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
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
(Registrants Telephone Number)
June 30
Date of Fiscal Year End
June 30, 2015
Date of Reporting Period
Item 1. Reports to Stockholders
Eaton Vance
Senior Income Trust (EVF)
Annual Report
June 30, 2015
Commodity Futures Trading Commission Registration. Effective December 31, 2012, the Commodity Futures Trading Commission (CFTC) adopted certain regulatory changes that subject registered investment companies and advisers to regulation by the CFTC if a fund invests more than a prescribed level of its assets in certain CFTC-regulated instruments (including futures, certain options and swap agreements) or markets itself as providing investment exposure to such instruments. The Fund has claimed an exclusion from the definition of the term commodity pool operator under the Commodity Exchange Act. Accordingly, neither the Fund nor the adviser with respect to the operation of the Fund is subject to CFTC regulation. Because of its management of other strategies, the Funds adviser is registered with the CFTC as a commodity pool operator and a commodity trading advisor.
Fund shares 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.
Annual Report June 30, 2015
Eaton Vance
Senior Income Trust
Table of Contents
Managements Discussion of Fund Performance |
2 | |||
Performance |
3 | |||
Fund Profile |
4 | |||
Endnotes and Additional Disclosures |
5 | |||
Financial Statements |
6 | |||
Report of Independent Registered Public Accounting Firm |
44 | |||
Federal Tax Information |
45 | |||
Dividend Reinvestment Plan |
46 | |||
Board of Trustees Contract Approval |
48 | |||
Management and Organization |
51 | |||
Important Notices |
54 |
Eaton Vance
Senior Income Trust
June 30, 2015
Managements Discussion of Fund Performance1
Economic and Market Conditions
The U.S. floating-rate loan market was mixed over the fiscal year ended June 30, 2015, with the S&P/LSTA Leveraged Loan Index,2 a broad barometer of the loan market, returning 1.82% during the 12-month period. Positive returns for the asset class were driven by income, with price declines in the latter part of 2014 detracting from returns.
Technical conditions i.e., the balance of supply and demand put downward pressure on loan prices from the beginning of the period through the end of 2014. The supply of new loans outpaced institutional inflows, while the retail side of the loan market experienced net outflows. It appeared that a key driver of outflows in 2014 was decreased urgency regarding rising interest rates, as a rate hike by the Federal Reserve Board no longer appeared to be imminent.
Falling energy prices also appeared to have impacted the loan market. The heaviest outflows and price declines in the asset class occurred in late 2014, after the Organization of the Petroleum Exporting Countries announced it would not cut oil production. This exacerbated an ongoing decline in crude prices. While the loan market has relatively small energy exposure, investors appeared to view falling energy prices as a negative event for loans.
From January through May 2015, however, conditions improved. Oil prices stabilized and corporate fundamentals, which had generally strengthened throughout the period, began to prevail. Flows into the loan market moved from negative to flat and prices began to rise. In June, commodity prices declined, negatively impacting loan prices in commodity sectors, notably nonferrous metals/materials.
With the U.S. economy continuing its lumpy but gradual recovery during the period, improving corporate fundamentals kept the default rate fairly benign. The loan default rate, a measure of corporate health and credit risk in the market, was 1.24%, well below the markets 10-year average of 3.2%, according to Standard & Poors Leveraged Commentary & Data.
Fund Performance
For the fiscal year ended June 30, 2015, Eaton Vance Senior Income Trust (the Fund) shares at net asset value (NAV) had a total return of 1.71%, underperforming the 1.82% return of the S&P/LSTA Leveraged Loan Index (the Index).
Under normal market conditions, the Fund invests at least 80% of its total assets in senior, secured floating-rate loans (senior loans). In keeping with its secondary objective of preservation of capital, the Fund has historically tended to overweight higher-rated loans relative to the Index. This strategy may help the Fund experience limited credit losses over time, but may detract from relative results versus the Index in times when lower-rated loans perform well.
For the 12-month period, BBB-rated8 loans in the Index returned 2.10%, BB-rated loans in the Index returned 3.27%, B-rated loans in the Index returned 2.18%, CCC-rated loans in the Index returned 1.50%, and D-rated (defaulted) loans in the Index returned -25.29%. The negative performance of the D-rated category was due in large part to the continued decline of loans issued by Energy Future Holdings, also known as TXU, a major Index component that defaulted during the Funds previous fiscal year but was not held by the Fund. Across the ratings tiers, the Funds overweight to higher-quality BBB-, BB- and B-rated loans, which outperformed the Index during the period, contributed positively to Fund performance versus the Index.
The Funds employment of investment leverage6 detracted from relative performance versus the Index, which does not employ leverage. The use of leverage has the effect of achieving additional exposure to the loan market, and thus magnifying a funds exposure to its underlying investments in both up and down market environments. Thus in the period when loan prices declined in the latter half of 2014, investment leverage hurt results for the period overall. The Funds exposure to high-yield bonds, however, which outperformed the loan market during the period, helped relative results versus the Index, which does not include high-yield bonds.
On a sector-level basis, the Funds overweights to steel, nonferrous metals/minerals, and oil and gas detracted from Fund results versus the Index, as those sectors underperformed the Index during the period. In contrast, the Funds underweight to utilities contributed to the Funds relative results versus the Index, as that sector trailed the Index during the period. Similarly, the Funds overweights to financial intermediaries and to food/drug retailers, sectors that outperformed the overall loan market during the period, contributed to Fund performance versus the Index.
See Endnotes and Additional Disclosures in this report.
Past performance is no guarantee of future results. Returns are historical and are calculated by determining the percentage change in net asset value (NAV) or market price (as applicable) with all distributions reinvested and includes management fees and other expenses. Fund performance at market price will differ from its results at NAV due to factors such as changing perceptions about the Fund, market conditions, fluctuations in supply and demand for Fund shares, or changes in Fund distributions. Investment return and principal value will fluctuate so that shares, when sold, may be worth more or less than their original cost. Performance less than one year is cumulative. Performance is for the stated time period only; due to market volatility, current Fund performance may be lower or higher than the quoted return. For performance as of the most recent month-end, please refer to eatonvance.com.
2 |
Eaton Vance
Senior Income Trust
June 30, 2015
Performance2,3
Portfolio Managers Scott H. Page, CFA and John Redding
% Average Annual Total Returns | Inception Date | One Year | Five Years | Ten Years | ||||||||||||
Fund at NAV |
10/30/1998 | 1.71 | % | 7.49 | % | 4.95 | % | |||||||||
Fund at Market Price |
| 3.02 | 5.14 | 4.57 | ||||||||||||
S&P/LSTA Leveraged Loan Index |
| 1.82 | % | 5.47 | % | 4.98 | % | |||||||||
% Premium/Discount to NAV4 | ||||||||||||||||
11.54 | % | |||||||||||||||
Distributions5 | ||||||||||||||||
Total Distributions per share for the period |
$ | 0.402 | ||||||||||||||
Distribution Rate at NAV |
5.81 | % | ||||||||||||||
Distribution Rate at Market Price |
6.57 | % | ||||||||||||||
% Total Leverage6 | ||||||||||||||||
Auction Preferred Shares (APS) |
25.23 | % | ||||||||||||||
Borrowings |
13.76 |
See Endnotes and Additional Disclosures in this report.
Past performance is no guarantee of future results. Returns are historical and are calculated by determining the percentage change in net asset value (NAV) or market price (as applicable) with all distributions reinvested and includes management fees and other expenses. Fund performance at market price will differ from its results at NAV due to factors such as changing perceptions about the Fund, market conditions, fluctuations in supply and demand for Fund shares, or changes in Fund distributions. Investment return and principal value will fluctuate so that shares, when sold, may be worth more or less than their original cost. Performance less than one year is cumulative. Performance is for the stated time period only; due to market volatility, current Fund performance may be lower or higher than the quoted return. For performance as of the most recent month-end, please refer to eatonvance.com.
3 |
Eaton Vance
Senior Income Trust
June 30, 2015
Fund Profile
Top 10 Issuers (% of total investments)7
Valeant Pharmaceuticals International, Inc. |
1.1 | % | ||
First Data Corporation |
1.1 | |||
Community Health Systems, Inc. |
1.1 | |||
Asurion, LLC |
1.1 | |||
SunGard Data Systems, Inc. |
1.0 | |||
NBTY, Inc. |
1.0 | |||
Calpine Corporation |
0.9 | |||
FMG Resources (August 2006) Pty Ltd. |
0.9 | |||
Virgin Media Investment Holdings Limited |
0.9 | |||
Intelsat Jackson Holdings S.A. |
0.9 | |||
Total |
10.0 | % |
Top 10 Sectors (% of total investments)7
Health Care |
9.8 | % | ||
Electronics/Electrical |
8.1 | |||
Business Equipment and Services |
7.5 | |||
Retailers (Except Food and Drug) |
5.5 | |||
Chemicals and Plastics |
5.0 | |||
Food Products |
4.7 | |||
Oil and Gas |
4.0 | |||
Financial Intermediaries |
3.7 | |||
Lodging and Casinos |
3.7 | |||
Leisure Goods/Activities/Movies |
3.6 | |||
Total |
55.6 | % |
Credit Quality (% of bonds, loans and asset-backed securities)8
See Endnotes and Additional Disclosures in this report.
4 |
Eaton Vance
Senior Income Trust
June 30, 2015
Endnotes and Additional Disclosures
1 | The views expressed in this report are those of the portfolio manager(s) and are current only through the date stated at the top of this page. These views are subject to change at any time based upon market or other conditions, and Eaton Vance and the Fund(s) disclaim any responsibility to update such views. These views may not be relied upon as investment advice and, because investment decisions are based on many factors, may not be relied upon as an indication of trading intent on behalf of any Eaton Vance fund. This commentary may contain statements that are not historical facts, referred to as forward looking statements. The Funds actual future results may differ significantly from those stated in any forward looking statement, depending on factors such as changes in securities or financial markets or general economic conditions, the volume of sales and purchases of Fund shares, the continuation of investment advisory, administrative and service contracts, and other risks discussed from time to time in the Funds filings with the Securities and Exchange Commission. |
2 | S&P/LSTA Leveraged Loan Index is an unmanaged index of the institutional leveraged loan market. Unless otherwise stated, index returns do not reflect the effect of any applicable sales charges, commissions, expenses, taxes or leverage, as applicable. It is not possible to invest directly in an index. |
3 | Performance results reflect the effects of leverage. Performance since inception for an index, if presented, is the performance since the Funds or oldest share class inception, as applicable. |
4 | The shares of the Fund often trade at a discount or premium from their net asset value. The discount or premium of the Fund may vary over time and may be higher or lower than what is quoted in this report. For up-to-date premium/discount information, please refer to http://eatonvance.com/closedend. |
5 | The Distribution Rate is based on the Funds last regular distribution per share in the period (annualized) divided by the Funds NAV or market price at the end of the period. The Funds distributions may be comprised of amounts characterized for federal income tax purposes as qualified and non-qualified ordinary dividends, capital gains and nondividend distributions, also known as return of capital. For additional information about nondividend distributions, please refer to Eaton Vance Closed-End Fund Distribution Notices (19a) posted on our website, eatonvance.com. The Fund will determine the federal income tax character of distributions paid to a shareholder after the end of the calendar year. This is reported on the IRS form 1099-DIV and provided to the shareholder shortly after each year-end. For information about the tax character of distributions made in prior calendar years, please refer to Performance-Tax Character of Distributions on the Funds webpage available at eatonvance. com. The Funds distributions are determined by the investment adviser based on its current assessment of the Funds long-term return potential. As portfolio and market conditions change, the rate of distributions paid by the Fund could change. |
6 | Leverage represents the liquidation value of the Funds APS and borrowings outstanding as a percentage of Fund net assets applicable to common shares plus APS and borrowings outstanding. Use of leverage creates an opportunity for income, but creates risks including greater price volatility. The cost of leverage rises and falls with changes in short-term interest rates. The Fund may be required to maintain prescribed asset coverage for its leverage and may be required to reduce its leverage at an inopportune time. |
7 | Excludes cash and cash equivalents. |
8 | Ratings are based on Moodys, S&P or Fitch, as applicable. If securities are rated differently by the ratings agencies, the higher rating is applied. Ratings, which are subject to change, apply to the creditworthiness of the issuers of the underlying securities and not to the Fund or its shares. Credit ratings measure the quality of a bond based on the issuers creditworthiness, with ratings ranging from AAA, being the highest, to D, being the lowest based on S&Ps measures. Ratings of BBB or higher by S&P or Fitch (Baa or higher by Moodys) are considered to be investment-grade quality. Credit ratings are based largely on the ratings agencys analysis at the time of rating. The rating assigned to any particular security is not necessarily a reflection of the issuers current financial condition and does not necessarily reflect its assessment of the volatility of a securitys market value or of the liquidity of an investment in the security. Holdings designated as Not Rated are not rated by the national ratings agencies stated above. |
Fund profile subject to change due to active management. |
5 |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments
Senior Floating-Rate Interests 142.8%(1) | ||||||||||
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Aerospace and Defense 1.9% |
| |||||||||
BE Aerospace, Inc. |
||||||||||
Term Loan, 4.00%, Maturing |
498 | $ | 501,387 | |||||||
DAE Aviation Holdings, Inc. |
||||||||||
Term Loan, 6.25%, Maturing |
302 | 302,947 | ||||||||
IAP Worldwide Services, Inc. |
||||||||||
Revolving Loan, Maturing |
161 | 156,383 | ||||||||
Term Loan - Second Lien, 8.00%, Maturing July 18, 2019(3) |
220 | 176,296 | ||||||||
Silver II US Holdings, LLC |
||||||||||
Term Loan, 4.00%, Maturing |
915 | 887,530 | ||||||||
Standard Aero Limited |
||||||||||
Term Loan, 6.25%, Maturing |
136 | 136,909 | ||||||||
Transdigm, Inc. |
||||||||||
Term Loan, 3.75%, Maturing February 28, 2020 |
2,002 | 1,990,599 | ||||||||
Term Loan, 3.75%, Maturing June 4, 2021 |
891 | 885,223 | ||||||||
$ | 5,037,274 | |||||||||
Air Transport 0.4% |
| |||||||||
Virgin America, Inc. |
||||||||||
Term Loan, 4.50%, Maturing April 4, 2019 |
1,150 | $ | 1,048,915 | |||||||
$ | 1,048,915 | |||||||||
Automotive 5.6% |
| |||||||||
Affinia Group Intermediate Holdings, Inc. |
||||||||||
Term Loan, 4.75%, Maturing April 27, 2020 |
743 | $ | 744,799 | |||||||
Allison Transmission, Inc. |
||||||||||
Term Loan, 3.50%, Maturing August 23, 2019 |
1,675 | 1,680,466 | ||||||||
Chrysler Group, LLC |
||||||||||
Term Loan, 3.50%, Maturing May 24, 2017 |
2,416 | 2,416,167 | ||||||||
Term Loan, 3.25%, Maturing |
1,037 | 1,035,968 | ||||||||
CS Intermediate Holdco 2, LLC |
||||||||||
Term Loan, 4.00%, Maturing April 4, 2021 |
322 | 321,683 | ||||||||
Dayco Products, LLC |
||||||||||
Term Loan, 5.25%, Maturing |
469 | 471,408 | ||||||||
Federal-Mogul Holdings Corporation |
||||||||||
Term Loan, 4.75%, Maturing April 15, 2021 |
1,935 | 1,916,505 | ||||||||
Goodyear Tire & Rubber Company (The) |
||||||||||
Term Loan - Second Lien, 3.75%, Maturing April 30, 2019 |
2,813 | 2,821,289 | ||||||||
Horizon Global Corporation |
||||||||||
Term Loan, Maturing May 11, 2022(2) |
250 | 247,656 | ||||||||
INA Beteiligungsgesellschaft GmbH |
||||||||||
Term Loan, 4.25%, Maturing May 15, 2020 |
442 | 445,395 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Automotive (continued) |
| |||||||||
MPG Holdco I, Inc. |
||||||||||
Term Loan, 3.75%, Maturing |
1,052 | $ | 1,052,299 | |||||||
TI Group Automotive Systems, LLC |
||||||||||
Term Loan, Maturing |
EUR | 375 | 415,978 | |||||||
Term Loan, Maturing |
575 | 576,078 | ||||||||
Tower Automotive Holdings USA, LLC |
||||||||||
Term Loan, 4.00%, Maturing April 23, 2020 |
370 | 370,141 | ||||||||
Visteon Corporation |
||||||||||
Term Loan, 3.50%, Maturing April 9, 2021 |
306 | 306,394 | ||||||||
$ | 14,822,226 | |||||||||
Beverage and Tobacco 0.3% |
| |||||||||
Flavors Holdings, Inc. |
||||||||||
Term Loan, 6.75%, Maturing April 3, 2020 |
361 | $ | 347,854 | |||||||
Term Loan - Second Lien, 11.00%, Maturing October 3, 2021 |
500 | 482,500 | ||||||||
$ | 830,354 | |||||||||
Brokerage / Securities Dealers / Investment Houses 0.2% |
| |||||||||
Astro AB Borrower, Inc. |
||||||||||
Term Loan, 5.50%, Maturing April 30, 2022 |
150 | $ | 151,691 | |||||||
Term Loan - Second Lien, 9.75%, Maturing March 3, 2023 |
125 | 125,156 | ||||||||
Salient Partners L.P. |
||||||||||
Term Loan, 7.50%, Maturing May 19, 2021 |
400 | 394,000 | ||||||||
$ | 670,847 | |||||||||
Building and Development 1.5% |
| |||||||||
ABC Supply Co., Inc. |
||||||||||
Term Loan, 3.50%, Maturing April 16, 2020 |
614 | $ | 613,423 | |||||||
Auction.com, LLC |
||||||||||
Term Loan, 6.00%, Maturing May 8, 2022 |
499 | 496,256 | ||||||||
CPG International, Inc. |
||||||||||
Term Loan, 4.75%, Maturing September 30, 2020 |
295 | 292,908 | ||||||||
Gates Global, Inc. |
||||||||||
Term Loan, 4.25%, Maturing July 5, 2021 |
744 | 734,206 | ||||||||
Headwaters, Inc. |
||||||||||
Term Loan, 4.50%, Maturing |
100 | 100,437 | ||||||||
Quikrete Holdings, Inc. |
||||||||||
Term Loan, 4.00%, Maturing September 28, 2020 |
449 | 449,788 | ||||||||
RE/MAX International, Inc. |
||||||||||
Term Loan, 4.25%, Maturing July 31, 2020 |
753 | 754,827 | ||||||||
Summit Materials Companies I, LLC |
||||||||||
Term Loan, 5.00%, Maturing |
243 | 242,921 |
6 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Building and Development (continued) |
| |||||||||
WireCo WorldGroup, Inc. |
||||||||||
Term Loan, 6.00%, Maturing |
299 | $ | 299,403 | |||||||
$ | 3,984,169 | |||||||||
Business Equipment and Services 12.1% |
| |||||||||
Acosta Holdco, Inc. |
||||||||||
Term Loan, 4.25%, Maturing |
1,642 | $ | 1,640,039 | |||||||
Altisource Solutions S.a.r.l. |
||||||||||
Term Loan, 4.50%, Maturing |
1,304 | 1,163,779 | ||||||||
AVSC Holding Corp. |
||||||||||
Term Loan, 4.50%, Maturing |
198 | 197,500 | ||||||||
BakerCorp International, Inc. |
||||||||||
Term Loan, 4.25%, Maturing |
415 | 401,722 | ||||||||
Brickman Group Ltd., LLC |
||||||||||
Term Loan, 4.00%, Maturing |
394 | 392,752 | ||||||||
Brock Holdings III, Inc. |
||||||||||
Term Loan, 6.00%, Maturing March 16, 2017 |
542 | 539,436 | ||||||||
CCC Information Services, Inc. |
||||||||||
Term Loan, 4.00%, Maturing |
220 | 219,078 | ||||||||
Ceridian, LLC |
||||||||||
Term Loan, 4.50%, Maturing |
308 | 305,387 | ||||||||
ClientLogic Corporation |
||||||||||
Term Loan, 7.18%, Maturing |
EUR | 586 | 646,285 | |||||||
Term Loan, 7.53%, Maturing |
303 | 300,076 | ||||||||
Corporate Capital Trust, Inc. |
||||||||||
Term Loan, 4.00%, Maturing May 15, 2019 |
469 | 469,344 | ||||||||
CPM Holdings, Inc. |
||||||||||
Term Loan, 6.00%, Maturing April 11, 2022 |
125 | 125,391 | ||||||||
Crossmark Holdings, Inc. |
||||||||||
Term Loan, 4.50%, Maturing |
718 | 650,621 | ||||||||
Education Management, LLC |
||||||||||
Term Loan, 5.50%, Maturing July 2, 2020 |
135 | 101,914 | ||||||||
Term Loan, 8.50%, (2.00% Cash, 6.50% PIK), Maturing July 2, 2020 |
228 | 146,463 | ||||||||
EIG Investors Corp. |
||||||||||
Term Loan, 5.00%, Maturing |
2,343 | 2,339,185 | ||||||||
Emdeon Business Services, LLC |
||||||||||
Term Loan, 3.75%, Maturing |
704 | 704,882 | ||||||||
Expert Global Solutions, Inc. |
||||||||||
Term Loan, 8.50%, Maturing April 3, 2018 |
55 | 55,109 | ||||||||
Extreme Reach, Inc. |
||||||||||
Term Loan, 6.75%, Maturing February 7, 2020 |
842 | 840,586 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Business Equipment and Services (continued) |
| |||||||||
Garda World Security Corporation |
||||||||||
Term Loan, 4.00%, Maturing |
55 | $ | 55,086 | |||||||
Term Loan, 4.00%, Maturing |
491 | 489,879 | ||||||||
Term Loan, 4.75%, Maturing |
CAD | 296 | 230,675 | |||||||
IG Investment Holdings, LLC |
||||||||||
Term Loan, 6.00%, Maturing |
224 | 224,831 | ||||||||
IMS Health Incorporated |
||||||||||
Term Loan, 3.50%, Maturing March 17, 2021 |
1,199 | 1,193,280 | ||||||||
Information Resources, Inc. |
||||||||||
Term Loan, 4.75%, Maturing |
590 | 592,507 | ||||||||
ION Trading Technologies S.a.r.l. |
||||||||||
Term Loan, 4.50%, Maturing June 10, 2021 |
EUR | 563 | 630,827 | |||||||
Term Loan - Second Lien, 7.25%, Maturing June 10, 2022 |
500 | 500,625 | ||||||||
Italics Merger Sub, Inc. |
||||||||||
Term Loan, Maturing May 29, 2022(2) |
1,100 | 1,098,854 | ||||||||
KAR Auction Services, Inc. |
||||||||||
Term Loan, 3.50%, Maturing March 11, 2021 |
1,370 | 1,373,365 | ||||||||
Kronos Incorporated |
||||||||||
Term Loan, 4.50%, Maturing |
1,195 | 1,197,446 | ||||||||
Term Loan - Second Lien, 9.75%, Maturing April 30, 2020 |
549 | 565,971 | ||||||||
Language Line, LLC |
||||||||||
Term Loan, 6.25%, Maturing June 20, 2016 |
618 | 618,099 | ||||||||
MCS AMS Sub-Holdings, LLC |
||||||||||
Term Loan, 7.00%, Maturing |
498 | 383,697 | ||||||||
Monitronics International, Inc. |
||||||||||
Term Loan, 4.25%, Maturing March 23, 2018 |
263 | 263,889 | ||||||||
Term Loan, 4.50%, Maturing April 2, 2022 |
324 | 325,302 | ||||||||
PGX Holdings, Inc. |
||||||||||
Term Loan, 6.25%, Maturing |
265 | 266,699 | ||||||||
RCS Capital Corporation |
||||||||||
Term Loan, 6.50%, Maturing April 29, 2019 |
1,119 | 1,116,692 | ||||||||
Term Loan - Second Lien, 11.50%, Maturing April 29, 2021 |
500 | 496,875 | ||||||||
Sensus USA, Inc. |
||||||||||
Term Loan, 4.50%, Maturing May 9, 2017 |
335 | 333,675 | ||||||||
Term Loan - Second Lien, 8.50%, Maturing May 9, 2018 |
500 | 497,500 | ||||||||
ServiceMaster Company |
||||||||||
Term Loan, 4.25%, Maturing July 1, 2021 |
1,191 | 1,194,292 | ||||||||
SunGard Data Systems, Inc. |
||||||||||
Term Loan, 3.93%, Maturing |
1,240 | 1,242,366 | ||||||||
Term Loan, 4.00%, Maturing March 8, 2020 |
3,116 | 3,120,171 |
7 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Business Equipment and Services (continued) |
| |||||||||
TNS, Inc. |
||||||||||
Term Loan, 5.00%, Maturing February 14, 2020 |
446 | $ | 448,543 | |||||||
Travelport Finance (Luxembourg) S.a.r.l. |
||||||||||
Term Loan, 5.75%, Maturing September 2, 2021 |
572 | 574,747 | ||||||||
WASH Multifamily Laundry Systems, LLC |
||||||||||
Term Loan, 4.25%, Maturing May 14, 2022 |
22 | 22,271 | ||||||||
Term Loan, 4.25%, Maturing May 14, 2022 |
128 | 127,167 | ||||||||
West Corporation |
||||||||||
Term Loan, 3.25%, Maturing June 30, 2018 |
1,689 | 1,686,835 | ||||||||
$ | 32,111,715 | |||||||||
Cable and Satellite Television 2.5% |
| |||||||||
Cequel Communications, LLC |
||||||||||
Term Loan, 3.50%, Maturing February 14, 2022 |
800 | $ | 797,751 | |||||||
MCC Iowa, LLC |
||||||||||
Term Loan, 3.75%, Maturing June 30, 2021 |
421 | 420,616 | ||||||||
Mediacom Illinois, LLC |
||||||||||
Term Loan, 3.15%, Maturing October 23, 2017 |
380 | 379,582 | ||||||||
Term Loan, 3.75%, Maturing June 30, 2021 |
248 | 248,487 | ||||||||
Numericable U.S., LLC |
||||||||||
Term Loan, 4.50%, Maturing May 21, 2020 |
508 | 509,641 | ||||||||
Term Loan, 4.50%, Maturing May 21, 2020 |
587 | 589,088 | ||||||||
Virgin Media Investment Holdings Limited |
||||||||||
Term Loan, 3.50%, Maturing June 30, 2023 |
1,323 | 1,311,963 | ||||||||
Term Loan, 4.25%, Maturing June 30, 2023 |
GBP | 750 | 1,177,609 | |||||||
Ziggo B.V. |
||||||||||
Term Loan, 3.75%, Maturing January 15, 2022 |
EUR | 191 | 212,280 | |||||||
Term Loan, 3.75%, Maturing January 15, 2022 |
EUR | 297 | 329,518 | |||||||
Term Loan, 3.75%, Maturing January 15, 2022 |
EUR | 537 | 596,433 | |||||||
$ | 6,572,968 | |||||||||
Chemicals and Plastics 7.4% |
| |||||||||
Allnex (Luxembourg) & Cy S.C.A. |
||||||||||
Term Loan, 4.50%, Maturing October 3, 2019 |
145 | $ | 145,495 | |||||||
Allnex USA, Inc. |
||||||||||
Term Loan, 4.50%, Maturing October 3, 2019 |
75 | 75,490 | ||||||||
Aruba Investments, Inc. |
||||||||||
Term Loan, 4.50%, Maturing February 2, 2022 |
151 | 151,123 | ||||||||
Axalta Coating Systems US Holdings, Inc. |
||||||||||
Term Loan, 3.75%, Maturing February 1, 2020 |
1,803 | 1,802,918 | ||||||||
AZ Chem US, Inc. |
||||||||||
Term Loan, 4.50%, Maturing June 12, 2021 |
1,259 | 1,260,702 | ||||||||
Chemours Company Co. (The) |
||||||||||
Term Loan, 3.75%, Maturing May 22, 2022 |
500 | 498,959 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Chemicals and Plastics (continued) |
| |||||||||
Colouroz Investment 1, GmbH |
||||||||||
Term Loan, 4.50%, Maturing September 7, 2021 |
74 | $ | 74,011 | |||||||
Term Loan, 4.50%, Maturing September 7, 2021 |
447 | 448,262 | ||||||||
ECO Services Operations, LLC |
||||||||||
Term Loan, 4.75%, Maturing December 4, 2021 |
598 | 596,502 | ||||||||
Emerald Performance Materials, LLC |
||||||||||
Term Loan, 4.50%, Maturing August 1, 2021 |
248 | 248,539 | ||||||||
Term Loan - Second Lien, 7.75%, Maturing August 1, 2022 |
275 | 274,198 | ||||||||
Gemini HDPE, LLC |
||||||||||
Term Loan, 4.75%, Maturing August 7, 2021 |
819 | 818,818 | ||||||||
Huntsman International, LLC |
||||||||||
Term Loan, 3.75%, Maturing August 12, 2021 |
471 | 472,360 | ||||||||
Ineos US Finance, LLC |
||||||||||
Term Loan, 3.75%, Maturing May 4, 2018 |
2,082 | 2,077,916 | ||||||||
Term Loan, 4.25%, Maturing March 31, 2022 |
EUR | 224 | 247,673 | |||||||
Term Loan, 4.25%, Maturing March 31, 2022 |
349 | 349,452 | ||||||||
Kronos Worldwide, Inc. |
||||||||||
Term Loan, 4.00%, Maturing February 18, 2020 |
148 | 148,434 | ||||||||
MacDermid, Inc. |
||||||||||
Term Loan, 4.50%, Maturing June 7, 2020 |
640 | 642,746 | ||||||||
Term Loan, 4.75%, Maturing June 7, 2020 |
299 | 300,073 | ||||||||
Minerals Technologies, Inc. |
||||||||||
Term Loan, 3.75%, Maturing May 9, 2021 |
674 | 677,119 | ||||||||
Orion Engineered Carbons GmbH |
||||||||||
Term Loan, 5.00%, Maturing July 25, 2021 |
273 | 275,667 | ||||||||
Term Loan, 5.00%, Maturing July 25, 2021 |
EUR | 471 | 527,799 | |||||||
OXEA Finance, LLC |
||||||||||
Term Loan, 4.25%, Maturing January 15, 2020 |
345 | 333,977 | ||||||||
Term Loan - Second Lien, 8.25%, Maturing July 15, 2020 |
500 | 474,219 | ||||||||
Polarpak, Inc. |
||||||||||
Term Loan, 5.50%, Maturing June 7, 2020 |
CAD | 1,792 | 1,434,976 | |||||||
PQ Corporation |
||||||||||
Term Loan, 4.00%, Maturing August 7, 2017 |
585 | 585,146 | ||||||||
Royal Holdings, Inc. |
||||||||||
Term Loan, 4.50%, Maturing May 18, 2022 |
300 | 301,031 | ||||||||
Solenis International L.P. |
||||||||||
Term Loan, 4.25%, Maturing July 31, 2021 |
149 | 148,224 | ||||||||
Term Loan, 4.50%, Maturing July 31, 2021 |
EUR | 471 | 529,031 | |||||||
Sonneborn Refined Products B.V. |
||||||||||
Term Loan, 4.75%, Maturing December 10, 2020 |
34 | 33,735 | ||||||||
Sonneborn, LLC |
||||||||||
Term Loan, 4.75%, Maturing December 10, 2020 |
190 | 191,166 |
8 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Chemicals and Plastics (continued) |
| |||||||||
Trinseo Materials Operating S.C.A. |
||||||||||
Term Loan, 4.25%, Maturing October 13, 2021 |
150 | $ | 150,402 | |||||||
Tronox Pigments (Netherlands) B.V. |
||||||||||
Term Loan, 4.25%, Maturing March 19, 2020 |
1,492 | 1,494,975 | ||||||||
Univar, Inc. |
||||||||||
Term Loan, 5.01%, Maturing June 30, 2017 |
1,680 | 1,680,100 | ||||||||
Zep, Inc. |
||||||||||
Term Loan, 5.75%, Maturing June 16, 2022 |
175 | 175,656 | ||||||||
$ | 19,646,894 | |||||||||
Conglomerates 0.8% |
| |||||||||
Bestway UK Holdco Limited |
||||||||||
Term Loan, 5.26%, Maturing October 6, 2021 |
GBP | 551 | $ | 873,691 | ||||||
RGIS Services, LLC |
||||||||||
Term Loan, 5.50%, Maturing October 18, 2017 |
1,382 | 1,283,681 | ||||||||
$ | 2,157,372 | |||||||||
Containers and Glass Products 1.8% |
| |||||||||
Berry Plastics Holding Corporation |
||||||||||
Term Loan, 3.50%, Maturing February 8, 2020 |
1,051 | $ | 1,047,135 | |||||||
Term Loan, 3.75%, Maturing January 6, 2021 |
294 | 294,077 | ||||||||
Hilex Poly Co., LLC |
||||||||||
Term Loan, 6.00%, Maturing December 5, 2021 |
748 | 755,840 | ||||||||
Libbey Glass, Inc. |
||||||||||
Term Loan, 3.75%, Maturing April 9, 2021 |
198 | 198,309 | ||||||||
Pelican Products, Inc. |
||||||||||
Term Loan, 5.25%, Maturing April 10, 2020 |
433 | 432,761 | ||||||||
Reynolds Group Holdings, Inc. |
||||||||||
Term Loan, 4.50%, Maturing December 1, 2018 |
1,648 | 1,654,236 | ||||||||
TricorBraun, Inc. |
||||||||||
Term Loan, 4.00%, Maturing May 3, 2018 |
298 | 298,079 | ||||||||
$ | 4,680,437 | |||||||||
Cosmetics / Toiletries 0.9% |
| |||||||||
Prestige Brands, Inc. |
||||||||||
Term Loan, 3.50%, Maturing September 3, 2021 |
293 | $ | 293,403 | |||||||
Revlon Consumer Products Corporation |
||||||||||
Term Loan, 4.00%, Maturing October 8, 2019 |
580 | 581,370 | ||||||||
Sun Products Corporation (The) |
||||||||||
Term Loan, 5.50%, Maturing March 23, 2020 |
1,543 | 1,501,018 | ||||||||
$ | 2,375,791 | |||||||||
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Drugs 2.9% |
| |||||||||
Alkermes, Inc. |
||||||||||
Term Loan, 3.50%, Maturing September 18, 2019 |
195 | $ | 195,272 | |||||||
AMAG Pharmaceuticals, Inc. |
||||||||||
Term Loan, 7.25%, Maturing November 12, 2020 |
285 | 288,563 | ||||||||
DPx Holdings B.V. |
||||||||||
Term Loan, 4.25%, Maturing March 11, 2021 |
421 | 418,796 | ||||||||
Term Loan, 4.50%, Maturing March 11, 2021 |
EUR | 99 | 111,290 | |||||||
Term Loan, 4.50%, Maturing March 11, 2021 |
EUR | 224 | 252,294 | |||||||
Endo Luxembourg Finance Company I S.a.r.l. |
||||||||||
Term Loan, 3.25%, Maturing March 1, 2021 |
198 | 197,932 | ||||||||
Mallinckrodt International Finance S.A. |
||||||||||
Term Loan, 3.25%, Maturing March 19, 2021 |
741 | 738,484 | ||||||||
Par Pharmaceutical Companies, Inc. |
||||||||||
Term Loan, 4.00%, Maturing September 30, 2019 |
932 | 931,912 | ||||||||
Valeant Pharmaceuticals International, Inc. |
||||||||||
Term Loan, 3.50%, Maturing December 11, 2019 |
1,302 | 1,300,584 | ||||||||
Term Loan, 3.50%, Maturing August 5, 2020 |
1,553 | 1,549,284 | ||||||||
Term Loan, 4.00%, Maturing April 1, 2022 |
1,796 | 1,796,725 | ||||||||
$ | 7,781,136 | |||||||||
Ecological Services and Equipment 0.5% |
| |||||||||
ADS Waste Holdings, Inc. |
||||||||||
Term Loan, 3.75%, Maturing October 9, 2019 |
958 | $ | 948,630 | |||||||
EnergySolutions, LLC |
||||||||||
Term Loan, 6.75%, Maturing May 29, 2020 |
399 | 400,914 | ||||||||
$ | 1,349,544 | |||||||||
Electronics / Electrical 13.4% |
| |||||||||
Allflex Holdings III, Inc. |
||||||||||
Term Loan, 4.25%, Maturing July 17, 2020 |
319 | $ | 319,512 | |||||||
Answers Corporation |
||||||||||
Term Loan, 6.25%, Maturing October 3, 2021 |
1,046 | 907,402 | ||||||||
Applied Systems, Inc. |
||||||||||
Term Loan, 4.25%, Maturing January 25, 2021 |
407 | 407,088 | ||||||||
Avago Technologies Cayman Ltd. |
||||||||||
Term Loan, 3.75%, Maturing May 6, 2021 |
2,648 | 2,655,149 | ||||||||
Campaign Monitor Finance Pty Limited |
||||||||||
Term Loan, 6.25%, Maturing March 18, 2021 |
346 | 343,897 | ||||||||
Carros Finance Luxembourg S.a.r.l. |
||||||||||
Term Loan, 4.50%, Maturing September 30, 2021 |
174 | 173,633 | ||||||||
CommScope, Inc. |
||||||||||
Term Loan, Maturing May 21, 2022(2) |
450 | 450,211 | ||||||||
CompuCom Systems, Inc. |
||||||||||
Term Loan, 4.25%, Maturing May 11, 2020 |
351 | 328,115 |
9 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Electronics / Electrical (continued) |
| |||||||||
Dealertrack Technologies, Inc. |
||||||||||
Term Loan, 3.50%, Maturing February 28, 2021 |
239 | $ | 238,392 | |||||||
Dell International, LLC |
||||||||||
Term Loan, 4.00%, Maturing April 29, 2020 |
2,925 | 2,927,872 | ||||||||
Deltek, Inc. |
||||||||||
Term Loan, Maturing June 25, 2022(2) |
150 | 150,188 | ||||||||
Term Loan - Second Lien, 9.50%, Maturing June 17, 2023 |
200 | 202,000 | ||||||||
Entegris, Inc. |
||||||||||
Term Loan, 3.50%, Maturing April 30, 2021 |
181 | 181,100 | ||||||||
Excelitas Technologies Corp. |
||||||||||
Term Loan, 6.00%, Maturing October 31, 2020 |
413 | 414,554 | ||||||||
Eze Castle Software, Inc. |
||||||||||
Term Loan, 4.00%, Maturing April 6, 2020 |
850 | 848,672 | ||||||||
FIDJI Luxembourg (BC4) S.a.r.l. |
||||||||||
Term Loan, 6.25%, Maturing December 24, 2020 |
375 | 375,469 | ||||||||
Freescale Semiconductor, Inc. |
||||||||||
Term Loan, 4.25%, Maturing February 28, 2020 |
925 | 927,134 | ||||||||
Go Daddy Operating Company, LLC |
||||||||||
Term Loan, 4.25%, Maturing May 13, 2021 |
2,374 | 2,379,155 | ||||||||
Hyland Software, Inc. |
||||||||||
Term Loan, 4.75%, Maturing February 19, 2021 |
270 | 271,433 | ||||||||
Term Loan - Second Lien, Maturing |
275 | 275,458 | ||||||||
Infor (US), Inc. |
||||||||||
Term Loan, 3.75%, Maturing June 3, 2020 |
2,619 | 2,588,129 | ||||||||
Lattice Semiconductor Corporation |
||||||||||
Term Loan, 5.25%, Maturing March 10, 2021 |
274 | 275,341 | ||||||||
M/A-COM Technology Solutions Holdings, Inc. |
||||||||||
Term Loan, 4.50%, Maturing May 7, 2021 |
248 | 248,119 | ||||||||
MA FinanceCo., LLC |
||||||||||
Term Loan, 4.50%, Maturing November 20, 2019 |
550 | 550,229 | ||||||||
Term Loan, 5.25%, Maturing November 19, 2021 |
985 | 988,461 | ||||||||
Magic Newco, LLC |
||||||||||
Term Loan, 5.00%, Maturing December 12, 2018 |
681 | 682,680 | ||||||||
MH Sub I, LLC |
||||||||||
Term Loan, 4.75%, Maturing July 8, 2021 |
620 | 620,685 | ||||||||
Microsemi Corporation |
||||||||||
Term Loan, 3.25%, Maturing February 19, 2020 |
299 | 299,028 | ||||||||
Orbotech, Inc. |
||||||||||
Term Loan, 5.00%, Maturing August 6, 2020 |
209 | 207,831 | ||||||||
Renaissance Learning, Inc. |
||||||||||
Term Loan, 4.50%, Maturing April 9, 2021 |
1,094 | 1,079,148 | ||||||||
Term Loan - Second Lien, 8.00%, Maturing April 11, 2022 |
125 | 122,760 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Electronics / Electrical (continued) |
| |||||||||
Rocket Software, Inc. |
||||||||||
Term Loan, 5.75%, Maturing February 8, 2018 |
215 | $ | 215,786 | |||||||
Term Loan - Second Lien, 10.25%, Maturing February 8, 2019 |
250 | 251,771 | ||||||||
RP Crown Parent, LLC |
||||||||||
Term Loan, 6.00%, Maturing |
2,821 | 2,724,064 | ||||||||
SGS Cayman L.P. |
||||||||||
Term Loan, 6.00%, Maturing April 23, 2021 |
98 | 99,250 | ||||||||
Shield Finance Co. S.a.r.l. |
||||||||||
Term Loan, 5.00%, Maturing January 29, 2021 |
346 | 347,569 | ||||||||
Sirius Computer Solutions, Inc. |
||||||||||
Term Loan, 6.25%, Maturing |
195 | 196,571 | ||||||||
SkillSoft Corporation |
||||||||||
Term Loan, 5.75%, Maturing April 28, 2021 |
1,567 | 1,535,179 | ||||||||
Smart Technologies ULC |
||||||||||
Term Loan, 10.50%, Maturing January 31, 2018 |
282 | 282,344 | ||||||||
Sophia L.P. |
||||||||||
Term Loan, 4.00%, Maturing July 19, 2018 |
617 | 618,061 | ||||||||
SS&C Technologies, Inc. |
||||||||||
Term Loan, Maturing June 23, 2022(2) |
252 | 252,666 | ||||||||
Term Loan, Maturing June 23, 2022(2) |
998 | 999,678 | ||||||||
SunEdison Semiconductor B.V. |
||||||||||
Term Loan, 6.50%, Maturing May 27, 2019 |
1,221 | 1,226,854 | ||||||||
SurveyMonkey.com, LLC |
||||||||||
Term Loan, 5.50%, Maturing February 5, 2019 |
264 | 266,138 | ||||||||
Sutherland Global Services, Inc. |
||||||||||
Term Loan, 6.00%, Maturing April 23, 2021 |
423 | 426,372 | ||||||||
Sybil Software, LLC |
||||||||||
Term Loan, 4.25%, Maturing March 20, 2020 |
800 | 801,614 | ||||||||
Vantiv, LLC |
||||||||||
Term Loan, 3.75%, Maturing June 13, 2021 |
381 | 383,001 | ||||||||
Vertafore, Inc. |
||||||||||
Term Loan, 4.25%, Maturing October 3, 2019 |
958 | 959,690 | ||||||||
Wall Street Systems Delaware, Inc. |
||||||||||
Term Loan, 4.50%, Maturing April 30, 2021 |
649 | 649,317 | ||||||||
Zebra Technologies Corporation |
||||||||||
Term Loan, 4.75%, Maturing October 27, 2021 |
1,012 | 1,024,958 | ||||||||
$ | 35,699,728 | |||||||||
Financial Intermediaries 5.9% |
| |||||||||
Armor Holding II, LLC |
||||||||||
Term Loan, 5.75%, Maturing June 26, 2020 |
994 | $ | 991,092 | |||||||
Term Loan - Second Lien, 10.25%, Maturing December 26, 2020 |
725 | 732,250 |
10 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Financial Intermediaries (continued) |
| |||||||||
CITCO Funding, LLC |
||||||||||
Term Loan, 4.25%, Maturing June 29, 2018 |
1,518 | $ | 1,520,631 | |||||||
Clipper Acquisitions Corp. |
||||||||||
Term Loan, 3.00%, Maturing February 6, 2020 |
268 | 266,316 | ||||||||
First Data Corporation |
||||||||||
Term Loan, 3.69%, Maturing |
2,695 | 2,689,435 | ||||||||
Term Loan, 3.69%, Maturing |
950 | 948,516 | ||||||||
Term Loan, Maturing June 23, 2022(2) |
375 | 373,887 | ||||||||
Grosvenor Capital Management Holdings, LLP |
||||||||||
Term Loan, 3.75%, Maturing |
582 | 580,334 | ||||||||
Guggenheim Partners, LLC |
||||||||||
Term Loan, 4.25%, Maturing |
665 | 668,369 | ||||||||
Hamilton Lane Advisors, LLC |
||||||||||
Term Loan, 4.00%, Maturing |
255 | 255,218 | ||||||||
Harbourvest Partners, LLC |
||||||||||
Term Loan, 3.25%, Maturing |
395 | 392,705 | ||||||||
LPL Holdings, Inc. |
||||||||||
Term Loan, 3.25%, Maturing |
1,578 | 1,578,505 | ||||||||
Medley, LLC |
||||||||||
Term Loan, 6.50%, Maturing June 15, 2019 |
238 | 237,500 | ||||||||
Moneygram International, Inc. |
||||||||||
Term Loan, 4.25%, Maturing March 27, 2020 |
220 | 209,216 | ||||||||
NXT Capital, Inc. |
||||||||||
Term Loan, 6.25%, Maturing September 4, 2018 |
49 | 49,619 | ||||||||
Term Loan, 6.25%, Maturing September 4, 2018 |
324 | 325,796 | ||||||||
Term Loan, 6.25%, Maturing September 4, 2018 |
344 | 345,594 | ||||||||
Ocwen Financial Corporation |
||||||||||
Term Loan, 5.00%, Maturing |
1,362 | 1,359,285 | ||||||||
Sesac Holdco II, LLC |
||||||||||
Term Loan, 5.25%, Maturing |
491 | 491,041 | ||||||||
Starwood Property Trust, Inc. |
||||||||||
Term Loan, 3.50%, Maturing April 17, 2020 |
122 | 121,780 | ||||||||
Walker & Dunlop, Inc. |
||||||||||
Term Loan, 5.25%, Maturing December 11, 2020 |
314 | 316,179 | ||||||||
Walter Investment Management Corp. |
||||||||||
Term Loan, 4.75%, Maturing December 19, 2020 |
1,202 | 1,138,055 | ||||||||
$ | 15,591,323 | |||||||||
Food Products 6.9% |
| |||||||||
AdvancePierre Foods, Inc. |
||||||||||
Term Loan, 5.75%, Maturing July 10, 2017 |
1,524 | $ | 1,527,610 | |||||||
Blue Buffalo Company Ltd. |
||||||||||
Term Loan, 3.75%, Maturing August 8, 2019 |
632 | 633,041 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Food Products (continued) |
| |||||||||
Charger OpCo B.V. |
||||||||||
Term Loan, 4.25%, Maturing July 23, 2021 |
EUR | 350 | $ | 392,331 | ||||||
Term Loan, 4.25%, Maturing July 23, 2021 |
1,075 | 1,080,375 | ||||||||
Clearwater Seafoods Limited Partnership |
||||||||||
Term Loan, 4.75%, Maturing June 26, 2019 |
453 | 453,371 | ||||||||
Del Monte Foods, Inc. |
||||||||||
Term Loan, 4.25%, Maturing February 18, 2021 |
1,094 | 1,046,487 | ||||||||
Diamond Foods, Inc. |
||||||||||
Term Loan, 4.25%, Maturing August 20, 2018 |
99 | 98,750 | ||||||||
Dole Food Company, Inc. |
||||||||||
Term Loan, 4.50%, Maturing |
634 | 635,678 | ||||||||
H.J. Heinz Company |
||||||||||
Term Loan, 3.25%, Maturing June 5, 2020 |
3,407 | 3,411,332 | ||||||||
High Liner Foods, Incorporated |
||||||||||
Term Loan, 4.25%, Maturing April 24, 2021 |
420 | 419,950 | ||||||||
JBS USA Holdings, Inc. |
||||||||||
Term Loan, 3.75%, Maturing May 25, 2018 |
864 | 862,581 | ||||||||
Term Loan, 3.75%, Maturing September 18, 2020 |
761 | 762,618 | ||||||||
Meldrew Participations B.V. |
||||||||||
Term Loan, 8.00%, (5.00% Cash, 3.00% PIK), Maturing October 31, 2019 |
EUR | 333 | 357,265 | |||||||
Term Loan, 4.50%, (0.00% Cash, 4.50% PIK), Maturing December 19, 2022(4) |
EUR | 209 | 244,579 | |||||||
NBTY, Inc. |
||||||||||
Term Loan, 3.50%, Maturing October 1, 2017 |
4,183 | 4,162,049 | ||||||||
Onex Wizard Acquisition Company I S.a.r.l. |
||||||||||
Term Loan, 4.25%, Maturing |
EUR | 973 | 1,088,252 | |||||||
Onex Wizard US Acquisition, Inc. |
||||||||||
Term Loan, 4.25%, Maturing |
599 | 598,553 | ||||||||
Post Holdings, Inc. |
||||||||||
Term Loan, 3.75%, Maturing |
547 | 544,949 | ||||||||
$ | 18,319,771 | |||||||||
Food Service 3.4% |
| |||||||||
1011778 B.C. Unlimited Liability Company |
||||||||||
Term Loan, 3.75%, Maturing |
2,319 | $ | 2,320,924 | |||||||
Aramark Services, Inc. |
||||||||||
Term Loan, 3.68%, Maturing |
88 | 87,780 | ||||||||
Term Loan, 3.69%, Maturing |
157 | 156,223 | ||||||||
CEC Entertainment, Inc. |
||||||||||
Term Loan, 4.00%, Maturing February 14, 2021 |
370 | 361,209 | ||||||||
Centerplate, Inc. |
||||||||||
Term Loan, 4.75%, Maturing November 26, 2019 |
249 | 248,741 |
11 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Food Service (continued) |
| |||||||||
Landrys, Inc. |
||||||||||
Term Loan, 4.00%, Maturing April 24, 2018 |
1,108 | $ | 1,113,304 | |||||||
NPC International, Inc. |
||||||||||
Term Loan, 4.00%, Maturing |
339 | 337,143 | ||||||||
P.F. Changs China Bistro, Inc. |
||||||||||
Term Loan, 4.25%, Maturing July 2, 2019 |
190 | 188,103 | ||||||||
Seminole Hard Rock Entertainment, Inc. |
||||||||||
Term Loan, 3.50%, Maturing May 14, 2020 |
123 | 122,321 | ||||||||
US Foods, Inc. |
||||||||||
Term Loan, 4.50%, Maturing March 31, 2019 |
2,352 | 2,359,350 | ||||||||
Weight Watchers International, Inc. |
||||||||||
Term Loan, 4.00%, Maturing April 2, 2020 |
3,519 | 1,712,873 | ||||||||
$ | 9,007,971 | |||||||||
Food / Drug Retailers 4.6% |
| |||||||||
Albertsons Holdings, LLC |
||||||||||
Term Loan, 5.00%, Maturing August 25, 2019 |
1,580 | $ | 1,587,241 | |||||||
Term Loan, 5.50%, Maturing August 25, 2021 |
449 | 451,706 | ||||||||
Albertsons, LLC |
||||||||||
Term Loan, 5.38%, Maturing March 21, 2019 |
1,013 | 1,018,490 | ||||||||
General Nutrition Centers, Inc. |
||||||||||
Term Loan, 3.25%, Maturing March 4, 2019 |
3,274 | 3,232,961 | ||||||||
New Albertsons, Inc. |
||||||||||
Term Loan, 4.75%, Maturing June 27, 2021 |
2,261 | 2,266,982 | ||||||||
Rite Aid Corporation |
||||||||||
Term Loan - Second Lien, 5.75%, Maturing August 21, 2020 |
725 | 732,854 | ||||||||
Term Loan - Second Lien, Maturing June 21, 2021(2) |
750 | 752,110 | ||||||||
Supervalu, Inc. |
||||||||||
Term Loan, 4.50%, Maturing March 21, 2019 |
2,080 | 2,087,077 | ||||||||
$ | 12,129,421 | |||||||||
Health Care 15.0% |
| |||||||||
Acadia Healthcare Company, Inc. |
||||||||||
Term Loan, 4.25%, Maturing February 11, 2022 |
124 | $ | 125,204 | |||||||
ADMI Corp. |
||||||||||
Term Loan, 5.50%, Maturing April 30, 2022 |
150 | 150,750 | ||||||||
Akorn, Inc. |
||||||||||
Term Loan, 4.50%, Maturing April 16, 2021 |
546 | 548,263 | ||||||||
Alere, Inc. |
||||||||||
Term Loan, Maturing June 3, 2022(2) |
850 | 852,066 | ||||||||
Alliance Healthcare Services, Inc. |
||||||||||
Term Loan, 4.25%, Maturing June 3, 2019 |
606 | 604,487 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Health Care (continued) |
| |||||||||
Amneal Pharmaceuticals, LLC |
||||||||||
Term Loan, 5.01%, Maturing |
839 | $ | 840,800 | |||||||
Amsurg Corp. |
||||||||||
Term Loan, 3.75%, Maturing July 16, 2021 |
297 | 297,975 | ||||||||
Ardent Medical Services, Inc. |
||||||||||
Term Loan, 6.75%, Maturing July 2, 2018 |
1,429 | 1,433,583 | ||||||||
ATI Holdings, Inc. |
||||||||||
Term Loan, 5.25%, Maturing December 20, 2019 |
468 | 470,203 | ||||||||
Auris Luxembourg III S.a.r.l. |
||||||||||
Term Loan, 5.50%, Maturing January 17, 2022 |
374 | 373,595 | ||||||||
BioScrip, Inc. |
||||||||||
Term Loan, 6.50%, Maturing July 31, 2020 |
506 | 502,875 | ||||||||
Term Loan, 6.50%, Maturing July 31, 2020 |
844 | 838,125 | ||||||||
Capella Healthcare, Inc. |
||||||||||
Term Loan, 5.25%, Maturing December 31, 2021 |
373 | 374,058 | ||||||||
CareCore National, LLC |
||||||||||
Term Loan, 5.50%, Maturing March 5, 2021 |
721 | 724,389 | ||||||||
CeramTec Acquisition Corporation |
||||||||||
Term Loan, 4.25%, Maturing August 30, 2020 |
16 | 15,588 | ||||||||
CHG Healthcare Services, Inc. |
||||||||||
Term Loan, 4.25%, Maturing November 19, 2019 |
539 | 540,046 | ||||||||
Community Health Systems, Inc. |
||||||||||
Term Loan, 3.75%, Maturing December 31, 2019 |
1,230 | 1,231,967 | ||||||||
Term Loan, 4.00%, Maturing January 27, 2021 |
2,264 | 2,269,772 | ||||||||
Concordia Healthcare Corp. |
||||||||||
Term Loan, 4.75%, Maturing April 21, 2022 |
125 | 125,781 | ||||||||
CPI Buyer, LLC |
||||||||||
Term Loan, 5.50%, Maturing August 18, 2021 |
496 | 496,251 | ||||||||
DaVita HealthCare Partners, Inc. |
||||||||||
Term Loan, 3.50%, Maturing June 24, 2021 |
1,559 | 1,561,687 | ||||||||
DJO Finance, LLC |
||||||||||
Term Loan, 4.25%, Maturing June 8, 2020 |
1,050 | 1,053,150 | ||||||||
Envision Healthcare Corporation |
||||||||||
Term Loan, 4.00%, Maturing May 25, 2018 |
1,546 | 1,548,099 | ||||||||
Faenza Acquisition GmbH |
||||||||||
Term Loan, 4.25%, Maturing August 30, 2020 |
46 | 46,254 | ||||||||
Term Loan, 4.25%, Maturing August 30, 2020 |
153 | 153,633 | ||||||||
Grifols Worldwide Operations USA, Inc. |
||||||||||
Term Loan, 3.19%, Maturing February 27, 2021 |
2,321 | 2,323,646 | ||||||||
Horizon Pharma Holdings USA, Inc. |
||||||||||
Term Loan, 4.50%, Maturing April 22, 2021 |
600 | 602,813 | ||||||||
Iasis Healthcare, LLC |
||||||||||
Term Loan, 4.50%, Maturing May 3, 2018 |
814 | 816,410 |
12 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Health Care (continued) |
| |||||||||
Indivior Finance S.a.r.l. |
||||||||||
Term Loan, 7.00%, Maturing December 19, 2019 |
488 | $ | 476,531 | |||||||
inVentiv Health, Inc. |
||||||||||
Term Loan, 7.75%, Maturing May 15, 2018 |
304 | 304,650 | ||||||||
Term Loan, 7.75%, Maturing May 15, 2018 |
1,243 | 1,244,267 | ||||||||
Kindred Healthcare, Inc. |
||||||||||
Term Loan, 4.25%, Maturing April 9, 2021 |
718 | 719,764 | ||||||||
Kinetic Concepts, Inc. |
||||||||||
Term Loan, 4.50%, Maturing May 4, 2018 |
2,442 | 2,454,967 | ||||||||
LHP Hospital Group, Inc. |
||||||||||
Term Loan, 9.00%, Maturing July 3, 2018 |
844 | 827,435 | ||||||||
MedAssets, Inc. |
||||||||||
Term Loan, 4.00%, Maturing |
174 | 174,136 | ||||||||
Millennium Health, LLC |
||||||||||
Term Loan, 5.25%, Maturing April 16, 2021 |
3,524 | 1,475,871 | ||||||||
MJ Acquisition Corp. |
||||||||||
Term Loan, 4.00%, Maturing April 22, 2022 |
150 | 149,998 | ||||||||
National Mentor Holdings, Inc. |
||||||||||
Term Loan, 4.25%, Maturing January 31, 2021 |
272 | 271,563 | ||||||||
Onex Carestream Finance L.P. |
||||||||||
Term Loan, 5.00%, Maturing June 7, 2019 |
1,629 | 1,631,647 | ||||||||
Opal Acquisition, Inc. |
||||||||||
Term Loan, 5.00%, Maturing |
813 | 801,322 | ||||||||
Ortho-Clinical Diagnostics, Inc. |
||||||||||
Term Loan, 4.75%, Maturing June 30, 2021 |
1,535 | 1,506,581 | ||||||||
Pharmaceutical Product Development, LLC |
||||||||||
Term Loan, 4.00%, Maturing |
951 | 952,111 | ||||||||
Physio-Control International, Inc. |
||||||||||
Term Loan, 5.50%, Maturing May 5, 2022 |
225 | 225,984 | ||||||||
PRA Holdings, Inc. |
||||||||||
Term Loan, 4.50%, Maturing |
491 | 492,405 | ||||||||
Radnet Management, Inc. |
||||||||||
Term Loan, 4.27%, Maturing October 10, 2018 |
981 | 983,299 | ||||||||
RegionalCare Hospital Partners, Inc. |
||||||||||
Term Loan, 5.25%, Maturing April 19, 2019 |
793 | 793,366 | ||||||||
Sage Products Holdings III, LLC |
||||||||||
Term Loan, 4.25%, Maturing |
552 | 553,592 | ||||||||
Select Medical Corporation |
||||||||||
Term Loan, 3.03%, Maturing |
97 | 96,795 | ||||||||
Term Loan, 3.75%, Maturing June 1, 2018 |
555 | 555,352 | ||||||||
Sterigenics-Nordion Holdings, LLC |
||||||||||
Term Loan, 4.25%, Maturing May 15, 2022 |
350 | 350,875 | ||||||||
Steward Health Care System, LLC |
||||||||||
Term Loan, 6.75%, Maturing April 12, 2020 |
172 | 170,321 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Health Care (continued) |
| |||||||||
Tecomet, Inc. |
||||||||||
Term Loan, 5.75%, Maturing December 5, 2021 |
572 | $ | 566,046 | |||||||
Truven Health Analytics, Inc. |
||||||||||
Term Loan, 4.50%, Maturing |
1,082 | 1,081,378 | ||||||||
U.S. Renal Care, Inc. |
||||||||||
Term Loan, 4.25%, Maturing July 3, 2019 |
172 | 172,115 | ||||||||
$ | 39,953,841 | |||||||||
Home Furnishings 0.6% |
| |||||||||
Interline Brands, Inc. |
||||||||||
Term Loan, 4.00%, Maturing March 17, 2021 |
123 | $ | 123,360 | |||||||
Serta Simmons Holdings, LLC |
||||||||||
Term Loan, 4.25%, Maturing October 1, 2019 |
753 | 754,385 | ||||||||
Tempur-Pedic International, Inc. |
||||||||||
Term Loan, 3.50%, Maturing March 18, 2020 |
615 | 616,915 | ||||||||
$ | 1,494,660 | |||||||||
Industrial Equipment 4.2% |
| |||||||||
Alliance Laundry Systems, LLC |
||||||||||
Term Loan, 4.25%, Maturing December 10, 2018 |
150 | $ | 150,582 | |||||||
Apex Tool Group, LLC |
||||||||||
Term Loan, 4.50%, Maturing January 31, 2020 |
367 | 360,606 | ||||||||
Delachaux S.A. |
||||||||||
Term Loan, 4.50%, Maturing October 28, 2021 |
210 | 209,691 | ||||||||
Doosan Infracore International, Inc. |
||||||||||
Term Loan, 4.50%, Maturing May 28, 2021 |
502 | 506,900 | ||||||||
Filtration Group Corporation |
||||||||||
Term Loan - Second Lien, 8.25%, Maturing November 21, 2021 |
79 | 79,084 | ||||||||
Gardner Denver, Inc. |
||||||||||
Term Loan, 4.25%, Maturing July 30, 2020 |
1,604 | 1,569,034 | ||||||||
Term Loan, 4.75%, Maturing July 30, 2020 |
EUR | 197 | 215,946 | |||||||
Husky Injection Molding Systems Ltd. |
||||||||||
Term Loan, 4.25%, Maturing June 30, 2021 |
1,352 | 1,349,567 | ||||||||
Term Loan - Second Lien, 7.25%, Maturing June 30, 2022 |
252 | 250,357 | ||||||||
Milacron, LLC |
||||||||||
Term Loan, 4.50%, Maturing September 28, 2020 |
561 | 562,987 | ||||||||
NN, Inc. |
||||||||||
Term Loan, 6.00%, Maturing August 27, 2021 |
806 | 809,829 | ||||||||
Paladin Brands Holding, Inc. |
||||||||||
Term Loan, 6.75%, Maturing August 16, 2019 |
341 | 341,520 | ||||||||
Rexnord, LLC |
||||||||||
Term Loan, 4.00%, Maturing August 21, 2020 |
2,235 | 2,232,394 |
13 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Industrial Equipment (continued) |
| |||||||||
Signode Industrial Group US, Inc. |
||||||||||
Term Loan, 3.75%, Maturing |
552 | $ | 551,446 | |||||||
STS Operating, Inc. |
||||||||||
Term Loan, 4.75%, Maturing February 12, 2021 |
148 | 148,032 | ||||||||
Tank Holding Corp. |
||||||||||
Term Loan, 5.25%, Maturing March 16, 2022 |
381 | 382,707 | ||||||||
Terex Corporation |
||||||||||
Term Loan, 3.50%, Maturing August 13, 2021 |
EUR | 769 | 853,241 | |||||||
VAT Lux III S.a.r.l. |
||||||||||
Term Loan, 4.25%, Maturing February 11, 2021 |
198 | 197,750 | ||||||||
Wittur GmbH |
||||||||||
Term Loan, 6.00%, Maturing February 10, 2022 |
EUR | 450 | 503,041 | |||||||
$ | 11,274,714 | |||||||||
Insurance 4.2% |
| |||||||||
Alliant Holdings I, Inc. |
||||||||||
Term Loan, 5.00%, Maturing |
965 | $ | 966,638 | |||||||
AmWINS Group, LLC |
||||||||||
Term Loan, 5.25%, Maturing September 6, 2019 |
2,392 | 2,413,728 | ||||||||
Asurion, LLC |
||||||||||
Term Loan, 5.00%, Maturing May 24, 2019 |
4,186 | 4,198,451 | ||||||||
Term Loan - Second Lien, 8.50%, Maturing March 3, 2021 |
500 | 508,875 | ||||||||
CGSC of Delaware Holding Corporation |
||||||||||
Term Loan, 5.00%, Maturing April 16, 2020 |
245 | 225,400 | ||||||||
Cunningham Lindsey U.S., Inc. |
||||||||||
Term Loan, 5.00%, Maturing |
454 | 445,033 | ||||||||
Hub International Limited |
||||||||||
Term Loan, 4.00%, Maturing October 2, 2020 |
1,376 | 1,367,707 | ||||||||
USI, Inc. |
||||||||||
Term Loan, 4.25%, Maturing |
1,196 | 1,198,625 | ||||||||
$ | 11,324,457 | |||||||||
Leisure Goods / Activities / Movies 5.7% |
| |||||||||
Aufinco Pty Limited |
||||||||||
Term Loan, 4.00%, Maturing May 29, 2020 |
221 | $ | 220,638 | |||||||
Term Loan - Second Lien, 8.25%, Maturing November 30, 2020 |
500 | 492,500 | ||||||||
Bombardier Recreational Products, Inc. |
||||||||||
Term Loan, 3.75%, Maturing |
1,603 | 1,604,146 | ||||||||
Bright Horizons Family Solutions, Inc. |
||||||||||
Term Loan, 3.75%, Maturing |
439 | 439,162 | ||||||||
CDS U.S. Intermediate Holdings, Inc. |
||||||||||
Term Loan, Maturing June 10, 2022(2) |
200 | 200,250 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Leisure Goods / Activities / Movies (continued) |
| |||||||||
ClubCorp Club Operations, Inc. |
||||||||||
Term Loan, 4.25%, Maturing June 24, 2020 |
1,923 | $ | 1,931,639 | |||||||
Emerald Expositions Holding, Inc. |
||||||||||
Term Loan, 4.75%, Maturing June 17, 2020 |
461 | 461,064 | ||||||||
Equinox Holdings, Inc. |
||||||||||
Term Loan, 5.00%, Maturing January 31, 2020 |
531 | 534,623 | ||||||||
Fender Musical Instruments Corporation |
||||||||||
Term Loan, 5.75%, Maturing April 3, 2019 |
164 | 163,901 | ||||||||
Kasima, LLC |
||||||||||
Term Loan, 3.25%, Maturing May 17, 2021 |
384 | 383,871 | ||||||||
Lindblad Expeditions, Inc. |
||||||||||
Term Loan, Maturing June 17, 2022(2) |
11 | 11,457 | ||||||||
Term Loan, Maturing June 17, 2022(2) |
89 | 88,793 | ||||||||
Live Nation Entertainment, Inc. |
||||||||||
Term Loan, 3.50%, Maturing August 16, 2020 |
1,263 | 1,265,198 | ||||||||
LTF Merger Sub, Inc. |
||||||||||
Term Loan, 4.25%, Maturing June 10, 2022 |
675 | 670,886 | ||||||||
Nord Anglia Education Finance, LLC |
||||||||||
Term Loan, 4.50%, Maturing March 31, 2021 |
818 | 820,296 | ||||||||
Sabre, Inc. |
||||||||||
Term Loan, 4.00%, Maturing February 19, 2019 |
585 | 585,000 | ||||||||
SeaWorld Parks & Entertainment, Inc. |
||||||||||
Term Loan, 3.00%, Maturing May 14, 2020 |
1,348 | 1,303,230 | ||||||||
Sonifi Solutions, Inc. |
||||||||||
Term Loan, 6.75%, (1.00% Cash, 5.75% PIK), Maturing March 28, 2018(3) |
437 | 28,000 | ||||||||
SRAM, LLC |
||||||||||
Term Loan, 4.03%, Maturing April 10, 2020 |
832 | 831,614 | ||||||||
Steinway Musical Instruments, Inc. |
||||||||||
Term Loan, 4.75%, Maturing September 19, 2019 |
1,000 | 1,001,875 | ||||||||
Town Sports International, Inc. |
||||||||||
Term Loan, 4.50%, Maturing November 15, 2020 |
590 | 470,904 | ||||||||
WMG Acquisition Corp. |
||||||||||
Term Loan, 3.75%, Maturing July 1, 2020 |
270 | 266,782 | ||||||||
Zuffa, LLC |
||||||||||
Term Loan, 3.75%, Maturing February 25, 2020 |
1,414 | 1,397,638 | ||||||||
$ | 15,173,467 | |||||||||
Lodging and Casinos 5.2% |
| |||||||||
Affinity Gaming, LLC |
||||||||||
Term Loan, 5.25%, Maturing November 9, 2017 |
206 | $ | 206,616 | |||||||
Amaya Holdings B.V. |
||||||||||
Term Loan, 5.00%, Maturing August 1, 2021 |
1,340 | 1,339,596 | ||||||||
Term Loan - Second Lien, 8.00%, Maturing August 1, 2022 |
375 | 379,336 |
14 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Lodging and Casinos (continued) |
| |||||||||
Boyd Gaming Corporation |
||||||||||
Term Loan, 4.00%, Maturing August 14, 2020 |
226 | $ | 226,696 | |||||||
Caesars Entertainment Operating Company |
||||||||||
Term Loan, 0.00%, Maturing |
597 | 535,999 | ||||||||
CityCenter Holdings, LLC |
||||||||||
Term Loan, 4.25%, Maturing October 16, 2020 |
386 | 387,162 | ||||||||
Four Seasons Holdings, Inc. |
||||||||||
Term Loan - Second Lien, 6.25%, Maturing December 27, 2020 |
1,800 | 1,806,750 | ||||||||
Gala Group Ltd. |
||||||||||
Term Loan, 5.51%, Maturing May 27, 2018 |
GBP | 825 | 1,298,712 | |||||||
Golden Nugget, Inc. |
||||||||||
Term Loan, 5.50%, Maturing |
65 | 65,797 | ||||||||
Term Loan, 5.50%, Maturing |
152 | 153,526 | ||||||||
Hilton Worldwide Finance, LLC |
||||||||||
Term Loan, 3.50%, Maturing October 26, 2020 |
2,368 | 2,370,888 | ||||||||
La Quinta Intermediate Holdings, LLC |
||||||||||
Term Loan, 4.00%, Maturing April 14, 2021 |
480 | 479,930 | ||||||||
MGM Resorts International |
||||||||||
Term Loan, 3.50%, Maturing |
1,268 | 1,260,899 | ||||||||
Pinnacle Entertainment, Inc. |
||||||||||
Term Loan, 3.75%, Maturing August 13, 2020 |
328 | 328,390 | ||||||||
Playa Resorts Holding B.V. |
||||||||||
Term Loan, 4.00%, Maturing August 9, 2019 |
246 | 245,318 | ||||||||
RHP Hotel Properties L.P. |
||||||||||
Term Loan, 3.50%, Maturing January 15, 2021 |
322 | 322,806 | ||||||||
Scientific Games International, Inc. |
||||||||||
Term Loan, 6.00%, Maturing October 18, 2020 |
1,798 | 1,799,536 | ||||||||
Term Loan, 6.00%, Maturing October 1, 2021 |
423 | 423,091 | ||||||||
Tropicana Entertainment, Inc. |
||||||||||
Term Loan, 4.00%, Maturing November 27, 2020 |
172 | 171,508 | ||||||||
$ | 13,802,556 | |||||||||
Nonferrous Metals / Minerals 3.0% |
| |||||||||
Alpha Natural Resources, LLC |
||||||||||
Term Loan, 3.50%, Maturing May 22, 2020 |
891 | $ | 644,861 | |||||||
Arch Coal, Inc. |
||||||||||
Term Loan, 6.25%, Maturing May 16, 2018 |
1,431 | 991,302 | ||||||||
Dynacast International, LLC |
||||||||||
Term Loan, 4.50%, Maturing January 28, 2022 |
299 | 301,120 | ||||||||
Fairmount Minerals Ltd. |
||||||||||
Term Loan, 4.50%, Maturing September 5, 2019 |
983 | 935,422 | ||||||||
Murray Energy Corporation |
||||||||||
Term Loan, 7.00%, Maturing April 7, 2017 |
150 | 149,313 | ||||||||
Term Loan, 7.50%, Maturing |
925 | 859,094 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Nonferrous Metals / Minerals (continued) |
| |||||||||
Noranda Aluminum Acquisition Corporation |
||||||||||
Term Loan, 5.75%, Maturing |
508 | $ | 426,667 | |||||||
Novelis, Inc. |
||||||||||
Term Loan, 4.00%, Maturing June 2, 2022 |
1,300 | 1,295,125 | ||||||||
Oxbow Carbon, LLC |
||||||||||
Term Loan, 4.25%, Maturing July 19, 2019 |
703 | 701,183 | ||||||||
Term Loan - Second Lien, 8.00%, Maturing January 17, 2020 |
1,025 | 971,187 | ||||||||
United Central Industrial Supply Company, LLC |
||||||||||
Term Loan - Second Lien, 12.50%, Maturing April 9, 2019 |
250 | 230,000 | ||||||||
Walter Energy, Inc. |
||||||||||
Term Loan, 7.25%, Maturing April 2, 2018 |
821 | 452,903 | ||||||||
$ | 7,958,177 | |||||||||
Oil and Gas 5.9% |
| |||||||||
Ameriforge Group, Inc. |
||||||||||
Term Loan, 5.00%, Maturing December 19, 2019 |
588 | $ | 493,396 | |||||||
Bronco Midstream Funding, LLC |
||||||||||
Term Loan, 5.00%, Maturing August 15, 2020 |
996 | 983,601 | ||||||||
CITGO Holding, Inc. |
||||||||||
Term Loan, 9.50%, Maturing May 12, 2018 |
794 | 798,324 | ||||||||
CITGO Petroleum Corporation |
||||||||||
Term Loan, 4.50%, Maturing July 29, 2021 |
471 | 472,125 | ||||||||
Crestwood Holdings, LLC |
||||||||||
Term Loan, 7.00%, Maturing June 19, 2019 |
902 | 894,930 | ||||||||
Drillships Ocean Ventures, Inc. |
||||||||||
Term Loan, 5.50%, Maturing July 25, 2021 |
1,020 | 872,954 | ||||||||
Energy Transfer Equity L.P. |
||||||||||
Term Loan, 4.00%, Maturing December 2, 2019 |
186 | 186,148 | ||||||||
Fieldwood Energy, LLC |
||||||||||
Term Loan, 3.88%, Maturing |
516 | 492,512 | ||||||||
Term Loan - Second Lien, 8.38%, Maturing September 30, 2020 |
600 | 460,500 | ||||||||
Floatel International Ltd. |
||||||||||
Term Loan, 6.00%, Maturing June 27, 2020 |
1,089 | 866,291 | ||||||||
MEG Energy Corp. |
||||||||||
Term Loan, 3.75%, Maturing March 31, 2020 |
3,672 | 3,600,421 | ||||||||
Obsidian Natural Gas Trust |
||||||||||
Term Loan, 7.00%, Maturing November 2, 2015 |
175 | 175,523 | ||||||||
Paragon Offshore Finance Company |
||||||||||
Term Loan, 3.75%, Maturing July 18, 2021 |
422 | 325,499 | ||||||||
Samson Investment Company |
||||||||||
Term Loan - Second Lien, 5.00%, Maturing September 25, 2018 |
925 | 372,312 |
15 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Oil and Gas (continued) |
| |||||||||
Seadrill Partners Finco, LLC |
||||||||||
Term Loan, 4.00%, Maturing February 21, 2021 |
2,196 | $ | 1,667,911 | |||||||
Seventy Seven Operating, LLC |
||||||||||
Term Loan, 3.75%, Maturing June 25, 2021 |
248 | 229,556 | ||||||||
Sheridan Investment Partners II L.P. |
||||||||||
Term Loan, 4.25%, Maturing December 16, 2020 |
17 | 15,254 | ||||||||
Term Loan, 4.25%, Maturing December 16, 2020 |
46 | 40,902 | ||||||||
Term Loan, 4.25%, Maturing December 16, 2020 |
329 | 294,031 | ||||||||
Sheridan Production Partners I, LLC |
||||||||||
Term Loan, 4.25%, Maturing October 1, 2019 |
104 | 91,665 | ||||||||
Term Loan, 4.25%, Maturing October 1, 2019 |
170 | 150,072 | ||||||||
Term Loan, 4.25%, Maturing October 1, 2019 |
1,282 | 1,132,548 | ||||||||
Southcross Holdings Borrower L.P. |
||||||||||
Term Loan, 6.00%, Maturing August 4, 2021 |
198 | 192,555 | ||||||||
Targa Resources Corp. |
||||||||||
Term Loan, 5.75%, Maturing February 25, 2022 |
130 | 131,657 | ||||||||
Tervita Corporation |
||||||||||
Term Loan, 6.25%, Maturing May 15, 2018 |
928 | 873,171 | ||||||||
$ | 15,813,858 | |||||||||
Publishing 3.3% |
| |||||||||
Ascend Learning, LLC |
||||||||||
Term Loan, 5.50%, Maturing July 31, 2019 |
864 | $ | 867,603 | |||||||
Getty Images, Inc. |
||||||||||
Term Loan, 4.75%, Maturing October 18, 2019 |
2,881 | 2,148,636 | ||||||||
Houghton Mifflin Harcourt Publishing Company |
||||||||||
Term Loan, 4.00%, Maturing May 11, 2022 |
175 | 174,453 | ||||||||
Interactive Data Corporation |
||||||||||
Term Loan, 4.75%, Maturing May 2, 2021 |
767 | 770,447 | ||||||||
Laureate Education, Inc. |
||||||||||
Term Loan, 5.00%, Maturing June 15, 2018 |
2,609 | 2,446,177 | ||||||||
McGraw-Hill Global Education Holdings, LLC |
||||||||||
Term Loan, 4.75%, Maturing March 22, 2019 |
356 | 357,768 | ||||||||
Merrill Communications, LLC |
||||||||||
Term Loan, 6.25%, Maturing June 1, 2022 |
300 | 300,000 | ||||||||
Multi Packaging Solutions, Inc. |
||||||||||
Term Loan, 4.25%, Maturing September 30, 2020 |
173 | 172,525 | ||||||||
Nelson Education Ltd. |
||||||||||
Term Loan, 6.75%, Maturing July 7, 2016 |
216 | 157,487 | ||||||||
Penton Media, Inc. |
||||||||||
Term Loan, 5.00%, Maturing October 3, 2019 |
329 | 330,674 | ||||||||
ProQuest, LLC |
||||||||||
Term Loan, 5.25%, Maturing October 24, 2021 |
323 | 325,125 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Publishing (continued) |
| |||||||||
Springer Science+Business Media Deutschland GmbH |
||||||||||
Term Loan, 4.75%, Maturing August 14, 2020 |
690 | $ | 692,855 | |||||||
$ | 8,743,750 | |||||||||
Radio and Television 3.3% |
| |||||||||
ALM Media Holdings, Inc. |
||||||||||
Term Loan, 5.50%, Maturing July 31, 2020 |
221 | $ | 213,694 | |||||||
AP NMT Acquisition B.V. |
||||||||||
Term Loan, 6.75%, Maturing August 13, 2021 |
523 | 517,986 | ||||||||
Block Communications, Inc. |
||||||||||
Term Loan, 4.00%, Maturing November 7, 2021 |
124 | 124,683 | ||||||||
Clear Channel Communications, Inc. |
||||||||||
Term Loan, 6.94%, Maturing January 30, 2019 |
566 | 524,280 | ||||||||
Term Loan, 7.69%, Maturing July 30, 2019 |
182 | 171,084 | ||||||||
Cumulus Media Holdings, Inc. |
||||||||||
Term Loan, 4.25%, Maturing |
2,045 | 1,946,492 | ||||||||
Entercom Radio, LLC |
||||||||||
Term Loan, 4.00%, Maturing |
191 | 191,600 | ||||||||
Gray Television, Inc. |
||||||||||
Term Loan, 3.75%, Maturing June 10, 2021 |
134 | 133,726 | ||||||||
Hubbard Radio, LLC |
||||||||||
Term Loan, 4.25%, Maturing May 15, 2022 |
345 | 344,816 | ||||||||
Media General, Inc. |
||||||||||
Term Loan, 4.00%, Maturing July 31, 2020 |
666 | 666,910 | ||||||||
Mission Broadcasting, Inc. |
||||||||||
Term Loan, 3.75%, Maturing October 1, 2020 |
322 | 321,696 | ||||||||
Nexstar Broadcasting, Inc. |
||||||||||
Term Loan, 3.75%, Maturing October 1, 2020 |
365 | 364,809 | ||||||||
Raycom TV Broadcasting, LLC |
||||||||||
Term Loan, 3.75%, Maturing August 4, 2021 |
433 | 432,685 | ||||||||
Sinclair Television Group, Inc. |
||||||||||
Term Loan, 3.00%, Maturing April 9, 2020 |
269 | 268,232 | ||||||||
TWCC Holding Corp. |
||||||||||
Term Loan - Second Lien, 7.00%, Maturing June 26, 2020 |
1,100 | 1,029,416 | ||||||||
Univision Communications, Inc. |
||||||||||
Term Loan, 4.00%, Maturing March 1, 2020 |
1,614 | 1,605,684 | ||||||||
$ | 8,857,793 | |||||||||
Retailers (Except Food and Drug) 8.9% |
| |||||||||
99 Cents Only Stores |
||||||||||
Term Loan, 4.50%, Maturing January 11, 2019 |
486 | $ | 451,994 | |||||||
B&M Retail Limited |
||||||||||
Term Loan, 3.82%, Maturing May 21, 2019 |
GBP | 175 | 272,677 | |||||||
Term Loan, 4.32%, Maturing April 28, 2020 |
GBP | 150 | 234,930 |
16 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Retailers (Except Food and Drug) (continued) |
| |||||||||
Bass Pro Group, LLC |
||||||||||
Term Loan, 4.00%, Maturing June 5, 2020 |
1,154 | $ | 1,156,529 | |||||||
CDW, LLC |
||||||||||
Term Loan, 3.25%, Maturing April 29, 2020 |
2,689 | 2,669,896 | ||||||||
Davids Bridal, Inc. |
||||||||||
Term Loan, 5.00%, Maturing |
311 | 298,779 | ||||||||
Dollar Tree, Inc. |
||||||||||
Term Loan, 3.50%, Maturing March 9, 2022 |
1,420 | 1,421,987 | ||||||||
Evergreen Acqco 1 L.P. |
||||||||||
Term Loan, 5.00%, Maturing July 9, 2019 |
340 | 318,697 | ||||||||
Harbor Freight Tools USA, Inc. |
||||||||||
Term Loan, 4.75%, Maturing July 26, 2019 |
520 | 523,258 | ||||||||
Hudsons Bay Company |
||||||||||
Term Loan, 4.75%, Maturing |
626 | 628,139 | ||||||||
J. Crew Group, Inc. |
||||||||||
Term Loan, 4.00%, Maturing March 5, 2021 |
1,411 | 1,222,944 | ||||||||
Jo-Ann Stores, Inc. |
||||||||||
Term Loan, 4.00%, Maturing March 16, 2018 |
1,295 | 1,261,349 | ||||||||
Mens Wearhouse, Inc. (The) |
||||||||||
Term Loan, 4.50%, Maturing June 18, 2021 |
441 | 442,770 | ||||||||
Michaels Stores, Inc. |
||||||||||
Term Loan, 3.75%, Maturing |
1,250 | 1,247,287 | ||||||||
Term Loan, 4.00%, Maturing |
496 | 498,008 | ||||||||
Neiman Marcus Group, Inc. (The) |
||||||||||
Term Loan, 4.25%, Maturing |
2,093 | 2,084,034 | ||||||||
Party City Holdings, Inc. |
||||||||||
Term Loan, 4.00%, Maturing July 27, 2019 |
683 | 682,658 | ||||||||
Pep Boys-Manny, Moe & Jack (The) |
||||||||||
Term Loan, 4.25%, Maturing |
219 | 219,992 | ||||||||
Petco Animal Supplies, Inc. |
||||||||||
Term Loan, 4.00%, Maturing November 24, 2017 |
1,562 | 1,563,717 | ||||||||
PetSmart, Inc. |
||||||||||
Term Loan, 4.25%, Maturing |
2,350 | 2,350,399 | ||||||||
PFS Holding Corporation |
||||||||||
Term Loan, 4.50%, Maturing |
769 | 715,948 | ||||||||
Pier 1 Imports (U.S.), Inc. |
||||||||||
Term Loan, 4.50%, Maturing April 30, 2021 |
248 | 245,025 | ||||||||
Pilot Travel Centers, LLC |
||||||||||
Term Loan, 4.25%, Maturing October 1, 2021 |
990 | 1,002,817 | ||||||||
Spin Holdco, Inc. |
||||||||||
Term Loan, 4.25%, Maturing November 14, 2019 |
1,278 | 1,276,643 | ||||||||
Toys R Us Property Company I, LLC |
||||||||||
Term Loan, 6.00%, Maturing August 21, 2019 |
384 | 363,330 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Retailers (Except Food and Drug) (continued) |
| |||||||||
Vivarte SA |
||||||||||
Term Loan, 11.00%, (4.00% Cash, 7.00% PIK), Maturing October 29, 2019(6) |
EUR | 145 | $ | 167,773 | ||||||
Term Loan, 5.00%, (1.25% Cash, 3.75% PIK), Maturing October 29, 2020(7) |
EUR | 164 | 116,085 | |||||||
Wilton Brands, LLC |
||||||||||
Term Loan, 7.50%, Maturing |
262 | 254,892 | ||||||||
$ | 23,692,557 | |||||||||
Steel 1.8% |
| |||||||||
FMG Resources (August 2006) Pty Ltd. |
||||||||||
Term Loan, 3.75%, Maturing |
4,409 | $ | 3,925,102 | |||||||
JMC Steel Group, Inc. |
||||||||||
Term Loan, 4.75%, Maturing |
335 | 333,049 | ||||||||
Neenah Foundry Company |
||||||||||
Term Loan, 6.75%, Maturing |
186 | 184,905 | ||||||||
Patriot Coal Corporation |
||||||||||
Term Loan, 0.00%, Maturing December 15, 2018(3)(5) |
741 | 406,677 | ||||||||
$ | 4,849,733 | |||||||||
Surface Transport 0.8% |
| |||||||||
Hertz Corporation (The) |
||||||||||
Term Loan, 4.00%, Maturing March 11, 2018 |
902 | $ | 903,425 | |||||||
Stena International S.a.r.l. |
||||||||||
Term Loan, 4.00%, Maturing |
741 | 694,953 | ||||||||
Swift Transportation Co., LLC |
||||||||||
Term Loan, 3.75%, Maturing |
568 | 570,060 | ||||||||
$ | 2,168,438 | |||||||||
Telecommunications 4.3% |
| |||||||||
CWC Cayman Finance Limited |
||||||||||
Term Loan, 5.50%, Maturing April 28, 2017 |
200 | $ | 200,500 | |||||||
Intelsat Jackson Holdings S.A. |
||||||||||
Term Loan, 3.75%, Maturing |
3,700 | 3,678,418 | ||||||||
IPC Systems, Inc. |
||||||||||
Term Loan, 5.50%, Maturing August 6, 2021 |
1,072 | 1,068,962 | ||||||||
Mitel US Holdings, Inc. |
||||||||||
Term Loan, 5.00%, Maturing March 31, 2022 |
375 | 377,109 | ||||||||
Syniverse Holdings, Inc. |
||||||||||
Term Loan, 4.00%, Maturing |
912 | 863,964 | ||||||||
Term Loan, 4.00%, Maturing |
1,006 | 953,139 | ||||||||
Telesat Canada |
||||||||||
Term Loan, 3.50%, Maturing |
3,347 | 3,342,898 |
17 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Telecommunications (continued) |
| |||||||||
Windstream Corporation |
||||||||||
Term Loan, 3.50%, Maturing August 8, 2019 |
952 | $ | 948,376 | |||||||
$ | 11,433,366 | |||||||||
Utilities 3.6% |
| |||||||||
Calpine Construction Finance Company L.P. |
||||||||||
Term Loan, 3.00%, Maturing May 3, 2020 |
515 | $ | 506,354 | |||||||
Term Loan, 3.25%, Maturing January 31, 2022 |
196 | 193,620 | ||||||||
Calpine Corporation |
||||||||||
Term Loan, 4.00%, Maturing October 9, 2019 |
413 | 413,797 | ||||||||
Term Loan, 3.50%, Maturing May 27, 2022 |
1,550 | 1,538,496 | ||||||||
Dynegy Holdings, Inc. |
||||||||||
Term Loan, 4.00%, Maturing April 23, 2020 |
467 | 468,796 | ||||||||
EFS Cogen Holdings I, LLC |
||||||||||
Term Loan, 3.75%, Maturing December 17, 2020 |
234 | 234,782 | ||||||||
Electrical Components International, Inc. |
||||||||||
Term Loan, 5.75%, Maturing May 28, 2021 |
671 | 676,044 | ||||||||
Energy Future Intermediate Holding Co., LLC |
||||||||||
DIP Loan, 4.25%, Maturing June 19, 2016 |
850 | 852,125 | ||||||||
Granite Acquisition, Inc. |
||||||||||
Term Loan, 5.00%, Maturing December 19, 2021 |
54 | 54,407 | ||||||||
Term Loan, 5.00%, Maturing December 19, 2021 |
1,215 | 1,230,338 | ||||||||
La Frontera Generation, LLC |
||||||||||
Term Loan, 4.50%, Maturing September 30, 2020 |
773 | 770,444 | ||||||||
Lonestar Generation, LLC |
||||||||||
Term Loan, 5.25%, Maturing |
572 | 565,021 | ||||||||
Longview Power, LLC |
||||||||||
Term Loan, 7.00%, Maturing April 13, 2021 |
125 | 126,172 | ||||||||
PowerTeam Services, LLC |
||||||||||
Term Loan, 4.25%, Maturing May 6, 2020 |
7 | 7,004 | ||||||||
Term Loan, 4.25%, Maturing May 6, 2020 |
131 | 130,830 | ||||||||
TPF II Power, LLC |
||||||||||
Term Loan, 5.51%, Maturing |
672 | 678,089 | ||||||||
WTG Holdings III Corp. |
||||||||||
Term Loan, 4.75%, Maturing |
197 | 196,754 | ||||||||
Term Loan - Second Lien, 8.50%, Maturing January 15, 2022 |
900 | 888,750 | ||||||||
$ | 9,531,823 | |||||||||
Total Senior Floating-Rate Interests |
|
$ | 379,891,046 | |||||||
Corporate Bonds & Notes 10.0% | ||||||||||
Security | Principal Amount* (000s omitted) |
Value | ||||||||
Aerospace and Defense 0.1% |
| |||||||||
CBC Ammo, LLC/CBC FinCo, Inc. |
||||||||||
7.25%, 11/15/21(8) |
30 | $ | 28,275 | |||||||
Orbital ATK, Inc. |
||||||||||
5.25%, 10/1/21(8) |
20 | 20,500 | ||||||||
TransDigm, Inc. |
||||||||||
7.50%, 7/15/21 |
10 | 10,800 | ||||||||
6.00%, 7/15/22 |
30 | 29,775 | ||||||||
6.50%, 7/15/24 |
30 | 29,775 | ||||||||
$ | 119,125 | |||||||||
Automotive 0.0%(9) |
| |||||||||
American Axle & Manufacturing, Inc. |
||||||||||
5.125%, 2/15/19 |
10 | $ | 10,262 | |||||||
General Motors Financial Co., Inc. |
||||||||||
4.75%, 8/15/17 |
40 | 42,244 | ||||||||
3.25%, 5/15/18 |
5 | 5,121 | ||||||||
Navistar International Corp. |
||||||||||
8.25%, 11/1/21 |
50 | 47,750 | ||||||||
$ | 105,377 | |||||||||
Beverage and Tobacco 0.0%(9) |
| |||||||||
Constellation Brands, Inc. |
||||||||||
6.00%, 5/1/22 |
35 | $ | 38,245 | |||||||
4.25%, 5/1/23 |
40 | 39,500 | ||||||||
$ | 77,745 | |||||||||
Brokerage / Securities Dealers / Investment Houses 0.0%(9) |
| |||||||||
Alliance Data Systems Corp. |
||||||||||
6.375%, 4/1/20(8) |
30 | $ | 31,088 | |||||||
$ | 31,088 | |||||||||
Building and Development 0.1% |
| |||||||||
Building Materials Corp. of America |
||||||||||
5.375%, 11/15/24(8) |
40 | $ | 39,474 | |||||||
Greystar Real Estate Partners, LLC |
||||||||||
8.25%, 12/1/22(8) |
20 | 21,200 | ||||||||
HD Supply, Inc. |
||||||||||
7.50%, 7/15/20 |
45 | 47,812 | ||||||||
5.25%, 12/15/21(8) |
15 | 15,263 | ||||||||
Hillman Group, Inc. (The) |
||||||||||
6.375%, 7/15/22(8) |
30 | 28,500 |
18 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2015
Portfolio of Investments continued
Security | Principal Amount* (000s omitted) |
Value | ||||||||
Building and Development (continued) |
| |||||||||
Interline Brands, Inc. |
||||||||||
10.00%, 11/15/18(10) |
51 | $ | 53,422 | |||||||
Nortek, Inc. |
||||||||||
8.50%, 4/15/21 |
20 | 21,450 | ||||||||
Reliance Intermediate Holdings, L.P. |
||||||||||
6.50%, 4/1/23(8) |
50 | 52,250 | ||||||||
TRI Pointe Holdings, Inc. |
||||||||||
4.375%, 6/15/19 |
20 | 19,700 | ||||||||
5.875%, 6/15/24 |
25 | 24,625 | ||||||||
USG Corp. |
||||||||||
5.875%, 11/1/21(8) |
20 | 21,000 | ||||||||
5.50%, 3/1/25(8) |
5 | 5,000 | ||||||||
$ | 349,696 | |||||||||
Business Equipment and Services 0.1% |
| |||||||||
Acosta, Inc. |
||||||||||
7.75%, 10/1/22(8) |
60 | $ | 60,600 | |||||||
Audatex North America, Inc. |
||||||||||
6.00%, 6/15/21(8) |
30 | 30,937 | ||||||||
FTI Consulting, Inc. |
||||||||||
6.00%, 11/15/22 |
20 | 20,925 | ||||||||
IMS Health, Inc. |
||||||||||
6.00%, 11/1/20(8) |
40 | 41,300 | ||||||||
ServiceMaster Co. (The) |
||||||||||
7.00%, 8/15/20 |
10 | 10,613 | ||||||||
7.45%, 8/15/27 |
20 | 20,300 | ||||||||
TransUnion |
||||||||||
8.125%, 6/15/18 |
60 | 61,395 | ||||||||
United Rentals North America, Inc. |
||||||||||
7.625%, 4/15/22 |
15 | 16,312 | ||||||||
6.125%, 6/15/23 |
15 | 15,394 | ||||||||
$ | 277,776 | |||||||||
Cable and Satellite Television 0.7% |
| |||||||||
AMC Networks, Inc. |
||||||||||
7.75%, 7/15/21 |
20 | $ | 21,700 | |||||||
4.75%, 12/15/22 |
15 | 15,056 | ||||||||
Cable One, Inc. |
||||||||||
5.75%, 6/15/22(8) |
10 | 10,150 | ||||||||
CCO Holdings, LLC/CCO Holdings Capital Corp. |
||||||||||
5.25%, 9/30/22 |
80 | 79,000 | ||||||||
5.75%, 1/15/24 |
5 | 5,050 | ||||||||
5.375%, 5/1/25(8) |
40 | 39,050 |
Security | Principal Amount* (000s omitted) |
Value | ||||||||
Cable and Satellite Television (continued) |
| |||||||||
CSC Holdings, LLC |
||||||||||
5.25%, 6/1/24 |
5 | $ | 4,825 | |||||||
DISH DBS Corp. |
||||||||||
6.75%, 6/1/21 |
75 | 78,375 | ||||||||
5.875%, 7/15/22 |
15 | 14,738 | ||||||||
5.875%, 11/15/24 |
10 | 9,631 | ||||||||
IAC/InterActiveCorp |
| |||||||||
4.875%, 11/30/18 |
20 | 20,700 | ||||||||
Numericable-SFR SAS |
||||||||||
4.875%, 5/15/19(8) |
200 | 198,500 | ||||||||
Virgin Media Secured Finance PLC |
||||||||||
5.375%, 4/15/21(8) |
428 | 442,195 | ||||||||
6.00%, 4/15/21(8) |
GBP | 428 | 701,936 | |||||||
5.50%, 1/15/25(8) |
275 | 276,719 | ||||||||
$ | 1,917,625 | |||||||||