Eaton Vance Senior Floating Rate Trust Fund

 

 

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

July 31, 2013

Date of Reporting Period

 

 

 


Item 1. Schedule of Investments


Eaton Vance

Senior Floating-Rate Trust

July 31, 2013

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 141.9%(1)

 

                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Aerospace and Defense — 2.9%

     

Atlantic Aviation FBO Inc.

     

Term Loan, 3.25%, Maturing May 20, 2020

     450       $ 452,250   

AVIO S.p.A

     

Term Loan, 3.03%, Maturing June 14, 2017

     625         624,922   

Term Loan, 3.86%, Maturing December 14, 2017

   EUR  550         731,540   

Term Loan, 3.90%, Maturing December 14, 2017

     650         649,919   

Booz Allen Hamilton Inc.

     

Term Loan, 4.50%, Maturing July 31, 2019

     819         822,907   

DAE Aviation Holdings, Inc.

     

Term Loan, 6.25%, Maturing October 29, 2018

     683         694,864   

Term Loan, 6.25%, Maturing November 2, 2018

     310         315,005   

Ducommun Incorporated

     

Term Loan, 4.75%, Maturing June 27, 2017

     1,177         1,196,223   

Hawker Beechcraft Acquisition Company LLC

     

Term Loan, 5.75%, Maturing February 14, 2020

     800         806,500   

IAP Worldwide Services, Inc.

     

Term Loan, 10.00%, Maturing December 31, 2015(2)

     1,650         990,180   

Sequa Corporation

     

Term Loan, 5.25%, Maturing December 19, 2017

     1,542         1,563,456   

Silver II US Holdings, LLC

     

Term Loan, 4.00%, Maturing December 13, 2019

     1,965         1,968,393   

TASC, Inc.

     

Term Loan, 4.50%, Maturing December 18, 2015

     1,418         1,420,700   

Transdigm, Inc.

     

Term Loan, 3.75%, Maturing February 28, 2020

     4,807         4,843,752   
     

 

 

 
      $ 17,080,611   
     

 

 

 

Air Transport — 0.0%(3)

     

Evergreen International Aviation, Inc.

     

Term Loan, 5.00%, Maturing June 30, 2015(2)

     107       $ 85,802   
     

 

 

 
      $ 85,802   
     

 

 

 

Automotive — 5.6%

     

Affinia Group Intermediate Holdings Inc.

     

Term Loan, 4.75%, Maturing April 27, 2020

     1,550       $ 1,563,524   

Allison Transmission, Inc.

     

Term Loan, 4.25%, Maturing August 23, 2019

     2,849         2,877,971   

Autoparts Holdings Limited

     

Term Loan, 6.50%, Maturing July 28, 2017

     386         376,631   

Chrysler Group LLC

     

Term Loan, 4.25%, Maturing May 24, 2017

     4,962         5,050,938   

Federal-Mogul Corporation

     

Term Loan, 2.14%, Maturing December 29, 2014

     2,388         2,351,733   

Term Loan, 2.14%, Maturing December 28, 2015

     3,001         2,955,301   

Goodyear Tire & Rubber Company (The)

     

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

     6,650         6,720,616   

HHI Holdings LLC

     

Term Loan, 5.00%, Maturing October 5, 2018

     1,885         1,906,117   

 

1

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Metaldyne Company LLC

     

Term Loan, 5.00%, Maturing December 18, 2018

     1,294       $ 1,316,136   

Schaeffler AG

     

Term Loan, 4.25%, Maturing January 27, 2017

     775         780,565   

SRAM, LLC

     

Term Loan, 4.02%, Maturing April 10, 2020

     1,929         1,927,423   

Tower Automotive Holdings USA, LLC

     

Term Loan, 5.75%, Maturing April 23, 2020

     798         806,645   

TriMas Corporation

     

Term Loan, 3.75%, Maturing October 10, 2019

     868         872,780   

Veyance Technologies, Inc.

     

Term Loan, 5.25%, Maturing September 8, 2017

     2,893         2,897,089   
     

 

 

 
      $ 32,403,469   
     

 

 

 

Beverage and Tobacco — 0.6%

     

D.E Master Blenders 1753 N.V.

     

Term Loan, Maturing June 25, 2018(4)

   EUR  2,525       $ 3,362,072   
     

 

 

 
      $ 3,362,072   
     

 

 

 

Building and Development — 1.6%

     

ABC Supply Co., Inc.

     

Term Loan, 3.50%, Maturing April 16, 2020

     1,275       $ 1,278,529   

Armstrong World Industries, Inc.

     

Term Loan, 3.50%, Maturing March 16, 2020

     549         552,052   

Four Seasons Holdings Inc.

     

Term Loan - Second Lien, 6.25%, Maturing December 28, 2020

     2,650         2,716,250   

Preferred Proppants, LLC

     

Term Loan, 9.00%, Maturing December 15, 2016

     714         612,362   

RE/MAX International, Inc.

     

Term Loan, Maturing July 31, 2020(4)

     1,700         1,706,375   

Realogy Corporation

     

Term Loan, 3.20%, Maturing October 10, 2013

     96         96,193   

Term Loan, 4.50%, Maturing March 5, 2020

     998         1,009,346   

Summit Materials Companies I, LLC

     

Term Loan, 5.00%, Maturing January 30, 2019

     470         473,002   

WireCo WorldGroup, Inc.

     

Term Loan, 6.00%, Maturing February 15, 2017

     620         623,414   
     

 

 

 
      $ 9,067,523   
     

 

 

 

Business Equipment and Services — 12.9%

     

Acosta, Inc.

     

Term Loan, 5.00%, Maturing March 2, 2018

     2,904       $ 2,935,575   

Advantage Sales & Marketing, Inc.

     

Term Loan, 4.25%, Maturing December 18, 2017

     2,422         2,442,405   

Affinion Group, Inc.

     

Term Loan, 6.50%, Maturing October 10, 2016

     794         765,692   

Allied Security Holdings, LLC

     

Term Loan, 5.25%, Maturing February 3, 2017

     562         565,939   

Altegrity, Inc.

     

Term Loan, 7.75%, Maturing February 20, 2015

     692         692,793   

Term Loan, 5.00%, Maturing February 21, 2015

     2,207         2,163,201   

Altisource Solutions S.a.r.l.

     

Term Loan, 5.75%, Maturing November 27, 2019

     1,245         1,258,099   

Audio Visual Services Group, Inc.

     

Term Loan, 6.75%, Maturing November 9, 2018

     1,067         1,082,942   

BakerCorp International, Inc.

     

Term Loan, 4.25%, Maturing February 14, 2020

     1,318         1,321,121   

BAR/BRI Review Courses, Inc.

     

Term Loan, 5.25%, Maturing June 16, 2017

     632         634,025   

 

2

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Brand Energy & Infrastructure Services, Inc.

     

Term Loan, 6.25%, Maturing October 23, 2018

     158       $ 161,517   

Term Loan, 6.25%, Maturing October 23, 2018

     660         672,989   

Brickman Group Holdings Inc.

     

Term Loan, 3.27%, Maturing October 14, 2016

     629         634,458   

Term Loan, 4.00%, Maturing September 28, 2018

     793         797,897   

Brock Holdings III, Inc.

     

Term Loan, 6.01%, Maturing March 16, 2017

     1,072         1,082,092   

CCC Information Services, Inc.

     

Term Loan, 4.00%, Maturing December 20, 2019

     423         426,008   

ClientLogic Corporation

     

Term Loan, 7.02%, Maturing January 30, 2017

     1,567         1,553,647   

Corporate Executive Board Company, The

     

Term Loan, 5.00%, Maturing July 2, 2019

     522         523,681   

CPM Acquisition Corp.

     

Term Loan, 6.25%, Maturing August 29, 2017

     496         497,956   

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

     1,000         1,007,500   

Education Management LLC

     

Term Loan, 8.25%, Maturing March 29, 2018

     2,047         1,934,331   

EIG Investors Corp.

     

Term Loan, 6.25%, Maturing November 8, 2019

     1,990         2,007,413   

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

     525         528,281   

Expert Global Solutions, Inc.

     

Term Loan, 8.50%, Maturing April 3, 2018

     1,912         1,946,348   

Genesys Telecom Holdings, U.S., Inc.

     

Term Loan, 4.00%, Maturing February 7, 2020

     592         593,664   

Genpact International, Inc.

     

Term Loan, 3.50%, Maturing August 30, 2019

     1,592         1,600,624   

IG Investment Holdings, LLC

     

Term Loan, 6.00%, Maturing October 31, 2019

     771         779,800   

IMS Health Incorporated

     

Term Loan, 3.75%, Maturing September 1, 2017

     1,970         1,984,081   

ION Trading Technologies S.a.r.l.

     

Term Loan, 4.50%, Maturing May 22, 2020

     650         652,844   

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

     1,000         1,004,063   

ISS Holdings A/S

     

Term Loan, 4.21%, Maturing April 30, 2015

   EUR  246         329,101   

Term Loan, 4.21%, Maturing April 30, 2015

   EUR  1,754         2,350,723   

Term Loan, 3.75%, Maturing April 30, 2018

     475         476,262   

Ista International GmbH

     

Term Loan, 4.14%, Maturing April 30, 2020

   EUR 18         24,415   

Term Loan, 4.14%, Maturing April 30, 2020

   EUR 139         186,585   

Term Loan, 4.14%, Maturing June 1, 2020

   EUR 293         392,971   

Jason Incorporated

     

Term Loan, 5.00%, Maturing February 28, 2019

     513         514,617   

KAR Auction Services, Inc.

     

Term Loan, 3.75%, Maturing May 19, 2017

     2,732         2,762,280   

Kronos Incorporated

     

Term Loan, 4.50%, Maturing October 30, 2019

     1,567         1,579,858   

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

     900         934,313   

Language Line, LLC

     

Term Loan, 6.25%, Maturing June 20, 2016

     1,968         1,956,159   

Mitchell International, Inc.

     

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

     1,000         986,400   

Monitronics International Inc.

     

Term Loan, 4.25%, Maturing March 23, 2018

     1,189         1,201,785   

National CineMedia, LLC

     

Term Loan, 2.94%, Maturing November 26, 2019

     525         523,606   

Polarpak Inc.

     

Term Loan, 4.50%, Maturing June 5, 2020

     259         259,683   

 

3

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Quintiles Transnational Corp.

     

Term Loan, 4.50%, Maturing June 8, 2018

     261       $ 263,089   

Term Loan, 4.50%, Maturing June 8, 2018

     5,193         5,251,327   

Sensus USA Inc.

     

Term Loan, 4.75%, Maturing May 9, 2017

     660         652,939   

ServiceMaster Company

     

Term Loan, 4.25%, Maturing January 31, 2017

     1,443         1,438,241   

Term Loan, 4.45%, Maturing January 31, 2017

     2,431         2,429,348   

SunGard Data Systems, Inc.

     

Term Loan, 3.94%, Maturing February 28, 2017

     946         953,900   

Term Loan, 4.00%, Maturing March 8, 2020

     6,434         6,493,105   

SymphonyIRI Group, Inc.

     

Term Loan, 4.50%, Maturing December 1, 2017

     809         817,600   

TNS, Inc.

     

Term Loan, 5.00%, Maturing February 14, 2020

     875         884,662   

TransUnion, LLC

     

Term Loan, 4.25%, Maturing February 10, 2019

     2,812         2,846,675   

U.S. Security Holdings, Inc.

     

Term Loan, 6.00%, Maturing July 28, 2017

     117         117,792   

Term Loan, 6.00%, Maturing July 28, 2017

     596         601,798   

WASH Multifamily Laundry Systems, LLC

     

Term Loan, 5.25%, Maturing February 21, 2019

     324         325,808   

West Corporation

     

Term Loan, 3.75%, Maturing June 29, 2018

     3,707         3,728,727   
     

 

 

 
      $ 75,534,755   
     

 

 

 

Cable and Satellite Television — 6.9%

     

Atlantic Broadband Finance, LLC

     

Term Loan, 3.25%, Maturing December 2, 2019

     844       $ 846,261   

Bragg Communications Incorporated

     

Term Loan, 3.50%, Maturing February 28, 2018

     395         397,140   

Cequel Communications, LLC

     

Term Loan, 3.50%, Maturing February 14, 2019

     4,345         4,367,959   

Charter Communications Operating, LLC

     

Term Loan, 3.00%, Maturing July 1, 2020

     1,350         1,347,722   

Term Loan, 3.00%, Maturing January 4, 2021

     1,150         1,147,180   

Crown Media Holdings, Inc.

     

Term Loan, 4.00%, Maturing July 14, 2018

     429         429,997   

CSC Holdings, Inc.

     

Term Loan, 2.69%, Maturing April 17, 2020

     3,325         3,302,486   

Kabel Deutschland GMBH

     

Term Loan, 3.25%, Maturing February 1, 2019

     1,075         1,074,926   

Term Loan, 2.88%, Maturing April 17, 2020

   EUR 700         931,412   

Lavena Holding 3 GMBH

     

Term Loan, Maturing March 30, 2017(4)

   EUR 4,486         5,938,265   

Media Holdco, LP

     

Term Loan, 7.25%, Maturing July 31, 2018

     821         827,032   

Mediacom Communications Corp

     

Term Loan, 3.25%, Maturing January 29, 2021

     1,000         997,656   

Mediacom Illinois, LLC

     

Term Loan, 4.50%, Maturing October 23, 2017

     800         803,251   

P7S1 Broadcasting Holding II B.V.

     

Term Loan, 2.92%, Maturing July 3, 2018

   EUR 1,722         2,266,237   

Sterling Entertainment Enterprises, LLC

     

Term Loan, 3.19%, Maturing December 28, 2017

     750         736,650   

UPC Financing Partnership

     

Term Loan, 4.00%, Maturing January 29, 2021

     775         781,055   

Term Loan, 3.88%, Maturing March 26, 2021

   EUR 3,972         5,273,477   

Virgin Media Investment Holdings Limited

     

Term Loan, 4.50%, Maturing June 5, 2020

   GBP  1,475         2,259,271   

Term Loan, 3.50%, Maturing June 8, 2020

     5,075         5,077,466   

 

4

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

WaveDivision Holdings, LLC

     

Term Loan, 4.00%, Maturing October 15, 2019

     323       $ 324,520   

YPSO Holding SA

     

Term Loan, Maturing June 6, 2016(4)

   EUR 203         272,789   

Term Loan, Maturing June 6, 2016(4)

   EUR 323         433,112   

Term Loan, Maturing June 6, 2016(4)

   EUR  474         636,228   
     

 

 

 
      $ 40,472,092   
     

 

 

 

Chemicals and Plastics — 5.0%

     

AI Chem & Cy S.C.A.

     

Term Loan, 4.50%, Maturing October 3, 2019

     145       $ 146,907   

Term Loan, 4.50%, Maturing October 3, 2019

     280         283,139   

Arysta LifeScience Corporation

     

Term Loan, 4.50%, Maturing May 29, 2020

     2,325         2,342,921   

Axalta Coating Systems US Holdings Inc.

     

Term Loan, 4.75%, Maturing February 3, 2020

     3,990         4,034,265   

AZ Chem US Inc.

     

Term Loan, 5.25%, Maturing December 22, 2017

     1,714         1,730,784   

Chemtura Corporation

     

Term Loan, 5.50%, Maturing August 27, 2016

     189         191,141   

Emerald Performance Materials, LLC

     

Term Loan, 6.75%, Maturing May 18, 2018

     693         694,734   

General Chemical Corporation

     

Term Loan, 5.00%, Maturing October 6, 2015

     453         455,973   

Ineos US Finance LLC

     

Term Loan, 4.00%, Maturing May 4, 2018

     4,185         4,184,563   

MacDermid, Inc.

     

Term Loan, 4.00%, Maturing June 5, 2020

     775         780,812   

Term Loan - Second Lien, 7.75%, Maturing December 7, 2020

     500         507,500   

OEP Pearl Dutch Acquisition B.V.

     

Term Loan, 6.50%, Maturing March 30, 2018

     93         94,209   

Omnova Solutions Inc.

     

Term Loan, 4.25%, Maturing May 31, 2018

     975         984,750   

OXEA Finance LLC

     

Term Loan, 4.25%, Maturing November 22, 2019

     700         709,398   

OXEA Finance S.à.r.l.

     

Term Loan - Second Lien, 8.25%, Maturing May 22, 2020

     1,000         1,005,200   

PQ Corporation

     

Term Loan, 4.50%, Maturing August 7, 2017

     1,169         1,180,816   

Schoeller Arca Systems Holding B.V.

     

Term Loan, 4.70%, Maturing December 18, 2014(2)

   EUR  145         132,663   

Term Loan, 4.70%, Maturing December 18, 2014(2)

   EUR 412         378,247   

Term Loan, 4.70%, Maturing December 18, 2014(2)

   EUR 443         407,031   

Sonneborn LLC

     

Term Loan, 6.50%, Maturing March 30, 2018

     527         533,849   

Taminco NV

     

Term Loan, 4.25%, Maturing February 15, 2019

     370         374,493   

Tronox Pigments (Netherlands) B.V.

     

Term Loan, 4.50%, Maturing March 19, 2020

     3,025         3,066,358   

Univar Inc.

     

Term Loan, 5.00%, Maturing June 30, 2017

     4,997         4,943,464   

WNA Holdings Inc.

     

Term Loan, 4.50%, Maturing June 5, 2020

     140         141,062   
     

 

 

 
      $ 29,304,279   
     

 

 

 

Clothing/Textiles — 0.1%

     

Wolverine Worldwide, Inc.

     

Term Loan, 4.50%, Maturing July 31, 2019

     409       $ 412,447   
     

 

 

 
      $ 412,447   
     

 

 

 

 

5

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Conglomerates — 1.2%

     

American Greetings Corporation

     

Term Loan, Maturing December 31, 2019(4)

     1,100       $ 1,094,500   

RGIS Services, LLC

     

Term Loan, 4.53%, Maturing October 18, 2016

     2,489         2,485,546   

Term Loan, 5.50%, Maturing October 18, 2017

     383         382,500   

Spectrum Brands, Inc.

     

Term Loan, 4.51%, Maturing December 17, 2019

     2,896         2,923,029   
     

 

 

 
      $ 6,885,575   
     

 

 

 

Containers and Glass Products — 1.9%

     

Berry Plastics Holding Corporation

     

Term Loan, 3.50%, Maturing February 7, 2020

     2,170       $ 2,171,370   

BWAY Corporation

     

Term Loan, 4.50%, Maturing August 7, 2017

     2,612         2,637,994   

Pact Group Pty Ltd.

     

Term Loan, 3.75%, Maturing May 29, 2020

     1,550         1,550,969   

Pelican Products, Inc.

     

Term Loan, 7.00%, Maturing July 11, 2018

     495         496,856   

Reynolds Group Holdings Inc.

     

Term Loan, 4.75%, Maturing September 28, 2018

     2,878         2,916,208   

Sealed Air Corporation

     

Term Loan, 4.00%, Maturing October 3, 2018

     540         547,805   

TricorBraun, Inc.

     

Term Loan, 4.00%, Maturing May 3, 2018

     619         620,684   
     

 

 

 
      $ 10,941,886   
     

 

 

 

Cosmetics/Toiletries — 0.9%

     

Bausch & Lomb, Inc.

     

Term Loan, 4.00%, Maturing May 17, 2019

     2,970       $ 2,973,769   

Prestige Brands, Inc.

     

Term Loan, 3.78%, Maturing January 31, 2019

     337         341,125   

Sun Products Corporation (The)

     

Term Loan, 5.50%, Maturing March 23, 2020

     2,170         2,172,274   
     

 

 

 
      $ 5,487,168   
     

 

 

 

Drugs — 2.9%

     

Aptalis Pharma, Inc.

     

Term Loan, 5.50%, Maturing February 10, 2017

     494       $ 497,453   

Term Loan, 5.50%, Maturing February 10, 2017

     1,955         1,965,921   

Auxilium Pharmaceuticals, Inc.

     

Term Loan, 6.25%, Maturing April 26, 2017

     593         596,573   

Ikaria Acquisition Inc.

     

Term Loan, 7.25%, Maturing July 3, 2018

     675         683,438   

Term Loan - Second Lien, 11.00%, Maturing July 3, 2019

     500         501,250   

Par Pharmaceutical Companies, Inc.

     

Term Loan, 4.25%, Maturing September 30, 2019

     1,166         1,171,721   

Valeant Pharmaceuticals International, Inc.

     

Term Loan, 3.50%, Maturing February 13, 2019

     1,858         1,879,604   

Term Loan, 3.50%, Maturing December 11, 2019

     2,987         3,021,402   

Term Loan, Maturing June 24, 2020(4)

     3,925         3,982,403   

Warner Chilcott Company, LLC

     

Term Loan, 4.25%, Maturing March 15, 2018

     77         77,005   

Warner Chilcott Corporation

     

Term Loan, 4.25%, Maturing March 15, 2018

     546         547,795   

Term Loan, 4.25%, Maturing March 15, 2018

     1,255         1,258,361   

WC Luxco S.a.r.l.

     

Term Loan, 4.25%, Maturing March 15, 2018

     989         991,611   
     

 

 

 
      $ 17,174,537   
     

 

 

 

 

6

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Ecological Services and Equipment — 0.8%

     

ADS Waste Holdings, Inc.

     

Term Loan, 4.25%, Maturing October 9, 2019

     3,935       $ 3,968,014   

Envirotest Systems Holding Corp.

     

Term Loan - Second Lien, 15.50%, Maturing March 31, 2017(2)

     53         54,344   

Progressive Waste Solutions Ltd.

     

Term Loan, 3.50%, Maturing October 24, 2019

     522         528,170   

Viking Consortium Borrower Limited

     

Term Loan - Second Lien, 6.59%, Maturing March 31, 2016(2)(5)

   GBP 542         226,599   
     

 

 

 
      $ 4,777,127   
     

 

 

 

Electronics/Electrical — 10.7%

     

Aeroflex Incorporated

     

Term Loan, 4.50%, Maturing November 9, 2019

     1,748       $ 1,764,216   

Aspect Software, Inc.

     

Term Loan, 7.00%, Maturing May 6, 2016

     1,269         1,272,624   

Attachmate Corporation

     

Term Loan, 7.25%, Maturing November 22, 2017

     3,153         3,189,926   

Blue Coat Systems, Inc.

     

Term Loan - Second Lien, 9.50%, Maturing June 19, 2020

     825         831,187   

Cinedigm Digital Funding I, LLC

     

Term Loan, 3.75%, Maturing April 29, 2016

     507         508,759   

CommScope, Inc.

     

Term Loan, 3.75%, Maturing January 12, 2018

     2,077         2,093,390   

CompuCom Systems, Inc.

     

Term Loan, 4.25%, Maturing May 11, 2020

     1,275         1,286,156   

DG FastChannel, Inc.

     

Term Loan, 7.25%, Maturing July 26, 2018

     2,732         2,718,149   

Eagle Parent, Inc.

     

Term Loan, 4.50%, Maturing May 16, 2018

     3,546         3,573,168   

Edwards (Cayman Islands II) Limited

     

Term Loan, 4.75%, Maturing March 26, 2020

     1,291         1,300,460   

Excelitas Technologies Corp.

     

Term Loan, 5.00%, Maturing November 23, 2016

     970         974,437   

Freescale Semiconductor, Inc.

     

Term Loan, 5.00%, Maturing February 28, 2020

     2,893         2,926,500   

Go Daddy Operating Company, LLC

     

Term Loan, 4.25%, Maturing December 17, 2018

     3,095         3,107,507   

Hyland Software, Inc.

     

Term Loan, 5.50%, Maturing October 25, 2019

     348         348,990   

Infor (US), Inc.

     

Term Loan, 5.25%, Maturing April 5, 2018

     4,571         4,621,946   

Internet Brands, Inc.

     

Term Loan, 6.25%, Maturing March 15, 2019

     948         951,771   

Magic Newco LLC

     

Term Loan, 7.25%, Maturing December 12, 2018

     1,390         1,405,827   

Microsemi Corporation

     

Term Loan, 3.75%, Maturing February 19, 2020

     1,311         1,325,362   

NXP B.V.

     

Term Loan, 4.50%, Maturing March 3, 2017

     2,144         2,184,519   

Term Loan, 4.75%, Maturing January 11, 2020

     920         940,317   

Renaissance Learning, Inc.

     

Term Loan, 5.75%, Maturing November 13, 2018

     571         576,394   

Rocket Software, Inc.

     

Term Loan, 5.75%, Maturing February 8, 2018

     1,231         1,235,259   

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

     750         749,250   

Rovi Solutions Corporation

     

Term Loan, 3.50%, Maturing March 29, 2019

     773         774,995   

 

7

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

RP Crown Parent, LLC

     

Term Loan, 6.75%, Maturing December 21, 2018

     5,130       $ 5,184,077   

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

     575         588,656   

SafeNet Inc.

     

Term Loan, 2.69%, Maturing April 12, 2014

     221         220,878   

Sensata Technologies Finance Company, LLC

     

Term Loan, 3.75%, Maturing May 11, 2018

     1,211         1,224,946   

Serena Software, Inc.

     

Term Loan, 4.19%, Maturing March 10, 2016

     474         472,815   

Term Loan, 5.00%, Maturing March 10, 2016

     350         347,375   

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

     

Term Loan, 6.50%, Maturing May 10, 2019

     990         992,475   

Sirius Computer Solutions, Inc.

     

Term Loan, 7.00%, Maturing November 30, 2018

     519         528,966   

SkillSoft Corporation

     

Term Loan, 5.00%, Maturing May 26, 2017

     1,213         1,223,783   

Smart Technologies ULC

     

Term Loan, Maturing January 18, 2019(4)

     650         624,000   

Sophia, L.P.

     

Term Loan, 4.50%, Maturing July 19, 2018

     1,350         1,364,783   

SS&C Technologies Inc.

     

Term Loan, 3.50%, Maturing June 7, 2019

     113         113,405   

Term Loan, 3.50%, Maturing June 7, 2019

     1,093         1,096,018   

SumTotal Systems LLC

     

Term Loan, 6.25%, Maturing November 16, 2018

     1,269         1,273,382   

SurveyMonkey.com, LLC

     

Term Loan, 5.50%, Maturing February 5, 2019

     549         556,169   

VeriFone Inc.

     

Term Loan, 4.25%, Maturing December 28, 2018

     105         105,404   

Vertafore, Inc.

     

Term Loan, 4.25%, Maturing October 2, 2019

     998         1,003,942   

Wall Street Systems, Inc.

     

Term Loan, 5.75%, Maturing October 25, 2019

     1,668         1,679,864   

Term Loan - Second Lien, 9.25%, Maturing October 26, 2020

     500         507,800   

Web.com Group, Inc.

     

Term Loan, 4.50%, Maturing October 27, 2017

     2,383         2,398,870   
     

 

 

 
      $ 62,168,717   
     

 

 

 

Equipment Leasing — 0.5%

     

Flying Fortress Inc.

     

Term Loan, 3.50%, Maturing June 30, 2017

     2,792       $ 2,795,156   
     

 

 

 
      $ 2,795,156   
     

 

 

 

Financial Intermediaries — 5.7%

     

Allflex Holdings II, Inc.

     

Term Loan, 4.25%, Maturing June 11, 2020

     650       $ 654,469   

American Capital Holdings, Inc.

     

Term Loan, 5.50%, Maturing August 22, 2016

     825         830,404   

American Stock Transfer & Trust Company, LLC

     

Term Loan - Second Lien, 9.25%, Maturing December 11, 2020

     1,000         998,750   

Citco Funding LLC

     

Term Loan, 4.25%, Maturing May 23, 2018

     2,040         2,047,514   

Clipper Acquisitions Corp.

     

Term Loan, 4.00%, Maturing February 6, 2020

     547         551,354   

First Data Corporation

     

Term Loan, 4.19%, Maturing March 23, 2018

     4,136         4,141,271   

Term Loan, 4.19%, Maturing September 24, 2018

     1,875         1,876,172   

 

8

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Grosvenor Capital Management Holdings, LLP

     

Term Loan, 4.25%, Maturing December 5, 2016

     1,266       $ 1,264,027   

Guggenheim Partners, LLC

     

Term Loan, 4.25%, Maturing July 17, 2020

     850         861,156   

Hamilton Lane Advisors, LLC

     

Term Loan, 5.25%, Maturing February 23, 2018

     643         642,747   

Harbourvest Partners, LLC

     

Term Loan, 4.75%, Maturing November 21, 2017

     791         798,971   

Home Loan Servicing Solutions, Ltd.

     

Term Loan, 4.50%, Maturing June 19, 2020

     1,075         1,083,708   

iPayment, Inc.

     

Term Loan, 6.75%, Maturing May 8, 2017

     904         902,371   

LPL Holdings, Inc.

     

Term Loan, 3.25%, Maturing March 29, 2019

     3,810         3,814,464   

Mercury Payment Systems Canada, LLC

     

Term Loan, 5.50%, Maturing July 3, 2017

     984         999,139   

MIP Delaware, LLC

     

Term Loan, 4.00%, Maturing March 9, 2020

     845         851,651   

Moneygram International, Inc.

     

Term Loan, 4.25%, Maturing March 20, 2020

     424         428,177   

Nuveen Investments, Inc.

     

Term Loan, 4.19%, Maturing May 13, 2017

     6,197         6,214,974   

Ocwen Financial Corporation

     

Term Loan, 5.00%, Maturing February 15, 2018

     1,247         1,265,578   

Oz Management LP

     

Term Loan, 1.78%, Maturing November 15, 2016

     1,308         1,221,322   

Starwood Property Trust, Inc.

     

Term Loan, 3.50%, Maturing April 17, 2020

     274         274,998   

Walter Investment Management Corp.

     

Term Loan, 5.75%, Maturing November 28, 2017

     1,487         1,503,572   
     

 

 

 
      $ 33,226,789   
     

 

 

 

Food Products — 6.0%

     

AdvancePierre Foods, Inc.

     

Term Loan, 5.75%, Maturing July 10, 2017

     1,269       $ 1,285,012   

American Seafoods Group LLC

     

Term Loan, 4.25%, Maturing March 16, 2018

     630         626,509   

Blue Buffalo Company, Ltd.

     

Term Loan, 4.75%, Maturing August 8, 2019

     1,290         1,304,782   

Clearwater Seafoods Limited Partnership

     

Term Loan, 5.75%, Maturing June 24, 2019

     950         957,719   

CSM Bakery Supplies LLC

     

Term Loan, 4.75%, Maturing May 22, 2020

     1,050         1,057,875   

Del Monte Foods Company

     

Term Loan, 4.00%, Maturing March 8, 2018

     5,088         5,103,159   

Dole Food Company Inc.

     

Term Loan, 3.75%, Maturing April 1, 2020

     1,721         1,723,914   

H.J. Heinz Company

     

Term Loan, 3.50%, Maturing June 5, 2020

     10,475         10,587,753   

Hearthside Food Solutions, LLC

     

Term Loan, 6.50%, Maturing June 7, 2018

     1,163         1,171,991   

High Liner Foods Incorporated

     

Term Loan, 4.75%, Maturing December 31, 2017

     605         609,609   

JBS USA Holdings Inc.

     

Term Loan, 3.75%, Maturing May 25, 2018

     980         980,687   

Michael Foods Group, Inc.

     

Term Loan, 4.25%, Maturing February 23, 2018

     629         638,120   

 

9

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

NBTY, Inc.

     

Term Loan, 3.50%, Maturing October 1, 2017

     5,409       $ 5,456,329   

Pinnacle Foods Finance LLC

     

Term Loan, 3.25%, Maturing April 29, 2020

     3,766         3,772,623   
     

 

 

 
      $ 35,276,082   
     

 

 

 

Food Service — 6.1%

     

Aramark Corporation

     

Term Loan, 3.69%, Maturing July 26, 2016

     169       $ 170,297   

Term Loan, 3.69%, Maturing July 26, 2016

     304         305,890   

Term Loan, 3.78%, Maturing July 26, 2016

     2,094         2,111,207   

Term Loan, 3.78%, Maturing July 26, 2016

     4,621         4,651,263   

Term Loan, 4.01%, Maturing July 26, 2016

   GBP 950         1,437,962   

Buffets, Inc.

     

Term Loan, 0.15%, Maturing April 22, 2015(2)

     93         93,158   

Burger King Corporation

     

Term Loan, 3.75%, Maturing September 27, 2019

     2,233         2,257,194   

Centerplate, Inc.

     

Term Loan, 5.75%, Maturing October 15, 2018

     372         374,048   

DineEquity, Inc.

     

Term Loan, 3.75%, Maturing October 19, 2017

     1,013         1,022,319   

Dunkin’ Brands, Inc.

     

Term Loan, 3.75%, Maturing February 14, 2020

     3,015         3,032,936   

Landry’s, Inc.

     

Term Loan, 4.75%, Maturing April 24, 2018

     2,542         2,577,407   

NPC International, Inc.

     

Term Loan, 4.50%, Maturing December 28, 2018

     663         669,251   

OSI Restaurant Partners, LLC

     

Term Loan, 3.50%, Maturing October 25, 2019

     2,584         2,595,969   

P.F. Chang’s China Bistro Inc.

     

Term Loan, 5.25%, Maturing July 2, 2019

     422         427,349   

Sagittarius Restaurants, LLC

     

Term Loan, 6.25%, Maturing October 1, 2018

     599         603,737   

Seminole Hard Rock Entertainment, Inc.

     

Term Loan, 3.50%, Maturing May 14, 2020

     275         276,833   

US Foods, Inc.

     

Term Loan, 4.50%, Maturing March 29, 2019

     4,975         4,991,169   

Weight Watchers International, Inc.

     

Term Loan, 3.75%, Maturing April 2, 2020

     6,908         6,954,460   

Wendy’s International, Inc.

     

Term Loan, 3.25%, Maturing May 15, 2019

     1,334         1,337,084   
     

 

 

 
      $ 35,889,533   
     

 

 

 

Food/Drug Retailers — 4.1%

     

Albertson’s, LLC

     

Term Loan, 4.25%, Maturing March 21, 2016

     1,192       $ 1,204,501   

Term Loan, 4.75%, Maturing March 21, 2019

     778         783,691   

Alliance Boots Holdings Limited

     

Term Loan, 3.61%, Maturing July 10, 2017

   EUR  1,000         1,316,353   

Term Loan, 3.99%, Maturing July 10, 2017

   GBP  5,775         8,665,522   

General Nutrition Centers, Inc.

     

Term Loan, 3.75%, Maturing March 2, 2018

     6,114         6,175,002   

Pantry, Inc. (The)

     

Term Loan, 5.75%, Maturing August 2, 2019

     422         427,788   

Rite Aid Corporation

     

Term Loan, 4.00%, Maturing February 21, 2020

     2,319         2,336,871   

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

     450         463,894   

Supervalu Inc.

     

Term Loan, 5.00%, Maturing March 21, 2019

     2,741         2,771,387   
     

 

 

 
      $ 24,145,009   
     

 

 

 

 

10

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Forest Products — 0.1%

     

Expera Specialty Solutions, LLC

     

Term Loan, 7.50%, Maturing December 21, 2018

     525       $ 519,750   
     

 

 

 
      $ 519,750   
     

 

 

 

Health Care — 15.3%

     

Alere, Inc.

     

Term Loan, 4.25%, Maturing June 30, 2017

     469       $ 474,105   

Term Loan, 4.25%, Maturing June 30, 2017

     566         572,275   

Term Loan, 4.25%, Maturing June 30, 2017

     2,333         2,358,522   

Alkermes, Inc.

     

Term Loan, 3.50%, Maturing September 18, 2019

     373         374,675   

Alliance Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing June 3, 2019

     1,250         1,251,562   

Apria Healthcare Group I

     

Term Loan, 6.75%, Maturing April 5, 2020

     574         578,940   

Ardent Medical Services, Inc.

     

Term Loan, 6.75%, Maturing July 2, 2018

     3,038         3,056,214   

ATI Holdings, Inc.

     

Term Loan, 5.75%, Maturing December 20, 2019

     448         451,761   

Biomet Inc.

     

Term Loan, 3.96%, Maturing July 25, 2017

     4,877         4,917,364   

BSN Medical Acquisition Holding GmbH

     

Term Loan, 5.00%, Maturing August 28, 2019

     575         579,791   

Catalent Pharma Solutions Inc.

     

Term Loan, 3.69%, Maturing September 15, 2016

     2,100         2,105,451   

Term Loan, 4.25%, Maturing September 15, 2017

     1,109         1,112,210   

CHG Buyer Corporation

     

Term Loan, 5.00%, Maturing November 19, 2019

     842         848,108   

Community Health Systems, Inc.

     

Term Loan, 3.77%, Maturing January 25, 2017

     6,865         6,920,860   

Convatec Inc.

     

Term Loan, 5.00%, Maturing December 22, 2016

     1,426         1,433,447   

CRC Health Corporation

     

Term Loan, 4.69%, Maturing November 16, 2015

     1,883         1,898,124   

DaVita, Inc.

     

Term Loan, 4.50%, Maturing October 20, 2016

     2,925         2,950,137   

Term Loan, 4.00%, Maturing November 1, 2019

     3,109         3,131,029   

DJO Finance LLC

     

Term Loan, 4.75%, Maturing September 15, 2017

     584         591,035   

Drumm Investors LLC

     

Term Loan, 5.00%, Maturing May 4, 2018

     1,263         1,227,688   

Emdeon Business Services, LLC

     

Term Loan, 3.75%, Maturing November 2, 2018

     1,438         1,449,183   

Envision Healthcare Corporation

     

Term Loan, 4.00%, Maturing May 25, 2018

     2,024         2,037,176   

Grifols Inc.

     

Term Loan, 4.25%, Maturing June 1, 2017

     2,907         2,940,014   

HCA, Inc.

     

Term Loan, 3.03%, Maturing March 31, 2017

     4,343         4,362,496   

Term Loan, 2.94%, Maturing May 1, 2018

     3,347         3,362,827   

Health Management Associates, Inc.

     

Term Loan, 3.50%, Maturing November 16, 2018

     2,258         2,268,344   

Hologic Inc.

     

Term Loan, 4.50%, Maturing August 1, 2019

     1,856         1,867,556   

Iasis Healthcare LLC

     

Term Loan, 4.50%, Maturing May 3, 2018

     1,637         1,652,606   

 

11

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

inVentiv Health, Inc.

     

Term Loan, 7.50%, Maturing August 4, 2016

     1,007       $ 992,244   

Term Loan, 7.75%, Maturing May 15, 2018

     2,396         2,358,444   

Kindred Healthcare, Inc.

     

Term Loan, 4.25%, Maturing June 1, 2018

     1,635         1,635,735   

Kinetic Concepts, Inc.

     

Term Loan, 4.50%, Maturing May 4, 2018

     3,965         4,015,627   

LHP Hospital Group, Inc.

     

Term Loan, 9.00%, Maturing July 3, 2018

     545         552,667   

MedAssets, Inc.

     

Term Loan, 4.00%, Maturing December 13, 2019

     487         489,280   

Medpace, Inc.

     

Term Loan, 5.25%, Maturing June 16, 2017

     635         635,345   

MMM Holdings, Inc.

     

Term Loan, 9.75%, Maturing October 9, 2017

     691         694,938   

MSO of Puerto Rico, Inc.

     

Term Loan, 9.75%, Maturing October 26, 2017

     503         507,295   

Multiplan, Inc.

     

Term Loan, 4.00%, Maturing August 25, 2017

     3,102         3,127,513   

One Call Medical, Inc.

     

Term Loan, 5.50%, Maturing August 16, 2019

     1,218         1,225,356   

Onex Carestream Finance LP

     

Term Loan, 5.00%, Maturing June 7, 2019

     2,975         2,997,931   

Pharmaceutical Product Development, Inc.

     

Term Loan, 4.25%, Maturing December 5, 2018

     1,915         1,932,933   

Radnet Management, Inc.

     

Term Loan, 4.25%, Maturing October 10, 2018

     1,663         1,670,196   

Sage Products, Inc.

     

Term Loan, 4.25%, Maturing December 13, 2019

     551         556,069   

Select Medical Corporation

     

Term Loan, 4.00%, Maturing June 1, 2018

     1,403         1,411,066   

Sheridan Holdings, Inc.

     

Term Loan, 4.50%, Maturing June 29, 2018

     644         648,880   

Steward Health Care System LLC

     

Term Loan, 6.75%, Maturing April 15, 2020

     350         352,292   

TriZetto Group, Inc. (The)

     

Term Loan, 4.75%, Maturing May 2, 2018

     1,446         1,429,238   

Truven Health Analytics Inc.

     

Term Loan, 4.50%, Maturing June 1, 2019

     1,638         1,649,907   

Vanguard Health Holding Company II, LLC

     

Term Loan, 3.75%, Maturing January 29, 2016

     2,049         2,058,198   

VWR Funding, Inc.

     

Term Loan, 4.19%, Maturing April 3, 2017

     771         776,426   

Term Loan, 4.44%, Maturing April 3, 2017

     1,091         1,093,521   
     

 

 

 
      $ 89,584,601   
     

 

 

 

Home Furnishings — 0.5%

     

Serta Simmons Holdings, LLC

     

Term Loan, 5.00%, Maturing October 1, 2019

     1,642       $ 1,658,022   

Tempur-Pedic International Inc.

     

Term Loan, 3.50%, Maturing March 18, 2020

     1,533         1,530,354   
     

 

 

 
      $ 3,188,376   
     

 

 

 

 

12

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Industrial Equipment — 2.7%

     

Alliance Laundry Systems LLC

     

Term Loan, 4.50%, Maturing December 7, 2018

     328       $ 329,487   

Apex Tool Group, LLC

     

Term Loan, 4.50%, Maturing January 31, 2020

     723         729,967   

Colfax Corporation

     

Term Loan, 3.25%, Maturing January 11, 2019

     697         700,480   

Gardner Denver, Inc.

     

Term Loan, Maturing July 30, 2020(4)

   EUR  400         533,360   

Term Loan, Maturing July 30, 2020(4)

     1,850         1,859,250   

Generac Power Systems, Inc.

     

Term Loan, 3.50%, Maturing May 29, 2020

     1,725         1,729,043   

Grede LLC

     

Term Loan, 4.50%, Maturing May 2, 2018

     972         975,260   

Husky Injection Molding Systems Ltd

     

Term Loan, 4.25%, Maturing June 29, 2018

     3,147         3,166,349   

Manitowoc Company, Inc. (The)

     

Term Loan, 4.25%, Maturing November 13, 2017

     127         128,092   

Milacron LLC

     

Term Loan, 4.25%, Maturing March 28, 2020

     399         401,407   

Rexnord LLC

     

Term Loan, 3.75%, Maturing April 2, 2018

     2,710         2,726,549   

Spansion LLC

     

Term Loan, 5.25%, Maturing December 11, 2018

     744         750,278   

Tank Holding Corp.

     

Term Loan, 4.25%, Maturing July 9, 2019

     951         953,363   

Terex Corporation

     

Term Loan, 4.50%, Maturing April 28, 2017

     522         528,316   

Unifrax Corporation

     

Term Loan, 4.25%, Maturing November 28, 2018

     336         338,157   
     

 

 

 
      $ 15,849,358   
     

 

 

 

Insurance — 4.4%

     

Alliant Holdings I, Inc.

     

Term Loan, 5.00%, Maturing December 20, 2019

     1,965       $ 1,982,013   

AmWINS Group, Inc.

     

Term Loan, 5.00%, Maturing September 6, 2019

     3,980         4,011,840   

Applied Systems, Inc.

     

Term Loan, 4.25%, Maturing December 8, 2016

     2,308         2,325,896   

Asurion LLC

     

Term Loan, 4.50%, Maturing May 24, 2019

     8,681         8,693,781   

Term Loan, Maturing July 8, 2020(4)

     975         956,795   

Compass Investors Inc.

     

Term Loan, 5.25%, Maturing December 27, 2019

     2,114         2,135,254   

Cooper Gay Swett & Crawford Ltd

     

Term Loan, 5.00%, Maturing April 16, 2020

     475         480,542   

Cunningham Lindsey U.S. Inc.

     

Term Loan, 5.00%, Maturing December 10, 2019

     896         901,662   

Hub International Limited

     

Term Loan, 3.69%, Maturing June 13, 2017

     3,509         3,527,936   

Sedgwick CMS Holdings, Inc.

     

Term Loan, 4.25%, Maturing June 12, 2018

     650         656,500   
     

 

 

 
      $ 25,672,219   
     

 

 

 

 

13

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Leisure Goods/Activities/Movies — 5.7%

     

Alpha D2 Limited

     

Term Loan, 4.50%, Maturing April 30, 2019

     1,975       $ 1,991,456   

Bombardier Recreational Products, Inc.

     

Term Loan, 4.00%, Maturing January 30, 2019

     3,225         3,236,664   

Bright Horizons Family Solutions, Inc.

     

Term Loan, 4.00%, Maturing January 30, 2020

     896         900,873   

ClubCorp Club Operations, Inc.

     

Term Loan, 4.25%, Maturing July 24, 2020

     2,503         2,537,091   

Dave & Buster’s, Inc.

     

Term Loan, 4.50%, Maturing June 1, 2016

     968         974,756   

Emerald Expositions Holding, Inc.

     

Term Loan, 5.50%, Maturing June 17, 2020

     775         782,750   

Equinox Holdings, Inc.

     

Term Loan, 4.50%, Maturing January 31, 2020

     1,197         1,205,977   

Fender Musical Instruments Corporation

     

Term Loan, 5.75%, Maturing April 3, 2019

     474         476,466   

Kasima, LLC

     

Term Loan, 3.25%, Maturing May 17, 2021

     975         973,984   

Live Nation Entertainment, Inc.

     

Term Loan, 4.50%, Maturing November 7, 2016

     2,572         2,599,833   

LodgeNet Interactive Corp.

     

Term Loan, 6.75%, Maturing March 31, 2018(2)

     1,049         705,495   

Revolution Studios Distribution Company, LLC

     

Term Loan, 3.95%, Maturing December 21, 2014(2)

     708         592,025   

Term Loan - Second Lien, 7.19%, Maturing June 21, 2015(2)

     800         580,160   

Sabre, Inc.

     

Term Loan, 5.25%, Maturing February 19, 2019

     1,194         1,211,350   

Scientific Games International, Inc.

     

Term Loan, Maturing May 22, 2020(4)

     3,650         3,645,437   

SeaWorld Parks & Entertainment, Inc.

     

Term Loan, 3.00%, Maturing May 14, 2020

     2,880         2,878,134   

Six Flags Theme Parks, Inc.

     

Term Loan, 4.00%, Maturing December 20, 2018

     1,448         1,466,035   

Town Sports International Inc.

     

Term Loan, 5.75%, Maturing May 11, 2018

     1,739         1,762,075   

US Finco LLC

     

Term Loan, 4.00%, Maturing May 22, 2020

     475         477,375   

Term Loan - Second Lien, 8.25%, Maturing November 20, 2020

     1,000         1,006,250   

WMG Acquisition Corp.

     

Term Loan, 3.75%, Maturing July 1, 2020

     550         552,406   

Zuffa LLC

     

Term Loan, 4.50%, Maturing February 25, 2020

     2,886         2,905,338   
     

 

 

 
      $ 33,461,930   
     

 

 

 

Lodging and Casinos — 2.4%

     

Affinity Gaming, LLC

     

Term Loan, 5.50%, Maturing November 9, 2017

     408       $ 414,082   

Ameristar Casinos, Inc.

     

Term Loan, 4.00%, Maturing April 16, 2018

     1,012         1,016,100   

Caesars Entertainment Operating Company

     

Term Loan, 9.50%, Maturing October 31, 2016

     2,895         2,890,576   

Term Loan, 5.44%, Maturing January 26, 2018

     2,460         2,187,672   

Gala Group LTD

     

Term Loan, 5.49%, Maturing May 25, 2018

   GBP  3,125         4,759,850   

 

14

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

MGM Resorts International

     

Term Loan, 3.50%, Maturing December 20, 2019

     2,488       $ 2,495,263   

Tropicana Entertainment Inc.

     

Term Loan, 7.50%, Maturing March 16, 2018

     346         349,657   
     

 

 

 
      $ 14,113,200   
     

 

 

 

Nonferrous Metals/Minerals — 3.0%

     

Alpha Natural Resources, LLC

     

Term Loan, 3.50%, Maturing May 22, 2020

     1,796       $ 1,766,885   

Arch Coal Inc.

     

Term Loan, 5.75%, Maturing May 16, 2018

     3,620         3,601,944   

Constellium Holdco B.V.

     

Term Loan, 6.00%, Maturing March 25, 2020

     524         542,017   

Fairmount Minerals LTD

     

Term Loan, 5.25%, Maturing March 15, 2017

     3,015         3,015,881   

Murray Energy Corporation

     

Term Loan, 4.75%, Maturing May 24, 2019

     400         400,500   

Noranda Aluminum Acquisition Corporation

     

Term Loan, 5.75%, Maturing February 28, 2019

     1,012         983,087   

Novelis, Inc.

     

Term Loan, 3.75%, Maturing March 10, 2017

     2,662         2,674,584   

Oxbow Carbon LLC

     

Term Loan, 4.25%, Maturing July 19, 2019

     475         479,750   

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

     775         788,562   

United Central Industrial Supply Company, LLC

     

Term Loan, 7.50%, Maturing October 9, 2018

     1,166         1,101,492   

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

     500         470,000   

Walter Energy, Inc.

     

Term Loan, 6.75%, Maturing April 2, 2018

     1,607         1,559,132   
     

 

 

 
      $ 17,383,834   
     

 

 

 

Oil and Gas — 4.6%

     

Ameriforge Group, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2019

     522       $ 525,640   

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

     800         810,000   

Citgo Petroleum Corporation

     

Term Loan, 8.00%, Maturing June 24, 2015

     160         161,981   

Term Loan, 9.00%, Maturing June 23, 2017

     2,185         2,236,967   

Crestwood Holdings LLC

     

Term Loan, 7.00%, Maturing June 19, 2019

     1,975         2,014,500   

Energy Transfer Equity, L.P.

     

Term Loan, 3.75%, Maturing March 24, 2017

     1,181         1,193,227   

Frac Tech International LLC

     

Term Loan, 8.50%, Maturing May 6, 2016

     1,472         1,470,819   

MEG Energy Corp.

     

Term Loan, 3.75%, Maturing March 31, 2020

     7,472         7,526,647   

Obsidian Natural Gas Trust

     

Term Loan, 7.00%, Maturing November 2, 2015

     1,952         1,957,293   

Ruby Western Pipeline Holdings, LLC

     

Term Loan, 3.50%, Maturing March 27, 2020

     462         464,254   

Samson Investment Company

     

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

     1,850         1,874,281   

Sheridan Production Partners I, LLC

     

Term Loan, 5.00%, Maturing September 14, 2019

     1,994         2,001,284   

Term Loan, 5.00%, Maturing September 25, 2019

     161         161,977   

Term Loan, 5.00%, Maturing September 25, 2019

     264         265,186   

 

15

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Tallgrass Operations, LLC

     

Term Loan, 5.25%, Maturing November 13, 2018

     1,143       $ 1,160,091   

Tervita Corporation

     

Term Loan, 6.25%, Maturing May 15, 2018

     3,138         3,164,795   
     

 

 

 
      $ 26,988,942   
     

 

 

 

Publishing — 5.6%

     

Advanstar Communications Inc.

     

Term Loan, 5.50%, Maturing June 6, 2019

     773       $ 760,500   

Ascend Learning, Inc.

     

Term Loan, 7.00%, Maturing May 23, 2017

     3,163         3,161,322   

Flint Group SA

     

Term Loan, 6.65%, Maturing December 30, 2016

     93         94,106   

Term Loan, 6.65%, Maturing December 30, 2016

     1,543         1,555,593   

Term Loan, 6.65%, Maturing December 30, 2016

     1,614         1,626,942   

Getty Images, Inc.

     

Term Loan, 4.75%, Maturing October 18, 2019

     4,751         4,764,115   

Instant Web, Inc.

     

Term Loan, 3.56%, Maturing August 7, 2014

     163         116,948   

Term Loan, 3.56%, Maturing August 7, 2014

     1,562         1,121,879   

Interactive Data Corporation

     

Term Loan, 3.75%, Maturing February 11, 2018

     4,138         4,153,939   

John Henry Holdings, Inc.

     

Term Loan, 6.00%, Maturing December 6, 2018

     597         599,985   

Lamar Media Corporation

     

Term Loan, 4.00%, Maturing December 30, 2016

     39         38,787   

Laureate Education, Inc.

     

Term Loan, 5.25%, Maturing June 18, 2018

     7,459         7,475,413   

McGraw-Hill Global Education Holdings, LLC

     

Term Loan, 9.00%, Maturing March 22, 2019

     823         828,595   

Media General Inc.

     

Term Loan, Maturing July 31, 2020(4)

     1,125         1,126,055   

MediaNews Group Inc.

     

Term Loan, 8.50%, Maturing March 19, 2014

     22         21,587   

Merrill Communications, LLC

     

Term Loan, 7.25%, Maturing March 8, 2018

     697         702,885   

Nelson Education Ltd.

     

Term Loan, 2.78%, Maturing July 3, 2014

     462         394,031   

Rentpath, Inc.

     

Term Loan, 6.25%, Maturing May 29, 2020

     1,050         1,032,281   

Springer Science+Business Media S.A.

     

Term Loan, Maturing July 31, 2020(4)

     1,125         1,113,047   

Tribune Company

     

Term Loan, 4.00%, Maturing December 31, 2019

     1,692         1,705,455   
     

 

 

 
      $ 32,393,465   
     

 

 

 

Radio and Television — 3.5%

     

Clear Channel Communications, Inc.

     

Term Loan, 3.84%, Maturing January 29, 2016

     384       $ 360,591   

Term Loan, 6.94%, Maturing January 30, 2019

     1,132         1,046,360   

Cumulus Media Holdings Inc.

     

Term Loan, 4.50%, Maturing September 17, 2018

     4,613         4,663,151   

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

     1,000         1,027,025   

 

16

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Entercom Radio, LLC

     

Term Loan, 5.01%, Maturing November 23, 2018

     474       $ 481,037   

Foxco Acquisition Sub, LLC

     

Term Loan, 5.50%, Maturing July 14, 2017

     1,365         1,381,750   

Gray Television, Inc.

     

Term Loan, 4.75%, Maturing October 15, 2019

     1,482         1,497,266   

Hubbard Radio, LLC

     

Term Loan, 4.50%, Maturing April 29, 2019

     806         811,178   

LIN Television Corp.

     

Term Loan, 4.00%, Maturing December 21, 2018

     591         595,615   

Mission Broadcasting, Inc.

     

Term Loan, 4.25%, Maturing December 3, 2019

     408         413,154   

Nexstar Broadcasting, Inc.

     

Term Loan, 4.25%, Maturing December 3, 2019

     964         967,628   

Nine Entertainment Group Limited

     

Term Loan, 3.50%, Maturing February 5, 2020

     748         747,813   

Raycom TV Broadcasting, Inc.

     

Term Loan, 4.25%, Maturing May 31, 2017

     858         866,075   

Sinclair Television Group Inc.

     

Term Loan, 3.00%, Maturing April 9, 2020

     499         500,680   

Univision Communications Inc.

     

Term Loan, 4.50%, Maturing March 2, 2020

     3,815         3,841,108   

Weather Channel

     

Term Loan, 3.50%, Maturing February 13, 2017

     1,112         1,123,810   
     

 

 

 
      $ 20,324,241   
     

 

 

 

Retailers (Except Food and Drug) — 6.7%

     

99 Cents Only Stores

     

Term Loan, 5.25%, Maturing January 11, 2019

     1,470       $ 1,485,640   

B&M Retail Limited

     

Term Loan, 6.01%, Maturing February 18, 2020

   GBP  1,825         2,762,401   

Bass Pro Group, LLC

     

Term Loan, 4.00%, Maturing November 20, 2019

     1,344         1,356,204   

CDW LLC

     

Term Loan, 3.50%, Maturing April 29, 2020

     4,964         4,949,730   

David’s Bridal, Inc.

     

Term Loan, 5.00%, Maturing October 11, 2019

     647         652,139   

Evergreen Acqco 1 LP

     

Term Loan, 5.00%, Maturing July 9, 2019

     668         675,781   

Harbor Freight Tools USA, Inc.

     

Term Loan, 4.75%, Maturing July 16, 2019

     1,125         1,135,781   

J Crew Group, Inc.

     

Term Loan, 4.00%, Maturing March 7, 2018

     2,056         2,073,366   

Jo-Ann Stores, Inc.

     

Term Loan, 4.00%, Maturing March 16, 2018

     1,919         1,927,377   

Michaels Stores, Inc.

     

Term Loan, 3.75%, Maturing January 28, 2020

     2,569         2,582,322   

National Vision, Inc.

     

Term Loan, 7.00%, Maturing August 2, 2018

     790         793,950   

Neiman Marcus Group, Inc. (The)

     

Term Loan, 4.00%, Maturing May 16, 2018

     4,725         4,745,303   

Ollie’s Bargain Outlet, Inc.

     

Term Loan, 5.25%, Maturing September 27, 2019

     473         474,398   

Party City Holdings Inc.

     

Term Loan, 4.25%, Maturing July 29, 2019

     2,366         2,378,715   

 

17

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Pep Boys-Manny, Moe & Jack (The)

     

Term Loan, 5.00%, Maturing October 11, 2018

     473       $ 476,459   

Petco Animal Supplies, Inc.

     

Term Loan, 4.00%, Maturing November 24, 2017

     2,204         2,220,297   

Pilot Travel Centers LLC

     

Term Loan, 3.75%, Maturing March 30, 2018

     1,759         1,754,614   

Term Loan, 4.25%, Maturing August 7, 2019

     596         595,221   

Spin Holdco Inc.

     

Term Loan, 4.25%, Maturing November 14, 2019

     2,050         2,066,336   

Toys ‘R’ US Property Company I, LLC

     

Term Loan, Maturing August 21, 2019(4)

     825         816,750   

Visant Holding Corp.

     

Term Loan, 5.25%, Maturing December 22, 2016

     1,280         1,255,807   

Vivarte SA

     

Term Loan, 2.33%, Maturing March 9, 2015

   EUR 29         33,953   

Term Loan, 2.33%, Maturing March 9, 2015

   EUR 62         74,235   

Term Loan, 2.33%, Maturing March 9, 2015

   EUR 347         412,611   

Term Loan, 2.83%, Maturing March 8, 2016

   EUR 18         21,868   

Term Loan, 2.83%, Maturing March 8, 2016

   EUR 71         84,594   

Term Loan, 2.83%, Maturing March 8, 2016

   EUR 440         523,677   

Wilton Brands LLC

     

Term Loan, 7.50%, Maturing August 30, 2018

     626         628,362   
     

 

 

 
      $ 38,957,891   
     

 

 

 

Steel — 2.0%

     

Essar Steel Algoma, Inc.

     

Term Loan, 8.75%, Maturing September 19, 2014

     1,042       $ 1,064,705   

FMG America Finance, Inc.

     

Term Loan, 5.25%, Maturing October 18, 2017

     5,781         5,834,414   

JFB Firth Rixson Inc.

     

Term Loan, 5.00%, Maturing June 30, 2017

   GBP  746         1,138,071   

JMC Steel Group, Inc.

     

Term Loan, 4.75%, Maturing April 3, 2017

     684         686,398   

Neenah Foundry Company

     

Term Loan, 6.75%, Maturing April 26, 2017

     469         473,167   

Patriot Coal Corporation

     

DIP Loan, 9.25%, Maturing October 4, 2013

     825         825,000   

SunCoke Energy, Inc.

     

Term Loan, 4.00%, Maturing July 26, 2018

     152         151,761   

Waupaca Foundry, Inc.

     

Term Loan, 4.50%, Maturing June 29, 2017

     1,475         1,478,546   
     

 

 

 
      $ 11,652,062   
     

 

 

 

Surface Transport — 0.8%

     

Hertz Corporation (The)

     

Term Loan, 3.00%, Maturing March 11, 2018

     1,451       $ 1,458,414   

Term Loan, 3.75%, Maturing March 11, 2018

     1,791         1,803,034   

Swift Transportation Co. Inc.

     

Term Loan, 4.00%, Maturing December 21, 2017

     1,201         1,214,174   
     

 

 

 
      $ 4,475,622   
     

 

 

 

Telecommunications — 5.3%

     

Arris Group, Inc.

     

Term Loan, 3.50%, Maturing April 17, 2020

     1,047       $ 1,046,938   

Cellular South, Inc.

     

Term Loan, 3.25%, Maturing May 22, 2020

     399         400,496   

Cricket Communications, Inc.

     

Term Loan, 4.75%, Maturing October 10, 2019

     473         475,874   

Term Loan, 4.75%, Maturing March 9, 2020

     3,075         3,100,947   

 

18

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Crown Castle International Corporation

     

Term Loan, 3.25%, Maturing January 31, 2019

     1,847       $ 1,851,289   

Intelsat Jackson Holdings Ltd.

     

Term Loan, 4.25%, Maturing April 2, 2018

     10,144         10,235,905   

Mitel Networks Corporation

     

Term Loan, 7.00%, Maturing February 27, 2019

     746         752,313   

Oberthur Technologies Holding SAS

     

Term Loan, 6.25%, Maturing March 30, 2019

     569         567,116   

SBA Finance

     

Term Loan, 3.75%, Maturing June 29, 2018

     343         344,291   

Term Loan, 3.75%, Maturing September 27, 2019

     156         156,474   

Syniverse Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2019

     1,225         1,231,125   

Term Loan, 5.00%, Maturing April 23, 2019

     1,832         1,843,520   

Telesat LLC

     

Term Loan, 3.50%, Maturing March 28, 2019

     6,757         6,804,737   

Windstream Corporation

     

Term Loan, 4.00%, Maturing August 8, 2019

     1,913         1,929,574   
     

 

 

 
      $ 30,740,599   
     

 

 

 

Utilities — 2.9%

     

AES Corporation

     

Term Loan, 3.75%, Maturing June 1, 2018

     2,684       $ 2,719,815   

Calpine Construction Finance Company, L.P.

     

Term Loan, 3.00%, Maturing May 4, 2020

     1,050         1,044,554   

Term Loan, 3.25%, Maturing January 31, 2022

     400         398,652   

Calpine Corporation

     

Term Loan, 4.00%, Maturing April 2, 2018

     931         937,900   

Term Loan, 4.00%, Maturing April 2, 2018

     2,737         2,757,522   

Term Loan, 4.00%, Maturing October 9, 2019

     819         824,250   

Ceramtec Gmbh

     

Term Loan, Maturing August 14, 2020(4)

     475         479,750   

Dynegy Holdings Inc.

     

Term Loan, 4.00%, Maturing April 23, 2020

     969         975,531   

Equipower Resources Holdings LLC

     

Term Loan, Maturing December 15, 2020(4)

     575         579,312   

La Frontera Generation, LLC

     

Term Loan, 4.50%, Maturing September 30, 2020

     675         680,062   

LSP Madison Funding, LLC

     

Term Loan, 5.50%, Maturing June 28, 2019

     546         553,280   

Power Team Services, LLC

     

Term Loan, 0.50%, Maturing May 6, 2020(6)

     33         33,000   

Term Loan, 4.25%, Maturing May 6, 2020

     267         264,583   

Raven Power Finance, LLC

     

Term Loan, 8.25%, Maturing November 15, 2018

     498         499,988   

Texas Competitive Electric Holdings Company, LLC

     

Term Loan, 4.72%, Maturing October 10, 2017

     5,832         4,105,147   
     

 

 

 
      $ 16,853,346   
     

 

 

 

Total Senior Floating-Rate Interests
(identified cost $826,461,927)

      $ 828,650,065   
     

 

 

 

 

19

 

 


                                                 

Corporate Bonds & Notes — 12.3%

     
Security   

Principal

Amount*

(000’s omitted)

     Value  

Aerospace and Defense — 0.0%(3)

     

GenCorp, Inc.

     

7.125%, 3/15/21(7)

     50       $ 53,000   
     

 

 

 
      $ 53,000   
     

 

 

 

Automotive — 0.1%

     

American Axle & Manufacturing, Inc.

     

9.25%, 1/15/17(7)

     92       $ 99,130   

General Motors Financial Co., Inc.

     

2.75%, 5/15/16(7)

     5         4,991   

4.75%, 8/15/17(7)

     70         73,763   

3.25%, 5/15/18(7)

     10         9,800   

4.25%, 5/15/23(7)

     40         38,500   

Navistar International Corp.

     

8.25%, 11/1/21

     105         107,887   
     

 

 

 
      $ 334,071   
     

 

 

 

Beverage and Tobacco — 0.0%(3)

     

Constellation Brands, Inc.

     

6.00%, 5/1/22

     105       $ 113,925   

4.25%, 5/1/23

     105         99,225   
     

 

 

 
      $ 213,150   
     

 

 

 

Brokers, Dealers and Investment Houses — 0.0%(3)

     

Alliance Data Systems Corp.

     

6.375%, 4/1/20(7)

     55       $ 58,300   

E*TRADE Financial Corp.

     

6.00%, 11/15/17

     15         15,675   

6.375%, 11/15/19

     45         48,038   
     

 

 

 
      $ 122,013   
     

 

 

 

Building and Development — 0.1%

     

American Builders & Contractors Supply Co., Inc.

     

5.625%, 4/15/21(7)

     35       $ 35,000   

Brookfield Residential Properties, Inc.

     

6.50%, 12/15/20(7)

     55         57,888   

Builders FirstSource, Inc.

     

7.625%, 6/1/21(7)

     70         70,875   

HD Supply, Inc.

     

8.125%, 4/15/19

     35         39,375   

7.50%, 7/15/20(7)

     30         31,875   

11.50%, 7/15/20

     35         41,606   

Interline Brands, Inc.

     

10.00%, 11/15/18(5)

     130         141,050   

Nortek, Inc.

     

10.00%, 12/1/18

     85         93,287   

8.50%, 4/15/21(7)

     50         53,875   
     

 

 

 
      $ 564,831   
     

 

 

 

Business Equipment and Services — 0.1%

     

Education Management, LLC/Education Management Finance Corp.

     

15.00%, 7/1/18(7)

     56       $ 59,475   

FTI Consulting, Inc.

     

6.00%, 11/15/22

     40         41,150   

 

20

 

 


                                                 
Security   

Principal

Amount*

(000’s omitted)

     Value  

IMS Health Incorporated

     

6.00%, 11/1/20(7)

     75       $ 77,625   

TransUnion Holding Co., Inc.

     

8.125%, 6/15/18(5)(7)

     100         107,375   

United Rentals North America, Inc.

     

8.375%, 9/15/20

     20         22,150   

7.625%, 4/15/22

     30         33,600   
     

 

 

 
      $ 341,375   
     

 

 

 

Cable and Satellite Television — 0.3%

     

AMC Networks, Inc.

     

4.75%, 12/15/22

     35       $ 34,125   

CCO Holdings, LLC/CCO Capital Corp.

     

5.25%, 9/30/22

     155         145,312   

5.75%, 1/15/24

     70         65,625   

DISH DBS Corp.

     

6.75%, 6/1/21

     205         218,325   

5.875%, 7/15/22

     70         70,175   

Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH

     

5.50%, 1/15/23(7)

     1,000         977,500   
     

 

 

 
      $ 1,511,062   
     

 

 

 

Chemicals and Plastics — 1.7%

     

Ashland, Inc.

     

3.00%, 3/15/16(7)

     15       $ 15,263   

Chemtura Corp.

     

5.75%, 7/15/21

     25         25,000   

Hexion US Finance Corp.

     

6.625%, 4/15/20(7)

     950         976,125   

6.625%, 4/15/20

     2,000         2,055,000   

Ineos Finance PLC

     

7.25%, 2/15/19(7)(8)

   EUR  1,000         1,416,823   

8.375%, 2/15/19(7)

     1,825         2,009,781   

7.50%, 5/1/20(7)

     800         864,000   

Milacron, LLC/Mcron Finance Corp.

     

7.75%, 2/15/21(7)

     20         20,500   

Rockwood Specialties Group, Inc.

     

4.625%, 10/15/20

     130         132,600   

TPC Group, Inc.

     

8.75%, 12/15/20(7)

     55         58,025   

Trinseo Materials Operating S.C.A.

     

8.75%, 2/1/19(7)

     2,000         1,995,000   

Tronox Finance, LLC

     

6.375%, 8/15/20(7)

     155         149,187   
     

 

 

 
      $ 9,717,304   
     

 

 

 

Clothing/Textiles — 0.0%(3)

     

Levi Strauss & Co.

     

6.875%, 5/1/22

     40       $ 44,200   

Quiksilver, Inc./QS Wholesale, Inc.

     

7.875%, 8/1/18(7)

     10         10,500   

10.00%, 8/1/20(7)

     5         5,188   

SIWF Merger Sub, Inc./Springs Industries, Inc.

     

6.25%, 6/1/21(7)

     55         55,137   
     

 

 

 
      $ 115,025   
     

 

 

 

 

21

 

 


                                                 
Security   

Principal

Amount*

(000’s omitted)

     Value  

Conglomerates — 0.0%(3)

     

Belden, Inc.

     

5.50%, 9/1/22(7)

     20       $ 20,000   

Harbinger Group, Inc.

     

7.875%, 7/15/19(7)

     35         36,400   

Spectrum Brands Escrow Corp.

     

6.375%, 11/15/20(7)

     50         53,250   

6.625%, 11/15/22(7)

     70         75,075   
     

 

 

 
      $ 184,725   
     

 

 

 

Containers and Glass Products — 0.7%

     

BOE Merger Corp.

     

9.50%, 11/1/17(5)(7)

     80       $ 84,800   

Crown Americas, LLC/Crown Americas Capital Corp. IV

     

4.50%, 1/15/23(7)

     50         46,875   

Reynolds Group Holdings Inc.

     

5.75%, 10/15/20

     3,875         3,952,500   

Sealed Air Corp.

     

8.375%, 9/15/21(7)

     10         11,400   
     

 

 

 
      $ 4,095,575   
     

 

 

 

Cosmetics/Toiletries — 0.1%

     

Alphabet Holding Co., Inc.

     

7.75%, 11/1/17(5)

     125       $ 130,000   

Party City Holdings, Inc.

     

8.875%, 8/1/20(7)

     120         132,000   

Sun Products Corp. (The)

     

7.75%, 3/15/21(7)

     70         71,750   
     

 

 

 
      $ 333,750   
     

 

 

 

Diversified Financial Services — 0.3%

     

KION Finance SA

     

4.703%, 2/15/20(7)(8)

   EUR  1,300       $ 1,755,397   

MPH Intermediate Holding Co. 2

     

8.375%, 8/1/18(5)(7)

     180         184,500   
     

 

 

 
      $ 1,939,897   
     

 

 

 

Drugs — 0.1%

     

Valeant Pharmaceuticals International, Inc.

     

6.375%, 10/15/20(7)

     240       $ 249,000   

VPII Escrow Corp.

     

7.50%, 7/15/21(7)

     70         75,425   
     

 

 

 
      $ 324,425   
     

 

 

 

Ecological Services and Equipment — 0.1%

     

ADS Waste Holdings, Inc.

     

8.25%, 10/1/20(7)

     50       $ 52,875   

Clean Harbors, Inc.

     

5.25%, 8/1/20

     50         51,500   

5.125%, 6/1/21

     25         25,625   

Environmental Systems Product Holdings, Inc.

     

16.00%, 3/31/15(2)(7)

     531         448,895   
     

 

 

 
      $ 578,895   
     

 

 

 

 

22

 

 


                                                 
Security   

Principal

Amount*

(000’s omitted)

     Value  

Electronics/Electrical — 0.1%

     

Ceridian Corp.

     

11.00%, 3/15/21(7)

     20       $ 23,000   

CommScope Holding Co., Inc.

     

6.625%, 6/1/20(5)(7)

     55         55,000   

Infor US, Inc.

     

9.375%, 4/1/19

     60         67,350   

NCR Corp.

     

5.00%, 7/15/22

     60         58,350   

Nuance Communications, Inc.

     

5.375%, 8/15/20(7)

     120         117,600   
     

 

 

 
      $ 321,300   
     

 

 

 

Equipment Leasing — 0.4%

     

Air Lease Corp.

     

4.50%, 1/15/16

     260       $ 265,850   

International Lease Finance Corp.

     

5.65%, 6/1/14

     255         262,331   

8.625%, 9/15/15

     745         827,881   

6.75%, 9/1/16(7)

     350         386,750   

7.125%, 9/1/18(7)

     350         396,375   
     

 

 

 
      $ 2,139,187   
     

 

 

 

Financial Intermediaries — 1.3%

     

Ally Financial, Inc.

     

2.475%, 12/1/14(8)

     55       $ 55,197   

0.00%, 6/15/15

     80         74,300   

3.50%, 7/18/16

     500         504,139   

CIT Group, Inc.

     

5.50%, 2/15/19(7)

     45         47,419   

5.375%, 5/15/20

     10         10,500   

5.00%, 8/15/22

     20         19,913   

First Data Corp.

     

7.375%, 6/15/19(7)

     1,000         1,055,000   

6.75%, 11/1/20(7)

     1,480         1,552,150   

11.25%, 1/15/21(7)

     65         67,600   

10.625%, 6/15/21(7)

     65         66,300   

Ford Motor Credit Co., LLC

     

12.00%, 5/15/15

     2,250         2,664,189   

Lender Processing Services, Inc.

     

5.75%, 4/15/23

     75         80,625   

UPCB Finance II, Ltd.

     

6.375%, 7/1/20(7)

   EUR  1,000         1,416,956   
     

 

 

 
      $ 7,614,288   
     

 

 

 

Food Products — 0.0%(3)

     

B&G Foods, Inc.

     

4.625%, 6/1/21

     25       $ 24,219   

Michael Foods Holding, Inc.

     

8.50%, 7/15/18(5)(7)

     50         52,125   

Post Holdings, Inc.

     

7.375%, 2/15/22(7)

     15         16,162   

Sun Merger Sub, Inc.

     

5.25%, 8/1/18(7)

     25         25,125   

5.875%, 8/1/21(7)

     20         20,100   
     

 

 

 
      $ 137,731   
     

 

 

 

 

23

 

 


                                                 
Security   

Principal

Amount*

(000’s omitted)

     Value  

Food Service — 0.0%(3)

     

Aramark Corp.

     

5.75%, 3/15/20(7)

     35       $ 36,575   
     

 

 

 
      $ 36,575   
     

 

 

 

Food/Drug Retailers — 0.0%(3)

     

Pantry, Inc. (The)

     

8.375%, 8/1/20

     70       $ 75,950   
     

 

 

 
      $ 75,950   
     

 

 

 

Health Care — 0.9%

     

Accellent, Inc.

     

8.375%, 2/1/17

     135       $ 141,075   

Air Medical Group Holdings, Inc.

     

9.25%, 11/1/18

     4         4,380   

Alere, Inc.

     

8.625%, 10/1/18

     45         48,825   

6.50%, 6/15/20(7)

     35         35,919   

Amsurg Corp.

     

5.625%, 11/30/20

     20         20,500   

Biomet, Inc.

     

6.50%, 8/1/20

     170         179,350   

Community Health Systems, Inc.

     

5.125%, 8/15/18

     2,190         2,239,275   

7.125%, 7/15/20

     120         123,000   

DaVita, Inc.

     

5.75%, 8/15/22

     215         218,762   

DJO Finance, LLC/DJO Finance Corp.

     

8.75%, 3/15/18

     20         21,950   

Envision Healthcare Holdings, Inc.

     

9.25%, 10/1/17(5)(7)

     90         92,362   

HCA Holdings, Inc.

     

6.25%, 2/15/21

     85         88,400   

HCA, Inc.

     

6.50%, 2/15/20

     20         22,100   

4.75%, 5/1/23

     1,050         1,015,875   

Hologic, Inc.

     

6.25%, 8/1/20

     245         260,619   

INC Research, LLC

     

11.50%, 7/15/19(7)

     55         58,850   

Kinetic Concepts, Inc./KCI USA, Inc.

     

10.50%, 11/1/18

     45         49,725   

Tenet Healthcare Corp.

     

4.375%, 10/1/21(7)

     600         552,750   

United Surgical Partners International, Inc.

     

9.00%, 4/1/20

     60         66,750   

VWR Funding, Inc.

     

7.25%, 9/15/17

     90         94,500   
     

 

 

 
      $ 5,334,967   
     

 

 

 

Home Furnishings — 0.2%

     

Libbey Glass, Inc.

     

6.875%, 5/15/20

     662       $ 711,650   

Sanitec Corp.

     

4.953%, 5/15/18(7)(8)

   EUR  250         332,621   

 

24

 

 


                                                 
Security   

Principal

Amount*

(000’s omitted)

     Value  

Tempur-Pedic International, Inc.

     

6.875%, 12/15/20(7)

     40       $ 42,600   
     

 

 

 
      $ 1,086,871   
     

 

 

 

Homebuilders/Real Estate — 0.0%(3)

     

BC Mountain, LLC/BC Mountain Finance, Inc.

     

7.00%, 2/1/21(7)

     65       $ 67,763   
     

 

 

 
      $ 67,763   
     

 

 

 

Industrial Equipment — 0.0%(3)

     

Erikson Air-Crane, Inc., Promissory Note

     

6.00%, 11/2/20(2)(9)

     76       $ 55,770   

Manitowoc Co., Inc. (The)

     

5.875%, 10/15/22

     40         40,900   
     

 

 

 
      $ 96,670   
     

 

 

 

Insurance — 0.4%

     

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

     

7.875%, 12/15/20(7)

     45       $ 46,125   

CNO Financial Group, Inc.

     

6.375%, 10/1/20(7)

     1,050         1,122,188   

Hub International, Ltd.

     

8.125%, 10/15/18(7)

     70         74,725   

Onex USI Acquisition Corp.

     

7.75%, 1/15/21(7)

     115         116,150   

Towergate Finance PLC

     

6.009%, 2/15/18(7)(8)

   GBP  650         989,010   
     

 

 

 
      $ 2,348,198   
     

 

 

 

Leisure Goods/Activities/Movies — 0.2%

     

AMC Entertainment, Inc.