	315,421

Radio and Television — 0.4%
Clear Channel Worldwide Holdings, Inc.
Series A, 6.50%, 11/15/22		25	$	25,312
Series B, 6.50%, 11/15/22		50		52,312
iHeartCommunications, Inc.
9.00%, 12/15/19		451		358,545
11.25%, 3/1/21		20		15,550
Nielsen Co. Luxembourg S.a.r.l. (The)
5.50%, 10/1/21⁽⁷⁾		15		15,675
Sirius XM Radio, Inc.
6.00%, 7/15/24⁽⁷⁾		40		42,750
Starz, LLC/Starz Finance Corp.
5.00%, 9/15/19		35		35,517
Univision Communications, Inc.
6.75%, 9/15/22⁽⁷⁾		384		408,960
5.125%, 5/15/23⁽⁷⁾		15		15,263

			$	969,884

Real Estate Investment Trusts (REITs) — 0.0%⁽⁸⁾
Communications Sales & Leasing, Inc./CSL Capital, LLC
8.25%, 10/15/23		5	$	5,272

			$	5,272

Retailers (Except Food and Drug) — 0.3%
Chinos Intermediate Holdings A, Inc.
7.75%, 5/1/19^(7)(13)		26	$	9,051
Dollar Tree, Inc.
5.25%, 3/1/20		20		20,850
5.75%, 3/1/23		50		54,063
Fresh Market, Inc. (The)
9.75%, 5/1/23⁽⁷⁾		575		514,625
Hot Topic, Inc.
9.25%, 6/15/21⁽⁷⁾		60		63,900
L Brands, Inc.
6.875%, 11/1/35		20		21,900
Michaels Stores, Inc.
5.875%, 12/15/20⁽⁷⁾		20		20,775
Murphy Oil USA, Inc.
6.00%, 8/15/23		60		63,375
Party City Holdings, Inc.
6.125%, 8/15/23⁽⁷⁾		25		26,781
Sally Holdings, LLC/Sally Capital, Inc.
5.75%, 6/1/22		30		31,425
Vista Outdoor, Inc.
5.875%, 10/1/23⁽⁷⁾		20		21,000

			$	847,745


Security	Principal Amount* (000’s omitted)		Value
Road & Rail — 0.0%⁽⁸⁾
Watco Cos., LLC/Watco Finance Corp.
6.375%, 4/1/23⁽⁷⁾		20	$	20,300

			$	20,300

Software and Services — 0.0%⁽⁸⁾
IHS Markit, Ltd.
5.00%, 11/1/22⁽⁷⁾		25	$	26,578
Infor Software Parent, LLC/Infor Software Parent, Inc.
7.125%, 5/1/21^(7)(13)		25		24,375

			$	50,953

Steel — 0.0%⁽⁸⁾
ArcelorMittal
7.25%, 2/25/22		10	$	11,400

			$	11,400

Surface Transport — 0.0%⁽⁸⁾
Hertz Corp. (The)
6.25%, 10/15/22		20	$	20,700
XPO Logistics, Inc.
6.50%, 6/15/22⁽⁷⁾		30		31,463

			$	52,163

Technology — 0.0%⁽⁸⁾
Micron Technology, Inc.
5.25%, 8/1/23⁽⁷⁾		5	$	4,925
5.625%, 1/15/26⁽⁷⁾		10		9,675

			$	14,600

Telecommunications — 0.6%
Avaya, Inc.
9.00%, 4/1/19⁽⁷⁾		20	$	15,050
CenturyLink, Inc.
6.75%, 12/1/23		15		15,656
CommScope Technologies Finance, LLC
6.00%, 6/15/25⁽⁷⁾		20		21,425
Frontier Communications Corp.
6.25%, 9/15/21		15		14,494
10.50%, 9/15/22		10		10,638
7.625%, 4/15/24		10		9,400
6.875%, 1/15/25		20		17,775
11.00%, 9/15/25		25		26,156
Intelsat Jackson Holdings S.A.
7.25%, 10/15/20		45		35,100
7.50%, 4/1/21		5		3,800
Intelsat Luxembourg S.A.
7.75%, 6/1/21		35		11,812
8.125%, 6/1/23		40		13,700
Level 3 Financing, Inc.
5.375%, 1/15/24		10		10,444
Sprint Communications, Inc.
7.00%, 8/15/20		345		348,450
6.00%, 11/15/22		5		4,706
Sprint Corp.
7.25%, 9/15/21		25		25,250
7.875%, 9/15/23		105		106,575
7.625%, 2/15/25		20		19,900
T-Mobile USA, Inc.
6.25%, 4/1/21		15		15,797
6.633%, 4/28/21		20		21,125
6.731%, 4/28/22		5		5,269
6.625%, 4/1/23		20		21,550


Security	Principal Amount* (000’s omitted)		Value
6.375%, 3/1/25		15	$	16,350
6.50%, 1/15/26		45		50,006
Wind Acquisition Finance SA
4.954%, 4/30/19⁽⁷⁾⁽⁹⁾	EUR	250		285,317
6.50%, 4/30/20⁽⁷⁾		225		236,250
3.705%, 7/15/20⁽⁷⁾⁽⁹⁾	EUR	225		253,335

			$	1,615,330

Utilities — 0.6%
AES Corp. (The)
5.50%, 3/15/24		10	$	10,400
Calpine Corp.
5.375%, 1/15/23		20		20,025
7.875%, 1/15/23⁽⁷⁾		980		1,036,350
5.75%, 1/15/25		5		4,950
5.25%, 6/1/26⁽⁷⁾		500		507,500
Dynegy, Inc.
6.75%, 11/1/19		30		30,900
7.375%, 11/1/22		25		24,812
7.625%, 11/1/24		25		24,675

			$	1,659,612


Total Corporate Bonds & Notes (identified cost $24,642,983)			$	24,034,566


Asset-Backed Securities — 6.2%

Security	Principal Amount (000’s omitted)		Value
ALM Loan Funding, Ltd.
Series 2015-16A, Class D, 6.03%, 7/15/27⁽⁷⁾⁽⁹⁾	$	500	$	450,929
Apidos CLO XIX
Series 2014-19A, Class E, 6.129%, 10/17/26⁽⁷⁾⁽⁹⁾		1,000		901,640
Apidos CLO XVII
Series 2014-17A, Class C, 3.979%, 4/17/26⁽⁷⁾⁽⁹⁾		500		478,160
Series 2014-17A, Class D, 5.429%, 4/17/26⁽⁷⁾⁽⁹⁾		500		432,110
Apidos CLO XXI
Series 2015-21A, Class D, 6.229%, 7/18/27⁽⁷⁾⁽⁹⁾		500		446,088
Ares CLO, Ltd.
Series 2014-32A, Class D, 6.517%, 11/15/25⁽⁷⁾⁽⁹⁾		1,000		935,337
Series 2015-2A, Class E2, 5.952%, 7/29/26⁽⁷⁾⁽⁹⁾		500		451,817
Babson CLO, Ltd.
Series 2013-IA, Class D, 4.196%, 4/20/25⁽⁷⁾⁽⁹⁾		175		171,087
Birchwood Park CLO, Ltd.
Series 2014-1A, Class E1, 5.78%, 7/15/26⁽⁷⁾⁽⁹⁾		300		252,083
Carlyle Global Market Strategies CLO, Ltd.
Series 2012-3A, Class DR, 6.173%, 10/14/28⁽⁷⁾⁽⁹⁾		600		601,966
Series 2014-4A, Class E, 5.88%, 10/15/26⁽⁷⁾⁽⁹⁾		1,000		889,958
Series 2015-5A, Class D, 6.796%, 1/20/28⁽⁷⁾⁽⁹⁾		500		464,007
Centurion CDO IX Ltd.
Series 2005-9A, Class D1, 5.429%, 7/17/19⁽⁷⁾⁽⁹⁾		500		500,020
Cumberland Park CLO, Ltd.
Series 2015-2A, Class E, 5.696%, 7/20/26⁽⁷⁾⁽⁹⁾		1,000		883,049
Dryden XL Senior Loan Fund
Series 2015-40A, Class E, 6.767%, 8/15/28⁽⁷⁾⁽⁹⁾		500		461,117
Dryden XXVIII Senior Loan Fund
Series 2013-28A, Class B1L, 4.017%, 8/15/25⁽⁷⁾⁽⁹⁾		320		301,822
Series 2013-28A, Class B2L, 4.717%, 8/15/25⁽⁷⁾⁽⁹⁾		215		185,701
Galaxy CLO, Ltd.
Series 2015-21A, Class E1, 6.296%, 1/20/28⁽⁷⁾⁽⁹⁾		500		461,357


Security	Principal Amount (000’s omitted)		Value
Golub Capital Partners CLO, Ltd.
Series 2015-23A, Class E, 6.528%, 5/5/27⁽⁷⁾⁽⁹⁾	$	1,000	$	901,233
Oak Hill Credit Partners VIII, Ltd.
Series 2013-8A, Class D, 4.196%, 4/20/25⁽⁷⁾⁽⁹⁾		200		192,495
Oak Hill Credit Partners XI, Ltd.
Series 2015-11A, Class E, 7.396%, 10/20/28⁽⁷⁾⁽⁹⁾		500		489,104
Octagon Investment Partners XVI Ltd.
Series 2013-1A, Class D, 4.029%, 7/17/25⁽⁷⁾⁽⁹⁾		475		462,055
Series 2013-1A, Class E, 5.179%, 7/17/25⁽⁷⁾⁽⁹⁾		550		489,927
Octagon Investment Partners XXIII, Ltd.
Series 2015-1A, Class E2, 7.18%, 7/15/27⁽⁷⁾⁽⁹⁾		1,000		969,331
Palmer Square CLO, Ltd.
Series 2015-2A, Class D, 6.146%, 7/20/27⁽⁷⁾⁽⁹⁾		600		539,710
Recette CLO, LLC
Series 2015-1A, Class E, 6.396%, 10/20/27⁽⁷⁾⁽⁹⁾		500		461,589
Schiller Park CLO, Ltd.
Series 2007-1A, Class D, 3.215%, 4/25/21⁽⁷⁾⁽⁹⁾		1,000		1,003,902
Westcott Park CLO, Ltd.
Series 2016-1A, Class E, 7.896%, 7/20/28⁽⁷⁾⁽⁹⁾		800		789,946
Ziggurat CLO, Ltd.
Series 2014-1A, Class E, 5.679%, 10/17/26⁽⁷⁾⁽⁹⁾		1,000		837,407


Total Asset-Backed Securities (identified cost $16,717,619)			$	16,404,947


Common Stocks — 1.4%

Security	Shares		Value
Aerospace and Defense — 0.1%
IAP Global Services, LLC^(3)(14)(15)		29	$	333,173

			$	333,173

Automotive — 0.1%
Dayco Products, LLC^(14)(15)		10,159	$	284,452

			$	284,452

Business Equipment and Services — 0.1%
Education Management Corp.^(14)(15)		1,612,262	$	100,927
RCS Capital Corp.^(3)(14)(15)		27,470		206,025

			$	306,952

Energy — 0.1%
Contura Energy, Inc.^(14)(15)		7,203	$	226,894

			$	226,894

Health Care — 0.0%⁽⁸⁾
New Millennium Holdco, Inc.^(14)(15)		35,156	$	23,291

			$	23,291

Lodging and Casinos — 0.4%
Affinity Gaming, LLC^(3)(14)(15)		23,498	$	411,220
Tropicana Entertainment, Inc.^(14)(15)		25,430		603,963

			$	1,015,183

Nonferrous Metals/Minerals — 0.0%
ASP United/GHX Holding, LLC^(3)(14)(15)		352	$	0

			$	0

Oil and Gas — 0.0%⁽⁸⁾
Seventy Seven Energy, Inc.^(14)(15)		15	$	283
Southcross Holdings Group, LLC^(3)(14)(15)		30		0
Southcross Holdings L.P., Class A^(14)(15)		30		11,175

			$	11,458


Security	Shares		Value
Publishing — 0.6%
ION Media Networks, Inc.^(3)(14)(15)		2,155	$	1,223,351
MediaNews Group, Inc.^(3)(14)(15)		5,771		198,182
Nelson Education Ltd.^(3)(14)(15)		27,293		0

			$	1,421,533


Total Common Stocks (identified cost $1,477,520)			$	3,622,936


Convertible Preferred Stocks — 0.0%⁽⁸⁾

Security	Shares		Value
Business Equipment and Services — 0.0%⁽⁸⁾
Education Management Corp., Series A-1, 7.50%^(3)(14)(15)		1,793	$	717


Total Convertible Preferred Stocks (identified cost $126,544)			$	717


Preferred Stocks — 0.0%⁽⁸⁾

Security	Shares		Value
Nonferrous Metals/Minerals — 0.0%⁽⁸⁾
Alpha Natural Resources Holdings, Inc., Class A^(14)(15)		5,351	$	2,655
ANR, Inc., Class A^(3)(14)(15)		5,351		17,177


Total Preferred Stocks (identified cost $10,167)			$	19,832


Closed-End Funds — 2.2%

Security	Shares		Value
BlackRock Floating Rate Income Strategies Fund, Inc.		49,400	$	684,684
Invesco Senior Income Trust		238,872		1,034,316
Nuveen Credit Strategies Income Fund		180,539		1,530,971
Nuveen Floating Rate Income Fund		73,198		807,374
Nuveen Floating Rate Income Opportunity Fund		51,054		564,657
Voya Prime Rate Trust		196,084		1,035,323


Total Closed-End Funds (identified cost $6,015,228)			$	5,657,325


Warrants — 0.0%⁽⁸⁾

Security	Shares		Value
Oil and Gas — 0.0%⁽⁸⁾
Seventy Seven Energy, Inc., Expires 8/1/21^(14)(15)		86	$	462


Total Warrants (identified cost $6,176)			$	462


Miscellaneous — 0.0%⁽⁸⁾

Security	Principal Amount/ Shares		Value
Cable and Satellite Television — 0.0%⁽⁸⁾
ACC Claims Holdings, LLC⁽¹⁵⁾		200,340	$	1,202

			$	1,202


Security	Principal Amount/ Shares		Value
Lodging and Casinos — 0.0%⁽⁸⁾
Buffalo Thunder Development Authority, Residual Claim Certificates, Expires 11/15/29^(7)(15)	$	54,825	$	28

			$	28

Oil and Gas — 0.0%
SemGroup Corp., Escrow Certificate^(3)(15)		290,000	$	0

			$	0


Total Miscellaneous (identified cost $0)			$	1,230


Short-Term Investments — 1.5%

Description	Interest (000’s omitted)		Value
Eaton Vance Cash Reserves Fund, LLC, 0.64%⁽¹⁶⁾	$	4,072	$	4,072,071


Total Short-Term Investments (identified cost $4,072,071)			$	4,072,071


Total Investments — 157.3% (identified cost $424,240,652)			$	414,256,768


Less Unfunded Loan Commitments — (0.2)%			$	(466,303	)


Net Investments — 157.1% (identified cost $423,774,349)			$	413,790,465


Other Assets, Less Liabilities — (33.7)%			$	(88,835,096	)


Auction Preferred Shares Plus Cumulative Unpaid Dividends — (23.4)%			$	(61,600,385	)


Net Assets Applicable to Common Shares — 100.0%			$	263,354,984

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

*	In U.S. dollars unless otherwise indicated.

(1)

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

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

(4)	This Senior Loan will settle after September 30, 2016, at which time the interest rate will be determined.

(5)	Includes Staunton Luxco S.C.A. ordinary shares and Staunton Topco, Ltd. ordinary shares that trade with the loan.

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

(7)

Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At September 30, 2016, the aggregate value of these securities is $28,225,644 or 10.7% of the Trust’s net assets applicable to common shares.

(8)	Amount is less than 0.05%.

(9)	Variable rate security. The stated interest rate represents the rate in effect at September 30, 2016.

(10)	When-issued security.

(11)	Security converts to floating rate after the indicated fixed-rate coupon period.

(12)	Perpetual security with no stated maturity date but may be subject to calls by the issuer.

(13)	Represents a payment-in-kind security which may pay interest in additional principal at the issuer’s discretion. For corporate bonds, the interest rate paid in additional principal is generally higher than the indicated cash rate.

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

(15)	Non-income producing security.

(16)

Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of September 30, 2016. Net income allocated from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended September 30, 2016 was $7,477.

Forward Foreign Currency Exchange Contracts


Currency Purchased		Currency Sold			Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
USD	2,663,245		EUR	2,413,540	Goldman Sachs International		10/31/16	$	—	$	(51,406	)
USD	739,648		CAD	968,340	Goldman Sachs International		11/30/16		1,248		—
USD	554,584		CAD	725,000	HSBC Bank USA, N.A.		11/30/16		1,741		—
USD	562,894		EUR	500,000	Deutsche Bank AG		11/30/16		—		(212	)
USD	2,650,880		EUR	2,340,010	State Street Bank and Trust Company		11/30/16		15,537		—
USD	2,490,885		GBP	1,881,512	HSBC Bank USA, N.A.		11/30/16		49,611		—
USD	3,723,389		EUR	3,299,005	HSBC Bank USA, N.A.		12/30/16		2,280		—

								$	70,417	$	(51,618	)

Abbreviations:



DIP	-	Debtor in Possession

PIK	-	Payment In Kind

Currency Abbreviations:



CAD	-	Canadian Dollar

EUR	-	Euro

GBP	-	British Pound Sterling

USD	-	United States Dollar

At September 30, 2016, the Trust had sufficient cash and/or securities to cover commitments under open derivative 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.

At September 30, 2016, the aggregate fair value of open derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) in an asset position and in a liability position and whose primary underlying risk exposure is foreign exchange risk was $70,417 and $51,618, respectively.

The cost and unrealized appreciation (depreciation) of investments of the Trust at September 30, 2016, as determined on a federal income tax basis, were as follows:


Aggregate cost	$	423,860,385

Gross unrealized appreciation	$	5,458,405
Gross unrealized depreciation		(15,528,325	)

Net unrealized depreciation	$	(10,069,920	)

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 September 30, 2016, the hierarchy of inputs used in valuing the Trust’s investments and open derivative instruments, which are carried at value, were as follows:


Asset Description	Level 1		Level 2			Level 3*		Total
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)	$	—	$	358,566,896		$	1,409,483	$	359,976,379
Corporate Bonds & Notes		—		24,028,085			6,481		24,034,566
Asset-Backed Securities		—		16,404,947			—		16,404,947
Common Stocks		604,246		646,739			2,371,951		3,622,936
Convertible Preferred Stocks		—		—			717		717
Preferred Stocks		—		2,655			17,177		19,832
Closed-End Funds		5,657,325		—			—		5,657,325
Warrants		—		462			—		462
Miscellaneous		—		1,230			0		1,230
Short-Term Investments		—		4,072,071			—		4,072,071
Total Investments	$	6,261,571	$	403,723,085		$	3,805,809	$	413,790,465
Forward Foreign Currency Exchange Contracts	$	—	$	70,417		$	—	$	70,417
Total	$	6,261,571	$	403,793,502		$	3,805,809	$	413,860,882

Liability Description
Forward Foreign Currency Exchange Contracts	$	—	$	(51,618	)	$	—	$	(51,618	)
Total	$	—	$	(51,618	)	$	—	$	(51,618	)

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended September 30, 2016 is not presented. At September 30, 2016, there were no investments transferred between Level 1 and Level 2 during the fiscal year to date then ended.

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

Item 2. Controls and Procedures

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

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

Signatures

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

Eaton Vance Senior Income Trust



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

Date:		November 21, 2016

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



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

Date:		November 21, 2016



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

Date:		November 21, 2016