UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act File Number: 811-09013
Eaton Vance Senior Income Trust
(Exact Name of Registrant as Specified in Charter)
Two International Place, Boston, Massachusetts 02110
(Address of Principal Executive Offices)
Maureen A. Gemma
Two International Place, Boston, Massachusetts 02110
(Name and Address of Agent for Services)
(617) 482-8260
(Registrants Telephone Number)
June 30
Date of Fiscal Year End
June 30, 2016
Date of Reporting Period
Item 1. Reports to Stockholders
Eaton Vance
Senior Income Trust (EVF)
Annual Report
June 30, 2016
Commodity Futures Trading Commission Registration. Effective December 31, 2012, the Commodity Futures Trading Commission (CFTC) adopted certain regulatory changes that subject registered investment companies and advisers to regulation by the CFTC if a fund invests more than a prescribed level of its assets in certain CFTC-regulated instruments (including futures, certain options and swap agreements) or markets itself as providing investment exposure to such instruments. The Fund has claimed an exclusion from the definition of the term commodity pool operator under the Commodity Exchange Act. Accordingly, neither the Fund nor the adviser with respect to the operation of the Fund is subject to CFTC regulation. Because of its management of other strategies, the Funds adviser is registered with the CFTC as a commodity pool operator and a commodity trading advisor.
Fund shares are not insured by the FDIC and are not deposits or other obligations of, or guaranteed by, any depository institution. Shares are subject to investment risks, including possible loss of principal invested.
Annual Report June 30, 2016
Eaton Vance
Senior Income Trust
Table of Contents
Managements Discussion of Fund Performance |
2 | |||
Performance |
3 | |||
Fund Profile |
4 | |||
Endnotes and Additional Disclosures |
5 | |||
Financial Statements |
6 | |||
Report of Independent Registered Public Accounting Firm |
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
Managements 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 Kingdoms 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 markets 10-year average of 3.1%, according to Standard & Poors 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 Funds 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 Funds 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 funds 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 Funds 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 Funds underweight to utilities and avoidance of TXU contributed to the Funds relative results versus the Index, as the utilities sector trailed the overall loan market, as represented by the Index, during the period. The Funds 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 Funds performance versus the Index. In contrast, the Funds underweight to lodging and casinos, a sector that outperformed the Index during the period, detracted from the Funds 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
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 Funds actual future results may differ significantly from those stated in any forward looking statement, depending on factors such as changes in securities or financial markets or general economic conditions, the volume of sales and purchases of Fund shares, the continuation of investment advisory, administrative and service contracts, and other risks discussed from time to time in the Funds filings with the Securities and Exchange Commission. |
2 | S&P/LSTA Leveraged Loan Index is an unmanaged index of the institutional leveraged loan market. Unless otherwise stated, index returns do not reflect the effect of any applicable sales charges, commissions, expenses, taxes or leverage, as applicable. It is not possible to invest directly in an index. |
3 | Performance results reflect the effects of leverage. Performance since inception for an index, if presented, is the performance since the Funds or oldest share class inception, as applicable. |
4 | The shares of the Fund often trade at a discount or premium from their net asset value. The discount or premium of the Fund may vary over time and may be higher or lower than what is quoted in this report. For up-to-date premium/discount information, please refer to http://eatonvance.com/closedend. |
5 | The Distribution Rate is based on the Funds last regular distribution per share in the period (annualized) divided by the Funds NAV or market price at the end of the period. The Funds distributions may be comprised of amounts characterized for federal income tax purposes as qualified and non-qualified ordinary dividends, capital gains and nondividend distributions, also known as return of capital. For additional information about nondividend distributions, please refer to Eaton Vance Closed-End Fund Distribution Notices (19a) posted on our website, eatonvance.com. The Fund will determine the federal income tax character of distributions paid to a shareholder after the end of the calendar year. This is reported on the IRS form 1099-DIV and provided to the shareholder shortly after each year-end. For information about the tax character of distributions made in prior calendar years, please refer to Performance-Tax Character of Distributions on the Funds webpage available at eatonvance.com. The Funds distributions are determined by the investment adviser based on its current assessment of the Funds long-term return potential. 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 Funds APS and borrowings outstanding as a percentage of Fund net assets applicable to common shares plus APS and borrowings outstanding. Use of leverage creates an opportunity for income, but creates risks including greater price volatility. The cost of leverage rises and falls with changes in short-term interest rates. The Fund may be required to maintain prescribed asset coverage for its leverage and may be required to reduce its leverage at an inopportune time. |
7 | Excludes cash and cash equivalents. |
8 | 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. |
5 |
Eaton Vance
Senior Income Trust
June 30, 2016
Portfolio of Investments
Senior Floating-Rate Loans 134.6%(1) | ||||||||||||
Borrower/Tranche Description | Principal Amount* (000s 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, |
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 |
882 | 875,227 | ||||||||||
Term Loan, 3.75%, Maturing |
462 | 457,080 | ||||||||||
Term Loan, 3.75%, Maturing |
513 | 507,866 | ||||||||||
Term Loan, 3.75%, Maturing |
1,136 | 1,121,987 | ||||||||||
$ | 5,807,605 | |||||||||||
Air Transport 0.5% |
| |||||||||||
Virgin America, Inc. |
||||||||||||
Term Loan, 4.50%, Maturing |
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 |
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 |
534 | 534,283 | ||||||||||
Term Loan, 3.25%, Maturing December 31, 2018 |
604 | 605,181 | ||||||||||
Federal-Mogul Holdings Corporation |
||||||||||||
Term Loan, 4.75%, Maturing |
1,916 | 1,782,961 | ||||||||||
Horizon Global Corporation |
||||||||||||
Term Loan, 7.00%, Maturing |
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 |
108 | 108,343 | ||||||||||
TI Group Automotive Systems, LLC |
||||||||||||
Term Loan, 4.50%, Maturing |
EUR | 372 | 410,110 | |||||||||
Term Loan, 4.50%, Maturing |
571 | 560,700 |
Borrower/Tranche Description | Principal Amount* (000s 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* (000s omitted) |
Value | ||||||||||
Building and Development (continued) |
| |||||||||||
Summit Materials Companies I, LLC |
||||||||||||
Term Loan, 4.00%, Maturing |
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 |
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 |
464 | 461,109 | ||||||||||
CPM Holdings, Inc. |
||||||||||||
Term Loan, 6.00%, Maturing |
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 |
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 |
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* (000s 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 |
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* (000s omitted) |
Value | ||||||||||
Cable and Satellite Television (continued) |
| |||||||||||
Numericable Group SA |
||||||||||||
Term Loan, 4.56%, Maturing |
174 | $ | 172,322 | |||||||||
Term Loan, 4.00%, Maturing |
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 |
400 | 398,333 | ||||||||||
Virgin Media Investment Holdings Limited |
||||||||||||
Term Loan, 3.65%, Maturing |
1,323 | 1,291,939 | ||||||||||
Term Loan, 4.25%, Maturing |
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 |
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 |
249 | 249,998 | ||||||||||
Ineos Finance PLC |
||||||||||||
Term Loan, 4.25%, Maturing March 31, 2022 |
EUR | 222 | 241,999 |
Borrower/Tranche Description | Principal Amount* (000s 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 |
EUR | 413 | 460,633 | |||||||||
Term Loan, 4.75%, Maturing |
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 |
147 | 146,125 | ||||||||||
Term Loan, 4.50%, Maturing |
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 |
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* (000s 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 |
191 | 190,856 | ||||||||||
Pelican Products, Inc. |
||||||||||||
Term Loan, 5.25%, Maturing |
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 |
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* (000s 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 |
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 |
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 |
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 |
1,035 | $ | 543,629 | |||||||||
Avago Technologies Cayman Ltd. |
||||||||||||
Term Loan, 4.25%, Maturing |
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* (000s 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 |
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 |
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 |
213 | 212,843 | ||||||||||
Term Loan - Second Lien, 10.25%, Maturing February 8, 2019 |
900 | 898,125 |
Borrower/Tranche Description | Principal Amount* (000s 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 |
760 | 755,678 | ||||||||||
Veritas Bermuda Ltd. |
||||||||||||
Term Loan, 6.63%, Maturing |
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 |
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 |
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* (000s 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 |
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* (000s 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 |
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 | ||||||||||
Landrys, 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. Changs China Bistro, Inc. |
||||||||||||
Term Loan, 4.25%, Maturing |
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* (000s 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 |
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 |
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 |
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 |
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 |
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 |
43 | 43,229 | ||||||||||
Term Loan, 4.25%, Maturing |
142 | 141,650 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Health Care (continued) |
| |||||||||||
Global Healthcare Exchange, LLC |
||||||||||||
Term Loan, 5.25%, Maturing |
521 | $ | 522,046 | |||||||||
Greatbatch Ltd. |
||||||||||||
Term Loan, 5.25%, Maturing |
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 |
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 |
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 |
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 |
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* (000s 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 |
1,587 | 1,461,702 | ||||||||||
Term Loan, 4.75%, Maturing |
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* (000s 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 |
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 |
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 |
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 |
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 |
744 | 743,910 | ||||||||||
Bombardier Recreational Products, Inc. |
||||||||||||
Term Loan, Maturing June 30, |
2,125 | 2,103,750 | ||||||||||
Bright Horizons Family Solutions, Inc. |
||||||||||||
Term Loan, 3.75%, Maturing |
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* (000s 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 |
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* (000s omitted) |
Value | ||||||||||
Lodging and Casinos (continued) |
| |||||||||||
Hilton Worldwide Finance, LLC |
||||||||||||
Term Loan, 3.50%, Maturing |
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 |
243 | 241,681 | ||||||||||
Scientific Games International, Inc. |
||||||||||||
Term Loan, 6.00%, Maturing |
1,779 | 1,760,284 | ||||||||||
Term Loan, 6.00%, Maturing |
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 |
125 | $ | 123,125 | |||||||||
Term Loan, 3.50%, Maturing May 22, 2020 |
890 | 467,105 | ||||||||||
Arch Coal, Inc. |
||||||||||||
DIP Loan, 5.00%, Maturing |
325 | 323,375 | ||||||||||
Term Loan, 7.50%, Maturing May 16, 2018 |
1,424 | 671,117 | ||||||||||
Dynacast International, LLC |
||||||||||||
Term Loan, 4.50%, Maturing |
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, |
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* (000s 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 |
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 |
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 |
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 |
103 | 58,844 | ||||||||||
Term Loan, 4.25%, Maturing |
169 | 96,338 | ||||||||||
Term Loan, 4.25%, Maturing |
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* (000s 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 |
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 |
298 | 297,334 | ||||||||||
ProQuest, LLC |
||||||||||||
Term Loan, 5.75%, Maturing |
815 | 790,630 | ||||||||||
Springer Science+Business Media Deutschland GmbH |
||||||||||||
Term Loan, 4.50%, Maturing |
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 |
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 |
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 |
319 | 319,167 | ||||||||||
Nexstar Broadcasting, Inc. |
||||||||||||
Term Loan, 3.75%, Maturing |
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* (000s 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 |
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 |
GBP | 175 | $ | 227,533 | ||||||||
Term Loan, 3.76%, Maturing |
GBP | 150 | 195,694 | |||||||||
Bass Pro Group, LLC |
||||||||||||
Term Loan, 4.00%, Maturing |
1,143 | 1,128,273 | ||||||||||
CDW, LLC |
||||||||||||
Term Loan, 3.25%, Maturing |
2,661 | 2,662,920 | ||||||||||
Coinamatic Canada, Inc. |
||||||||||||
Term Loan, 4.25%, Maturing |
22 | 21,594 | ||||||||||
Davids Bridal, Inc. |
||||||||||||
Term Loan, 5.25%, Maturing October 11, 2019 |
808 | 731,817 | ||||||||||
Dollar Tree, Inc. |
||||||||||||
Term Loan, 3.50%, Maturing |
979 | 979,833 | ||||||||||
Evergreen Acqco 1 L.P. |
||||||||||||
Term Loan, 5.00%, Maturing |
586 | 515,176 | ||||||||||
Harbor Freight Tools USA, Inc. |
||||||||||||
Term Loan, 4.75%, Maturing |
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 | ||||||||||
Mens Wearhouse, Inc. (The) |
||||||||||||
Term Loan, 4.50%, Maturing |
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* (000s 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 |
55 | 55,166 | ||||||||||
Term Loan, 4.00%, Maturing |
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* (000s omitted) |
Value | ||||||||||
Telecommunications (continued) |
| |||||||||||
Telesat Canada |
||||||||||||
Term Loan, 3.50%, Maturing |
3,313 | $ | 3,300,418 | |||||||||
$ | 9,392,469 | |||||||||||
Utilities 3.6% |
| |||||||||||
Calpine Construction Finance Company L.P. |
||||||||||||
Term Loan, 3.00%, Maturing |
509 | $ | 500,126 | |||||||||
Term Loan, 3.25%, Maturing January 31, 2022 |
194 | 190,781 | ||||||||||
Calpine Corporation |
||||||||||||
Term Loan, 3.50%, Maturing |
1,535 | 1,520,114 | ||||||||||
Dynegy Holdings, Inc. |
||||||||||||
Term Loan, 4.00%, Maturing |
463 | 453,748 | ||||||||||
Electrical Components International, Inc. |
||||||||||||
Term Loan, 5.75%, Maturing |
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 |
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 |
|
$ | 338,822,031 | |||||||||
Corporate Bonds & Notes 9.6% | ||||||||||||
Security | Principal Amount* (000s omitted) |
Value | ||||||||||
Aerospace and Defense 0.1% |
| |||||||||||
Aerojet Rocketdyne Holdings, Inc. |
||||||||||||
7.125%, 3/15/21 |
30 | $ | 31,657 |
Security | Principal Amount* (000s 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* (000s 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 |