UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED
SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number |
811-09013 |
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Eaton Vance Senior Income Trust |
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(Exact name of registrant as specified in charter) |
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The Eaton Vance Building, 255 State Street, Boston, Massachusetts |
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02109 |
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(Address of principal executive offices) |
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(Zip code) |
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Alan R. Dynner |
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(Name and address of agent for service) |
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Registrants telephone number, including area code: |
(617) 482-8260 |
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Date of fiscal year end: |
June 30 |
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Date of reporting period: |
June 30, 2005 |
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Item 1. Reports to Stockholders
Annual Report June 30, 2005
EATON VANCE
SENIOR
INCOME
TRUST
IMPORTANT NOTICES REGARDING PRIVACY,
DELIVERY OF SHAREHOLDER DOCUMENTS,
PORTFOLIO HOLDINGS, AND PROXY VOTING
Privacy. The Eaton Vance organization is committed to ensuring your financial privacy. Each of the financial institutions identified below has in effect the following policy ("Privacy Policy") with respect to nonpublic personal information about its customers:
Only such information received from you, through application forms or otherwise, and information about your Eaton Vance fund transactions will be collected. This may include information such as name, address, social security number, tax status, account balances and transactions.
None of such information about you (or former customers) will be disclosed to anyone, except as permitted by law (which includes disclosure to employees necessary to service your account). In the normal course of servicing a customer's account, Eaton Vance may share information with unaffiliated third parties that perform various required services such as transfer agents, custodians and broker/dealers.
Policies and procedures (including physical, electronic and procedural safeguards) are in place that are designed to protect the confidentiality of such information.
We reserve the right to change our Privacy Policy at any time upon proper notification to you. Customers may want to review our Policy periodically for changes by accessing the link on our homepage: www.eatonvance.com.
Our pledge of privacy applies to the following entities within the Eaton Vance organization: the Eaton Vance Family of Funds, Eaton Vance Management, Eaton Vance Investment Counsel, Boston Management and Research, and Eaton Vance Distributors, Inc.
In addition, our Privacy Policy only applies to those Eaton Vance customers who are individuals and who have a direct relationship with us. If a customer's account (i.e., fund shares) is held in the name of a third-party financial adviser/broker-dealer, it is likely that only such adviser's privacy policies apply to the customer. This notice supersedes all previously issued privacy disclosures.
For more information about Eaton Vance's Privacy Policy, please call 1-800-262-1122.
Delivery of Shareholder Documents. The Securities and Exchange Commission (the "SEC") permits funds to deliver only one copy of shareholder documents, including prospectuses, proxy statements and shareholder reports, to fund investors with multiple accounts at the same residential or post office box address. This practice is often called "householding" and it helps eliminate duplicate mailings to shareholders.
Eaton Vance, or your financial adviser, may household the mailing of your documents indefinitely unless you instruct Eaton Vance, or your financial adviser, otherwise.
If you would prefer that your Eaton Vance documents not be householded, please contact Eaton Vance at 1-800-262-1122, or contact your financial adviser.
Your instructions that householding not apply to delivery of your Eaton Vance documents will be effective within 30 days of receipt by Eaton Vance or your financial adviser.
Portfolio Holdings. Each Eaton Vance Fund and Portfolio (if applicable) will file a schedule of its portfolio holdings on Form N-Q with the SEC for the first and third quarters of each fiscal year. The Form N-Q will be available on the Eaton Vance website www.eatonvance.com, by calling Eaton Vance at 1-800-262-1122 or in the EDGAR database on the SEC's website at www.sec.gov. Form N-Q may also be reviewed and copied at the SEC's public reference room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the public reference room).
Proxy Voting. From time to time, funds are required to vote proxies related to the securities held by the funds. The Eaton Vance Funds or their underlying Portfolios (if applicable) vote proxies according to a set of policies and procedures approved by the Funds' and Portfolios' Boards. You may obtain a description of these policies and procedures and information on how the Funds or Portfolios voted proxies relating to Portfolio securities during the most recent 12 month period ended June 30, without charge, upon request, by calling 1-800-262-1122. This description is also available on the SEC's website at www.sec.gov.
Eaton Vance Senior Income Trust as of June 30, 2005
MANAGEMENTS DISCUSSION OF FUND PERFORMANCE
The Trust
Performance for the Period ended June 30, 2005
Based on its June 2005 monthly dividend payment of $0.041 and a closing share price of $8.04, Eaton Vance Senior Income Trust, a closed-end fund traded on the New York Stock Exchange (the Trust), had a market yield of 6.12%.(1)
Based on share price (traded on the New York Stock Exchange), the Trust had a total return of -10.42% for the year ended June 30, 2005. That return was the result of a decrease in share price from $9.46 on June 30, 2004 to $8.04 on June 30, 2005 and the reinvestment of $0.456 in regular monthly dividends.(2)
Based on net asset value, the Trust had a total return of 5.16% for the year ended June 30, 2005. That return was the result of a decrease in net asset value per share from $8.78 on June 30, 2004 to $8.76 on June 30, 2005, and the reinvestment of all distributions.(2)
For performance comparison, the S&P/LSTA Leveraged Loan Index an unmanaged index of U.S. dollar-denominated leveraged loans had a total return of 4.33% for the year ended June 30, 2005.(3)
Management Discussion
The Trusts investment objective is to provide a high level of current income, consistent with preservation of capital, by investing primarily in senior, secured loans.
The Trusts investments in senior floating-rate loans represented 373 borrowers at June 30, 2005 and reflected a continued effort at diversification. The Trusts average loan size was just 0.23% of loan assets, and no industry constituted more than 7% of the Trusts total loan investments. Building and development (which includes companies that manage/own apartments, shopping malls and commercial office buildings, among others), health care, cable and satellite telvision, leisure goods/activities/movies and publishing were the Trusts largest sector weightings.*
Credit conditions remained relatively strong during the period, as companies in the Trust generally produced sufficient cash flow to meet debt service requirements. No specific sectors significantly underperformed within the Trusts portfolio. At this point in the credit cycle, we currently expect to maintain a relatively high quality portfolio, especially given the heightened liquidity and general loosening of credit standards.
Supply-and-demand factors for the loan asset class varied during the period, resulting in a small downward movement in the Trusts NAV per share. Demand exceeded supply in the first quarter of 2005, but waned slightly in the second quarter, as certain crossover investors sold loans to take advantage of wider spreads in the high-yield bond market. At the end of the period, with the loan supply having steadied, technical factors appeared to be more balanced.
Due to tight credit spreads in the high-yield bond market in the fall of 2004, the Trust continued to limit its exposure. As a percentage of each of net assets and total investments, high-yield bonds represented 16.5 and 9.7%, respectively, at June 30, 2005. A relatively low weighting limited potential NAV volatility when high-yield spreads widened in the first quarter of 2005.
At June 30, 2005, the Trust had leverage in the amount of approximately 42% of the Trusts total assets. The Trust employs leverage through the issuance of Auction Preferred Shares (APS) and participation in a commercial paper program. Use of financial leverage creates an opportunity for increased income, but, at the same time, creates special risks (including the likelihood of greater volatility of net asset value and market price of common shares). The cost of leverage rises and falls with changes in short-term interest rates. Such increases in cost of the Trusts leverage may be offset by increased income from the Trusts senior loan investments.
* Holdings and industry weightings are subject to change due to active management.
Past performance is no guarantee of future results. Returns are historical and are calculated by determining the percentage change in net asset value or share price (as applicable) with all distributions reinvested. Investment return and principal value will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Performance is for the stated time period only; due to market volatility, the Trusts current performance may be lower or higher than the quoted return.
Shares of the Trust are not insured by the FDIC and are not deposits or other obligations of, or guaranteed by, any depository institution. Shares are subject to investment risks, including possible loss of principal invested. Yield will vary.
(1) The Trusts market yield is calculated by dividing the most recent dividend per share by the share market price at the end of the period and annualizing the result.
(2) Performance results reflect the effect of leverage resulting from the Trusts issuance of Auction Preferred Shares and its participation in a commercial paper program.
(3) It is not possible to invest directly in an Index. The Indexs total return reflects changes in value of the loans comprising the Index and accrual of interest and does not reflect the commissions or expenses that would have been incurred if an investor individually purchased or sold the loans represented in the Index. Unlike the Trust, the Indexs return does not reflect the effect of leverage, such as the issuance of Auction Preferred Shares.
(4) In the event of a rise in long-term interest rates, the value of the Trusts investment portfolio could decline, which would reduce the asset coverage for its Auction Preferred Shares.
2
Eaton Vance Senior Income Trust as of June 30, 2005
PERFORMANCE
Performance (1)
Average Annual Total Return (by share price, NYSE) |
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One Year |
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-10.42 |
% |
Five Years |
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4.04 |
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Life of Fund (10/30/98) |
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4.07 |
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Average Annual Total Return (at net asset value) |
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One Year |
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5.16 |
% |
Five Years |
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4.75 |
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Life of Fund (10/30/98) |
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5.45 |
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(1) Performance results reflect the effect of leverage resulting from the Trusts issuance of Auction Preferred Shares and its participation in a commercial paper program. In the event of a rise in long-term interest rates, the value of the Trusts investment portfolio could decline, which would reduce the asset coverage for its Auction Preferred Shares.
Past performance is no guarantee of future results. Returns are historical and are calculated by determining the percentage change in net asset value or share price (as applicable) with all distributions reinvested. Investment return and principal value will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Performance is for the stated time period only; due to market volatility, the Funds current performance may be lower or higher than the quoted return.
The views expressed in this report are those of the portfolio managers and are current only through the end of the period of the report as stated on the cover. These views are subject to change at any time based upon market or other conditions, and Eaton Vance disclaims any responsibility to update such views. These views may not be relied on as investment advice and, because investment decisions for an Eaton Vance fund are based on many factors, may not be relied on as an indication of trading intent on behalf of any Eaton Vance fund.
Diversification by Industries (2)
Building & Development |
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7.1 |
% |
Healthcare |
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5.9 |
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Telecommunications |
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5.5 |
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Cable & Satellite Television |
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5.5 |
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Publishing |
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4.8 |
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Leisure Goods/Activities/Movies |
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4.5 |
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Automotive |
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4.4 |
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Chemicals & Plastics |
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4.4 |
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Oil & Gas |
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4.3 |
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Radio & Television |
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4.3 |
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Containers & Glass Products |
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4.2 |
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Lodging & Casinos |
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3.9 |
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Retailers |
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3.1 |
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Electronics/Electrical |
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3.1 |
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Food Products |
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2.8 |
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Business Equip. & Services |
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2.2 |
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Utilities |
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2.2 |
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Financial Intermediaries |
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2.2 |
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Conglomerates |
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2.0 |
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Food/Drug Retailers |
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1.9 |
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Insurance |
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1.8 |
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Food Service |
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1.8 |
% |
Home Furnishings |
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1.8 |
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Industrial Equipment |
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1.7 |
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Nonferrous Metals/Minerals |
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1.6 |
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Ecological Services & Equip. |
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1.5 |
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Forest Products |
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1.4 |
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Beverage & Tobacco |
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1.3 |
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Aerospace & Defense |
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1.0 |
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Equipment Leasing |
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0.7 |
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Air Transport |
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0.6 |
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Clothing/Textiles |
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0.6 |
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Drugs |
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0.6 |
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Surface Transport |
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0.5 |
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Cosmetics/Toiletries |
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0.5 |
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Rail Industries |
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0.2 |
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Farming/Agriculture |
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0.1 |
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Semiconductors |
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0.1 |
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Entertainment |
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0.1 |
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Consumer Products |
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0.0 |
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All others |
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0.2 |
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(2) Reflects the Trusts total investments as of June 30, 2005. Industries are shown as a percentage of the Trusts total investments. Statistics may not be representative of current or future investments and may change due to active management.
Diversification(3)
By investment type
(3) Reflects the Trusts investments as of June 30, 2005. Investment types are shown as a percentage of the Trusts total investments. Statistics may not be representative of current or future investments and may change due to active management.
3
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS
Senior Floating Rate Interests - 147.2%(1) | |||||||||||
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Aerospace and Defense - 1.7% | |||||||||||
Alliant Tech Systems, Inc. | |||||||||||
$ | 341,250 | Term Loan, 4.66%, Maturing March 31, 2009 | $ | 342,316 | |||||||
Hexcel Corp. | |||||||||||
234,333 | Term Loan, 4.91%, Maturing March 1, 2012 | 236,494 | |||||||||
K&F Industries, Inc. | |||||||||||
381,900 | Term Loan, 5.77%, Maturing November 18, 2012 | 387,117 | |||||||||
Standard Aero Holdings, Inc. | |||||||||||
1,153,046 | Term Loan, 5.68%, Maturing August 24, 2012 | 1,170,342 | |||||||||
Transdigm, Inc. | |||||||||||
1,975,000 | Term Loan, 5.44%, Maturing July 22, 2010 | 1,999,071 | |||||||||
Vought Aircraft Industries, Inc. | |||||||||||
1,129,659 | Term Loan, 5.83%, Maturing December 22, 2011 | 1,147,169 | |||||||||
$ | 5,282,509 | ||||||||||
Air Transport - 0.6% | |||||||||||
United Airlines, Inc. | |||||||||||
$ | 1,983,727 | DIP Loan, 9.75%, Maturing December 31, 2005 | $ | 1,998,605 | |||||||
$ | 1,998,605 | ||||||||||
Automotive - 7.0% | |||||||||||
Accuride Corp. | |||||||||||
$ | 1,301,539 | Term Loan, 5.65%, Maturing January 31, 2012 | $ | 1,306,094 | |||||||
Affina Group, Inc. | |||||||||||
333,325 | Term Loan, 5.44%, Maturing November 30, 2011 | 333,742 | |||||||||
Collins & Aikman Products Co. | |||||||||||
980,597 | Term Loan, 7.94%, Maturing August 31, 2011(2) | 739,908 | |||||||||
CSA Acquisition Corp. | |||||||||||
123,960 | Term Loan, 5.50%, Maturing December 23, 2011 | 124,038 | |||||||||
199,415 | Term Loan, 5.50%, Maturing December 23, 2011 | 199,539 | |||||||||
Dayco Products, LLC | |||||||||||
1,386,000 | Term Loan, 6.43%, Maturing June 23, 2011 | 1,395,963 | |||||||||
Exide Technologies | |||||||||||
474,826 | Term Loan, 6.81%, Maturing May 5, 2010 | 460,581 | |||||||||
474,826 | Term Loan, 8.56%, Maturing May 5, 2010 | 474,826 | |||||||||
Federal-Mogul Corp. | |||||||||||
750,000 | Term Loan, 5.58%, Maturing December 31, 2005 | 670,469 | |||||||||
1,500,000 | Term Loan, 5.99%, Maturing December 31, 2005 | 1,346,250 | |||||||||
763,183 | Term Loan, 7.08%, Maturing December 31, 2005 | 765,091 | |||||||||
Goodyear Tire & Rubber Co. | |||||||||||
470,000 | Term Loan, 4.67%, Maturing April 30, 2010 | 471,930 | |||||||||
1,580,000 | Term Loan, 5.89%, Maturing April 30, 2010 | 1,580,423 | |||||||||
500,000 | Term Loan, 6.64%, Maturing March 1, 2011 | 490,804 |
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Automotive (continued) | |||||||||||
HLI Operating Co., Inc. | |||||||||||
$ | 1,778,118 | Term Loan, 6.57%, Maturing June 3, 2009 | $ | 1,795,899 | |||||||
350,000 | Term Loan, 8.92%, Maturing June 3, 2010 | 351,094 | |||||||||
Key Automotive Group | |||||||||||
928,104 | Term Loan, 6.20%, Maturing June 29, 2010 | 924,623 | |||||||||
Metaldyne Corp. | |||||||||||
815,510 | Term Loan, 7.62%, Maturing December 31, 2009 | 785,608 | |||||||||
Plastech Engineered Products, Inc. | |||||||||||
474,138 | Term Loan, 8.24%, Maturing March 31, 2010 | 442,371 | |||||||||
R.J. Tower Corp. | |||||||||||
1,175,000 | DIP Loan, 6.63%, Maturing February 2, 2007 | 1,185,526 | |||||||||
Tenneco Automotive, Inc. | |||||||||||
1,194,224 | Term Loan, 5.36%, Maturing December 12, 2010 | 1,210,645 | |||||||||
TI Automotive, Ltd. | |||||||||||
648,527 | Term Loan, 6.91%, Maturing June 30, 2011 | 634,746 | |||||||||
Trimas Corp. | |||||||||||
2,143,837 | Term Loan, 6.90%, Maturing December 31, 2009 | 2,156,342 | |||||||||
TRW Automotive, Inc. | |||||||||||
1,578,841 | Term Loan, 4.38%, Maturing June 30, 2012 | 1,586,594 | |||||||||
United Components, Inc. | |||||||||||
844,358 | Term Loan, 5.75%, Maturing June 30, 2010 | 857,288 | |||||||||
$ | 22,290,394 | ||||||||||
Beverage and Tobacco - 2.1% | |||||||||||
Alliance One International, Inc. | |||||||||||
$ | 423,938 | Term Loan, 6.73%, Maturing May 13, 2010 | $ | 431,356 | |||||||
Constellation Brands, Inc. | |||||||||||
2,234,942 | Term Loan, 5.15%, Maturing November 30, 2011 | 2,259,463 | |||||||||
Culligan International Co. | |||||||||||
850,000 | Term Loan, 5.71%, Maturing September 30, 2011 | 860,094 | |||||||||
DS Waters, L.P. | |||||||||||
306,354 | Term Loan, 7.83%, Maturing November 7, 2009 | 297,068 | |||||||||
National Dairy Holdings, L.P. | |||||||||||
159,600 | Term Loan, 5.33%, Maturing March 15, 2012 | 161,595 | |||||||||
Southern Wine & Spirits of America | |||||||||||
2,427,744 | Term Loan, 4.99%, Maturing May 31, 2012 | 2,444,435 | |||||||||
Sunny Delight Beverages Co. | |||||||||||
364,412 | Term Loan, 7.54%, Maturing August 20, 2010 | 367,145 | |||||||||
$ | 6,821,156 | ||||||||||
Building and Development - 11.8% | |||||||||||
AIMCO Properties, L.P. | |||||||||||
$ | 700,000 | Term Loan, 5.16%, Maturing November 2, 2009 | $ | 706,125 | |||||||
2,350,000 | Term Loan, 5.21%, Maturing November 2, 2009 | 2,379,375 |
See notes to financial statements
4
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Building and Development (continued) | |||||||||||
Biomed Realty, L.P. | |||||||||||
$ | 1,640,000 | Term Loan, 5.36%, Maturing May 31, 2010 | $ | 1,642,050 | |||||||
Custom Building Products, Inc. | |||||||||||
408,975 | Term Loan, 5.74%, Maturing October 29, 2011 | 411,275 | |||||||||
DMB/CHII, LLC | |||||||||||
413,201 | Term Loan, 5.68%, Maturing March 3, 2007 | 414,234 | |||||||||
Formica Corp. | |||||||||||
64,643 | Term Loan, 8.26%, Maturing June 10, 2010 | 64,966 | |||||||||
156,649 | Term Loan, 8.27%, Maturing June 10, 2010 | 157,433 | |||||||||
80,111 | Term Loan, 8.27%, Maturing June 10, 2010 | 80,511 | |||||||||
229,192 | Term Loan, 8.28%, Maturing June 10, 2010 | 230,338 | |||||||||
FT-FIN Acquisition, LLC | |||||||||||
686,462 | Term Loan, 7.63%, Maturing November 17, 2007 | 688,178 | |||||||||
General Growth Properties, Inc. | |||||||||||
4,702,615 | Term Loan, 5.33%, Maturing November 12, 2008 | 4,742,408 | |||||||||
Hovstone Holdings, LLC | |||||||||||
655,000 | Term Loan, 5.45%, Maturing February 28, 2009 | 656,638 | |||||||||
Landsource Communities, LLC | |||||||||||
1,502,000 | Term Loan, 5.75%, Maturing March 31, 2010 | 1,509,980 | |||||||||
LNR Property Corp. | |||||||||||
2,288,230 | Term Loan, 6.21%, Maturing February 3, 2008 | 2,297,424 | |||||||||
1,000,000 | Term Loan, 6.21%, Maturing February 3, 2008(3) | 999,375 | |||||||||
LNR Property Holdings | |||||||||||
500,000 | Term Loan, 7.71%, Maturing February 3, 2008 | 500,938 | |||||||||
MAAX Corp. | |||||||||||
435,600 | Term Loan, 5.86%, Maturing June 4, 2011 | 437,778 | |||||||||
Mueller Group, Inc. | |||||||||||
1,177,862 | Term Loan, 6.05%, Maturing April 25, 2011 | 1,188,169 | |||||||||
Newkirk Master, L.P. | |||||||||||
1,124,032 | Term Loan, 7.60%, Maturing November 24, 2006 | 1,131,760 | |||||||||
Newkirk Tender Holdings, LLC | |||||||||||
911,305 | Term Loan, 7.83%, Maturing May 25, 2006 | 913,583 | |||||||||
944,444 | Term Loan, 9.12%, Maturing May 25, 2006 | 946,806 | |||||||||
Nortek, Inc. | |||||||||||
942,875 | Term Loan, 5.92%, Maturing August 27, 2011 | 948,964 | |||||||||
Panolam Industries Holdings, Inc. | |||||||||||
507,747 | Term Loan, 6.38%, Maturing December 3, 2010 | 514,729 | |||||||||
641,167 | Term Loan, 10.63%, Maturing June 3, 2011 | 657,196 | |||||||||
Ply Gem Industries, Inc. | |||||||||||
374,533 | Term Loan, 5.60%, Maturing February 12, 2011 | 375,470 | |||||||||
96,087 | Term Loan, 6.16%, Maturing February 12, 2011 | 96,327 | |||||||||
653,898 | Term Loan, 6.16%, Maturing February 12, 2011 | 655,533 | |||||||||
South Edge, LLC | |||||||||||
328,125 | Term Loan, 5.31%, Maturing October 31, 2007 | 329,355 | |||||||||
421,875 | Term Loan, 5.56%, Maturing October 31, 2009 | 425,830 |
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Building and Development (continued) | |||||||||||
Stile Acquisition Corp. | |||||||||||
$ | 735,030 | Term Loan, 5.22%, Maturing April 6, 2013 | $ | 734,826 | |||||||
Stile U.S. Acquisition Corp. | |||||||||||
736,282 | Term Loan, 5.22%, Maturing April 6, 2013 | 736,078 | |||||||||
Sugarloaf Mills, L.P. | |||||||||||
1,000,000 | Term Loan, 5.05%, Maturing April 7, 2007 | 1,005,000 | |||||||||
1,200,000 | Term Loan, 6.18%, Maturing April 7, 2007 | 1,200,000 | |||||||||
The Macerich Partnership, L.P. | |||||||||||
745,000 | Term Loan, 4.89%, Maturing July 30, 2007 | 745,000 | |||||||||
650,000 | Term Loan, 4.82%, Maturing April 25, 2010 | 649,188 | |||||||||
The Woodlands Community Property Co. | |||||||||||
1,304,000 | Term Loan, 5.37%, Maturing November 30, 2007 | 1,312,150 | |||||||||
923,000 | Term Loan, 7.37%, Maturing November 30, 2007 | 936,845 | |||||||||
Tousa/Kolter, LLC | |||||||||||
1,110,000 | Term Loan, 5.78%, Maturing January 7, 2008(3) | 1,115,550 | |||||||||
Tower Financing, LLC | |||||||||||
1,500,000 | Term Loan, 6.69%, Maturing April 8, 2008 | 1,501,875 | |||||||||
Trustreet Properties, Inc. | |||||||||||
465,000 | Term Loan, 5.18%, Maturing April 8, 2010 | 468,778 | |||||||||
Whitehall Street Real Estate, L.P. | |||||||||||
1,268,265 | Term Loan, 7.08%, Maturing September 11, 2006(4) | 1,288,684 | |||||||||
$ | 37,796,722 | ||||||||||
Business Equipment and Services - 3.6% | |||||||||||
Allied Security Holdings, LLC | |||||||||||
$ | 832,514 | Term Loan, 7.24%, Maturing June 30, 2010 | $ | 846,042 | |||||||
Baker & Taylor, Inc. | |||||||||||
1,700,000 | Term Loan, 10.16%, Maturing May 6, 2011 | 1,717,000 | |||||||||
DynCorp International, LLC | |||||||||||
655,000 | Term Loan, 6.06%, Maturing February 11, 2011 | 662,369 | |||||||||
Global Imaging Systems, Inc. | |||||||||||
486,350 | Term Loan, 4.92%, Maturing May 10, 2010 | 489,846 | |||||||||
Info USA, Inc. | |||||||||||
367,625 | Term Loan, 6.24%, Maturing June 9, 2010 | 368,544 | |||||||||
Iron Mountain, Inc. | |||||||||||
3,999,989 | Term Loan, 5.13%, Maturing April 2, 2011 | 4,031,489 | |||||||||
Mitchell International, Inc. | |||||||||||
423,168 | Term Loan, 6.24%, Maturing August 13, 2011 | 430,044 | |||||||||
744,997 | Term Loan, 9.34%, Maturing August 15, 2012 | 765,484 | |||||||||
Protection One, Inc. | |||||||||||
498,200 | Term Loan, 6.29%, Maturing April 18, 2011 | 504,428 | |||||||||
Quintiles Transnational Corp. | |||||||||||
748,304 | Term Loan, 4.84%, Maturing September 25, 2009 | 752,513 | |||||||||
Transaction Network Services, Inc. | |||||||||||
608,475 | Term Loan, 5.41%, Maturing May 4, 2012 | 609,996 |
See notes to financial statements
5
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Business Equipment and Services (continued) | |||||||||||
Western Inventory Services | |||||||||||
$ | 275,000 | Term Loan, 10.23%, Maturing October 14, 2011 | $ | 277,063 | |||||||
$ | 11,454,818 | ||||||||||
Cable and Satellite Television - 8.8% | |||||||||||
Adelphia Communications Corp. | |||||||||||
$ | 1,816,952 | DIP Loan, 5.38%, Maturing March 31, 2006 | $ | 1,824,049 | |||||||
Atlantic Broadband Finance, LLC | |||||||||||
1,494,183 | Term Loan, 6.11%, Maturing September 1, 2011 | 1,505,389 | |||||||||
Bragg Communication, Inc. | |||||||||||
555,845 | Term Loan, 5.82%, Maturing August 31, 2011 | 562,446 | |||||||||
Bresnan Communications, LLC | |||||||||||
500,000 | Term Loan, 7.05%, Maturing September 30, 2009 | 507,344 | |||||||||
1,000,000 | Term Loan, 6.67%, Maturing September 30, 2010 | 1,014,000 | |||||||||
Canadian Cable Acquisition Co., Inc. | |||||||||||
999,900 | Term Loan, 6.49%, Maturing July 30, 2011 | 1,009,587 | |||||||||
Cebridge Connections, Inc. | |||||||||||
757,350 | Term Loan, 6.58%, Maturing February 23, 2009 | 759,717 | |||||||||
790,000 | Term Loan, 9.25%, Maturing February 23, 2010 | 788,025 | |||||||||
Charter Communications Operating, LLC | |||||||||||
7,172,538 | Term Loan, 6.44%, Maturing April 27, 2011 | 7,136,998 | |||||||||
Insight Midwest Holdings, LLC | |||||||||||
1,970,000 | Term Loan, 6.13%, Maturing December 31, 2009 | 1,992,779 | |||||||||
1,477,500 | Term Loan, 6.13%, Maturing December 31, 2009 | 1,494,584 | |||||||||
MCC Iowa, LLC | |||||||||||
841,516 | Term Loan, 5.25%, Maturing February 3, 2014 | 848,470 | |||||||||
Mediacom Illinois, LLC | |||||||||||
1,990,000 | Term Loan, 5.32%, Maturing March 31, 2013 | 2,012,543 | |||||||||
NTL, Inc. | |||||||||||
1,750,000 | Term Loan, 6.41%, Maturing April 13, 2012 | 1,760,574 | |||||||||
Rainbow National Services, LLC | |||||||||||
1,484,958 | Term Loan, 6.13%, Maturing March 31, 2012 | 1,500,550 | |||||||||
UGS Corp. | |||||||||||
1,528,154 | Term Loan, 5.33%, Maturing March 31, 2012 | 1,545,346 | |||||||||
UPC Broadband Holdings B.V. | |||||||||||
1,780,000 | Term Loan, 5.75%, Maturing September 30, 2012 | 1,781,607 | |||||||||
$ | 28,044,008 | ||||||||||
Chemicals and Plastics - 6.6% | |||||||||||
Brenntag AG | |||||||||||
$ | 1,275,000 | Term Loan, 5.88%, Maturing December 9, 2011 | $ | 1,291,416 | |||||||
Carmeuse Lime, Inc. | |||||||||||
325,000 | Term Loan, 5.13%, Maturing May 2, 2011 | 327,438 |
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Chemicals and Plastics (continued) | |||||||||||
Hercules, Inc. | |||||||||||
$ | 493,750 | Term Loan, 4.89%, Maturing October 8, 2010 | $ | 499,181 | |||||||
Hexion Specialty Chemicals, Inc. | |||||||||||
90,000 | Term Loan, 2.50%, Maturing May 31, 2012 | 91,125 | |||||||||
378,000 | Term Loan, 5.88%, Maturing May 31, 2012 | 382,725 | |||||||||
522,000 | Term Loan, 5.88%, Maturing May 31, 2012 | 528,525 | |||||||||
Huntsman International, LLC | |||||||||||
1,915,053 | Term Loan, 5.56%, Maturing December 31, 2010 | 1,924,927 | |||||||||
Huntsman, LLC | |||||||||||
1,116,084 | Term Loan, 6.34%, Maturing March 31, 2010 | 1,122,536 | |||||||||
Innophos, Inc. | |||||||||||
495,985 | Term Loan, 5.48%, Maturing August 13, 2010 | 499,912 | |||||||||
Invista B.V. | |||||||||||
2,018,648 | Term Loan, 5.75%, Maturing April 29, 2011 | 2,051,031 | |||||||||
875,818 | Term Loan, 5.75%, Maturing April 29, 2011 | 889,868 | |||||||||
ISP Chemco, Inc. | |||||||||||
691,250 | Term Loan, 5.20%, Maturing March 27, 2011 | 700,323 | |||||||||
Kraton Polymer, LLC | |||||||||||
1,471,566 | Term Loan, 6.28%, Maturing December 23, 2010 | 1,495,479 | |||||||||
Mosaic Co. | |||||||||||
768,075 | Term Loan, 5.00%, Maturing February 21, 2012 | 775,156 | |||||||||
Nalco Co. | |||||||||||
3,329,426 | Term Loan, 5.39%, Maturing November 4, 2010 | 3,385,610 | |||||||||
Niagara Acquisition, Inc. | |||||||||||
264,338 | Term Loan, 5.50%, Maturing February 11, 2012 | 266,816 | |||||||||
Rockwood Specialties Group, Inc. | |||||||||||
2,335,000 | Term Loan, 5.43%, Maturing December 10, 2012 | 2,370,756 | |||||||||
Solo Cup Co. | |||||||||||
1,353,433 | Term Loan, 5.40%, Maturing February 27, 2011 | 1,367,306 | |||||||||
Wellman, Inc. | |||||||||||
900,000 | Term Loan, 7.21%, Maturing February 10, 2009 | 920,625 | |||||||||
Westlake Chemical Corp. | |||||||||||
40,000 | Term Loan, 5.70%, Maturing July 31, 2010 | 40,400 | |||||||||
$ | 20,931,155 | ||||||||||
Clothing / Textiles - 0.6% | |||||||||||
Propex Fabrics, Inc. | |||||||||||
$ | 185,250 | Term Loan, 5.74%, Maturing December 31, 2011 | $ | 185,713 | |||||||
SI Corp. | |||||||||||
853,550 | Term Loan, 7.49%, Maturing December 9, 2009 | 859,952 | |||||||||
St. John Knits International, Inc. | |||||||||||
927,675 | Term Loan, 6.00%, Maturing March 23, 2012 | 938,691 | |||||||||
$ | 1,984,356 |
See notes to financial statements
6
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Conglomerates - 3.2% | |||||||||||
Amsted Industries, Inc. | |||||||||||
$ | 2,142,586 | Term Loan, 5.72%, Maturing October 15, 2010 | $ | 2,169,369 | |||||||
Blount, Inc. | |||||||||||
713,068 | Term Loan, 5.87%, Maturing August 9, 2010 | 721,387 | |||||||||
Gentek, Inc. | |||||||||||
314,212 | Term Loan, 5.97%, Maturing February 25, 2011 | 314,802 | |||||||||
430,000 | Term Loan, 8.89%, Maturing February 25, 2012 | 401,620 | |||||||||
Goodman Global Holdings, Inc. | |||||||||||
641,775 | Term Loan, 5.50%, Maturing December 23, 2011 | 649,797 | |||||||||
Johnson Diversey, Inc. | |||||||||||
630,000 | Term Loan, 4.61%, Maturing November 30, 2009 | 635,513 | |||||||||
1,189,445 | Term Loan, 4.87%, Maturing November 30, 2009 | 1,201,712 | |||||||||
Polymer Group, Inc. | |||||||||||
1,170,159 | Term Loan, 6.73%, Maturing April 27, 2010 | 1,188,200 | |||||||||
1,250,000 | Term Loan, 9.34%, Maturing April 27, 2011 | 1,277,604 | |||||||||
PP Acquisition Corp. | |||||||||||
1,668,750 | Term Loan, 5.58%, Maturing November 12, 2011 | 1,679,180 | |||||||||
$ | 10,239,184 | ||||||||||
Containers and Glass Products - 6.8% | |||||||||||
Berry Plastics Corp. | |||||||||||
$ | 2,139,317 | Term Loan, 5.60%, Maturing June 30, 2010 | $ | 2,174,348 | |||||||
BWAY Corp. | |||||||||||
325,500 | Term Loan, 5.50%, Maturing June 30, 2011 | 330,230 | |||||||||
Celanese Holdings, LLC | |||||||||||
270,000 | Term Loan, 0.00%, Maturing April 6, 2011(3) | 272,363 | |||||||||
2,129,872 | Term Loan, 5.74%, Maturing April 6, 2011 | 2,162,152 | |||||||||
Consolidated Container Holding, LLC | |||||||||||
643,500 | Term Loan, 6.69%, Maturing December 15, 2008 | 651,946 | |||||||||
Dr. Pepper/Seven Up Bottling Group, Inc. | |||||||||||
1,321,377 | Term Loan, 5.33%, Maturing December 19, 2010 | 1,339,215 | |||||||||
Graham Packaging Holdings Co. | |||||||||||
2,288,500 | Term Loan, 5.76%, Maturing October 7, 2011 | 2,324,020 | |||||||||
1,000,000 | Term Loan, 7.75%, Maturing April 7, 2012 | 1,030,000 | |||||||||
Graphic Packaging International, Inc. | |||||||||||
5,062,742 | Term Loan, 5.51%, Maturing August 8, 2009 | 5,146,065 | |||||||||
IPG (US), Inc. | |||||||||||
367,225 | Term Loan, 5.49%, Maturing July 28, 2011 | 372,733 | |||||||||
Kranson Industries, Inc. | |||||||||||
495,000 | Term Loan, 6.24%, Maturing July 30, 2011 | 501,188 | |||||||||
Owens-Illinois, Inc. | |||||||||||
486,733 | Term Loan, 4.92%, Maturing April 1, 2007 | 489,978 | |||||||||
394,214 | Term Loan, 5.02%, Maturing April 1, 2007 | 397,664 | |||||||||
Smurfit-Stone Container Corp. | |||||||||||
315,687 | Term Loan, 3.09%, Maturing November 1, 2010 | 320,357 |
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Containers and Glass Products (continued) | |||||||||||
$ | 799,911 | Term Loan, 5.29%, Maturing November 1, 2011 | $ | 811,510 | |||||||
2,516,603 | Term Loan, 5.42%, Maturing November 1, 2011 | 2,553,093 | |||||||||
U.S. Can Corp. | |||||||||||
987,500 | Term Loan, 6.94%, Maturing January 15, 2010 | 992,438 | |||||||||
$ | 21,869,300 | ||||||||||
Cosmetics / Toiletries - 0.8% | |||||||||||
American Safety Razor Co. | |||||||||||
$ | 997,500 | Term Loan, 6.01%, Maturing February 28, 2012 | $ | 1,004,981 | |||||||
Prestige Brands, Inc. | |||||||||||
888,750 | Term Loan, 5.38%, Maturing April 7, 2011 | 899,119 | |||||||||
Revlon Consumer Products Corp. | |||||||||||
721,875 | Term Loan, 9.25%, Maturing July 9, 2010 | 747,367 | |||||||||
$ | 2,651,467 | ||||||||||
Drugs - 0.9% | |||||||||||
Warner Chilcott Corp. | |||||||||||
$ | 1,870,583 | Term Loan, 5.98%, Maturing January 18, 2012 | $ | 1,877,431 | |||||||
753,754 | Term Loan, 6.01%, Maturing January 18, 2012 | 756,513 | |||||||||
348,213 | Term Loan, 6.01%, Maturing January 18, 2012 | 349,488 | |||||||||
$ | 2,983,432 | ||||||||||
Ecological Services and Equipment - 2.3% | |||||||||||
Alderwoods Group, Inc. | |||||||||||
$ | 345,610 | Term Loan, 5.28%, Maturing September 29, 2009 | $ | 350,254 | |||||||
Allied Waste Industries, Inc. | |||||||||||
993,341 | Term Loan, 4.87%, Maturing January 15, 2010 | 996,928 | |||||||||
2,602,490 | Term Loan, 5.37%, Maturing January 15, 2012 | 2,611,362 | |||||||||
Envirocare of Utah, LLC | |||||||||||
840,000 | Term Loan, 6.11%, Maturing April 15, 2010 | 846,650 | |||||||||
Environmental Systems Products Holdings, Inc. | |||||||||||
1,178,581 | Term Loan, 6.92%, Maturing December 12, 2008 | 1,201,416 | |||||||||
IESI Corp. | |||||||||||
441,176 | Term Loan, 5.18%, Maturing January 20, 2012 | 445,036 | |||||||||
Sensus Metering Systems, Inc. | |||||||||||
771,939 | Term Loan, 5.54%, Maturing December 17, 2010 | 781,266 | |||||||||
115,791 | Term Loan, 5.54%, Maturing December 17, 2010 | 117,190 | |||||||||
$ | 7,350,102 | ||||||||||
Electronics / Electrical - 5.2% | |||||||||||
AMI Semiconductor, Inc. | |||||||||||
$ | 633,413 | Term Loan, 4.83%, Maturing April 1, 2012 | $ | 637,371 | |||||||
Cellnet Technology, Inc. | |||||||||||
315,000 | Term Loan, 4.50%, Maturing April 26, 2012 | 314,213 |
See notes to financial statements
7
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Electronics / Electrical (continued) | |||||||||||
Communications & Power, Inc. | |||||||||||
$ | 444,444 | Term Loan, 5.38%, Maturing July 23, 2010 | $ | 451,389 | |||||||
Enersys Capital, Inc. | |||||||||||
990,000 | Term Loan, 5.34%, Maturing March 17, 2011 | 1,003,922 | |||||||||
Fairchild Semiconductor Corp. | |||||||||||
1,470,127 | Term Loan, 5.35%, Maturing December 31, 2010 | 1,486,666 | |||||||||
661,666 | Term Loan, 5.35%, Maturing December 31, 2010 | 672,418 | |||||||||
Invensys International Holdings Limited | |||||||||||
2,307,398 | Term Loan, 6.88%, Maturing September 4, 2009 | 2,347,777 | |||||||||
Memec Group, Ltd. | |||||||||||
500,000 | Term Loan, 5.63%, Maturing June 2, 2009 | 500,000 | |||||||||
1,000,000 | Term Loan, 11.19%, Maturing June 15, 2010 | 1,008,125 | |||||||||
Panavision, Inc. | |||||||||||
1,043,160 | Term Loan, 9.64%, Maturing January 12, 2007 | 1,067,284 | |||||||||
Rayovac Corp. | |||||||||||
2,922,675 | Term Loan, 5.21%, Maturing February 7, 2012 | 2,959,816 | |||||||||
Security Co., Inc. | |||||||||||
495,000 | Term Loan, 7.50%, Maturing June 30, 2010 | 499,331 | |||||||||
500,000 | Term Loan, 10.31%, Maturing June 30, 2011 | 506,875 | |||||||||
Telcordia Technologies, Inc. | |||||||||||
1,560,000 | Term Loan, 6.07%, Maturing September 15, 2012 | 1,538,550 | |||||||||
United Online, Inc. | |||||||||||
422,222 | Term Loan, 5.94%, Maturing December 13, 2008 | 424,333 | |||||||||
Vertafore, Inc. | |||||||||||
259,304 | Term Loan, 6.05%, Maturing December 22, 2010 | 260,925 | |||||||||
500,000 | Term Loan, 9.51%, Maturing December 22, 2011 | 507,500 | |||||||||
Viasystems, Inc. | |||||||||||
496,253 | Term Loan, 7.64%, Maturing September 30, 2009 | 501,423 | |||||||||
$ | 16,687,918 | ||||||||||
Equipment Leasing - 1.1% | |||||||||||
Ashtead Group, PLC | |||||||||||
$ | 1,000,000 | Term Loan, 5.56%, Maturing November 12, 2009 | $ | 1,010,625 | |||||||
Maxim Crane Works, L.P. | |||||||||||
868,274 | Term Loan, 6.18%, Maturing January 28, 2010 | 884,554 | |||||||||
510,000 | Term Loan, 8.94%, Maturing January 28, 2012 | 531,675 | |||||||||
United Rentals, Inc. | |||||||||||
166,667 | Term Loan, 2.25%, Maturing February 14, 2011 | 169,063 | |||||||||
822,917 | Term Loan, 5.57%, Maturing February 14, 2011 | 834,540 | |||||||||
$ | 3,430,457 | ||||||||||
Farming / Agriculture - 0.3% | |||||||||||
Central Garden & Pet Co. | |||||||||||
$ | 784,757 | Term Loan, 5.03%, Maturing May 15, 2009 | $ | 794,566 | |||||||
$ | 794,566 |
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Financial Intermediaries - 1.9% | |||||||||||
Coinstar, Inc. | |||||||||||
$ | 310,210 | Term Loan, 5.13%, Maturing July 7, 2011 | $ | 314,864 | |||||||
Corrections Corp. of America | |||||||||||
507,818 | Term Loan, 4.91%, Maturing March 31, 2008 | 512,896 | |||||||||
Fidelity National Information Solutions, Inc. | |||||||||||
3,367,125 | Term Loan, 4.96%, Maturing March 9, 2013 | 3,357,478 | |||||||||
Refco Group Ltd., LLC | |||||||||||
1,875,650 | Term Loan, 5.31%, Maturing February 6, 2012 | 1,883,036 | |||||||||
$ | 6,068,274 | ||||||||||
Food Products - 4.1% | |||||||||||
Acosta Sales Co., Inc. | |||||||||||
$ | 521,063 | Term Loan, 5.29%, Maturing August 13, 2010 | $ | 527,739 | |||||||
American Seafoods Holdings, LLC | |||||||||||
135,773 | Term Loan, 6.49%, Maturing September 30, 2007 | 136,027 | |||||||||
738,550 | Term Loan, 6.74%, Maturing March 31, 2009 | 743,859 | |||||||||
Atkins Nutritional, Inc. | |||||||||||
406,606 | Term Loan, 8.25%, Maturing November 26, 2009(2) | 232,782 | |||||||||
Del Monte Corp. | |||||||||||
450,000 | Term Loan, 4.69%, Maturing February 8, 2012 | 455,400 | |||||||||
Doane Pet Care Co. | |||||||||||
1,071,900 | Term Loan, 7.41%, Maturing November 5, 2009 | 1,094,008 | |||||||||
Dole Food Company, Inc. | |||||||||||
586,094 | Term Loan, 4.93%, Maturing April 18, 2012 | 591,039 | |||||||||
Herbalife International, Inc. | |||||||||||
250,100 | Term Loan, 4.66%, Maturing December 21, 2010 | 250,725 | |||||||||
Interstate Brands Corp. | |||||||||||
485,000 | Term Loan, 7.26%, Maturing July 19, 2007 | 473,936 | |||||||||
901,793 | Term Loan, 7.46%, Maturing July 19, 2007 | 881,954 | |||||||||
Merisant Co. | |||||||||||
1,466,832 | Term Loan, 6.44%, Maturing January 11, 2010 | 1,455,830 | |||||||||
Michael Foods, Inc. | |||||||||||
912,752 | Term Loan, 5.13%, Maturing November 21, 2010 | 928,154 | |||||||||
1,000,000 | Term Loan, 6.59%, Maturing November 21, 2011 | 1,023,125 | |||||||||
Pinnacle Foods Holdings Corp. | |||||||||||
3,208,756 | Term Loan, 6.35%, Maturing November 25, 2010 | 3,228,310 | |||||||||
Reddy Ice Group, Inc. | |||||||||||
954,722 | Term Loan, 5.84%, Maturing August 15, 2009 | 960,391 | |||||||||
$ | 12,983,279 | ||||||||||
Food Service - 3.1% | |||||||||||
AFC Enterprises, Inc. | |||||||||||
$ | 915,000 | Term Loan, 5.75%, Maturing May 11, 2011 | $ | 917,288 | |||||||
Buffets, Inc. | |||||||||||
209,091 | Term Loan, 6.78%, Maturing June 28, 2009 | 211,443 |
See notes to financial statements
8
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Food Service (continued) | |||||||||||
$ | 1,020,465 | Term Loan, 7.16%, Maturing June 28, 2009 | $ | 1,030,669 | |||||||
Carrols Corp. | |||||||||||
791,025 | Term Loan, 6.00%, Maturing December 31, 2010 | 800,583 | |||||||||
CKE Restaurants, Inc. | |||||||||||
240,303 | Term Loan, 5.25%, Maturing May 1, 2010 | 243,307 | |||||||||
Denny's, Inc. | |||||||||||
1,243,756 | Term Loan, 6.57%, Maturing September 21, 2009 | 1,277,959 | |||||||||
Domino's, Inc. | |||||||||||
3,136,341 | Term Loan, 5.25%, Maturing June 25, 2010 | 3,182,407 | |||||||||
Jack in the Box, Inc. | |||||||||||
740,625 | Term Loan, 4.79%, Maturing January 8, 2011 | 748,031 | |||||||||
Maine Beverage Co., LLC | |||||||||||
441,964 | Term Loan, 5.24%, Maturing March 31, 2013 | 440,859 | |||||||||
Ruth's Chris Steak House, Inc. | |||||||||||
413,619 | Term Loan, 6.25%, Maturing March 11, 2011 | 414,653 | |||||||||
Weight Watchers International, Inc. | |||||||||||
496,250 | Term Loan, 4.65%, Maturing March 31, 2010 | 502,143 | |||||||||
$ | 9,769,342 | ||||||||||
Food / Drug Retailers - 3.2% | |||||||||||
Cumberland Farms, Inc. | |||||||||||
$ | 2,318,933 | Term Loan, 5.06%, Maturing September 8, 2008 | $ | 2,331,977 | |||||||
General Nutrition Centers, Inc. | |||||||||||
837,907 | Term Loan, 6.42%, Maturing December 7, 2009 | 847,334 | |||||||||
Giant Eagle, Inc. | |||||||||||
2,826,647 | Term Loan, 5.16%, Maturing August 6, 2009 | 2,862,865 | |||||||||
Roundy's, Inc. | |||||||||||
1,184,447 | Term Loan, 5.27%, Maturing September 30, 2009 | 1,196,292 | |||||||||
The Jean Coutu Group (PJC), Inc. | |||||||||||
1,911,806 | Term Loan, 5.50%, Maturing July 30, 2011 | 1,941,380 | |||||||||
The Pantry, Inc. | |||||||||||
1,047,341 | Term Loan, 5.58%, Maturing March 12, 2011 | 1,060,760 | |||||||||
$ | 10,240,608 | ||||||||||
Forest Products - 1.9% | |||||||||||
Boise Cascade Holdings, LLC | |||||||||||
$ | 1,983,637 | Term Loan, 5.20%, Maturing October 29, 2011 | $ | 2,011,739 | |||||||
Buckeye Technologies, Inc. | |||||||||||
193,463 | Term Loan, 5.28%, Maturing March 15, 2008 | 196,446 | |||||||||
Escanaba Timber, LLC | |||||||||||
315,000 | Term Loan, 6.00%, Maturing May 2, 2008 | 320,906 | |||||||||
Koch Cellulose, LLC | |||||||||||
286,936 | Term Loan, 4.61%, Maturing May 7, 2011 | 289,805 | |||||||||
936,258 | Term Loan, 5.24%, Maturing May 7, 2011 | 945,621 |
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Forest Products (continued) | |||||||||||
NewPage Corp. | |||||||||||
$ | 1,150,000 | Term Loan, 6.38%, Maturing May 2, 2011 | $ | 1,164,016 | |||||||
RLC Industries Co. | |||||||||||
584,036 | Term Loan, 4.99%, Maturing February 24, 2010 | 586,469 | |||||||||
Xerium Technologies, Inc. | |||||||||||
485,000 | Term Loan, 5.07%, Maturing May 18, 2012 | 489,850 | |||||||||
$ | 6,004,852 | ||||||||||
Healthcare - 9.3% | |||||||||||
Accredo Health, Inc. | |||||||||||
$ | 969,500 | Term Loan, 5.08%, Maturing June 30, 2011 | $ | 973,136 | |||||||
Alliance Imaging, Inc. | |||||||||||
1,188,534 | Term Loan, 5.53%, Maturing December 29, 2011 | 1,204,134 | |||||||||
AMN Healthcare, Inc. | |||||||||||
341,995 | Term Loan, 6.49%, Maturing October 2, 2008 | 344,560 | |||||||||
AMR HoldCo, Inc. | |||||||||||
892,763 | Term Loan, 5.67%, Maturing February 10, 2012 | 906,433 | |||||||||
Ardent Health Services, Inc. | |||||||||||
570,688 | Term Loan, 7.50%, Maturing August 12, 2011 | 571,401 | |||||||||
Carl Zeiss Topco GMBH | |||||||||||
196,667 | Term Loan, 6.24%, Maturing March 22, 2013 | 197,650 | |||||||||
393,333 | Term Loan, 6.74%, Maturing March 21, 2014 | 396,283 | |||||||||
375,000 | Term Loan, 8.99%, Maturing September 22, 2014 | 381,094 | |||||||||
Colgate Medical, Ltd. | |||||||||||
276,136 | Term Loan, 5.48%, Maturing December 30, 2008 | 279,070 | |||||||||
Community Health Systems, Inc. | |||||||||||
3,412,959 | Term Loan, 5.07%, Maturing August 19, 2011 | 3,454,198 | |||||||||
Concentra Operating Corp. | |||||||||||
906,173 | Term Loan, 6.01%, Maturing June 30, 2009 | 915,235 | |||||||||
Conmed Corp. | |||||||||||
953,220 | Term Loan, 5.71%, Maturing December 31, 2009 | 963,795 | |||||||||
Cross Country Healthcare, Inc. | |||||||||||
302,318 | Term Loan, 6.60%, Maturing June 5, 2009 | 304,585 | |||||||||
Encore Medical IHC, Inc. | |||||||||||
828,750 | Term Loan, 6.34%, Maturing October 4, 2010 | 838,591 | |||||||||
Envision Worldwide, Inc. | |||||||||||
1,093,049 | Term Loan, 8.13%, Maturing September 30, 2010 | 1,098,515 | |||||||||
FHC Health Systems, Inc. | |||||||||||
348,214 | Term Loan, 8.91%, Maturing December 31, 2006 | 351,696 | |||||||||
243,750 | Term Loan, 11.91%, Maturing December 31, 2006 | 246,188 | |||||||||
750,000 | Term Loan, 12.29%, Maturing February 7, 2011 | 753,750 | |||||||||
Hanger Orthopedic Group, Inc. | |||||||||||
987,436 | Term Loan, 6.99%, Maturing September 30, 2009 | 997,311 | |||||||||
Healthcare Partners, LLC | |||||||||||
202,438 | Term Loan, 5.82%, Maturing March 2, 2011 | 203,893 |
See notes to financial statements
9
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Healthcare (continued) | |||||||||||
Healthsouth Corp. | |||||||||||
$ | 888,750 | Term Loan, 5.82%, Maturing June 14, 2007 | $ | 900,415 | |||||||
246,250 | Term Loan, 3.09%, Maturing March 21, 2010 | 249,482 | |||||||||
Kinetic Concepts, Inc. | |||||||||||
283,236 | Term Loan, 5.24%, Maturing August 11, 2009 | 286,363 | |||||||||
Knowledge Learning Corp. | |||||||||||
2,115,630 | Term Loan, 5.99%, Maturing January 7, 2012 | 2,130,615 | |||||||||
Leiner Health Products, Inc. | |||||||||||
529,650 | Term Loan, 6.38%, Maturing May 27, 2011 | 536,933 | |||||||||
Lifepoint Hospitals, Inc. | |||||||||||
2,004,750 | Term Loan, 4.85%, Maturing April 15, 2012 | 2,009,010 | |||||||||
Magellan Health Services, Inc. | |||||||||||
675,488 | Term Loan, 5.86%, Maturing August 15, 2008 | 684,776 | |||||||||
457,958 | Term Loan, 6.06%, Maturing August 15, 2008 | 464,255 | |||||||||
Medcath Holdings Corp. | |||||||||||
247,500 | Term Loan, 5.50%, Maturing July 2, 2011 | 250,284 | |||||||||
National Mentor, Inc. | |||||||||||
908,851 | Term Loan, 5.73%, Maturing September 30, 2011 | 918,792 | |||||||||
Select Medical Holding Corp. | |||||||||||
773,062 | Term Loan, 5.04%, Maturing February 24, 2012 | 775,271 | |||||||||
Sunrise Medical Holdings, Inc. | |||||||||||
491,505 | Term Loan, 6.56%, Maturing May 13, 2010 | 492,119 | |||||||||
Sybron Dental Management, Inc. | |||||||||||
752,661 | Term Loan, 5.11%, Maturing June 6, 2009 | 759,247 | |||||||||
Talecris Biotherapeutics, Inc. | |||||||||||
538,650 | Term Loan, 6.54%, Maturing March 31, 2010 | 535,957 | |||||||||
Team Health, Inc. | |||||||||||
923,267 | Term Loan, 6.24%, Maturing March 23, 2011 | 930,191 | |||||||||
Vanguard Health Holding Co., LLC | |||||||||||
1,650,025 | Term Loan, 6.74%, Maturing September 23, 2011 | 1,677,869 | |||||||||
VWR International, Inc. | |||||||||||
617,850 | Term Loan, 5.65%, Maturing April 7, 2011 | 623,546 | |||||||||
$ | 29,606,643 | ||||||||||
Home Furnishings - 3.0% | |||||||||||
General Binding Corp. | |||||||||||
$ | 385,792 | Term Loan, 7.64%, Maturing January 15, 2008 | $ | 386,515 | |||||||
Interline Brands, Inc. | |||||||||||
1,528,878 | Term Loan, 5.74%, Maturing December 31, 2010 | 1,547,989 | |||||||||
Jarden Corp. | |||||||||||
1,597,487 | Term Loan, 5.47%, Maturing January 24, 2012 | 1,616,457 | |||||||||
Juno Lighting, Inc. | |||||||||||
377,224 | Term Loan, 5.87%, Maturing November 21, 2010 | 379,111 | |||||||||
Knoll, Inc. | |||||||||||
1,495,176 | Term Loan, 6.37%, Maturing September 30, 2011 | 1,519,473 |
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Home Furnishings (continued) | |||||||||||
Sealy Mattress Co. | |||||||||||
$ | 1,306,726 | Term Loan, 4.99%, Maturing April 6, 2012 | $ | 1,315,709 | |||||||
Simmons Co. | |||||||||||
1,945,717 | Term Loan, 5.84%, Maturing December 19, 2011 | 1,957,067 | |||||||||
Termpur-Pedic, Inc. | |||||||||||
980,000 | Term Loan, 5.74%, Maturing June 30, 2009 | 987,963 | |||||||||
$ | 9,710,284 | ||||||||||
Industrial Equipment - 2.8% | |||||||||||
Alliance Laundry Holdings, LLC | |||||||||||
$ | 273,000 | Term Loan, 5.40%, Maturing January 27, 2012 | $ | 274,934 | |||||||
Chart Industries, Inc. | |||||||||||
1,059,132 | Term Loan, 6.94%, Maturing September 15, 2009 | 1,061,780 | |||||||||
Colfax Corp. | |||||||||||
599,357 | Term Loan, 5.75%, Maturing November 30, 2011 | 604,102 | |||||||||
Flowserve Corp. | |||||||||||
1,129,339 | Term Loan, 6.22%, Maturing June 30, 2009 | 1,146,045 | |||||||||
Gleason Corp. | |||||||||||
254,364 | Term Loan, 6.03%, Maturing July 27, 2011 | 257,119 | |||||||||
750,000 | Term Loan, 10.00%, Maturing January 31, 2012 | 763,125 | |||||||||
Itron, Inc. | |||||||||||
228,586 | Term Loan, 5.05%, Maturing December 17, 2010 | 230,015 | |||||||||
Mainline, L.P. | |||||||||||
795,111 | Term Loan, 5.82%, Maturing December 17, 2011 | 799,087 | |||||||||
National Waterworks, Inc. | |||||||||||
1,239,796 | Term Loan, 5.99%, Maturing November 22, 2009 | 1,256,843 | |||||||||
Penn Engineering & Manufacturing Corp. | |||||||||||
275,000 | Term Loan, 5.97%, Maturing May 25, 2011 | 277,750 | |||||||||
Rexnord Corp. | |||||||||||
1,575,521 | Term Loan, 5.54%, Maturing December 31, 2011 | 1,589,307 | |||||||||
520,000 | Term Loan, 5.55%, Maturing December 31, 2011 | 524,550 | |||||||||
$ | 8,784,657 | ||||||||||
Insurance - 3.1% | |||||||||||
Alliant Resources Group, Inc. | |||||||||||
$ | 990,000 | Term Loan, 6.88%, Maturing August 31, 2011 | $ | 997,425 | |||||||
CCC Information Services Group | |||||||||||
1,033,811 | Term Loan, 6.08%, Maturing August 20, 2010 | 1,046,733 | |||||||||
Conseco, Inc. | |||||||||||
2,876,702 | Term Loan, 6.83%, Maturing June 22, 2010 | 2,909,065 | |||||||||
Hilb, Rogal & Hobbs Co. | |||||||||||
3,310,539 | Term Loan, 5.75%, Maturing December 15, 2011 | 3,339,506 | |||||||||
U.S.I. Holdings Corp. | |||||||||||
982,500 | Term Loan, 5.69%, Maturing August 11, 2008 | 986,798 |
See notes to financial statements
10
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Insurance (continued) | |||||||||||
$ | 668,325 | Term Loan, 5.69%, Maturing August 11, 2008 | $ | 671,249 | |||||||
$ | 9,950,776 | ||||||||||
Leisure Goods / Activities / Movies - 7.5% | |||||||||||
24 Hour Fitness Worldwide, Inc. | |||||||||||
$ | 900,000 | Term Loan, 6.19%, Maturing June 8, 2012 | $ | 914,625 | |||||||
Alliance Atlantis Communications, Inc. | |||||||||||
338,153 | Term Loan, 5.05%, Maturing December 20, 2011 | 342,379 | |||||||||
AMF Bowling Worldwide, Inc. | |||||||||||
349,172 | Term Loan, 6.35%, Maturing August 27, 2009 | 351,464 | |||||||||
Cinemark, Inc. | |||||||||||
1,975,000 | Term Loan, 5.18%, Maturing March 31, 2011 | 2,004,625 | |||||||||
Fender Musical Instruments Co. | |||||||||||
375,000 | Term Loan, 7.71%, Maturing March 30, 2012 | 379,688 | |||||||||
Loews Cineplex Entertainment Corp. | |||||||||||
2,073,007 | Term Loan, 5.41%, Maturing July 30, 2011 | 2,083,588 | |||||||||
Metro-Goldwyn-Mayer Holdings | |||||||||||
5,390,000 | Term Loan, 5.74%, Maturing April 8, 2012 | 5,415,268 | |||||||||
Regal Cinemas Corp. | |||||||||||
4,452,379 | Term Loan, 5.24%, Maturing November 10, 2010 | 4,497,828 | |||||||||
Six Flags Theme Parks, Inc. | |||||||||||
2,240,971 | Term Loan, 5.95%, Maturing June 30, 2008 | 2,269,684 | |||||||||
750,000 | Revolving Loan, 6.05%, Maturing June 30, 2008(3) | 737,500 | |||||||||
Universal City Development Partners, Ltd. | |||||||||||
1,004,950 | Term Loan, 5.23%, Maturing June 9, 2011 | 1,016,256 | |||||||||
WMG Acquisition Corp. | |||||||||||
450,000 | Revolving Loan, 0.00%, Maturing February 28, 2010(3) | 441,563 | |||||||||
3,620,344 | Term Loan, 5.33%, Maturing February 28, 2011 | 3,647,496 | |||||||||
$ | 24,101,964 | ||||||||||
Lodging and Casinos - 5.7% | |||||||||||
Alliance Gaming Corp. | |||||||||||
$ | 1,707,256 | Term Loan, 6.77%, Maturing September 5, 2009 | $ | 1,710,191 | |||||||
Ameristar Casinos, Inc. | |||||||||||
273,406 | Term Loan, 5.50%, Maturing December 20, 2006 | 276,938 | |||||||||
1,092,876 | Term Loan, 5.50%, Maturing December 31, 2006 | 1,106,993 | |||||||||
Argosy Gaming Co. | |||||||||||
1,141,375 | Term Loan, 5.08%, Maturing June 30, 2011 | 1,147,319 | |||||||||
CNL Hospitality Partners, L.P. | |||||||||||
157,195 | Term Loan, 5.68%, Maturing October 13, 2006 | 157,588 | |||||||||
CNL Resort Hotel, L.P. | |||||||||||
850,000 | Term Loan, 5.60%, Maturing August 18, 2006 | 852,125 | |||||||||
Globalcash Access, LLC | |||||||||||
277,547 | Term Loan, 5.58%, Maturing March 10, 2010 | 281,711 |
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Lodging and Casinos (continued) | |||||||||||
Isle of Capri Casinos, Inc. | |||||||||||
$ | 1,208,925 | Term Loan, 5.02%, Maturing February 2, 2011 | $ | 1,222,525 | |||||||
Marina District Finance Co., Inc. | |||||||||||
1,467,625 | Term Loan, 4.99%, Maturing October 20, 2011 | 1,477,715 | |||||||||
MGM Mirage | |||||||||||
1,571,429 | Term Loan, 5.00%, Maturing April 25, 2010(3) | 1,553,095 | |||||||||
428,571 | Term Loan, 5.13%, Maturing April 25, 2010 | 429,107 | |||||||||
Pinnacle Entertainment, Inc. | |||||||||||
797,382 | Term Loan, 0.00%, Maturing August 27, 2010(3) | 799,127 | |||||||||
735,000 | Term Loan, 6.33%, Maturing August 27, 2010 | 746,944 | |||||||||
Resorts International Holdings, LLC | |||||||||||
1,065,244 | Term Loan, 5.83%, Maturing April 26, 2012 | 1,080,423 | |||||||||
483,788 | Term Loan, 5.83%, Maturing April 26, 2013 | 485,299 | |||||||||
Seminole Tribe of Florida | |||||||||||
350,000 | Term Loan, 5.38%, Maturing September 30, 2011 | 354,375 | |||||||||
Venetian Casino Resort, LLC | |||||||||||
418,770 | Term Loan, 0.00%, Maturing June 15, 2011(3) | 422,434 | |||||||||
2,031,035 | Term Loan, 5.24%, Maturing June 15, 2011 | 2,053,703 | |||||||||
Wyndham International, Inc. | |||||||||||
131,466 | Term Loan, 3.25%, Maturing May 10, 2011 | 132,123 | |||||||||
1,390,051 | Term Loan, 6.50%, Maturing May 10, 2011 | 1,399,607 | |||||||||
Wynn Las Vegas, LLC | |||||||||||
665,000 | Term Loan, 5.47%, Maturing December 14, 2011 | 670,196 | |||||||||
$ | 18,359,538 | ||||||||||
Nonferrous Metals / Minerals - 2.7% | |||||||||||
Compass Minerals Group, Inc. | |||||||||||
$ | 251,011 | Term Loan, 5.92%, Maturing November 28, 2009 | $ | 253,730 | |||||||
Foundation Coal Corp. | |||||||||||
778,191 | Term Loan, 5.54%, Maturing July 30, 2011 | 789,257 | |||||||||
ICG, LLC | |||||||||||
472,625 | Term Loan, 5.88%, Maturing November 5, 2010 | 479,321 | |||||||||
International Mill Service, Inc. | |||||||||||
248,750 | Term Loan, 5.83%, Maturing December 31, 2010 | 250,927 | |||||||||
1,000,000 | Term Loan, 9.08%, Maturing October 26, 2011 | 1,015,000 | |||||||||
Magnequench, Inc. | |||||||||||
416,186 | Term Loan, 10.71%, Maturing September 30, 2009 | 416,186 | |||||||||
500,000 | Term Loan, 14.21%, Maturing December 31, 2009 | 500,000 | |||||||||
Murray Energy Corp. | |||||||||||
748,125 | Term Loan, 6.33%, Maturing January 28, 2010 | 752,801 | |||||||||
Novelis, Inc. | |||||||||||
601,442 | Term Loan, 4.96%, Maturing January 6, 2012 | 608,820 | |||||||||
1,042,788 | Term Loan, 4.96%, Maturing January 6, 2012 | 1,055,579 | |||||||||
Stillwater Mining Co. | |||||||||||
884,982 | Term Loan, 6.63%, Maturing July 30, 2010 | 902,128 |
See notes to financial statements
11
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Nonferrous Metals / Minerals (continued) | |||||||||||
Trout Coal Holdings, LLC | |||||||||||
$ | 498,750 | Term Loan, 5.97%, Maturing March 23, 2011 | $ | 499,062 | |||||||
1,000,000 | Term Loan, 8.50%, Maturing March 23, 2012 | 1,004,375 | |||||||||
$ | 8,527,186 | ||||||||||
Oil and Gas - 6.4% | |||||||||||
Beldon & Blake Corp. | |||||||||||
$ | 444,013 | Term Loan, 5.94%, Maturing July 21, 2011 | $ | 445,123 | |||||||
Dresser Rand Group, Inc. | |||||||||||
424,094 | Term Loan, 5.45%, Maturing October 29, 2011 | 430,853 | |||||||||
Dresser, Inc. | |||||||||||
254,878 | Term Loan, 5.99%, Maturing March 31, 2007 | 258,170 | |||||||||
Dynegy Holdings, Inc. | |||||||||||
2,623,500 | Term Loan, 7.14%, Maturing May 28, 2010 | 2,639,897 | |||||||||
El Paso Corp. | |||||||||||
1,071,750 | Term Loan, 5.27%, Maturing November 23, 2009 | 1,079,788 | |||||||||
2,260,799 | Term Loan, 6.13%, Maturing November 23, 2009 | 2,279,168 | |||||||||
Getty Petroleum Marketing, Inc. | |||||||||||
1,488,766 | Term Loan, 6.33%, Maturing May 19, 2010 | 1,511,097 | |||||||||
Kerr-McGee Corp. | |||||||||||
1,265,000 | Term Loan, 5.55%, Maturing May 24, 2007 | 1,274,646 | |||||||||
2,300,000 | Term Loan, 5.79%, Maturing May 24, 2011 | 2,338,173 | |||||||||
LB Pacific, L.P. | |||||||||||
543,477 | Term Loan, 6.15%, Maturing March 3, 2012 | 549,251 | |||||||||
Lyondell-Citgo Refining, L.P. | |||||||||||
940,500 | Term Loan, 5.51%, Maturing May 21, 2007 | 955,195 | |||||||||
Sprague Energy Corp. | |||||||||||
1,000,000 | Revolving Loan, 5.07%, Maturing August 10, 2007(3) | 997,500 | |||||||||
The Premcor Refining Group, Inc. | |||||||||||
2,000,000 | Term Loan, 4.88%, Maturing April 13, 2009 | 2,013,750 | |||||||||
Universal Compression, Inc. | |||||||||||
555,000 | Term Loan, 5.24%, Maturing February 15, 2012(3) | 562,718 | |||||||||
Williams Production RMT Co. | |||||||||||
2,945,162 | Term Loan, 5.49%, Maturing May 30, 2008 | 2,978,295 | |||||||||
$ | 20,313,624 | ||||||||||
Publishing - 7.2% | |||||||||||
American Media Operations, Inc. | |||||||||||
$ | 96,096 | Term Loan, 6.13%, Maturing April 1, 2006 | $ | 95,976 | |||||||
1,095,827 | Term Loan, 5.88%, Maturing April 1, 2007 | 1,109,525 | |||||||||
871,639 | Term Loan, 5.88%, Maturing April 1, 2008 | 882,535 | |||||||||
CBD Media, LLC | |||||||||||
490,196 | Term Loan, 5.63%, Maturing December 31, 2009 | 496,936 | |||||||||
Dex Media East, LLC | |||||||||||
1,597,033 | Term Loan, 4.98%, Maturing May 8, 2009 | 1,613,503 |
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Publishing (continued) | |||||||||||
Dex Media West, LLC | |||||||||||
$ | 2,037,732 | Term Loan, 4.93%, Maturing March 9, 2010 | $ | 2,058,109 | |||||||
Freedom Communications Holdings, Inc. | |||||||||||
623,059 | Term Loan, 4.83%, Maturing May 18, 2012 | 625,473 | |||||||||
Herald Media, Inc. | |||||||||||
148,500 | Term Loan, 5.56%, Maturing July 22, 2011 | 150,681 | |||||||||
500,000 | Term Loan, 8.99%, Maturing January 22, 2012 | 506,407 | |||||||||
Lamar Media Corp. | |||||||||||
2,487,500 | Term Loan, 4.88%, Maturing June 30, 2010 | 2,517,039 | |||||||||
Liberty Group Operating, Inc. | |||||||||||
714,148 | Term Loan, 5.44%, Maturing February 28, 2012 | 718,909 | |||||||||
Merrill Communications, LLC | |||||||||||
694,848 | Term Loan, 5.83%, Maturing February 9, 2009 | 700,928 | |||||||||
Morris Publishing Group, LLC | |||||||||||
780,000 | Term Loan, 5.00%, Maturing September 30, 2010 | 788,044 | |||||||||
1,194,000 | Term Loan, 5.25%, Maturing March 31, 2011 | 1,205,940 | |||||||||
Nebraska Book Co., Inc. | |||||||||||
478,938 | Term Loan, 5.88%, Maturing March 4, 2011 | 485,523 | |||||||||
R.H. Donnelley Corp. | |||||||||||
119,885 | Term Loan, 5.15%, Maturing December 31, 2009 | 120,941 | |||||||||
2,793,153 | Term Loan, 5.14%, Maturing June 30, 2011 | 2,824,285 | |||||||||
Source Media, Inc. | |||||||||||
240,941 | Term Loan, 5.74%, Maturing August 30, 2012 | 244,405 | |||||||||
250,000 | Term Loan, 8.87%, Maturing August 30, 2012 | 254,141 | |||||||||
SP Newsprint Co. | |||||||||||
969,921 | Term Loan, 5.51%, Maturing January 9, 2010 | 977,802 | |||||||||
412,217 | Term Loan, 5.58%, Maturing January 9, 2010 | 417,627 | |||||||||
Sun Media Corp. | |||||||||||
2,389,212 | Term Loan, 5.19%, Maturing February 7, 2009 | 2,419,077 | |||||||||
Transwestern Publishing Co., LLC | |||||||||||
386,325 | Term Loan, 5.57%, Maturing February 25, 2011 | 388,317 | |||||||||
790,002 | Term Loan, 7.50%, Maturing February 25, 2011 | 798,890 | |||||||||
Weekly Reader Corp. | |||||||||||
750,000 | Term Loan, 10.25%, Maturing March 29, 2009 | 751,406 | |||||||||
$ | 23,152,419 | ||||||||||
Radio and Television - 5.3% | |||||||||||
Adams Outdoor Advertising, L.P. | |||||||||||
$ | 997,500 | Term Loan, 5.15%, Maturing November 18, 2012 | $ | 1,011,423 | |||||||
ALM Media Holdings, Inc. | |||||||||||
832,912 | Term Loan, 5.99%, Maturing March 5, 2010 | 834,995 | |||||||||
Block Communications, Inc. | |||||||||||
922,838 | Term Loan, 5.74%, Maturing November 30, 2009 | 931,490 | |||||||||
CanWest Media, Inc. | |||||||||||
1,780,016 | Term Loan, 5.47%, Maturing August 15, 2009 | 1,799,299 |
See notes to financial statements
12
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Radio and Television (continued) | |||||||||||
DirecTV Holdings, LLC | |||||||||||
$ | 2,086,667 | Term Loan, 4.74%, Maturing April 13, 2013 | $ | 2,096,449 | |||||||
NEP Supershooters, L.P. | |||||||||||
539,177 | Term Loan, 11.48%, Maturing August 3, 2011 | 533,785 | |||||||||
Nexstar Broadcasting, Inc. | |||||||||||
980,255 | Term Loan, 5.24%, Maturing October 1, 2012 | 986,585 | |||||||||
1,034,745 | Term Loan, 5.24%, Maturing October 1, 2012 | 1,042,721 | |||||||||
PanAmSat Corp. | |||||||||||
2,719,273 | Term Loan, 5.65%, Maturing August 20, 2011 | 2,765,093 | |||||||||
Raycom TV Broadcasting, Inc. | |||||||||||
1,200,000 | Term Loan, 5.50%, Maturing February 24, 2012 | 1,208,250 | |||||||||
Spanish Broadcasting System | |||||||||||
700,000 | Term Loan, 7.03%, Maturing June 10, 2013 | 711,813 | |||||||||
Susquehanna Media Co. | |||||||||||
2,643,375 | Term Loan, 5.27%, Maturing March 9, 2012 | 2,678,069 | |||||||||
Young Broadcasting, Inc. | |||||||||||
390,000 | Term Loan, 5.64%, Maturing November 3, 2012 | 393,981 | |||||||||
$ | 16,993,953 | ||||||||||
Rail Industries - 0.4% | |||||||||||
Kansas City Southern Railway Co. | |||||||||||
$ | 368,150 | Term Loan, 5.16%, Maturing March 30, 2008 | $ | 373,327 | |||||||
Railamerica, Inc. | |||||||||||
682,348 | Term Loan, 5.56%, Maturing September 29, 2011 | 692,299 | |||||||||
80,661 | Term Loan, 5.56%, Maturing September 29, 2011 | 81,837 | |||||||||
$ | 1,147,463 | ||||||||||
Retailers (Except Food and Drug) - 5.3% | |||||||||||
American Achievement Corp. | |||||||||||
$ | 314,143 | Term Loan, 6.00%, Maturing March 25, 2011 | $ | 316,499 | |||||||
Amscan Holdings, Inc. | |||||||||||
495,000 | Term Loan, 5.66%, Maturing April 30, 2012 | 500,569 | |||||||||
Coinmach Laundry Corp. | |||||||||||
3,762,030 | Term Loan, 6.33%, Maturing July 25, 2009 | 3,811,407 | |||||||||
CSK Auto, Inc. | |||||||||||
1,970,000 | Term Loan, 4.85%, Maturing June 20, 2009 | 1,990,931 | |||||||||
FTD, Inc. | |||||||||||
405,663 | Term Loan, 5.74%, Maturing February 28, 2011 | 410,227 | |||||||||
Harbor Freight Tools USA, Inc. | |||||||||||
992,502 | Term Loan, 5.78%, Maturing July 15, 2010 | 998,084 | |||||||||
Home Interiors & Gifts, Inc. | |||||||||||
673,720 | Term Loan, 8.38%, Maturing March 31, 2011 | 618,699 | |||||||||
Josten's Corp. | |||||||||||
2,347,400 | Term Loan, 5.39%, Maturing October 4, 2010 | 2,383,590 |
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Retailers (Except Food and Drug) (continued) | |||||||||||
Mapco Express, Inc. | |||||||||||
$ | 327,000 | Term Loan, 6.21%, Maturing April 28, 2011 | $ | 331,905 | |||||||
Movie Gallery, Inc. | |||||||||||
570,000 | Term Loan, 6.14%, Maturing April 27, 2011 | 576,840 | |||||||||
Musicland Group, Inc. | |||||||||||
1,000,000 | Revolving Loan, 7.50%, Maturing August 11, 2008(3) | 1,002,500 | |||||||||
Oriental Trading Co., Inc. | |||||||||||
1,780,033 | Term Loan, 6.00%, Maturing August 4, 2010 | 1,791,159 | |||||||||
Rent-A-Center, Inc. | |||||||||||
1,278,440 | Term Loan, 5.35%, Maturing June 30, 2010 | 1,291,703 | |||||||||
Savers, Inc. | |||||||||||
364,225 | Term Loan, 6.26%, Maturing August 4, 2009 | 366,956 | |||||||||
500,000 | Term Loan, 10.48%, Maturing August 4, 2010 | 508,750 | |||||||||
$ | 16,899,819 | ||||||||||
Surface Transport - 0.8% | |||||||||||
Horizon Lines, LLC | |||||||||||
$ | 247,500 | Term Loan, 5.99%, Maturing July 7, 2011 | $ | 251,006 | |||||||
NFIL Holdings Corp. | |||||||||||
328,188 | Term Loan, 4.08%, Maturing February 27, 2010 | 331,880 | |||||||||
835,280 | Term Loan, 5.34%, Maturing February 27, 2010 | 845,199 | |||||||||
Sirva Worldwide, Inc. | |||||||||||
1,197,059 | Term Loan, 5.63%, Maturing December 1, 2010 | 1,130,721 | |||||||||
$ | 2,558,806 | ||||||||||
Telecommunications - 6.8% | |||||||||||
Alaska Communications Systems Holdings, Inc. | |||||||||||
$ | 530,000 | Term Loan, 5.49%, Maturing February 1, 2011 | $ | 534,704 | |||||||
American Tower, L.P. | |||||||||||
1,132,163 | Term Loan, 5.21%, Maturing August 31, 2011 | 1,143,249 | |||||||||
Cellular South, Inc. | |||||||||||
346,500 | Term Loan, 5.34%, Maturing May 4, 2011 | 349,748 | |||||||||
Centennial Cellular Operating Co., LLC | |||||||||||
1,975,000 | Term Loan, 5.68%, Maturing February 9, 2011 | 2,004,625 | |||||||||
Consolidated Communications, Inc. | |||||||||||
1,482,902 | Term Loan, 5.80%, Maturing October 14, 2011 | 1,493,096 | |||||||||
D&E Communications, Inc. | |||||||||||
467,825 | Term Loan, 5.33%, Maturing December 31, 2011 | 471,334 | |||||||||
Fairpoint Communications, Inc. | |||||||||||
1,130,000 | Term Loan, 5.55%, Maturing February 8, 2012 | 1,144,125 | |||||||||
Hawaiian Telcom Communications, Inc. | |||||||||||
400,000 | Term Loan, 5.73%, Maturing October 31, 2012 | 404,625 | |||||||||
Iowa Telecommunications Services, Inc. | |||||||||||
334,000 | Term Loan, 5.50%, Maturing November 23, 2011 | 337,653 |
See notes to financial statements
13
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Telecommunications (continued) | |||||||||||
Metrocall, Inc. & Arch Wireless Operating | |||||||||||
$ | 73,632 | Term Loan, 5.76%, Maturing November 16, 2006 | $ | 74,184 | |||||||
NTelos, Inc. | |||||||||||
1,144,250 | Term Loan, 5.83%, Maturing February 18, 2011 | 1,143,178 | |||||||||
Qwest Corp. | |||||||||||
2,000,000 | Term Loan, 7.93%, Maturing June 4, 2007 | 2,062,812 | |||||||||
SBA Senior Finance, Inc. | |||||||||||
1,951,639 | Term Loan, 5.55%, Maturing October 31, 2008 | 1,979,288 | |||||||||
Spectrasite Communications, Inc. | |||||||||||
1,219,870 | Term Loan, 4.91%, Maturing May 19, 2012 | 1,225,080 | |||||||||
Stratos Global Corp. | |||||||||||
805,000 | Term Loan, 5.74%, Maturing December 3, 2011 | 812,799 | |||||||||
Triton PCS, Inc. | |||||||||||
825,850 | Term Loan, 6.58%, Maturing November 18, 2009 | 829,257 | |||||||||
Valor Telecom Enterprise, LLC | |||||||||||
1,220,100 | Term Loan, 5.39%, Maturing February 14, 2012 | 1,236,876 | |||||||||
Westcom Corp. | |||||||||||
463,867 | Term Loan, 6.08%, Maturing December 17, 2010 | 467,346 | |||||||||
600,000 | Term Loan, 10.24%, Maturing May 17, 2011 | 612,375 | |||||||||
Western Wireless Corp. | |||||||||||
3,326,119 | Term Loan, 6.19%, Maturing May 28, 2011 | 3,338,592 | |||||||||
Winstar Communications, Inc. | |||||||||||
169,348 | DIP Loan, 0.00%, Maturing December 31, 2005(2)(4) | 62,218 | |||||||||
$ | 21,727,164 | ||||||||||
Utilities - 3.3% | |||||||||||
Allegheny Energy Supply Co., LLC | |||||||||||
$ | 1,759,052 | Term Loan, 5.84%, Maturing October 28, 2011 | $ | 1,768,507 | |||||||
Cogentrix Deleware Holdings, Inc. | |||||||||||
933,249 | Term Loan, 5.24%, Maturing January 14, 2012 | 940,054 | |||||||||
Covanta Energy Corp. | |||||||||||
561,138 | Term Loan, 3.36%, Maturing June 24, 2012 | 566,750 | |||||||||
453,862 | Term Loan, 6.46%, Maturing June 24, 2012 | 458,400 | |||||||||
350,000 | Term Loan, 8.88%, Maturing June 24, 2013 | 353,500 | |||||||||
KGen, LLC | |||||||||||
478,800 | Term Loan, 6.12%, Maturing August 5, 2011 | 471,618 | |||||||||
NRG Energy, Inc. | |||||||||||
865,427 | Term Loan, 3.39%, Maturing December 24, 2011 | 873,811 | |||||||||
1,095,210 | Term Loan, 5.37%, Maturing December 24, 2011 | 1,105,821 | |||||||||
Pike Electric, Inc. | |||||||||||
260,000 | Term Loan, 5.44%, Maturing July 1, 2012 | 263,250 | |||||||||
444,000 | Term Loan, 5.50%, Maturing July 1, 2012 | 450,660 | |||||||||
Plains Resources, Inc. | |||||||||||
1,001,653 | Term Loan, 5.33%, Maturing December 17, 2010 | 1,012,921 |
Principal Amount |
Borrower/Tranche Description | Value | |||||||||
Utilities (continued) | |||||||||||
Reliant Energy, Inc. | |||||||||||
$ | 761,838 | Term Loan, 6.06%, Maturing December 22, 2010 | $ | 769,592 | |||||||
Texas Genco, LLC | |||||||||||
1,147,161 | Term Loan, 5.41%, Maturing December 14, 2011 | 1,164,966 | |||||||||
476,208 | Term Loan, 5.41%, Maturing December 14, 2011(3) | 483,599 | |||||||||
$ | 10,683,449 | ||||||||||
Total Senior Floating Rate Interests (identified cost $467,723,442) |
$ | 470,194,249 | |||||||||
Corporate Bonds & Notes - 16.5% | |||||||||||
Principal Amount (000's omitted) |
Security | Value | |||||||||
Aerospace and Defense - 0.2% | |||||||||||
Argo Tech Corp., Sr. Notes | |||||||||||
$ | 300 | 9.25%, 6/1/11 | $ | 327,000 | |||||||
BE Aerospace, Sr. Sub. Notes, Series B | |||||||||||
35 | 8.00%, 3/1/08 | 35,175 | |||||||||
Sequa Corp. | |||||||||||
300 | 8.875%, 4/1/08 | 325,500 | |||||||||
Standard Aero Holdings, Inc., Sr. Sub. Notes | |||||||||||
15 | 8.25%, 9/1/14(5) | 15,900 | |||||||||
$ | 703,575 | ||||||||||
Air Transport - 0.4% | |||||||||||
American Airlines | |||||||||||
$ | 895 | 7.80%, 10/1/06 | $ | 851,097 | |||||||
15 | 8.608%, 4/1/11 | 14,074 | |||||||||
20 | 7.858%, 10/1/11 | 21,137 | |||||||||
Continental Airlines | |||||||||||
257 | 7.033%, 6/15/11 | 216,235 | |||||||||
Delta Air Lines | |||||||||||
6 | 7.779%, 11/18/05 | 5,228 | |||||||||
69 | 9.50%, 11/18/08(5) | 56,580 | |||||||||
Northwest Airlines, Inc. | |||||||||||
25 | 8.875%, 6/1/06 | 16,000 | |||||||||
$ | 1,180,351 | ||||||||||
Automotive - 0.5% | |||||||||||
Altra Industrial Motion, Inc. | |||||||||||
$ | 35 | 9.00%, 12/1/11(5) | $ | 33,250 | |||||||
Commercial Vehicle Group, Inc., Sr. Notes | |||||||||||
55 | 8.00%, 7/1/13(5) | 56,237 |
See notes to financial statements
14
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount (000's omitted) |
Security | Value | |||||||||
Automotive (continued) | |||||||||||
Delphi Corp. | |||||||||||
$ | 185 | 6.55%, 6/15/06 | $ | 180,837 | |||||||
Keystone Automotive Operations, Inc., Sr. Sub. Notes | |||||||||||
470 | 9.75%, 11/1/13 | 467,650 | |||||||||
Metaldyne Corp., Sr. Notes | |||||||||||
105 | 10.00%, 11/1/13(5) | 86,625 | |||||||||
Neff Rental/Neff Finance | |||||||||||
145 | 11.25%, 6/15/12 | 145,000 | |||||||||
Tenneco Automotive, Inc. | |||||||||||
140 | 8.625%, 11/15/14 | 141,400 | |||||||||
Tenneco Automotive, Inc., Series B | |||||||||||
230 | 10.25%, 7/15/13 | 261,050 | |||||||||
TRW Automotive, Inc., Sr. Sub. Notes | |||||||||||
65 | 11.00%, 2/15/13 | 75,075 | |||||||||
United Components, Inc., Sr. Sub. Notes | |||||||||||
65 | 9.375%, 6/15/13 | 65,812 | |||||||||
Visteon Corp., Sr. Notes | |||||||||||
95 | 8.25%, 8/1/10 | 88,350 | |||||||||
$ | 1,601,286 | ||||||||||
Building and Development - 0.3% | |||||||||||
Coleman Cable, Inc., Sr. Notes | |||||||||||
$ | 60 | 9.875%, 10/1/12(5) | $ | 53,700 | |||||||
MAAX Corp., Sr. Sub. Notes | |||||||||||
65 | 9.75%, 6/15/12 | 57,687 | |||||||||
Mueller Group, Inc., Sr. Sub. Notes | |||||||||||
185 | 10.00%, 5/1/12 | 195,175 | |||||||||
Mueller Holdings, Inc., Disc. Notes | |||||||||||
160 | 14.75%, 4/15/14 | 117,600 | |||||||||
Nortek, Inc., Sr. Sub Notes | |||||||||||
185 | 8.50%, 9/1/14 | 172,975 | |||||||||
Ply Gem Industries, Inc., Sr. Sub. Notes | |||||||||||
120 | 9.00%, 2/15/12 | 102,000 | |||||||||
RMCC Acquisition Co., Sr. Sub. Notes | |||||||||||
180 | 9.50%, 11/1/12(5) | 172,800 | |||||||||
Texas Industries, Inc.,Sr. Notes | |||||||||||
20 | 7.25%, 7/15/13(5) | 20,600 | |||||||||
$ | 892,537 | ||||||||||
Business Equipment and Services - 0.2% | |||||||||||
Hydrochem Industrial Services, Inc., Sr. Sub Notes | |||||||||||
$ | 40 | 9.25%, 2/15/13(5) | $ | 37,200 | |||||||
Norcross Safety Products LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B | |||||||||||
160 | 9.875%, 8/15/11 | 168,000 |
Principal Amount (000's omitted) |
Security | Value | |||||||||
Business Equipment and Services (continued) | |||||||||||
NSP Holdings/NSP Holdings Capital Corp., Sr. Notes (PIK) | |||||||||||
$ | 25 | 11.75%, 1/1/12 | $ | 27,375 | |||||||
Quintiles Transnational Corp., Sr. Sub. Notes | |||||||||||
260 | 10.00%, 10/1/13 | 286,000 | |||||||||
Safety Products Holdings, Sr. Notes (PIK) | |||||||||||
45 | 11.75%, 1/1/12(5) | 43,087 | |||||||||
Williams Scotsman, Inc., Sr. Notes | |||||||||||
50 | 10.00%, 8/15/08 | 55,256 | |||||||||
$ | 616,918 | ||||||||||
Cable and Satellite Television - 0.5% | |||||||||||
Adelphia Communications, Sr. Notes, Series B | |||||||||||
$ | 270 | 9.25%, 10/1/32(2) | $ | 233,550 | |||||||
Charter Communication Holdings/Charter Capital Broadcasting, Sr. Notes | |||||||||||
125 | 11.125%, 1/15/11 | 94,062 | |||||||||
Charter Communications Holdings II, LLC, Sr. Notes | |||||||||||
285 | 10.25%, 9/15/10 | 289,631 | |||||||||
Charter Communications Holdings, LLC, Sr. Notes | |||||||||||
85 | 10.25%, 1/15/10 | 63,537 | |||||||||
Ono Finance PLC, Sr. Notes | |||||||||||
45 | 14.00%, 2/15/11 | 50,737 | |||||||||
PanAmSat Corp. | |||||||||||
101 | 9.00%, 8/15/14 | 110,721 | |||||||||
UGS Corp. | |||||||||||
575 | 10.00%, 6/1/12 | 641,125 | |||||||||
$ | 1,483,363 | ||||||||||
Chemicals and Plastics - 0.9% | |||||||||||
Avecia Group PLC | |||||||||||
$ | 25 | 11.00%, 7/1/09 | $ | 25,594 | |||||||
BCP Crystal Holdings Corp., Sr. Sub Notes | |||||||||||
172 | 9.625%, 6/15/14 | 193,500 | |||||||||
Borden U.S. Finance/Nova Scotia Finance, Sr. Notes | |||||||||||
95 | 9.00%, 7/15/14(5) | 97,137 | |||||||||
Crystal US Holdings/US Holdings 3, LLC, Sr. Disc. Notes, Series B | |||||||||||
179 | 0.00%, 10/1/14 | 125,300 | |||||||||
Equistar Chemical, Sr. Notes | |||||||||||
110 | 10.625%, 5/1/11 | 121,962 | |||||||||
Hercules, Inc. | |||||||||||
30 | 11.125%, 11/15/07 | 34,012 | |||||||||
Huntsman International, LLC, Sr. Notes | |||||||||||
80 | 9.875%, 3/1/09 | 86,000 | |||||||||
Huntsman, LLC | |||||||||||
91 | 11.625%, 10/15/10 | 107,039 |
See notes to financial statements
15
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount (000's omitted) |
Security | Value | |||||||||
Chemicals and Plastics (continued) | |||||||||||
Innophos, Inc., Sr. Sub. Notes | |||||||||||
$ | 40 | 8.875%, 8/15/14(5) | $ | 41,000 | |||||||
Key Plastics, LLC, Jr. Sub. Notes | |||||||||||
74 | 18.32%, 4/26/07(4) | 74,994 | |||||||||
Key Plastics, LLC, Sr. Sub. Notes | |||||||||||
118 | 7.00%, 4/26/07(4) | 118,607 | |||||||||
Lyondell Chemical Co., Sr. Notes | |||||||||||
192 | 10.50%, 6/1/13 | 220,560 | |||||||||
Milacron Escrow Corp. | |||||||||||
315 | 11.50%, 5/15/11 | 332,325 | |||||||||
Nalco Co., Sr. Sub. Notes | |||||||||||
100 | 8.875%, 11/15/13 | 107,750 | |||||||||
OM Group, Inc. | |||||||||||
460 | 9.25%, 12/15/11 | 462,300 | |||||||||
Polyone Corp., Sr. Notes | |||||||||||
130 | 10.625%, 5/15/10 | 138,125 | |||||||||
Polypore, Inc., Sr. Sub Notes | |||||||||||
15 | 8.75%, 5/15/12 | 14,100 | |||||||||
Rhodia SA, Sr. Notes | |||||||||||
410 | 10.25%, 6/1/10 | 441,775 | |||||||||
Solo Cup Co., Sr. Sub. Notes | |||||||||||
115 | 8.50%, 2/15/14 | 108,100 | |||||||||
$ | 2,850,180 | ||||||||||
Clothing / Textiles - 0.4% | |||||||||||
GFSI, Inc., Sr. Sub. Notes, Series B | |||||||||||
$ | 60 | 9.625%, 3/1/07 | $ | 54,900 | |||||||
Levi Strauss & Co., Sr. Notes | |||||||||||
200 | 12.25%, 12/15/12 | 219,500 | |||||||||
125 | 9.75%, 1/15/15 | 124,687 | |||||||||
Levi Strauss & Co., Sr. Notes, Variable Rate | |||||||||||
100 | 7.73%, 4/1/12 | 95,000 | |||||||||
Oxford Industries, Inc., Sr. Notes | |||||||||||
250 | 8.875%, 6/1/11 | 268,750 | |||||||||
Perry Ellis International, Inc., Sr. Sub. Notes | |||||||||||
100 | 8.875%, 9/15/13 | 100,500 | |||||||||
Phillips Van-Heusen, Sr. Notes | |||||||||||
40 | 7.25%, 2/15/11 | 42,200 | |||||||||
100 | 8.125%, 5/1/13 | 108,750 | |||||||||
William Carter, Series B | |||||||||||
104 | 10.875%, 8/15/11 | 117,017 | |||||||||
$ | 1,131,304 |
Principal Amount (000's omitted) |
Security | Value | |||||||||
Commercial Services - 0.1% | |||||||||||
Affinity Group, Inc., Sr. Sub. Notes | |||||||||||
$ | 220 | 9.00%, 2/15/12 | $ | 223,850 | |||||||
$ | 223,850 | ||||||||||
Conglomerates - 0.2% | |||||||||||
Amsted Industries, Inc., Sr. Notes | |||||||||||
$ | 500 | 10.25%, 10/15/11(5) | $ | 542,500 | |||||||
Rexnord Corp. | |||||||||||
45 | 10.125%, 12/15/12 | 49,500 | |||||||||
$ | 592,000 | ||||||||||
Consumer Products - 0.1% | |||||||||||
Fedders North America, Inc. | |||||||||||
$ | 95 | 9.875%, 3/1/14 | $ | 62,225 | |||||||
Samsonite Corp., Sr. Sub. Notes | |||||||||||
195 | 8.875%, 6/1/11 | 208,162 | |||||||||
$ | 270,387 | ||||||||||
Containers and Glass Products - 0.3% | |||||||||||
Crown Euro Holdings SA | |||||||||||
$ | 65 | 9.50%, 3/1/11 | $ | 72,150 | |||||||
340 | 10.875%, 3/1/13 | 401,200 | |||||||||
Intertape Polymer US, Inc., Sr. Sub. Notes | |||||||||||
180 | 8.50%, 8/1/14 | 179,274 | |||||||||
Pliant Corp. | |||||||||||
65 | 11.125%, 9/1/09 | 63,700 | |||||||||
Pliant Corp. (PIK) | |||||||||||
81 | 11.625%, 6/15/09(5) | 86,906 | |||||||||
Stone Container Corp., Sr. Notes | |||||||||||
143 | 9.25%, 2/1/08 | 150,150 | |||||||||
$ | 953,380 | ||||||||||
Ecological Services and Equipment - 0.2% | |||||||||||
Aleris International, Inc. | |||||||||||
$ | 55 | 10.375%, 10/15/10 | $ | 60,637 | |||||||
87 | 9.00%, 11/15/14 | 90,480 | |||||||||
Allied Waste North America, Series B | |||||||||||
165 | 8.875%, 4/1/08 | 174,075 | |||||||||
National Waterworks, Inc., Series B | |||||||||||
115 | 10.50%, 12/1/12 | 129,950 | |||||||||
Waste Services, Inc., Sr. Sub. Notes | |||||||||||
220 | 9.50%, 4/15/14(5) | 218,900 | |||||||||
$ | 674,042 |
See notes to financial statements
16
Eaton Vance Senior Income Trust as of June 30, 2005
PORTFOLIO OF INVESTMENTS CONT'D
Principal Amount (000's omitted) |
Security | Value | |||||||||
Electronics / Electrical - 0.0% | |||||||||||
CPI HoldCo, Inc., Sr. Notes, Variable Rate | |||||||||||
$ | 50 | 8.83%, 2/1/15 | $ | 49,274 | |||||||
Danka Business Systems, Sr. Notes | |||||||||||
25 | 11.00%, 6/15/10 | 20,125 | |||||||||
$ | 69,399 | ||||||||||
Entertainment - 0.2% | |||||||||||
AMC Entertainment, Inc., Sr. Sub. Notes | |||||||||||
$ | 115 | 9.875%, 2/1/12 | $ | 114,712 | |||||||
LCE Acquisition Corp., Sr. Sub. Notes | |||||||||||
390 | 9.00%, 8/1/14(5) | 379,275 | |||||||||
Royal Caribbean Cruises, Sr. Notes | |||||||||||
135 | 8.75%, 2/2/11 | 156,262 | |||||||||
$ | 650,249 | ||||||||||
Equipment Leasing - 0.1% | |||||||||||
Greenbrier Companies, Inc. (The), Sr. Notes | |||||||||||
$ | 200 | 8.375%, 5/15/15(5) | $ | 204,500 | |||||||
United Rentals North America, Inc. | |||||||||||
40 | 6.50%, 2/15/12 | 39,550 | |||||||||
United Rentals North America, Inc., Sr. Sub. Notes | |||||||||||
180 | 7.00%, 2/15/14 | 172,350 | |||||||||
$ | 416,400 | ||||||||||
Financial Intermediaries - 1.8% | |||||||||||
Alzette, Variable Rate | |||||||||||
$ | 500 | 8.691%, 12/15/20 | $ | 505,000 | |||||||
Avalon Capital Ltd. 3, Series 1A, Class D, Variable Rate | |||||||||||
380 | 5.24%, 2/24/19(5) | 380,000 | |||||||||
Babson Ltd., Series 2005-1A, Class C1, Variable Rate | |||||||||||
500 | 5.315%, 4/15/19(5) | 500,000 | |||||||||
Bryant Park CDO Ltd., Series 2005-1A, Class C, Variable Rate | |||||||||||
500 | 4.941%, 1/15/19(5) | 500,000 | |||||||||
Carlyle High Yield Partners, Series 2004-6A, Class C, Variable Rate | |||||||||||
500 | 5.224%, 8/11/16(5) | 500,000 | |||||||||
Centurion CDO 8 Ltd., Series 2005 8A, Class D, Variable Rate | |||||||||||
500 | 8.297%, 3/8/17(4) | 500,000 | |||||||||
Centurion CDO 9 Ltd., Series 2005-9A(4) | |||||||||||
500 | 0.00%, 7/17/19 | 500,000 | |||||||||
Dana Credit Corp. | |||||||||||
50 | 8.375%, 8/15/07(5) | 51,219 | |||||||||
E*Trade Financial Corp., Sr. Notes | |||||||||||
160 | 8.00%, 6/15/11 | 169,200 |
Principal Amount (000's omitted) |
Security | Value | |||||||||
Financial Intermediaries (continued) | |||||||||||
Ford Motor Credit Co. | |||||||||||
$ | 570 | 7.875%, 6/15/10 | $ | 563,842 | |||||||
General Motors Acceptance Corp. | |||||||||||
25 | 6.125%, 9/15/06 | 25,025 | |||||||||
260 | 7.25%, 3/2/11 | 244,070 | |||||||||
210 | 7.00%, 2/1/12 | 193,829 | |||||||||
Refco Finance Holdings | |||||||||||
365 | 9.00%, 8/1/12 | 388,725 | |||||||||
Residential Capital Corp. | |||||||||||
85 | 6.875%, 6/30/15(5) | 87,028 | |||||||||
Stanfield Vantage Ltd., Series 2005-1A, Class D, Variable Rate | |||||||||||
500 | 5.337%, 3/21/17(5) | 500,000 | |||||||||
$ | 5,607,938 | ||||||||||
Food Products - 0.7% | |||||||||||
American Seafood Group, LLC | |||||||||||
$ | 415 | 10.125%, 4/15/10 | $ | 445,087 | |||||||
ASG Consolidated, LLC/ASG Finance, Inc., Sr. Disc. Notes | |||||||||||
220 | 0.00%, 11/1/11 | 158,950 | |||||||||
Pierre Foods, Inc., Sr. Sub. Notes | |||||||||||
175 | 9.875%, 7/15/12 | 181,562 | |||||||||
Pinnacle Foods Holdings Corp., Sr. Sub. Notes | |||||||||||
1,080 | 8.25%, 12/1/13 | 972,000 | |||||||||
UAP Holding Corp., Sr. Disc. Notes | |||||||||||
265 | 10.75%, 7/15/12 | 218,625 | |||||||||
United Agricultural Products, Sr. Notes | |||||||||||
50 | 8.25%, 12/15/11 | 52,000 | |||||||||
WH Holdings Ltd./WH Capital Corp., Sr. Notes | |||||||||||
42 | 9.50%, 4/1/11 |