UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act File Number: 811-09013
Eaton Vance Senior Income Trust
(Exact Name of Registrant as Specified in Charter)
Two International Place, Boston, Massachusetts 02110
(Address of Principal Executive Offices)
Maureen A. Gemma
Two International Place, Boston, Massachusetts 02110
(Name and Address of Agent for Services)
(617) 482-8260
(Registrants Telephone Number)
June 30
Date of Fiscal Year End
December 31, 2015
Date of Reporting Period
Item 1. Reports to Stockholders
Eaton Vance
Senior Income Trust (EVF)
Semiannual Report
December 31, 2015
Commodity Futures Trading Commission Registration. Effective December 31, 2012, the Commodity Futures Trading Commission (CFTC) adopted certain regulatory changes that subject registered investment companies and advisers to regulation by the CFTC if a fund invests more than a prescribed level of its assets in certain CFTC-regulated instruments (including futures, certain options and swap agreements) or markets itself as providing investment exposure to such instruments. The Fund has claimed an exclusion from the definition of the term commodity pool operator under the Commodity Exchange Act. Accordingly, neither the Fund nor the adviser with respect to the operation of the Fund is subject to CFTC regulation. Because of its management of other strategies, the Funds adviser is registered with the CFTC as a commodity pool operator and a commodity trading advisor.
Fund shares are not insured by the FDIC and are not deposits or other obligations of, or guaranteed by, any depository institution. Shares are subject to investment risks, including possible loss of principal invested.
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 |
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 Funds 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 Funds last regular distribution per share in the period (annualized) divided by the Funds NAV or market price at the end of the period. The Funds distributions may be comprised of amounts characterized for federal income tax purposes as qualified and non-qualified ordinary dividends, capital gains and nondividend distributions, also known as return of capital. For additional information about nondividend distributions, please refer to Eaton Vance Closed-End Fund Distribution Notices (19a) posted on our website, eatonvance.com. The Fund will determine the federal income tax character of distributions paid to a shareholder after the end of the calendar year. This is reported on the IRS form 1099-DIV and provided to the shareholder shortly after each year-end. For information about the tax character of distributions made in prior calendar years, please refer to Performance-Tax Character of Distributions on the Funds webpage available at eatonvance.com. The Funds distributions are determined by the investment adviser based on its current assessment of the Funds long-term return potential. As portfolio and market conditions change, the rate of distributions paid by the Fund could change. |
5 | Leverage represents the liquidation value of the Funds APS and borrowings outstanding as a percentage of Fund net assets applicable to common shares plus APS and borrowings outstanding. Use of leverage creates an opportunity for income, but creates risks including greater price volatility. The cost of leverage rises and falls with changes in short-term interest rates. The Fund may be required to maintain prescribed asset coverage for its leverage and may be required to reduce its leverage at an inopportune time. |
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 issuers creditworthiness, with ratings ranging from AAA, being the highest, to D, being the lowest based on S&Ps measures. Ratings of BBB or higher by S&P are considered to be investment-grade quality. Credit ratings are based largely on the ratings agencys analysis at the time of rating. The rating assigned to any particular security is not necessarily a reflection of the issuers current financial condition and does not necessarily reflect its assessment of the volatility of a securitys market value or of the liquidity of an investment in the security. Holdings designated as Not Rated are not rated by 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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 | ||||||||
Landrys, 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. Changs 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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* (000s 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 | ||||||||
Davids 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 | ||||||||
Mens 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* (000s 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* (000s 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 |
$ | 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* (000s 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* (000s 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* (000s 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* (000s 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 |
||||||||||
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 | |||||||||