Eaton Vance Senior Income Trust

 

 

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

(Registrant’s Telephone Number)

June 30

Date of Fiscal Year End

June 30, 2015

Date of Reporting Period

 

 

 


Item 1. Reports to Stockholders


LOGO

 

 

Eaton Vance

Senior Income Trust (EVF)

Annual Report

June 30, 2015

 

 

 

 

LOGO


 

 

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 Fund’s 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

 

Management’s 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

 

Management’s 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 market’s 10-year average of 3.2%, according to Standard & Poor’s 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 Fund’s previous fiscal year but was not held by the Fund. Across the ratings tiers, the Fund’s 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 Fund’s 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 fund’s 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 Fund’s 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 Fund’s 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 Fund’s underweight to utilities contributed to the Fund’s relative results versus the Index, as that sector trailed the Index during the period. Similarly, the Fund’s 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

 

 

 

LOGO

    

 

 

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 Fund’s 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 Fund’s 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 Fund’s 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 Fund’s last regular distribution per share in the period (annualized) divided by the Fund’s NAV or market price at the end of the period. The Fund’s 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 Fund’s webpage available at eatonvance. com. The Fund’s distributions are determined by the investment adviser based on its current assessment of the Fund’s 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 Fund’s 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 Moody’s, 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 issuer’s creditworthiness, with ratings ranging from AAA, being the highest, to D, being the lowest based on S&P’s measures. Ratings of BBB or higher by S&P or Fitch (Baa or higher by Moody’s) are considered to be investment-grade quality. Credit ratings are based largely on the ratings agency’s analysis at the time of rating. The rating assigned to any particular security is not necessarily a reflection of the issuer’s current financial condition and does not necessarily reflect its assessment of the volatility of a security’s 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*

(000’s omitted)

    Value  

Aerospace and Defense — 1.9%

  

BE Aerospace, Inc.

     

Term Loan, 4.00%, Maturing
December 16, 2021

      498      $ 501,387   

DAE Aviation Holdings, Inc.

     

Term Loan, 6.25%, Maturing
November 2, 2018

      302        302,947   

IAP Worldwide Services, Inc.

     

Revolving Loan, Maturing
July 18, 2018(2)

      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
December 13, 2019

      915        887,530   

Standard Aero Limited

     

Term Loan, 6.25%, Maturing
November 2, 2018

      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
December 31, 2018

      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
December 12, 2019

      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*

(000’s omitted)

    Value  

Automotive (continued)

  

MPG Holdco I, Inc.

     

Term Loan, 3.75%, Maturing
October 20, 2021

      1,052      $ 1,052,299   

TI Group Automotive Systems, LLC

     

Term Loan, Maturing
June 24, 2022(2)

  EUR     375        415,978   

Term Loan, Maturing
June 24, 2022(2)

      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
March 24, 2022

      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
January 30, 2019

      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*

(000’s omitted)

    Value  

Building and Development (continued)

  

WireCo WorldGroup, Inc.

     

Term Loan, 6.00%, Maturing
February 15, 2017

      299      $ 299,403   
                     
      $ 3,984,169   
                     

Business Equipment and Services — 12.1%

  

Acosta Holdco, Inc.

     

Term Loan, 4.25%, Maturing
September 26, 2021

      1,642      $ 1,640,039   

Altisource Solutions S.a.r.l.

     

Term Loan, 4.50%, Maturing
December 9, 2020

      1,304        1,163,779   

AVSC Holding Corp.

     

Term Loan, 4.50%, Maturing
January 24, 2021

      198        197,500   

BakerCorp International, Inc.

     

Term Loan, 4.25%, Maturing
February 14, 2020

      415        401,722   

Brickman Group Ltd., LLC

     

Term Loan, 4.00%, Maturing
December 18, 2020

      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
December 20, 2019

      220        219,078   

Ceridian, LLC

     

Term Loan, 4.50%, Maturing
September 15, 2020

      308        305,387   

ClientLogic Corporation

     

Term Loan, 7.18%, Maturing
January 30, 2017

  EUR     586        646,285   

Term Loan, 7.53%, Maturing
January 30, 2017

      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
December 20, 2019

      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
November 9, 2019

      2,343        2,339,185   

Emdeon Business Services, LLC

     

Term Loan, 3.75%, Maturing
November 2, 2018

      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*

(000’s omitted)

    Value  

Business Equipment and Services (continued)

  

Garda World Security Corporation

     

Term Loan, 4.00%, Maturing
November 6, 2020

      55      $ 55,086   

Term Loan, 4.00%, Maturing
November 6, 2020

      491        489,879   

Term Loan, 4.75%, Maturing
November 6, 2020

  CAD     296        230,675   

IG Investment Holdings, LLC

     

Term Loan, 6.00%, Maturing
October 29, 2021

      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
September 30, 2020

      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
October 30, 2019

      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
October 15, 2019(3)

      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
September 29, 2020

      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
February 28, 2017

      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*

(000’s 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*

(000’s 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*

(000’s 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*

(000’s 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*

(000’s 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
June 8, 2023(2)

      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*

(000’s 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
December 21, 2018

      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
December 7, 2018

      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*

(000’s 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
March 24, 2018

      2,695        2,689,435   

Term Loan, 3.69%, Maturing
September 24, 2018

      950        948,516   

Term Loan, Maturing June 23, 2022(2)

      375        373,887   

Grosvenor Capital Management Holdings, LLP

     

Term Loan, 3.75%, Maturing
January 4, 2021

      582        580,334   

Guggenheim Partners, LLC

     

Term Loan, 4.25%, Maturing
July 22, 2020

      665        668,369   

Hamilton Lane Advisors, LLC

     

Term Loan, 4.00%, Maturing
February 28, 2018

      255        255,218   

Harbourvest Partners, LLC

     

Term Loan, 3.25%, Maturing
February 4, 2021

      395        392,705   

LPL Holdings, Inc.

     

Term Loan, 3.25%, Maturing
March 29, 2019

      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
February 15, 2018

      1,362        1,359,285   

Sesac Holdco II, LLC

     

Term Loan, 5.25%, Maturing
February 8, 2019

      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*

(000’s 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
November 1, 2018

      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
March 13, 2022

  EUR     973        1,088,252   

Onex Wizard US Acquisition, Inc.

     

Term Loan, 4.25%, Maturing
March 13, 2022

      599        598,553   

Post Holdings, Inc.

     

Term Loan, 3.75%, Maturing
June 2, 2021

      547        544,949   
                     
      $ 18,319,771   
                     

Food Service — 3.4%

  

1011778 B.C. Unlimited Liability Company

     

Term Loan, 3.75%, Maturing
December 10, 2021

      2,319      $ 2,320,924   

Aramark Services, Inc.

     

Term Loan, 3.68%, Maturing
July 26, 2016

      88        87,780   

Term Loan, 3.69%, Maturing
July 26, 2016

      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*

(000’s omitted)

    Value  

Food Service (continued)

  

Landry’s, Inc.

     

Term Loan, 4.00%, Maturing April 24, 2018

      1,108      $ 1,113,304   

NPC International, Inc.

     

Term Loan, 4.00%, Maturing
December 28, 2018

      339        337,143   

P.F. Chang’s 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%

  

Albertson’s 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   

Albertson’s, 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 Albertson’s, 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*

(000’s omitted)

    Value  

Health Care (continued)

  

Amneal Pharmaceuticals, LLC

     

Term Loan, 5.01%, Maturing
November 1, 2019

      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*

(000’s 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
December 13, 2019

      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
November 27, 2020

      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
December 5, 2018

      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
September 23, 2020

      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
December 13, 2019

      552        553,592   

Select Medical Corporation

     

Term Loan, 3.03%, Maturing
December 20, 2016

      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*

(000’s 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
June 6, 2019

      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*

(000’s omitted)

    Value  

Industrial Equipment (continued)

  

Signode Industrial Group US, Inc.

     

Term Loan, 3.75%, Maturing
May 1, 2021

      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
December 20, 2019

      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
December 10, 2019

      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
December 27, 2019

      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
January 30, 2019

      1,603        1,604,146   

Bright Horizons Family Solutions, Inc.

     

Term Loan, 3.75%, Maturing
January 30, 2020

      439        439,162   

CDS U.S. Intermediate Holdings, Inc.

     

Term Loan, Maturing June 10, 2022(2)

      200        200,250   
Borrower/Tranche Description       

Principal

Amount*

(000’s 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*

(000’s 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
March 1, 2017(5)

      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
November 21, 2019

      65        65,797   

Term Loan, 5.50%, Maturing
November 21, 2019

      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
December 20, 2019

      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
March 19, 2021

      925        859,094   
Borrower/Tranche Description       

Principal

Amount*

(000’s omitted)

    Value  

Nonferrous Metals / Minerals (continued)

  

Noranda Aluminum Acquisition Corporation

     

Term Loan, 5.75%, Maturing
February 28, 2019

      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
September 28, 2018

      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*

(000’s 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*

(000’s 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
December 23, 2020

      2,045        1,946,492   

Entercom Radio, LLC

     

Term Loan, 4.00%, Maturing
November 23, 2018

      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*

(000’s 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   

David’s Bridal, Inc.

     

Term Loan, 5.00%, Maturing
October 11, 2019

      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   

Hudson’s Bay Company

     

Term Loan, 4.75%, Maturing
November 4, 2020

      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   

Men’s Wearhouse, Inc. (The)

     

Term Loan, 4.50%, Maturing June 18, 2021

      441        442,770   

Michaels Stores, Inc.

     

Term Loan, 3.75%, Maturing
January 28, 2020

      1,250        1,247,287   

Term Loan, 4.00%, Maturing
January 28, 2020

      496        498,008   

Neiman Marcus Group, Inc. (The)

     

Term Loan, 4.25%, Maturing
October 25, 2020

      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
October 11, 2018

      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
March 11, 2022

      2,350        2,350,399   

PFS Holding Corporation

     

Term Loan, 4.50%, Maturing
January 31, 2021

      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*

(000’s 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
August 30, 2018

      262        254,892   
                     
      $ 23,692,557   
                     

Steel — 1.8%

  

FMG Resources (August 2006) Pty Ltd.

     

Term Loan, 3.75%, Maturing
June 30, 2019

      4,409      $ 3,925,102   

JMC Steel Group, Inc.

     

Term Loan, 4.75%, Maturing
April 1, 2017

      335        333,049   

Neenah Foundry Company

     

Term Loan, 6.75%, Maturing
April 26, 2017

      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
March 3, 2021

      741        694,953   

Swift Transportation Co., LLC

     

Term Loan, 3.75%, Maturing
June 9, 2021

      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
June 30, 2019

      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
April 23, 2019

      912        863,964   

Term Loan, 4.00%, Maturing
April 23, 2019

      1,006        953,139   

Telesat Canada

     

Term Loan, 3.50%, Maturing
March 28, 2019

      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*

(000’s 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
February 20, 2021

      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
October 2, 2021

      672        678,089   

WTG Holdings III Corp.

     

Term Loan, 4.75%, Maturing
January 15, 2021

      197        196,754   

Term Loan - Second Lien, 8.50%, Maturing January 15, 2022

      900        888,750   
                     
      $ 9,531,823   
                     

Total Senior Floating-Rate Interests
(identified cost $391,121,701)

   

  $ 379,891,046   
                     
Corporate Bonds & Notes — 10.0%   
     
Security       

Principal

Amount*

(000’s 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*

(000’s 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*

(000’s 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