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: 811-21411
Eaton Vance Senior Floating-Rate 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)
October 31
Date of Fiscal Year End
October 31, 2018
Date of Reporting Period
Item 1. Reports to Stockholders
Eaton Vance
Senior Floating-Rate Trust (EFR)
Annual Report
October 31, 2018
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 October 31, 2018
Eaton Vance
Senior Floating-Rate 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 |
45 | |||
Federal Tax Information |
46 | |||
Annual Meeting of Shareholders |
47 | |||
Dividend Reinvestment Plan |
48 | |||
Management and Organization |
50 | |||
Important Notices |
53 |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Managements Discussion of Fund Performance1
Economic and Market Conditions
The U.S. floating-rate loan market experienced a positive return and limited price volatility for the 12-month period ended October 31, 2018. The S&P/LSTA Leveraged Loan Index (the Index),2 a broad barometer of the U.S. loan market, returned 4.54% during the period. For the period as a whole, performance was composed of coupon generation, with loan prices virtually unchanged.
About a month after the period opened, the U.S. Federal Reserve Board announced, in December, its third rate hike for 2017, followed by interest rate hikes in March, June, and September of 2018. Unlike fixed-income securities, the impact of interest rate changes on the value of floating-rate loans is typically reduced by periodic interest rate resets. As a result, the loan market was helped by increasing investor demand for floating-rate loans during this rising interest rate environment.
Technical conditions were positive for most of the period with demand generally outpacing supply. The collateralized loan obligation market was a strong driver of demand, and retail mutual funds saw positive inflows for nine of the periods 12 months. For the period as a whole, loan prices were relatively stable, beginning at an average price of $98.16 and ending the period at $98.14. Approximately 85% of performing loans ended the period bid at 98% of par value or higher.
With the U.S. economys recovery accelerating modestly during the period, health in corporate fundamentals reflected relatively benign conditions. While the high-profile default of iHeartCommunications, an Index component, pushed up the default rate to 2.42% on a 12-month trailing basis ended March 2018, the default rate settled down to 1.92% for the annual period ended October 31, 2018, below its long-term 3% average.
Fund Performance
For the fiscal year ended October 31, 2018, Eaton Vance Senior Floating-Rate Trust (the Fund) returned 7.25% at net asset value (NAV). By comparison, the Funds benchmark, the Index, returned 4.54% for the period.
The Index is unmanaged and returns do not reflect any applicable sales charges, commissions, expenses, or leverage. Outperformance of the Fund versus the Index for the period was a function of the Funds credit-rating8 position, diversification,9 loan selection, and application of investment leverage.6
Historically, the Fund has maintained underweight exposures, relative to the Index, to lower credit segments of the market, namely CCC- and D- (defaulted) rating tiers within the Index. This positioning may help the Fund limit credit losses over the long run, but may detract from relative performance versus the Index in times when lower-quality loans perform well. During the period, the Funds underweight to CCC-rated loans, which returned 8.82%, detracted from performance versus the Index. However, the Funds underweight to D-rated loans, which returned 8.43%, contributed to results versus the Index.
The Funds underweight exposure to the retail sector, excluding food and drugs, during the period was a detractor from relative results versus the Index, as the sector rallied after suffering negative returns during the previous one-year period ended October 31, 2017. Loan selections in the oil and gas sector, which recovered from negative performance during the previous one-year period, helped results versus the Index.
Loan selections in the cable and satellite television sector helped Fund performance versus the Index during the period. In contrast, loan selections in the electronics/electrical sector detracted from results relative to the Index during the period.
The Funds employment of leverage contributed to performance versus the Index, which does not employ leverage. The use of leverage amplified the positive return of the Funds underlying portfolio during the period. However, the Funds holdings in high-yield bonds detracted from performance versus the Index, which does not include high- yield bonds. High-yield bonds underperformed the loan market during the period.
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 Floating-Rate Trust
October 31, 2018
Performance2,3
Portfolio Managers Scott H. Page, CFA and Craig P. Russ
% Average Annual Total Returns | Inception Date | One Year | Five Years | Ten Years | ||||||||||||
Fund at NAV |
11/28/2003 | 7.25 | % | 6.09 | % | 11.66 | % | |||||||||
Fund at Market Price |
| 2.04 | 3.28 | 10.96 | ||||||||||||
S&P/LSTA Leveraged Loan Index |
| 4.54 | % | 3.97 | % | 7.66 | % | |||||||||
% Premium/Discount to NAV4 | ||||||||||||||||
12.62 | % | |||||||||||||||
Distributions5 | ||||||||||||||||
Total Distributions per share for the period |
$ | 0.856 | ||||||||||||||
Distribution Rate at NAV |
5.47 | % | ||||||||||||||
Distribution Rate at Market Price |
6.25 | % | ||||||||||||||
% Total Leverage6 | ||||||||||||||||
Auction Preferred Shares (APS) |
8.77 | % | ||||||||||||||
Borrowings |
25.69 |
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 Floating-Rate Trust
October 31, 2018
Fund Profile
Top 10 Issuers (% of total investments)7
Reynolds Group Holdings, Inc. |
1.1 | % | ||
Bausch Health Companies, Inc. |
1.1 | |||
Asurion LLC |
1.1 | |||
TransDigm, Inc. |
1.0 | |||
Univision Communications, Inc. |
1.0 | |||
Virgin Media Investment Holdings Limited |
0.8 | |||
JBS USA, LLC |
0.8 | |||
Jaguar Holding Company II |
0.8 | |||
Albertsons, LLC |
0.8 | |||
MA FinanceCo., LLC |
0.7 | |||
Total |
9.2 | % |
Top 10 Sectors (% of total investments)7
Electronics/Electrical |
11.3 | % | ||
Health Care |
9.9 | |||
Business Equipment and Services |
9.0 | |||
Chemicals and Plastics |
4.8 | |||
Telecommunications |
4.5 | |||
Drugs |
4.2 | |||
Industrial Equipment |
4.0 | |||
Cable and Satellite Television |
3.9 | |||
Lodging and Casinos |
3.8 | |||
Leisure Goods/Activities/Movies |
3.7 | |||
Total |
59.1 | % |
Credit Quality (% of bonds, loans and asset-backed securities)8
See Endnotes and Additional Disclosures in this report.
4 |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
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. The Funds performance for certain periods reflects the effects of expense reductions. Absent these reductions, performance would have been lower. Performance since inception for an index, if presented, is the performance since the Funds or oldest share class inception, as applicable. Included in the average annual total return at NAV for the one year period is the impact of the tender and repurchase of a portion of the Funds APS at 92% of the Funds APS per share liquidation preference. Included in the average annual total return at NAV for the five and ten year periods is the impact of the tender and repurchase of a portion of the Funds APS at 95% of the Funds APS per share liquidation preference. Had these transactions not occurred, the total return at NAV would be lower for the Fund. |
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 Global Ratings (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 (if any) are not rated by S&P. |
9 | Diversification cannot ensure a profit or eliminate the risk of loss. |
Fund profile subject to change due to active management. |
Important Notice to Shareholders
Effective January 31, 2018, the Fund is managed by Scott H. Page and Craig P. Russ. |
5 |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments
Senior Floating-Rate Loans 140.1%(1) |
| |||||||||||
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Aerospace and Defense 2.0% | ||||||||||||
Accudyne Industries, LLC | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing August 18, 2024 |
626 | $ | 624,745 | |||||||||
IAP Worldwide Services, Inc. | ||||||||||||
Revolving Loan, 1.46%, (3 mo. USD LIBOR + 5.50%), Maturing July 18, 2019(2) |
311 | 312,104 | ||||||||||
Term Loan - Second Lien, 8.89%, (3 mo. USD LIBOR + 6.50%), Maturing July 18, 2019(3) |
412 | 333,135 | ||||||||||
TransDigm, Inc. | ||||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing June 9, 2023 |
5,995 | 5,974,783 | ||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing August 22, 2024 |
2,558 | 2,549,684 | ||||||||||
Wesco Aircraft Hardware Corp. | ||||||||||||
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.00%), Maturing November 30, 2020 |
878 | 875,306 | ||||||||||
WP CPP Holdings, LLC | ||||||||||||
Term Loan, 6.28%, (2 mo. USD LIBOR + 3.75%), Maturing April 30, 2025 |
525 | 527,379 | ||||||||||
$ | 11,197,136 | |||||||||||
Automotive 2.8% | ||||||||||||
American Axle and Manufacturing, Inc. | ||||||||||||
Term Loan, 4.62%, (USD LIBOR + 2.25%), Maturing April 6, 2024(4) |
2,998 | $ | 2,998,125 | |||||||||
Apro, LLC | ||||||||||||
Term Loan, 6.34%, (2 mo. USD LIBOR + 4.00%), Maturing August 8, 2024 |
267 | 268,544 | ||||||||||
Belron Finance US, LLC | ||||||||||||
Term Loan, 4.59%, (3 mo. USD LIBOR + 2.25%), Maturing November 7, 2024 |
521 | 524,319 | ||||||||||
Chassix, Inc. | ||||||||||||
Term Loan, 7.91%, (USD LIBOR + 5.50%), Maturing November 15, 2023(4) |
1,340 | 1,344,900 | ||||||||||
Dayco Products, LLC | ||||||||||||
Term Loan, 6.56%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023 |
1,004 | 1,012,745 | ||||||||||
FCA US, LLC | ||||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2018 |
1,209 | 1,211,305 | ||||||||||
Garrett LX III S.a.r.l. | ||||||||||||
Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), Maturing September 30, 2025 |
EUR | 450 | 507,357 | |||||||||
Term Loan, 4.89%, (3 mo. USD LIBOR + 2.50%), Maturing September 30, 2025 |
250 | 249,844 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Automotive (continued) | ||||||||||||
Horizon Global Corporation | ||||||||||||
Term Loan, 8.30%, (1 mo. USD LIBOR + 6.00%), Maturing June 30, 2021 |
337 | $ | 329,269 | |||||||||
L&W, Inc. | ||||||||||||
Term Loan, 6.29%, (1 mo. USD LIBOR + 4.00%), Maturing May 22, 2025 |
773 | 776,445 | ||||||||||
Tenneco, Inc. | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing October 1, 2025 |
3,475 | 3,469,572 | ||||||||||
TI Group Automotive Systems, LLC | ||||||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 2.75%, Floor 0.75%), Maturing June 30, 2022 |
EUR | 776 | 882,782 | |||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2022 |
957 | 953,818 | ||||||||||
Tower Automotive Holdings USA, LLC | ||||||||||||
Term Loan, 5.06%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024 |
1,134 | 1,134,607 | ||||||||||
$ | 15,663,632 | |||||||||||
Beverage and Tobacco 0.8% | ||||||||||||
Arterra Wines Canada, Inc. | ||||||||||||
Term Loan, 5.09%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023 |
2,461 | $ | 2,470,598 | |||||||||
Flavors Holdings, Inc. | ||||||||||||
Term Loan, 8.14%, (3 mo. USD LIBOR + 5.75%), Maturing April 3, 2020 |
1,038 | 983,567 | ||||||||||
Term Loan - Second Lien, 12.39%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2021 |
1,000 | 875,000 | ||||||||||
$ | 4,329,165 | |||||||||||
Brokerage / Securities Dealers / Investment Houses 0.5% | ||||||||||||
Advisor Group, Inc. | ||||||||||||
Term Loan, 6.04%, (1 mo. USD LIBOR + 3.75%), Maturing August 15, 2025 |
550 | $ | 553,266 | |||||||||
Aretec Group, Inc. | ||||||||||||
Term Loan, 6.51%, (3 mo. USD LIBOR + 4.25%), Maturing October 1, 2025 |
1,125 | 1,132,382 | ||||||||||
OZ Management L.P. | ||||||||||||
Term Loan, 7.06%, (1 mo. USD LIBOR + 4.75%), Maturing April 11, 2023 |
520 | 523,900 | ||||||||||
Resolute Investment Managers, Inc. | ||||||||||||
Term Loan - Second Lien, 10.03%, (3 mo. USD LIBOR + 7.50%), Maturing April 30, 2023 |
550 | 556,875 | ||||||||||
$ | 2,766,423 |
6 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Building and Development 3.9% | ||||||||||||
American Builders & Contractors Supply Co., Inc. | ||||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing October 31, 2023 |
2,635 | $ | 2,614,173 | |||||||||
Beacon Roofing Supply, Inc. | ||||||||||||
Term Loan, 4.53%, (3 mo. USD LIBOR + 2.25%), Maturing January 2, 2025 |
572 | 567,885 | ||||||||||
Brookfield Property REIT, Inc. | ||||||||||||
Term Loan, 4.79%, (1 mo. USD LIBOR + 2.50%), Maturing August 27, 2025 |
950 | 937,085 | ||||||||||
Core & Main L.P. | ||||||||||||
Term Loan, 5.32%, (3 mo. USD LIBOR + 3.00%), Maturing August 1, 2024 |
743 | 743,118 | ||||||||||
CPG International, Inc. | ||||||||||||
Term Loan, 6.25%, (6 mo. USD LIBOR + 3.75%), Maturing May 5, 2024 |
1,868 | 1,881,114 | ||||||||||
DTZ U.S. Borrower, LLC | ||||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing August 21, 2025 |
5,400 | 5,406,248 | ||||||||||
Henry Company, LLC | ||||||||||||
Term Loan, 6.30%, (1 mo. USD LIBOR + 4.00%), Maturing October 5, 2023 |
394 | 394,649 | ||||||||||
Pisces Midco, Inc. | ||||||||||||
Term Loan, Maturing April 12, 2025(5) |
750 | 748,281 | ||||||||||
Quikrete Holdings, Inc. | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023 |
2,524 | 2,518,405 | ||||||||||
RE/MAX International, Inc. | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing December 15, 2023 |
1,830 | 1,839,431 | ||||||||||
Realogy Group, LLC | ||||||||||||
Term Loan, 4.53%, (1 mo. USD LIBOR + 2.25%), Maturing February 8, 2025 |
560 | 559,181 | ||||||||||
Summit Materials Companies I, LLC | ||||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing November 21, 2024 |
596 | 593,546 | ||||||||||
Werner FinCo L.P. | ||||||||||||
Term Loan, 6.26%, (1 mo. USD LIBOR + 4.00%), Maturing July 24, 2024 |
1,090 | 1,081,571 | ||||||||||
WireCo WorldGroup, Inc. | ||||||||||||
Term Loan, 7.30%, (1 mo. USD LIBOR + 5.00%), Maturing September 30, 2023 |
564 | 568,783 | ||||||||||
Term Loan - Second Lien, 11.30%, (1 mo. USD LIBOR + 9.00%), Maturing September 30, 2024 |
1,350 | 1,363,500 | ||||||||||
$ | 21,816,970 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Business Equipment and Services 13.5% | ||||||||||
Acosta Holdco, Inc. | ||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021 |
2,924 | $ | 2,180,936 | |||||||
Adtalem Global Education, Inc. | ||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing April 11, 2025 |
374 | 377,647 | ||||||||
AlixPartners, LLP | ||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing April 4, 2024 |
2,219 | 2,224,340 | ||||||||
Altran Technologies SA | ||||||||||
Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), Maturing March 20, 2025 |
EUR | 1,395 | 1,586,794 | |||||||
AppLovin Corporation | ||||||||||
Term Loan, 6.06%, (3 mo. USD LIBOR + 3.75%), Maturing August 15, 2025 |
1,475 | 1,489,290 | ||||||||
ASGN Incorporated | ||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing April 2, 2025 |
455 | 456,102 | ||||||||
Blitz F18-675 GmbH | ||||||||||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 31, 2025 |
EUR | 1,500 | 1,715,661 | |||||||
Bracket Intermediate Holding Corp. | ||||||||||
Term Loan, 6.57%, (3 mo. USD LIBOR + 4.25%), Maturing September 5, 2025 |
875 | 878,281 | ||||||||
Brand Energy & Infrastructure Services, Inc. | ||||||||||
Term Loan, 6.73%, (3 mo. USD LIBOR + 4.25%), Maturing June 21, 2024 |
518 | 521,354 | ||||||||
Camelot UK Holdco Limited | ||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing October 3, 2023 |
1,881 | 1,883,348 | ||||||||
Cast and Crew Payroll, LLC | ||||||||||
Term Loan, 5.06%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024 |
394 | 394,677 | ||||||||
Ceridian HCM Holding, Inc. | ||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing April 30, 2025 |
1,425 | 1,428,562 | ||||||||
Change Healthcare Holdings, LLC | ||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2024 |
6,362 | 6,362,314 | ||||||||
CPM Holdings, Inc. | ||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing April 11, 2022 |
266 | 266,563 | ||||||||
Term Loan, Maturing October 24, 2025(5) |
300 | 302,250 | ||||||||
Crossmark Holdings, Inc. | ||||||||||
Term Loan, 5.89%, (3 mo. USD LIBOR + 3.50%), Maturing December 20, 2019 |
1,123 | 477,339 |
7 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Business Equipment and Services (continued) | ||||||||||
Cypress Intermediate Holdings III, Inc. | ||||||||||
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.00%), Maturing April 26, 2024 |
2,459 | $ | 2,464,699 | |||||||
EAB Global, Inc. | ||||||||||
Term Loan, 6.41%, (USD LIBOR + 3.75%), Maturing November 15, 2024(4) |
1,269 | 1,260,696 | ||||||||
Education Management, LLC | ||||||||||
Term Loan, 0.00%, Maturing July 2, 2020(3)(6) |
225 | 42,364 | ||||||||
Term Loan, 0.00%, Maturing July 2, 2020(3)(6) |
505 | 0 | ||||||||
EIG Investors Corp. | ||||||||||
Term Loan, 6.06%, (3 mo. USD LIBOR + 3.75%), Maturing February 9, 2023 |
3,155 | 3,169,899 | ||||||||
Element Materials Technology Group US Holdings, Inc. | ||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing June 28, 2024 |
372 | 374,514 | ||||||||
Extreme Reach, Inc. | ||||||||||
Term Loan, 8.56%, (1 mo. USD LIBOR + 6.25%), Maturing February 7, 2020 |
1,904 | 1,906,292 | ||||||||
First Data Corporation | ||||||||||
Term Loan, 4.29%, (1 mo. USD LIBOR + 2.00%), Maturing July 8, 2022 |
2,107 | 2,105,119 | ||||||||
Garda World Security Corporation | ||||||||||
Term Loan, 5.83%, (CIDOR + 4.25%), Maturing May 24, 2024 |
CAD | 862 | 656,333 | |||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing May 24, 2024 |
1,898 | 1,906,737 | ||||||||
Global Payments, Inc. | ||||||||||
Term Loan, 4.05%, (1 mo. USD LIBOR + 1.75%), Maturing April 21, 2023 |
910 | 911,161 | ||||||||
IG Investment Holdings, LLC | ||||||||||
Term Loan, 5.84%, (USD LIBOR + 3.50%), Maturing May 23, 2025(4) |
2,608 | 2,624,269 | ||||||||
Information Resources, Inc. | ||||||||||
Term Loan, 6.57%, (3 mo. USD LIBOR + 4.25%), Maturing January 18, 2024 |
837 | 838,646 | ||||||||
Iron Mountain, Inc. | ||||||||||
Term Loan, 4.05%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026 |
846 | 835,883 | ||||||||
J.D. Power and Associates | ||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing September 7, 2023 |
3,244 | 3,259,845 | ||||||||
KAR Auction Services, Inc. | ||||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 2.25%), Maturing March 11, 2021 |
1,723 | 1,725,044 | ||||||||
Kronos Incorporated | ||||||||||
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), Maturing November 1, 2023 |
5,763 | 5,778,557 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Business Equipment and Services (continued) | ||||||||||
LegalZoom.com, Inc. | ||||||||||
Term Loan, 6.54%, (1 mo. USD LIBOR + 4.25%), Maturing November 21, 2024 |
719 | $ | 725,781 | |||||||
Term Loan - Second Lien, 10.80%, (1 mo. USD LIBOR + 8.50%), Maturing November 21, 2025 |
550 | 554,812 | ||||||||
Monitronics International, Inc. | ||||||||||
Term Loan, 7.89%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022 |
2,149 | 2,103,599 | ||||||||
PGX Holdings, Inc. | ||||||||||
Term Loan, 7.56%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020 |
1,194 | 1,168,317 | ||||||||
Ping Identity Corporation | ||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing January 24, 2025 |
349 | 351,743 | ||||||||
Pre-Paid Legal Services, Inc. | ||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2025 |
436 | 438,809 | ||||||||
Prime Security Services Borrower, LLC | ||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022 |
2,630 | 2,634,656 | ||||||||
Red Ventures, LLC | ||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing November 8, 2024 |
981 | 985,088 | ||||||||
SMG Holdings, Inc. | ||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing January 23, 2025 |
224 | 224,505 | ||||||||
Solera, LLC | ||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023 |
2,290 | 2,291,078 | ||||||||
Spin Holdco, Inc. | ||||||||||
Term Loan, 5.69%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2022 |
3,495 | 3,502,004 | ||||||||
Tempo Acquisition, LLC | ||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024 |
1,832 | 1,834,413 | ||||||||
Trans Union, LLC | ||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing June 19, 2025 |
424 | 423,824 | ||||||||
Travelport Finance (Luxembourg) S.a.r.l. | ||||||||||
Term Loan, 4.81%, (3 mo. USD LIBOR + 2.50%), Maturing March 17, 2025 |
1,940 | 1,939,674 | ||||||||
Vestcom Parent Holdings, Inc. | ||||||||||
Term Loan, 6.30%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023 |
491 | 492,497 | ||||||||
WASH Multifamily Laundry Systems, LLC | ||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022 |
247 | 247,302 |
8 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Business Equipment and Services (continued) | ||||||||||||
West Corporation | ||||||||||||
Term Loan, 6.03%, (USD LIBOR + 3.50%), Maturing October 10, 2024(4) |
324 | $ | 321,047 | |||||||||
Term Loan, 6.53%, (USD LIBOR + 4.00%), Maturing October 10, 2024(4) |
1,067 | 1,064,137 | ||||||||||
Worldpay, LLC | ||||||||||||
Term Loan, 4.03%, (1 mo. USD LIBOR + 1.75%), Maturing October 14, 2023 |
286 | 286,093 | ||||||||||
Term Loan, 4.03%, (1 mo. USD LIBOR + 1.75%), Maturing August 9, 2024 |
1,766 | 1,765,512 | ||||||||||
ZPG PLC | ||||||||||||
Term Loan, 5.47%, (3 mo. GBP LIBOR + 4.75%), Maturing June 30, 2025 |
GBP | 700 | 897,872 | |||||||||
$ | 76,658,279 | |||||||||||
Cable and Satellite Television 5.9% | ||||||||||||
Altice US Finance I Corporation | ||||||||||||
Term Loan, Maturing January 10, 2026(5) |
1,000 | $ | 998,750 | |||||||||
Charter Communications Operating, LLC | ||||||||||||
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2025 |
3,499 | 3,502,936 | ||||||||||
CSC Holdings, LLC | ||||||||||||
Term Loan, 4.53%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025 |
3,504 | 3,490,342 | ||||||||||
Term Loan, 4.78%, (1 mo. USD LIBOR + 2.50%), Maturing January 25, 2026 |
1,244 | 1,247,792 | ||||||||||
Numericable Group SA | ||||||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing July 31, 2025 |
EUR | 443 | 500,657 | |||||||||
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing July 31, 2025 |
1,822 | 1,774,416 | ||||||||||
Term Loan, 5.97%, (1 mo. USD LIBOR + 3.69%), Maturing January 31, 2026 |
748 | 734,551 | ||||||||||
Radiate Holdco, LLC | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024 |
1,856 | 1,846,228 | ||||||||||
Telenet Financing USD, LLC | ||||||||||||
Term Loan, 4.53%, (1 mo. USD LIBOR + 2.25%), Maturing August 15, 2026 |
2,475 | 2,468,298 | ||||||||||
Unitymedia Finance, LLC | ||||||||||||
Term Loan, 4.53%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026 |
950 | 949,491 | ||||||||||
Unitymedia Hessen GmbH & Co. KG | ||||||||||||
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing January 15, 2027 |
EUR | 1,000 | 1,139,572 | |||||||||
UPC Financing Partnership | ||||||||||||
Term Loan, 4.78%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026 |
1,999 | 1,993,678 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Cable and Satellite Television (continued) | ||||||||||||
Virgin Media Bristol, LLC | ||||||||||||
Term Loan, 4.78%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026 |
6,725 | $ | 6,728,604 | |||||||||
Ziggo Secured Finance B.V. | ||||||||||||
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), Maturing April 15, 2025 |
EUR | 2,200 | 2,491,831 | |||||||||
Ziggo Secured Finance Partnership | ||||||||||||
Term Loan, 4.78%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025 |
3,475 | 3,410,657 | ||||||||||
$ | 33,277,803 | |||||||||||
Chemicals and Plastics 7.1% | ||||||||||||
Alpha 3 B.V. | ||||||||||||
Term Loan, 5.39%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024 |
634 | $ | 635,408 | |||||||||
Aruba Investments, Inc. | ||||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing February 2, 2022 |
978 | 979,350 | ||||||||||
Ashland, Inc. | ||||||||||||
Term Loan, 4.04%, (1 mo. USD LIBOR + 1.75%), Maturing May 17, 2024 |
568 | 569,824 | ||||||||||
Axalta Coating Systems US Holdings, Inc. | ||||||||||||
Term Loan, 4.14%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024 |
2,626 | 2,622,952 | ||||||||||
Chemours Company (The) | ||||||||||||
Term Loan, 2.50%, (3 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing March 21, 2025 |
EUR | 577 | 658,971 | |||||||||
Term Loan, 4.05%, (1 mo. USD LIBOR + 1.75%), Maturing April 3, 2025 |
303 | 301,761 | ||||||||||
Emerald Performance Materials, LLC | ||||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021 |
501 | 504,093 | ||||||||||
Term Loan - Second Lien, 10.05%, (1 mo. USD LIBOR + 7.75%), Maturing August 1, 2022 |
550 | 551,833 | ||||||||||
Ferro Corporation | ||||||||||||
Term Loan, 4.64%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024 |
320 | 320,298 | ||||||||||
Term Loan, 4.64%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024 |
327 | 327,261 | ||||||||||
Term Loan, 4.64%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024 |
419 | 419,170 | ||||||||||
Flint Group GmbH | ||||||||||||
Term Loan, 5.49%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021 |
143 | 137,320 | ||||||||||
Flint Group US, LLC | ||||||||||||
Term Loan, 5.49%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021 |
865 | 830,674 |
9 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Chemicals and Plastics (continued) | ||||||||||
Gemini HDPE, LLC | ||||||||||
Term Loan, 5.03%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024 |
2,108 | $ | 2,113,949 | |||||||
H.B. Fuller Company | ||||||||||
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.00%), Maturing October 20, 2024 |
1,910 | 1,906,427 | ||||||||
Ineos US Finance, LLC | ||||||||||
Term Loan, 2.50%, (1 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing March 31, 2024 |
EUR | 2,953 | 3,339,557 | |||||||
Invictus U.S., LLC | ||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025 |
473 | 475,284 | ||||||||
Kraton Polymers, LLC | ||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing March 5, 2025 |
916 | 914,853 | ||||||||
MacDermid, Inc. | ||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing June 7, 2020 |
1,050 | 1,051,954 | ||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023 |
2,618 | 2,618,213 | ||||||||
Messer Industries, LLC | ||||||||||
Term Loan, Maturing October 1, 2025(5) |
1,400 | 1,402,275 | ||||||||
Minerals Technologies, Inc. | ||||||||||
Term Loan, 4.56%, (USD LIBOR + 2.25%), Maturing February 14, |
844 | 846,732 | ||||||||
Orion Engineered Carbons GmbH | ||||||||||
Term Loan, 4.39%, (3 mo. USD LIBOR + 2.00%), Maturing July 25, 2024 |
1,117 | 1,121,746 | ||||||||
Term Loan, 2.25%, (3 mo. EURIBOR + 2.25%), Maturing July 31, 2024 |
EUR | 751 | 858,301 | |||||||
PMHC II, Inc. | ||||||||||
Term Loan, 6.15%, (USD LIBOR + 3.50%), Maturing March 31, 2025(4) |
348 | 341,355 | ||||||||
PQ Corporation | ||||||||||
Term Loan, 5.03%, (3 mo. USD LIBOR + 2.50%), Maturing February 8, 2025 |
2,839 | 2,840,618 | ||||||||
Schenectady International Group, Inc. | ||||||||||
Term Loan, 7.19%, (3 mo. USD LIBOR + 4.75%), Maturing October 15, 2025 |
900 | 897,187 | ||||||||
Sonneborn Refined Products B.V. | ||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020 |
63 | 63,439 | ||||||||
Sonneborn, LLC | ||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020 |
355 | 359,486 | ||||||||
Spectrum Holdings III Corp. | ||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2025 |
340 | 336,997 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Chemicals and Plastics (continued) | ||||||||||||
Starfruit Finco B.V. | ||||||||||||
Term Loan, 3.75%, (6 mo. EURIBOR + 3.75%), Maturing October 1, 2025 |
EUR | 425 | $ | 486,040 | ||||||||
Term Loan, 5.51%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025 |
2,775 | 2,773,699 | ||||||||||
Tronox Blocked Borrower, LLC | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing September 23, 2024 |
1,013 | 1,012,063 | ||||||||||
Tronox Finance, LLC | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing September 23, 2024 |
2,337 | 2,335,531 | ||||||||||
Unifrax I, LLC | ||||||||||||
Term Loan, 5.89%, (3 mo. USD LIBOR + 3.50%), Maturing April 4, 2024 |
543 | 544,836 | ||||||||||
Univar, Inc. | ||||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing July 1, 2024 |
2,438 | 2,439,810 | ||||||||||
Venator Materials Corporation | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing August 8, 2024 |
371 | 371,482 | ||||||||||
$ | 40,310,749 | |||||||||||
Conglomerates 0.0%(7) | ||||||||||||
Penn Engineering & Manufacturing Corp. | ||||||||||||
Term Loan, 5.04%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2024 |
247 | $ | 247,647 | |||||||||
$ | 247,647 | |||||||||||
Containers and Glass Products 3.9% | ||||||||||||
Berlin Packaging, LLC | ||||||||||||
Term Loan, 5.28%, (USD LIBOR + 3.00%), Maturing November 7, |
249 | $ | 249,511 | |||||||||
Berry Global, Inc. | ||||||||||||
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2022 |
786 | 786,673 | ||||||||||
BWAY Holding Company | ||||||||||||
Term Loan, 5.66%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024 |
2,455 | 2,444,514 | ||||||||||
Consolidated Container Company, LLC | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024 |
371 | 372,243 | ||||||||||
Crown Americas, LLC | ||||||||||||
Term Loan, 2.38%, (1 mo. EURIBOR + 2.38%), Maturing April 3, 2025 |
EUR | 574 | 655,375 |
10 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Containers and Glass Products (continued) | ||||||||||||
Flex Acquisition Company, Inc. | ||||||||||||
Term Loan, 5.26%, (3 mo. USD LIBOR + 3.00%), Maturing December 29, 2023 |
3,078 | $ | 3,077,574 | |||||||||
Term Loan, 5.51%, (1 mo. USD LIBOR + 3.25%), Maturing June 29, 2025 |
1,421 | 1,425,625 | ||||||||||
Libbey Glass, Inc. | ||||||||||||
Term Loan, 5.28%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021 |
1,067 | 1,066,005 | ||||||||||
Pelican Products, Inc. | ||||||||||||
Term Loan, 5.77%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2025 |
599 | 599,747 | ||||||||||
Reynolds Group Holdings, Inc. | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023 |
5,253 | 5,264,157 | ||||||||||
Ring Container Technologies Group, LLC | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024 |
720 | 720,461 | ||||||||||
Trident TPI Holdings, Inc. | ||||||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing October 17, 2024 |
EUR | 1,365 | 1,544,748 | |||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing October 17, 2024 |
546 | 543,081 | ||||||||||
Verallia Packaging S.A.S | ||||||||||||
Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), Maturing October 29, 2022 |
EUR | 1,530 | 1,736,565 | |||||||||
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing August 29, 2025 |
EUR | 1,375 | 1,564,086 | |||||||||
$ | 22,050,365 | |||||||||||
Cosmetics / Toiletries 0.3% | ||||||||||||
KIK Custom Products, Inc. | ||||||||||||
Term Loan, 6.30%, (1 mo. USD LIBOR + 4.00%), Maturing May 15, 2023 |
1,820 | $ | 1,816,459 | |||||||||
$ | 1,816,459 | |||||||||||
Drugs 5.9% | ||||||||||||
Albany Molecular Research, Inc. | ||||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing August 30, 2024 |
792 | $ | 793,287 | |||||||||
Term Loan - Second Lien, 9.30%, (1 mo. USD LIBOR + 7.00%), Maturing August 30, 2025 |
500 | 502,083 | ||||||||||
Alkermes, Inc. | ||||||||||||
Term Loan, 4.54%, (1 mo. USD LIBOR + 2.25%), Maturing March 23, 2023 |
354 | 355,973 | ||||||||||
Amneal Pharmaceuticals, LLC | ||||||||||||
Term Loan, 5.81%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025 |
3,441 | 3,460,619 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Drugs (continued) | ||||||||||||
Arbor Pharmaceuticals, Inc. | ||||||||||||
Term Loan, 7.49%, (6 mo. USD LIBOR + 5.00%), Maturing July 5, 2023 |
2,715 | $ | 2,721,756 | |||||||||
Bausch Health Companies, Inc. | ||||||||||||
Term Loan, 5.27%, (1 mo. USD LIBOR + 3.00%), Maturing June 1, 2025 |
6,161 | 6,176,155 | ||||||||||
Endo Luxembourg Finance Company I S.a.r.l. | ||||||||||||
Term Loan, 6.56%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024 |
4,641 | 4,662,484 | ||||||||||
Horizon Pharma, Inc. | ||||||||||||
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2024 |
3,929 | 3,941,624 | ||||||||||
Jaguar Holding Company II | ||||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2022 |
6,553 | 6,540,966 | ||||||||||
Mallinckrodt International Finance SA | ||||||||||||
Term Loan, 5.14%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024 |
2,473 | 2,447,410 | ||||||||||
Term Loan, 5.52%, (6 mo. USD LIBOR + 3.00%), Maturing February 24, 2025 |
846 | 841,345 | ||||||||||
PharMerica Corporation | ||||||||||||
Term Loan, 5.78%, (1 mo. USD LIBOR + 3.50%), Maturing December 6, 2024 |
771 | 774,981 | ||||||||||
Term Loan - Second Lien, 10.03%, (1 mo. USD LIBOR + 7.75%), Maturing December 7, 2025 |
400 | 400,500 | ||||||||||
$ | 33,619,183 | |||||||||||
Ecological Services and Equipment 1.1% | ||||||||||||
Advanced Disposal Services, Inc. | ||||||||||||
Term Loan, 4.46%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023 |
1,971 | $ | 1,973,401 | |||||||||
EnergySolutions, LLC | ||||||||||||
Term Loan, 6.14%, (3 mo. USD LIBOR + 3.75%), Maturing May 9, 2025 |
1,197 | 1,207,474 | ||||||||||
GFL Environmental, Inc. | ||||||||||||
Term Loan, 5.14%, (3 mo. USD LIBOR + 2.75%), Maturing May 30, 2025 |
2,107 | 2,081,604 | ||||||||||
Term Loan, 7.00%, (3 mo. USD Prime + 1.75%), Maturing May 30, 2025 |
262 | 259,232 | ||||||||||
Wastequip, LLC | ||||||||||||
Term Loan, 5.79%, (1 mo. USD LIBOR + 3.50%), Maturing March 20, 2025 |
124 | 125,114 | ||||||||||
Wrangler Buyer Corp. | ||||||||||||
Term Loan, 5.01%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024 |
695 | 696,344 | ||||||||||
$ | 6,343,169 |
11 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Electronics / Electrical 17.4% | ||||||||||
Almonde, Inc. | ||||||||||
Term Loan, 5.89%, (3 mo. USD LIBOR + 3.50%), Maturing June 13, 2024 |
3,470 | $ | 3,455,064 | |||||||
Answers Finance, LLC | ||||||||||
Term Loan - Second Lien, 9.00%, (3 mo. USD Prime + 7.90%, Cap 1.10%), |
481 | 470,977 | ||||||||
Applied Systems, Inc. | ||||||||||
Term Loan, 5.39%, (3 mo. USD LIBOR + 3.00%), Maturing September 19, 2024 |
2,228 | 2,235,234 | ||||||||
Aptean, Inc. | ||||||||||
Term Loan, 6.64%, (3 mo. USD LIBOR + 4.25%), Maturing December 20, 2022 |
1,494 | 1,497,339 | ||||||||
Avast Software B.V. | ||||||||||
Term Loan, 4.89%, (3 mo. USD LIBOR + 2.50%), Maturing September 30, 2023 |
1,355 | 1,361,917 | ||||||||
Barracuda Networks, Inc. | ||||||||||
Term Loan, 5.54%, (1 mo. USD LIBOR + 3.25%), Maturing February 12, 2025 |
1,922 | 1,925,666 | ||||||||
Blackhawk Network Holdings, Inc. | ||||||||||
Term Loan, 5.39%, (3 mo. USD LIBOR + 3.00%), Maturing June 15, 2025 |
773 | 775,575 | ||||||||
BMC Software Finance, Inc. | ||||||||||
Term Loan, 4.75%, (3 mo. EURIBOR + 4.75%), Maturing October 2, 2025 |
EUR | 275 | 315,210 | |||||||
Term Loan, 6.65%, (3 mo. USD LIBOR + 4.25%), Maturing October 2, 2025 |
3,125 | 3,138,672 | ||||||||
Campaign Monitor Finance Pty. Limited | ||||||||||
Term Loan, 7.49%, (3 mo. USD LIBOR + 5.25%), Maturing March 18, 2021 |
677 | 631,903 | ||||||||
Cohu, Inc. | ||||||||||
Term Loan, 5.40%, (3 mo. USD LIBOR + 3.00%), Maturing September 20, 2025 |
750 | 751,406 | ||||||||
CommScope, Inc. | ||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing December 29, 2022 |
360 | 361,174 | ||||||||
CPI International, Inc. | ||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024 |
644 | 644,304 | ||||||||
Cypress Semiconductor Corporation | ||||||||||
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.00%), Maturing July 5, 2021 |
987 | 986,633 | ||||||||
DigiCert, Inc. | ||||||||||
Term Loan, 6.30%, (1 mo. USD LIBOR + 4.00%), Maturing October 31, 2024 |
3,245 | 3,249,688 | ||||||||
Electro Rent Corporation | ||||||||||
Term Loan, 7.49%, (3 mo. USD LIBOR + 5.00%), Maturing January 31, 2024 |
1,228 | 1,241,942 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Electronics / Electrical (continued) | ||||||||||
Energizer Holdings, Inc. | ||||||||||
Term Loan, Maturing June 20, 2025(5) |
525 | $ | 528,058 | |||||||
Entegris, Inc. | ||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2021 |
118 | 118,759 | ||||||||
Epicor Software Corporation | ||||||||||
Term Loan, 5.56%, (1 mo. USD LIBOR + 3.25%), Maturing June 1, 2022 |
2,708 | 2,715,360 | ||||||||
Exact Merger Sub, LLC | ||||||||||
Term Loan, 6.64%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024 |
594 | 599,012 | ||||||||
EXC Holdings III Corp. | ||||||||||
Term Loan, 5.89%, (3 mo. USD LIBOR + 3.50%), Maturing December 2, 2024 |
471 | 475,563 | ||||||||
Financial & Risk US Holdings, Inc. | ||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing October 1, 2025 |
1,125 | 1,116,563 | ||||||||
Flexera Software, LLC | ||||||||||
Term Loan, 5.56%, (1 mo. USD LIBOR + 3.25%), Maturing February 26, 2025 |
249 | 249,694 | ||||||||
GlobalLogic Holdings, Inc. | ||||||||||
Term Loan, 1.63%, Maturing August 1, 2025(2) |
59 | 59,858 | ||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing August 1, 2025 |
416 | 419,002 | ||||||||
Go Daddy Operating Company, LLC | ||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing February 15, 2024 |
5,228 | 5,239,907 | ||||||||
GoodRx, Inc. | ||||||||||
Term Loan, 5.28%, (3 mo. USD LIBOR + 3.00%), Maturing October 10, 2025 |
275 | 276,547 | ||||||||
GTCR Valor Companies, Inc. | ||||||||||
Term Loan, 5.14%, (3 mo. USD LIBOR + 2.75%), Maturing June 16, 2023 |
1,367 | 1,369,239 | ||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing June 20, 2023 |
EUR | 495 | 564,166 | |||||||
Hyland Software, Inc. | ||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing July 1, 2024 |
3,779 | 3,796,966 | ||||||||
Infoblox, Inc. | ||||||||||
Term Loan, 6.80%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023 |
2,000 | 2,017,408 | ||||||||
Infor (US), Inc. | ||||||||||
Term Loan, 5.14%, (3 mo. USD LIBOR + 2.75%), Maturing February 1, 2022 |
5,845 | 5,832,362 | ||||||||
Informatica, LLC | ||||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing August 5, 2022 |
EUR | 298 | 340,079 | |||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing August 5, 2022 |
3,688 | 3,703,444 |
12 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Electronics / Electrical (continued) | ||||||||||
Lattice Semiconductor Corporation | ||||||||||
Term Loan, 6.53%, (1 mo. USD LIBOR + 4.25%), Maturing March 10, 2021 |
458 | $ | 461,070 | |||||||
MA FinanceCo., LLC | ||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing November 19, 2021 |
2,818 | 2,799,397 | ||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024 |
480 | 476,441 | ||||||||
MACOM Technology Solutions Holdings, Inc. | ||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024 |
1,193 | 1,157,368 | ||||||||
Microchip Technology Incorporated | ||||||||||
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.00%), Maturing May 29, 2025 |
2,283 | 2,277,162 | ||||||||
MTS Systems Corporation | ||||||||||
Term Loan, 5.54%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023 |
1,106 | 1,111,693 | ||||||||
Prometric Holdings, Inc. | ||||||||||
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.00%), Maturing January 29, 2025 |
299 | 299,619 | ||||||||
Renaissance Holding Corp. | ||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing May 30, 2025 |
1,197 | 1,193,010 | ||||||||
Term Loan - Second Lien, 9.30%, (1 mo. USD LIBOR + 7.00%), Maturing May 29, 2026 |
175 | 174,672 | ||||||||
Rocket Software, Inc. | ||||||||||
Term Loan, 6.14%, (3 mo. USD LIBOR + 3.75%), Maturing October 14, 2023 |
1,276 | 1,280,908 | ||||||||
Seattle Spinco, Inc. | ||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024 |
3,242 | 3,218,532 | ||||||||
SGS Cayman L.P. | ||||||||||
Term Loan, 7.76%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 |
383 | 365,250 | ||||||||
SkillSoft Corporation | ||||||||||
Term Loan, 7.05%, (1 mo. USD LIBOR + 4.75%), Maturing April 28, 2021 |
4,738 | 4,384,813 | ||||||||
SolarWinds Holdings, Inc. | ||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing February 5, 2024 |
1,886 | 1,892,286 | ||||||||
Southwire Company | ||||||||||
Term Loan, 4.29%, (1 mo. USD LIBOR + 2.00%), Maturing May 19, 2025 |
574 | 575,785 | ||||||||
SS&C Technologies Holdings Europe S.a.r.l. | ||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025 |
1,323 | 1,317,791 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Electronics / Electrical (continued) | ||||||||||||
SS&C Technologies, Inc. | ||||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025 |
3,412 | $ | 3,399,874 | |||||||||
SurveyMonkey, Inc. | ||||||||||||
Term Loan, 6.06%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025 |
1,045 | 1,050,225 | ||||||||||
Sutherland Global Services, Inc. | ||||||||||||
Term Loan, 7.76%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 |
1,644 | 1,569,095 | ||||||||||
Switch, Ltd. | ||||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing June 27, 2024 |
247 | 247,698 | ||||||||||
Tibco Software, Inc. | ||||||||||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing December 4, 2020 |
494 | 494,644 | ||||||||||
TriTech Software Systems | ||||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing August 29, 2025 |
825 | 828,438 | ||||||||||
TTM Technologies, Inc. | ||||||||||||
Term Loan, 4.76%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2024 |
297 | 296,954 | ||||||||||
Uber Technologies | ||||||||||||
Term Loan, 5.78%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023 |
4,144 | 4,153,252 | ||||||||||
Term Loan, 6.28%, (1 mo. USD LIBOR + 4.00%), Maturing April 4, 2025 |
1,471 | 1,476,140 | ||||||||||
Ultra Clean Holdings, Inc. | ||||||||||||
Term Loan, 6.80%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025 |
875 | 860,781 | ||||||||||
Verifone Systems, Inc. | ||||||||||||
Term Loan, 6.32%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025 |
900 | 901,800 | ||||||||||
Veritas Bermuda, Ltd. | ||||||||||||
Term Loan, 6.82%, (USD LIBOR + 4.50%), Maturing January 27, |
2,172 | 2,078,519 | ||||||||||
Vero Parent, Inc. | ||||||||||||
Term Loan, 7.30%, (1 mo. USD LIBOR + 5.00%), Maturing August 16, 2024 |
2,450 | 2,459,745 | ||||||||||
Wall Street Systems Delaware, Inc. | ||||||||||||
Term Loan, 4.00%, (3 mo. EURIBOR + 3.00%, Floor 1.00%), Maturing November 21, 2024 |
EUR | 571 | 653,392 | |||||||||
Term Loan, 5.39%, (3 mo. USD LIBOR + 3.00%), Maturing November 21, 2024 |
744 | 740,653 | ||||||||||
Western Digital Corporation | ||||||||||||
Term Loan, 4.04%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023 |
1,612 | 1,605,078 | ||||||||||
$ | 98,266,776 |
13 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Equipment Leasing 0.8% | ||||||||||||
Avolon TLB Borrower 1 (US), LLC | ||||||||||||
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2025 |
4,059 | $ | 4,053,159 | |||||||||
IBC Capital Limited | ||||||||||||
Term Loan, 6.09%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023 |
572 | 572,125 | ||||||||||
$ | 4,625,284 | |||||||||||
Financial Intermediaries 4.2% | ||||||||||||
Citco Funding, LLC | ||||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing March 31, 2022 |
2,504 | $ | 2,513,426 | |||||||||
Clipper Acquisitions Corp. | ||||||||||||
Term Loan, 4.03%, (1 mo. USD LIBOR + 1.75%), Maturing December 27, 2024 |
1,166 | 1,167,636 | ||||||||||
Ditech Holding Corporation | ||||||||||||
Term Loan, 8.30%, (1 mo. USD LIBOR + 6.00%), Maturing June 30, 2022 |
3,385 | 3,148,472 | ||||||||||
Donnelley Financial Solutions, Inc. | ||||||||||||
Term Loan, 5.22%, (1 week USD LIBOR + 3.00%), Maturing October 2, 2023 |
169 | 169,351 | ||||||||||
EIG Management Company, LLC | ||||||||||||
Term Loan, 6.06%, (3 mo. USD LIBOR + 3.75%), Maturing February 22, 2025 |
249 | 250,460 | ||||||||||
Evergood 4 ApS | ||||||||||||
Term Loan, Maturing February 6, 2025(5) |
EUR | 107 | 121,773 | |||||||||
Term Loan, Maturing February 6, 2025(5) |
EUR | 568 | 649,456 | |||||||||
Focus Financial Partners, LLC | ||||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing July 3, 2024 |
1,796 | 1,800,549 | ||||||||||
Fortress Investment Group, LLC | ||||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing December 27, 2022 |
975 | 975,456 | ||||||||||
Franklin Square Holdings L.P. | ||||||||||||
Term Loan, 4.81%, (1 mo. USD LIBOR + 2.50%), Maturing August 1, 2025 |
525 | 527,290 | ||||||||||
Freedom Mortgage Corporation | ||||||||||||
Term Loan, 7.05%, (1 mo. USD LIBOR + 4.75%), Maturing February 23, 2022 |
1,857 | 1,872,841 | ||||||||||
Greenhill & Co., Inc. | ||||||||||||
Term Loan, 6.05%, (USD LIBOR + 3.75%), Maturing October 12, 2022(4) |
963 | 968,516 | ||||||||||
GreenSky Holdings, LLC | ||||||||||||
Term Loan, 5.56%, (1 mo. USD LIBOR + 3.25%), Maturing March 31, 2025 |
1,368 | 1,374,966 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Financial Intermediaries (continued) | ||||||||||||
Guggenheim Partners, LLC | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023 |
1,020 | $ | 1,027,604 | |||||||||
Harbourvest Partners, LLC | ||||||||||||
Term Loan, 4.53%, (1 mo. USD LIBOR + 2.25%), Maturing March 1, 2025 |
1,043 | 1,045,509 | ||||||||||
LPL Holdings, Inc. | ||||||||||||
Term Loan, 4.53%, (1 mo. USD LIBOR + 2.25%), Maturing September 23, 2024 |
1,358 | 1,362,090 | ||||||||||
MIP Delaware, LLC | ||||||||||||
Term Loan, 5.39%, (3 mo. USD LIBOR + 3.00%), Maturing March 9, 2020 |
99 | 99,133 | ||||||||||
Ocwen Financial Corporation | ||||||||||||
Term Loan, 7.28%, (1 mo. USD LIBOR + 5.00%), Maturing December 5, 2020 |
281 | 283,001 | ||||||||||
Sesac Holdco II, LLC | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing February 23, 2024 |
542 | 541,073 | ||||||||||
StepStone Group L.P. | ||||||||||||
Term Loan, 6.29%, (1 mo. USD LIBOR + 4.00%), Maturing March 14, 2025 |
597 | 602,224 | ||||||||||
Victory Capital Holdings, Inc. | ||||||||||||
Term Loan, 5.14%, (3 mo. USD LIBOR + 2.75%), Maturing February 12, 2025 |
253 | 253,778 | ||||||||||
Virtus Investment Partners, Inc. | ||||||||||||
Term Loan, 4.91%, (3 mo. USD LIBOR + 2.50%), Maturing June 1, 2024 |
650 | 652,261 | ||||||||||
Walker & Dunlop, Inc. | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing December 11, 2020 |
2,092 | 2,105,209 | ||||||||||
$ | 23,512,074 | |||||||||||
Food Products 4.1% | ||||||||||||
Alphabet Holding Company, Inc. | ||||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024 |
2,351 | $ | 2,250,588 | |||||||||
Badger Buyer Corp. | ||||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing September 30, 2024 |
347 | 346,284 | ||||||||||
CHG PPC Parent, LLC | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025 |
474 | 473,220 | ||||||||||
Del Monte Foods, Inc. | ||||||||||||
Term Loan, 5.56%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021 |
2,158 | 1,920,260 |
14 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Food Products (continued) | ||||||||||||
Dole Food Company, Inc. | ||||||||||||
Term Loan, 5.05%, (USD LIBOR + 2.75%), Maturing April 6, 2024(4) |
1,671 | $ | 1,669,135 | |||||||||
Froneri International PLC | ||||||||||||
Term Loan, 2.63%, (3 mo. EURIBOR + 2.63%), Maturing January 22, 2025 |
EUR | 2,675 | 3,049,858 | |||||||||
Hearthside Food Solutions, LLC | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing May 23, 2025 |
698 | 687,558 | ||||||||||
High Liner Foods Incorporated | ||||||||||||
Term Loan, 5.65%, (3 mo. USD LIBOR + 3.25%), Maturing April 24, 2021 |
759 | 719,270 | ||||||||||
HLF Financing S.a.r.l. | ||||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2025 |
1,025 | 1,030,125 | ||||||||||
Jacobs Douwe Egberts International B.V. | ||||||||||||
Term Loan, 2.75%, (3 mo. EURIBOR + 2.00%, Floor 0.75%), Maturing July 1, 2022 |
EUR | 277 | 315,744 | |||||||||
Term Loan, 4.63%, (3 mo. USD LIBOR + 2.25%), Maturing July 1, 2022 |
1,576 | 1,579,622 | ||||||||||
JBS USA, LLC | ||||||||||||
Term Loan, 4.84%, (3 mo. USD LIBOR + 2.50%), Maturing October 30, 2022 |
6,852 | 6,860,248 | ||||||||||
Nomad Foods Europe Midco Limited | ||||||||||||
Term Loan, 4.53%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024 |
1,194 | 1,190,020 | ||||||||||
Post Holdings, Inc. | ||||||||||||
Term Loan, 4.29%, (1 mo. USD LIBOR + 2.00%), Maturing May 24, 2024 |
982 | 981,741 | ||||||||||
Restaurant Technologies, Inc. | ||||||||||||
Term Loan, 5.65%, (3 mo. USD LIBOR + 3.25%), Maturing October 1, 2025 |
200 | 201,000 | ||||||||||
$ | 23,274,673 | |||||||||||
Food Service 2.4% | ||||||||||||
1011778 B.C. Unlimited Liability Company | ||||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing February 16, 2024 |
5,420 | $ | 5,404,276 | |||||||||
Aramark Services, Inc. | ||||||||||||
Term Loan, 4.05%, (1 mo. USD LIBOR + 1.75%), Maturing March 11, 2025 |
839 | 840,970 | ||||||||||
Del Friscos Restaurant Group, Inc. | ||||||||||||
Term Loan, 8.31%, (1 mo. USD LIBOR + 6.00%), Maturing June 27, 2025 |
574 | 562,091 | ||||||||||
Dhanani Group, Inc. | ||||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing July 20, 2025 |
599 | 596,256 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Food Service (continued) | ||||||||||||
IRB Holding Corp. | ||||||||||||
Term Loan, 5.46%, (2 mo. USD LIBOR + 3.25%), Maturing February 5, 2025 |
1,846 | $ | 1,846,534 | |||||||||
KFC Holding Co. | ||||||||||||
Term Loan, 4.04%, (1 mo. USD LIBOR + 1.75%), Maturing April 3, 2025 |
956 | 956,965 | ||||||||||
NPC International, Inc. | ||||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing April 19, 2024 |
864 | 868,383 | ||||||||||
Seminole Hard Rock Entertainment, Inc. | ||||||||||||
Term Loan, 5.15%, (3 mo. USD LIBOR + 2.75%), Maturing May 14, 2020 |
261 | 261,485 | ||||||||||
US Foods, Inc. | ||||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing June 27, 2023 |
796 | 795,716 | ||||||||||
Welbilt, Inc. | ||||||||||||
Term Loan, 4.78%, (1 mo. USD LIBOR + 2.50%), Maturing October 23, 2025 |
1,417 | 1,417,107 | ||||||||||
$ | 13,549,783 | |||||||||||
Food / Drug Retailers 1.4% | ||||||||||||
Albertsons, LLC | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing August 25, 2021 |
1,217 | $ | 1,216,591 | |||||||||
Term Loan, 5.38%, (3 mo. USD LIBOR + 3.00%), Maturing December 21, 2022 |
1,474 | 1,471,909 | ||||||||||
Term Loan, 5.31%, (3 mo. USD LIBOR + 3.00%), Maturing June 22, 2023 |
3,691 | 3,674,178 | ||||||||||
Term Loan, Maturing October 29, 2025(5) |
200 | 198,650 | ||||||||||
Diplomat Pharmacy, Inc. | ||||||||||||
Term Loan, 6.81%, (1 mo. USD LIBOR + 4.50%), Maturing December 20, 2024 |
464 | 466,634 | ||||||||||
Holland & Barrett International | ||||||||||||
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing August 9, 2024 |
EUR | 400 | 440,742 | |||||||||
Term Loan, 6.05%, (3 mo. GBP LIBOR + 5.25%), Maturing September 2, 2024 |
GBP | 400 | 488,273 | |||||||||
$ | 7,956,977 | |||||||||||
Health Care 14.0% | ||||||||||||
Acadia Healthcare Company, Inc. | ||||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing February 11, 2022 |
235 | $ | 235,788 | |||||||||
ADMI Corp. | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing April 30, 2025 |
1,671 | 1,677,339 |
15 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Health Care (continued) | ||||||||||
Akorn, Inc. | ||||||||||
Term Loan, 7.81%, (1 mo. USD LIBOR + 5.50%), Maturing April 16, 2021 |
1,836 | $ | 1,703,961 | |||||||
Alliance Healthcare Services, Inc. | ||||||||||
Term Loan, 6.80%, (1 mo. USD LIBOR + 4.50%), Maturing October 24, 2023 |
1,010 | 1,016,944 | ||||||||
Term Loan - Second Lien, 12.30%, (1 mo. USD LIBOR + 10.00%), Maturing April 24, 2024 |
475 | 476,187 | ||||||||
Argon Medical Devices, Inc. | ||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing January 23, 2025 |
771 | 776,105 | ||||||||
Athletico Management, LLC | ||||||||||
Term Loan, Maturing October 31, 2025(5) |
525 | 527,625 | ||||||||
Auris Luxembourg III S.a.r.l. | ||||||||||
Term Loan, 5.39%, (3 mo. USD LIBOR + 3.00%), Maturing January 17, 2022 |
748 | 747,938 | ||||||||
Avantor, Inc. | ||||||||||
Term Loan, 6.30%, (1 mo. USD LIBOR + 4.00%), Maturing November 21, 2024 |
1,216 | 1,225,501 | ||||||||
Beaver-Visitec International, Inc. | ||||||||||
Term Loan, 6.39%, (3 mo. USD LIBOR + 4.00%), Maturing August 21, 2023 |
784 | 786,975 | ||||||||
BioClinica, Inc. | ||||||||||
Term Loan, 6.75%, (3 mo. USD LIBOR + 4.25%), Maturing October 20, 2023 |
1,451 | 1,378,600 | ||||||||
BW NHHC Holdco, Inc. | ||||||||||
Term Loan, 7.29%, (1 mo. USD LIBOR + 5.00%), Maturing May 15, 2025 |
973 | 955,543 | ||||||||
Carestream Dental Equipment, Inc. | ||||||||||
Term Loan, 5.64%, (3 mo. USD LIBOR + 3.25%), Maturing September 1, 2024 |
1,361 | 1,356,145 | ||||||||
Certara L.P. | ||||||||||
Term Loan, 5.89%, (1 mo. USD LIBOR + 3.50%), Maturing August 15, 2024 |
990 | 992,475 | ||||||||
CHG Healthcare Services, Inc. | ||||||||||
Term Loan, 5.45%, (USD LIBOR + 3.00%), Maturing June 7, 2023(4) |
3,181 | 3,195,382 | ||||||||
Community Health Systems, Inc. | ||||||||||
Term Loan, 5.56%, (3 mo. USD LIBOR + 3.25%), Maturing January 27, 2021 |
1,811 | 1,777,628 | ||||||||
Concentra, Inc. | ||||||||||
Term Loan, 5.03%, (1 mo. USD LIBOR + 2.75%), Maturing June 1, 2022 |
777 | 779,644 | ||||||||
Convatec, Inc. | ||||||||||
Term Loan, 4.64%, (3 mo. USD LIBOR + 2.25%), Maturing October 31, 2023 |
566 | 570,446 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Health Care (continued) | ||||||||||
CPI Holdco, LLC | ||||||||||
Term Loan, 5.89%, (3 mo. USD LIBOR + 3.50%), Maturing March 21, 2024 |
790 | $ | 794,496 | |||||||
CryoLife, Inc. | ||||||||||
Term Loan, 5.64%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2024 |
496 | 500,592 | ||||||||
CTC AcquiCo GmbH | ||||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing March 7, 2025 |
EUR | 829 | 940,646 | |||||||
DaVita, Inc. | ||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing June 24, 2021 |
1,600 | 1,604,964 | ||||||||
DJO Finance, LLC | ||||||||||
Term Loan, 5.60%, (USD LIBOR + 3.25%), Maturing June 8, 2020(4) |
2,080 | 2,078,305 | ||||||||
Envision Healthcare Corporation | ||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025 |
4,475 | 4,391,403 | ||||||||
Equian, LLC | ||||||||||
Term Loan, 5.54%, (1 mo. USD LIBOR + 3.25%), Maturing May 20, 2024 |
593 | 594,049 | ||||||||
Gentiva Health Services, Inc. | ||||||||||
Term Loan, 6.06%, (1 mo. USD LIBOR + 3.75%), Maturing July 2, 2025 |
1,979 | 1,986,558 | ||||||||
GHX Ultimate Parent Corporation | ||||||||||
Term Loan, 5.64%, (3 mo. USD LIBOR + 3.25%), Maturing June 28, 2024 |
891 | 891,244 | ||||||||
Greatbatch Ltd. | ||||||||||
Term Loan, 5.28%, (1 mo. USD LIBOR + 3.00%), Maturing October 27, 2022 |
1,694 | 1,703,076 | ||||||||
Grifols Worldwide Operations USA, Inc. | ||||||||||
Term Loan, 4.47%, (1 week USD LIBOR + 2.25%), Maturing January 31, 2025 |
3,349 | 3,355,487 | ||||||||
Hanger, Inc. | ||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing March 6, 2025 |
1,045 | 1,043,444 | ||||||||
Indivior Finance S.a.r.l. | ||||||||||
Term Loan, 7.03%, (3 mo. USD LIBOR + 4.50%), Maturing December 18, 2022 |
1,925 | 1,919,904 | ||||||||
Inovalon Holdings, Inc. | ||||||||||
Term Loan, 5.81%, (1 mo. USD LIBOR + 3.50%), Maturing April 2, 2025 |
1,197 | 1,197,000 | ||||||||
IQVIA, Inc. | ||||||||||
Term Loan, 4.39%, (3 mo. USD LIBOR + 2.00%), Maturing March 7, 2024 |
493 | 495,065 | ||||||||
Term Loan, 4.39%, (3 mo. USD LIBOR + 2.00%), Maturing January 17, 2025 |
916 | 918,469 |
16 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Health Care (continued) | ||||||||||
Kinetic Concepts, Inc. | ||||||||||
Term Loan, 5.64%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2024 |
2,642 | $ | 2,654,496 | |||||||
KUEHG Corp. | ||||||||||
Term Loan, 6.14%, (3 mo. USD LIBOR + 3.75%), Maturing February 21, 2025 |
2,983 | 3,002,158 | ||||||||
Term Loan - Second Lien, 10.64%, (3 mo. USD LIBOR + 8.25%), Maturing August 18, 2025 |
400 | 406,000 | ||||||||
Medical Solutions, LLC | ||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing June 9, 2024 |
744 | 746,103 | ||||||||
MedPlast Holdings, Inc. | ||||||||||
Term Loan, 6.15%, (3 mo. USD LIBOR + 3.75%), Maturing July 2, 2025 |
450 | 453,656 | ||||||||
MPH Acquisition Holdings, LLC | ||||||||||
Term Loan, 5.14%, (3 mo. USD LIBOR + 2.75%), Maturing June 7, 2023 |
3,213 | 3,210,334 | ||||||||
National Mentor Holdings, Inc. | ||||||||||
Term Loan, 5.39%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2021 |
990 | 989,866 | ||||||||
Navicure, Inc. | ||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing November 1, 2024 |
770 | 773,144 | ||||||||
New Millennium Holdco, Inc. | ||||||||||
Term Loan, 8.80%, (1 mo. USD LIBOR + 6.50%), Maturing December 21, 2020 |
490 | 269,448 | ||||||||
One Call Corporation | ||||||||||
Term Loan, 7.53%, (1 mo. USD LIBOR + 5.25%), Maturing November 25, 2022 |
2,362 | 2,223,490 | ||||||||
Ortho-Clinical Diagnostics SA | ||||||||||
Term Loan, 5.54%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025 |
3,262 | 3,255,278 | ||||||||
Parexel International Corporation | ||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024 |
2,574 | 2,543,434 | ||||||||
Press Ganey Holdings, Inc. | ||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing October 23, 2023 |
737 | 738,564 | ||||||||
Prospect Medical Holdings, Inc. | ||||||||||
Term Loan, 7.81%, (1 mo. USD LIBOR + 5.50%), Maturing February 22, 2024 |
1,169 | 1,175,701 | ||||||||
R1 RCM, Inc. | ||||||||||
Term Loan, 7.65%, (3 mo. USD LIBOR + 5.25%), Maturing May 8, 2025 |
574 | 573,562 | ||||||||
RadNet, Inc. | ||||||||||
Term Loan, 6.22%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2023 |
1,470 | 1,476,861 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Health Care (continued) | ||||||||||||
Select Medical Corporation | ||||||||||||
Term Loan, 4.78%, (3 mo. USD LIBOR + 2.50%), Maturing March 6, 2025 |
1,601 | $ | 1,607,828 | |||||||||
Sotera Health Holdings, LLC | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing May 15, 2022 |
828 | 829,202 | ||||||||||
Sound Inpatient Physicians | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing June 27, 2025 |
449 | 449,997 | ||||||||||
Surgery Center Holdings, Inc. | ||||||||||||
Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing September 2, 2024 |
990 | 989,381 | ||||||||||
Syneos Health, Inc. | ||||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing August 1, 2024 |
371 | 371,291 | ||||||||||
Team Health Holdings, Inc. | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024 |
1,995 | 1,892,400 | ||||||||||
Tecomet, Inc. | ||||||||||||
Term Loan, 5.78%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2024 |
765 | 767,823 | ||||||||||
U.S. Anesthesia Partners, Inc. | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024 |
1,136 | 1,140,045 | ||||||||||
Universal Hospital Services, Inc. | ||||||||||||
Term Loan, Maturing October 18, 2025(5) |
425 | 428,187 | ||||||||||
Verscend Holding Corp. | ||||||||||||
Term Loan, 6.80%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025 |
1,475 | 1,486,984 | ||||||||||
Wink Holdco, Inc. | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing December 2, 2024 |
471 | 471,143 | ||||||||||
$ | 79,521,304 | |||||||||||
Home Furnishings 1.0% | ||||||||||||
Bright Bidco B.V. | ||||||||||||
Term Loan, 5.86%, (USD LIBOR + 3.50%), Maturing June 30, 2024(4) |
1,507 | $ | 1,479,797 | |||||||||
Serta Simmons Bedding, LLC | ||||||||||||
Term Loan, 5.77%, (USD LIBOR + 3.50%), Maturing November 8, 2023(4) |
4,372 | 3,975,355 | ||||||||||
$ | 5,455,152 | |||||||||||
Industrial Equipment 6.2% | ||||||||||||
AL Alpine AT Bidco GmbH | ||||||||||||
Term Loan, Maturing
September 30, |
225 | $ | 225,563 |
17 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Industrial Equipment (continued) | ||||||||||
Altra Industrial Motion Corp. | ||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2025 |
725 | $ | 724,094 | |||||||
Apex Tool Group, LLC | ||||||||||
Term Loan, 6.05%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2022 |
2,355 | 2,327,917 | ||||||||
CFSP Acquisition Corp. | ||||||||||
Term Loan, 1.00%, Maturing March 20, 2025(2) |
46 | 45,667 | ||||||||
Term Loan, 5.29%, (1 mo. USD LIBOR + 3.00%), Maturing March 20, 2025 |
203 | 201,446 | ||||||||
Clark Equipment Company | ||||||||||
Term Loan, 4.38%, (USD LIBOR + 2.00%), Maturing May 18, 2024(4) |
1,613 | 1,609,605 | ||||||||
Coherent Holding GmbH | ||||||||||
Term Loan, 2.75%, (3 mo. EURIBOR + 2.00%, Floor 0.75%), Maturing November 7, 2023 |
EUR | 666 | 762,252 | |||||||
Delachaux SA | ||||||||||
Term Loan, 5.89%, (3 mo. USD LIBOR + 3.50%), Maturing October 28, 2021 |
379 | 381,892 | ||||||||
DexKo Global, Inc. | ||||||||||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024 |
EUR | 299 | 341,070 | |||||||
Term Loan, 3.75%, (1 week EURIBOR + 3.75%), Maturing July 24, 2024 |
EUR | 747 | 852,675 | |||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing July 24, 2024 |
844 | 846,975 | ||||||||
DXP Enterprises, Inc. | ||||||||||
Term Loan, 7.05%, (1 mo. USD LIBOR + 4.75%), Maturing August 29, 2023 |
495 | 498,712 | ||||||||
Engineered Machinery Holdings, Inc. | ||||||||||
Term Loan, 5.64%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024 |
1,823 | 1,807,375 | ||||||||
EWT Holdings III Corp. | ||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing December 20, 2024 |
1,918 | 1,915,817 | ||||||||
Filtration Group Corporation | ||||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing March 29, 2025 |
EUR | 373 | 425,614 | |||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025 |
1,592 | 1,600,624 | ||||||||
Gardner Denver, Inc. | ||||||||||
Term Loan, 3.00%, (1 mo. EURIBOR + 3.00%), Maturing July 30, 2024 |
EUR | 381 | 434,048 | |||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing July 30, 2024 |
1,037 | 1,041,415 | ||||||||
Gates Global, LLC | ||||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing April 1, 2024 |
EUR | 862 | 979,100 | |||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing April 1, 2024 |
4,185 | 4,197,286 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Industrial Equipment (continued) | ||||||||||||
Hamilton Holdco, LLC | ||||||||||||
Term Loan, 4.40%, (3 mo. USD LIBOR + 2.00%), Maturing July 2, 2025 |
823 | $ | 823,709 | |||||||||
Hayward Industries, Inc. | ||||||||||||
Term Loan, 5.79%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024 |
446 | 448,493 | ||||||||||
LTI Holdings, Inc. | ||||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing September 6, 2025 |
450 | 450,281 | ||||||||||
Milacron, LLC | ||||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2023 |
2,550 | 2,555,827 | ||||||||||
Paladin Brands Holding, Inc. | ||||||||||||
Term Loan, 7.89%, (3 mo. USD LIBOR + 5.50%), Maturing August 15, 2022 |
1,194 | 1,198,895 | ||||||||||
Pro Mach Group, Inc. | ||||||||||||
Term Loan, 5.28%, (1 mo. USD LIBOR + 3.00%), Maturing March 7, 2025 |
224 | 223,175 | ||||||||||
Rexnord, LLC | ||||||||||||
Term Loan, 4.29%, (1 mo. USD LIBOR + 2.00%), Maturing August 21, 2024 |
1,897 | 1,902,772 | ||||||||||
Robertshaw US Holding Corp. | ||||||||||||
Term Loan, 5.81%, (1 mo. USD LIBOR + 3.50%), Maturing February 28, 2025 |
970 | 960,424 | ||||||||||
Shape Technologies Group, Inc. | ||||||||||||
Term Loan, 5.30%, (USD LIBOR + 3.00%), Maturing April 20, 2025(4) |
224 | 224,297 | ||||||||||
Tank Holding Corp. | ||||||||||||
Term Loan, 5.81%, (USD LIBOR + 3.50%), Maturing
March 17, |
1,054 | 1,057,280 | ||||||||||
Thermon Industries, Inc. | ||||||||||||
Term Loan, 6.01%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2024 |
330 | 332,664 | ||||||||||
Titan Acquisition Limited | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025 |
2,886 | 2,724,394 | ||||||||||
Wittur GmbH | ||||||||||||
Term Loan, 5.00%, (3 mo. EURIBOR + 4.00%, Floor 1.00%), Maturing March 31, 2022 |
EUR | 900 | 1,031,491 | |||||||||
$ | 35,152,849 | |||||||||||
Insurance 4.7% | ||||||||||||
Alliant Holdings I, Inc. | ||||||||||||
Term Loan, 5.28%, (1 mo. USD LIBOR + 3.00%), Maturing May 9, 2025 |
2,333 | $ | 2,333,688 | |||||||||
AmWINS Group, Inc. | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024 |
2,810 | 2,820,763 |
18 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Insurance (continued) | ||||||||||||
Asurion, LLC | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing August 4, 2022 |
4,665 | $ | 4,678,267 | |||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023 |
2,075 | 2,080,379 | ||||||||||
Term Loan - Second Lien, 8.80%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025 |
2,475 | 2,544,609 | ||||||||||
Financiere CEPSAS | ||||||||||||
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing January 16, 2025 |
EUR | 500 | 564,343 | |||||||||
FrontDoor, Inc. | ||||||||||||
Term Loan, 4.81%, (1 mo. USD LIBOR + 2.50%), Maturing August 14, 2025 |
450 | 453,375 | ||||||||||
Hub International Limited | ||||||||||||
Term Loan, 5.49%, (3 mo. USD LIBOR + 3.00%), Maturing April 25, 2025 |
4,813 | 4,807,783 | ||||||||||
NFP Corp. | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing January 8, 2024 |
2,400 | 2,395,370 | ||||||||||
Sedgwick Claims Management Services, Inc. | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2021 |
1,069 | 1,070,561 | ||||||||||
USI, Inc. | ||||||||||||
Term Loan, 5.39%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024 |
2,797 | 2,784,165 | ||||||||||
$ | 26,533,303 | |||||||||||
Leisure Goods / Activities / Movies 5.5% | ||||||||||||
AMC Entertainment Holdings, Inc. | ||||||||||||
Term Loan, 4.53%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2022 |
2,110 | $ | 2,113,178 | |||||||||
Term Loan, 4.53%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2023 |
540 | 541,253 | ||||||||||
Ancestry.com Operations, Inc. | ||||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing October 19, 2023 |
2,867 | 2,877,590 | ||||||||||
Bombardier Recreational Products, Inc. | ||||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing May 23, 2025 |
4,323 | 4,318,688 | ||||||||||
CDS U.S. Intermediate Holdings, Inc. | ||||||||||||
Term Loan, 6.14%, (3 mo. USD LIBOR + 3.75%), Maturing July 8, 2022 |
1,052 | 1,041,030 | ||||||||||
ClubCorp Holdings, Inc. | ||||||||||||
Term Loan, 5.14%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024 |
1,738 | 1,713,576 | ||||||||||
Crown Finance US, Inc. | ||||||||||||
Term Loan, 2.63%, (1 mo. EURIBOR + 2.63%), Maturing February 28, 2025 |
EUR | 846 | 962,010 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Leisure Goods / Activities / Movies (continued) | ||||||||||||
Crown Finance US, Inc. (continued) | ||||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing February 28, 2025 |
1,965 | $ | 1,959,511 | |||||||||
Delta 2 (LUX) S.a.r.l. | ||||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2024 |
1,538 | 1,523,777 | ||||||||||
Emerald Expositions Holding, Inc. | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024 |
1,095 | 1,094,917 | ||||||||||
Etraveli Holding AB | ||||||||||||
Term Loan, 4.50%, (3 mo. EURIBOR + 4.50%), Maturing August 2, 2024 |
EUR | 775 | 885,485 | |||||||||
Lindblad Expeditions, Inc. | ||||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing March 21, 2025 |
195 | 196,890 | ||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing March 21, 2025 |
1,510 | 1,525,895 | ||||||||||
Live Nation Entertainment, Inc. | ||||||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 1.75%), Maturing October 31, 2023 |
2,445 | 2,451,374 | ||||||||||
Match Group, Inc. | ||||||||||||
Term Loan, 4.78%, (1 mo. USD LIBOR + 2.50%), Maturing November 16, 2022 |
503 | 506,898 | ||||||||||
Sabre GLBL, Inc. | ||||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing February 22, 2024 |
944 | 944,818 | ||||||||||
SeaWorld Parks & Entertainment, Inc. | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing March 31, 2024 |
1,694 | 1,693,795 | ||||||||||
SRAM, LLC | ||||||||||||
Term Loan, 5.10%, (2 mo. USD LIBOR + 2.75%), Maturing March 15, 2024 |
1,620 | 1,623,797 | ||||||||||
Steinway Musical Instruments, Inc. | ||||||||||||
Term Loan, 6.03%, (1 mo. USD LIBOR + 3.75%), Maturing February 13, 2025 |
846 | 846,807 | ||||||||||
Travel Leaders Group, LLC | ||||||||||||
Term Loan, 6.29%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024 |
898 | 908,411 | ||||||||||
UFC Holdings, LLC | ||||||||||||
Term Loan, 5.56%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023 |
1,397 | 1,406,225 | ||||||||||
$ | 31,135,925 | |||||||||||
Lodging and Casinos 5.9% | ||||||||||||
Aristocrat Technologies, Inc. | ||||||||||||
Term Loan, 4.22%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024 |
1,088 | $ | 1,085,933 |
19 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Lodging and Casinos (continued) | ||||||||||
Azelis Finance S.A. | ||||||||||
Term Loan, Maturing July 31, 2025(5) |
EUR | 450 | $ | 515,798 | ||||||
Boyd Gaming Corporation | ||||||||||
Term Loan, 4.47%, (1 week USD LIBOR + 2.25%), Maturing September 15, 2023 |
934 | 937,111 | ||||||||
CityCenter Holdings, LLC | ||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing April 18, 2024 |
2,448 | 2,445,882 | ||||||||
Eldorado Resorts, LLC | ||||||||||
Term Loan, 4.56%, (USD LIBOR + 2.25%), Maturing April 17, 2024(4) |
808 | 810,310 | ||||||||
ESH Hospitality, Inc. | ||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing August 30, 2023 |
1,215 | 1,215,497 | ||||||||
Four Seasons Hotels Limited | ||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing November 30, 2023 |
909 | 909,665 | ||||||||
Golden Nugget, Inc. | ||||||||||
Term Loan, 5.23%, (USD LIBOR + 2.75%), Maturing October 4, 2023(4) |
4,206 | 4,219,741 | ||||||||
GVC Holdings PLC | ||||||||||
Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), Maturing March 29, 2024 |
EUR | 1,250 | 1,423,053 | |||||||
Term Loan, 4.30%, (3 mo. GBP LIBOR + 3.50%), Maturing March 29, 2024 |
GBP | 650 | 835,071 | |||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.50%), Maturing March 29, 2024 |
1,045 | 1,046,709 | ||||||||
Hanjin International Corp. | ||||||||||
Term Loan, 4.94%, (3 mo. USD LIBOR + 2.50%), Maturing October 18, 2020 |
500 | 500,000 | ||||||||
Hilton Worldwide Finance, LLC | ||||||||||
Term Loan, 4.03%, (1 mo. USD LIBOR + 1.75%), Maturing October 25, 2023 |
3,668 | 3,675,365 | ||||||||
Las Vegas Sands, LLC | ||||||||||
Term Loan, 4.05%, (1 mo. USD LIBOR + 1.75%), Maturing March 27, 2025 |
1,020 | 1,017,615 | ||||||||
MGM Growth Properties Operating Partnership L.P. | ||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing March 21, 2025 |
1,877 | 1,873,356 | ||||||||
Playa Resorts Holding B.V. | ||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024 |
2,424 | 2,392,420 | ||||||||
Stars Group Holdings B.V. (The) | ||||||||||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 10, 2025 |
EUR | 900 | 1,031,385 | |||||||
Term Loan, 5.89%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025 |
3,940 | 3,957,363 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Lodging and Casinos (continued) | ||||||||||||
VICI Properties 1, LLC | ||||||||||||
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.00%), Maturing December 20, 2024 |
2,124 | $ | 2,121,540 | |||||||||
Wyndham Hotels & Resorts, Inc. | ||||||||||||
Term Loan, 4.05%, (1 mo. USD LIBOR + 1.75%), Maturing May 30, 2025 |
1,275 | 1,276,116 | ||||||||||
$ | 33,289,930 | |||||||||||
Nonferrous Metals / Minerals 1.3% | ||||||||||||
CD&R Hydra Buyer, Inc. | ||||||||||||
Term Loan, 7.50%, (0.00% Cash, 7.50% PIK), Maturing August 15, 2021(3)(8) |
140 | $ | 119,600 | |||||||||
Dynacast International, LLC | ||||||||||||
Term Loan, 5.64%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022 |
1,194 | 1,196,672 | ||||||||||
Global Brass & Copper, Inc. | ||||||||||||
Term Loan, 4.81%, (1 mo. USD LIBOR + 2.50%), Maturing May 29, 2025 |
809 | 810,521 | ||||||||||
Murray Energy Corporation | ||||||||||||
Term Loan, 9.78%, (3 mo. USD LIBOR + 7.25%), Maturing October 17, 2022 |
1,883 | 1,716,498 | ||||||||||
Noranda Aluminum Acquisition Corporation | ||||||||||||
Term Loan, 0.00%, Maturing February 28, 2019(3)(6) |
888 | 68,477 | ||||||||||
Oxbow Carbon, LLC | ||||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing January 4, 2023 |
1,426 | 1,430,971 | ||||||||||
Term Loan - Second Lien, 9.80%, (1 mo. USD LIBOR + 7.50%), Maturing January 4, 2024 |
725 | 741,313 | ||||||||||
Rain Carbon GmbH | ||||||||||||
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing January 16, 2025 |
EUR | 925 | 1,053,464 | |||||||||
$ | 7,137,516 | |||||||||||
Oil and Gas 2.3% | ||||||||||||
Ameriforge Group, Inc. | ||||||||||||
Term Loan, 9.39%, (3 mo. USD LIBOR + 7.00%), Maturing June 8, 2022 |
732 | $ | 737,744 | |||||||||
Apergy Corporation | ||||||||||||
Term Loan, 4.81%, (1 mo. USD LIBOR + 2.50%), Maturing May 9, 2025 |
333 | 333,826 | ||||||||||
Centurion Pipeline Company, LLC | ||||||||||||
Term Loan, 5.64%, (3 mo. USD LIBOR + 3.25%), Maturing September 29, 2025 |
250 | 252,188 | ||||||||||
CITGO Petroleum Corporation | ||||||||||||
Term Loan, 5.90%, (3 mo. USD LIBOR + 3.50%), Maturing July 29, 2021 |
936 | 936,780 |
20 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Oil and Gas (continued) | ||||||||||||
Delek US Holdings, Inc. | ||||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing March 31, 2025 |
373 | $ | 373,591 | |||||||||
Fieldwood Energy, LLC | ||||||||||||
Term Loan, 7.55%, (1 mo. USD LIBOR + 5.25%), Maturing April 11, 2022 |
2,377 | 2,397,798 | ||||||||||
Term Loan - Second Lien, 9.55%, (1 mo. USD LIBOR + 7.25%), Maturing April 11, 2023 |
202 | 193,323 | ||||||||||
Green Plains Renewable Energy, Inc. | ||||||||||||
Term Loan, 7.81%, (1 mo. USD LIBOR + 5.50%), Maturing August 18, 2023 |
990 | 1,001,550 | ||||||||||
McDermott Technology Americas, Inc. | ||||||||||||
Term Loan, 7.30%, (1 mo. USD LIBOR + 5.00%), Maturing May 10, 2025 |
1,194 | 1,185,642 | ||||||||||
Medallion Midland Acquisition, LLC | ||||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing October 30, 2024 |
221 | 219,421 | ||||||||||
MEG Energy Corp. | ||||||||||||
Term Loan, 5.81%, (1 mo. USD LIBOR + 3.50%), Maturing December 31, 2023 |
1,267 | 1,271,088 | ||||||||||
PSC Industrial Holdings Corp. | ||||||||||||
Term Loan, 6.04%, (1 mo. USD LIBOR + 3.75%), Maturing October 3, 2024 |
695 | 696,487 | ||||||||||
Sheridan Investment Partners II L.P. | ||||||||||||
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
34 | 31,064 | ||||||||||
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
92 | 83,293 | ||||||||||
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
660 | 598,768 | ||||||||||
Sheridan Production Partners I, LLC | ||||||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
112 | 107,441 | ||||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
184 | 175,900 | ||||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
1,388 | 1,327,462 | ||||||||||
Ultra Resources, Inc. | ||||||||||||
Term Loan, 5.47%, (3 mo. USD LIBOR + 3.00%), Maturing April 12, 2024 |
1,450 | 1,362,094 | ||||||||||
$ | 13,285,460 | |||||||||||
Publishing 1.6% | ||||||||||||
Ascend Learning, LLC | ||||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024 |
1,089 | $ | 1,090,361 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Publishing (continued) | ||||||||||||
Getty Images, Inc. | ||||||||||||
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.50%), Maturing October 18, 2019 |
3,330 | $ | 3,299,826 | |||||||||
Harland Clarke Holdings Corp. | ||||||||||||
Term Loan, 7.14%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023 |
799 | 750,946 | ||||||||||
Lamar Media Corporation | ||||||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 1.75%), Maturing March 14, 2025 |
522 | 524,116 | ||||||||||
LSC Communications, Inc. | ||||||||||||
Term Loan, 7.80%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2022 |
917 | 921,250 | ||||||||||
Merrill Communications, LLC | ||||||||||||
Term Loan, 7.78%, (3 mo. USD LIBOR + 5.25%), Maturing June 1, 2022 |
263 | 265,996 | ||||||||||
Multi Color Corporation | ||||||||||||
Term Loan, 4.30%, (1 mo. USD LIBOR + 2.00%), Maturing October 31, 2024 |
323 | 323,638 | ||||||||||
ProQuest, LLC | ||||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.25%), Maturing October 24, 2021 |
1,616 | 1,625,259 | ||||||||||
Tweddle Group, Inc. | ||||||||||||
Term Loan, 6.95%, (6 mo. USD LIBOR + 4.50%), Maturing September 17, 2023 |
249 | 241,472 | ||||||||||
$ | 9,042,864 | |||||||||||
Radio and Television 3.6% | ||||||||||||
ALM Media Holdings, Inc. | ||||||||||||
Term Loan, 6.89%, (3 mo. USD LIBOR + 4.50%), Maturing July 31, 2020 |
380 | $ | 347,264 | |||||||||
CBS Radio, Inc. | ||||||||||||
Term Loan, 5.04%, (1 mo. USD LIBOR + 2.75%), Maturing November 18, 2024 |
1,501 | 1,495,995 | ||||||||||
Cumulus Media New Holdings, Inc. | ||||||||||||
Term Loan, 6.81%, (1 mo. USD LIBOR + 4.50%), Maturing May 15, 2022 |
2,963 | 2,926,750 | ||||||||||
Entravision Communications Corporation | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024 |
1,064 | 1,052,721 | ||||||||||
Gray Television, Inc. | ||||||||||||
Term Loan, 4.52%, (3 mo. USD LIBOR + 2.25%), Maturing February 7, 2024 |
209 | 208,998 | ||||||||||
Hubbard Radio, LLC | ||||||||||||
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025 |
601 | 601,299 | ||||||||||
iHeartCommunications, Inc. | ||||||||||||
Term Loan, 0.00%, Maturing January 30, 2019(6) |
2,132 | 1,550,449 | ||||||||||
Term Loan, 0.00%, Maturing
July 30, |
364 | 264,135 |
21 | See Notes to Financial Statements. |
Eaton Vance
Senior Floating-Rate Trust
October 31, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Radio and Television (continued) | ||||||||||||
Mission Broadcasting, Inc. | ||||||||||||
Term Loan, Maturing January 17, 2024(5) |
331 | $ | 331,253 | |||||||||
Nexstar Broadcasting, Inc. | ||||||||||||
Term Loan, Maturing January 17, 2024(5) |
2,069 | 2,070,746 | ||||||||||
Raycom TV Broadcasting, LLC | ||||||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 2.25%), Maturing August 23, 2024 |
1,064 | 1,066,245 | ||||||||||
Sinclair Television Group, Inc. | ||||||||||||
Term Loan, 4.56%, (1 mo. USD LIBOR + 2.25%), Maturing January 3, 2024 |
473 | 473,155 | ||||||||||
Univision Communications, Inc. | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024 |
8,582 | 8,247,979 | ||||||||||
$ | 20,636,989 | |||||||||||
Retailers (Except Food and Drug) 4.8% | ||||||||||||
Ascena Retail Group, Inc. | ||||||||||||
Term Loan, 6.81%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022 |
1,883 | $ | 1,831,935 | |||||||||
Bass Pro Group, LLC | ||||||||||||
Term Loan, 7.30%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024 |
1,287 | 1,289,010 | ||||||||||
BJs Wholesale Club, Inc. | ||||||||||||
Term Loan, 5.28%, (1 mo. USD LIBOR + 3.00%), Maturing February 3, 2024 |
904 | 907,068 | ||||||||||
CDW, LLC | ||||||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 1.75%), Maturing August 17, 2023 |
3,711 |