Eaton Vance Senior Income Trust

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

Form N-CSR

 

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act File Number: 811-09013

 

 

Eaton Vance Senior Income Trust

(Exact Name of Registrant as Specified in Charter)

 

 

Two International Place, Boston, Massachusetts 02110

(Address of Principal Executive Offices)

 

 

Maureen A. Gemma

Two International Place, Boston, Massachusetts 02110

(Name and Address of Agent for Services)

 

 

(617) 482-8260

(Registrant’s Telephone Number)

June 30

Date of Fiscal Year End

June 30, 2016

Date of Reporting Period

 

 

 

Item 1. Reports to Stockholders

LOGO

 

 

Eaton Vance

Senior Income Trust (EVF)

Annual Report

June 30, 2016

 

 

 

 

LOGO

 

 

Commodity Futures Trading Commission Registration. Effective December 31, 2012, the Commodity Futures Trading Commission (“CFTC”) adopted certain regulatory changes that subject registered investment companies and advisers to regulation by the CFTC if a fund invests more than a prescribed level of its assets in certain CFTC-regulated instruments (including futures, certain options and swap agreements) or markets itself as providing investment exposure to such instruments. The Fund has claimed an exclusion from the definition of the term “commodity pool operator” under the Commodity Exchange Act. Accordingly, neither the Fund nor the adviser with respect to the operation of the Fund is subject to CFTC regulation. Because of its management of other strategies, the Fund’s adviser is registered with the CFTC as a commodity pool operator and a commodity trading advisor.

Fund shares are not insured by the FDIC and are not deposits or other obligations of, or guaranteed by, any depository institution. Shares are subject to investment risks, including possible loss of principal invested.

Annual Report June 30, 2016

Eaton Vance

Senior Income Trust

Table of Contents

 

Management’s Discussion of Fund Performance

      2   

Performance

      3   

Fund Profile

      4   

Endnotes and Additional Disclosures

      5   

Financial Statements

      6   

Report of Independent Registered Public Accounting Firm

      42   

Notice to Shareholders

      43   

Federal Tax Information

      44   

Dividend Reinvestment Plan

      45   

Board of Trustees’ Contract Approval

      47   

Management and Organization

      50   

Important Notices

      53   

Eaton Vance

Senior Income Trust

June 30, 2016

 

Management’s Discussion of Fund Performance1

 

 

Economic and Market Conditions

The U.S. floating-rate loan market was mixed over the 12-month period ended June 30, 2016, with the S&P/LSTA Leveraged Loan Index,2 a broad barometer of the loan market, returning 0.94% during the period. Positive returns for the asset class were driven by income, with price declines during 2015 detracting from returns

Technical conditions (i.e., the balance of market supply and demand) put downward pressure on loan prices from the beginning of the period through the end of 2015. The supply of new loans outpaced institutional inflows, while the retail side of the loan market experienced net outflows in 2015 and the first two months of 2016.

From the start of the period through February 2016, falling energy prices also negatively impacted the loan market. While the floating-rate loan market has relatively small energy exposure, ongoing negative headlines about the energy sector appeared to weigh on loan prices in general. In addition, concerns regarding a slowdown in global growth, weakness in the Chinese economy and lower commodity prices all contributed to weak technical conditions.

However, from March through mid-June of 2016, oil prices rebounded, market sentiment improved and corporate fundamentals (which had continued to remain largely positive during the period) began to prevail. Flows into the loan market moved from negative to flat and loan prices rose. Just a week before period-end, the United Kingdom’s vote to leave the European Union threw many asset classes into decline, but the effect on the loan market was minimal. Loan prices declined immediately after the vote, but had largely recovered by period-end on June 30, 2016.

With the U.S. economy continuing its low-growth recovery during the period, improving corporate fundamentals kept the default rate fairly benign. The loan default rate, a measure of corporate health and credit risk in the overall market, was 1.97%, well below the market’s 10-year average of 3.1%, according to Standard & Poor’s Leveraged Commentary & Data.

Fund Performance

For the 12-month period ended June 30, 2016, Eaton Vance Senior Income Trust (the Fund) shares at net asset value (NAV) had a total return of 1.57%, outperforming the 0.94% return of the S&P/LSTA Leveraged Loan Index (the Index).

Under normal market conditions, the Fund invests at least 80% of its total assets in senior loans of domestic and foreign borrowers that are denominated in U.S. dollars, euros, British pounds, Swiss francs, Canadian dollars and Australian dollars. In keeping with its objective to provide a high level

of current income, consistent with the preservation of capital, the Fund has historically tended to overweight higher-rated8 loans relative to the Index. This strategy may help the Fund experience limited credit losses over time, but may detract from relative results versus the Index in times when lower-rated loans perform well.

For the 12-month period, BBB-rated loans in the Index returned 3.76%, BB-rated loans in the Index returned 2.54%, B-rated loans in the Index returned 0.85%, CCC-rated loans in the Index returned –2.13%, and D-rated (defaulted) loans in the Index returned –31.11%. The negative performance of the D-rated category was due in large part to the continued decline of loans issued by Energy Future Holdings, also known as TXU, a major Index component that defaulted in 2014 but was not held by the Fund. Across the ratings tiers, the Fund’s overweight to higher-quality BBB- and BB-rated loans, which outperformed the Index during the period, and underweight to CCC-rated and D-rated loans aided relative performance versus the Index.

The Fund’s employment of investment leverage6 had no meaningful impact on performance versus the Index, which does not employ leverage. While leverage has the effect of magnifying a fund’s exposure to its underlying investments in both up and down market environments, during this period the additional income earned by utilizing leverage was reduced by the magnified negative contribution from declining loan prices during the 12-month period ending June 30, 2016.

Although the Fund had exposure to high-yield bonds, which outperformed the loan market during the period, the Fund’s high-yield exposure did not materially affect Fund performance versus the Index, which does not include high-yield bonds.

On a sector-level basis, the Fund’s underweight to utilities and avoidance of TXU contributed to the Fund’s relative results versus the Index, as the utilities sector trailed the overall loan market, as represented by the Index, during the period. The Fund’s overweight to the financial intermediaries sector, which outperformed the Index during the period, and underweight to the forest products sector, which underperformed the Index during the period, helped the Fund’s performance versus the Index. In contrast, the Fund’s underweight to lodging and casinos, a sector that outperformed the Index during the period, detracted from the Fund’s relative performance versus the Index. Overweights to the oil and gas sector and the nonferrous metals/minerals sector, two sectors that underperformed the Index during the period, also detracted from Fund results versus the Index.

 

 

See Endnotes and Additional Disclosures in this report.

Past performance is no guarantee of future results. Returns are historical and are calculated by determining the percentage change in net asset value (NAV) or market price (as applicable) with all distributions reinvested and include 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 or equal to one year is cumulative. Performance is for the stated time period only; due to market volatility, current Fund performance may be lower or higher than the quoted return. For performance as of the most recent month-end, please refer to eatonvance.com.

 

  2  

Eaton Vance

Senior Income Trust

June 30, 2016

 

Performance2,3

 

Portfolio Managers Scott H. Page, CFA and John Redding

 

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

Fund at NAV

      10/30/1998         1.57 %       4.89 %       4.41 % 

Fund at Market Price

      —         3.77         2.90         4.11   

S&P/LSTA Leveraged Loan Index

      —         0.94 %       3.79 %       4.46 % 
           
% Premium/Discount to NAV4                                
              –9.62 % 
           
Distributions5                                

Total Distributions per share for the period

             $ 0.412   

Distribution Rate at NAV

               6.14 % 

Distribution Rate at Market Price

               6.79 % 
           
% Total Leverage6                                

Auction Preferred Shares (APS)

               28.44 % 

Borrowings

               6.46   

 

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 include 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 or equal to one year is cumulative. Performance is for the stated time period only; due to market volatility, current Fund performance may be lower or higher than the quoted return. For performance as of the most recent month-end, please refer to eatonvance.com.

 

  3  

Eaton Vance

Senior Income Trust

June 30, 2016

 

Fund Profile

 

 

Top 10 Issuers (% of total investments)7

 

 

 

Avago Technologies Cayman Ltd.

     1.2 % 

Valeant Pharmaceuticals International, Inc.

     1.2   

Asurion, LLC

     1.1   

TransDigm, Inc.

     1.1   

Reynolds Group Holdings, Inc.

     1.1   

Community Health Systems, Inc.

     1.1   

Calpine Corporation

     1.0   

Intelsat Jackson Holdings S.A.

     0.9   

Virgin Media Investment Holdings Limited

     0.9   

Telesat Canada

     0.8   

Total

     10.4 % 

 

Top 10 Sectors (% of total investments)7

 

 

 

Health Care

     10.3 % 

Electronics/Electrical

     9.9   

Business Equipment and Services

     6.4   

Retailers (Except Food and Drug)

     5.2   

Chemicals and Plastics

     5.0   

Lodging and Casinos

     4.1   

Leisure Goods/Activities/Movies

     3.9   

Oil and Gas

     3.3   

Food Products

     3.1   

Insurance

     3.0   

Total

     54.2 % 
 

 

Credit Quality (% of bonds, loans and asset-backed securities)8

 

 

 

LOGO

    

 

 

See Endnotes and Additional Disclosures in this report.

 

  4  

Eaton Vance

Senior Income Trust

June 30, 2016

 

Endnotes and Additional Disclosures

 

 

1 

The views expressed in this report are those of the portfolio manager(s) and are current only through the date stated at the top of this page. These views are subject to change at any time based upon market or other conditions, and Eaton Vance and the Fund(s) disclaim any responsibility to update such views. These views may not be relied upon as investment advice and, because investment decisions are based on many factors, may not be relied upon as an indication of trading intent on behalf of any Eaton Vance fund. This commentary may contain statements that are not historical facts, referred to as “forward looking statements”. The Fund’s actual future results may differ significantly from those stated in any forward looking statement, depending on factors such as changes in securities or financial markets or general economic conditions, the volume of sales and purchases of Fund shares, the continuation of investment advisory, administrative and service contracts, and other risks discussed from time to time in the Fund’s filings with the Securities and Exchange Commission.

 

2 

S&P/LSTA Leveraged Loan Index is an unmanaged index of the institutional leveraged loan market. Unless otherwise stated, index returns do not reflect the effect of any applicable sales charges, commissions, expenses, taxes or leverage, as applicable. It is not possible to invest directly in an index.

 

3 

Performance results reflect the effects of leverage. Performance since inception for an index, if presented, is the performance since the Fund’s or oldest share class’ inception, as applicable.

 

4 

The shares of the Fund often trade at a discount or premium from their net asset value. The discount or premium of the Fund may vary over time and may be higher or lower than what is quoted in this report. For up-to-date premium/discount information, please refer to http://eatonvance.com/closedend.

5 

The Distribution Rate is based on the Fund’s last regular distribution per share in the period (annualized) divided by the Fund’s NAV or market price at the end of the period. The Fund’s distributions may be comprised of amounts characterized for federal income tax purposes as qualified and non-qualified ordinary dividends, capital gains and nondividend distributions, also known as return of capital. For additional information about nondividend distributions, please refer to Eaton Vance Closed-End Fund Distribution Notices (19a) posted on our website, eatonvance.com. The Fund will determine the federal income tax character of distributions paid to a shareholder after the end of the calendar year. This is reported on the IRS form 1099-DIV and provided to the shareholder shortly after each year-end. For information about the tax character of distributions made in prior calendar years, please refer to Performance-Tax Character of Distributions on the Fund’s webpage available at eatonvance.com. The Fund’s distributions are determined by the investment adviser based on its current assessment of the Fund’s long-term return potential. Fund distributions may be affected by numerous factors including changes in Fund performance, the cost of financing for leverage, portfolio holdings, realized and projected returns, and other factors. As portfolio and market conditions change, the rate of distributions paid by the Fund could change.

 

6 

Leverage represents the liquidation value of the Fund’s APS and borrowings outstanding as a percentage of Fund net assets applicable to common shares plus APS and borrowings outstanding. Use of leverage creates an opportunity for income, but creates risks including greater price volatility. The cost of leverage rises and falls with changes in short-term interest rates. The Fund may be required to maintain prescribed asset coverage for its leverage and may be required to reduce its leverage at an inopportune time.

 

7 

Excludes cash and cash equivalents.

 

8 

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.

 

 

  5  

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments

 

 

Senior Floating-Rate Loans — 134.6%(1)   
     
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Aerospace and Defense — 2.3%

  

BE Aerospace, Inc.

      

Term Loan, 3.75%, Maturing December 16, 2021

       469      $ 471,612   

IAP Worldwide Services, Inc.

      

Revolving Loan, Maturing July 18, 2018(2)

       161        148,371   

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

       218        174,515   

Silver II US Holdings, LLC

      

Term Loan, 4.00%, Maturing December 13, 2019

       894        807,266   

TransDigm, Inc.

      

Term Loan, 3.75%, Maturing February 28, 2020

       1,248        1,243,681   

Term Loan, 3.75%, Maturing
June 4, 2021

       882        875,227   

Term Loan, 3.75%, Maturing
June 9, 2023

       462        457,080   

Term Loan, 3.75%, Maturing
June 9, 2023

       513        507,866   

Term Loan, 3.75%, Maturing
June 9, 2023

       1,136        1,121,987   
                         
      $ 5,807,605   
                         

Air Transport — 0.5%

  

Virgin America, Inc.

      

Term Loan, 4.50%, Maturing
April 4, 2019

       1,150      $ 1,145,285   
                         
      $ 1,145,285   
                         

Automotive — 2.8%

  

Allison Transmission, Inc.

      

Term Loan, 3.50%, Maturing August 23, 2019

       1      $ 1,273   

CS Intermediate Holdco 2, LLC

      

Term Loan, 4.00%, Maturing
April 4, 2021

       617        616,720   

Dayco Products, LLC

      

Term Loan, 5.25%, Maturing December 12, 2019

       464        461,991   

FCA US, LLC

      

Term Loan, 3.50%, Maturing
May 24, 2017

       534        534,283   

Term Loan, 3.25%, Maturing December 31, 2018

       604        605,181   

Federal-Mogul Holdings Corporation

      

Term Loan, 4.75%, Maturing
April 15, 2021

       1,916        1,782,961   

Horizon Global Corporation

      

Term Loan, 7.00%, Maturing
June 30, 2021

       238        237,500   

MPG Holdco I, Inc.

      

Term Loan, 3.75%, Maturing October 20, 2021

       1,016        1,011,264   

Schaeffler AG

      

Term Loan, 4.25%, Maturing
May 15, 2020

       108        108,343   

TI Group Automotive Systems, LLC

      

Term Loan, 4.50%, Maturing
June 30, 2022

     EUR        372        410,110   

Term Loan, 4.50%, Maturing
June 30, 2022

       571        560,700   
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Automotive (continued)

  

Tower Automotive Holdings USA, LLC

      

Term Loan, 4.00%, Maturing April 23, 2020

       322      $ 320,094   

Visteon Corporation

      

Term Loan, 3.50%, Maturing April 9, 2021

       306        305,676   
                         
      $ 6,956,096   
                         

Beverage and Tobacco — 0.3%

  

Flavors Holdings, Inc.

      

Term Loan, 6.75%, Maturing April 3, 2020

       342      $ 304,119   

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

       500        412,500   
                         
      $ 716,619   
                         

Brokerage / Securities Dealers / Investment Houses — 1.0%

  

Aretec Group, Inc.

      

Term Loan, 8.00%, Maturing May 25, 2023

       478      $ 479,493   

Term Loan - Second Lien, 6.50%, (2.00% Cash, 4.50% PIK), Maturing May 23, 2021

       1,158        885,586   

Astro AB Borrower, Inc.

      

Term Loan, 5.50%, Maturing April 30, 2022

       627        621,185   

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

       125        120,625   

Salient Partners L.P.

      

Term Loan, 7.50%, Maturing May 19, 2021

       391        375,856   
                         
      $ 2,482,745   
                         

Building and Development — 3.0%

  

ABC Supply Co., Inc.

      

Term Loan, 3.50%, Maturing April 16, 2020

       486      $ 486,393   

Americold Realty Operating Partnership L.P.

      

Term Loan, Maturing December 1, 2022(2)

       200        200,620   

Auction.com, LLC

      

Term Loan, 6.00%, Maturing May 12, 2019

       494        493,133   

CPG International, Inc.

      

Term Loan, 4.75%, Maturing September 30, 2020

       690        681,083   

DTZ U.S. Borrower, LLC

      

Term Loan, 4.25%, Maturing November 4, 2021

       1,761        1,745,142   

Gates Global, Inc.

      

Term Loan, 4.25%, Maturing July 6, 2021

       2,190        2,087,035   

Quikrete Holdings, Inc.

      

Term Loan, 4.00%, Maturing September 28, 2020

       524        523,712   

RE/MAX International, Inc.

      

Term Loan, 4.00%, Maturing July 31, 2020

       698        694,764   
 

 

  6   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Building and Development (continued)

  

Summit Materials Companies I, LLC

      

Term Loan, 4.00%, Maturing
July 17, 2022

       297      $ 296,822   

WireCo WorldGroup, Inc.

      

Term Loan, 6.00%, Maturing February 15, 2017

       290        289,269   
                         
      $ 7,497,973   
                         

Business Equipment and Services — 9.7%

  

Acosta Holdco, Inc.

      

Term Loan, 4.25%, Maturing September 26, 2021

       1,625      $ 1,568,446   

AlixPartners, LLP

      

Term Loan, 4.50%, Maturing
July 28, 2022

       798        798,415   

Altisource Solutions S.a.r.l.

      

Term Loan, 4.50%, Maturing December 9, 2020

       314        268,319   

Brickman Group Ltd., LLC

      

Term Loan, 4.00%, Maturing December 18, 2020

       390        384,462   

Brock Holdings III, Inc.

      

Term Loan, 6.00%, Maturing March 16, 2017

       533        505,676   

CCC Information Services, Inc.

      

Term Loan, 4.00%, Maturing December 20, 2019

       217        214,720   

Ceridian, LLC

      

Term Loan, 4.50%, Maturing September 15, 2020

       301        291,669   

Corporate Capital Trust, Inc.

      

Term Loan, 4.00%, Maturing
May 20, 2019

       464        461,109   

CPM Holdings, Inc.

      

Term Loan, 6.00%, Maturing
April 11, 2022

       124        123,789   

Crossmark Holdings, Inc.

      

Term Loan, 4.50%, Maturing December 20, 2019

       711        488,512   

Education Management, LLC

      

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

       135        75,988   

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

       243        13,046   

EIG Investors Corp.

      

Term Loan, 6.48%, Maturing November 9, 2019

       2,271        2,174,462   

Emdeon Business Services, LLC

      

Term Loan, 3.75%, Maturing November 2, 2018

       697        697,366   

Extreme Reach, Inc.

      

Term Loan, 7.25%, Maturing February 7, 2020

       714        714,890   

Garda World Security Corporation

      

Term Loan, 4.75%, Maturing November 6, 2020

     CAD        1,014        745,559   

Global Payments, Inc.

      

Term Loan, 3.96%, Maturing
April 22, 2023

       325        327,911   

IG Investment Holdings, LLC

      

Term Loan, 6.00%, Maturing October 29, 2021

       795        791,095   

IMS Health Incorporated

      

Term Loan, 3.50%, Maturing March 17, 2021

       1,187        1,180,269   
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Business Equipment and Services (continued)

  

Information Resources, Inc.

      

Term Loan, 4.75%, Maturing September 30, 2020

       1,579      $ 1,580,570   

ION Trading Finance Limited

      

Term Loan, 4.25%, Maturing June 10, 2021

       223        222,196   

Term Loan, 4.50%, Maturing June 10, 2021

     EUR        513        569,695   

J.D. Power and Associates

      

Term Loan, Maturing May 24, 2023(2)

       950        950,000   

KAR Auction Services, Inc.

      

Term Loan, 3.94%, Maturing March 11, 2021

       1,353        1,358,134   

Kronos Incorporated

      

Term Loan, 4.50%, Maturing October 30, 2019

       1,175        1,173,543   

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

       549        554,029   

MCS AMS Sub-Holdings, LLC

      

Term Loan, 7.50%, Maturing October 15, 2019

       457        420,430   

Monitronics International, Inc.

      

Term Loan, 4.25%, Maturing March 23, 2018

       263        261,147   

Term Loan, 4.50%, Maturing April 11, 2022

       321        303,687   

PGX Holdings, Inc.

      

Term Loan, 5.75%, Maturing September 29, 2020

       660        659,826   

Prime Security Services Borrower, LLC

      

Term Loan, 4.75%, Maturing May 2, 2022

       1,050        1,052,625   

Sensus USA, Inc.

      

Term Loan, 6.50%, Maturing March 16, 2023

       550        545,875   

ServiceMaster Company

      

Term Loan, 4.25%, Maturing
July 1, 2021

       1,919        1,921,717   

TNS, Inc.

      

Term Loan, 5.00%, Maturing February 14, 2020

       282        282,183   

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

      

Term Loan, 5.00%, Maturing September 2, 2021

       566        562,812   

WASH Multifamily Laundry Systems, LLC

      

Term Loan, 4.25%, Maturing May 14, 2022

       127        125,049   

West Corporation

      

Term Loan, 3.25%, Maturing June 30, 2018

       42        41,474   
                         
      $ 24,410,695   
                         

Cable and Satellite Television — 3.5%

  

Altice US Finance I Corporation

      

Term Loan, 4.25%, Maturing December 14, 2022

       794      $ 793,501   

Charter Communications Operating, LLC

      

Term Loan, 3.50%, Maturing January 24, 2023

       998        999,103   

MCC Iowa, LLC

      

Term Loan, 3.75%, Maturing June 30, 2021

       417        416,432   

Neptune Finco Corp.

      

Term Loan, 5.00%, Maturing October 9, 2022

       1,900        1,907,600   
 

 

  7   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Cable and Satellite Television (continued)

  

Numericable Group SA

      

Term Loan, 4.56%, Maturing
July 31, 2022

       174      $ 172,322   

Term Loan, 4.00%, Maturing
July 31, 2023

     EUR        348        385,142   

Numericable U.S., LLC

      

Term Loan, 5.00%, Maturing January 15, 2024

       400        399,750   

Telenet International Finance S.a.r.l.

      

Term Loan, 4.25%, Maturing
June 30, 2024

       400        398,333   

Virgin Media Investment Holdings Limited

      

Term Loan, 3.65%, Maturing
June 30, 2023

       1,323        1,291,939   

Term Loan, 4.25%, Maturing
June 30, 2023

     GBP        750        979,538   

Ziggo B.V.

      

Term Loan, 3.75%, Maturing January 15, 2022

     EUR        191        209,377   

Term Loan, 3.75%, Maturing January 15, 2022

     EUR        297        325,012   

Term Loan, 3.75%, Maturing January 15, 2022

     EUR        537        588,276   
                         
      $ 8,866,325   
                         

Chemicals and Plastics — 7.0%

  

Allnex (Luxembourg) & Cy S.C.A.

      

Term Loan, 4.50%, Maturing October 3, 2019

       140      $ 140,119   

Allnex USA, Inc.

      

Term Loan, 4.50%, Maturing October 3, 2019

       73        72,701   

Aruba Investments, Inc.

      

Term Loan, 4.50%, Maturing February 2, 2022

       149        149,425   

Axalta Coating Systems US Holdings, Inc.

      

Term Loan, 3.75%, Maturing February 1, 2020

       1,616        1,616,669   

Chemours Company (The)

      

Term Loan, 3.75%, Maturing
May 12, 2022

       246        237,831   

Emerald Performance Materials, LLC

      

Term Loan, 4.50%, Maturing August 1, 2021

       241        240,590   

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

       275        268,125   

Flint Group GmbH

      

Term Loan, 4.50%, Maturing September 7, 2021

       73        72,442   

Flint Group US, LLC

      

Term Loan, 4.50%, Maturing September 7, 2021

       443        438,213   

GCP Applied Technologies, Inc.

      

Term Loan, 5.25%, Maturing February 3, 2022

       274        275,427   

Gemini HDPE, LLC

      

Term Loan, 4.75%, Maturing August 7, 2021

       811        804,497   

Huntsman International, LLC

      

Term Loan, 3.75%, Maturing October 1, 2021

       467        465,863   

Term Loan, 4.25%, Maturing
April 1, 2023

       249        249,998   

Ineos Finance PLC

      

Term Loan, 4.25%, Maturing March 31, 2022

     EUR        222        241,999   
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Chemicals and Plastics (continued)

  

Ineos US Finance, LLC

      

Term Loan, 3.75%, Maturing May 4, 2018

       2,061      $ 2,046,452   

Term Loan, 4.25%, Maturing March 31, 2022

       346        340,870   

Kraton Polymers, LLC

      

Term Loan, 6.00%, Maturing January 6, 2022

       650        641,306   

Kronos Worldwide, Inc.

      

Term Loan, 4.00%, Maturing February 18, 2020

       147        137,553   

MacDermid, Inc.

      

Term Loan, 5.50%, Maturing June 7, 2020

       273        269,810   

Term Loan, 5.50%, Maturing June 7, 2020

       296        291,622   

Term Loan, 5.50%, Maturing June 7, 2020

       634        626,614   

Minerals Technologies, Inc.

      

Term Loan, 3.75%, Maturing May 9, 2021

       555        554,880   

Orion Engineered Carbons GmbH

      

Term Loan, 4.75%, Maturing
July 25, 2021

     EUR        413        460,633   

Term Loan, 4.75%, Maturing
July 25, 2021

       549        551,511   

OXEA Finance, LLC

      

Term Loan, 4.25%, Maturing January 15, 2020

       341        324,187   

PolyOne Corporation

      

Term Loan, 3.50%, Maturing November 11, 2022

       249        249,373   

PQ Corporation

      

Term Loan, 5.75%, Maturing November 4, 2022

       1,075        1,077,464   

Solenis International L.P.

      

Term Loan, 4.25%, Maturing
July 31, 2021

       147        146,125   

Term Loan, 4.50%, Maturing
July 31, 2021

     EUR        467        517,906   

Sonneborn Refined Products B.V.

      

Term Loan, 4.75%, Maturing December 10, 2020

       31        31,400   

Sonneborn, LLC

      

Term Loan, 4.75%, Maturing December 10, 2020

       178        177,936   

Trinseo Materials Operating S.C.A.

      

Term Loan, 4.25%, Maturing November 5, 2021

       149        148,222   

Tronox Pigments (Netherlands) B.V.

      

Term Loan, 4.50%, Maturing March 19, 2020

       1,477        1,414,620   

Univar, Inc.

      

Term Loan, 4.25%, Maturing
July 1, 2022

       1,588        1,571,723   

Zep, Inc.

      

Term Loan, 5.50%, Maturing June 27, 2022

       668        669,503   
                         
      $ 17,523,609   
                         

Clothing / Textiles — 0.3%

                        

Ascena Retail Group, Inc.

      

Term Loan, 5.25%, Maturing August 21, 2022

       796      $ 760,534   
                         
      $ 760,534   
                         
 

 

  8   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Conglomerates — 0.8%

  

Bestway UK Holdco Limited

      

Term Loan, 5.01%, Maturing October 6, 2021

     GBP        551      $ 729,458   

RGIS Services, LLC

      

Term Loan, 5.50%, Maturing October 18, 2017

       1,354        1,171,642   
                         
      $ 1,901,100   
                         

Containers and Glass Products — 3.0%

  

Berry Plastics Holding Corporation

      

Term Loan, 3.50%, Maturing February 8, 2020

       1,040      $ 1,036,635   

Term Loan, 3.50%, Maturing January 6, 2021

       294        292,853   

Term Loan, 3.75%, Maturing October 3, 2022

       496        493,453   

Hilex Poly Co., LLC

      

Term Loan, 6.00%, Maturing December 5, 2021

       740        742,757   

Horizon Holdings III SAS

      

Term Loan, 4.50%, Maturing August 1, 2022

     EUR        800        888,313   

Libbey Glass, Inc.

      

Term Loan, 3.75%, Maturing
April 9, 2021

       191        190,856   

Pelican Products, Inc.

      

Term Loan, 5.25%, Maturing
April 10, 2020

       421        407,809   

Reynolds Group Holdings, Inc.

      

Term Loan, 4.50%, Maturing December 1, 2018

       1,648        1,650,098   

SIG Combibloc Purchase Co. S.a.r.l.

      

Term Loan, 4.25%, Maturing March 13, 2022

     EUR        963        1,069,054   

SIG Combibloc US Acquisition, Inc.

      

Term Loan, 4.25%, Maturing March 13, 2022

       593        591,065   

TricorBraun, Inc.

      

Term Loan, 4.00%, Maturing
May 3, 2018

       298        298,327   
                         
      $ 7,661,220   
                         

Cosmetics / Toiletries — 1.6%

  

Coty, Inc.

      

Term Loan, 3.75%, Maturing October 27, 2022

       424      $ 424,110   

Galleria Co.

      

Term Loan, 3.75%, Maturing January 26, 2023

       825        825,506   

KIK Custom Products, Inc.

      

Term Loan, 6.00%, Maturing August 26, 2022

       769        760,855   

Revlon Consumer Products Corporation

      

Term Loan, 4.00%, Maturing October 8, 2019

       565        565,038   

Sun Products Corporation (The)

      

Term Loan, 5.50%, Maturing March 23, 2020

       1,538        1,541,317   
                         
      $ 4,116,826   
                         
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Drugs — 3.5%

  

Alkermes, Inc.

      

Term Loan, 3.50%, Maturing September 25, 2019

       193      $ 192,500   

AMAG Pharmaceuticals, Inc.

      

Term Loan, 4.75%, Maturing
August 13, 2021

       505        502,154   

DPx Holdings B.V.

      

Term Loan, 4.25%, Maturing March 11, 2021

       963        940,446   

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

      

Term Loan, 3.75%, Maturing September 26, 2022

       1,294        1,275,830   

Horizon Pharma, Inc.

      

Term Loan, 4.50%, Maturing May 7, 2021

       594        580,450   

Mallinckrodt International Finance S.A.

      

Term Loan, 3.25%, Maturing March 19, 2021

       733        724,649   

Valeant Pharmaceuticals International, Inc.

      

Term Loan, 3.72%, Maturing
October 20, 2018

       852        835,281   

Term Loan, 4.75%, Maturing December 11, 2019

       535        520,881   

Term Loan, 4.75%, Maturing August 5, 2020

       1,506        1,462,788   

Term Loan, 5.00%, Maturing April 1, 2022

       1,715        1,670,315   
                         
      $ 8,705,294   
                         

Ecological Services and Equipment — 0.7%

  

ADS Waste Holdings, Inc.

      

Term Loan, 3.75%, Maturing
October 9, 2019

       936      $ 923,123   

EnergySolutions, LLC

      

Term Loan, 6.75%, Maturing May 29, 2020

       931        907,968   
                         
      $ 1,831,091   
                         

Electronics / Electrical — 15.1%

  

Answers Corporation

      

Term Loan, 6.25%, Maturing
October 3, 2021

       1,035      $ 543,629   

Avago Technologies Cayman Ltd.

      

Term Loan, 4.25%, Maturing
February 1, 2023

       4,839        4,845,090   

Campaign Monitor Finance Pty. Limited

      

Term Loan, 6.25%, Maturing March 18, 2021

       340        328,721   

CommScope, Inc.

      

Term Loan, 3.75%, Maturing December 29, 2022

       447        447,532   

CompuCom Systems, Inc.

      

Term Loan, 4.25%, Maturing May 11, 2020

       147        99,369   

Cypress Semiconductor Corporation

      

Term Loan, Maturing June 3, 2021(2)

       525        522,703   

Dell International, LLC

      

Term Loan, 4.00%, Maturing April 29, 2020

       2,885        2,884,056   

Deltek, Inc.

      

Term Loan, 5.00%, Maturing June 25, 2022

       147        146,419   

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

       200        202,625   
 

 

  9   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Electronics / Electrical (continued)

  

Entegris, Inc.

      

Term Loan, 3.50%, Maturing April 30, 2021

       154      $ 154,138   

Excelitas Technologies Corp.

      

Term Loan, 6.00%, Maturing
October 31, 2020

       409        388,482   

Eze Castle Software, Inc.

      

Term Loan, 4.00%, Maturing April 6, 2020

       850        848,317   

Term Loan, 4.50%, Maturing April 6, 2020

       500        498,125   

Go Daddy Operating Company, LLC

      

Term Loan, 4.25%, Maturing May 13, 2021

       2,350        2,352,552   

Hyland Software, Inc.

      

Term Loan, 4.75%, Maturing July 1, 2022

       268        266,735   

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

       275        266,292   

Infor (US), Inc.

      

Term Loan, 3.75%, Maturing June 3, 2020

       2,592        2,529,510   

Informatica Corporation

      

Term Loan, 4.50%, Maturing August 5, 2022

       1,092        1,066,094   

Lattice Semiconductor Corporation

      

Term Loan, 5.25%, Maturing March 10, 2021

       270        264,858   

M/A-COM Technology Solutions Holdings, Inc.

      

Term Loan, 4.50%, Maturing May 7, 2021

       245        246,225   

MA FinanceCo., LLC

      

Term Loan, 4.50%, Maturing November 20, 2019

       495        494,938   

Term Loan, 5.25%, Maturing November 19, 2021

       974        975,102   

Magic Newco, LLC

      

Term Loan, 5.00%, Maturing December 12, 2018

       674        674,720   

MH Sub I, LLC

      

Term Loan, 4.75%, Maturing July 8, 2021

       614        610,068   

Microsemi Corporation

      

Term Loan, 3.75%, Maturing
January 15, 2023

       294        293,551   

MTS Systems Corporation

      

Term Loan, Maturing June 21, 2023(2)

       625        624,609   

NXP B.V.

      

Term Loan, 3.75%, Maturing December 7, 2020

       453        454,708   

ON Semiconductor Corporation

      

Term Loan, 5.25%, Maturing March 31, 2023

       525        528,656   

Renaissance Learning, Inc.

      

Term Loan, 4.50%, Maturing April 9, 2021

       1,083        1,064,611   

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

       125        115,625   

Rocket Software, Inc.

      

Term Loan, 5.75%, Maturing
February 8, 2018

       213        212,843   

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

       900        898,125   
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Electronics / Electrical (continued)

  

RP Crown Parent, LLC

      

Term Loan, 6.00%, Maturing December 21, 2018

       2,792      $ 2,638,816   

SGS Cayman L.P.

      

Term Loan, 6.00%, Maturing April 23, 2021

       97        97,337   

SkillSoft Corporation

      

Term Loan, 5.75%, Maturing April 28, 2021

       1,749        1,399,308   

Smart Technologies ULC

      

Term Loan, 10.50%, Maturing January 31, 2018

       254        254,186   

SS&C Technologies, Inc.

      

Term Loan, 4.00%, Maturing July 8, 2022

       123        123,231   

Term Loan, 4.00%, Maturing July 8, 2022

       899        900,588   

SunEdison Semiconductor B.V.

      

Term Loan, 6.50%, Maturing May 27, 2019

       974        951,812   

SurveyMonkey, Inc.

      

Term Loan, 6.25%, Maturing February 5, 2019

       1,003        988,247   

Sutherland Global Services, Inc.

      

Term Loan, 6.00%, Maturing April 23, 2021

       418        418,153   

Sybil Software, LLC

      

Term Loan, 4.25%, Maturing
March 20, 2020

       760        755,678   

Veritas Bermuda Ltd.

      

Term Loan, 6.63%, Maturing
January 27, 2023

       549        480,047   

Vertafore, Inc.

      

Term Loan, 4.75%, Maturing June 9, 2023

       1,100        1,098,282   

Wall Street Systems Delaware, Inc.

      

Term Loan, 4.25%, Maturing April 30, 2021

       564        563,344   

Western Digital Corporation

      

Term Loan, 6.25%, Maturing April 29, 2023

       600        603,375   

Zebra Technologies Corporation

      

Term Loan, 4.00%, Maturing
October 27, 2021

       924        926,794   
                         
      $ 38,048,226   
                         

Financial Intermediaries — 4.0%

  

Armor Holding II, LLC

      

Term Loan, 5.75%, Maturing June 26, 2020

       983      $ 968,524   

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

       725        709,594   

Citco Funding, LLC

      

Term Loan, 4.25%, Maturing June 29, 2018

       1,502        1,499,194   

First Data Corporation

      

Term Loan, 4.20%, Maturing July 8, 2022

       1,325        1,314,510   

Grosvenor Capital Management Holdings, LLP

      

Term Loan, 3.75%, Maturing
January 4, 2021

       536        528,567   

Guggenheim Partners, LLC

      

Term Loan, 4.25%, Maturing July 22, 2020

       658        658,377   
 

 

  10   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Financial Intermediaries (continued)

  

Harbourvest Partners, LLC

      

Term Loan, 3.25%, Maturing February 4, 2021

       355      $ 350,458   

Medley, LLC

      

Term Loan, 6.50%, Maturing June 15, 2019

       238        240,279   

NXT Capital, Inc.

      

Term Loan, 6.25%, Maturing September 4, 2018

       49        48,869   

Term Loan, 6.25%, Maturing September 4, 2018

       321        320,876   

Term Loan, 6.25%, Maturing September 4, 2018

       340        340,375   

Ocwen Financial Corporation

      

Term Loan, 5.50%, Maturing February 15, 2018

       537        528,309   

Sesac Holdco II, LLC

      

Term Loan, 5.25%, Maturing February 8, 2019

       477        477,295   

Starwood Property Trust, Inc.

      

Term Loan, 3.50%, Maturing April 17, 2020

       121        120,081   

Walker & Dunlop, Inc.

      

Term Loan, 5.25%, Maturing December 11, 2020

       312        312,555   

Walter Investment Management Corp.

      

Term Loan, 4.75%, Maturing December 19, 2020

       2,058        1,660,918   
                         
      $ 10,078,781   
                         

Food Products — 4.4%

  

AdvancePierre Foods, Inc.

      

Term Loan, 4.75%, Maturing June 2, 2023

       1,350      $ 1,350,337   

Blue Buffalo Company Ltd.

      

Term Loan, 3.75%, Maturing August 8, 2019

       626        628,423   

Charger OpCo B.V.

      

Term Loan, 4.25%, Maturing
July 2, 2022

     EUR        157        175,509   

Clearwater Seafoods Limited Partnership

      

Term Loan, 4.75%, Maturing June 26, 2019

       426        427,640   

Del Monte Foods, Inc.

      

Term Loan, 4.25%, Maturing February 18, 2021

       337        316,312   

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

       763        549,000   

Dole Food Company, Inc.

      

Term Loan, 4.50%, Maturing November 1, 2018

       1,119        1,117,025   

High Liner Foods Incorporated

      

Term Loan, 4.25%, Maturing April 24, 2021

       380        377,664   

JBS USA, LLC

      

Term Loan, 3.75%, Maturing May 25, 2018

       864        865,291   

Term Loan, 3.75%, Maturing September 18, 2020

       754        755,572   

Term Loan, 4.00%, Maturing October 30, 2022

       323        323,072   

Maple Holdings Acquisition Corp.

      

Term Loan, 5.25%, Maturing March 3, 2023

       497        498,346   
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Food Products (continued)

  

Meldrew Participations B.V.

      

Term Loan, 8.50%, (5.00% Cash, 3.50% PIK), Maturing October 31, 2019

     EUR        343      $ 246,632   

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

     EUR        219        17,824   

NBTY, Inc.

      

Term Loan, 5.00%, Maturing May 5, 2023

       1,800        1,792,688   

Term Loan, 6.25%, Maturing May 5, 2023

     GBP        500        663,129   

Oak Tea, Inc.

      

Term Loan, 4.25%, Maturing
July 2, 2022

       882        884,302   

Post Holdings, Inc.

      

Term Loan, 3.75%, Maturing June 2, 2021

       130        130,367   
                         
      $ 11,119,133   
                         

Food Service — 3.1%

  

1011778 B.C. Unlimited Liability Company

      

Term Loan, 3.75%, Maturing December 10, 2021

       2,296      $ 2,295,156   

Centerplate, Inc.

      

Term Loan, 4.75%, Maturing November 26, 2019

       246        239,297   

Landry’s, Inc.

      

Term Loan, 4.00%, Maturing April 24, 2018

       1,008        1,009,087   

Manitowoc Foodservice, Inc.

      

Term Loan, 5.75%, Maturing March 3, 2023

       784        790,915   

NPC International, Inc.

      

Term Loan, 4.75%, Maturing December 28, 2018

       334        333,691   

P.F. Chang’s China Bistro, Inc.

      

Term Loan, 4.25%, Maturing
July 2, 2019

       188        179,893   

Seminole Hard Rock Entertainment, Inc.

      

Term Loan, 3.50%, Maturing May 14, 2020

       121        120,896   

Weight Watchers International, Inc.

      

Term Loan, 4.00%, Maturing April 2, 2020

       3,084        2,313,023   

Yum! Brands, Inc.

      

Term Loan, Maturing June 16, 2023(2)

       475        476,633   
                         
      $ 7,758,591   
                         

Food / Drug Retailers — 2.5%

  

Albertsons, LLC

      

Term Loan, 4.50%, Maturing August 25, 2021

       633      $ 633,352   

Term Loan, 4.75%, Maturing June 22, 2023

       2,300        2,300,429   

Rite Aid Corporation

      

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

       725        727,115   

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

       750        751,875   
 

 

  11   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Food / Drug Retailers (continued)

  

Supervalu, Inc.

      

Term Loan, 5.50%, Maturing March 21, 2019

       1,934      $ 1,931,262   
                         
      $ 6,344,033   
                         

Health Care — 14.7%

  

Acadia Healthcare Company, Inc.

      

Term Loan, 3.75%, Maturing
February 11, 2022

       123      $ 120,970   

ADMI Corp.

      

Term Loan, 5.25%, Maturing April 30, 2022

       248        248,869   

Akorn, Inc.

      

Term Loan, 5.25%, Maturing April 16, 2021

       438        440,599   

Albany Molecular Research, Inc.

      

Term Loan, 5.75%, Maturing July 16, 2021

       722        716,054   

Alere, Inc.

      

Term Loan, 4.25%, Maturing June 18, 2022

       784        781,642   

Alliance Healthcare Services, Inc.

      

Term Loan, 4.25%, Maturing June 3, 2019

       599        571,671   

Amneal Pharmaceuticals, LLC

      

Term Loan, 4.50%, Maturing November 1, 2019

       1,005        1,003,597   

AmSurg Corp.

      

Term Loan, 3.50%, Maturing July 16, 2021

       294        294,000   

Auris Luxembourg III S.a.r.l.

      

Term Loan, 4.25%, Maturing
January 15, 2022

       370        369,165   

CareCore National, LLC

      

Term Loan, 5.50%, Maturing March 5, 2021

       1,681        1,558,750   

CeramTec Acquisition Corporation

      

Term Loan, 4.25%, Maturing
August 30, 2020

       15        15,371   

CHG Healthcare Services, Inc.

      

Term Loan, Maturing June 7, 2023(2)

       950        950,594   

Community Health Systems, Inc.

      

Term Loan, 3.75%, Maturing December 31, 2019

       1,218        1,187,195   

Term Loan, 4.00%, Maturing
January 27, 2021

       1,743        1,701,190   

Concentra, Inc.

      

Term Loan, 4.00%, Maturing June 1, 2022

       149        147,943   

CPI Buyer, LLC

      

Term Loan, 5.50%, Maturing
August 18, 2021

       484        474,129   

DaVita HealthCare Partners, Inc.

      

Term Loan, 3.50%, Maturing June 24, 2021

       1,544        1,548,484   

DJO Finance, LLC

      

Term Loan, 4.25%, Maturing June 8, 2020

       1,042        995,229   

Envision Healthcare Corporation

      

Term Loan, 4.25%, Maturing May 25, 2018

       1,529        1,531,326   

Faenza Acquisition GmbH

      

Term Loan, 4.25%, Maturing
August 30, 2020

       43        43,229   

Term Loan, 4.25%, Maturing
August 30, 2020

       142        141,650   
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Health Care (continued)

  

Global Healthcare Exchange, LLC

      

Term Loan, 5.25%, Maturing
August 15, 2022

       521      $ 522,046   

Greatbatch Ltd.

      

Term Loan, 5.25%, Maturing
October 27, 2022

       449        446,491   

Iasis Healthcare, LLC

      

Term Loan, 4.50%, Maturing May 3, 2018

       806        805,056   

Indivior Finance S.a.r.l.

      

Term Loan, 7.00%, Maturing December 19, 2019

       463        460,188   

inVentiv Health, Inc.

      

Term Loan, 7.75%, Maturing May 15, 2018

       304        303,699   

Term Loan, 7.75%, Maturing May 15, 2018

       2,243        2,249,541   

Jaguar Holding Company II

      

Term Loan, 4.25%, Maturing
August 18, 2022

       2,828        2,809,075   

Kindred Healthcare, Inc.

      

Term Loan, 4.25%, Maturing April 9, 2021

       711        692,739   

Kinetic Concepts, Inc.

      

Term Loan, 5.00%, Maturing November 4, 2020

       2,418        2,411,673   

Knowledge Universe Education, LLC

      

Term Loan, 6.00%, Maturing
August 13, 2022

       546        541,781   

MPH Acquisition Holdings, LLC

      

Term Loan, 5.00%, Maturing June 7, 2023

       1,175        1,179,826   

National Mentor Holdings, Inc.

      

Term Loan, 4.25%, Maturing
January 31, 2021

       269        267,468   

National Surgical Hospitals, Inc.

      

Term Loan, 4.50%, Maturing June 1, 2022

       499        497,182   

New Millennium Holdco, Inc.

      

Term Loan, 7.50%, Maturing December 21, 2020

       1,197        878,583   

Onex Carestream Finance L.P.

      

Term Loan, 5.00%, Maturing June 7, 2019

       1,728        1,662,902   

Opal Acquisition, Inc.

      

Term Loan, 5.00%, Maturing November 27, 2020

       1,088        954,548   

Ortho-Clinical Diagnostics, Inc.

      

Term Loan, 4.75%, Maturing June 30, 2021

       1,672        1,583,295   

PRA Holdings, Inc.

      

Term Loan, 4.50%, Maturing September 23, 2020

       484        484,856   

RadNet Management, Inc.

      

Term Loan, 4.27%, Maturing
October 10, 2018

       929        928,872   

Term Loan, Maturing June 30, 2023(2)

       675        668,250   

Select Medical Corporation

      

Term Loan, 6.00%, Maturing June 1, 2018

       643        645,349   

Sterigenics-Nordion Holdings, LLC

      

Term Loan, 4.25%, Maturing May 15, 2022

       347        343,901   

Steward Health Care System, LLC

      

Term Loan, 6.75%, Maturing April 12, 2020

       170        168,053   
 

 

  12   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Health Care (continued)

  

Tecomet, Inc.

      

Term Loan, 5.75%, Maturing December 5, 2021

       566      $ 540,888   
                         
      $ 36,887,919   
                         

Home Furnishings — 0.3%

  

Serta Simmons Holdings, LLC

      

Term Loan, 4.25%, Maturing October 1, 2019

       753      $ 753,609   
                         
      $ 753,609   
                         

Industrial Equipment — 4.5%

  

Apex Tool Group, LLC

      

Term Loan, 4.50%, Maturing January 31, 2020

       1,158      $ 1,142,865   

Blount International, Inc.

      

Term Loan, 7.25%, Maturing April 12, 2023

       650        654,062   

Delachaux S.A.

      

Term Loan, 4.50%, Maturing October 28, 2021

       202        197,303   

Doosan Infracore International, Inc.

      

Term Loan, 4.50%, Maturing May 28, 2021

       446        442,579   

Filtration Group Corporation

      

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

       79        77,448   

Gardner Denver, Inc.

      

Term Loan, 4.25%, Maturing
July 30, 2020

       1,587        1,461,702   

Term Loan, 4.75%, Maturing
July 30, 2020

     EUR        195        202,395   

Husky Injection Molding Systems Ltd.

      

Term Loan, 4.25%, Maturing June 30, 2021

       1,344        1,335,829   

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

       207        200,439   

Milacron, LLC

      

Term Loan, 4.25%, Maturing September 28, 2020

       561        562,636   

Paladin Brands Holding, Inc.

      

Term Loan, 7.25%, Maturing August 16, 2019

       519        449,162   

Paternoster Holding IV GmbH

      

Term Loan, 6.63%, Maturing February 10, 2022

     EUR        450        483,469   

Rexnord, LLC

      

Term Loan, 4.00%, Maturing August 21, 2020

       2,102        2,086,500   

Signode Industrial Group US, Inc.

      

Term Loan, 3.75%, Maturing May 1, 2021

       438        435,957   

STS Operating, Inc.

      

Term Loan, 4.75%, Maturing February 12, 2021

       143        128,674   

Tank Holding Corp.

      

Term Loan, 5.25%, Maturing March 16, 2022

       371        346,594   

Terex Corporation

      

Term Loan, 3.50%, Maturing August 13, 2021

     EUR        761        843,949   
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Industrial Equipment (continued)

  

VAT Lux III S.a.r.l.

      

Term Loan, 4.25%, Maturing February 11, 2021

       153      $ 152,826   
                         
      $ 11,204,389   
                         

Insurance — 4.7%

  

Alliant Holdings I, Inc.

      

Term Loan, 4.50%, Maturing
August 12, 2022

       916      $ 905,830   

AmWINS Group, LLC

      

Term Loan, 4.75%, Maturing September 6, 2019

       2,367        2,369,233   

AssuredPartners, Inc.

      

Term Loan, 5.75%, Maturing
October 21, 2022

       448        446,322   

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

       350        345,844   

Asurion, LLC

      

Term Loan, 5.00%, Maturing May 24, 2019

       912        909,971   

Term Loan, 5.00%, Maturing
August 4, 2022

       2,520        2,489,829   

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

       1,100        1,064,250   

Cunningham Lindsey U.S., Inc.

      

Term Loan, 5.00%, Maturing December 10, 2019

       826        660,760   

Hub International Limited

      

Term Loan, 4.00%, Maturing
October 2, 2020

       1,362        1,343,218   

USI, Inc.

      

Term Loan, 4.25%, Maturing December 27, 2019

       1,184        1,174,287   
                         
      $ 11,709,544   
                         

Leisure Goods / Activities / Movies — 6.0%

  

AMC Entertainment, Inc.

      

Term Loan, 4.00%, Maturing December 15, 2022

       1,045      $ 1,046,817   

Ancestry.com, Inc.

      

Term Loan, 5.00%, Maturing
August 17, 2022

       744        743,910   

Bombardier Recreational Products, Inc.

      

Term Loan, Maturing June 30,
2023(2)

       2,125        2,103,750   

Bright Horizons Family Solutions, Inc.

      

Term Loan, 3.75%, Maturing
January 30, 2020

       434        434,861   

CDS U.S. Intermediate Holdings, Inc.

      

Term Loan, 5.00%, Maturing July 8, 2022

       199        194,034   

ClubCorp Club Operations, Inc.

      

Term Loan, 4.25%, Maturing December 15, 2022

       925        926,542   

Emerald Expositions Holding, Inc.

      

Term Loan, 4.75%, Maturing June 17, 2020

       431        429,744   

Lindblad Expeditions, Inc.

      

Term Loan, 5.50%, Maturing May 8, 2021

       102        101,999   

Term Loan, 5.50%, Maturing May 8, 2021

       790        790,493   
 

 

  13   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Leisure Goods / Activities / Movies (continued)

  

Live Nation Entertainment, Inc.

      

Term Loan, 3.50%, Maturing August 16, 2020

       1,251      $ 1,251,289   

LTF Merger Sub, Inc.

      

Term Loan, 4.25%, Maturing June 10, 2022

       668        655,094   

Match Group, Inc.

      

Term Loan, 5.50%, Maturing November 16, 2022

       268        270,806   

Nord Anglia Education Finance, LLC

      

Term Loan, 5.00%, Maturing March 31, 2021

       810        804,922   

Sabre, Inc.

      

Term Loan, 4.00%, Maturing February 19, 2019

       579        579,844   

SeaWorld Parks & Entertainment, Inc.

      

Term Loan, 3.00%, Maturing May 14, 2020

       1,334        1,286,912   

Sonifi Solutions, Inc.

      

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

       440        175,820   

SRAM, LLC

      

Term Loan, 4.01%, Maturing April 10, 2020

       816        727,094   

Steinway Musical Instruments, Inc.

      

Term Loan, 4.75%, Maturing September 19, 2019

       996        966,113   

WMG Acquisition Corp.

      

Term Loan, 3.75%, Maturing
July 1, 2020

       267        265,056   

Zuffa, LLC

      

Term Loan, 3.75%, Maturing February 25, 2020

       1,399        1,396,431   
                         
      $ 15,151,531   
                         

Lodging and Casinos — 5.2%

  

Affinity Gaming, LLC

      

Term Loan, 6.50%, Maturing November 9, 2017

       193      $ 193,380   

Amaya Holdings B.V.

      

Term Loan, 5.00%, Maturing August 1, 2021

       1,648        1,602,213   

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

       998        991,781   

Boyd Gaming Corporation

      

Term Loan, 4.00%, Maturing August 14, 2020

       202        201,934   

Caesars Entertainment Operating Company

      

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

       597        598,231   

CityCenter Holdings, LLC

      

Term Loan, 4.25%, Maturing October 16, 2020

       310        310,987   

Four Seasons Holdings, Inc.

      

Term Loan - Second Lien, 7.75%, Maturing December 27, 2020

       1,800        1,809,000   

Gala Group Finance PLC

      

Term Loan, 5.01%, Maturing May 27, 2018

     GBP        825        1,093,590   

Golden Nugget, Inc.

      

Term Loan, 5.50%, Maturing November 21, 2019

       62        61,917   

Term Loan, 5.50%, Maturing November 21, 2019

       144        144,473   
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Lodging and Casinos (continued)

  

Hilton Worldwide Finance, LLC

      

Term Loan, 3.50%, Maturing
October 26, 2020

       2,140      $ 2,144,309   

La Quinta Intermediate Holdings, LLC

      

Term Loan, 3.75%, Maturing April 14, 2021

       475        464,672   

MGM Growth Properties Operating Partnership L.P.

      

Term Loan, 4.00%, Maturing April 25, 2023

       923        925,715   

Playa Resorts Holding B.V.

      

Term Loan, 4.00%, Maturing
August 9, 2019

       243        241,681   

Scientific Games International, Inc.

      

Term Loan, 6.00%, Maturing
October 18, 2020

       1,779        1,760,284   

Term Loan, 6.00%, Maturing
October 1, 2021

       419        413,327   

Tropicana Entertainment, Inc.

      

Term Loan, 4.00%, Maturing November 27, 2020

       170        169,762   
                         
      $ 13,127,256   
                         

Nonferrous Metals / Minerals — 2.8%

  

Alpha Natural Resources, LLC

      

DIP Loan, 10.00%, Maturing
February 6, 2017

       125      $ 123,125   

Term Loan, 3.50%, Maturing May 22, 2020

       890        467,105   

Arch Coal, Inc.

      

DIP Loan, 5.00%, Maturing
January 31, 2017(6)

       325        323,375   

Term Loan, 7.50%, Maturing May 16, 2018

       1,424        671,117   

Dynacast International, LLC

      

Term Loan, 4.50%, Maturing
January 28, 2022

       321        322,053   

Fairmount Santrol, Inc.

      

Term Loan, 4.50%, Maturing September 5, 2019

       1,220        996,805   

Global Brass & Copper, Inc.

      

Term Loan, Maturing June 15,
2023(2)

       400        396,000   

Murray Energy Corporation

      

Term Loan, 7.00%, Maturing April 16, 2017

       148        126,993   

Term Loan, 7.50%, Maturing April 16, 2020

       915        670,921   

Noranda Aluminum Acquisition Corporation

      

Term Loan, 5.75%, Maturing February 28, 2019

       1,005        518,993   

Novelis, Inc.

      

Term Loan, 4.00%, Maturing June 2, 2022

       1,287        1,277,830   

Oxbow Carbon, LLC

      

Term Loan, 4.25%, Maturing July 19, 2019

       149        148,020   

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

       1,025        976,312   

United Central Industrial Supply Company, LLC

      

Term Loan - Second Lien, 15.00%, (0.00% Cash, 15.00% PIK), Maturing April 9, 2019(3)

       256        83,939   
                         
      $ 7,102,588   
                         
 

 

  14   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Oil and Gas — 4.5%

  

Ameriforge Group, Inc.

      

Term Loan, 5.00%, Maturing December 19, 2019

       1,381      $ 811,500   

Bronco Midstream Funding, LLC

      

Term Loan, 5.00%, Maturing
August 15, 2020

       913        823,633   

CITGO Holding, Inc.

      

Term Loan, 9.50%, Maturing May 12, 2018

       396        399,639   

CITGO Petroleum Corporation

      

Term Loan, 4.50%, Maturing July 29, 2021

       467        461,146   

Crestwood Holdings, LLC

      

Term Loan, 9.00%, Maturing June 19, 2019

       661        587,552   

Drillships Ocean Ventures, Inc.

      

Term Loan, 5.50%, Maturing July 25, 2021

       709        427,339   

Energy Transfer Equity L.P.

      

Term Loan, 4.00%, Maturing December 2, 2019

       186        181,468   

Fieldwood Energy, LLC

      

Term Loan, 8.00%, Maturing September 28, 2018

       275        230,312   

Term Loan, 3.88%, Maturing
October 1, 2018

       513        446,103   

Term Loan, 8.38%, Maturing September 30, 2020

       363        194,447   

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

       487        138,362   

Floatel International, Ltd.

      

Term Loan, 6.00%, Maturing June 27, 2020

       581        362,887   

MEG Energy Corp.

      

Term Loan, 3.75%, Maturing
March 31, 2020

       3,634        3,204,783   

Paragon Offshore Finance Company

      

Term Loan, 5.25%, Maturing July 18, 2021

       420        119,611   

Samson Investment Company

      

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

       925        53,766   

Seadrill Partners Finco, LLC

      

Term Loan, 4.00%, Maturing February 21, 2021

       2,173        975,296   

Sheridan Investment Partners II L.P.

      

Term Loan, 4.25%, Maturing December 16, 2020

       17        10,788   

Term Loan, 4.25%, Maturing December 16, 2020

       46        28,925   

Term Loan, 4.25%, Maturing December 16, 2020

       327        207,937   

Sheridan Production Partners I, LLC

      

Term Loan, 4.25%, Maturing
October 1, 2019

       103        58,844   

Term Loan, 4.25%, Maturing
October 1, 2019

       169        96,338   

Term Loan, 4.25%, Maturing
October 1, 2019

       1,276        727,037   

Southcross Holdings Borrower L.P.

      

Term Loan, 9.00%, (3.50% Cash, 5.50% PIK), Maturing April 13, 2023

       26        23,099   

Tervita Corporation

      

Term Loan, 6.25%, Maturing May 15, 2018

       747        715,795   
                         
      $ 11,286,607   
                         
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Publishing — 2.8%

  

682534 N.B., Inc.

      

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

       165      $ 132,372   

Ascend Learning, LLC

      

Term Loan, 5.50%, Maturing July 31, 2019

       857        857,696   

Getty Images, Inc.

      

Term Loan, 4.75%, Maturing
October 18, 2019

       2,852        2,140,500   

Laureate Education, Inc.

      

Term Loan, 5.00%, Maturing June 15, 2018

       2,086        2,013,118   

Merrill Communications, LLC

      

Term Loan, 6.25%, Maturing June 1, 2022

       298        269,264   

Penton Media, Inc.

      

Term Loan, 4.75%, Maturing
October 3, 2019

       298        297,334   

ProQuest, LLC

      

Term Loan, 5.75%, Maturing
October 24, 2021

       815        790,630   

Springer Science+Business Media Deutschland GmbH

      

Term Loan, 4.50%, Maturing
August 14, 2020

       683        658,939   
                         
      $ 7,159,853   
                         

Radio and Television — 3.3%

  

ALM Media Holdings, Inc.

      

Term Loan, 5.50%, Maturing July 31, 2020

       215      $ 204,054   

AP NMT Acquisition B.V.

      

Term Loan, 6.75%, Maturing
August 13, 2021

       1,012        835,111   

Block Communications, Inc.

      

Term Loan, 4.00%, Maturing November 7, 2021

       223        222,978   

Cumulus Media Holdings, Inc.

      

Term Loan, 4.25%, Maturing December 23, 2020

       2,045        1,443,701   

Entercom Radio, LLC

      

Term Loan, 4.00%, Maturing November 23, 2018

       169        168,709   

Gray Television, Inc.

      

Term Loan, 3.94%, Maturing June 13, 2021

       134        133,712   

Hubbard Radio, LLC

      

Term Loan, 4.25%, Maturing May 27, 2022

       308        302,031   

iHeartCommunications, Inc.

      

Term Loan, 7.21%, Maturing
January 30, 2019

       1,066        783,715   

Term Loan, 7.96%, Maturing July 30, 2019

       182        133,976   

MGOC, Inc.

      

Term Loan, 4.00%, Maturing July 31, 2020

       656        656,298   

Mission Broadcasting, Inc.

      

Term Loan, 3.75%, Maturing
October 1, 2020

       319        319,167   

Nexstar Broadcasting, Inc.

      

Term Loan, 3.75%, Maturing
October 1, 2020

       361        361,940   
 

 

  15   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Radio and Television (continued)

  

Raycom TV Broadcasting, LLC

      

Term Loan, 3.75%, Maturing August 4, 2021

       429      $ 423,500   

Sinclair Television Group, Inc.

      

Term Loan, 3.00%, Maturing
April 9, 2020

       266        264,813   

Univision Communications, Inc.

      

Term Loan, 4.00%, Maturing March 1, 2020

       2,092        2,081,434   
                         
      $ 8,335,139   
                         

Retailers (Except Food and Drug) — 7.7%

  

B&M Retail Limited

      

Term Loan, 3.26%, Maturing
May 21, 2019

     GBP        175      $ 227,533   

Term Loan, 3.76%, Maturing
April 28, 2020

     GBP        150        195,694   

Bass Pro Group, LLC

      

Term Loan, 4.00%, Maturing
June 5, 2020

       1,143        1,128,273   

CDW, LLC

      

Term Loan, 3.25%, Maturing
April 29, 2020

       2,661        2,662,920   

Coinamatic Canada, Inc.

      

Term Loan, 4.25%, Maturing
May 14, 2022

       22        21,594   

David’s Bridal, Inc.

      

Term Loan, 5.25%, Maturing October 11, 2019

       808        731,817   

Dollar Tree, Inc.

      

Term Loan, 3.50%, Maturing
July 6, 2022

       979        979,833   

Evergreen Acqco 1 L.P.

      

Term Loan, 5.00%, Maturing
July 9, 2019

       586        515,176   

Harbor Freight Tools USA, Inc.

      

Term Loan, 4.75%, Maturing
July 26, 2019

       476        477,435   

J. Crew Group, Inc.

      

Term Loan, 4.00%, Maturing March 5, 2021

       1,446        993,865   

Jo-Ann Stores, Inc.

      

Term Loan, 4.00%, Maturing March 16, 2018

       1,282        1,266,381   

Men’s Wearhouse, Inc. (The)

      

Term Loan, 4.50%, Maturing
June 18, 2021

       697        670,160   

Michaels Stores, Inc.

      

Term Loan, 3.75%, Maturing January 28, 2020

       1,237        1,234,947   

Term Loan, 4.00%, Maturing January 28, 2020

       403        403,308   

Neiman Marcus Group, Inc. (The)

      

Term Loan, 4.25%, Maturing October 25, 2020

       1,075        967,930   

Party City Holdings, Inc.

      

Term Loan, 4.25%, Maturing August 19, 2022

       1,315        1,306,771   

PetSmart, Inc.

      

Term Loan, 4.25%, Maturing March 11, 2022

       2,327        2,320,816   

PFS Holding Corporation

      

Term Loan, 4.50%, Maturing January 31, 2021

       760        699,547   
Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Retailers (Except Food and Drug) (continued)

  

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

      

Term Loan, 4.50%, Maturing April 30, 2021

       245      $ 224,175   

Spin Holdco, Inc.

      

Term Loan, 4.25%, Maturing November 14, 2019

       1,265        1,247,009   

Toys ‘R’ Us Property Company I, LLC

      

Term Loan, 6.00%, Maturing August 21, 2019

       816        744,088   

Vivarte SA

      

Term Loan, 11.00%, (4.00% Cash, 7.00% PIK), Maturing October 29, 2019(7)

     EUR        155        156,666   

Term Loan, 5.00%, (1.25% Cash, 3.75% PIK), Maturing October 29, 2020(8)

     EUR        171        63,941   

Wilton Brands, LLC

      

Term Loan, 8.50%, Maturing August 30, 2018

       229        188,773   
                         
      $ 19,428,652   
                         

Steel — 1.2%

  

FMG Resources (August 2006) Pty. Ltd.

      

Term Loan, 4.25%, Maturing June 30, 2019

       2,646      $ 2,538,435   

Neenah Foundry Company

      

Term Loan, 6.75%, Maturing April 26, 2017

       176        174,633   

Zekelman Industries, Inc.

      

Term Loan, 6.00%, Maturing June 14, 2021

       300        299,568   
                         
      $ 3,012,636   
                         

Surface Transport — 0.5%

  

Hertz Corporation (The)

      

Term Loan, 3.50%, Maturing June 30, 2023

       500      $ 500,859   

Kenan Advantage Group, Inc.

      

Term Loan, 1.50%, Maturing January 31, 2017(6)

       23        22,734   

Term Loan, 4.00%, Maturing
July 31, 2022

       55        55,166   

Term Loan, 4.00%, Maturing
July 31, 2022

       170        169,471   

Stena International S.a.r.l.

      

Term Loan, 4.00%, Maturing March 3, 2021

       733        613,076   
                         
      $ 1,361,306   
                         

Telecommunications — 3.7%

  

Intelsat Jackson Holdings S.A.

      

Term Loan, 3.75%, Maturing June 30, 2019

       3,700      $ 3,362,375   

IPC Corp.

      

Term Loan, 5.50%, Maturing August 6, 2021

       1,062        971,330   

Mitel US Holdings, Inc.

      

Term Loan, 5.50%, Maturing April 29, 2022

       343        343,412   

Syniverse Holdings, Inc.

      

Term Loan, 4.00%, Maturing April 23, 2019

       891        672,748   

Term Loan, 4.00%, Maturing April 23, 2019

       983        742,186   
 

 

  16   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Borrower/Tranche Description         

Principal

Amount*

(000’s omitted)

     Value  

Telecommunications (continued)

  

Telesat Canada

      

Term Loan, 3.50%, Maturing
March 28, 2019

       3,313      $ 3,300,418   
                         
      $ 9,392,469   
                         

Utilities — 3.6%

  

Calpine Construction Finance Company L.P.

      

Term Loan, 3.00%, Maturing
May 3, 2020

       509      $ 500,126   

Term Loan, 3.25%, Maturing January 31, 2022

       194        190,781   

Calpine Corporation

      

Term Loan, 3.50%, Maturing
May 27, 2022

       1,535        1,520,114   

Dynegy Holdings, Inc.

      

Term Loan, 4.00%, Maturing
April 23, 2020

       463        453,748   

Electrical Components International, Inc.

      

Term Loan, 5.75%, Maturing
May 28, 2021

       739        738,787   

Energy Future Intermediate Holding Co., LLC

      

DIP Loan, 4.25%, Maturing December 19, 2016

       850        849,735   

EWT Holdings III Corp.

      

Term Loan, 4.75%, Maturing January 15, 2021

       195        194,512   

Term Loan, 5.50%, Maturing January 15, 2021

       274        273,627   

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

       900        877,500   

Granite Acquisition, Inc.

      

Term Loan, 5.00%, Maturing December 19, 2021

       54        51,631   

Term Loan, 5.00%, Maturing December 19, 2021

       1,203        1,155,830   

Invenergy Thermal Operating I, LLC

      

Term Loan, 6.50%, Maturing October 19, 2022

       99        93,543   

Lonestar Generation, LLC

      

Term Loan, 5.25%, Maturing February 22, 2021

       566        436,117   

Longview Power, LLC

      

Term Loan, 7.00%, Maturing
April 13, 2021

       1,361        1,197,900   

TPF II Power, LLC

      

Term Loan, 5.52%, Maturing October 2, 2021

       643        642,801   
                         
      $ 9,176,752   
                         

Total Senior Floating-Rate Loans
(identified cost $357,137,303)

   

   $ 338,822,031   
                         
Corporate Bonds & Notes — 9.6%   
     
Security         

Principal

Amount*

(000’s omitted)

     Value  

Aerospace and Defense — 0.1%

  

Aerojet Rocketdyne Holdings, Inc.

      

7.125%, 3/15/21

       30      $ 31,657   
Security         

Principal

Amount*

(000’s omitted)

     Value  

Aerospace and Defense (continued)

  

CBC Ammo, LLC/CBC FinCo, Inc.

      

7.25%, 11/15/21(9)

       30      $ 25,500   

Huntington Ingalls Industries, Inc.

      

5.00%, 11/15/25(9)

       5        5,294   

Orbital ATK, Inc.

      

5.25%, 10/1/21

       20        20,976   

TransDigm, Inc.

      

7.50%, 7/15/21

       10        10,575   

6.00%, 7/15/22

       30        30,305   

6.50%, 7/15/24

       30        30,300   
                         
      $ 154,607   
                         

Automotive — 0.0%(10)

  

American Axle & Manufacturing, Inc.

      

5.125%, 2/15/19

       10      $ 10,185   

General Motors Financial Co., Inc.

      

4.75%, 8/15/17

       40        41,285   

3.25%, 5/15/18

       5        5,106   
                         
      $ 56,576   
                         

Beverage and Tobacco — 0.0%(10)

  

Constellation Brands, Inc.

      

6.00%, 5/1/22

       35      $ 39,550   

4.25%, 5/1/23

       40        41,800   
                         
      $ 81,350   
                         

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

  

Alliance Data Systems Corp.

      

6.375%, 4/1/20(9)

       30      $ 30,338   
                         
      $ 30,338   
                         

Building and Development — 0.1%

  

Builders FirstSource, Inc.

      

7.625%, 6/1/21(9)

       6      $ 6,300   

10.75%, 8/15/23(9)

       8        8,740   

Greystar Real Estate Partners, LLC

      

8.25%, 12/1/22(9)

       20        20,700   

HD Supply, Inc.

      

7.50%, 7/15/20

       45        47,245   

5.25%, 12/15/21(9)

       15        15,783   

Hillman Group, Inc. (The)

      

6.375%, 7/15/22(9)

       30        26,850   
 

 

  17   See Notes to Financial Statements.

Eaton Vance

Senior Income Trust

June 30, 2016

 

Portfolio of Investments — continued

 

 

Security         

Principal

Amount*

(000’s omitted)

     Value  

Building and Development (continued)

  

Nortek, Inc.

      

8.50%, 4/15/21

       20      $ 20,755   

Reliance Intermediate Holdings, L.P.

      

6.50%, 4/1/23(9)

       50        52,250   

Standard Industries, Inc.

      

5.375%, 11/15/24(9)

       25        25,563   

6.00%, 10/15/25(9)

       30        31,500   

TRI Pointe Group, Inc./TRI Pointe Homes, Inc.

      

4.375%, 6/15/19

       20        20,200   

5.875%, 6/15/24

       25        25,531   

USG Corp.

      

5.875%, 11/1/21(9)

       20        21,025   

5.50%, 3/1/25(9)

       5        5,256   
                         
      $ 327,698   
                         

Business Equipment and Services — 0.2%

  

Acosta, Inc.

      

7.75%, 10/1/22(9)

       45      $ 39,712   

FTI Consulting, Inc.

      

6.00%, 11/15/22

       20        21,085   

IMS Health, Inc.

      

6.00%, 11/1/20(9)

       40        40,800   

National CineMedia, LLC

      

6.00%, 4/15/22

       380        395,200   

ServiceMaster Co., LLC (The)

      

7.45%, 8/15/27

       20        20,650   

United Rentals North America, Inc.

      

7.625%, 4/15/22

       15        16,088   

6.125%, 6/15/23

       5        5,231   
                         
      $ 538,766   
                         

Cable and Satellite Television — 0.6%

  

Cable One, Inc.

      

5.75%, 6/15/22(9)

       5      $ 5,138   

CCO Holdings, LLC/CCO Holdings Capital Corp.

      

5.25%, 9/30/22

       80        82,300   

5.75%, 1/15/24

       5        5,274   

5.375%, 5/1/25(9)

       40        40,700   

5.75%, 2/15/26(9)

       20        20,650   

CSC Holdings, LLC

      

8.625%, 2/15/19

       5        5,512   

5.25%, 6/1/24

       5        4,550   

DISH DBS Corp.

      

6.75%, 6/1/21

       75        77,906   
Security