Eaton Vance Senior Floating-Rate Trust

 

 

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

811-21411

Investment Company Act File Number

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

(Registrant’s Telephone Number, Including Area Code)

October 31

Date of Fiscal Year End

January 31, 2013

Date of Reporting Period

 

 

 


Item 1. Schedule of Investments


Eaton Vance

Senior Floating-Rate Trust

January 31, 2013

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 139.5%(1)

 

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

Aerospace and Defense — 2.9%

     

AVIO S.p.A.

     

Term Loan, 3.08%, Maturing June 14, 2017

     625       $ 625,235   

Term Loan, 3.87%, Maturing December 14, 2017

   EUR  550         747,024   

Term Loan, 3.95%, Maturing December 14, 2017

     650         650,244   

Booz Allen Hamilton Inc.

     

Term Loan, 4.50%, Maturing July 31, 2019

     823         834,767   

DAE Aviation Holdings, Inc.

     

Term Loan, 6.25%, Maturing October 29, 2018

     686         700,938   

Term Loan, 6.25%, Maturing November 2, 2018

     311         317,759   

DigitalGlobe, Inc.

     

Term Loan, Maturing January 24, 2020(2)

     250         253,333   

Ducommun Incorporated

     

Term Loan, 5.50%, Maturing June 28, 2017

     1,297         1,312,908   

IAP Worldwide Services, Inc.

     

Term Loan, 10.00%, Maturing December 31, 2015

     1,706         1,347,512   

Sequa Corporation

     

Term Loan, 5.25%, Maturing June 19, 2017

     1,550         1,575,834   

Silver II US Holdings, LLC

     

Term Loan, 5.00%, Maturing December 13, 2019

     1,975         1,999,194   

TASC, Inc.

     

Term Loan, 4.50%, Maturing December 18, 2015

     1,426         1,432,404   

Transdigm, Inc.

     

Term Loan, 4.00%, Maturing February 14, 2017

     1,016         1,029,165   

Term Loan, 4.00%, Maturing February 14, 2017

     2,350         2,375,365   

Wyle Services Corporation

     

Term Loan, 5.00%, Maturing March 27, 2017

     766         770,463   
     

 

 

 
      $ 15,972,145   
     

 

 

 

Air Transport — 0.3%

     

Evergreen International Aviation, Inc.

     

Term Loan, 0.00%, Maturing June 30, 2015(3)

     805       $ 762,645   

Orbitz Worldwide Inc.

     

Term Loan, 3.20%, Maturing July 25, 2014

     990         982,426   
     

 

 

 
      $ 1,745,071   
     

 

 

 

Automotive — 6.5%

     

Allison Transmission, Inc.

     

Term Loan, 2.71%, Maturing August 7, 2014

     845       $ 848,433   

Term Loan, 4.25%, Maturing August 23, 2019

     2,863         2,903,401   

Autoparts Holdings Limited

     

Term Loan, 6.50%, Maturing July 28, 2017

     395         400,431   

Chrysler Group LLC

     

Term Loan, 6.00%, Maturing May 24, 2017

     6,904         7,065,643   

Delphi Corporation

     

Term Loan, 3.50%, Maturing March 31, 2017

     1,385         1,400,039   

 

1

 

 


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

Federal-Mogul Corporation

     

Term Loan, 2.15%, Maturing December 29, 2014

     2,400       $ 2,284,877   

Term Loan, 2.14%, Maturing December 28, 2015

     3,016         2,871,286   

Goodyear Tire & Rubber Company (The)

     

Term Loan - Second Lien, 4.75%, Maturing April 30, 2019

     6,650         6,747,349   

HHI Holdings LLC

     

Term Loan, 6.00%, Maturing October 3, 2018

     2,075         2,117,797   

Metaldyne Company LLC

     

Term Loan, 6.00%, Maturing December 18, 2018

     1,300         1,321,125   

SRAM, LLC

     

Term Loan, 4.76%, Maturing June 7, 2018

     1,144         1,155,651   

Term Loan - Second Lien, 8.50%, Maturing December 7, 2018

     500         508,112   

Tomkins LLC

     

Term Loan, 3.75%, Maturing September 29, 2016

     1,446         1,462,416   

TriMas Corporation

     

Term Loan, 3.75%, Maturing October 10, 2019

     873         874,995   

Veyance Technologies, Inc.

     

Term Loan, 2.46%, Maturing July 31, 2014

     233         231,348   

Term Loan, 2.46%, Maturing July 31, 2014

     1,625         1,615,175   

Term Loan, 5.50%, Maturing July 31, 2014

     323         321,756   

Term Loan - Second Lien, 5.96%, Maturing July 31, 2015

     1,275         1,255,078   
     

 

 

 
      $ 35,384,912   
     

 

 

 

Brokers, Dealers and Investment Houses — 0.1%

     

Clipper Acquisitions Corp.

     

Term Loan, Maturing December 20, 2019(2)

     550       $ 557,562   
     

 

 

 
      $ 557,562   
     

 

 

 

Building and Development — 0.7%

     

Armstrong World Industries, Inc.

     

Term Loan, 4.00%, Maturing March 9, 2018

     887       $ 897,118   

Preferred Proppants, LLC

     

Term Loan, 7.50%, Maturing December 15, 2016

     718         653,152   

RE/MAX International, Inc.

     

Term Loan, 5.50%, Maturing April 15, 2016

     1,667         1,675,412   

Realogy Corporation

     

Term Loan, 3.23%, Maturing October 10, 2013

     97         93,659   

Summit Materials Companies I, LLC

     

Term Loan, 6.00%, Maturing January 30, 2019

     471         474,900   
     

 

 

 
      $ 3,794,241   
     

 

 

 

Business Equipment and Services — 12.3%

     

ACCO Brands Corporation

     

Term Loan, 4.25%, Maturing April 30, 2019

     363       $ 368,048   

Acosta, Inc.

     

Term Loan, 5.00%, Maturing March 2, 2018

     2,904         2,947,919   

Advantage Sales & Marketing, Inc.

     

Term Loan, 5.25%, Maturing December 18, 2017

     2,209         2,234,363   

Affinion Group, Inc.

     

Term Loan, 6.50%, Maturing July 16, 2015

     3,054         2,928,251   

Allied Security Holdings, LLC

     

Term Loan, 5.25%, Maturing February 3, 2017

     565         570,238   

Altegrity, Inc.

     

Term Loan, 7.75%, Maturing February 20, 2015

     692         690,053   

Term Loan, 2.95%, Maturing February 21, 2015

     707         679,054   

 

2

 

 


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

Altisource Solutions S.a.r.l.

     

Term Loan, 5.75%, Maturing November 27, 2019

     800       $ 815,000   

Audio Visual Services Group, Inc.

     

Term Loan, 6.75%, Maturing November 9, 2018

     1,072         1,070,972   

BAR/BRI Review Courses, Inc.

     

Term Loan, 6.00%, Maturing June 16, 2017

     632         634,815   

Brand Energy & Infrastructure Services, Inc.

     

Term Loan, 5.76%, Maturing October 16, 2016

     159         161,170   

Term Loan, 6.25%, Maturing October 16, 2018

     664         664,212   

Brickman Group Holdings Inc.

     

Term Loan, 5.50%, Maturing October 14, 2016

     1,425         1,446,523   

Brock Holdings III, Inc.

     

Term Loan, 6.00%, Maturing March 16, 2017

     1,078         1,088,792   

ClientLogic Corporation

     

Term Loan, 7.06%, Maturing January 30, 2017

     1,567         1,533,409   

Corporate Executive Board Company, The

     

Term Loan, 5.00%, Maturing July 2, 2019

     525         529,266   

CPM Acquisition Corp.

     

Term Loan, 6.25%, Maturing August 29, 2017

     499         503,114   

Term Loan - Second Lien, 10.25%, Maturing February 28, 2018

     1,000         1,012,500   

DynCorp International LLC

     

Term Loan, 6.25%, Maturing July 7, 2016

     517         521,752   

Education Management LLC

     

Term Loan, 8.25%, Maturing March 29, 2018

     2,058         1,789,729   

EIG Investors Corp.

     

Term Loan, 6.25%, Maturing November 8, 2019

     2,000         2,020,000   

Term Loan - Second Lien, 10.25%, Maturing May 8, 2020

     525         526,313   

Expert Global Solutions, Inc.

     

Term Loan, 8.00%, Maturing April 3, 2018

     1,928         1,949,183   

Genesys Telecom Holdings, U.S., Inc.

     

Term Loan, 6.75%, Maturing January 31, 2019

     620         626,903   

Genpact International, Inc.

     

Term Loan, 4.25%, Maturing August 30, 2019

     1,596         1,619,940   

Go Daddy Operating Company, LLC

     

Term Loan, 5.50%, Maturing December 17, 2018

     1,432         1,439,750   

IG Investment Holdings, LLC

     

Term Loan, 6.00%, Maturing October 31, 2019

     775         784,688   

IMS Health Incorporated

     

Term Loan, 4.50%, Maturing August 25, 2017

     1,987         2,003,187   

KAR Auction Services, Inc.

     

Term Loan, 5.00%, Maturing May 19, 2017

     2,807         2,847,593   

Kronos Incorporated

     

Term Loan, 5.50%, Maturing October 25, 2019

     1,575         1,592,062   

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

     900         916,500   

Language Line, LLC

     

Term Loan, 6.25%, Maturing June 20, 2016

     2,000         1,993,668   

Meritas LLC

     

Term Loan, 7.50%, Maturing July 28, 2017

     672         672,399   

Mitchell International, Inc.

     

Term Loan - Second Lien, 5.56%, Maturing March 30, 2015

     1,000         993,333   

Monitronics International Inc.

     

Term Loan, 5.50%, Maturing March 23, 2018

     844         854,173   

 

3

 

 


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

National CineMedia, LLC

     

Term Loan, 3.46%, Maturing November 23, 2019

     525       $ 529,019   

Quintiles Transnational Corp.

     

Term Loan, 4.50%, Maturing June 8, 2018

     374         378,855   

Term Loan, 4.50%, Maturing June 8, 2018

     4,260         4,320,478   

Renaissance Learning, Inc.

     

Term Loan, 5.75%, Maturing November 13, 2018

     574         580,732   

Sensus USA Inc.

     

Term Loan, 4.75%, Maturing May 9, 2017

     663         666,780   

Softlayer Technologies, Inc.

     

Term Loan, 7.25%, Maturing November 5, 2016

     637         642,574   

SunGard Data Systems, Inc.

     

Term Loan, 3.86%, Maturing February 26, 2016

     4,742         4,796,238   

Term Loan, 3.96%, Maturing February 28, 2017

     1,547         1,563,600   

SymphonyIRI Group, Inc.

     

Term Loan, 5.00%, Maturing December 1, 2017

     813         817,196   

Trans Union, LLC

     

Term Loan, 5.50%, Maturing February 12, 2018

     2,826         2,869,638   

Travelport LLC

     

Term Loan, 4.88%, Maturing August 21, 2015

   EUR  741         955,238   

Term Loan, 5.06%, Maturing August 21, 2015

     1,715         1,687,518   

Term Loan, 5.06%, Maturing August 21, 2015

     193         190,260   

U.S. Security Holdings, Inc.

     

Term Loan, 6.00%, Maturing July 28, 2017

     117         118,462   

Term Loan, 6.00%, Maturing July 28, 2017

     599         605,234   

West Corporation

     

Term Loan, 5.50%, Maturing July 15, 2016

     676         687,456   

Term Loan, 5.50%, Maturing July 15, 2016

     1,923         1,953,363   

Term Loan, 5.75%, Maturing June 29, 2018

     1,144         1,162,844   
     

 

 

 
      $ 67,554,357   
     

 

 

 

Cable and Satellite Television — 5.1%

     

Atlantic Broadband Finance, LLC

     

Term Loan, 4.50%, Maturing November 29, 2019

     848       $ 860,593   

BBHI Acquisition LLC

     

Term Loan, 4.50%, Maturing December 14, 2017

     1,225         1,237,856   

Bragg Communications Incorporated

     

Term Loan, 4.00%, Maturing February 28, 2018

     397         400,970   

Cequel Communications, LLC

     

Term Loan, 4.00%, Maturing February 14, 2019

     4,367         4,413,011   

Charter Communications Operating, LLC

     

Term Loan, 3.46%, Maturing September 6, 2016

     508         514,006   

Term Loan, 4.00%, Maturing May 15, 2019

     298         302,477   

Crown Media Holdings, Inc.

     

Term Loan, 5.75%, Maturing July 14, 2018

     473         478,109   

CSC Holdings, Inc.

     

Term Loan, 1.95%, Maturing March 29, 2016

     2,827         2,848,489   

Kabel Deutschland GmbH

     

Term Loan, 4.25%, Maturing February 1, 2019

     1,075         1,078,583   

Lavena Holdings 4 GmbH

     

Term Loan, 2.62%, Maturing March 6, 2015

   EUR 619         823,792   

Term Loan, 3.00%, Maturing March 4, 2016

   EUR 619         823,792   

Term Loan, 7.37%, Maturing March 6, 2017(4)

   EUR 413         537,540   

Term Loan - Second Lien, 4.12%, Maturing September 2, 2016

   EUR 520         684,260   

 

4

 

 


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

Mediacom Broadband LLC

     

Term Loan, 4.50%, Maturing October 23, 2017

     1,438       $ 1,451,308   

Mediacom Illinois, LLC

     

Term Loan, 4.50%, Maturing October 23, 2017

     804         808,397   

P7S1 Broadcasting Holding II B.V.

     

Term Loan, 2.69%, Maturing July 1, 2016

   EUR 1,781         2,399,623   

UPC Broadband Holding B.V.

     

Term Loan, 3.86%, Maturing December 31, 2016

   EUR 2,353         3,211,782   

Term Loan, 4.11%, Maturing December 29, 2017

   EUR 1,619         2,212,398   

UPC Financing Partnership

     

Term Loan, 3.71%, Maturing December 30, 2016

     409         413,465   

Term Loan, 3.71%, Maturing December 29, 2017

     1,264         1,276,803   

Term Loan, 4.00%, Maturing January 29, 2021

     775         780,328   

WaveDivision Holdings, LLC

     

Term Loan, 5.50%, Maturing August 9, 2019

     325         330,273   
     

 

 

 
      $ 27,887,855   
     

 

 

 

Chemicals and Plastics — 4.1%

     

AZ Chemical US Inc.

     

Term Loan, 7.25%, Maturing December 22, 2017

     1,826       $ 1,860,945   

Chemtura Corporation

     

Term Loan, 5.50%, Maturing August 27, 2016

     250         253,750   

Emerald Performance Materials, LLC

     

Term Loan, 6.75%, Maturing May 18, 2018

     697         708,689   

General Chemical Corporation

     

Term Loan, 5.00%, Maturing October 6, 2015

     505         509,024   

Harko C.V.

     

Term Loan, 5.75%, Maturing August 2, 2017

     518         522,974   

Huntsman International, LLC

     

Term Loan, 2.75%, Maturing April 19, 2017

     1,532         1,537,300   

Ineos US Finance LLC

     

Term Loan, 6.50%, Maturing May 4, 2018

     3,424         3,507,578   

OEP Pearl Dutch Acquisition B.V.

     

Term Loan, 6.50%, Maturing March 30, 2018

     97         97,797   

Omnova Solutions Inc.

     

Term Loan, 5.50%, Maturing May 31, 2017

     980         993,475   

PolyOne Corp.

     

Term Loan, 5.00%, Maturing December 20, 2017

     495         501,187   

PQ Corporation

     

Term Loan, 5.25%, Maturing May 8, 2017

     1,175         1,192,381   

Schoeller Arca Systems Holding B.V.

     

Term Loan, 4.69%, Maturing November 16, 2015

   EUR 145         137,363   

Term Loan, 4.69%, Maturing November 16, 2015

   EUR 412         391,647   

Term Loan, 4.69%, Maturing November 16, 2015

   EUR 443         421,450   

Sonneborn LLC

     

Term Loan, 6.50%, Maturing March 30, 2018

     548         554,183   

Taminco NV

     

Term Loan, 4.25%, Maturing February 15, 2019

     372         377,305   

Tronox Pigments (Netherlands) B.V.

     

Term Loan, 4.25%, Maturing February 8, 2018

     549         555,341   

Term Loan, 4.25%, Maturing February 8, 2018

     2,013         2,034,906   

 

5

 

 


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

U.S. Coatings Acquisition Inc.

     

Term Loan, Maturing February 3, 2020(2)

     2,800       $ 2,846,659   

Univar Inc.

     

Term Loan, 5.00%, Maturing June 30, 2017

     3,518         3,555,418   
     

 

 

 
      $ 22,559,372   
     

 

 

 

Clothing/Textiles — 0.4%

     

Ascena Retail Group, Inc.

     

Term Loan, 4.75%, Maturing June 14, 2018

     814       $ 823,133   

Phillips-Van Heusen Corporation

     

Term Loan, 3.50%, Maturing May 6, 2016

     467         467,337   

Warnaco Inc.

     

Term Loan, 3.75%, Maturing June 15, 2018

     493         493,731   

Wolverine Worldwide, Inc.

     

Term Loan, 4.00%, Maturing July 31, 2019

     449         454,391   
     

 

 

 
      $ 2,238,592   
     

 

 

 

Conglomerates — 2.7%

     

Jason Incorporated

     

Term Loan, 8.25%, Maturing September 21, 2014

     169       $ 168,559   

Term Loan, 7.75%, Maturing September 22, 2014

     222         222,214   

Term Loan, 8.25%, Maturing September 22, 2014

     68         68,167   

Rexnord LLC

     

Term Loan, 4.50%, Maturing April 2, 2018

     3,242         3,280,409   

RGIS Services, LLC

     

Term Loan, 4.56%, Maturing October 18, 2016

     2,501         2,520,017   

Term Loan, 5.50%, Maturing October 18, 2017

     1,390         1,412,079   

Rocket Software, Inc.

     

Term Loan, 5.75%, Maturing February 8, 2018

     1,238         1,247,812   

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

     750         746,719   

Spectrum Brands, Inc.

     

Term Loan, 4.50%, Maturing December 17, 2019

     3,325         3,366,356   

Walter Energy, Inc.

     

Term Loan, 5.75%, Maturing April 2, 2018

     1,853         1,872,066   
     

 

 

 
      $ 14,904,398   
     

 

 

 

Containers and Glass Products — 1.3%

     

BWAY Corporation

     

Term Loan, 4.50%, Maturing August 7, 2017

     2,625       $ 2,661,094   

Pelican Products, Inc.

     

Term Loan, 7.00%, Maturing July 11, 2018

     498         498,744   

Reynolds Group Holdings Inc.

     

Term Loan, 4.75%, Maturing September 28, 2018

     2,893         2,938,855   

Sealed Air Corporation

     

Term Loan, 4.00%, Maturing October 3, 2018

     542         552,434   

TricorBraun, Inc.

     

Term Loan, 5.50%, Maturing May 3, 2018

     622         629,389   
     

 

 

 
      $ 7,280,516   
     

 

 

 

Cosmetics/Toiletries — 0.8%

     

Bausch & Lomb, Inc.

     

Term Loan, 5.25%, Maturing May 17, 2019

     2,985       $ 3,024,178   

 

6

 

 


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

KIK Custom Products, Inc.

     

Term Loan - Second Lien, 5.31%, Maturing November 28, 2014

     975       $ 791,376   

Prestige Brands, Inc.

     

Term Loan, 5.28%, Maturing January 31, 2019

     350         354,430   
     

 

 

 
      $ 4,169,984   
     

 

 

 

Drugs — 1.3%

     

Aptalis Pharma, Inc.

     

Term Loan, 5.50%, Maturing February 10, 2017

     496       $ 502,660   

Term Loan, 5.50%, Maturing February 10, 2017

     1,965         1,987,874   

Par Pharmaceutical Companies, Inc.

     

Term Loan, 5.00%, Maturing September 30, 2019

     1,172         1,189,278   

Warner Chilcott Company, LLC

     

Term Loan, 4.25%, Maturing March 15, 2018

     447         452,238   

Warner Chilcott Corporation

     

Term Loan, 4.25%, Maturing March 15, 2018

     549         555,527   

Term Loan, 4.25%, Maturing March 15, 2018

     1,446         1,462,795   

WC Luxco S.a.r.l.

     

Term Loan, 4.25%, Maturing March 15, 2018

     994         1,005,671   
     

 

 

 
      $ 7,156,043   
     

 

 

 

Ecological Services and Equipment — 0.5%

     

ADS Waste Holdings, Inc.

     

Term Loan, 5.25%, Maturing October 9, 2019

     1,950       $ 1,971,937   

Envirotest Systems Holding Corp.

     

Term Loan - Second Lien, 15.50%, Maturing March 31, 2017(5)

     162         166,896   

Progressive Waste Solutions Ltd.

     

Term Loan, 3.50%, Maturing October 24, 2019

     525         531,563   

Viking Consortium Borrower Limited

     

Term Loan - Second Lien, 6.68%, Maturing March 31, 2016(4)

   GBP  532         225,859   
     

 

 

 
      $ 2,896,255   
     

 

 

 

Electronics/Electrical — 10.1%

     

Aeroflex Incorporated

     

Term Loan, 5.75%, Maturing May 9, 2018

     1,822       $ 1,848,464   

Aspect Software, Inc.

     

Term Loan, 7.00%, Maturing May 6, 2016

     1,301         1,318,806   

Attachmate Corporation

     

Term Loan, 7.25%, Maturing November 22, 2017

     2,926         2,964,024   

Cinedigm Digital Funding I, LLC

     

Term Loan, 5.25%, Maturing April 29, 2016

     390         391,262   

CommScope, Inc.

     

Term Loan, 4.25%, Maturing January 12, 2018

     2,088         2,112,605   

CompuCom Systems, Inc.

     

Term Loan, 6.50%, Maturing October 4, 2018

     800         809,666   

Dealer Computer Services, Inc.

     

Term Loan, 3.75%, Maturing April 20, 2018

     1,395         1,406,766   

DG FastChannel, Inc.

     

Term Loan, 5.75%, Maturing July 26, 2018

     2,016         1,955,891   

Eagle Parent, Inc.

     

Term Loan, 5.00%, Maturing May 16, 2018

     2,561         2,586,610   

Edwards (Cayman Islands II) Limited

     

Term Loan, 5.50%, Maturing May 31, 2016

     419         420,739   

Term Loan, 5.50%, Maturing May 31, 2016

     1,040         1,043,959   

 

7

 

 


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

Freescale Semiconductor, Inc.

     

Term Loan, 4.46%, Maturing December 1, 2016

     1,998       $ 2,005,924   

Hyland Software, Inc.

     

Term Loan, 5.50%, Maturing October 25, 2019

     350         353,500   

Infor (US), Inc.

     

Term Loan, 5.25%, Maturing April 5, 2018

     5,050         5,130,451   

Magic Newco LLC

     

Term Loan, 7.25%, Maturing December 12, 2018

     1,397         1,421,812   

Microsemi Corporation

     

Term Loan, 4.00%, Maturing February 2, 2018

     1,408         1,420,410   

NXP B.V.

     

Term Loan, 4.50%, Maturing March 3, 2017

     2,155         2,190,305   

Term Loan, 5.50%, Maturing March 3, 2017

     1,012         1,034,646   

Term Loan, 5.25%, Maturing March 19, 2019

     1,613         1,635,997   

Term Loan, 4.75%, Maturing January 11, 2020

     925         938,586   

Rovi Solutions Corporation

     

Term Loan, 4.00%, Maturing March 29, 2019

     819         823,910   

RP Crown Parent, LLC

     

Term Loan, 6.75%, Maturing December 21, 2018

     2,650         2,679,444   

Term Loan - Second Lien, 11.25%, Maturing December 20, 2019

     575         593,113   

SafeNet Inc.

     

Term Loan, 2.70%, Maturing April 12, 2014

     221         220,786   

Semtech Corporation

     

Term Loan, 4.25%, Maturing March 20, 2017

     397         401,466   

Sensata Technologies Finance Company, LLC

     

Term Loan, 3.75%, Maturing May 11, 2018

     3,472         3,517,336   

Serena Software, Inc.

     

Term Loan, 4.21%, Maturing March 10, 2016

     474         476,518   

Term Loan, 5.00%, Maturing March 10, 2016

     350         353,208   

Shield Finance Co. S.A.R.L.

     

Term Loan, 6.50%, Maturing May 10, 2019

     995         1,003,084   

Sirius Computer Solutions, Inc.

     

Term Loan, 7.00%, Maturing November 30, 2018

     588         594,346   

SkillSoft Corporation

     

Term Loan, 5.00%, Maturing May 26, 2017

     1,219         1,240,757   

Sophia, L.P.

     

Term Loan, 6.25%, Maturing July 19, 2018

     1,357         1,368,137   

Spansion LLC

     

Term Loan, 5.25%, Maturing December 11, 2018

     748         753,688   

SS&C Technologies Inc.

     

Term Loan, 5.00%, Maturing June 7, 2019

     125         127,026   

Term Loan, 5.00%, Maturing June 7, 2019

     1,208         1,224,518   

SumTotal Systems LLC

     

Term Loan, 6.25%, Maturing November 16, 2018

     1,275         1,287,750   

VeriFone Inc.

     

Term Loan, 4.25%, Maturing December 28, 2018

     214         215,740   

Vertafore, Inc.

     

Term Loan, 5.25%, Maturing July 29, 2016

     980         993,178   

Wall Street Systems, Inc.

     

Term Loan, 5.75%, Maturing October 24, 2019

     1,175         1,195,563   

Term Loan - Second Lien, 9.25%, Maturing April 24, 2020

     500         505,000   

 

8

 

 


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

Web.com Group, Inc.

     

Term Loan, 5.50%, Maturing October 27, 2017

     2,509       $ 2,547,160   
     

 

 

 
      $ 55,112,151   
     

 

 

 

Equipment Leasing — 1.1%

     

BakerCorp International, Inc.

     

Term Loan, 5.00%, Maturing June 1, 2018

     1,325       $ 1,333,633   

Delos Aircraft Inc.

     

Term Loan, 4.75%, Maturing April 12, 2016

     1,275         1,287,750   

Flying Fortress Inc.

     

Term Loan, 5.00%, Maturing June 30, 2017

     3,350         3,375,125   
     

 

 

 
      $ 5,996,508   
     

 

 

 

Financial Intermediaries — 6.2%

     

American Capital Holdings, Inc.

     

Term Loan, 5.50%, Maturing August 22, 2016

     825       $ 843,563   

Asset Acceptance Capital Corp.

     

Term Loan, 8.75%, Maturing November 14, 2017

     1,235         1,250,438   

CB Richard Ellis Services, Inc.

     

Term Loan, 3.45%, Maturing March 5, 2018

     684         687,077   

Term Loan, 3.70%, Maturing September 4, 2019

     646         649,310   

Citco Funding LLC

     

Term Loan, 5.50%, Maturing June 29, 2018

     1,625         1,645,566   

First Data Corporation

     

Term Loan, 2.95%, Maturing September 24, 2014

     11         11,450   

Term Loan, 2.95%, Maturing September 24, 2014

     55         55,162   

Term Loan, 2.95%, Maturing September 24, 2014

     133         133,080   

Term Loan, 4.20%, Maturing March 23, 2018

     4,136         4,109,928   

Term Loan, 5.20%, Maturing September 24, 2018

     1,225         1,228,190   

Grosvenor Capital Management Holdings, LLP

     

Term Loan, 4.25%, Maturing December 5, 2016

     1,275         1,280,973   

Hamilton Lane Advisors, LLC

     

Term Loan, 6.50%, Maturing February 23, 2018

     698         704,791   

Harbourvest Partners, LLC

     

Term Loan, 4.75%, Maturing November 21, 2017

     889         895,326   

iPayment, Inc.

     

Term Loan, 5.75%, Maturing May 8, 2017

     917         933,684   

LPL Holdings, Inc.

     

Term Loan, 2.70%, Maturing March 29, 2017

     770         771,284   

Term Loan, 4.00%, Maturing March 29, 2019

     3,052         3,074,064   

Mercury Payment Systems Canada, LLC

     

Term Loan, 5.50%, Maturing July 3, 2017

     989         1,004,215   

MIP Delaware, LLC

     

Term Loan, 5.50%, Maturing July 12, 2018

     623         629,134   

Nuveen Investments, Inc.

     

Term Loan, 5.77%, Maturing May 12, 2017

     2,429         2,453,638   

Term Loan, 5.76%, Maturing May 13, 2017

     2,276         2,302,912   

Term Loan, 7.25%, Maturing May 13, 2017

     1,492         1,504,194   

Ocwen Financial Corporation

     

Term Loan, Maturing January 22, 2018(2)

     1,250         1,269,141   

Oz Management LP

     

Term Loan, 1.70%, Maturing November 15, 2016

     1,315         1,187,606   

RJO Holdings Corp.

     

Term Loan, 6.21%, Maturing December 10, 2015(5)

     7         5,773   

Term Loan, 6.96%, Maturing December 10, 2015(5)

     222         168,720   

 

9

 

 


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

RPI Finance Trust

     

Term Loan, 3.50%, Maturing May 9, 2018

     3,436       $ 3,484,262   

Vantiv, LLC

     

Term Loan, 3.75%, Maturing March 27, 2019

     471         473,205   

Walter Investment Management Corp.

     

Term Loan, 5.75%, Maturing November 28, 2017

     1,269         1,284,290   
     

 

 

 
      $ 34,040,976   
     

 

 

 

Food Products — 4.1%

     

AdvancePierre Foods, Inc.

     

Term Loan, 5.75%, Maturing July 10, 2017

     1,275       $ 1,298,508   

American Seafoods Group LLC

     

Term Loan, 4.25%, Maturing March 16, 2018

     634         627,683   

Blue Buffalo Company, Ltd.

     

Term Loan, 6.50%, Maturing August 8, 2019

     1,297         1,318,471   

Clearwater Seafoods Limited Partnership

     

Term Loan, 6.78%, Maturing June 6, 2018

     1,045         1,049,974   

Del Monte Foods Company

     

Term Loan, 4.50%, Maturing March 8, 2018

     4,244         4,272,592   

Dole Food Company Inc.

     

Term Loan, 5.03%, Maturing July 6, 2018

     957         961,199   

Hearthside Food Solutions, LLC

     

Term Loan, 6.50%, Maturing June 7, 2018

     1,169         1,174,971   

High Liner Foods Incorporated

     

Term Loan, 7.00%, Maturing December 19, 2017

     644         646,717   

JBS USA Holdings Inc.

     

Term Loan, 4.25%, Maturing May 25, 2018

     985         994,850   

Michael Foods Group, Inc.

     

Term Loan, 4.25%, Maturing February 23, 2018

     637         647,361   

NBTY, Inc.

     

Term Loan, 4.25%, Maturing October 2, 2017

     2,809         2,852,671   

Pinnacle Foods Finance LLC

     

Term Loan, 4.75%, Maturing October 17, 2018

     273         275,764   

Term Loan, 4.75%, Maturing October 17, 2018

     4,726         4,792,923   

Solvest Ltd.

     

Term Loan, 5.02%, Maturing July 6, 2018

     1,712         1,720,043   
     

 

 

 
      $ 22,633,727   
     

 

 

 

Food Service — 5.4%

     

Aramark Corporation

     

Term Loan, 3.40%, Maturing July 26, 2016

     169       $ 170,917   

Term Loan, 3.40%, Maturing July 26, 2016

     304         307,634   

Term Loan, 3.45%, Maturing July 26, 2016

     4,621         4,677,781   

Term Loan, 3.52%, Maturing July 26, 2016

     2,094         2,118,898   

Term Loan, 3.89%, Maturing July 26, 2016

   GBP  950         1,487,866   

Brasa Holdings, Inc.

     

Term Loan, 7.50%, Maturing July 19, 2019

     449         453,364   

Buffets, Inc.

     

Term Loan, 0.31%, Maturing April 22, 2015(5)

     102         102,002   

Burger King Corporation

     

Term Loan, 3.75%, Maturing September 27, 2019

     2,244         2,272,421   

 

10

 

 


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

Centerplate, Inc.

     

Term Loan, 5.75%, Maturing October 15, 2018

     374       $ 377,336   

DineEquity, Inc.

     

Term Loan, 5.25%, Maturing October 19, 2017

     1,018         1,024,151   

Dunkin’ Brands, Inc.

     

Term Loan, 4.00%, Maturing November 23, 2017

     3,031         3,060,475   

Landry’s, Inc.

     

Term Loan, 6.50%, Maturing April 24, 2018

     1,315         1,335,439   

NPC International, Inc.

     

Term Loan, 4.50%, Maturing December 1, 2018

     663         670,908   

OSI Restaurant Partners, LLC

     

Term Loan, 4.75%, Maturing October 24, 2019

     2,597         2,634,797   

P.F. Chang’s China Bistro Inc.

     

Term Loan, 5.25%, Maturing July 2, 2019

     424         430,551   

Sagittarius Restaurants, LLC

     

Term Loan, 7.51%, Maturing May 18, 2015

     373         375,923   

US Foods, Inc.

     

Term Loan, 5.75%, Maturing March 31, 2017

     4,626         4,687,247   

Weight Watchers International, Inc.

     

Term Loan, 4.00%, Maturing March 15, 2019

     1,315         1,332,248   

Wendy’s International, Inc.

     

Term Loan, 4.75%, Maturing May 15, 2019

     1,945         1,974,642   
     

 

 

 
      $ 29,494,600   
     

 

 

 

Food/Drug Retailers — 5.0%

     

Alliance Boots Holdings Limited

     

Term Loan, 3.58%, Maturing July 10, 2017

   EUR  1,000       $ 1,355,255   

Term Loan, 3.98%, Maturing July 10, 2017

   GBP 5,775         9,033,212   

General Nutrition Centers, Inc.

     

Term Loan, 3.75%, Maturing March 2, 2018

     6,119         6,180,626   

Pantry, Inc. (The)

     

Term Loan, 5.75%, Maturing August 2, 2019

     424         433,476   

Rite Aid Corporation

     

Term Loan, 1.96%, Maturing June 4, 2014

     7,904         7,903,707   

Term Loan, 4.50%, Maturing March 2, 2018

     2,098         2,103,148   

Sprouts Farmers Markets Holdings, LLC

     

Term Loan, 6.00%, Maturing April 18, 2018

     572         579,277   
     

 

 

 
      $ 27,588,701   
     

 

 

 

Health Care — 16.7%

     

Alere, Inc.

     

Term Loan, 4.75%, Maturing June 30, 2017

     471       $ 476,152   

Term Loan, 4.75%, Maturing June 30, 2017

     569         575,146   

Term Loan, 4.75%, Maturing June 30, 2017

     2,345         2,369,603   

Alliance Healthcare Services, Inc.

     

Term Loan, 7.25%, Maturing June 1, 2016

     886         880,612   

Ardent Medical Services, Inc.

     

Term Loan, 6.75%, Maturing July 2, 2018

     1,550         1,581,000   

AssuraMed Holding, Inc.

     

Term Loan, 5.50%, Maturing October 24, 2019

     825         838,406   

ATI Holdings, Inc.

     

Term Loan, Maturing December 20, 2019(2)

     450         447,750   

 

11

 

 


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

Biomet Inc.

     

Term Loan, 4.00%, Maturing July 25, 2017

     3,649       $ 3,693,775   

BSN Medical Acquisition Holding GmbH

     

Term Loan, 5.00%, Maturing August 28, 2019

     575         580,271   

Catalent Pharma Solutions Inc.

     

Term Loan, 4.21%, Maturing September 15, 2016

     2,111         2,130,500   

Term Loan, 5.25%, Maturing September 15, 2017

     1,115         1,130,343   

CHG Buyer Corporation

     

Term Loan, 5.00%, Maturing November 22, 2019

     648         657,281   

Community Health Systems, Inc.

     

Term Loan, 3.81%, Maturing January 25, 2017

     6,865         6,936,204   

Convatec Inc.

     

Term Loan, 5.00%, Maturing December 22, 2016

     1,470         1,493,405   

CRC Health Corporation

     

Term Loan, 4.70%, Maturing November 16, 2015

     1,906         1,918,397   

DaVita, Inc.

     

Term Loan, 4.50%, Maturing October 20, 2016

     2,940         2,981,345   

Term Loan, 4.00%, Maturing November 1, 2019

     3,125         3,164,622   

DJO Finance LLC

     

Term Loan, 5.20%, Maturing November 1, 2016

     380         384,332   

Term Loan, 6.25%, Maturing September 15, 2017

     323         326,595   

Drumm Investors LLC

     

Term Loan, 5.00%, Maturing May 4, 2018

     1,972         1,897,820   

Emdeon, Inc.

     

Term Loan, 5.00%, Maturing November 2, 2018

     794         807,895   

Emergency Medical Services Corporation

     

Term Loan, 5.25%, Maturing May 25, 2018

     2,034         2,046,219   

Grifols Inc.

     

Term Loan, 4.25%, Maturing June 1, 2017

     2,926         2,949,296   

Hanger Orthopedic Group, Inc.

     

Term Loan, 4.00%, Maturing December 1, 2016

     660         666,524   

HCA, Inc.

     

Term Loan, 3.56%, Maturing March 31, 2017

     6,168         6,222,443   

Term Loan, 3.45%, Maturing May 1, 2018

     2,572         2,594,632   

Health Management Associates, Inc.

     

Term Loan, 4.50%, Maturing November 16, 2018

     1,287         1,302,887   

Hologic Inc.

     

Term Loan, 4.50%, Maturing August 1, 2019

     1,866         1,893,775   

Iasis Healthcare LLC

     

Term Loan, 5.00%, Maturing May 3, 2018

     1,646         1,663,173   

inVentiv Health, Inc.

     

Term Loan, 7.50%, Maturing August 4, 2016

     1,007         999,376   

Term Loan, 7.75%, Maturing May 15, 2018

     896         888,041   

Kindred Healthcare, Inc.

     

Term Loan, 5.25%, Maturing June 1, 2018

     1,643         1,646,060   

Kinetic Concepts, Inc.

     

Term Loan, 5.50%, Maturing May 4, 2018

     3,985         4,054,483   

LHP Hospital Group, Inc.

     

Term Loan, 9.00%, Maturing July 3, 2018

     547         558,879   

MedAssets, Inc.

     

Term Loan, 4.00%, Maturing December 13, 2019

     600         606,000   

Medpace, Inc.

     

Term Loan, 6.50%, Maturing June 16, 2017

     807         807,034   

 

12

 

 


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

MMM Holdings, Inc.

     

Term Loan, 9.75%, Maturing October 9, 2017

     709       $ 714,530   

MSO of Puerto Rico, Inc.

     

Term Loan, 9.75%, Maturing October 26, 2017

     516         519,658   

Multiplan, Inc.

     

Term Loan, 4.75%, Maturing August 26, 2017

     2,889         2,908,810   

MX USA, Inc.

     

Term Loan, 6.50%, Maturing April 28, 2017

     571         573,541   

One Call Medical, Inc.

     

Term Loan, 7.00%, Maturing August 16, 2019

     898         905,980   

Onex Carestream Finance LP

     

Term Loan, 5.00%, Maturing February 25, 2017

     1,497         1,506,386   

Pharmaceutical Product Development, Inc.

     

Term Loan, Maturing December 5, 2018(2)

     1,925         1,925,000   

Physiotherapy Associates Holdings, Inc.

     

Term Loan, 6.01%, Maturing April 30, 2018

     299         300,925   

Radnet Management, Inc.

     

Term Loan, 5.50%, Maturing September 30, 2018

     1,471         1,490,164   

Sage Products, Inc.

     

Term Loan, 5.25%, Maturing December 13, 2019

     600         607,500   

Select Medical Corporation

     

Term Loan, 5.50%, Maturing June 1, 2018

     2,999         3,042,760   

Sheridan Holdings, Inc.

     

Term Loan, 6.00%, Maturing June 29, 2018

     572         581,661   

TriZetto Group, Inc. (The)

     

Term Loan, 4.75%, Maturing May 2, 2018

     1,453         1,454,993   

Truven Health Analytics Inc.

     

Term Loan, 5.75%, Maturing June 1, 2019

     1,646         1,676,725   

Universal Health Services, Inc.

     

Term Loan, 3.75%, Maturing November 15, 2016

     1,072         1,079,695   

Valeant Pharmaceuticals International, Inc.

     

Term Loan, 4.25%, Maturing February 13, 2019

     1,868         1,896,121   

Term Loan, 4.25%, Maturing December 11, 2019

     2,000         2,031,500   

Vanguard Health Holding Company II, LLC

     

Term Loan, 5.00%, Maturing January 29, 2016

     2,054         2,076,502   

VWR Funding, Inc.

     

Term Loan, 4.45%, Maturing April 3, 2017

     1,097         1,107,784   

Term Loan, Maturing April 3, 2017(2)

     775         781,297   
     

 

 

 
      $ 91,351,808   
     

 

 

 

Home Furnishings — 0.6%

     

Serta Simmons Holdings, LLC

     

Term Loan, 5.00%, Maturing October 1, 2019

     1,650       $ 1,673,031   

Tempur-Pedic International Inc.

     

Term Loan, Maturing December 12, 2019(2)

     1,800         1,832,785   
     

 

 

 
      $ 3,505,816   
     

 

 

 

Industrial Equipment — 2.6%

     

Alliance Laundry Systems LLC

     

Term Loan, 5.50%, Maturing December 10, 2018

     350       $ 356,562   

Ameriforge Group, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2019

     525         532,219   

Term Loan - Second Lien, 8.75%, Maturing December 18, 2020

     200         204,375   

 

13

 

 


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

Apex Tool Group, LLC

     

Term Loan, Maturing January 28, 2020(2)

     725       $ 734,213   

Colfax Corporation

     

Term Loan, 4.50%, Maturing January 11, 2019

     1,287         1,294,910   

Excelitas Technologies Corp.

     

Term Loan, 5.00%, Maturing November 23, 2016

     978         989,728   

Generac Power Systems, Inc.

     

Term Loan, 6.25%, Maturing May 30, 2018

     1,542         1,580,806   

Grede LLC

     

Term Loan, 7.00%, Maturing April 3, 2017

     992         999,440   

Husky Injection Molding Systems Ltd.

     

Term Loan, 5.75%, Maturing June 29, 2018

     3,280         3,336,509   

Kion Group GMBH

     

Term Loan, 3.44%, Maturing December 23, 2014(4)

     491         491,169   

Term Loan, 3.94%, Maturing December 23, 2015(4)

     1,043         1,044,089   

Manitowoc Company, Inc. (The)

     

Term Loan, 4.25%, Maturing November 13, 2017

     127         128,968   

Tank Holding Corp.

     

Term Loan, 5.50%, Maturing July 9, 2019

     976         986,915   

Terex Corporation

     

Term Loan, 4.50%, Maturing April 28, 2017

     691         700,772   

Unifrax Corporation

     

Term Loan, 7.25%, Maturing November 28, 2018

     570         574,732   
     

 

 

 
      $ 13,955,407   
     

 

 

 

Insurance — 4.5%

     

Alliant Holdings I, Inc.

     

Term Loan, 5.00%, Maturing December 20, 2019

     1,975       $ 1,997,219   

AmWINS Group, Inc.

     

Term Loan, 5.75%, Maturing June 6, 2019

     995         1,004,121   

Term Loan - Second Lien, 9.25%, Maturing December 6, 2019

     3,275         3,373,250   

Applied Systems, Inc.

     

Term Loan, 5.50%, Maturing December 8, 2016

     571         576,038   

Term Loan, 5.50%, Maturing December 8, 2016

     1,323         1,336,310   

Asurion LLC

     

Term Loan, 5.50%, Maturing May 24, 2018

     7,423         7,518,971   

Term Loan - Second Lien, 9.00%, Maturing May 24, 2019

     713         736,115   

CCC Information Services, Inc.

     

Term Loan, 5.25%, Maturing December 20, 2019

     300         305,062   

Compass Investors Inc.

     

Term Loan, 5.25%, Maturing December 27, 2019

     2,125         2,149,792   

Cunningham Lindsey U.S. Inc.

     

Term Loan, 5.00%, Maturing October 29, 2019

     675         687,656   

Hub International Limited

     

Term Loan, 4.70%, Maturing June 13, 2017

     2,620         2,654,219   

Term Loan, 6.75%, Maturing December 13, 2017

     556         563,376   

Towergate Finance, PLC

     

Term Loan, 6.50%, Maturing August 4, 2017

   GBP  1,000         1,579,391   
     

 

 

 
      $ 24,481,520   
     

 

 

 

Leisure Goods/Activities/Movies — 6.6%

     

Alpha D2 Limited

     

Term Loan, 6.00%, Maturing April 30, 2019

     1,985       $ 2,027,828   

 

14

 

 


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

AMC Entertainment, Inc.

     

Term Loan, 4.25%, Maturing December 15, 2016

     3,659       $ 3,702,336   

Term Loan, 4.75%, Maturing February 22, 2018

     965         977,768   

Bombardier Recreational Products, Inc.

     

Term Loan, Maturing January 22, 2019(2)

     4,275         4,328,057   

Bright Horizons Family Solutions, Inc.

     

Term Loan, Maturing January 16, 2020(2)

     900         909,562   

Cedar Fair, L.P.

     

Term Loan, 4.00%, Maturing December 15, 2017

     1,888         1,912,866   

ClubCorp Club Operations, Inc.

     

Term Loan, 5.00%, Maturing November 30, 2016

     2,612         2,664,047   

Dave & Buster’s, Inc.

     

Term Loan, 5.50%, Maturing June 1, 2016

     973         982,833   

Equinox Fitness Clubs

     

Term Loan, Maturing November 16, 2019(2)

     1,200         1,218,000   

Fender Musical Instruments Corporation

     

Term Loan, 5.50%, Maturing June 9, 2014

     263         262,477   

Term Loan, 5.50%, Maturing June 9, 2014

     518         516,839   

Live Nation Entertainment, Inc.

     

Term Loan, 4.50%, Maturing November 7, 2016

     2,585         2,609,745   

Regal Cinemas, Inc.

     

Term Loan, 3.24%, Maturing August 23, 2017

     2,820         2,845,755   

Revolution Studios Distribution Company, LLC

     

Term Loan, 3.96%, Maturing December 21, 2014(5)

     732         602,915   

Term Loan - Second Lien, 7.21%, Maturing June 21, 2015(5)

     800         426,000   

SeaWorld Parks & Entertainment, Inc.

     

Term Loan, 4.00%, Maturing August 17, 2017

     2,301         2,324,246   

Six Flags Theme Parks, Inc.

     

Term Loan, 4.00%, Maturing December 20, 2018

     1,455         1,478,931   

Town Sports International Inc.

     

Term Loan, 5.75%, Maturing May 11, 2018

     1,739         1,758,814   

Zuffa LLC

     

Term Loan, 2.25%, Maturing June 19, 2015

     3,851         3,831,791   

Term Loan, 7.50%, Maturing June 19, 2015

     744         749,868   
     

 

 

 
      $ 36,130,678   
     

 

 

 

Lodging and Casinos — 3.4%

     

Affinity Gaming, LLC

     

Term Loan, 5.50%, Maturing November 9, 2017

     422       $ 428,931   

Ameristar Casinos, Inc.

     

Term Loan, 4.00%, Maturing April 16, 2018

     1,029         1,039,829   

Caesars Entertainment Operating Company

     

Term Loan, 9.50%, Maturing October 31, 2016

     2,910         2,967,109   

Term Loan, 5.45%, Maturing January 26, 2018

     3,081         2,869,411   

Gala Group LTD

     

Term Loan, 5.50%, Maturing May 30, 2018

   GBP  3,125         4,808,128   

Isle of Capri Casinos, Inc.

     

Term Loan, 4.75%, Maturing March 24, 2017

     909         922,445   

Las Vegas Sands LLC

     

Term Loan, 2.76%, Maturing November 23, 2016

     216         217,201   

Term Loan, 2.76%, Maturing November 23, 2016

     600         603,732   

LodgeNet Entertainment Corporation

     

Term Loan, 0.00%, Maturing April 4, 2014(3)

     1,018         715,943   

 

15

 

 


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

MGM Resorts International

     

Term Loan, 4.25%, Maturing December 20, 2019

     2,500       $ 2,543,490   

Penn National Gaming, Inc.

     

Term Loan, 3.75%, Maturing July 16, 2018

     349         351,599   

Pinnacle Entertainment, Inc.

     

Term Loan, 4.00%, Maturing March 19, 2019

     571         576,751   

Tropicana Entertainment Inc.

     

Term Loan, 7.50%, Maturing March 16, 2018

     347         352,151   
     

 

 

 
      $ 18,396,720   
     

 

 

 

Nonferrous Metals/Minerals — 2.5%

     

Arch Coal Inc.

     

Term Loan, 5.75%, Maturing May 16, 2018

     2,887       $ 2,971,612   

Fairmount Minerals LTD

     

Term Loan, 5.25%, Maturing March 15, 2017

     3,015         3,019,145   

Noranda Aluminum Acquisition Corporation

     

Term Loan, 5.75%, Maturing February 24, 2019

     1,017         1,032,572   

Novelis, Inc.

     

Term Loan, 4.00%, Maturing March 10, 2017

     667         676,006   

Term Loan, 4.00%, Maturing March 10, 2017

     2,009         2,037,466   

Oxbow Carbon and Mineral Holdings LLC

     

Term Loan, 3.70%, Maturing May 8, 2016

     2,434         2,453,548   

United Distribution Group, Inc.

     

Term Loan, 7.50%, Maturing October 9, 2018

     1,156         1,124,478   

Term Loan - Second Lien, 12.50%, Maturing April 12, 2019

     500         477,500   
     

 

 

 
      $ 13,792,327   
     

 

 

 

Oil and Gas — 4.7%

     

Citgo Petroleum Corporation

     

Term Loan, 8.00%, Maturing June 24, 2015

     175       $ 177,172   

Term Loan, 9.00%, Maturing June 23, 2017

     2,198         2,252,895   

Crestwood Holdings LLC

     

Term Loan, 9.75%, Maturing March 26, 2018

     2,037         2,075,852   

Energy Transfer Equity, L.P.

     

Term Loan, 3.75%, Maturing March 24, 2017

     2,625         2,653,437   

Frac Tech International LLC

     

Term Loan, 8.50%, Maturing May 6, 2016

     1,972         1,728,125   

Gibson Energy ULC

     

Term Loan, 4.75%, Maturing June 15, 2018

     2,308         2,350,109   

MEG Energy Corp.

     

Term Loan, 4.00%, Maturing March 16, 2018

     1,210         1,224,526   

Obsidian Natural Gas Trust

     

Term Loan, 7.00%, Maturing November 2, 2015

     2,396         2,432,337   

Plains Exploration & Production

     

Term Loan, 4.00%, Maturing November 30, 2019

     2,000         2,012,850   

Samson Investment Company

     

Term Loan - Second Lien, 6.00%, Maturing September 25, 2018

     850         861,687   

Sheridan Production Partners I, LLC

     

Term Loan, 5.00%, Maturing September 14, 2019

     2,014         2,054,277   

Term Loan, 5.00%, Maturing September 25, 2019

     163         166,267   

Term Loan, 5.00%, Maturing September 25, 2019

     267         272,209   

Tallgrass Operations, LLC

     

Term Loan, 5.25%, Maturing November 13, 2018

     2,125         2,160,417   

 

16

 

 


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

Tervita Corporation

     

Term Loan, 3.21%, Maturing November 14, 2014

     2,482       $ 2,481,730   

Term Loan, 6.50%, Maturing November 14, 2014

     545         544,387   
     

 

 

 
      $ 25,448,277   
     

 

 

 

Publishing — 5.7%

     

Ascend Learning, Inc.

     

Term Loan, 6.50%, Maturing May 23, 2017

     3,179       $ 3,172,049   

Aster Zweite Beteiligungs GmbH

     

Term Loan, 5.55%, Maturing December 31, 2014

     93         92,511   

Term Loan, 5.55%, Maturing December 31, 2014

     1,543         1,533,867   

Term Loan, 5.55%, Maturing December 31, 2014

     1,614         1,600,371   

Cengage Learning Acquisitions, Inc.

     

Term Loan, 2.71%, Maturing July 3, 2014

     979         781,830   

GateHouse Media Operating, Inc.

     

Term Loan, 2.21%, Maturing August 28, 2014

     856         321,452   

Term Loan, 2.21%, Maturing August 28, 2014

     2,042         766,355   

Term Loan, 2.46%, Maturing August 28, 2014

     663         248,905   

Getty Images, Inc.

     

Term Loan, 4.75%, Maturing October 18, 2019

     4,775         4,838,952   

Instant Web, Inc.

     

Term Loan, 3.58%, Maturing August 7, 2014

     163         118,848   

Term Loan, 3.58%, Maturing August 7, 2014

     1,562         1,140,100   

Interactive Data Corporation

     

Term Loan, 4.50%, Maturing February 12, 2018

     3,138         3,156,434   

John Henry Holdings, Inc.

     

Term Loan, 6.00%, Maturing December 4, 2018

     600         608,500   

Lamar Media Corporation

     

Term Loan, 4.00%, Maturing December 30, 2016

     39         38,875   

Laureate Education, Inc.

     

Term Loan, 5.25%, Maturing June 18, 2018

     6,369         6,411,663   

MediaNews Group

     

Term Loan, 8.50%, Maturing March 19, 2014

     77         75,469   

Merrill Communications, LLC

     

Term Loan, 11.25%, Maturing March 28, 2013

     1,225         1,228,756   

Nelson Education Ltd.

     

Term Loan, 2.81%, Maturing July 3, 2014

     462         369,187   

Nielsen Finance LLC

     

Term Loan, 3.96%, Maturing May 2, 2016

     1,938         1,955,476   

Source Interlink Companies, Inc.

     

Term Loan, 15.00%, Maturing March 18, 2014(4)(5)

     776         331,135   

Term Loan - Second Lien, 10.75%, Maturing June 18, 2013

     884         701,553   

Tribune Company

     

Term Loan, 4.00%, Maturing December 31, 2019

     1,700         1,717,000   
     

 

 

 
      $ 31,209,288   
     

 

 

 

Radio and Television — 3.7%

     

Clear Channel Communications, Inc.

     

Term Loan, 3.85%, Maturing January 29, 2016

     1,516       $ 1,319,224   

Cumulus Media Holdings Inc.

     

Term Loan, 4.50%, Maturing September 17, 2018

     4,625         4,665,063   

Term Loan - Second Lien, 7.50%, Maturing September 16, 2019

     1,000         1,041,250   

 

17

 

 


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

Entercom Radio, LLC

     

Term Loan, 5.01%, Maturing November 23, 2018

     495       $ 500,897   

Foxco Acquisition Sub, LLC

     

Term Loan, 5.50%, Maturing July 14, 2017

     1,372         1,395,565   

Gray Television, Inc.

     

Term Loan, 4.75%, Maturing October 15, 2019

     482         491,019   

Hubbard Radio, LLC

     

Term Loan, 5.25%, Maturing April 28, 2017

     806         813,026   

ION Media Networks, Inc.

     

Term Loan, 7.25%, Maturing July 31, 2018

     825         833,250   

LIN Television Corp.

     

Term Loan, 4.00%, Maturing December 21, 2018

     594         598,084   

Mission Broadcasting, Inc.

     

Term Loan, 4.50%, Maturing December 3, 2019

     409         415,721   

Nexstar Broadcasting, Inc.

     

Term Loan, 4.50%, Maturing December 3, 2019

     966         983,341   

Nine Entertainment Group Limited

     

Term Loan, Maturing January 17, 2020(2)

     750         749,063   

Raycom TV Broadcasting, Inc.

     

Term Loan, 4.25%, Maturing May 31, 2017

     862         864,030   

Sinclair Television Group Inc.

     

Term Loan, 4.00%, Maturing October 28, 2016

     730         735,420   

Univision Communications Inc.

     

Term Loan, 4.45%, Maturing March 31, 2017

     3,825         3,843,365   

Weather Channel

     

Term Loan, 4.25%, Maturing February 13, 2017

     1,112         1,126,869   
     

 

 

 
      $ 20,375,187   
     

 

 

 

Retailers (Except Food and Drug) — 5.4%

     

99 Cents Only Stores

     

Term Loan, 5.25%, Maturing January 11, 2019

     1,488       $ 1,509,020   

Bass Pro Group, LLC

     

Term Loan, 4.00%, Maturing November 20, 2019

     1,375         1,394,250   

David’s Bridal, Inc.

     

Term Loan, 5.00%, Maturing October 11, 2019

     650         658,328   

Evergreen Acqco 1 LP

     

Term Loan, 5.00%, Maturing July 9, 2019

     672         677,338   

FTD, Inc.

     

Term Loan, 4.75%, Maturing June 11, 2018

     1,184         1,192,493   

Harbor Freight Tools USA, Inc.

     

Term Loan, 5.50%, Maturing November 14, 2017

     995         1,011,666   

J Crew Group, Inc.

     

Term Loan, 4.50%, Maturing March 7, 2018

     2,067         2,086,824   

Jo-Ann Stores, Inc.

     

Term Loan, 4.75%, Maturing March 16, 2018

     1,929         1,940,679   

Michaels Stores, Inc.

     

Term Loan, 3.75%, Maturing January 31, 2020

     2,575         2,604,571   

National Vision, Inc.

     

Term Loan, 7.00%, Maturing August 2, 2018

     794         807,895   

Neiman Marcus Group, Inc. (The)

     

Term Loan, 4.75%, Maturing May 16, 2018

     4,725         4,759,847   

Ollie’s Bargain Outlet, Inc.

     

Term Loan, 6.25%, Maturing September 27, 2019

     475         479,750   

 

18

 

 


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

Pep Boys-Manny, Moe & Jack (The)

     

Term Loan, 5.00%, Maturing October 11, 2018

     475       $ 484,500   

Petco Animal Supplies, Inc.

     

Term Loan, 4.50%, Maturing November 24, 2017

     2,209         2,220,295   

Pilot Travel Centers LLC

     

Term Loan, 3.75%, Maturing March 30, 2018

     1,768         1,791,801   

Term Loan, 4.25%, Maturing August 7, 2019

     599         607,197   

ServiceMaster Company

     

Term Loan, 4.46%, Maturing January 31, 2017

     2,443         2,463,602   

Visant Holding Corp.

     

Term Loan, 5.25%, Maturing December 22, 2016

     1,294         1,245,947   

Vivarte SA

     

Term Loan, 2.42%, Maturing March 9, 2015

   EUR 29         32,670   

Term Loan, 2.42%, Maturing March 9, 2015

   EUR 62         71,432   

Term Loan, 2.42%, Maturing March 9, 2015

   EUR 347         397,027   

Term Loan, 2.92%, Maturing March 8, 2016

   EUR  18         21,042   

Term Loan, 2.92%, Maturing March 8, 2016

   EUR 71         81,399   

Term Loan, 2.92%, Maturing March 8, 2016

   EUR  440         503,898   

Wilton Brands LLC

     

Term Loan, 7.50%, Maturing August 30, 2018

     642         654,712   
     

 

 

 
      $ 29,698,183   
     

 

 

 

Steel — 2.0%

     

Essar Steel Algoma, Inc.

     

Term Loan, 8.75%, Maturing September 19, 2014

     1,047       $ 1,063,086   

Firth Rixson Plc

     

Term Loan, 6.00%, Maturing June 30, 2017

   GBP  750         1,202,138   

FMG America Finance, Inc.

     

Term Loan, 5.25%, Maturing October 18, 2017

     5,810         5,899,209   

JMC Steel Group, Inc.

     

Term Loan, 4.75%, Maturing April 3, 2017

     688         697,432   

Patriot Coal Corporation

     

DIP Loan, 9.25%, Maturing October 4, 2013

     825         832,219   

SunCoke Energy, Inc.

     

Term Loan, 4.00%, Maturing July 26, 2018

     152         150,912   

Waupaca Foundry, Inc.

     

Term Loan, 5.75%, Maturing June 29, 2017

     634         644,152   

WireCo WorldGroup, Inc.

     

Term Loan, 6.00%, Maturing February 15, 2017

     623         631,230   
     

 

 

 
      $ 11,120,378   
     

 

 

 

Surface Transport — 1.3%

     

Hertz Corporation (The)

     

Term Loan, 3.75%, Maturing March 9, 2018

     3,463       $ 3,498,566   

Term Loan, 3.75%, Maturing March 11, 2018

     1,800         1,818,000   

Swift Transportation Co., Inc.

     

Term Loan, 5.00%, Maturing December 21, 2017

     1,661         1,684,306   
     

 

 

 
      $ 7,000,872   
     

 

 

 

Telecommunications — 5.7%

     

Alaska Communications Systems Holdings, Inc.

     

Term Loan, 5.50%, Maturing October 21, 2016

     941       $ 923,908   

 

19

 

 


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

Cellular South, Inc.

     

Term Loan, 4.50%, Maturing July 27, 2017

     837       $ 845,623   

Cricket Communications, Inc.

     

Term Loan, 4.75%, Maturing October 10, 2019

     475         479,453   

Crown Castle International Corporation

     

Term Loan, 4.00%, Maturing January 31, 2019

     1,856         1,875,973   

Intelsat Jackson Holdings Ltd.

     

Term Loan, 4.50%, Maturing April 2, 2018

     10,195         10,348,000   

Macquarie UK Broadcast Limited

     

Term Loan, 3.00%, Maturing December 1, 2014

   GBP  755         1,185,289   

MetroPCS Wireless, Inc.

     

Term Loan, 4.00%, Maturing March 16, 2018

     3,930         3,956,610   

Oberthur Technologies Holding SAS

     

Term Loan, 6.25%, Maturing March 30, 2019

     572         573,555   

SBA Finance

     

Term Loan, 3.75%, Maturing June 29, 2018

     936         941,696   

Term Loan, 3.75%, Maturing September 27, 2019

     425         429,117   

Syniverse Holdings, Inc.

     

Term Loan, 5.00%, Maturing April 23, 2019

     1,841         1,860,691   

Telesat LLC

     

Term Loan, 4.25%, Maturing March 28, 2019

     6,791         6,869,350   

Windstream Corporation

     

Term Loan, 4.00%, Maturing August 8, 2019

     920         929,195   
     

 

 

 
      $ 31,218,460   
     

 

 

 

Utilities — 3.2%

     

AES Corporation

     

Term Loan, 4.25%, Maturing June 1, 2018

     1,997       $ 2,024,509   

Calpine Corporation

     

Term Loan, 4.50%, Maturing April 2, 2018

     936         947,967   

Term Loan, 4.50%, Maturing April 2, 2018

     2,751         2,785,561   

Term Loan, 4.50%, Maturing October 9, 2019

     823         834,167   

Dynegy Midwest Generation LLC

     

Term Loan, 9.25%, Maturing August 4, 2016

     453         472,217   

Dynegy Power, LLC

     

Term Loan, 9.25%, Maturing August 4, 2016

     723         756,557   

LSP Madison Funding, LLC

     

Term Loan, 5.83%, Maturing June 28, 2019

     1,070         1,080,574   

NRG Energy, Inc.

     

Term Loan, 4.00%, Maturing July 2, 2018

     4,359         4,414,925   

Raven Power Finance, LLC

     

Term Loan, 7.25%, Maturing November 15, 2018

     500         510,000   

Texas Competitive Electric Holdings Company, LLC

     

Term Loan, 4.74%, Maturing October 10, 2017

     5,832         3,851,825   
     

 

 

 
      $ 17,678,302   
     

 

 

 

Total Senior Floating-Rate Interests
(identified cost $758,200,875)

      $ 764,331,189   
     

 

 

 

 

20

 

 


                                                   
Corporate Bonds & Notes — 12.4%      
Security    Principal
Amount*
(000’s omitted)
     Value  

Aerospace and Defense — 0.0%(6)

     

GenCorp, Inc.

     

7.125%, 3/15/21(7)

   $ 50       $ 52,000   
     

 

 

 
      $ 52,000   
     

 

 

 

Automotive — 0.0%(6)

     

American Axle & Manufacturing, Inc., Sr. Notes

     

9.25%, 1/15/17(7)

   $ 92       $ 102,120   

General Motors Financial Co., Inc., Sr. Notes

     

4.75%, 8/15/17(7)

     70         73,233   

Navistar International Corp., Sr. Notes

     

8.25%, 11/1/21

     55         54,313   
     

 

 

 
      $ 229,666   
     

 

 

 

Beverage and Tobacco — 0.1%

     

Constellation Brands, Inc., Sr. Notes

     

6.00%, 5/1/22

   $ 105       $ 118,650   

4.625%, 3/1/23

     75         76,781   

Innovation Ventures LLC/Innovation Ventures Finance Corp., Sr. Notes

     

9.50%, 8/15/19(7)

     50         45,750   
     

 

 

 
      $ 241,181   
     

 

 

 

Brokers, Dealers and Investment Houses — 0.0%(6)

     

Alliance Data Systems Corp., Sr. Notes

     

6.375%, 4/1/20(7)

   $ 55       $ 59,675   

E*TRADE Financial Corp., Sr. Notes

     

6.00%, 11/15/17

     15         15,563   

6.375%, 11/15/19

     45         46,912   
     

 

 

 
      $ 122,150   
     

 

 

 

Building and Development — 0.1%

     

Brookfield Residential Properties, Inc., Sr. Notes

     

6.50%, 12/15/20(7)

   $ 55       $ 58,300   

HD Supply, Inc., Sr. Notes

     

8.125%, 4/15/19(7)

     35         39,725   

7.50%, 7/15/20(7)

     100         99,000   

11.50%, 7/15/20(7)

     35         40,425   

Isabelle Acquisition Sub, Inc., Sr. Notes

     

10.00%, 11/15/18(4)(7)

     130         142,675   

Nortek, Inc., Sr. Notes

     

10.00%, 12/1/18

     85         96,900   

8.50%, 4/15/21

     25         28,437   

8.50%, 4/15/21(7)

     100         113,500   
     

 

 

 
      $ 618,962   
     

 

 

 

Business Equipment and Services — 0.1%

     

Education Management, LLC, Sr. Notes

     

8.75%, 6/1/14

   $ 100       $ 83,500   

FTI Consulting, Inc., Sr. Notes

     

6.00%, 11/15/22(7)

     40         42,300   

HDTFS, Inc., Sr. Notes

     

6.25%, 10/15/22(7)

     50         54,500   

TransUnion Holding Co., Inc., Sr. Notes

     

8.125%, 6/15/18(4)(7)

     100         105,250   
     

 

 

 
      $ 285,550   
     

 

 

 

 

21

 

 


                                                   
Security    Principal
Amount*
(000’s omitted)
     Value  

Cable and Satellite Television — 0.2%

     

AMC Networks, Inc., Sr. Notes

     

4.75%, 12/15/22

   $ 35       $ 35,175   

CCO Holdings, LLC/CCO Holdings Capital Corp., Sr. Notes

     

5.25%, 9/30/22

     190         189,050   

Cequel Communications Escrow I, LLC/Cequel Communications Escrow Capital Corp., Sr. Notes

     

6.375%, 9/15/20(7)

     65         68,412   

Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH, Sr. Notes

     

5.50%, 1/15/23(7)

     1,000         1,025,000   
     

 

 

 
      $ 1,317,637   
     

 

 

 

Chemicals and Plastics — 1.8%

     

Celanese US Holdings, LLC, Sr. Notes

     

4.625%, 11/15/22

   $ 45       $ 46,688   

Eagle Spinco, Inc., Sr. Notes

     

4.625%, 2/15/21(7)

     15         15,150   

Hexion US Finance Corp., Sr. Notes

     

6.625%, 4/15/20(7)

     1,020         1,009,800   

6.625%, 4/15/20

     2,000         1,980,000   

Ineos Finance PLC, Sr. Notes

     

7.25%, 2/15/19(7)

   EUR  1,000         1,439,269   

8.375%, 2/15/19(7)

     1,825         2,005,219   

7.50%, 5/1/20(7)

     800         866,000   

LyondellBasell Industries N.V., Sr. Notes

     

5.00%, 4/15/19

     210         232,575   

5.75%, 4/15/24

     200         232,500   

Rockwood Specialties Group, Inc., Sr. Notes

     

4.625%, 10/15/20

     130         133,737   

TPC Group, Inc.

     

8.75%, 12/15/20(7)

     35         35,438   

Trinseo Materials Operating S.C.A., Sr. Notes

     

8.75%, 2/1/19(7)

     1,570         1,558,225   

Tronox Finance, LLC, Sr. Notes

     

6.375%, 8/15/20(7)

     110         110,962   
     

 

 

 
      $ 9,665,563   
     

 

 

 

Conglomerates — 0.1%

     

Belden, Inc., Sr. Sub. Notes

     

5.50%, 9/1/22(7)

   $ 50       $ 51,750   

General Cable Corp., Sr. Notes

     

5.75%, 10/1/22(7)

     75         79,312   

Harbinger Group, Inc., Sr. Notes

     

7.875%, 7/15/19(7)

     35         36,138   

Spectrum Brands Escrow Corp., Sr. Notes

     

6.375%, 11/15/20(7)

     50         53,313   

6.625%, 11/15/22(7)

     70         75,775   
     

 

 

 
      $ 296,288   
     

 

 

 

Containers and Glass Products — 1.1%

     

Berry Plastics Corp., Sr. Notes

     

5.054%, 2/15/15(8)

   $ 2,000       $ 2,007,500   

BOE Merger Corp., Sr. Notes

     

9.50%, 11/1/17(4)(7)

     60         62,700   

Crown Americas, LLC/Crown Americas Capital Corp. IV, Sr. Notes

     

4.50%, 1/15/23(7)

     85         84,150   

 

22

 

 


                                                   
Security    Principal
Amount*
(000’s omitted)
     Value  

Reynolds Group Holdings Inc., Sr. Notes

     

5.75%, 10/15/20

     3,875       $ 3,971,875   

Sealed Air Corp., Sr. Notes

     

6.50%, 12/1/20(7)

     35         38,850   

8.375%, 9/15/21(7)

     10         11,525   
     

 

 

 
      $ 6,176,600   
     

 

 

 

Cosmetics/Toiletries — 0.3%

     

Alphabet Holding Co., Inc., Sr. Notes

     

7.75%, 11/1/17(4)(7)

   $ 125       $ 129,687   

Party City Holdings, Inc., Sr. Notes

     

8.875%, 8/1/20(7)

     120         130,200   

Revlon Consumer Products Corp.

     

9.75%, 11/15/15

     1,415         1,499,900   
     

 

 

 
      $ 1,759,787   
     

 

 

 

Drugs — 0.0%(6)

     

VPI Escrow Corp., Sr. Notes

     

6.375%, 10/15/20(7)

   $ 135       $ 140,738   
     

 

 

 
      $ 140,738   
     

 

 

 

Ecological Services and Equipment — 0.1%

     

ADS Waste Holdings, Inc., Sr. Notes

     

8.25%, 10/1/20(7)

   $ 50       $ 53,750   

Clean Harbors, Inc., Sr. Notes

     

5.25%, 8/1/20

     50         52,500   

5.125%, 6/1/21(7)

     25         25,875   

Environmental Systems Product Holdings, Inc., Jr. Notes

     

18.00%, 3/31/15(4)(5)(7)

     523         440,211   
     

 

 

 
      $ 572,336   
     

 

 

 

Electronics/Electrical — 0.1%

     

Brocade Communications Systems, Inc., Sr. Notes

     

6.875%, 1/15/20

   $ 30       $ 32,925   

Infor US, Inc., Sr. Notes

     

9.375%, 4/1/19

     60         68,100   

NCR Corp., Sr. Notes

     

5.00%, 7/15/22(7)

     60         61,050   

Nuance Communications, Inc., Sr. Notes

     

5.375%, 8/15/20(7)

     120         124,200   
     

 

 

 
      $ 286,275   
     

 

 

 

Equipment Leasing — 0.4%

     

Air Lease Corp., Sr. Notes

     

4.50%, 1/15/16

   $ 260       $ 265,200   

International Lease Finance Corp., Sr. Notes

     

5.65%, 6/1/14

     1,000         1,051,250   

6.75%, 9/1/16(7)

     350         396,375   

7.125%, 9/1/18(7)

     350         411,250   
     

 

 

 
      $ 2,124,075   
     

 

 

 

Financial Intermediaries — 1.4%

     

Ally Financial, Inc., Sr. Notes

     

2.511%, 12/1/14(8)

   $ 55       $ 55,303   

0.00%, 6/15/15

     80         73,900   

4.625%, 6/26/15

     500         525,393   

CIT Group, Inc., Sr. Notes

     

5.50%, 2/15/19(7)

     45         48,375   

 

23

 

 


                                                   
Security    Principal
Amount*
(000’s omitted)
     Value  

5.375%, 5/15/20

     10       $ 10,900   

5.00%, 8/15/22

     20         21,225   

First Data Corp., Sr. Notes

     

7.375%, 6/15/19(7)

     1,000         1,057,500   

6.75%, 11/1/20(7)

     1,480         1,528,100   

11.25%, 1/15/21(7)

     65         65,000   

Ford Motor Credit Co., LLC, Sr. Notes

     

12.00%, 5/15/15

     2,250         2,761,875   

Lender Processing Services, Inc., Sr. Notes

     

5.75%, 4/15/23

     75         79,875   

Nuveen Investments, Inc., Sr. Notes

     

9.50%, 10/15/20(7)

     130         134,550   

UPCB Finance II, Ltd., Sr. Notes

     

6.375%, 7/1/20(7)

   EUR  1,000         1,435,875   
     

 

 

 
      $ 7,797,871   
     

 

 

 

Food Products — 0.0%(6)

     

Land O’Lakes, Inc.

     

6.00%, 11/15/22(7)

   $ 45       $ 48,263   

Michael Foods Holding, Inc., Sr. Notes

     

8.50%, 7/15/18(4)(7)

     50         51,500   

Smithfield Foods, Inc., Sr. Notes

     

6.625%, 8/15/22

     95         104,737   
     

 

 

 
      $ 204,500   
     

 

 

 

Food Service — 0.0%(6)

     

Chiquita Brands International, Inc./ Chiquita Brands, LLC, Sr. Notes

     

7.875%, 2/1/21(7)

   $ 225       $ 223,367   
     

 

 

 
      $ 223,367   
     

 

 

 

Food/Drug Retailers — 0.0%(6)

     

Pantry, Inc., Sr. Notes

     

8.375%, 8/1/20(7)

   $ 70       $ 75,250   
     

 

 

 
      $ 75,250   
     

 

 

 

Health Care — 0.9%

     

Accellent, Inc., Sr. Notes

     

8.375%, 2/1/17

   $ 135       $ 143,100   

Air Medical Group Holdings, Inc., Sr. Notes

     

9.25%, 11/1/18

     4         4,420   

Amsurg Corp., Sr. Notes

     

5.625%, 11/30/20(7)

     20         21,000   

Biomet, Inc., Sr. Notes

     

6.50%, 8/1/20(7)

     115         121,181   

CDRT Holding Corp., Sr. Notes

     

9.25%, 10/1/17(4)(7)

     80         83,000   

Community Health Systems, Inc., Sr. Notes

     

5.125%, 8/15/18

     2,190         2,310,450   

7.125%, 7/15/20

     120         129,750   

DaVita, Inc., Sr. Notes

     

5.75%, 8/15/22

     215         226,825   

DJO Finance, LLC/DJO Finance Corp.

     

8.75%, 3/15/18(7)

     20         22,350   

HCA Holdings, Inc., Sr. Notes

     

6.25%, 2/15/21

     85         89,675   

HCA, Inc., Sr. Notes

     

4.75%, 5/1/23

     1,050         1,059,187   

 

24

 

 


                                                   
Security    Principal
Amount*
(000’s omitted)
     Value  

Hologic, Inc., Sr. Notes

     

6.25%, 8/1/20(7)

     245       $ 264,600   

IMS Health, Inc., Sr. Notes

     

6.00%, 11/1/20(7)

     75         78,375   

INC Research, LLC., Sr. Notes

     

11.50%, 7/15/19(7)

     55         58,300   

Kinetic Concepts, Inc./KCI USA, Inc.

     

10.50%, 11/1/18(7)

     45         48,375   

United Surgical Partners International, Inc., Sr. Notes

     

9.00%, 4/1/20(7)

     60         67,650   

Valeant Pharmaceuticals International, Sr. Notes

     

6.375%, 10/15/20(7)

     105         108,675   

VWR Funding, Inc., Sr. Notes

     

7.25%, 9/15/17(7)

     185         196,794   
     

 

 

 
      $ 5,033,707   
     

 

 

 

Home Furnishings — 0.2%

     

Libbey Glass, Inc., Sr. Notes

     

6.875%, 5/15/20

   $ 735       $ 794,719   

Mead Products, LLC/ACCO Brands Corp., Sr. Notes

     

6.75%, 4/30/20(7)

     200         213,500   

Tempur-Pedic International, Inc., Sr. Notes

     

6.875%, 12/15/20(7)

     40         42,700   
     

 

 

 
      $ 1,050,919   
     

 

 

 

Homebuilders/Real Estate — 0.0%(6)

     

BC Mountain, LLC/BC Mountain Finance, Inc., Sr. Notes

     

7.00%, 2/1/21(7)

   $ 65       $ 67,113   
     

 

 

 
      $ 67,113   
     

 

 

 

Industrial Equipment — 0.0%(6)

     

Manitowoc Co., Inc. (The), Sr. Notes

     

5.875%, 10/15/22

   $ 65       $ 65,813   
     

 

 

 
      $ 65,813   
     

 

 

 

Insurance — 0.2%

     

A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub, LLC, Sr. Notes

     

7.875%, 12/15/20(7)

   $ 45       $ 45,112   

CNO Financial Group, Inc., Sr. Notes

     

6.375%, 10/1/20(7)

     1,050         1,118,250   

Hub International, Ltd., Sr. Notes

     

8.125%, 10/15/18(7)

     70         72,800   

Onex USI Acquisition Corp., Sr. Notes

     

7.75%, 1/15/21(7)

     95         93,575   
     

 

 

 
      $ 1,329,737   
     

 

 

 

Leisure Goods/Activities/Movies — 0.3%

     

AMC Entertainment, Inc., Sr. Notes

     

8.75%, 6/1/19

   $ 110       $ 122,100   

Bombardier, Inc., Sr. Notes

     

4.25%, 1/15/16(7)

     50         51,750   

6.125%, 1/15/23(7)

     35         35,787   

Cinemark USA, Inc., Sr. Notes

     

5.125%, 12/15/22(7)

     5         5,088   

National CineMedia, LLC, Sr. Notes

     

6.00%, 4/15/22

     790         847,275   

Regal Entertainment Group, Sr. Notes

     

5.75%, 2/1/25

     25         24,813   

 

25

 

 


                                                   
Security    Principal
Amount*
(000’s omitted)
     Value  

Royal Caribbean Cruises, Sr. Notes

     

7.00%, 6/15/13

     95       $ 97,137   

6.875%, 12/1/13

     35         36,575   

7.25%, 6/15/16

     25         28,312   

7.25%, 3/15/18

     50         57,000   

Seven Seas Cruises, S. DE R.L.

     

9.125%, 5/15/19

     65         69,225   

Viking Cruises, Ltd., Sr. Notes

     

8.50%, 10/15/22(7)

     60         66,450   
     

 

 

 
      $ 1,441,512   
     

 

 

 

Lodging and Casinos — 1.0%

     

Buffalo Thunder Development Authority, Sr. Notes

     

9.375%, 12/15/14(3)(7)

   $ 480       $ 165,600   

Caesars Entertainment Operating Co., Inc., Sr. Notes

     

5.375%, 12/15/13

     20         19,900   

11.25%, 6/1/17

     1,500         1,612,500   

8.50%, 2/15/20

     2,100         2,117,062   

Caesars Operating Escrow, LLC/Caesars Escrow Corp., Sr. Notes

     

9.00%, 2/15/20(7)

     555         567,488   

Inn of the Mountain Gods Resort & Casino, Sr. Notes

     

8.75%, 11/30/20(7)

     58         56,840   

MGM Resorts International, Sr. Notes

     

6.625%, 12/15/21

     120         123,750   

7.75%, 3/15/22

     30         32,850   

Mohegan Tribal Gaming Authority

     

10.50%, 12/15/16(7)

     95         95,713   

11.00%, 9/15/18(7)

     400         350,000   

Tunica-Biloxi Gaming Authority, Sr. Notes

     

9.00%, 11/15/15(7)

     310         285,200   

Waterford Gaming, LLC, Sr. Notes

     

8.625%, 9/15/14(5)(7)

     174         93,333   
     

 

 

 
      $ 5,520,236   
     

 

 

 

Mining, Steel, Iron and Nonprecious Metals — 0.1%

     

ArcelorMittal, Sr. Notes

     

6.75%, 2/25/22

   $ 25       $ 27,545   

Eldorado Gold Corp., Sr. Notes

     

6.125%, 12/15/20(7)

     135         142,594   

IAMGOLD Corp.

     

6.75%, 10/1/20(7)

     130         127,725   

Inmet Mining Corp., Sr. Notes

     

8.75%, 6/1/20(7)

     30         33,450   

7.50%, 6/1/21(7)

     50         54,000   
     

 

 

 
      $ 385,314   
     

 

 

 

Nonferrous Metals/Minerals — 0.1%

     

FMG Resources (August 2006) Pty, Ltd., Sr. Notes

     

7.00%, 11/1/15(7)

   $ 55       $ 57,612   

8.25%, 11/1/19(7)

     35         37,713   

New Gold, Inc., Sr. Notes

     

7.00%, 4/15/20(7)

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