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

July 31, 2014

Date of Reporting Period

 

 

 


Item 1. Schedule of Investments


Eaton Vance

Senior Floating-Rate Trust

July 31, 2014

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 141.8%(1)

 

                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Aerospace and Defense — 2.0%

     

Atlantic Aviation FBO Inc.

     

Term Loan, 3.25%, Maturing June 1, 2020

     669       $ 669,353   

DAE Aviation Holdings, Inc.

     

Term Loan, 5.00%, Maturing November 2, 2018

     306         307,325   

Term Loan, 5.00%, Maturing November 2, 2018

     674         677,923   

Ducommun Incorporated

     

Term Loan, 4.75%, Maturing June 28, 2017

     938         942,579   

IAP Worldwide Services, Inc.

     

Revolving Loan, Maturing July 18, 2018(2)

     311         311,232   

Term Loan - Second Lien, 9.25%, Maturing July 18, 2019(3)

     429         342,941   

Silver II US Holdings, LLC

     

Term Loan, 4.00%, Maturing December 13, 2019

     1,891         1,887,071   

Transdigm, Inc.

     

Term Loan, 3.75%, Maturing February 28, 2020

     4,759         4,736,963   

Term Loan, 3.75%, Maturing June 4, 2021

     1,825         1,809,488   
     

 

 

 
      $ 11,684,875   
     

 

 

 

Automotive — 5.9%

     

Affinia Group Intermediate Holdings Inc.

     

Term Loan, 4.75%, Maturing April 27, 2020

     1,361       $ 1,367,754   

Allison Transmission, Inc.

     

Term Loan, 3.75%, Maturing August 23, 2019

     2,820         2,824,777   

ASP HHI Acquisition Co., Inc.

     

Term Loan, 5.00%, Maturing October 5, 2018

     2,220         2,232,960   

Chrysler Group LLC

     

Term Loan, 3.50%, Maturing May 24, 2017

     4,912         4,919,673   

Term Loan, 3.25%, Maturing December 31, 2018

     2,095         2,088,570   

CS Intermediate Holdco 2 LLC

     

Term Loan, 4.00%, Maturing April 4, 2021

     650         649,187   

Dayco Products, LLC

     

Term Loan, 5.25%, Maturing December 12, 2019

     998         1,001,241   

Federal-Mogul Holdings Corporation

     

Term Loan, 4.75%, Maturing April 15, 2021

     3,925         3,927,944   

Goodyear Tire & Rubber Company (The)

     

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

     6,650         6,708,187   

INA Beteiligungsgesellschaft GmbH

     

Term Loan, 3.75%, Maturing May 15, 2020

     925         927,184   

Metaldyne, LLC

     

Term Loan, 4.25%, Maturing December 18, 2018

     1,633         1,641,344   

TI Group Automotive Systems, LLC

     

Term Loan, 4.25%, Maturing July 1, 2021

     850         851,860   

Tower Automotive Holdings USA, LLC

     

Term Loan, 4.00%, Maturing April 23, 2020

     790         787,571   

Veyance Technologies, Inc.

     

Term Loan, 5.25%, Maturing September 8, 2017

     2,709         2,714,569   

Visteon Corporation

     

Term Loan, 3.50%, Maturing April 9, 2021

     1,075         1,072,145   
     

 

 

 
      $ 33,714,966   
     

 

 

 

 

1

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Brokerage/Securities Dealers/Investment Houses — 0.1%

     

American Beacon Advisors, Inc.

     

Term Loan, 4.75%, Maturing November 22, 2019

     438       $ 442,870   
     

 

 

 
      $ 442,870   
     

 

 

 

Building and Development — 1.4%

     

ABC Supply Co., Inc.

     

Term Loan, 3.50%, Maturing April 16, 2020

     1,265       $ 1,259,803   

CPG International Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     620         621,088   

Gates Global, Inc.

     

Term Loan, 4.25%, Maturing July 5, 2021

     1,500         1,492,366   

Quikrete Holdings, Inc.

     

Term Loan, 4.00%, Maturing September 28, 2020

     968         969,156   

RE/MAX International, Inc.

     

Term Loan, 4.00%, Maturing July 31, 2020

     1,575         1,576,144   

Realogy Corporation

     

Term Loan, 3.75%, Maturing March 5, 2020

     988         989,081   

Summit Materials Companies I, LLC

     

Term Loan, 5.00%, Maturing January 30, 2019

     466         467,145   

WireCo WorldGroup, Inc.

     

Term Loan, 6.00%, Maturing February 15, 2017

     608         613,825   
     

 

 

 
      $ 7,988,608   
     

 

 

 

Business Equipment and Services — 12.1%

     

Acosta, Inc.

     

Term Loan, 4.25%, Maturing March 2, 2018

     3,622       $ 3,629,485   

Altisource Solutions S.a.r.l.

     

Term Loan, 5.75%, Maturing December 9, 2020

     1,832         1,832,431   

AVSC Holding Corp.

     

Term Loan, 4.50%, Maturing January 24, 2021

     424         424,600   

BakerCorp International, Inc.

     

Term Loan, 4.25%, Maturing February 14, 2020

     1,305         1,286,437   

Brickman Group Ltd. LLC

     

Term Loan, 4.00%, Maturing December 18, 2020

     821         811,298   

Brock Holdings III, Inc.

     

Term Loan, 6.00%, Maturing March 16, 2017

     1,051         1,054,220   

CCC Information Services, Inc.

     

Term Loan, 4.00%, Maturing December 20, 2019

     419         419,017   

Ceridian LLC

     

Term Loan, 4.41%, Maturing May 9, 2017

     1,211         1,214,048   

ClientLogic Corporation

     

Term Loan, 6.98%, Maturing January 30, 2017

     1,567         1,578,452   

Corporate Capital Trust, Inc.

     

Term Loan, 4.00%, Maturing May 15, 2019

     948         949,402   

CPM Acquisition Corp.

     

Term Loan, 6.25%, Maturing August 29, 2017

     473         476,285   

Term Loan - Second Lien, 10.25%, Maturing March 1, 2018

     1,000         1,018,125   

Crossmark Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 20, 2019

     470         468,463   

Education Management LLC

     

Term Loan, 8.25%, Maturing March 29, 2018

     2,024         1,317,572   

EIG Investors Corp.

     

Term Loan, 5.00%, Maturing November 9, 2019

     2,392         2,403,885   

Emdeon Business Services, LLC

     

Term Loan, 3.75%, Maturing November 2, 2018

     1,421         1,421,388   

Expert Global Solutions, Inc.

     

Term Loan, 8.50%, Maturing April 3, 2018

     1,857         1,856,389   

Extreme Reach, Inc.

     

Term Loan, 6.75%, Maturing February 10, 2020

     773         783,692   

 

2

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Garda World Security Corporation

     

Term Loan, 4.00%, Maturing November 6, 2020

     110       $ 110,244   

Term Loan, 4.00%, Maturing November 6, 2020

     435         434,135   

Term Loan, 4.75%, Maturing November 6, 2020

   CAD 1,364         1,249,746   

Genpact International, Inc.

     

Term Loan, 3.50%, Maturing August 30, 2019

     1,576         1,583,960   

IG Investment Holdings, LLC

     

Term Loan, 5.25%, Maturing October 31, 2019

     1,409         1,418,903   

IMS Health Incorporated

     

Term Loan, 3.50%, Maturing March 17, 2021

     1,962         1,952,214   

Information Resources, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     1,191         1,195,714   

ION Trading Technologies S.a.r.l.

     

Term Loan, 4.50%, Maturing June 10, 2021

   EUR 1,250         1,684,065   

Term Loan - Second Lien, 7.25%, Maturing May 15, 2022

     1,000         1,004,792   

KAR Auction Services, Inc.

     

Term Loan, 3.50%, Maturing March 11, 2021

       2,717         2,714,403   

Kronos Incorporated

     

Term Loan, 4.50%, Maturing October 30, 2019

     2,393         2,405,071   

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

     1,073         1,112,884   

Language Line, LLC

     

Term Loan, 6.25%, Maturing June 20, 2016

     1,396         1,398,814   

MCS AMS Sub-Holdings LLC

     

Term Loan, 7.00%, Maturing October 15, 2019

     1,035         1,003,647   

Monitronics International Inc.

     

Term Loan, 4.25%, Maturing March 23, 2018

     1,177         1,178,361   

Quintiles Transnational Corp.

     

Term Loan, 3.75%, Maturing June 8, 2018

     5,454         5,457,400   

RCS Capital Corporation

     

Term Loan, 6.50%, Maturing April 29, 2019

     1,050         1,069,031   

Term Loan - Second Lien, 10.50%, Maturing April 29, 2021

     500         513,125   

Sensus USA Inc.

     

Term Loan, 4.75%, Maturing May 9, 2017

     653         655,525   

ServiceMaster Company

     

Term Loan, 4.25%, Maturing July 1, 2021

     2,425         2,413,239   

SunGard Data Systems, Inc.

     

Term Loan, 3.91%, Maturing February 28, 2017

     887         890,038   

Term Loan, 4.00%, Maturing March 8, 2020

     5,622         5,641,696   

TNS, Inc.

     

Term Loan, 5.00%, Maturing February 14, 2020

     1,016         1,026,551   

TransUnion, LLC

     

Term Loan, 4.00%, Maturing April 9, 2021

     4,190         4,185,135   

U.S. Security Holdings, Inc.

     

Term Loan, 6.00%, Maturing July 28, 2017

     116         116,310   

Term Loan, 6.00%, Maturing July 28, 2017

     590         594,199   

WASH Multifamily Laundry Systems, LLC

     

Term Loan, 4.50%, Maturing February 21, 2019

     321         321,339   

West Corporation

     

Term Loan, 3.25%, Maturing June 30, 2018

     3,217         3,192,302   
     

 

 

 
      $ 69,468,032   
     

 

 

 

Cable and Satellite Television — 5.1%

     

Atlantic Broadband Finance, LLC

     

Term Loan, 3.25%, Maturing December 2, 2019

     764       $ 761,665   

Bragg Communications Incorporated

     

Term Loan, 3.50%, Maturing February 28, 2018

     391         393,811   

Cequel Communications, LLC

     

Term Loan, 3.50%, Maturing February 14, 2019

     2,156         2,147,409   

 

3

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Charter Communications Operating, LLC

     

Term Loan, 3.00%, Maturing July 1, 2020

     1,337       $ 1,308,518   

Crown Media Holdings, Inc.

     

Term Loan, 4.00%, Maturing July 14, 2018

     328         327,334   

CSC Holdings, Inc.

     

Term Loan, 2.66%, Maturing April 17, 2020

     1,058         1,040,501   

ION Media Networks, Inc.

     

Term Loan, 5.00%, Maturing December 18, 2020

     1,517         1,525,437   

MCC Iowa LLC

     

Term Loan, 3.25%, Maturing January 29, 2021

     990         985,463   

Term Loan, 3.75%, Maturing June 30, 2021

     875         876,361   

Mediacom Illinois, LLC

     

Term Loan, 3.13%, Maturing October 23, 2017

     792         792,990   

Term Loan, Maturing June 13, 2021(2)

     500         499,583   

Numericable U.S. LLC

     

Term Loan, 4.50%, Maturing May 21, 2020

     1,044         1,047,976   

Term Loan, 4.50%, Maturing May 21, 2020

     1,206         1,211,342   

Sterling Entertainment Enterprises, LLC

     

Term Loan, 3.16%, Maturing December 28, 2017

     735         713,170   

UPC Financing Partnership

     

Term Loan, 3.85%, Maturing March 31, 2021

   EUR 3,972         5,352,146   

Virgin Media Bristol LLC

     

Term Loan, 3.50%, Maturing June 7, 2020

     5,075         5,034,953   

Virgin Media Investment Holdings Limited

     

Term Loan, 4.25%, Maturing June 30, 2023

   GBP 1,475         2,503,803   

Ziggo B.V.

     

Term Loan, 0.00%, Maturing January 15, 2022(4)

   EUR 31         41,026   

Term Loan, 0.00%, Maturing January 15, 2022(4)

   EUR 445         593,511   

Term Loan, 0.00%, Maturing January 15, 2022(4)

   EUR 629         839,667   

Term Loan, 3.50%, Maturing January 15, 2022

   EUR 33         43,761   

Term Loan, 3.50%, Maturing January 15, 2022

   EUR 352         469,065   

Term Loan, 3.50%, Maturing January 15, 2022

   EUR 561         748,042   
     

 

 

 
      $ 29,257,534   
     

 

 

 

Chemicals and Plastics — 5.8%

     

Allnex (Luxembourg) & Cy S.C.A.

     

Term Loan, 4.50%, Maturing October 3, 2019

     277       $ 277,695   

Allnex USA, Inc.

     

Term Loan, 4.50%, Maturing October 3, 2019

     144         144,083   

Arysta LifeScience SPC, LLC

     

Term Loan, 4.50%, Maturing May 29, 2020

     2,302         2,302,708   

Axalta Coating Systems US Holdings Inc.

     

Term Loan, 4.00%, Maturing February 1, 2020

     3,960         3,945,150   

AZ Chem US Inc.

     

Term Loan, 4.50%, Maturing June 12, 2021

     689         695,592   

Chemtura Corporation

     

Term Loan, 3.50%, Maturing August 27, 2016

     124         124,055   

Emerald Performance Materials, LLC

     

Term Loan, Maturing August 1, 2021(2)

     525         522,375   

Term Loan - Second Lien, Maturing August 1, 2022(2)

     550         547,250   

Huntsman International, LLC

     

Term Loan, Maturing October 15, 2020(2)

     2,000         2,000,740   

Ineos US Finance LLC

     

Term Loan, 3.75%, Maturing May 4, 2018

     4,143         4,128,892   

Kronos Worldwide Inc.

     

Term Loan, 4.75%, Maturing February 18, 2020

     299         301,307   

MacDermid, Inc.

     

Term Loan, 4.00%, Maturing June 7, 2020

     767         768,113   

 

4

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Minerals Technologies Inc.

     

Term Loan, 4.00%, Maturing May 9, 2021

     2,000       $ 2,009,984   

Momentive Performance Materials USA Inc.

     

DIP Loan, 4.00%, Maturing April 15, 2015

     250         251,013   

OEP Pearl Dutch Acquisition B.V.

     

Term Loan, 6.50%, Maturing March 30, 2018

     89         89,306   

Omnova Solutions Inc.

     

Term Loan, 4.25%, Maturing May 31, 2018

     965         970,428   

OXEA Finance LLC

     

Term Loan, 4.25%, Maturing January 15, 2020

     695         695,184   

Term Loan - Second Lien, 8.25%, Maturing July 15, 2020

     1,000         1,010,000   

Polarpak Inc.

     

Term Loan, 4.50%, Maturing June 5, 2020

     805         805,405   

PQ Corporation

     

Term Loan, 4.00%, Maturing August 7, 2017

     1,157         1,159,726   

Schoeller Arca Systems Holding B.V.

     

Term Loan, 4.81%, Maturing December 18, 2014

   EUR 145         176,106   

Term Loan, 4.81%, Maturing December 18, 2014

   EUR 412         502,110   

Term Loan, 4.81%, Maturing December 18, 2014

   EUR 443         540,320   

Solenis International, LP

     

Term Loan, Maturing July 2, 2021(2)

     300         297,812   

Term Loan, Maturing July 2, 2021(2)

   EUR 975         1,295,782   

Sonneborn LLC

     

Term Loan, 6.50%, Maturing March 30, 2018

     502         506,067   

Tronox Pigments (Netherlands) B.V.

     

Term Loan, 4.00%, Maturing March 19, 2020

     2,990         2,993,771   

Univar Inc.

     

Term Loan, 5.00%, Maturing June 30, 2017

     3,554         3,562,514   

WNA Holdings Inc.

     

Term Loan, 4.50%, Maturing June 7, 2020

     574         574,478   
     

 

 

 
      $ 33,197,966   
     

 

 

 

Conglomerates — 1.0%

     

Custom Sensors & Technologies, Inc.

     

Term Loan, Maturing May 30, 2021(2)

     350       $ 351,094   

RGIS Services, LLC

     

Term Loan, 5.50%, Maturing October 18, 2017

     2,842         2,838,528   

Spectrum Brands Europe GmbH

     

Term Loan, 3.75%, Maturing September 4, 2019

   EUR 970         1,310,210   

Spectrum Brands, Inc.

     

Term Loan, 3.50%, Maturing September 4, 2019

     1,042         1,043,343   
     

 

 

 
      $ 5,543,175   
     

 

 

 

Containers and Glass Products — 1.7%

     

Berry Plastics Holding Corporation

     

Term Loan, 3.50%, Maturing February 8, 2020

     2,148       $ 2,125,664   

Term Loan, 3.75%, Maturing January 6, 2021

     673         668,631   

BWAY Holding Company, Inc.

     

Term Loan, 4.50%, Maturing August 7, 2017

     2,586         2,596,130   

Libbey Glass Inc.

     

Term Loan, 3.75%, Maturing April 9, 2021

     400         398,500   

Pelican Products, Inc.

     

Term Loan, 5.25%, Maturing March 20, 2020

     374         376,548   

Reynolds Group Holdings Inc.

     

Term Loan, 4.00%, Maturing December 1, 2018

     2,857         2,854,663   

TricorBraun, Inc.

     

Term Loan, 4.00%, Maturing May 3, 2018

     594         595,887   
     

 

 

 
      $ 9,616,023   
     

 

 

 

 

5

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Cosmetics/Toiletries — 0.6%

     

Prestige Brands, Inc.

     

Term Loan, 3.75%, Maturing January 31, 2019

     218       $ 218,484   

Revlon Consumer Products Corporation

     

Term Loan, 4.00%, Maturing October 8, 2019

     1,219         1,222,112   

Sun Products Corporation (The)

     

Term Loan, 5.50%, Maturing March 23, 2020

     2,126         2,062,656   
     

 

 

 
      $ 3,503,252   
     

 

 

 

Drugs — 2.4%

     

Alkermes, Inc.

     

Term Loan, 3.50%, Maturing September 18, 2019

     369       $ 368,976   

Auxilium Pharmaceuticals, Inc.

     

Term Loan, 6.25%, Maturing April 26, 2017

     563         563,930   

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

     

Term Loan, 3.25%, Maturing February 28, 2021

     399         398,002   

Ikaria, Inc.

     

Term Loan, 5.00%, Maturing February 12, 2021

     825         830,524   

Term Loan - Second Lien, 8.75%, Maturing February 14, 2022

     500         508,375   

Par Pharmaceutical Companies, Inc.

     

Term Loan, 4.00%, Maturing September 30, 2019

     1,881         1,879,621   

Valeant Pharmaceuticals International, Inc.

     

Term Loan, 3.75%, Maturing February 13, 2019

     1,593         1,592,858   

Term Loan, 3.75%, Maturing December 11, 2019

     2,561         2,561,158   

Term Loan, 3.75%, Maturing August 5, 2020

     3,125         3,122,684   

VWR Funding, Inc.

     

Term Loan, 3.41%, Maturing April 3, 2017

     1,843         1,844,736   
     

 

 

 
      $ 13,670,864   
     

 

 

 

Ecological Services and Equipment — 0.9%

     

ADS Waste Holdings, Inc.

     

Term Loan, 3.75%, Maturing October 9, 2019

     3,896       $ 3,881,425   

EnergySolutions, LLC

     

Term Loan, 6.75%, Maturing May 29, 2020

     850         865,937   

Viking Consortium Borrower Limited

     

Term Loan - Second Lien, 6.64%, (3.14% Cash, 3.50% PIK), Maturing March 31, 2016

   GBP 561         307,670   
     

 

 

 
      $ 5,055,032   
     

 

 

 

Electronics/Electrical — 12.4%

     

Aeroflex Incorporated

     

Term Loan, 4.50%, Maturing November 11, 2019

     1,748       $ 1,754,748   

Allflex Holdings III, Inc.

     

Term Loan, 4.25%, Maturing July 17, 2020

     645         645,448   

Answers Corporation

     

Term Loan, 6.50%, Maturing December 20, 2018

     804         811,413   

Term Loan - Second Lien, 11.00%, Maturing June 19, 2020

     725         736,781   

Attachmate Corporation

     

Term Loan, 7.25%, Maturing November 22, 2017

     2,869         2,905,221   

Term Loan - Second Lien, 11.00%, Maturing November 22, 2018

     1,000         1,015,000   

Avago Technologies Cayman Ltd.

     

Term Loan, 3.75%, Maturing May 6, 2021

     6,200         6,195,139   

Blue Coat Systems, Inc.

     

Term Loan - Second Lien, 9.50%, Maturing June 28, 2020

     825         844,594   

Campaign Monitor Finance Pty Limited

     

Term Loan, 6.25%, Maturing March 18, 2021

     723         710,532   

Cinedigm Digital Funding I, LLC

     

Term Loan, 3.75%, Maturing February 28, 2018

     376         376,473   

 

6

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

CompuCom Systems, Inc.

     

Term Loan, 4.25%, Maturing May 11, 2020

     1,216       $ 1,202,897   

Dealertrack Technologies, Inc.

     

Term Loan, 3.50%, Maturing February 28, 2021

     477         476,638   

Dell Inc.

     

Term Loan, 3.75%, Maturing October 29, 2018

     554         553,575   

Term Loan, 4.50%, Maturing April 29, 2020

     8,388         8,411,883   

Eagle Parent, Inc.

     

Term Loan, 4.00%, Maturing May 16, 2018

     3,463         3,468,199   

Entegris, Inc.

     

Term Loan, 3.50%, Maturing April 30, 2021

     500         496,459   

Excelitas Technologies Corp.

     

Term Loan, 6.00%, Maturing October 30, 2020

     835         839,546   

FIDJI Luxembourg (BC4) S.A.R.L.

     

Term Loan, 6.25%, Maturing December 24, 2020

     790         797,900   

Freescale Semiconductor, Inc.

     

Term Loan, 4.25%, Maturing February 28, 2020

     1,869         1,862,142   

Go Daddy Operating Company, LLC

     

Term Loan, 4.75%, Maturing May 13, 2021

     4,545         4,536,018   

Hyland Software, Inc.

     

Term Loan, 4.75%, Maturing February 19, 2021

     495         498,251   

Infor (US), Inc.

     

Term Loan, 3.75%, Maturing June 3, 2020

     5,355         5,318,337   

M/A-COM Technology Solutions Holdings, Inc.

     

Term Loan, 4.50%, Maturing May 7, 2021

     525         529,594   

Magic Newco LLC

     

Term Loan, 5.00%, Maturing December 12, 2018

     1,376         1,385,972   

MH Sub I, LLC

     

Term Loan, 2.00%, Maturing June 25, 2021(4)

     86         86,012   

Term Loan, 5.00%, Maturing July 8, 2021

     789         791,312   

Microsemi Corporation

     

Term Loan, 3.25%, Maturing February 19, 2020

     1,254         1,248,997   

Open Text Corporation

     

Term Loan, 3.25%, Maturing January 16, 2021

     970         969,822   

Renaissance Learning, Inc.

     

Term Loan, 4.50%, Maturing April 9, 2021

     698         697,959   

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

     225         223,969   

Rocket Software, Inc.

     

Term Loan, 5.75%, Maturing February 8, 2018

     1,198         1,202,902   

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

     750         759,844   

RP Crown Parent, LLC

     

Term Loan, 6.00%, Maturing December 21, 2018

     5,266         5,291,640   

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

     575         578,738   

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

     

Term Loan, 5.00%, Maturing January 29, 2021

     698         701,014   

Sirius Computer Solutions, Inc.

     

Term Loan, 7.00%, Maturing November 30, 2018

     451         457,357   

SkillSoft Corporation

     

Term Loan, 4.50%, Maturing April 28, 2021

     1,475         1,474,078   

Smart Technologies ULC

     

Term Loan, 10.50%, Maturing January 31, 2018

     613         637,975   

Sophia, L.P.

     

Term Loan, 4.00%, Maturing July 19, 2018

     1,293         1,291,883   

SS&C Technologies Holdings Europe S.A.R.L.

     

Term Loan, 3.25%, Maturing June 7, 2019

     81         81,582   

SS&C Technologies Inc.

     

Term Loan, 3.25%, Maturing June 7, 2019

     787         788,257   

 

7

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

SumTotal Systems LLC

     

Term Loan, 6.25%, Maturing November 16, 2018

     1,187       $ 1,167,668   

SunEdison Semiconductor B.V.

     

Term Loan, 6.50%, Maturing May 22, 2019

     850         850,531   

SurveyMonkey.com, LLC

     

Term Loan, 5.50%, Maturing February 5, 2019

     533         538,055   

Sybil Software LLC

     

Term Loan, 5.00%, Maturing March 20, 2020

     938         940,079   

Vantiv, LLC

     

Term Loan, 3.75%, Maturing May 12, 2021

     900         904,500   

Vertafore, Inc.

     

Term Loan, 4.25%, Maturing October 3, 2019

     968         969,512   

Wall Street Systems Delaware, Inc.

     

Term Loan, 4.50%, Maturing April 30, 2021

     1,507         1,507,463   

Web.com Group, Inc.

     

Term Loan, 4.50%, Maturing October 27, 2017

     1,163         1,169,962   
     

 

 

 
      $ 71,703,871   
     

 

 

 

Equipment Leasing — 0.9%

     

Delos Finance S.A.R.L.

     

Term Loan, 3.50%, Maturing March 6, 2021

     2,450       $ 2,449,561   

Flying Fortress Inc.

     

Term Loan, 3.50%, Maturing June 30, 2017

     2,792         2,792,541   
     

 

 

 
      $ 5,242,102   
     

 

 

 

Financial Intermediaries — 5.8%

     

Armor Holding II LLC

     

Term Loan - Second Lien, 10.25%, Maturing December 11, 2020

     1,000       $ 1,002,500   

Citco Funding LLC

     

Term Loan, 4.25%, Maturing June 29, 2018

     2,019         2,026,161   

Clipper Acquisitions Corp.

     

Term Loan, 3.00%, Maturing February 6, 2020

     542         539,520   

First Data Corporation

     

Term Loan, 3.67%, Maturing March 23, 2018

     4,961         4,916,660   

Term Loan, 3.67%, Maturing September 24, 2018

     1,875         1,858,204   

Grosvenor Capital Management Holdings, LLP

     

Term Loan, 3.75%, Maturing January 4, 2021

     1,219         1,213,162   

Guggenheim Partners, LLC

     

Term Loan, 4.25%, Maturing July 22, 2020

     844         844,152   

Hamilton Lane Advisors, LLC

     

Term Loan, 4.00%, Maturing February 28, 2018

     522         523,532   

Harbourvest Partners, LLC

     

Term Loan, 3.25%, Maturing February 4, 2021

     914         909,066   

Home Loan Servicing Solutions, Ltd.

     

Term Loan, 4.50%, Maturing June 19, 2020

     1,064         1,069,239   

LPL Holdings, Inc.

     

Term Loan, 3.25%, Maturing March 29, 2019

     3,772         3,768,681   

MIP Delaware, LLC

     

Term Loan, 4.00%, Maturing March 9, 2020

     577         579,528   

Moneygram International, Inc.

     

Term Loan, 4.25%, Maturing March 27, 2020

     420         414,004   

Nuveen Investments, Inc.

     

Term Loan, 4.16%, Maturing May 15, 2017

     6,197         6,204,476   

NXT Capital, Inc.

     

Term Loan, 6.25%, Maturing September 4, 2018

     125         124,998   

Term Loan, 6.25%, Maturing September 4, 2018

     744         746,236   

Ocwen Financial Corporation

     

Term Loan, 5.00%, Maturing February 15, 2018

     1,234         1,239,621   

 

8

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Oz Management LP

     

Term Loan, 1.66%, Maturing November 15, 2016

     1,295       $ 1,249,054   

Sesac Holdco II, LLC

     

Term Loan, 5.01%, Maturing February 8, 2019

     997         1,002,465   

Starwood Property Trust, Inc.

     

Term Loan, 3.50%, Maturing April 17, 2020

     272         270,586   

Walker & Dunlop, Inc.

     

Term Loan, 5.50%, Maturing December 11, 2020

     647         656,451   

Walter Investment Management Corp.

     

Term Loan, 4.75%, Maturing December 11, 2020

     2,423         2,394,520   
     

 

 

 
      $ 33,552,816   
     

 

 

 

Food Products — 6.6%

     

AdvancePierre Foods, Inc.

     

Term Loan, 5.75%, Maturing July 10, 2017

     3,653       $ 3,665,520   

American Seafoods Group LLC

     

Term Loan, 4.50%, Maturing March 18, 2018

     573         564,960   

Big Heart Pet Brands

     

Term Loan, 3.50%, Maturing March 8, 2020

     3,422         3,381,883   

Blue Buffalo Company, Ltd.

     

Term Loan, 4.00%, Maturing August 8, 2019

     1,277         1,280,565   

Charger OpCo BV

     

Term Loan, Maturing May 29, 2021(2)

     2,175         2,147,812   

Term Loan, Maturing June 30, 2021(2)

   EUR 725         956,336   

Clearwater Seafoods Limited Partnership

     

Term Loan, 4.75%, Maturing June 24, 2019

     941         948,337   

CSM Bakery Solutions LLC

     

Term Loan, 4.75%, Maturing July 3, 2020

     1,040         1,039,067   

Del Monte Foods, Inc.

     

Term Loan, 4.25%, Maturing February 18, 2021

     721         716,979   

Diamond Foods, Inc.

     

Term Loan, 4.25%, Maturing August 20, 2018

     199         199,041   

Dole Food Company Inc.

     

Term Loan, 4.50%, Maturing November 1, 2018

     1,359         1,360,085   

H.J. Heinz Company

     

Term Loan, 3.50%, Maturing June 5, 2020

     8,390         8,400,738   

High Liner Foods Incorporated

     

Term Loan, 4.25%, Maturing April 24, 2021

     848         847,875   

JBS USA Holdings Inc.

     

Term Loan, 3.75%, Maturing May 25, 2018

     862         857,199   

Term Loan, 3.75%, Maturing September 18, 2020

     1,563         1,557,794   

NBTY, Inc.

     

Term Loan, 3.50%, Maturing October 1, 2017

     5,409         5,408,324   

Pinnacle Foods Finance LLC

     

Term Loan, 3.25%, Maturing April 29, 2020

     695         690,470   

Term Loan, 3.25%, Maturing April 29, 2020

     3,265         3,244,444   

Post Holdings, Inc.

     

Term Loan, 3.75%, Maturing June 2, 2021

     575         577,670   
     

 

 

 
      $ 37,845,099   
     

 

 

 

Food Service — 4.3%

     

Aramark Corporation

     

Term Loan, 3.73%, Maturing July 26, 2016

     169       $ 168,866   

Term Loan, 3.73%, Maturing July 26, 2016

     304         302,593   

ARG IH Corporation

     

Term Loan, 5.00%, Maturing November 15, 2020

     274         275,219   

Buffets, Inc.

     

Term Loan, 0.11%, Maturing April 22, 2015(3)

     92         91,831   

 

9

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Burger King Corporation

     

Term Loan, 3.75%, Maturing September 28, 2019

     2,211       $ 2,220,597   

CEC Entertainment Concepts, L.P.

     

Term Loan, 4.25%, Maturing February 14, 2021

     723         718,668   

Centerplate, Inc.

     

Term Loan, 4.75%, Maturing November 26, 2019

     469         469,480   

Darling International Inc.

     

Term Loan, 3.50%, Maturing January 6, 2021

   EUR 973         1,306,109   

DineEquity, Inc.

     

Term Loan, 3.75%, Maturing October 19, 2017

     1,000         1,003,633   

Dunkin’ Brands, Inc.

     

Term Loan, 3.25%, Maturing February 7, 2021

     2,987         2,943,351   

Landry’s, Inc.

     

Term Loan, 4.00%, Maturing April 24, 2018

     2,402         2,410,366   

NPC International, Inc.

     

Term Loan, 4.00%, Maturing December 28, 2018

     660         659,675   

P.F. Chang’s China Bistro Inc.

     

Term Loan, 4.25%, Maturing July 2, 2019

     408         400,946   

Seminole Hard Rock Entertainment, Inc.

     

Term Loan, 3.50%, Maturing May 14, 2020

     272         271,655   

US Foods, Inc.

     

Term Loan, 4.50%, Maturing March 31, 2019

     4,925         4,928,328   

Weight Watchers International, Inc.

     

Term Loan, 4.00%, Maturing April 2, 2020

     6,838         5,450,235   

Wendy’s International, Inc.

     

Term Loan, 3.25%, Maturing May 15, 2019

     1,320         1,320,955   
     

 

 

 
      $ 24,942,507   
     

 

 

 

Food/Drug Retailers — 4.5%

     

Albertson’s, LLC

     

Term Loan, 4.75%, Maturing March 21, 2019

     2,328       $ 2,343,177   

Alliance Boots Holdings Limited

     

Term Loan, 3.56%, Maturing July 10, 2017

   EUR 700         939,381   

Term Loan, 3.98%, Maturing July 10, 2017

   GBP 5,775         9,754,502   

General Nutrition Centers, Inc.

     

Term Loan, 3.25%, Maturing March 4, 2019

     6,101         6,062,652   

New Albertson’s, Inc.

     

Term Loan, 4.75%, Maturing June 27, 2021

     1,050         1,054,457   

Pantry, Inc. (The)

     

Term Loan, 4.75%, Maturing August 2, 2019

     418         420,172   

Rite Aid Corporation

     

Term Loan, 3.50%, Maturing February 21, 2020

     2,302         2,298,916   

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

     450         459,450   

Supervalu Inc.

     

Term Loan, 4.50%, Maturing March 21, 2019

     2,697         2,697,239   
     

 

 

 
      $ 26,029,946   
     

 

 

 

Forest Products — 0.1%

     

Expera Specialty Solutions, LLC

     

Term Loan, 7.50%, Maturing December 21, 2018

     520       $ 526,247   
     

 

 

 
      $ 526,247   
     

 

 

 

Health Care — 14.5%

     

Akorn, Inc.

     

Term Loan, 4.50%, Maturing April 16, 2021

     675       $ 677,531   

Term Loan, Maturing April 16, 2021(2)

     375         376,406   

Alere, Inc.

     

Term Loan, 4.25%, Maturing June 30, 2017

     3,335         3,345,880   

 

10

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Alliance Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing June 3, 2019

     1,238       $ 1,238,277   

Amneal Pharmaceuticals LLC

     

Term Loan, 4.75%, Maturing November 1, 2019

     971         976,336   

Amsurg Corp.

     

Term Loan, 3.75%, Maturing July 16, 2021

     600         600,625   

Ardent Medical Services, Inc.

     

Term Loan, 6.75%, Maturing July 2, 2018

     2,797         2,810,463   

ATI Holdings, Inc.

     

Term Loan, 5.00%, Maturing December 20, 2019

     443         448,237   

Biomet Inc.

     

Term Loan, 3.66%, Maturing July 25, 2017

     5,487         5,490,094   

BSN Medical Inc.

     

Term Loan, 4.00%, Maturing August 28, 2019

     569         569,588   

CeramTec Acquisition Corporation

     

Term Loan, 4.25%, Maturing August 28, 2020

     33         33,255   

CHG Buyer Corporation

     

Term Loan, 4.25%, Maturing November 19, 2019

     837         838,489   

Community Health Systems, Inc.

     

Term Loan, 3.48%, Maturing January 25, 2017

     1,864         1,867,252   

Term Loan, 4.25%, Maturing January 27, 2021

     7,430         7,457,645   

Convatec Inc.

     

Term Loan, 4.00%, Maturing December 22, 2016

     1,366         1,368,837   

DaVita HealthCare Partners, Inc.

     

Term Loan, 3.50%, Maturing June 24, 2021

     3,225         3,224,136   

DJO Finance LLC

     

Term Loan, 4.25%, Maturing September 15, 2017

     578         579,757   

Envision Healthcare Corporation

     

Term Loan, 4.00%, Maturing May 25, 2018

     2,003         2,006,362   

Faenza Acquisition GmbH

     

Term Loan, 4.25%, Maturing August 28, 2020

     101         101,718   

Term Loan, 4.25%, Maturing August 31, 2020

     335         335,554   

Gentiva Health Services, Inc.

     

Term Loan, 6.50%, Maturing October 18, 2019

     3,393         3,400,933   

Grifols Worldwide Operations USA, Inc.

     

Term Loan, 3.16%, Maturing February 27, 2021

     4,738         4,722,949   

Hologic Inc.

     

Term Loan, 3.25%, Maturing August 1, 2019

     1,490         1,485,461   

Iasis Healthcare LLC

     

Term Loan, 4.50%, Maturing May 3, 2018

     1,621         1,626,828   

inVentiv Health, Inc.

     

Term Loan, 7.75%, Maturing May 15, 2018

     1,007         1,009,445   

Term Loan, 7.76%, Maturing May 15, 2018

     2,396         2,397,875   

JLL/Delta Dutch Newco B.V.

     

Term Loan, 4.25%, Maturing March 11, 2021

     875         869,531   

Term Loan, 4.50%, Maturing March 11, 2021

   EUR 300         402,908   

Kindred Healthcare, Inc.

     

Term Loan, 4.00%, Maturing April 9, 2021

     1,500         1,498,595   

Kinetic Concepts, Inc.

     

Term Loan, 4.00%, Maturing May 4, 2018

     4,496         4,500,727   

LHP Hospital Group, Inc.

     

Term Loan, 9.00%, Maturing July 3, 2018

     889         850,876   

Mallinckrodt International Finance S.A.

     

Term Loan, 3.50%, Maturing March 19, 2021

     1,521         1,515,483   

Term Loan, Maturing July 17, 2021(2)

     1,125         1,120,312   

 

11

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

MedAssets, Inc.

     

Term Loan, 4.00%, Maturing December 13, 2019

     361       $ 360,922   

Millennium Laboratories, Inc.

     

Term Loan, 5.25%, Maturing April 16, 2021

     2,100         2,106,983   

MMM Holdings, Inc.

     

Term Loan, 9.75%, Maturing December 12, 2017

     594         599,266   

MSO of Puerto Rico, Inc.

     

Term Loan, 9.75%, Maturing December 12, 2017

     432         433,523   

National Mentor Holdings, Inc.

     

Term Loan, 4.75%, Maturing January 31, 2021

     524         526,088   

Onex Carestream Finance LP

     

Term Loan, 5.00%, Maturing June 7, 2019

     2,741         2,748,945   

Opal Acquisition, Inc.

     

Term Loan, 5.00%, Maturing November 27, 2020

     1,642         1,646,470   

Ortho-Clinical Diagnostics, Inc.

     

Term Loan, 4.75%, Maturing June 30, 2021

     3,125         3,128,256   

Pharmaceutical Product Development LLC

     

Term Loan, 4.00%, Maturing December 5, 2018

     1,896         1,900,188   

PRA Holdings, Inc.

     

Term Loan, 4.50%, Maturing September 23, 2020

     1,265         1,262,274   

Radnet Management, Inc.

     

Term Loan, 4.27%, Maturing October 10, 2018

     1,758         1,762,938   

RegionalCare Hospital Partners, Inc.

     

Term Loan, 6.00%, Maturing April 19, 2019

     1,425         1,431,680   

Sage Products Holdings III, LLC

     

Term Loan, 4.25%, Maturing December 13, 2019

     435         435,420   

Salix Pharmaceuticals, Ltd.

     

Term Loan, 4.25%, Maturing January 2, 2020

     683         686,446   

Select Medical Corporation

     

Term Loan, 3.75%, Maturing June 1, 2018

     1,150         1,150,000   

Steward Health Care System LLC

     

Term Loan, 6.75%, Maturing April 12, 2020

     347         344,334   

TriZetto Corporation

     

Term Loan, 4.75%, Maturing May 2, 2018

     1,387         1,392,701   

Truven Health Analytics Inc.

     

Term Loan, 4.50%, Maturing June 6, 2019

     1,621         1,618,168   

U.S. Renal Care, Inc.

     

Term Loan, 4.25%, Maturing July 3, 2019

     298         297,657   
     

 

 

 
      $ 83,580,624   
     

 

 

 

Home Furnishings — 0.6%

     

Interline Brands, Inc.

     

Term Loan, 4.00%, Maturing March 17, 2021

     224       $ 223,409   

Serta Simmons Holdings, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

     1,600         1,602,635   

Tempur-Pedic International Inc.

     

Term Loan, 3.50%, Maturing March 18, 2020

     1,491         1,490,726   
     

 

 

 
      $ 3,316,770   
     

 

 

 

Industrial Equipment — 4.2%

     

Alliance Laundry Systems LLC

     

Term Loan, 4.25%, Maturing December 10, 2018

     314       $ 315,786   

Apex Tool Group, LLC

     

Term Loan, 4.50%, Maturing January 31, 2020

     716         707,287   

Doosan Infracore International, Inc.

     

Term Loan, 4.50%, Maturing May 28, 2021

     1,100         1,105,949   

 

12

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Filtration Group Corporation

     

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

     1,000       $ 1,019,167   

Gardner Denver, Inc.

     

Term Loan, 4.25%, Maturing July 30, 2020

     1,836         1,829,957   

Term Loan, 4.75%, Maturing July 30, 2020

   EUR 397         535,881   

Gemini HDPE LLC

     

Term Loan, Maturing August 4, 2021(2)

     1,950         1,954,875   

Generac Power Systems, Inc.

     

Term Loan, 3.25%, Maturing May 31, 2020

     1,695         1,681,395   

Grede Holdings LLC

     

Term Loan, 4.75%, Maturing June 2, 2021

     850         854,604   

Husky Injection Molding Systems Ltd.

     

Term Loan, 4.25%, Maturing June 30, 2021

     2,800         2,810,063   

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

     675         681,188   

Milacron LLC

     

Term Loan, 4.00%, Maturing March 30, 2020

     520         519,535   

Paladin Brands Holding, Inc.

     

Term Loan, 6.75%, Maturing August 16, 2019

     723         727,122   

Rexnord LLC

     

Term Loan, 4.00%, Maturing August 21, 2020

     4,590         4,587,127   

Signode Industrial Group US Inc.

     

Term Loan, 4.00%, Maturing May 1, 2021

     1,450         1,444,864   

Spansion LLC

     

Term Loan, 3.75%, Maturing December 19, 2019

     1,010         1,008,837   

STS Operating, Inc.

     

Term Loan, 4.75%, Maturing February 19, 2021

     299         300,933   

Tank Holding Corp.

     

Term Loan, 4.25%, Maturing July 9, 2019

     821         821,152   

Terex Corporation

     

Term Loan, 3.50%, Maturing April 28, 2017

     518         519,019   

Unifrax Corporation

     

Term Loan, 4.25%, Maturing November 28, 2018

     332         331,954   

Virtuoso US LLC

     

Term Loan, 4.75%, Maturing February 11, 2021

     424         425,262   
     

 

 

 
      $ 24,181,957   
     

 

 

 

Insurance — 4.4%

     

Alliant Holdings I, Inc.

     

Term Loan, 4.25%, Maturing December 20, 2019

     1,923       $ 1,927,587   

AmWINS Group, LLC

     

Term Loan, 5.00%, Maturing September 6, 2019

     4,759         4,772,701   

Applied Systems, Inc.

     

Term Loan, 4.25%, Maturing January 25, 2021

     846         845,221   

Asurion LLC

     

Term Loan, 5.00%, Maturing May 24, 2019

     8,450         8,497,671   

Term Loan, 4.25%, Maturing July 8, 2020

     965         963,742   

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

     1,025         1,059,594   

CGSC of Delaware Holding Corporation

     

Term Loan, 5.00%, Maturing April 16, 2020

     470         459,082   

Cunningham Lindsey U.S. Inc.

     

Term Loan, 5.00%, Maturing December 10, 2019

     887         884,949   

Term Loan - Second Lien, 9.25%, Maturing June 10, 2020

     1,000         1,002,031   

Hub International Limited

     

Term Loan, 4.25%, Maturing October 2, 2020

     2,804         2,800,093   

USI, Inc.

     

Term Loan, 4.25%, Maturing December 27, 2019

     2,368         2,371,005   
     

 

 

 
      $ 25,583,676   
     

 

 

 

 

13

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Leisure Goods/Activities/Movies — 6.2%

     

Amaya Holdings B.V.

     

Term Loan, Maturing August 1, 2021(2)

     2,725       $ 2,700,731   

Term Loan - Second Lien, Maturing August 1, 2022(2)

     750         759,688   

Bally Technologies, Inc.

     

Term Loan, 4.25%, Maturing November 25, 2020

     991         993,897   

Bombardier Recreational Products, Inc.

     

Term Loan, 4.00%, Maturing January 30, 2019

     3,225         3,220,541   

Bright Horizons Family Solutions, Inc.

     

Term Loan, 3.75%, Maturing January 30, 2020

     887         885,484   

ClubCorp Club Operations, Inc.

     

Term Loan, 4.00%, Maturing July 24, 2020

     2,503         2,493,294   

Dave & Buster’s, Inc.

     

Term Loan, 4.50%, Maturing July 25, 2020

     175         175,520   

Delta 2 (LUX) S.a.r.l.

     

Term Loan, 4.50%, Maturing April 30, 2019

     1,955         1,960,188   

Emerald Expositions Holding, Inc.

     

Term Loan, 5.50%, Maturing June 17, 2020

     1,023         1,030,134   

Equinox Holdings, Inc.

     

Term Loan, 4.25%, Maturing January 31, 2020

     2,533         2,542,605   

Fender Musical Instruments Corporation

     

Term Loan, 5.75%, Maturing April 3, 2019

     422         424,021   

Kasima, LLC

     

Term Loan, 3.25%, Maturing May 17, 2021

     975         971,953   

Live Nation Entertainment, Inc.

     

Term Loan, 3.50%, Maturing August 17, 2020

     2,552         2,555,640   

Nord Anglia Education Limited

     

Term Loan, 4.50%, Maturing March 19, 2021

     1,475         1,477,766   

Sabre, Inc.

     

Term Loan, 4.25%, Maturing February 19, 2019

     1,182         1,180,400   

SeaWorld Parks & Entertainment, Inc.

     

Term Loan, 3.00%, Maturing May 14, 2020

     2,851         2,811,936   

Six Flags Theme Parks, Inc.

     

Term Loan, 3.50%, Maturing December 20, 2018

     1,434         1,437,885   

Sonifi Solutions, Inc.

     

Term Loan, 6.75%, Maturing March 31, 2018

     1,039         445,277   

SRAM, LLC

     

Term Loan, 4.00%, Maturing April 10, 2020

     1,837         1,825,025   

Town Sports International Inc.

     

Term Loan, 4.50%, Maturing November 16, 2020

     1,244         1,131,812   

US Finco LLC

     

Term Loan, 4.00%, Maturing May 29, 2020

     470         469,515   

Term Loan - Second Lien, 8.25%, Maturing November 30, 2020

     1,000         1,025,000   

WMG Acquisition Corp.

     

Term Loan, 3.75%, Maturing July 1, 2020

     546         535,867   

Zuffa LLC

     

Term Loan, 3.75%, Maturing February 25, 2020

     2,857         2,859,188   
     

 

 

 
      $ 35,913,367   
     

 

 

 

Lodging and Casinos — 5.0%

     

Affinity Gaming, LLC

     

Term Loan, 5.25%, Maturing November 9, 2017

     388       $ 388,333   

Boyd Gaming Corporation

     

Term Loan, 4.00%, Maturing August 14, 2020

     484         484,968   

Caesars Entertainment Operating Company

     

Term Loan, 6.95%, Maturing March 1, 2017

     978         913,573   

 

14

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

CityCenter Holdings, LLC

     

Term Loan, 4.25%, Maturing October 16, 2020

     796       $ 796,104   

Four Seasons Holdings Inc.

     

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

     3,577         3,617,130   

Gala Group Ltd.

     

Term Loan, 5.50%, Maturing May 28, 2018

   GBP 3,125         5,320,454   

Golden Nugget, Inc.

     

Term Loan, 5.50%, Maturing November 21, 2019

     142         144,889   

Term Loan, 5.50%, Maturing November 21, 2019

     331         338,075   

Hilton Worldwide Finance, LLC

     

Term Loan, 3.50%, Maturing October 26, 2020

     5,578         5,558,751   

La Quinta Intermediate Holdings LLC

     

Term Loan, 4.00%, Maturing April 14, 2021

     1,130         1,132,711   

Las Vegas Sands LLC

     

Term Loan, 3.25%, Maturing December 19, 2020

     1,915         1,913,280   

MGM Resorts International

     

Term Loan, 3.50%, Maturing December 20, 2019

     2,463         2,451,214   

Pinnacle Entertainment, Inc.

     

Term Loan, 3.75%, Maturing August 13, 2020

     825         827,686   

Playa Resorts Holding B.V.

     

Term Loan, 4.00%, Maturing August 6, 2019

     496         496,716   

RHP Hotel Properties, LP

     

Term Loan, 3.75%, Maturing January 15, 2021

     675         678,164   

Scientific Games International, Inc.

     

Term Loan, 4.25%, Maturing October 18, 2020

     3,632         3,585,380   

Tropicana Entertainment Inc.

     

Term Loan, 4.00%, Maturing November 27, 2020

     372         372,653   
     

 

 

 
      $ 29,020,081   
     

 

 

 

Nonferrous Metals/Minerals — 2.7%

     

Alpha Natural Resources, LLC

     

Term Loan, 3.50%, Maturing May 22, 2020

     1,778       $ 1,704,178   

Arch Coal Inc.

     

Term Loan, 6.25%, Maturing May 16, 2018

     3,584         3,525,679   

Fairmount Minerals Ltd.

     

Term Loan, 4.50%, Maturing September 5, 2019

     2,035         2,052,005   

Murray Energy Corporation

     

Term Loan, 5.25%, Maturing December 5, 2019

     1,372         1,383,993   

Noranda Aluminum Acquisition Corporation

     

Term Loan, 5.75%, Maturing February 28, 2019

     1,002         976,471   

Novelis, Inc.

     

Term Loan, 3.75%, Maturing March 10, 2017

     2,635         2,638,954   

Oxbow Carbon LLC

     

Term Loan, 4.25%, Maturing July 19, 2019

     451         452,942   

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

     775         796,313   

United Central Industrial Supply Company, L.L.C.

     

Term Loan - Second Lien, 12.50%, Maturing April 9, 2019

     500         495,625   

Walter Energy, Inc.

     

Term Loan, 7.25%, Maturing April 2, 2018

     1,607         1,525,854   
     

 

 

 
      $ 15,552,014   
     

 

 

 

Oil and Gas — 6.2%

     

Ameriforge Group, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2019

     1,139       $ 1,145,971   

Term Loan - Second Lien, 8.75%, Maturing December 19, 2020

     2,800         2,870,000   

 

15

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Bronco Midstream Funding LLC

     

Term Loan, 5.00%, Maturing August 17, 2020

     1,701       $ 1,718,017   

Citgo Petroleum Corporation

     

Term Loan, 4.50%, Maturing July 29, 2021

     975         981,094   

Crestwood Holdings LLC

     

Term Loan, 7.00%, Maturing June 19, 2019

     1,878         1,918,013   

Drillships Ocean Ventures Inc.

     

Term Loan, 5.50%, Maturing July 18, 2021

     1,075         1,082,391   

Fieldwood Energy LLC

     

Term Loan, 3.88%, Maturing September 28, 2018

     1,043         1,045,212   

Floatel International, Ltd.

     

Term Loan, 6.00%, Maturing June 27, 2020

     1,072         1,079,014   

MEG Energy Corp.

     

Term Loan, 3.75%, Maturing March 31, 2020

     7,396         7,408,492   

Obsidian Natural Gas Trust

     

Term Loan, 7.00%, Maturing November 2, 2015

     1,102         1,111,747   

Paragon Offshore Finance Company

     

Term Loan, 3.75%, Maturing July 18, 2021

     850         846,547   

Ruby Western Pipeline Holdings, LLC

     

Term Loan, 3.50%, Maturing March 27, 2020

     410         409,543   

Samson Investment Company

     

Term Loan - Second Lien, 5.00%, Maturing September 25, 2018

     1,850         1,848,019   

Seadrill Partners Finco LLC

     

Term Loan, 4.00%, Maturing February 21, 2021

     3,684         3,647,133   

Seventy Seven Operating, LLC

     

Term Loan, 3.75%, Maturing June 25, 2021

     525         525,821   

Sheridan Investment Partners II, L.P.

     

Term Loan, 4.25%, Maturing December 16, 2020

     36         35,772   

Term Loan, 4.25%, Maturing December 16, 2020

     96         95,918   

Term Loan, 4.25%, Maturing December 16, 2020

     689         689,527   

Sheridan Production Partners I, LLC

     

Term Loan, 4.25%, Maturing September 25, 2019

     160         160,137   

Term Loan, 4.25%, Maturing September 25, 2019

     262         262,174   

Term Loan, 4.25%, Maturing October 1, 2019

     1,974         1,978,551   

Southcross Holdings Borrower LP

     

Term Loan, Maturing July 16, 2021(2)

     400         402,245   

Tallgrass Operations, LLC

     

Term Loan, 4.25%, Maturing November 13, 2018

     1,513         1,517,046   

Tervita Corporation

     

Term Loan, 6.25%, Maturing May 15, 2018

     3,106         3,121,709   
     

 

 

 
      $ 35,900,093   
     

 

 

 

Publishing — 4.5%

     

Advanstar Communications Inc.

     

Term Loan, 5.50%, Maturing April 29, 2019

     765       $ 771,052   

American Greetings Corporation

     

Term Loan, 4.00%, Maturing August 9, 2019

     1,053         1,056,805   

Ascend Learning, LLC

     

Term Loan, 6.00%, Maturing July 31, 2019

     1,269         1,283,294   

Flint Group SA

     

Term Loan, 5.37%, Maturing December 31, 2016

     1,342         1,341,558   

Term Loan, 5.37%, Maturing December 31, 2016

     1,614         1,614,498   

Getty Images, Inc.

     

Term Loan, 4.75%, Maturing October 18, 2019

     4,703         4,547,900   

Interactive Data Corporation

     

Term Loan, 4.75%, Maturing May 2, 2021

     1,600         1,608,501   

Laureate Education, Inc.

     

Term Loan, 5.00%, Maturing June 15, 2018

     7,681         7,469,874   

 

16

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

McGraw-Hill Global Education Holdings, LLC

     

Term Loan, 5.75%, Maturing March 22, 2019

     697       $ 704,787   

Media General, Inc.

     

Term Loan, 4.25%, Maturing July 31, 2020

     1,044         1,049,019   

Merrill Communications, LLC

     

Term Loan, 5.75%, Maturing March 8, 2018

     655         665,856   

Multi Packaging Solutions, Inc.

     

Term Loan, 4.25%, Maturing September 30, 2020

     374         374,842   

Nelson Education Ltd.

     

Term Loan, 4.75%, Maturing July 7, 2015

     431         360,279   

Penton Media, Inc.

     

Term Loan, 5.50%, Maturing October 1, 2019

     596         601,703   

Rentpath, Inc.

     

Term Loan, 6.25%, Maturing May 29, 2020

     1,040         1,049,895   

Springer Science+Business Media Deutschland GmbH

     

Term Loan, 5.00%, Maturing August 14, 2020

     1,117         1,118,132   
     

 

 

 
      $ 25,617,995   
     

 

 

 

Radio and Television — 2.7%

     

ALM Media Holdings, Inc.

     

Term Loan, Maturing July 29, 2020(2)

     425       $ 423,937   

Clear Channel Communications, Inc.

     

Term Loan, 3.81%, Maturing January 29, 2016

     20         19,566   

Term Loan, 6.91%, Maturing January 30, 2019

     1,132         1,114,009   

Term Loan, 7.66%, Maturing July 30, 2019

     364         364,205   

Cumulus Media Holdings Inc.

     

Term Loan, 4.25%, Maturing December 23, 2020

     4,332         4,346,684   

Entercom Radio, LLC

     

Term Loan, 4.05%, Maturing November 23, 2018

     396         397,188   

Gray Television, Inc.

     

Term Loan, Maturing June 10, 2021(2)

     275         275,473   

Hubbard Radio, LLC

     

Term Loan, 4.50%, Maturing April 29, 2019

     749         752,819   

LIN Television Corp.

     

Term Loan, 4.00%, Maturing December 21, 2018

     585         586,845   

Mission Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     637         638,163   

Nexstar Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     722         723,687   

Raycom TV Broadcasting, Inc.

     

Term Loan, 4.25%, Maturing May 31, 2017

     849         848,750   

Sinclair Television Group Inc.

     

Term Loan, 3.00%, Maturing April 9, 2020

     494         489,280   

TWCC Holding Corp.

     

Term Loan, 3.50%, Maturing February 13, 2017

     1,079         1,069,035   

Univision Communications Inc.

     

Term Loan, 4.00%, Maturing March 1, 2020

     3,777         3,758,187   
     

 

 

 
      $ 15,807,828   
     

 

 

 

Retailers (Except Food and Drug) — 8.0%

     

99 Cents Only Stores

     

Term Loan, 4.50%, Maturing January 11, 2019

     1,931       $ 1,943,364   

B&M Retail Limited

     

Term Loan, 3.81%, Maturing May 21, 2019

   GBP 350         587,581   

Term Loan, 4.31%, Maturing April 28, 2020

   GBP 275         464,166   

Bass Pro Group, LLC

     

Term Loan, 3.75%, Maturing November 20, 2019

     2,382         2,387,589   

 

17

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Burlington Coat Factory Warehouse Corporation

     

Term Loan, Maturing July 17, 2021(2)

     500       $ 500,000   

CDW LLC

     

Term Loan, 3.25%, Maturing April 29, 2020

     4,914         4,862,414   

David’s Bridal, Inc.

     

Term Loan, 5.00%, Maturing October 11, 2019

     621         603,767   

Evergreen Acqco 1 LP

     

Term Loan, 5.00%, Maturing July 9, 2019

     662         664,176   

Harbor Freight Tools USA, Inc.

     

Term Loan, 4.75%, Maturing July 26, 2019

     1,114         1,120,293   

Hudson’s Bay Company

     

Term Loan, 4.75%, Maturing November 4, 2020

     3,631         3,664,662   

J. Crew Group, Inc.

     

Term Loan, 4.00%, Maturing March 5, 2021

     2,893         2,830,194   

Jo-Ann Stores, Inc.

     

Term Loan, 4.00%, Maturing March 16, 2018

     1,900         1,896,926   

Men’s Wearhouse, Inc. (The)

     

Term Loan, 4.50%, Maturing June 18, 2021

     1,450         1,463,585   

Michaels Stores, Inc.

     

Term Loan, 3.75%, Maturing January 28, 2020

     2,543         2,537,363   

Term Loan, 4.00%, Maturing January 28, 2020

     1,000         996,875   

Neiman Marcus Group, Inc. (The)

     

Term Loan, 4.25%, Maturing October 25, 2020

     4,279         4,264,356   

Party City Holdings Inc.

     

Term Loan, 4.00%, Maturing July 27, 2019

     2,342         2,328,370   

Pep Boys-Manny, Moe & Jack (The)

     

Term Loan, 4.25%, Maturing October 11, 2018

     468         469,624   

Petco Animal Supplies, Inc.

     

Term Loan, 4.00%, Maturing November 24, 2017

     2,181         2,186,620   

PFS Holding Corporation

     

Term Loan, 4.50%, Maturing January 31, 2021

     973         933,660   

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

     

Term Loan, 4.50%, Maturing April 30, 2021

     525         526,313   

Pilot Travel Centers LLC

     

Term Loan, 3.75%, Maturing March 30, 2018

     1,737         1,743,069   

Term Loan, 4.25%, Maturing August 7, 2019

     588         590,205   

Rent-A-Center, Inc.

     

Term Loan, 3.75%, Maturing March 19, 2021

     499         496,256   

Spin Holdco Inc.

     

Term Loan, 4.25%, Maturing November 14, 2019

     2,607         2,606,776   

Toys ‘R’ Us Property Company I, LLC

     

Term Loan, 6.00%, Maturing August 21, 2019

     819         794,760   

Visant Corporation

     

Term Loan, 5.25%, Maturing December 22, 2016

     1,280         1,277,255   

Vivarte SA

     

Term Loan, 0.00%, Maturing March 9, 2015(5)

   EUR 29         14,930   

Term Loan, 0.00%, Maturing March 9, 2015(5)

   EUR 62         32,643   

Term Loan, 0.00%, Maturing March 9, 2015(5)

   EUR 1,347         704,498   

Term Loan, 0.00%, Maturing March 8, 2016(5)

   EUR 18         9,616   

Term Loan, 0.00%, Maturing March 8, 2016(5)

   EUR 71         37,197   

Term Loan, 0.00%, Maturing March 8, 2016(5)

   EUR 440         230,269   

Wilton Brands LLC

     

Term Loan, 7.50%, Maturing August 30, 2018

     585         561,628   
     

 

 

 
      $ 46,331,000   
     

 

 

 

Steel — 2.1%

     

Essar Steel Algoma, Inc.

     

Term Loan, 10.25%, Maturing September 20, 2014

     1,032       $ 1,036,009   

 

18

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

FMG Resources (August 2006) Pty Ltd.

     

Term Loan, 3.75%, Maturing June 30, 2019

     6,096       $ 6,085,404   

JFB Firth Rixson Inc.

     

Term Loan, 5.00%, Maturing June 30, 2017

   GBP 739         1,249,459   

JMC Steel Group, Inc.

     

Term Loan, 4.75%, Maturing April 3, 2017

     677         679,799   

Neenah Foundry Company

     

Term Loan, 6.76%, Maturing April 26, 2017

     422         420,575   

Patriot Coal Corporation

     

Term Loan, 9.00%, Maturing December 15, 2018

     1,493         1,476,332   

Waupaca Foundry, Inc.

     

Term Loan, 4.00%, Maturing June 29, 2017

     1,398         1,401,015   
     

 

 

 
      $ 12,348,593   
     

 

 

 

Surface Transport — 0.8%

     

Hertz Corporation (The)

     

Term Loan, 3.75%, Maturing March 12, 2018

     1,773       $ 1,774,385   

Stena International S.a.r.l.

     

Term Loan, 4.00%, Maturing March 3, 2021

     1,571         1,573,518   

Swift Transportation Co., LLC

     

Term Loan, 3.75%, Maturing June 9, 2021

     1,172         1,175,359   
     

 

 

 
      $ 4,523,262   
     

 

 

 

Telecommunications — 4.1%

     

Arris Group, Inc.

     

Term Loan, 3.50%, Maturing April 17, 2020

     692       $ 690,827   

Cellular South, Inc.

     

Term Loan, 3.25%, Maturing May 22, 2020

     395         394,259   

Intelsat Jackson Holdings S.A.

     

Term Loan, 3.75%, Maturing June 30, 2019

     7,550         7,550,000   

IPC Systems, Inc.

     

Term Loan, 6.00%, Maturing November 8, 2020

     1,050         1,056,563   

Mitel US Holdings, Inc.

     

Term Loan, 5.35%, Maturing January 31, 2020

     301         303,937   

SBA Senior Finance II LLC

     

Term Loan, 3.25%, Maturing March 24, 2021

     1,825         1,809,031   

Syniverse Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2019

     1,188         1,186,922   

Term Loan, 4.00%, Maturing April 23, 2019

     1,776         1,775,402   

Telesat Canada

     

Term Loan, 3.50%, Maturing March 28, 2019

     6,689         6,675,728   

Windstream Corporation

     

Term Loan, 3.50%, Maturing August 8, 2019

     1,899         1,897,078   
     

 

 

 
      $ 23,339,747   
     

 

 

 

Utilities — 2.2%

     

Calpine Construction Finance Company, L.P.

     

Term Loan, 3.00%, Maturing May 3, 2020

     1,040       $ 1,020,659   

Term Loan, 3.25%, Maturing January 31, 2022

     396         392,005   

Calpine Corporation

     

Term Loan, 4.00%, Maturing April 1, 2018

     922         925,532   

Term Loan, 4.00%, Maturing April 1, 2018

     2,709         2,718,820   

Term Loan, 4.00%, Maturing October 9, 2019

     811         812,690   

Dynegy Holdings Inc.

     

Term Loan, 4.00%, Maturing April 23, 2020

     960         960,438   

EFS Cogen Holdings I LLC

     

Term Loan, 3.75%, Maturing December 17, 2020

     551         553,240   

 

19

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Electrical Components International, Inc.

     

Term Loan, 5.75%, Maturing May 28, 2021

     375       $ 378,594   

Energy Future Intermediate Holding Co., LLC

     

DIP Loan, 4.25%, Maturing June 19, 2016

     1,725         1,732,547   

Equipower Resources Holdings LLC

     

Term Loan, 4.25%, Maturing December 31, 2019

     569         571,387   

La Frontera Generation, LLC

     

Term Loan, 4.50%, Maturing September 30, 2020

     627         629,907   

PowerTeam Services, LLC

     

Term Loan, 4.25%, Maturing May 6, 2020

     14         13,762   

Term Loan, 4.25%, Maturing May 6, 2020

     264         260,205   

TerraForm Power Operating, LLC

     

Term Loan, Maturing July 23, 2019(2)

     225         227,109   

Texas Competitive Electric Holdings Company, LLC

     

DIP Loan, 3.75%, Maturing May 5, 2016

     437         439,768   

WTG Holdings III Corp.

     

Term Loan, 4.75%, Maturing January 15, 2021

     398         398,249   

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

     
     

 

 

 
      $ 12,839,412   
     

 

 

 

Total Senior Floating-Rate Interests
(identified cost $819,359,954)

      $ 816,842,204   
     

 

 

 

Corporate Bonds & Notes — 12.6%

     
Security   

Principal

Amount*

(000’s omitted)

     Value  

Aerospace and Defense — 0.1%

     

Alliant Techsystems, Inc.

     

5.25%, 10/1/21(6)

     45       $ 46,125   

CBC Ammo, LLC/CBC FinCo, Inc.

     

7.25%, 11/15/21(6)

     75         75,750   

GenCorp, Inc.

     

7.125%, 3/15/21

     50         53,625   

TransDigm, Inc.

     

7.50%, 7/15/21

     10         10,975   

6.00%, 7/15/22(6)

     85         85,532   

6.50%, 7/15/24(6)

     65         65,731   
     

 

 

 
      $ 337,738   
     

 

 

 

Automotive — 0.1%

     

American Axle & Manufacturing, Inc.

     

5.125%, 2/15/19

     20       $ 20,800   

Chrysler Group, LLC

     

8.25%, 6/15/21

     200         220,500   

General Motors Financial Co., Inc.

     

4.75%, 8/15/17

     70         73,500   

3.25%, 5/15/18

     10         10,013   

4.25%, 5/15/23

     15         14,794   

Navistar International Corp.

     

8.25%, 11/1/21

     105         108,806   
     

 

 

 
      $ 448,413   
     

 

 

 

Beverage and Tobacco — 0.1%

     

Constellation Brands, Inc.

     

6.00%, 5/1/22

     105       $ 115,894   

4.25%, 5/1/23

     100         98,250   

 

20

 

 


                                                 
Security   

Principal

Amount*

(000’s omitted)

     Value  

Cott Beverages, Inc.

     

5.375%, 7/1/22(6)

     70       $ 69,212   
     

 

 

 
      $ 283,356   
     

 

 

 

Broadcast Radio and Television — 0.0%(7)

     

Sirius XM Radio, Inc.

     

6.00%, 7/15/24(6)

     85       $ 85,638   
     

 

 

 
      $ 85,638   
     

 

 

 

Brokerage/Securities Dealers/Investment Houses — 0.0%(7)

     

Alliance Data Systems Corp.

     

6.375%, 4/1/20(6)

     55       $ 58,162   

E*TRADE Financial Corp.

     

6.375%, 11/15/19

     45         47,925   

Nielsen Co. Luxembourg S.a.r.l. (The)

     

5.50%, 10/1/21(6)

     35         35,788   
     

 

 

 
      $ 141,875   
     

 

 

 

Building and Development — 0.1%

     

Brookfield Residential Properties, Inc.

     

6.50%, 12/15/20(6)

     55       $ 57,887   

Builders FirstSource, Inc.

     

7.625%, 6/1/21(6)

     15         15,713   

HD Supply, Inc.

     

8.125%, 4/15/19

     35         37,975   

7.50%, 7/15/20

     70         73,850   

Interline Brands, Inc.

     

10.00%, 11/15/18(8)

     130         137,800   

Nortek, Inc.

     

10.00%, 12/1/18

     85         90,525   

8.50%, 4/15/21

     50         54,500   

USG Corp.

     

5.875%, 11/1/21(6)

     35         36,094   
     

 

 

 
      $ 504,344   
     

 

 

 

Business Equipment and Services — 0.2%

     

Ceridian, LLC/Comdata, Inc.

     

8.125%, 11/15/17(6)

     45       $ 45,000   

FTI Consulting, Inc.

     

6.00%, 11/15/22

     40         41,050   

IMS Health, Inc.

     

6.00%, 11/1/20(6)

     75         78,562   

Iron Mountain, Inc.

     

6.00%, 8/15/23

     95         99,512   

Modular Space Corp.

     

10.25%, 1/31/19(6)

     15         15,488   

National CineMedia, LLC

     

6.00%, 4/15/22

     790         819,625   

ServiceMaster Co. (The)

     

8.00%, 2/15/20

     72         76,500   

7.00%, 8/15/20

     26         26,715   

TransUnion Holding Co., Inc.

     

8.125%, 6/15/18(8)

     100         103,750   

United Rentals North America, Inc.

     

8.375%, 9/15/20

     20         21,600   

7.625%, 4/15/22

     25         27,438   

6.125%, 6/15/23

     35         36,378   
     

 

 

 
      $ 1,391,618   
     

 

 

 

 

21

 

 


                                                 
Security   

Principal

Amount*

(000’s omitted)

     Value  

Cable and Satellite Television — 0.4%

     

AMC Networks, Inc.

     

7.75%, 7/15/21

     45       $ 49,500   

4.75%, 12/15/22

     35         35,088   

CCO Holdings, LLC/CCO Holdings Capital Corp.

     

7.25%, 10/30/17

     65         67,925   

5.25%, 9/30/22

     155         152,481   

5.75%, 1/15/24

     70         69,650   

CSC Holdings, LLC

     

5.25%, 6/1/24(6)

     30         28,800   

DISH DBS Corp.

     

6.75%, 6/1/21

     205         226,012   

5.875%, 7/15/22

     70         73,325   

IAC/InterActiveCorp

     

4.875%, 11/30/18

     55         56,788   

Numericable Group SA

     

4.875%, 5/15/19(6)

     390         392,437   

Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH

     

5.50%, 1/15/23(6)

     1,000         1,010,000   
     

 

 

 
      $ 2,162,006   
     

 

 

 

Chemicals and Plastics — 1.7%

     

Chemtura Corp.

     

5.75%, 7/15/21

     25       $ 25,500   

Hexion US Finance Corp.

     

6.625%, 4/15/20

     2,950         3,068,000   

Ineos Finance PLC

     

7.25%, 2/15/19(6)(9)

   EUR 1,000         1,399,307   

8.375%, 2/15/19(6)

     1,825         1,977,844   

7.50%, 5/1/20(6)

     800         860,000   

Milacron, LLC/Mcron Finance Corp.

     

7.75%, 2/15/21(6)

     20         21,650   

Rockwood Specialties Group, Inc.

     

4.625%, 10/15/20

     130         135,688   

Trinseo Materials Operating S.C.A.

     

8.75%, 2/1/19

     1,800         1,899,000   

Tronox Finance, LLC

     

6.375%, 8/15/20

     155         157,325   
     

 

 

 
      $ 9,544,314   
     

 

 

 

Clothing/Textiles — 0.0%(7)

     

Levi Strauss & Co.

     

6.875%, 5/1/22

     65       $ 70,200   
     

 

 

 
      $ 70,200   
     

 

 

 

Commercial Services — 0.0%(7)

     

ADT Corp. (The)

     

6.25%, 10/15/21

     35       $ 36,313   
     

 

 

 
      $ 36,313   
     

 

 

 

Conglomerates — 0.1%

     

Belden, Inc.

     

5.50%, 9/1/22(6)

     20       $ 20,600   

Harbinger Group, Inc.

     

7.875%, 7/15/19

     65         70,850   

Spectrum Brands, Inc.

     

6.375%, 11/15/20

     50         52,875   

6.625%, 11/15/22

     70         74,550   

 

22

 

 


                                                 
Security   

Principal

Amount*

(000’s omitted)

     Value  

TMS International Corp.

     

7.625%, 10/15/21(6)

     60       $ 64,050   
     

 

 

 
      $ 282,925   
     

 

 

 

Containers and Glass Products — 0.7%

     

Beverage Packaging Holdings Luxembourg II SA/Beverage Packaging Holding II Issuer, Inc.

     

5.625%, 12/15/16(6)

     25       $ 24,813   

6.00%, 6/15/17(6)

     35         34,562   

BOE Merger Corp.

     

9.50%, 11/1/17(6)(8)

     80         84,100   

Reynolds Group Holdings, Inc.

     

5.75%, 10/15/20

     3,875         3,962,187   

Sealed Air Corp.

     

8.375%, 9/15/21(6)

     10         11,225   
     

 

 

 
      $ 4,116,887   
     

 

 

 

Cosmetics/Toiletries — 0.1%

     

Alphabet Holding Co., Inc.

     

7.75%, 11/1/17(8)

     215       $ 219,569   

Party City Holdings, Inc.

     

8.875%, 8/1/20

     120         129,900   
     

 

 

 
      $ 349,469   
     

 

 

 

Diversified Financial Services — 0.1%

     

Icahn Enterprises LP/Icahn Enterprises Finance Corp.

     

3.50%, 3/15/17

     45       $ 44,888   

6.00%, 8/1/20

     40         41,900   

JPMorgan Chase & Co.

     

6.75% to 2/1/24, 1/29/49(10)

     80         85,800   

Navient Corp.

     

5.50%, 1/15/19

     160         166,000   

6.125%, 3/25/24

     50         48,937   
     

 

 

 
      $ 387,525   
     

 

 

 

Drugs — 0.1%

     

ConvaTec Finance International SA

     

8.25%, 1/15/19(6)(8)

     200       $ 204,500   

Valeant Pharmaceuticals International, Inc.

     

6.375%, 10/15/20(6)

     200         207,250   

7.50%, 7/15/21(6)

     50         54,188   
     

 

 

 
      $ 465,938   
     

 

 

 

Ecological Services and Equipment — 0.0%(7)

     

ADS Waste Holdings, Inc.

     

8.25%, 10/1/20

     50       $ 53,500   

Clean Harbors, Inc.

     

5.25%, 8/1/20

     50         50,625   

5.125%, 6/1/21

     25         25,000   

Covanta Holding Corp.

     

5.875%, 3/1/24

     45         45,225   
     

 

 

 
      $ 174,350   
     

 

 

 

Electronics/Electrical — 0.1%

     

Alcatel-Lucent USA, Inc.

     

4.625%, 7/1/17(6)

     35       $ 35,438   

8.875%, 1/1/20(6)

     260         289,900   

BMC Software Finance, Inc.

     

8.125%, 7/15/21(6)

     85         85,000   

 

23

 

 


                                                 
Security   

Principal

Amount*

(000’s omitted)

     Value  

CommScope Holding Co., Inc.

     

6.625%, 6/1/20(6)(8)

     55       $ 58,300   

Freescale Semiconductor, Inc.

     

6.00%, 1/15/22(6)

     55         56,787   

Infor US, Inc.

     

9.375%, 4/1/19

     60         65,775   

Nuance Communications, Inc.

     

5.375%, 8/15/20(6)

     120         121,800   

RJS Power Holdings, LLC

     

5.125%, 7/15/19(6)

     45         44,550   
     

 

 

 
      $ 757,550   
     

 

 

 

Equipment Leasing — 0.3%

     

International Lease Finance Corp.

     

8.625%, 9/15/15

     1,000       $ 1,066,250   

6.75%, 9/1/16(6)

     350         384,125   

7.125%, 9/1/18(6)

     350         401,625   
     

 

 

 
      $ 1,852,000   
     

 

 

 

Financial Intermediaries — 1.1%

     

CIT Group, Inc.

     

5.50%, 2/15/19(6)

     45       $ 48,178   

5.375%, 5/15/20

     10         10,638   

First Data Corp.

     

7.375%, 6/15/19(6)

     1,000         1,055,000   

6.75%, 11/1/20(6)

     962         1,019,720   

11.25%, 1/15/21

     42         47,670   

10.625%, 6/15/21

     42         47,906   

11.75%, 8/15/21

     56         65,074   

Ford Motor Credit Co., LLC

     

12.00%, 5/15/15

     2,250         2,451,393   

Lender Processing Services, Inc.

     

5.75%, 4/15/23

     75         80,812   

UPCB Finance II, Ltd.

     

6.375%, 7/1/20(6)

   EUR 1,000         1,419,393   
     

 

 

 
      $ 6,245,784   
     

 

 

 

Food Products — 1.3%

     

Post Holdings, Inc.

     

6.75%, 12/1/21(6)

     30       $ 31,237   

7.375%, 2/15/22

     15         15,862   

6.00%, 12/15/22(6)

     35         34,694   

Stretford 79 PLC

     

4.807%, 7/15/20(6)(9)

   GBP 4,000         6,719,432   

6.25%, 7/15/21(6)

   GBP 400         670,255   
     

 

 

 
      $ 7,471,480   
     

 

 

 

Food Service — 0.0%(7)

     

Darling Ingredients, Inc.

     

5.375%, 1/15/22(6)

     40       $ 41,250   

Pinnacle Operating Corp.

     

9.00%, 11/15/20(6)

     40         43,100   
     

 

 

 
      $ 84,350   
     

 

 

 

Food/Drug Retailers — 0.0%(7)

     

Pantry, Inc. (The)

     

8.375%, 8/1/20

     70       $ 75,075   
     

 

 

 
      $ 75,075   
     

 

 

 

 

24

 

 


                                                 
Security   

Principal

Amount*

(000’s omitted)

     Value  

Health Care — 1.0%

     

Air Medical Group Holdings, Inc.

     

9.25%, 11/1/18

     4       $ 4,210   

Alere, Inc.

     

8.625%, 10/1/18

     45         47,081   

6.50%, 6/15/20

     35         35,963   

Amsurg Corp.

     

5.625%, 11/30/20

     50         51,125   

5.625%, 7/15/22(6)

     45         45,394   

Biomet, Inc.

     

6.50%, 8/1/20

     170         183,795   

Capsugel SA

     

7.00%, 5/15/19(6)(8)

     25         25,234   

CHS/Community Health Systems, Inc.

     

5.125%, 8/15/18

     2,190