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

December 31, 2015

Date of Reporting Period

 

 

 


Item 1. Reports to Stockholders


LOGO

 

 

Eaton Vance

Senior Income Trust (EVF)

Semiannual Report

December 31, 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.


Semiannual Report December 31, 2015

Eaton Vance

Senior Income Trust

Table of Contents

 

Performance

     2   

Fund Profile

     3   

Endnotes and Additional Disclosures

     4   

Financial Statements

     5   

Notice to Shareholders

     43   

Annual Meeting of Shareholders

     44   

Officers and Trustees

     45   

Important Notices

     46   


Eaton Vance

Senior Income Trust

December 31, 2015

 

Performance1,2

 

Portfolio Managers Scott H. Page, CFA and John Redding

 

% Average Annual Total Returns    Inception Date      Six Months      One Year      Five Years      Ten Years  

Fund at NAV

     10/30/1998         –5.33      –2.48      4.29      4.03

Fund at Market Price

             –3.21         –0.63         2.07         4.19   

S&P/LSTA Leveraged Loan Index

             –3.42      –0.69      3.41      4.31
              
% Premium/Discount to NAV3                                        
                 –9.56
              
Distributions4                                        

Total Distributions per share for the period

               $ 0.244   

Distribution Rate at NAV

                 6.58

Distribution Rate at Market Price

                 7.28
              
% Total Leverage5                                        

Auction Preferred Shares (APS)

                 27.75

Borrowings

                 11.35   

 

 

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

December 31, 2015

 

Fund Profile

 

 

Top 10 Issuers (% of total investments)6

 

 

Asurion, LLC

    1.3

Community Health Systems, Inc.

    1.2   

Valeant Pharmaceuticals International, Inc.

    1.2   

First Data Corporation

    1.1   

NBTY, Inc.

    1.0   

Reynolds Group Holdings, Inc.

    0.9   

Calpine Corporation

    0.9   

Intelsat Jackson Holdings S.A.

    0.9   

Virgin Media Investment Holdings Limited

    0.9   

FMG Resources (August 2006) Pty. Ltd.

    0.8   

Total

    10.2

 

Top 10 Sectors (% of total investments)6

 

 

Health Care

    10.4

Electronics/Electrical

    8.4   

Business Equipment and Services

    6.1   

Retailers (Except Food and Drug)

    5.8   

Chemicals and Plastics

    4.9   

Lodging and Casinos

    4.1   

Food Products

    3.9   

Leisure Goods/Activities/Movies

    3.5   

Financial Intermediaries

    3.3   

Radio and Television

    3.2   

Total

    53.6
 
Credit Quality (% of bonds, loans and asset-backed
securities)
7

 

 

LOGO

 

    

 

 

See Endnotes and Additional Disclosures in this report.

 

  3  


Eaton Vance

Senior Income Trust

December 31, 2015

 

Endnotes and Additional Disclosures

 

 

1 

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.

 

2 

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.

 

3 

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.

 

4 

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.

 

5 

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.

 

6

Excludes cash and cash equivalents.

7 

Credit ratings are categorized using S&P. 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 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 S&P.

 

   Fund profile subject to change due to active management.
 

 

  4  


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited)

 

 

Senior Floating-Rate Loans — 142.6%(1)   
     
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Aerospace and Defense — 1.8%

  

BE Aerospace, Inc.

     

Term Loan, 4.00%, Maturing December 16, 2021

      469      $ 470,117   

IAP Worldwide Services, Inc.

     

Revolving Loan, Maturing July 18, 2018(2)

      161        144,543   

Term Loan - Second Lien, 8.00%, Maturing July 18, 2019(3)

      219        175,405   

Silver II US Holdings, LLC

     

Term Loan, 4.00%, Maturing December 13, 2019

      894        765,523   

TransDigm, Inc.

     

Term Loan, 3.75%, Maturing February 28, 2020

      1,992        1,950,099   

Term Loan, 3.75%, Maturing June 4, 2021

      887        865,630   
                     
  $ 4,371,317   
                     

Air Transport — 0.4%

  

Virgin America, Inc.

     

Term Loan, 4.50%, Maturing April 4, 2019

      1,150      $ 943,690   
                     
  $ 943,690   
                     

Automotive — 4.0%

  

Affinia Group Intermediate Holdings, Inc.

     

Term Loan, 4.75%, Maturing April 27, 2020

      632      $ 632,595   

Allison Transmission, Inc.

     

Term Loan, 3.50%, Maturing August 23, 2019

      1,666        1,659,921   

Chrysler Group, LLC

     

Term Loan, 3.50%, Maturing May 24, 2017

      911        909,571   

Term Loan, 3.25%, Maturing December 31, 2018

      1,032        1,024,017   

CS Intermediate Holdco 2, LLC

     

Term Loan, 4.00%, Maturing April 4, 2021

      320        315,990   

Dayco Products, LLC

     

Term Loan, 5.25%, Maturing December 12, 2019

      467        462,896   

Federal-Mogul Holdings Corporation

     

Term Loan, 4.75%, Maturing April 15, 2021

      1,926        1,703,215   

Horizon Global Corporation

     

Term Loan, 7.00%, Maturing June 30, 2021

      244        235,219   

MPG Holdco I, Inc.

     

Term Loan, 3.75%, Maturing October 20, 2021

      1,022        1,000,180   

Schaeffler AG

     

Term Loan, 4.25%, Maturing May 15, 2020

      169        169,738   

TI Group Automotive Systems, LLC

     

Term Loan, 4.50%, Maturing June 30, 2022

  EUR     374        401,431   

Term Loan, 4.50%, Maturing June 30, 2022

      574        562,091   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Automotive (continued)

  

Tower Automotive Holdings USA, LLC

     

Term Loan, 4.00%, Maturing April 23, 2020

      368      $ 353,282   

Visteon Corporation

     

Term Loan, 3.50%, Maturing April 9, 2021

      306        304,192   
                     
  $ 9,734,338   
                     

Beverage and Tobacco — 0.3%

  

Flavors Holdings, Inc.

     

Term Loan, 6.75%, Maturing April 3, 2020

      352      $ 314,648   

Term Loan - Second Lien, 11.00%, Maturing October 3, 2021

      500        472,500   
                     
  $ 787,148   
                     

Brokerage / Securities Dealers / Investment Houses — 0.3%

  

Astro AB Borrower, Inc.

     

Term Loan, 5.50%, Maturing April 30, 2022

      149      $ 147,851   

Term Loan - Second Lien, 9.75%, Maturing March 3, 2023

      125        123,125   

Salient Partners L.P.

     

Term Loan, 7.50%, Maturing May 19, 2021

      394        382,180   
                     
  $ 653,156   
                     

Building and Development — 3.0%

  

ABC Supply Co., Inc.

     

Term Loan, 3.50%, Maturing April 16, 2020

      486      $ 482,050   

Auction.com, LLC

     

Term Loan, 6.00%, Maturing May 8, 2022

      496        491,908   

CPG International, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

      293        277,121   

DTZ U.S. Borrower, LLC

     

Term Loan, 4.25%, Maturing November 4, 2021

      1,269        1,240,081   

Gates Global, Inc.

     

Term Loan, 4.25%, Maturing July 5, 2021

      2,233        2,100,945   

Headwaters Incorporated

     

Term Loan, 4.50%, Maturing March 24, 2022

      100        99,707   

Quikrete Holdings, Inc.

     

Term Loan, 4.00%, Maturing September 28, 2020

      449        445,251   

Term Loan - Second Lien, 7.00%, Maturing March 26, 2021

      720        721,263   

RE/MAX International, Inc.

     

Term Loan, 4.25%, Maturing July 31, 2020

      749        736,700   

Summit Materials Companies I, LLC

     

Term Loan, 4.25%, Maturing July 17, 2022

      299        295,795   
 

 

  5   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — 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

      297      $ 286,157   
                     
  $ 7,176,978   
                     

Business Equipment and Services — 10.0%

  

Acosta Holdco, Inc.

     

Term Loan, 4.25%, Maturing September 26, 2021

      1,634      $ 1,561,665   

AlixPartners, LLP

     

Term Loan, 4.50%, Maturing July 28, 2022

      299        297,380   

Altisource Solutions S.a.r.l.

     

Term Loan, 4.50%, Maturing December 9, 2020

      1,050        918,994   

BakerCorp International, Inc.

     

Term Loan, 4.25%, Maturing February 14, 2020

      413        359,637   

Brickman Group Ltd., LLC

     

Term Loan, 4.00%, Maturing December 18, 2020

      392        380,959   

Brock Holdings III, Inc.

     

Term Loan, 6.00%, Maturing March 16, 2017

      539        503,766   

CCC Information Services, Inc.

     

Term Loan, 4.00%, Maturing December 20, 2019

      218        215,065   

Ceridian, LLC

     

Term Loan, 4.50%, Maturing September 15, 2020

      306        262,773   

Corporate Capital Trust, Inc.

     

Term Loan, 4.00%, Maturing May 15, 2019

      467        461,134   

CPM Holdings, Inc.

     

Term Loan, 6.00%, Maturing April 11, 2022

      124        123,675   

Crossmark Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 20, 2019

      714        535,684   

Education Management, LLC

     

Term Loan, 5.50%, Maturing July 2, 2020(3)

      135        61,862   

Term Loan, 8.50%, (2.00% Cash, 6.50% PIK), Maturing July 2, 2020(3)

      236        58,181   

EIG Investors Corp.

     

Term Loan, 5.00%, Maturing November 9, 2019

      2,331        2,277,259   

Emdeon Business Services, LLC

     

Term Loan, 3.75%, Maturing November 2, 2018

      700        688,933   

Extreme Reach, Inc.

     

Term Loan, 6.75%, Maturing February 7, 2020

      767        756,472   

Garda World Security Corporation

     

Term Loan, 4.00%, Maturing November 6, 2020

      55        52,616   

Term Loan, 4.00%, Maturing November 6, 2020

      488        467,915   

Term Loan, 4.75%, Maturing November 6, 2020

  CAD     294        205,037   

IG Investment Holdings, LLC

     

Term Loan, 6.00%, Maturing October 29, 2021

      223        221,591   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Business Equipment and Services (continued)

  

IMS Health Incorporated

     

Term Loan, 3.50%, Maturing March 17, 2021

      1,193      $ 1,161,567   

Information Resources, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

      587        585,509   

ION Trading Finance Limited

     

Term Loan, 4.25%, Maturing June 10, 2021

      224        217,704   

Term Loan, 4.50%, Maturing June 10, 2021

  EUR     517        561,989   

KAR Auction Services, Inc.

     

Term Loan, 3.50%, Maturing March 11, 2021

      1,360        1,358,915   

Kronos Incorporated

     

Term Loan, 4.50%, Maturing October 30, 2019

      1,192        1,175,199   

Term Loan - Second Lien, 9.75%, Maturing April 30, 2020

      549        547,551   

Match Group, Inc.

     

Term Loan, 5.50%, Maturing November 16, 2022

      550        545,875   

MCS AMS Sub-Holdings, LLC

     

Term Loan, 7.50%, Maturing October 15, 2019

      478        391,806   

Monitronics International, Inc.

     

Term Loan, 4.25%, Maturing March 23, 2018

      263        256,045   

Term Loan, 4.50%, Maturing April 2, 2022

      323        308,854   

PGX Holdings, Inc.

     

Term Loan, 5.75%, Maturing September 29, 2020

      261        260,188   

RCS Capital Corporation

     

Term Loan, 7.50%, Maturing April 29, 2019(3)

      1,059        741,617   

Term Loan - Second Lien, 11.50%, Maturing April 29, 2021(3)

      500        86,300   

Sensus USA, Inc.

     

Term Loan, 4.50%, Maturing May 9, 2017

      333        325,895   

Term Loan - Second Lien, 8.50%, Maturing May 9, 2018

      500        491,250   

ServiceMaster Company

     

Term Loan, 4.25%, Maturing July 1, 2021

      1,929        1,916,742   

TNS, Inc.

     

Term Loan, 5.00%, Maturing February 14, 2020

      307        303,130   

Travelport Finance (Luxembourg) S.a.r.l.

     

Term Loan, 5.75%, Maturing September 2, 2021

      569        558,458   

WASH Multifamily Laundry Systems, LLC

     

Term Loan, 4.25%, Maturing May 14, 2022

      22        21,728   

Term Loan, 4.25%, Maturing May 14, 2022

      127        124,070   

West Corporation

     

Term Loan, 3.25%, Maturing June 30, 2018

      1,689        1,663,959   
                     
  $ 24,014,949   
                     
 

 

  6   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Cable and Satellite Television — 3.4%

  

Altice US Finance I Corporation

     

Term Loan, 4.25%, Maturing December 22, 2022

      798      $ 781,182   

MCC Iowa, LLC

     

Term Loan, 3.75%, Maturing June 30, 2021

      419        415,660   

Neptune Finco Corp.

     

Term Loan, 5.00%, Maturing October 9, 2022

      1,900        1,899,831   

Numericable Group SA

     

Term Loan, 4.56%, Maturing July 29, 2022

  EUR     350        375,073   

Term Loan, 4.56%, Maturing July 31, 2022

      175        168,000   

Numericable U.S., LLC

     

Term Loan, 4.50%, Maturing May 21, 2020

      505        488,238   

Term Loan, 4.50%, Maturing May 21, 2020

      584        564,349   

Virgin Media Investment Holdings Limited

     

Term Loan, 3.50%, Maturing June 30, 2023

      1,323        1,297,216   

Term Loan, 4.25%, Maturing June 30, 2023

  GBP     750        1,093,820   

Ziggo B.V.

     

Term Loan, 3.75%, Maturing January 15, 2022

  EUR     191        203,721   

Term Loan, 3.75%, Maturing January 15, 2022

  EUR     297        316,231   

Term Loan, 3.75%, Maturing January 15, 2022

  EUR     537        572,384   
                     
  $ 8,175,705   
                     

Chemicals and Plastics — 7.3%

  

Allnex (Luxembourg) & Cy S.C.A.

     

Term Loan, 4.50%, Maturing October 3, 2019

      144      $ 144,194   

Allnex USA, Inc.

     

Term Loan, 4.50%, Maturing October 3, 2019

      75        74,815   

Aruba Investments, Inc.

     

Term Loan, 4.50%, Maturing February 2, 2022

      150        147,836   

Axalta Coating Systems US Holdings, Inc.

     

Term Loan, 3.75%, Maturing February 1, 2020

      1,709        1,698,189   

AZ Chem US, Inc.

     

Term Loan, 4.50%, Maturing June 12, 2021

      1,198        1,196,364   

Chemours Company (The)

     

Term Loan, 3.75%, Maturing May 12, 2022

      498        457,700   

ECO Services Operations, LLC

     

Term Loan, 4.75%, Maturing December 4, 2021

      595        588,857   

Emerald Performance Materials, LLC

     

Term Loan, 4.50%, Maturing August 1, 2021

      242        238,543   

Term Loan - Second Lien, 7.75%, Maturing August 1, 2022

      275        260,906   

Flint Group GmbH

     

Term Loan, 4.50%, Maturing September 7, 2021

      74        71,845   

Flint Group US, LLC

     

Term Loan, 4.50%, Maturing September 7, 2021

      445        430,803   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Chemicals and Plastics (continued)

  

Gemini HDPE, LLC

     

Term Loan, 4.75%, Maturing August 7, 2021

      815      $ 809,606   

Huntsman International, LLC

     

Term Loan, 3.75%, Maturing October 1, 2021

      469        466,078   

Ineos Finance PLC

     

Term Loan, 4.25%, Maturing March 31, 2022

  EUR     223        236,655   

Ineos US Finance, LLC

     

Term Loan, 3.75%, Maturing May 4, 2018

      2,072        2,022,536   

Term Loan, 4.25%, Maturing March 31, 2022

      347        336,208   

Kronos Worldwide, Inc.

     

Term Loan, 4.00%, Maturing February 18, 2020

      147        133,989   

MacDermid, Inc.

     

Term Loan, 5.50%, Maturing June 7, 2020

      274        266,289   

Term Loan, 5.50%, Maturing June 7, 2020

      297        287,719   

Term Loan, 5.50%, Maturing June 7, 2020

      637        618,162   

Minerals Technologies, Inc.

     

Term Loan, 3.77%, Maturing May 9, 2021

      611        612,778   

Orion Engineered Carbons GmbH

     

Term Loan, 5.00%, Maturing July 25, 2021

      251        252,080   

Term Loan, 5.00%, Maturing July 25, 2021

  EUR     439        479,299   

OXEA Finance, LLC

     

Term Loan, 4.25%, Maturing January 15, 2020

      343        331,424   

PolyOne Corporation

     

Term Loan, 3.75%, Maturing November 11, 2022

      250        249,688   

PQ Corporation

     

Term Loan, 4.00%, Maturing August 7, 2017

      582        578,363   

Solenis International L.P.

     

Term Loan, 4.25%, Maturing July 31, 2021

      148        142,447   

Term Loan, 4.50%, Maturing July 31, 2021

  EUR     469        507,205   

Sonneborn Refined Products B.V.

     

Term Loan, 4.75%, Maturing December 10, 2020

      33        33,266   

Sonneborn, LLC

     

Term Loan, 4.75%, Maturing December 10, 2020

      189        188,509   

Trinseo Materials Operating S.C.A.

     

Term Loan, 4.25%, Maturing November 5, 2021

      149        147,384   

Tronox Pigments (Netherlands) B.V.

     

Term Loan, 4.50%, Maturing March 19, 2020

      1,484        1,323,881   

Univar, Inc.

     

Term Loan, 4.25%, Maturing July 1, 2022

      1,596        1,550,257   

Zep, Inc.

     

Term Loan, 5.75%, Maturing June 27, 2022

      672        665,748   
                     
  $ 17,549,623   
                     
 

 

  7   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Clothing / Textiles — 0.3%

  

Ascena Retail Group, Inc.

     

Term Loan, 5.25%, Maturing August 21, 2022

      800      $ 752,000   
                     
  $ 752,000   
                     

Conglomerates — 0.8%

  

Bestway UK Holdco Limited

     

Term Loan, 5.25%, Maturing October 6, 2021

  GBP     551      $ 812,021   

RGIS Services, LLC

     

Term Loan, 5.50%, Maturing October 18, 2017

      1,375        1,014,075   
                     
  $ 1,826,096   
                     

Containers and Glass Products — 3.2%

  

Berry Plastics Holding Corporation

     

Term Loan, 3.50%, Maturing February 8, 2020

      1,045      $ 1,028,594   

Term Loan, 3.75%, Maturing January 6, 2021

      294        290,866   

Term Loan, 4.00%, Maturing October 1, 2022

      536        531,949   

Hilex Poly Co., LLC

     

Term Loan, 6.00%, Maturing December 5, 2021

      744        744,685   

Libbey Glass, Inc.

     

Term Loan, 3.75%, Maturing April 9, 2021

      197        194,538   

Onex Wizard Acquisition Company I S.a.r.l.

     

Term Loan, 4.25%, Maturing March 13, 2022

  EUR     968        1,052,291   

Onex Wizard US Acquisition, Inc.

     

Term Loan, 4.25%, Maturing March 13, 2022

      596        587,791   

Pelican Products, Inc.

     

Term Loan, 5.25%, Maturing April 10, 2020

      431        423,573   

Reynolds Group Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 1, 2018

      1,648        1,633,817   

TricorBraun, Inc.

     

Term Loan, 4.00%, Maturing May 3, 2018

      298        295,965   

Verallia

     

Term Loan, 5.00%, Maturing October 29, 2022

  EUR     800        870,607   
                     
  $ 7,654,676   
                     

Cosmetics / Toiletries — 1.8%

  

Coty, Inc.

     

Term Loan, 3.75%, Maturing October 27, 2022

      425      $ 425,266   

Galleria Co.

     

Term Loan, Maturing October 22, 2022(2)

      825        819,328   

KIK Custom Products, Inc.

     

Term Loan, 6.00%, Maturing August 26, 2022

      773        744,073   

Prestige Brands, Inc.

     

Term Loan, 3.50%, Maturing September 3, 2021

      285        283,612   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Cosmetics / Toiletries (continued)

  

Revlon Consumer Products Corporation

     

Term Loan, 4.00%, Maturing October 8, 2019

      577      $ 575,802   

Sun Products Corporation (The)

     

Term Loan, 5.50%, Maturing March 23, 2020

      1,543        1,450,855   
                     
  $ 4,298,936   
                     

Drugs — 3.6%

  

Alkermes, Inc.

     

Term Loan, 3.50%, Maturing September 18, 2019

      194      $ 193,379   

AMAG Pharmaceuticals, Inc.

     

Term Loan, 4.75%, Maturing August 13, 2021

      518        500,616   

DPx Holdings B.V.

     

Term Loan, 4.25%, Maturing March 11, 2021

      669        646,059   

Term Loan, 4.50%, Maturing March 11, 2021

  EUR     223        242,732   

Endo Luxembourg Finance Company I S.a.r.l.

     

Term Loan, 3.75%, Maturing September 26, 2022

      1,300        1,285,105   

Horizon Pharma, Inc.

     

Term Loan, 4.50%, Maturing May 7, 2021

      597        559,687   

Mallinckrodt International Finance S.A.

     

Term Loan, 3.25%, Maturing March 19, 2021

      737        716,611   

Valeant Pharmaceuticals International, Inc.

     

Term Loan, 3.75%, Maturing December 11, 2019

      1,302        1,256,431   

Term Loan, 3.75%, Maturing August 5, 2020

      1,553        1,493,391   

Term Loan, 4.00%, Maturing April 1, 2022

      1,787        1,725,834   
                     
  $ 8,619,845   
                     

Ecological Services and Equipment — 0.7%

  

ADS Waste Holdings, Inc.

     

Term Loan, 3.75%, Maturing October 9, 2019

      936      $ 914,384   

EnergySolutions, LLC

     

Term Loan, 6.75%, Maturing May 29, 2020

      1,099        851,406   
                     
  $ 1,765,790   
                     

Electronics / Electrical — 13.6%

  

Answers Corporation

     

Term Loan, 6.25%, Maturing October 3, 2021

      1,041      $ 712,907   

Avago Technologies Cayman Ltd.

     

Term Loan, 3.75%, Maturing May 6, 2021

      2,632        2,630,607   

Campaign Monitor Finance Pty. Limited

     

Term Loan, 6.25%, Maturing March 18, 2021

      342        336,379   

CommScope, Inc.

     

Term Loan, 3.83%, Maturing December 29, 2022

      449        446,701   
 

 

  8   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Electronics / Electrical (continued)

  

CompuCom Systems, Inc.

     

Term Loan, 4.25%, Maturing May 11, 2020

      351      $ 224,892   

Dell International, LLC

     

Term Loan, 4.00%, Maturing April 29, 2020

      2,910        2,896,429   

Deltek, Inc.

     

Term Loan, 5.00%, Maturing June 25, 2022

      147        145,594   

Term Loan - Second Lien, 9.50%, Maturing June 25, 2023

      200        199,500   

Entegris, Inc.

     

Term Loan, 3.50%, Maturing April 30, 2021

      168        166,664   

Excelitas Technologies Corp.

     

Term Loan, 6.00%, Maturing October 31, 2020

      411        367,359   

Eze Castle Software, Inc.

     

Term Loan, 4.00%, Maturing April 6, 2020

      850        835,038   

FIDJI Luxembourg (BC4) S.a.r.l.

     

Term Loan, 6.25%, Maturing December 24, 2020

      279        279,000   

Go Daddy Operating Company, LLC

     

Term Loan, 4.25%, Maturing May 13, 2021

      2,362        2,350,780   

Hyland Software, Inc.

     

Term Loan, 4.75%, Maturing July 1, 2022

      269        264,749   

Term Loan - Second Lien, 8.25%, Maturing July 1, 2023

      275        258,844   

Infor (US), Inc.

     

Term Loan, 3.75%, Maturing June 3, 2020

      2,606        2,458,581   

Informatica Corporation

     

Term Loan, 4.50%, Maturing August 5, 2022

      1,097        1,058,618   

Lattice Semiconductor Corporation

     

Term Loan, 5.25%, Maturing March 10, 2021

      274        259,944   

M/A-COM Technology Solutions Holdings, Inc.

     

Term Loan, 4.50%, Maturing May 7, 2021

      246        245,634   

MA FinanceCo., LLC

     

Term Loan, 4.50%, Maturing November 20, 2019

      523        517,820   

Term Loan, 5.25%, Maturing November 19, 2021

      980        970,893   

Magic Newco, LLC

     

Term Loan, 5.00%, Maturing December 12, 2018

      677        676,930   

MH Sub I, LLC

     

Term Loan, 4.75%, Maturing July 8, 2021

      617        599,547   

Microsemi Corporation

     

Term Loan, 3.25%, Maturing February 19, 2020

      299        298,207   

NXP B.V.

     

Term Loan, 3.75%, Maturing December 7, 2020

      850        847,344   

Orbotech, Inc.

     

Term Loan, 5.00%, Maturing August 6, 2020

      180        177,030   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Electronics / Electrical (continued)

  

Renaissance Learning, Inc.

     

Term Loan, 4.50%, Maturing April 9, 2021

      1,088      $ 1,045,119   

Term Loan - Second Lien, 8.00%, Maturing April 11, 2022

      125        115,313   

Rocket Software, Inc.

     

Term Loan, 5.75%, Maturing February 8, 2018

      214        213,020   

Term Loan - Second Lien, 10.25%, Maturing February 8, 2019

      250        249,063   

RP Crown Parent, LLC

     

Term Loan, 6.00%, Maturing December 21, 2018

      2,807        2,512,012   

SGS Cayman L.P.

     

Term Loan, 6.00%, Maturing April 23, 2021

      98        97,649   

SkillSoft Corporation

     

Term Loan, 5.75%, Maturing April 28, 2021

      1,758        1,371,268   

Smart Technologies ULC

     

Term Loan, 10.50%, Maturing January 31, 2018

      270        261,322   

SS&C Technologies, Inc.

     

Term Loan, 4.01%, Maturing July 8, 2022

      964        959,301   

Term Loan, 4.02%, Maturing July 8, 2022

      142        141,176   

SunEdison Semiconductor B.V.

     

Term Loan, 6.50%, Maturing May 27, 2019

      979        968,902   

SurveyMonkey, Inc.

     

Term Loan, 6.25%, Maturing February 5, 2019

      1,008        990,833   

Sutherland Global Services, Inc.

     

Term Loan, 6.00%, Maturing April 23, 2021

      421        419,493   

Sybil Software, LLC

     

Term Loan, 4.25%, Maturing March 20, 2020

      780        776,376   

Vertafore, Inc.

     

Term Loan, 4.25%, Maturing October 3, 2019

      958        951,407   

Wall Street Systems Delaware, Inc.

     

Term Loan, 4.50%, Maturing April 30, 2021

      632        624,949   

Zebra Technologies Corporation

     

Term Loan, 4.75%, Maturing October 27, 2021

      971        973,602   
                     
  $ 32,896,796   
                     

Financial Intermediaries — 5.1%

  

Armor Holding II, LLC

     

Term Loan, 5.75%, Maturing June 26, 2020

      988      $ 960,625   

Term Loan - Second Lien, 10.25%, Maturing December 26, 2020

      725        703,250   

Citco Funding, LLC

     

Term Loan, 4.25%, Maturing June 29, 2018

      1,510        1,501,719   

First Data Corporation

     

Term Loan, 3.92%, Maturing March 24, 2018

      2,695        2,664,382   
 

 

  9   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Financial Intermediaries (continued)

  

First Data Corporation (continued)

     

Term Loan, 3.92%, Maturing September 24, 2018

      950      $ 939,431   

Term Loan, 4.17%, Maturing July 8, 2022

      375        370,045   

Grosvenor Capital Management Holdings, LLP

     

Term Loan, 3.75%, Maturing January 4, 2021

      548        528,976   

Guggenheim Partners, LLC

     

Term Loan, 4.25%, Maturing July 22, 2020

      662        658,902   

Hamilton Lane Advisors, LLC

     

Term Loan, 4.25%, Maturing July 9, 2022

      249        248,128   

Harbourvest Partners, LLC

     

Term Loan, 3.25%, Maturing February 4, 2021

      386        383,803   

Medley, LLC

     

Term Loan, 6.50%, Maturing June 15, 2019

      238        241,063   

NXT Capital, Inc.

     

Term Loan, 6.25%, Maturing September 4, 2018

      49        49,119   

Term Loan, 6.25%, Maturing September 4, 2018

      323        322,517   

Term Loan, 6.25%, Maturing September 4, 2018

      342        342,116   

Ocwen Financial Corporation

     

Term Loan, 5.50%, Maturing February 15, 2018

      580        579,921   

Sesac Holdco II, LLC

     

Term Loan, 5.25%, Maturing February 8, 2019

      480        475,553   

Starwood Property Trust, Inc.

     

Term Loan, 3.50%, Maturing April 17, 2020

      122        119,359   

Walker & Dunlop, Inc.

     

Term Loan, 5.25%, Maturing December 11, 2020

      313        313,582   

Walter Investment Management Corp.

     

Term Loan, 4.75%, Maturing December 19, 2020

      1,158        1,003,055   
                     
  $ 12,405,546   
                     

Food Products — 5.3%

  

AdvancePierre Foods, Inc.

     

Term Loan, 5.75%, Maturing July 10, 2017

      1,516      $ 1,515,418   

Term Loan - Second Lien, 9.50%, Maturing October 10, 2017

      350        344,750   

Blue Buffalo Company Ltd.

     

Term Loan, 3.75%, Maturing August 8, 2019

      629        627,461   

Charger OpCo B.V.

     

Term Loan, 4.25%, Maturing July 2, 2022

  EUR     267        289,107   

Term Loan, 4.25%, Maturing July 2, 2022

      1,043        1,036,886   

Clearwater Seafoods Limited Partnership

     

Term Loan, 4.75%, Maturing June 26, 2019

      450        449,116   

Del Monte Foods, Inc.

     

Term Loan, 4.26%, Maturing February 18, 2021

      339        326,401   

Term Loan - Second Lien, 8.25%, Maturing August 18, 2021

      763        627,791   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Food Products (continued)

  

Diamond Foods, Inc.

     

Term Loan, 4.25%, Maturing August 20, 2018

      96      $ 95,925   

Dole Food Company, Inc.

     

Term Loan, 4.50%, Maturing November 1, 2018

      624        620,708   

High Liner Foods Incorporated

     

Term Loan, 4.25%, Maturing April 24, 2021

      418        412,343   

JBS USA, LLC

     

Term Loan, 3.75%, Maturing May 25, 2018

      864        860,703   

Term Loan, 3.75%, Maturing September 18, 2020

      758        753,301   

Term Loan, 4.00%, Maturing October 30, 2022

      325        320,426   

Meldrew Participations B.V.

     

Term Loan, 8.00%, (5.00% Cash, 3.00% PIK), Maturing October 31, 2019

  EUR     338        314,149   

Term Loan, 4.50%, (0.00% Cash, 4.50% PIK), Maturing December 19, 2022(4)

  EUR     214        124,494   

NBTY, Inc.

     

Term Loan, 3.50%, Maturing October 1, 2017

      4,021        3,936,537   

Post Holdings, Inc.

     

Term Loan, 3.75%, Maturing June 2, 2021

      130        129,917   
                     
  $ 12,785,433   
                     

Food Service — 3.8%

  

1011778 B.C. Unlimited Liability Company

     

Term Loan, 3.75%, Maturing December 12, 2021

      2,308      $ 2,296,977   

Aramark Services, Inc.

     

Term Loan, 3.69%, Maturing July 26, 2016

      36        35,928   

Term Loan, 3.70%, Maturing July 26, 2016

      20        20,284   

Centerplate, Inc.

     

Term Loan, 4.75%, Maturing November 26, 2019

      247        245,625   

Landry’s, Inc.

     

Term Loan, 4.00%, Maturing April 24, 2018

      1,036        1,032,029   

NPC International, Inc.

     

Term Loan, 4.75%, Maturing December 28, 2018

      337        333,927   

P.F. Chang’s China Bistro, Inc.

     

Term Loan, 4.25%, Maturing July 2, 2019

      189        180,612   

Seminole Hard Rock Entertainment, Inc.

     

Term Loan, 3.50%, Maturing May 14, 2020

      122        119,742   

US Foods, Inc.

     

Term Loan, 4.50%, Maturing March 31, 2019

      2,340        2,320,988   

Weight Watchers International, Inc.

     

Term Loan, 4.00%, Maturing April 2, 2020

      3,501        2,577,611   
                     
  $ 9,163,723   
                     
 

 

  10   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Food / Drug Retailers — 2.7%

  

Albertsons, LLC

     

Term Loan, 5.50%, Maturing March 21, 2019

      1,008      $ 1,004,318   

Term Loan, 5.13%, Maturing August 25, 2019

      1,540        1,527,488   

Term Loan, 5.50%, Maturing August 25, 2021

      447        443,554   

Rite Aid Corporation

     

Term Loan - Second Lien, 5.75%, Maturing August 21, 2020

      725        728,776   

Term Loan - Second Lien, 4.88%, Maturing June 21, 2021

      750        749,297   

Supervalu, Inc.

     

Term Loan, 4.50%, Maturing March 21, 2019

      2,080        2,055,495   
                     
  $ 6,508,928   
                     

Health Care — 15.8%

  

Acadia Healthcare Company, Inc.

     

Term Loan, 4.25%, Maturing February 11, 2022

      124      $ 124,059   

ADMI Corp.

     

Term Loan, 5.50%, Maturing April 30, 2022

      149        149,312   

Akorn, Inc.

     

Term Loan, 6.00%, Maturing April 16, 2021

      543        530,226   

Albany Molecular Research, Inc.

     

Term Loan, 5.75%, Maturing July 16, 2021

      349        347,379   

Alere, Inc.

     

Term Loan, 4.25%, Maturing June 18, 2022

      788        782,546   

Alliance Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing June 3, 2019

      603        575,395   

Amneal Pharmaceuticals, LLC

     

Term Loan, 4.50%, Maturing November 1, 2019

      834        819,374   

AmSurg Corp.

     

Term Loan, 3.50%, Maturing July 16, 2021

      296        293,366   

Ardent Legacy Acquisitions, Inc.

     

Term Loan, 6.50%, Maturing July 21, 2021

      249        248,128   

ATI Holdings, Inc.

     

Term Loan, 5.25%, Maturing December 20, 2019

      465        462,867   

Auris Luxembourg III S.a.r.l.

     

Term Loan, 4.25%, Maturing January 15, 2022

      372        370,719   

BioScrip, Inc.

     

Term Loan, 6.50%, Maturing July 31, 2020

      375        343,594   

Term Loan, 6.50%, Maturing July 31, 2020

      625        572,656   

CareCore National, LLC

     

Term Loan, 5.50%, Maturing March 5, 2021

      1,712        1,463,822   

CeramTec Acquisition Corporation

     

Term Loan, 4.25%, Maturing August 30, 2020

      15        15,389   

CHG Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing November 19, 2019

      536        527,546   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Health Care (continued)

  

Community Health Systems, Inc.

     

Term Loan, 3.75%, Maturing December 31, 2019

      1,224      $ 1,195,391   

Term Loan, 4.00%, Maturing January 27, 2021

      2,253        2,216,736   

Concentra, Inc.

     

Term Loan, 4.00%, Maturing June 1, 2022

      149        148,504   

CPI Buyer, LLC

     

Term Loan, 5.50%, Maturing August 18, 2021

      494        475,235   

DaVita HealthCare Partners, Inc.

     

Term Loan, 3.50%, Maturing June 24, 2021

      1,551        1,546,713   

DJO Finance, LLC

     

Term Loan, 4.25%, Maturing June 8, 2020

      1,047        1,020,318   

Envision Healthcare Corporation

     

Term Loan, 4.25%, Maturing May 25, 2018

      1,537        1,532,664   

Faenza Acquisition GmbH

     

Term Loan, 4.25%, Maturing August 30, 2020

      45        44,951   

Term Loan, 4.25%, Maturing August 30, 2020

      149        147,717   

Global Healthcare Exchange, LLC

     

Term Loan, 5.50%, Maturing August 15, 2022

      524        520,578   

Greatbatch Ltd.

     

Term Loan, 5.25%, Maturing October 27, 2022

      450        447,610   

Iasis Healthcare, LLC

     

Term Loan, 4.50%, Maturing May 3, 2018

      810        796,705   

Indivior Finance S.a.r.l.

     

Term Loan, 7.00%, Maturing December 19, 2019

      475        450,063   

inVentiv Health, Inc.

     

Term Loan, 7.75%, Maturing May 15, 2018

      304        300,212   

Term Loan, 7.75%, Maturing May 15, 2018

      1,743        1,719,989   

Jaguar Holding Company II

     

Term Loan, 4.25%, Maturing August 18, 2022

      2,164        2,108,399   

Kindred Healthcare, Inc.

     

Term Loan, 4.25%, Maturing April 9, 2021

      714        689,131   

Kinetic Concepts, Inc.

     

Term Loan, 4.50%, Maturing May 4, 2018

      2,430        2,342,903   

Knowledge Universe Education, LLC

     

Term Loan, 6.00%, Maturing July 28, 2022

      549        534,909   

LHP Hospital Group, Inc.

     

Term Loan, 9.00%, Maturing July 3, 2018

      745        730,423   

MedAssets, Inc.

     

Term Loan, 4.00%, Maturing December 13, 2019

      173        171,666   

National Mentor Holdings, Inc.

     

Term Loan, 4.25%, Maturing January 31, 2021

      270        263,320   

New Millennium HoldCo, Inc.

     

Term Loan, 7.50%, Maturing December 21, 2020

      1,203        1,101,235   

Onex Carestream Finance L.P.

     

Term Loan, 5.00%, Maturing June 7, 2019

      1,779        1,636,966   
 

 

  11   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Health Care (continued)

  

Opal Acquisition, Inc.

     

Term Loan, 5.00%, Maturing November 27, 2020

      1,606      $ 1,359,373   

Ortho-Clinical Diagnostics, Inc.

     

Term Loan, 4.75%, Maturing June 30, 2021

      1,527        1,303,463   

Physio-Control International, Inc.

     

Term Loan, 5.50%, Maturing June 6, 2022

      225        221,344   

PRA Holdings, Inc.

     

Term Loan, 4.50%, Maturing September 23, 2020

      484        479,464   

Radnet Management, Inc.

     

Term Loan, 4.27%, Maturing October 10, 2018

      955        947,727   

RCHP, Inc.

     

Term Loan, 6.00%, Maturing April 23, 2019

      789        779,662   

Sage Products Holdings III, LLC

     

Term Loan, 4.25%, Maturing December 13, 2019

      539        533,578   

Select Medical Corporation

     

Term Loan, 5.00%, Maturing June 1, 2018

      652        649,703   

Sterigenics-Nordion Holdings, LLC

     

Term Loan, 4.25%, Maturing May 15, 2022

      349        340,397   

Steward Health Care System, LLC

     

Term Loan, 6.75%, Maturing April 12, 2020

      171        166,359   

Tecomet, Inc.

     

Term Loan, 5.75%, Maturing December 5, 2021

      569        523,710   

Truven Health Analytics, Inc.

     

Term Loan, 4.50%, Maturing June 6, 2019

      1,077        1,033,781   
                     
  $ 38,107,277   
                     

Home Furnishings — 0.3%

  

Serta Simmons Holdings, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

      753      $ 750,433   
                     
  $ 750,433   
                     

Industrial Equipment — 4.2%

  

Apex Tool Group, LLC

     

Term Loan, 4.50%, Maturing January 31, 2020

      862      $ 824,771   

Delachaux S.A.

     

Term Loan, 4.50%, Maturing October 28, 2021

      207        206,426   

Doosan Infracore International, Inc.

     

Term Loan, 4.50%, Maturing May 28, 2021

      499        493,199   

Filtration Group Corporation

     

Term Loan - Second Lien, 8.25%, Maturing November 21, 2021

      79        76,663   

Gardner Denver, Inc.

     

Term Loan, 4.25%, Maturing July 30, 2020

      1,595        1,441,797   

Term Loan, 4.75%, Maturing July 30, 2020

  EUR     196        195,569   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Industrial Equipment (continued)

  

Husky Injection Molding Systems Ltd.

     

Term Loan, 4.25%, Maturing June 30, 2021

      1,351      $ 1,305,200   

Term Loan - Second Lien, 7.25%, Maturing June 30, 2022

      207        200,956   

Milacron, LLC

     

Term Loan, 4.50%, Maturing September 28, 2020

      561        556,673   

Paladin Brands Holding, Inc.

     

Term Loan, 7.25%, Maturing August 16, 2019

      332        311,615   

Rexnord, LLC

     

Term Loan, 4.00%, Maturing August 21, 2020

      2,224        2,160,805   

Signode Industrial Group US, Inc.

     

Term Loan, 3.75%, Maturing May 1, 2021

      480        462,243   

STS Operating, Inc.

     

Term Loan, 4.75%, Maturing February 12, 2021

      147        139,269   

Tank Holding Corp.

     

Term Loan, 5.25%, Maturing March 16, 2022

      371        365,591   

Terex Corporation

     

Term Loan, 3.50%, Maturing August 13, 2021

  EUR     765        819,228   

VAT Lux III S.a.r.l.

     

Term Loan, 4.25%, Maturing February 11, 2021

      176        173,663   

Wittur GmbH

     

Term Loan, 6.00%, Maturing February 10, 2022

  EUR     450        482,721   
                     
  $ 10,216,389   
                     

Insurance — 5.1%

  

Alliant Holdings I, Inc.

     

Term Loan, 4.50%, Maturing August 12, 2022

      920      $ 902,831   

AmWINS Group, LLC

     

Term Loan, 5.25%, Maturing September 6, 2019

      2,380        2,378,422   

AssuredPartners, Inc.

     

Term Loan, 5.75%, Maturing October 21, 2022

      350        348,687   

Term Loan - Second Lien, 10.00%, Maturing October 20, 2023

      350        343,000   

Asurion, LLC

     

Term Loan, 5.00%, Maturing May 24, 2019

      2,019        1,909,018   

Term Loan, 5.00%, Maturing August 4, 2022

      2,562        2,367,831   

Term Loan - Second Lien, 8.50%, Maturing March 3, 2021

      1,100        943,937   

CGSC of Delaware Holding Corporation

     

Term Loan, 5.00%, Maturing April 16, 2020

      244        235,219   

Cunningham Lindsey U.S., Inc.

     

Term Loan, 5.00%, Maturing December 10, 2019(3)

      452        309,441   

Hub International Limited

     

Term Loan, 4.00%, Maturing October 2, 2020

      1,369        1,291,638   
 

 

  12   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Insurance (continued)

  

USI, Inc.

     

Term Loan, 4.25%, Maturing December 27, 2019

      1,190      $ 1,150,493   
                     
  $ 12,180,517   
                     

Leisure Goods / Activities / Movies — 5.5%

  

AMC Entertainment, Inc.

     

Term Loan, 4.00%, Maturing December 15, 2022

      1,050      $ 1,050,131   

Ancestry.com, Inc.

     

Term Loan, 5.00%, Maturing August 17, 2022

      748        745,320   

Bombardier Recreational Products, Inc.

     

Term Loan, 3.75%, Maturing January 30, 2019

      603        597,431   

Bright Horizons Family Solutions, Inc.

     

Term Loan, 4.00%, Maturing January 30, 2020

      437        436,459   

CDS U.S. Intermediate Holdings, Inc.

     

Term Loan, 5.00%, Maturing July 8, 2022

      200        188,777   

ClubCorp Club Operations, Inc.

     

Term Loan, Maturing December 15, 2022(2)

      925        921,531   

Emerald Expositions Holding, Inc.

     

Term Loan, 4.75%, Maturing June 17, 2020

      458        452,709   

Fender Musical Instruments Corporation

     

Term Loan, 5.75%, Maturing April 3, 2019

      133        131,132   

Lindblad Expeditions, Inc.

     

Term Loan, 5.50%, Maturing May 8, 2021

      68        67,887   

Term Loan, 5.50%, Maturing May 8, 2021

      529        526,128   

Live Nation Entertainment, Inc.

     

Term Loan, 3.50%, Maturing August 16, 2020

      1,257        1,255,890   

LTF Merger Sub, Inc.

     

Term Loan, 4.25%, Maturing June 10, 2022

      672        654,829   

Nord Anglia Education Finance, LLC

     

Term Loan, 5.00%, Maturing March 31, 2021

      814        793,764   

Sabre, Inc.

     

Term Loan, 4.00%, Maturing February 19, 2019

      582        576,908   

SeaWorld Parks & Entertainment, Inc.

     

Term Loan, 3.00%, Maturing May 14, 2020

      1,341        1,259,349   

Sonifi Solutions, Inc.

     

Term Loan, 6.75%, Maturing March 28, 2018(3)

      442        77,297   

SRAM, LLC

     

Term Loan, 4.02%, Maturing April 10, 2020

      827        686,193   

Steinway Musical Instruments, Inc.

     

Term Loan, 4.75%, Maturing September 19, 2019

      1,000        995,625   

Town Sports International, Inc.

     

Term Loan, 4.50%, Maturing November 15, 2020

      587        237,681   

WMG Acquisition Corp.

     

Term Loan, 3.75%, Maturing July 1, 2020

      269        255,506   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Leisure Goods / Activities / Movies (continued)

  

Zuffa, LLC

     

Term Loan, 3.75%, Maturing February 25, 2020

      1,407      $ 1,374,168   
                     
      $ 13,284,715   
                     

Lodging and Casinos — 5.6%

  

Affinity Gaming, LLC

     

Term Loan, 5.25%, Maturing November 9, 2017

      206      $ 205,845   

Amaya Holdings B.V.

     

Term Loan, 5.00%, Maturing August 1, 2021

      1,657        1,551,636   

Term Loan - Second Lien, 8.00%, Maturing August 1, 2022

      998        998,438   

Boyd Gaming Corporation

     

Term Loan, 4.00%, Maturing August 14, 2020

      203        202,297   

Caesars Entertainment Operating Company

     

Term Loan, 0.00%, Maturing March 1, 2017(5)

      597        525,130   

CityCenter Holdings, LLC

     

Term Loan, 4.25%, Maturing October 16, 2020

      377        375,288   

Four Seasons Holdings, Inc.

     

Term Loan - Second Lien, 6.25%, Maturing December 27, 2020

      1,800        1,797,000   

Gala Group Finance PLC

     

Term Loan, 5.51%, Maturing May 27, 2018

  GBP     825        1,216,284   

Golden Nugget, Inc.

     

Term Loan, 5.50%, Maturing November 21, 2019

      64        63,892   

Term Loan, 5.50%, Maturing November 21, 2019

      148        147,125   

Hilton Worldwide Finance, LLC

     

Term Loan, 3.50%, Maturing October 26, 2020

      2,140        2,138,423   

La Quinta Intermediate Holdings, LLC

     

Term Loan, 3.75%, Maturing April 14, 2021

      477        466,223   

MGM Resorts International

     

Term Loan, 3.50%, Maturing December 20, 2019

      1,261        1,247,209   

Pinnacle Entertainment, Inc.

     

Term Loan, 3.75%, Maturing August 13, 2020

      137        137,182   

Playa Resorts Holding B.V.

     

Term Loan, 4.00%, Maturing August 9, 2019

      244        237,655   

Scientific Games International, Inc.

     

Term Loan, 6.00%, Maturing October 18, 2020

      1,789        1,649,444   

Term Loan, 6.00%, Maturing October 1, 2021

      421        385,512   

Tropicana Entertainment, Inc.

     

Term Loan, 4.00%, Maturing November 27, 2020

      171        170,207   
                     
  $ 13,514,790   
                     
 

 

  13   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Nonferrous Metals / Minerals — 2.5%

  

Alpha Natural Resources, LLC

     

DIP Loan, 10.00%, Maturing January 31, 2017

      125      $ 119,375   

Term Loan, 3.50%, Maturing May 22, 2020

      890        399,635   

Arch Coal, Inc.

     

Term Loan, 6.25%, Maturing May 16, 2018

      1,424        657,470   

Dynacast International, LLC

     

Term Loan, 4.50%, Maturing January 28, 2022

      298        290,306   

Fairmount Santrol, Inc.

     

Term Loan, 4.50%, Maturing September 5, 2019

      1,226        614,647   

Murray Energy Corporation

     

Term Loan, 7.00%, Maturing April 16, 2017

      149        119,890   

Term Loan, 7.50%, Maturing April 16, 2020

      920        593,129   

Noranda Aluminum Acquisition Corporation

     

Term Loan, 5.75%, Maturing February 28, 2019

      505        257,288   

Novelis, Inc.

     

Term Loan, 4.00%, Maturing June 2, 2022

      1,294        1,238,123   

Oxbow Carbon, LLC

     

Term Loan, 4.25%, Maturing July 19, 2019

      676        634,902   

Term Loan - Second Lien, 8.00%, Maturing January 17, 2020

      1,025        862,281   

United Central Industrial Supply Company, LLC

     

Term Loan - Second Lien, 12.50%, Maturing April 9, 2019(3)

      250        154,200   
                     
  $ 5,941,246   
                     

Oil and Gas — 4.4%

  

Ameriforge Group, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2019

      585      $ 181,435   

Bronco Midstream Funding, LLC

     

Term Loan, 5.00%, Maturing August 15, 2020

      957        789,475   

CITGO Holding, Inc.

     

Term Loan, 9.50%, Maturing May 12, 2018

      464        463,582   

CITGO Petroleum Corporation

     

Term Loan, 4.50%, Maturing July 29, 2021

      469        454,991   

Crestwood Holdings, LLC

     

Term Loan, 7.00%, Maturing June 19, 2019

      878        557,716   

Drillships Ocean Ventures, Inc.

     

Term Loan, 5.50%, Maturing July 25, 2021

      1,015        487,041   

Energy Transfer Equity L.P.

     

Term Loan, 4.00%, Maturing December 2, 2019

      186        169,501   

Fieldwood Energy, LLC

     

Term Loan, 3.88%, Maturing September 28, 2018

      513        351,747   

Term Loan - Second Lien, 8.38%, Maturing September 30, 2020

      850        133,875   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Oil and Gas (continued)

  

Floatel International Ltd.

     

Term Loan, 6.00%, Maturing June 27, 2020

      1,084      $ 490,324   

MEG Energy Corp.

     

Term Loan, 3.75%, Maturing March 31, 2020

      3,653        3,205,573   

Paragon Offshore Finance Company

     

Term Loan, 3.75%, Maturing July 18, 2021

      420        122,759   

Samson Investment Company

     

Term Loan - Second Lien, 0.00%, Maturing September 25, 2018(5)

      925        46,250   

Seadrill Partners Finco, LLC

     

Term Loan, 4.00%, Maturing February 21, 2021

      2,185        903,839   

Seventy Seven Operating, LLC

     

Term Loan, 3.75%, Maturing June 25, 2021

      246        180,789   

Sheridan Investment Partners II L.P.

     

Term Loan, 4.25%, Maturing December 16, 2020

      17        9,947   

Term Loan, 4.25%, Maturing December 16, 2020

      46        26,670   

Term Loan, 4.25%, Maturing December 16, 2020

      329        191,723   

Sheridan Production Partners I, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

      104        61,225   

Term Loan, 4.25%, Maturing October 1, 2019

      170        100,237   

Term Loan, 4.25%, Maturing October 1, 2019

      1,282        756,457   

Southcross Holdings Borrower L.P.

     

Term Loan, 6.00%, Maturing August 4, 2021

      197        106,873   

Targa Resources Corp.

     

Term Loan, 5.75%, Maturing February 25, 2022

      130        126,651   

Tervita Corporation

     

Term Loan, 6.25%, Maturing May 15, 2018

      917        713,767   
                     
  $ 10,632,447   
                     

Publishing — 2.9%

  

682534 N.B., Inc.

     

Term Loan, 12.00%, (8.00% Cash, 4.00% PIK), Maturing October 1, 2020(3)

      162      $ 129,362   

Ascend Learning, LLC

     

Term Loan, 5.50%, Maturing July 31, 2019

      860        858,183   

Getty Images, Inc.

     

Term Loan, 4.75%, Maturing October 18, 2019

      2,866        1,818,372   

Laureate Education, Inc.

     

Term Loan, 5.00%, Maturing June 15, 2018

      2,097        1,761,518   

McGraw-Hill Global Education Holdings, LLC

     

Term Loan, 4.75%, Maturing March 22, 2019

      354        349,783   

Merrill Communications, LLC

     

Term Loan, 6.25%, Maturing June 1, 2022

      298        272,859   

Multi Packaging Solutions, Inc.

     

Term Loan, 4.25%, Maturing September 30, 2020

      139        135,521   
 

 

  14   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Publishing (continued)

  

Penton Media, Inc.

     

Term Loan, 4.75%, Maturing October 3, 2019

      315      $ 313,320   

ProQuest, LLC

     

Term Loan, 5.75%, Maturing October 24, 2021

      819        797,722   

Springer Science+Business Media Deutschland GmbH

     

Term Loan, 4.75%, Maturing August 14, 2020

      687        659,987   
                     
  $ 7,096,627   
                     

Radio and Television — 4.7%

  

ALM Media Holdings, Inc.

     

Term Loan, 5.50%, Maturing July 31, 2020

      218      $ 196,782   

AP NMT Acquisition B.V.

     

Term Loan, 6.75%, Maturing August 13, 2021

      1,017        910,579   

Block Communications, Inc.

     

Term Loan, 4.00%, Maturing November 7, 2021

      123        122,512   

CCO Safari III, LLC

     

Term Loan, 3.50%, Maturing January 24, 2023

      1,000        999,250   

Cumulus Media Holdings, Inc.

     

Term Loan, 4.25%, Maturing December 23, 2020

      2,045        1,557,535   

Entercom Radio, LLC

     

Term Loan, 4.00%, Maturing November 23, 2018

      178        177,127   

Gray Television, Inc.

     

Term Loan, 3.75%, Maturing June 10, 2021

      134        132,243   

Hubbard Radio, LLC

     

Term Loan, 4.25%, Maturing May 27, 2022

      323        300,990   

iHeartCommunications, Inc.

     

Term Loan, 7.17%, Maturing January 30, 2019

      1,066        751,727   

Term Loan, 7.92%, Maturing July 30, 2019

      182        128,550   

MGOC, Inc.

     

Term Loan, 4.00%, Maturing July 31, 2020

      656        648,702   

Mission Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

      320        318,805   

Nexstar Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

      363        361,530   

Raycom TV Broadcasting, LLC

     

Term Loan, 3.75%, Maturing August 4, 2021

      431        428,888   

Sinclair Television Group, Inc.

     

Term Loan, 3.00%, Maturing April 9, 2020

      267        264,218   

TWCC Holding Corp.

     

Term Loan, 5.75%, Maturing February 11, 2020

      995        995,454   

Term Loan - Second Lien, 7.00%, Maturing June 26, 2020

      1,100        1,098,282   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Radio and Television (continued)

  

Univision Communications, Inc.

     

Term Loan, 4.00%, Maturing March 1, 2020

      2,103      $ 2,062,977   
                     
  $ 11,456,151   
                     

Retailers (Except Food and Drug) — 9.2%

  

99 Cents Only Stores

     

Term Loan, 4.50%, Maturing January 11, 2019

      484      $ 319,138   

B&M Retail Limited

     

Term Loan, 3.34%, Maturing May 21, 2019

  GBP     175        255,912   

Term Loan, 3.84%, Maturing April 28, 2020

  GBP     150        219,859   

Bass Pro Group, LLC

     

Term Loan, 4.00%, Maturing June 5, 2020

      1,148        1,106,713   

CDW, LLC

     

Term Loan, 3.25%, Maturing April 29, 2020

      2,675        2,615,933   

David’s Bridal, Inc.

     

Term Loan, 5.25%, Maturing October 11, 2019

      311        260,216   

Dollar Tree, Inc.

     

Term Loan, 3.50%, Maturing July 6, 2022

      1,416        1,414,048   

Evergreen Acqco 1 L.P.

     

Term Loan, 5.00%, Maturing July 9, 2019

      338        275,078   

Harbor Freight Tools USA, Inc.

     

Term Loan, 4.75%, Maturing July 26, 2019

      501        501,939   

J. Crew Group, Inc.

     

Term Loan, 4.00%, Maturing March 5, 2021

      1,404        912,942   

Jo-Ann Stores, Inc.

     

Term Loan, 4.00%, Maturing March 16, 2018

      1,288        1,204,740   

Men’s Wearhouse, Inc. (The)

     

Term Loan, 4.50%, Maturing June 18, 2021

      739        657,981   

Michaels Stores, Inc.

     

Term Loan, 3.75%, Maturing January 28, 2020

      1,243        1,231,626   

Term Loan, 4.00%, Maturing January 28, 2020

      406        403,804   

Neiman Marcus Group, Inc. (The)

     

Term Loan, 4.25%, Maturing October 25, 2020

      2,083        1,848,953   

Party City Holdings, Inc.

     

Term Loan, 4.25%, Maturing August 19, 2022

      1,322        1,286,581   

Pep Boys-Manny, Moe & Jack (The)

     

Term Loan, 5.50%, Maturing October 11, 2018

      218        218,179   

Petco Animal Supplies, Inc.

     

Term Loan, 4.00%, Maturing November 24, 2017

      1,553        1,550,705   

PetSmart, Inc.

     

Term Loan, 4.25%, Maturing March 11, 2022

      2,338        2,284,543   

PFS Holding Corporation

     

Term Loan, 4.50%, Maturing January 31, 2021

      765        692,244   

Pier 1 Imports (U.S.), Inc.

     

Term Loan, 4.50%, Maturing April 30, 2021

      246        226,550   
 

 

  15   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Retailers (Except Food and Drug) (continued)

  

Pilot Travel Centers, LLC

     

Term Loan, 3.75%, Maturing October 1, 2021

      727      $ 729,946   

Spin Holdco, Inc.

     

Term Loan, 4.25%, Maturing November 14, 2019

      1,272        1,225,920   

Toys ‘R’ Us Property Company I, LLC

     

Term Loan, 6.00%, Maturing August 21, 2019

      377        340,835   

Vivarte SA

     

Term Loan, 11.00%, (4.00% Cash, 7.00% PIK), Maturing October 29, 2019(6)

  EUR     155        168,128   

Term Loan, 5.00%, (1.25% Cash, 3.75% PIK), Maturing October 29, 2020(7)

  EUR     171        122,602   

Wilton Brands, LLC

     

Term Loan, 8.50%, Maturing August 30, 2018

      250        238,676   
                     
  $ 22,313,791   
                     

Steel — 1.6%

  

FMG Resources (August 2006) Pty. Ltd.

     

Term Loan, 4.25%, Maturing June 30, 2019

      4,386      $ 3,292,724   

JMC Steel Group, Inc.

     

Term Loan, 4.75%, Maturing April 1, 2017

      300        290,956   

Neenah Foundry Company

     

Term Loan, 6.75%, Maturing April 26, 2017

      181        179,769   
                     
  $ 3,763,449   
                     

Surface Transport — 0.7%

  

Hertz Corporation (The)

     

Term Loan, 3.75%, Maturing March 11, 2018

      897      $ 896,315   

Kenan Advantage Group, Inc.

     

Term Loan, 1.50%, Maturing January 23, 2017(8)

      24        23,637   

Term Loan, 4.00%, Maturing July 31, 2022

      55        53,851   

Term Loan, 4.00%, Maturing July 31, 2022

      171        168,829   

Stena International S.a.r.l.

     

Term Loan, 4.00%, Maturing March 3, 2021

      737        626,344   
                     
  $ 1,768,976   
                     

Telecommunications — 4.4%

  

Intelsat Jackson Holdings S.A.

     

Term Loan, 3.75%, Maturing June 30, 2019

      3,700      $ 3,509,450   

IPC Corp.

     

Term Loan, 5.50%, Maturing August 6, 2021

      1,067        1,008,256   

Mitel US Holdings, Inc.

     

Term Loan, 5.50%, Maturing April 29, 2022

      373        370,016   

Syniverse Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2019

      912        677,037   
Borrower/Tranche Description        Principal
Amount*
(000’s omitted)
    Value  

Telecommunications (continued)

  

Syniverse Holdings, Inc. (continued)

     

Term Loan, 4.00%, Maturing April 23, 2019

      1,006      $ 746,919   

Telesat Canada

     

Term Loan, 3.50%, Maturing March 28, 2019

      3,330        3,288,337   

Windstream Corporation

     

Term Loan, 3.50%, Maturing August 8, 2019

      947        919,585   
                     
  $ 10,519,600   
                     

Utilities — 4.3%

  

Calpine Construction Finance Company L.P.

     

Term Loan, 3.00%, Maturing May 3, 2020

      512      $ 485,855   

Term Loan, 3.25%, Maturing January 31, 2022

      195        185,424   

Calpine Corporation

     

Term Loan, 4.00%, Maturing October 9, 2019

      411        403,049   

Term Loan, 3.50%, Maturing May 27, 2022

      1,542        1,469,476   

Dynegy Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2020

      465        450,759   

EFS Cogen Holdings I, LLC

     

Term Loan, 3.75%, Maturing December 17, 2020

      213        206,418   

Electrical Components International, Inc.

     

Term Loan, 5.75%, Maturing May 28, 2021

      667        663,188   

Energy Future Intermediate Holding Co., LLC

     

DIP Loan, 4.25%, Maturing June 19, 2016

      850        848,539   

EWT Holdings III Corp.

     

Term Loan, 4.75%, Maturing January 15, 2021

      196        193,060   

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

      900        868,500   

Granite Acquisition, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2021

      54        48,295   

Term Loan, 5.00%, Maturing December 19, 2021

      1,209        1,086,635   

Invenergy Thermal Operating I, LLC

     

Term Loan, 6.50%, Maturing October 7, 2022

      100        96,758   

La Frontera Generation, LLC

     

Term Loan, 4.50%, Maturing September 30, 2020

      1,251        1,189,485   

Lonestar Generation, LLC

     

Term Loan, 5.25%, Maturing February 20, 2021

      569        439,768   

Longview Power, LLC

     

Term Loan, 7.00%, Maturing April 13, 2021

      1,368        1,197,109   

TPF II Power, LLC

     

Term Loan, 5.50%, Maturing October 2, 2021

      664        650,685   
                     
  $ 10,483,003   
                     

Total Senior Floating-Rate Loans
(identified cost $372,216,894)

      $ 344,114,084   
                     
 

 

  16   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Corporate Bonds & Notes — 9.5%   
     
Security        Principal
Amount*
(000’s omitted)
    Value  

Aerospace and Defense — 0.1%

  

Aerojet Rocketdyne Holdings, Inc.

     

7.125%, 3/15/21

      30      $ 31,350   

CBC Ammo, LLC/CBC FinCo, Inc.

     

7.25%, 11/15/21(9)

      30        24,915   

Huntington Ingalls Industries, Inc.

     

5.00%, 11/15/25(9)

      5        5,087   

Orbital ATK, Inc.

     

5.25%, 10/1/21

      20        20,200   

TransDigm, Inc.

     

7.50%, 7/15/21

      10        10,400   

6.00%, 7/15/22

      30        29,475   

6.50%, 7/15/24

      30        29,985   
                     
  $ 151,412   
                     

Automotive — 0.0%(10)

  

American Axle & Manufacturing, Inc.

     

5.125%, 2/15/19

      10      $ 10,137   

General Motors Financial Co., Inc.

     

4.75%, 8/15/17

      40        41,476   

3.25%, 5/15/18

      5        5,028   

Navistar International Corp.

     

8.25%, 11/1/21

      10        6,900   
                     
  $ 63,541   
                     

Beverage and Tobacco — 0.0%(10)

  

Constellation Brands, Inc.

     

6.00%, 5/1/22

      35      $ 38,588   

4.25%, 5/1/23

      40        40,100   
                     
  $ 78,688   
                     

Brokerage / Securities Dealers / Investment Houses — 0.0%(10)

  

Alliance Data Systems Corp.

     

6.375%, 4/1/20(9)

      30      $ 30,413   
                     
  $ 30,413   
                     

Building and Development — 0.1%

  

Builders FirstSource, Inc.

     

10.75%, 8/15/23(9)

      15      $ 14,963   

Building Materials Corp. of America

     

5.375%, 11/15/24(9)

      25        25,062   

6.00%, 10/15/25(9)

      30        30,750   
Security        Principal
Amount*
(000’s omitted)
    Value  

Building and Development (continued)

  

Greystar Real Estate Partners, LLC

     

8.25%, 12/1/22(9)

      20      $ 20,850   

HD Supply, Inc.

     

7.50%, 7/15/20

      45        47,025   

5.25%, 12/15/21(9)

      15        15,356   

Hillman Group, Inc. (The)

     

6.375%, 7/15/22(9)

      30        25,050   

Nortek, Inc.

     

8.50%, 4/15/21

      20        20,852   

Reliance Intermediate Holdings, L.P.

     

6.50%, 4/1/23(9)

      50        52,250   

TRI Pointe Holdings, Inc.

     

4.375%, 6/15/19

      20        19,650   

5.875%, 6/15/24

      25        24,437   

USG Corp.

     

5.875%, 11/1/21(9)

      20        20,900   

5.50%, 3/1/25(9)

      5        5,094   
                     
  $ 322,239   
                     

Business Equipment and Services — 0.1%

  

Acosta, Inc.

     

7.75%, 10/1/22(9)

      60      $ 53,100   

Audatex North America, Inc.

     

6.00%, 6/15/21(9)

      30        30,337   

FTI Consulting, Inc.

     

6.00%, 11/15/22

      20        21,025   

IMS Health, Inc.

     

6.00%, 11/1/20(9)

      40        41,300   

ServiceMaster Co., LLC (The)

     

7.45%, 8/15/27

      20        20,000   

United Rentals North America, Inc.

     

7.625%, 4/15/22

      15        16,105   

6.125%, 6/15/23

      15        15,413   
                     
  $ 197,280   
                     

Cable and Satellite Television — 0.8%

  

AMC Networks, Inc.

     

7.75%, 7/15/21

      20      $ 21,100   

Cable One, Inc.

     

5.75%, 6/15/22(9)

      5        4,988   

CCO Holdings, LLC/CCO Holdings Capital Corp.

     

5.25%, 9/30/22

      80        81,000   

5.75%, 1/15/24

      5        5,150   

5.375%, 5/1/25(9)

      40        39,900   
 

 

  17   See Notes to Financial Statements.


Eaton Vance

Senior Income Trust

December 31, 2015

 

Portfolio of Investments (Unaudited) — continued

 

 

Security        Principal
Amount*
(000’s omitted)
    Value  

Cable and Satellite Television (continued)

  

CSC Holdings, LLC

     

8.625%, 2/15/19

      5      $ 5,337   

5.25%, 6/1/24

      5        4,400   

DISH DBS Corp.

     

6.75%, 6/1/21

      75        75,750   

5.875%, 7/15/22

      15        14,025   

5.875%, 11/15/24

      10        8,925   

IAC/InterActiveCorp

     

4.875%, 11/30/18

      20        20,125   

Numericable-SFR SAS

     

4.875%, 5/15/19(9)

      200        198,750   

Virgin Media Secured Finance PLC

     

5.375%, 4/15/21(9)

      428        442,997   

6.00%, 4/15/21(9)

  GBP     428        653,917   

5.50%, 1/15/25(9)

      275        275,687   
                     
  $ 1,852,051   
                     

Chemicals and Plastics — 0.8%

  

Hexion, Inc.

     

6.625%, 4/15/20

      2,225      $ 1,752,187   

Platform Specialty Products Corp.

     

10.375%, 5/1/21(9)

      5        5,000   

6.50%, 2/1/22(9)

      25        21,750   

Scotts Miracle-Gro Co. (The)

     

6.00%, 10/15/23(9)

      5        5,238   

Tronox Finance, LLC

     

6.375%, 8/15/20

      50        30,340   

7.50%, 3/15/22(9)

      10        5,825   

W.R. Grace & Co.

     

5.125%, 10/1/21(9)

      15        15,187   

5.625%, 10/1/24(9)

      5        5,069   
                     
  $ 1,840,596   
                     

Commercial Services — 0.0%(10)

  

CEB, Inc.

     

5.625%, 6/15/23(9)

      10      $ 9,950   

ExamWorks Group, Inc.

     

5.625%, 4/15/23

      20        19,975   
                     
  $ 29,925   
                     

Conglomerates — 0.1%

  

Belden, Inc.

     

5.50%, 9/1/22(9)

      10      $ 9,675   
Security        Principal
Amount*
(000’s omitted)
    Value  

Conglomerates (continued)

  

Spectrum Brands, Inc.

     

6.375%, 11/15/20

      25      $ 26,688   

6.625%, 11/15/22

      20        21,200   

5.75%, 7/15/25(9)

      30        30,900   

TMS International Corp.

     

7.625%, 10/15/21(9)

      20        15,550   
                     
  $ 104,013   
                     

Consumer Products — 0.0%(10)

  

Central Garden & Pet Co.

     

6.125%, 11/15/23

      25      $ 25,375   
                     
  $ 25,375   
                     

Containers and Glass Products — 0.9%

  

Berry Plastics Corp.

     

6.00%, 10/15/22(9)

      10      $ 10,225   

Beverage Packaging Holdings Luxembourg II
SA/Beverage Packaging Holdings II Issuer, Inc.

     

5.625%, 12/15/16(9)

      5        4,956   

Owens-Brockway Glass Container, Inc.

     

5.875%, 8/15/23(9)

      15        15,253   

6.375%, 8/15/25(9)

      5        5,147   

Reynolds Group Holdings, Inc.

     

5.75%, 10/15/20

      1,975        2,013,888   
                     
  $ 2,049,469   
                     

Cosmetics / Toiletries — 0.1%

  

Alphabet Holding Co., Inc.

     

7.75%, 11/1/17(11)

      105      $ 102,638   
                     
  $ 102,638   
                     

Distribution & Wholesale — 0.0%(10)

  

American Tire Distributors, Inc.

     

10.25%, 3/1/22(9)

      30      $ 27,600   
                     
  $ 27,600   
                     

Diversified Financial Services — 0.0%(10)

  

Quicken Loans, Inc.

     

5.75%, 5/1/25(9)

      15      $ 14,344   
                     
  $ 14,344