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, 2015

Date of Reporting Period

 

 

 


Item 1. Schedule of Investments

 


Eaton Vance

Senior Floating-Rate Trust

July 31, 2015

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 142.5%(1)

 

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

Aerospace and Defense — 1.7%

     

BE Aerospace, Inc.

     

Term Loan, 4.00%, Maturing December 16, 2021

     962       $ 971,554   

IAP Worldwide Services, Inc.

     

Revolving Loan, Maturing July 18, 2018(2)

     311         304,136   

Term Loan - Second Lien, 8.00%, Maturing July 18, 2019(3)

     426         341,074   

Silver II US Holdings, LLC

     

Term Loan, 4.00%, Maturing December 13, 2019

     1,808         1,746,395   

Transdigm, Inc.

     

Term Loan, 3.75%, Maturing February 28, 2020

     4,200         4,197,238   

Term Loan, 3.75%, Maturing June 4, 2021

     1,807         1,805,339   
     

 

 

 
      $ 9,365,736   
     

 

 

 

Air Transport — 0.4%

     

Virgin America, Inc.

     

Term Loan, 4.50%, Maturing April 4, 2019

     2,350       $ 2,155,420   
     

 

 

 
      $ 2,155,420   
     

 

 

 

Automotive — 5.3%

     

Affinia Group Intermediate Holdings, Inc.

     

Term Loan, 4.75%, Maturing April 27, 2020

     1,213       $ 1,214,819   

Allison Transmission, Inc.

     

Term Loan, 3.50%, Maturing August 23, 2019

     2,792         2,804,529   

Chrysler Group, LLC

     

Term Loan, 3.50%, Maturing May 24, 2017

     4,861         4,866,242   

Term Loan, 3.25%, Maturing December 31, 2018

     2,074         2,075,565   

CS Intermediate Holdco 2, LLC

     

Term Loan, 4.00%, Maturing April 4, 2021

     644         644,304   

Dayco Products, LLC

     

Term Loan, 5.25%, Maturing December 12, 2019

     988         993,672   

Federal-Mogul Holdings Corporation

     

Term Loan, 4.75%, Maturing April 15, 2021

     3,886         3,850,129   

Goodyear Tire & Rubber Company (The)

     

Term Loan - Second Lien, 3.75%, Maturing April 30, 2019

     5,542         5,575,438   

Horizon Global Corporation

     

Term Loan, 7.00%, Maturing May 11, 2022

     475         471,437   

INA Beteiligungsgesellschaft GmbH

     

Term Loan, 4.25%, Maturing May 15, 2020

     907         913,906   

MPG Holdco I, Inc.

     

Term Loan, 3.75%, Maturing October 20, 2021

     2,164         2,169,816   

TI Group Automotive Systems, LLC

     

Term Loan, 4.50%, Maturing June 24, 2022

   EUR  800         874,939   

Term Loan, 4.50%, Maturing June 24, 2022

     1,200         1,206,376   

Tower Automotive Holdings USA, LLC

     

Term Loan, 4.00%, Maturing April 23, 2020

     738         738,911   

Visteon Corporation

     

Term Loan, 3.50%, Maturing April 9, 2021

     627         627,867   
     

 

 

 
      $ 29,027,950   
     

 

 

 

Beverage and Tobacco — 0.4%

     

Flavors Holdings, Inc.

     

Term Loan, 6.75%, Maturing April 3, 2020

     1,264       $ 1,224,103   

Term Loan - Second Lien, 11.00%, Maturing October 3, 2021

     1,000         965,000   
     

 

 

 
      $ 2,189,103   
     

 

 

 

 

1

 

 


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

Brokerage/Securities Dealers/Investment Houses — 0.3%

     

Astro AB Borrower, Inc.

     

Term Loan, 5.50%, Maturing April 30, 2022

     325       $ 329,875   

Term Loan - Second Lien, 9.75%, Maturing March 3, 2023

     275         275,000   

Salient Partners L.P.

     

Term Loan, 7.50%, Maturing May 19, 2021

     800         788,000   
     

 

 

 
      $ 1,392,875   
     

 

 

 

Building and Development — 2.2%

     

ABC Supply Co., Inc.

     

Term Loan, 3.50%, Maturing April 16, 2020

     1,253       $ 1,252,427   

Auction.com, LLC

     

Term Loan, 6.00%, Maturing May 8, 2022

     1,022         1,023,716   

CPG International, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     614         610,992   

Gates Global, Inc.

     

Term Loan, 4.25%, Maturing July 5, 2021

     4,489         4,477,178   

Headwaters, Incorporated

     

Term Loan, 4.50%, Maturing March 24, 2022

     200         201,375   

Quikrete Holdings, Inc.

     

Term Loan, 4.00%, Maturing September 28, 2020

     922         923,296   

RE/MAX International, Inc.

     

Term Loan, 4.25%, Maturing July 31, 2020

     1,505         1,510,575   

Realogy Corporation

     

Term Loan, 3.75%, Maturing March 5, 2020

     978         979,592   

Summit Materials Companies I, LLC

     

Term Loan, 4.25%, Maturing July 17, 2022

     625         628,125   

WireCo WorldGroup, Inc.

     

Term Loan, 6.00%, Maturing February 15, 2017

     575         576,853   
     

 

 

 
      $ 12,184,129   
     

 

 

 

Business Equipment and Services — 11.6%

     

Acosta Holdco, Inc.

     

Term Loan, 4.25%, Maturing September 26, 2021

     3,325       $ 3,333,645   

AlixPartners, LLP

     

Term Loan, 4.50%, Maturing July 15, 2022

     600         602,550   

Altisource Solutions S.a.r.l.

     

Term Loan, 4.50%, Maturing December 9, 2020

     2,806         2,525,752   

AVSC Holding Corp.

     

Term Loan, 4.50%, Maturing January 24, 2021

     420         420,212   

BakerCorp International, Inc.

     

Term Loan, 4.25%, Maturing February 14, 2020

     994         961,898   

Brickman Group Ltd., LLC

     

Term Loan, 4.00%, Maturing December 18, 2020

     813         812,476   

Brock Holdings III, Inc.

     

Term Loan, 6.00%, Maturing March 16, 2017

     1,039         1,036,517   

CCC Information Services, Inc.

     

Term Loan, 4.00%, Maturing December 20, 2019

     415         413,836   

Ceridian, LLC

     

Term Loan, 4.50%, Maturing September 15, 2020

     615         612,773   

ClientLogic Corporation

     

Term Loan, 7.54%, Maturing January 30, 2017

     1,567         1,562,785   

Corporate Capital Trust, Inc.

     

Term Loan, 4.00%, Maturing May 15, 2019

     938         938,114   

CPM Holdings, Inc.

     

Term Loan, 6.00%, Maturing April 11, 2022

     275         277,320   

Crossmark Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 20, 2019

     1,162         1,047,630   

Education Management, LLC

     

Term Loan, 5.50%, Maturing July 2, 2020

     266         183,012   

Term Loan, 8.50%, (2.00% Cash, 6.50% PIK), Maturing July 2, 2020

     458         266,149   

 

2

 

 


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

EIG Investors Corp.

     

Term Loan, 5.00%, Maturing November 9, 2019

     4,662       $ 4,660,043   

Emdeon Business Services, LLC

     

Term Loan, 3.75%, Maturing November 2, 2018

     1,408         1,407,241   

Extreme Reach, Inc.

     

Term Loan, 6.75%, Maturing February 7, 2020

     1,687         1,685,006   

Garda World Security Corporation

     

Term Loan, 4.00%, Maturing November 6, 2020

     110         109,664   

Term Loan, 4.00%, Maturing November 6, 2020

     979         975,232   

Term Loan, 4.75%, Maturing November 6, 2020

   CAD 1,347         1,004,354   

IG Investment Holdings, LLC

     

Term Loan, 6.00%, Maturing October 29, 2021

     1,867         1,881,491   

IMS Health Incorporated

     

Term Loan, 3.50%, Maturing March 17, 2021

     1,943         1,940,672   

Informatica Corporation

     

Term Loan, Maturing May 29, 2022(2)

     3,425         3,431,778   

Information Resources, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     1,179         1,185,013   

ION Trading Technologies S.a.r.l.

     

Term Loan, 4.50%, Maturing June 10, 2021

   EUR  1,125         1,240,165   

Term Loan, Maturing June 10, 2021(2)

     475         472,625   

KAR Auction Services, Inc.

     

Term Loan, 3.50%, Maturing March 11, 2021

     2,687         2,693,507   

Kronos Incorporated

     

Term Loan, 4.50%, Maturing October 30, 2019

     2,366         2,374,754   

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

     1,073         1,106,176   

MCS AMS Sub-Holdings, LLC

     

Term Loan, 7.50%, Maturing October 15, 2019(3)

     954         729,381   

Monitronics International, Inc.

     

Term Loan, 4.25%, Maturing March 23, 2018

     527         529,040   

Term Loan, 4.50%, Maturing April 2, 2022

     673         678,152   

PGX Holdings, Inc.

     

Term Loan, 5.75%, Maturing September 29, 2020

     554         558,798   

RCS Capital Corporation

     

Term Loan, 7.50%, Maturing April 29, 2019

     2,378         2,360,382   

Term Loan - Second Lien, 11.50%, Maturing April 29, 2021

     1,000         985,000   

Sensus USA, Inc.

     

Term Loan, 4.50%, Maturing May 9, 2017

     644         643,374   

Term Loan - Second Lien, 8.50%, Maturing May 9, 2018

     1,000         995,000   

ServiceMaster Company

     

Term Loan, 4.25%, Maturing July 1, 2021

     3,407         3,419,574   

SunGard Data Systems, Inc.

     

Term Loan, 3.94%, Maturing February 28, 2017

     887         888,509   

Term Loan, 4.00%, Maturing March 8, 2020

     5,622         5,638,182   

TNS, Inc.

     

Term Loan, 5.00%, Maturing February 14, 2020

     898         902,813   

Travelport Finance (Luxembourg) S.a.r.l.

     

Term Loan, 5.75%, Maturing September 2, 2021

     1,194         1,199,846   

WASH Multifamily Laundry Systems, LLC

     

Term Loan, 4.25%, Maturing May 14, 2022

     45         44,653   

Term Loan, 4.25%, Maturing May 14, 2022

     255         254,972   

West Corporation

     

Term Loan, 3.25%, Maturing June 30, 2018

     3,217         3,213,431   
     

 

 

 
      $ 64,203,497   
     

 

 

 

Cable and Satellite Television — 2.9%

     

Cequel Communications, LLC

     

Term Loan, 3.50%, Maturing February 14, 2019

     1,090       $ 1,089,656   

Charter Communications Operating, LLC

     

Term Loan, Maturing January 20, 2023(2)

     2,075         2,081,856   

MCC Iowa, LLC

     

Term Loan, 3.75%, Maturing June 30, 2021

     866         867,441   

 

3

 

 


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

Mediacom Illinois, LLC

     

Term Loan, 3.16%, Maturing October 23, 2017

     784       $ 783,623   

Term Loan, 3.50%, Maturing June 30, 2021

     496         496,744   

Numericable Group SA

     

Term Loan, Maturing July 21, 2022(2)

   EUR 700         769,352   

Term Loan, Maturing July 27, 2022(2)

     375         375,141   

Numericable U.S., LLC

     

Term Loan, 4.50%, Maturing May 21, 2020

     1,038         1,042,763   

Term Loan, 4.50%, Maturing May 21, 2020

     1,200         1,205,316   

Virgin Media Investment Holdings Limited

     

Term Loan, 3.50%, Maturing June 30, 2023

     2,629         2,624,079   

Term Loan, 4.25%, Maturing June 30, 2023

   GBP 1,475         2,302,428   

Ziggo B.V.

     

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 382         420,326   

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 593         652,464   

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 1,074         1,180,970   
     

 

 

 
      $ 15,892,159   
     

 

 

 

Chemicals and Plastics — 7.4%

     

Allnex (Luxembourg) & Cy S.C.A.

     

Term Loan, 4.50%, Maturing October 3, 2019

     274       $ 274,824   

Allnex USA, Inc.

     

Term Loan, 4.50%, Maturing October 3, 2019

     142         142,593   

Aruba Investments, Inc.

     

Term Loan, 4.50%, Maturing February 2, 2022

     301         302,246   

Axalta Coating Systems US Holdings, Inc.

     

Term Loan, 3.75%, Maturing February 1, 2020

     3,746         3,747,649   

AZ Chem US, Inc.

     

Term Loan, 4.50%, Maturing June 12, 2021

     2,046         2,051,622   

Chemours Company Co. (The)

     

Term Loan, 3.75%, Maturing May 22, 2022

     2,525         2,434,522   

Colouroz Investment 1, GmbH

     

Term Loan, 4.50%, Maturing September 7, 2021

     148         148,345   

Term Loan, 4.50%, Maturing September 7, 2021

     894         898,062   

ECO Services Operations, LLC

     

Term Loan, 4.75%, Maturing December 4, 2021

     1,196         1,200,480   

Emerald Performance Materials, LLC

     

Term Loan, 4.50%, Maturing August 1, 2021

     521         522,365   

Term Loan - Second Lien, 7.75%, Maturing August 1, 2022

     550         548,854   

Gemini HDPE, LLC

     

Term Loan, 4.75%, Maturing August 7, 2021

     2,228         2,231,980   

Huntsman International, LLC

     

Term Loan, 3.75%, Maturing August 12, 2021

     993         992,092   

Ineos Finance PLC

     

Term Loan, 4.25%, Maturing March 31, 2022

   EUR 424         465,215   

Ineos Group Holdings S.A.

     

Term Loan, 4.00%, Maturing December 15, 2020

   EUR 992         1,086,712   

Ineos US Finance, LLC

     

Term Loan, 3.75%, Maturing May 4, 2018

     4,145         4,147,950   

Term Loan, 4.25%, Maturing March 31, 2022

     698         700,743   

Kronos Worldwide, Inc.

     

Term Loan, 4.00%, Maturing February 18, 2020

     296         295,972   

MacDermid, Inc.

     

Term Loan, 4.50%, Maturing June 7, 2020

     1,305         1,312,432   

Term Loan, 4.75%, Maturing June 7, 2020

     597         600,592   

Minerals Technologies, Inc.

     

Term Loan, 3.75%, Maturing May 9, 2021

     1,363         1,373,031   

Omnova Solutions, Inc.

     

Term Loan, 4.25%, Maturing May 31, 2018

     955         954,105   

Orion Engineered Carbons GmbH

     

Term Loan, 5.00%, Maturing July 25, 2021

     571         572,114   

Term Loan, 5.00%, Maturing July 25, 2021

   EUR 968         1,072,195   

 

4

 

 


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

OXEA Finance, LLC

     

Term Loan, 4.25%, Maturing January 15, 2020

     688       $ 671,416   

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

     1,000         947,500   

PQ Corporation

     

Term Loan, 4.00%, Maturing August 7, 2017

     1,146         1,145,697   

Royal Holdings, Inc.

     

Term Loan, 4.50%, Maturing June 19, 2022

     600         603,875   

Solenis International L.P.

     

Term Loan, 4.25%, Maturing July 31, 2021

     298         296,571   

Term Loan, 4.50%, Maturing July 31, 2021

   EUR 968         1,070,403   

Sonneborn Refined Products B.V.

     

Term Loan, 4.75%, Maturing December 10, 2020

     71         71,337   

Sonneborn, LLC

     

Term Loan, 4.75%, Maturing December 10, 2020

     402         404,242   

Trinseo Materials Operating S.C.A.

     

Term Loan, 4.25%, Maturing October 13, 2021

     325         324,652   

Tronox Pigments (Netherlands) B.V.

     

Term Loan, 4.25%, Maturing March 19, 2020

     2,960         2,837,443   

Univar, Inc.

     

Term Loan, 4.25%, Maturing July 1, 2022

     3,250         3,260,156   

Zep, Inc.

     

Term Loan, 5.75%, Maturing June 27, 2022

     1,350         1,362,656   
     

 

 

 
      $ 41,072,643   
     

 

 

 

Clothing/Textiles — 0.3%

     

Ascena Retail Group, Inc.

     

Term Loan, Maturing July 21, 2022(2)

     1,625       $ 1,600,625   
     

 

 

 
      $ 1,600,625   
     

 

 

 

Conglomerates — 0.8%

     

Bestway UK Holdco Limited

     

Term Loan, 5.26%, Maturing October 6, 2021

   GBP 1,103       $ 1,730,356   

RGIS Services, LLC

     

Term Loan, 5.50%, Maturing October 18, 2017

     2,813         2,644,225   
     

 

 

 
      $ 4,374,581   
     

 

 

 

Containers and Glass Products — 1.8%

     

Berry Plastics Holding Corporation

     

Term Loan, 3.50%, Maturing February 8, 2020

     2,126       $ 2,125,665   

Term Loan, 3.75%, Maturing January 6, 2021

     612         613,280   

Hilex Poly Co., LLC

     

Term Loan, 6.00%, Maturing December 5, 2021

     1,492         1,509,758   

Libbey Glass, Inc.

     

Term Loan, 3.75%, Maturing April 9, 2021

     396         395,010   

Pelican Products, Inc.

     

Term Loan, 5.25%, Maturing April 10, 2020

     371         372,387   

Reynolds Group Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 1, 2018

     2,770         2,789,339   

TricorBraun, Inc.

     

Term Loan, 4.00%, Maturing May 3, 2018

     574         572,750   

Verallia

     

Term Loan, Maturing July 24, 2022(2)

   EUR 1,650         1,814,946   
     

 

 

 
      $ 10,193,135   
     

 

 

 

Cosmetics/Toiletries — 0.9%

     

Prestige Brands, Inc.

     

Term Loan, 3.51%, Maturing September 3, 2021

     738       $ 740,073   

Revlon Consumer Products Corporation

     

Term Loan, 4.00%, Maturing October 8, 2019

     1,185         1,187,593   

Sun Products Corporation (The)

     

Term Loan, 5.50%, Maturing March 23, 2020

         3,111         3,027,580   
     

 

 

 
      $ 4,955,246   
     

 

 

 

 

5

 

 


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

Drugs — 2.9%

     

Alkermes, Inc.

     

Term Loan, 3.50%, Maturing September 18, 2019

     366       $ 366,211   

AMAG Pharmaceuticals, Inc.

     

Term Loan, 7.25%, Maturing November 12, 2020

     570         578,550   

DPx Holdings B.V.

     

Term Loan, 4.25%, Maturing March 11, 2021

     866         864,471   

Term Loan, 4.50%, Maturing March 11, 2021

   EUR 297         328,117   

Term Loan, 4.50%, Maturing March 11, 2021

   EUR 698         771,392   

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

     

Term Loan, 3.25%, Maturing March 1, 2021

     395         395,864   

Mallinckrodt International Finance S.A.

     

Term Loan, 3.25%, Maturing March 19, 2021

     1,506         1,505,938   

Par Pharmaceutical Companies, Inc.

     

Term Loan, 4.00%, Maturing September 30, 2019

     1,864         1,864,520   

Valeant Pharmaceuticals International, Inc.

     

Term Loan, 3.50%, Maturing December 11, 2019

     2,561         2,567,147   

Term Loan, 3.50%, Maturing August 5, 2020

     3,125         3,132,047   

Term Loan, 4.00%, Maturing April 1, 2022

     3,616         3,637,098   
     

 

 

 
      $ 16,011,355   
     

 

 

 

Ecological Services and Equipment — 0.8%

     

ADS Waste Holdings, Inc.

     

Term Loan, 3.75%, Maturing October 9, 2019

     3,790       $ 3,779,797   

EnergySolutions, LLC

     

Term Loan, 6.75%, Maturing May 29, 2020

     797         801,829   
     

 

 

 
      $ 4,581,626   
     

 

 

 

Electronics/Electrical — 13.1%

     

Answers Corporation

     

Term Loan, 6.25%, Maturing October 3, 2021

     2,092       $ 1,793,885   

Applied Systems, Inc.

     

Term Loan, 4.25%, Maturing January 25, 2021

     814         816,647   

Avago Technologies Cayman Ltd.

     

Term Loan, 3.75%, Maturing May 6, 2021

     5,338         5,353,166   

Campaign Monitor Finance Pty. Limited

     

Term Loan, 6.25%, Maturing March 18, 2021

     716         712,358   

Carros Finance Luxembourg S.a.r.l.

     

Term Loan, 4.50%, Maturing September 30, 2021

     347         348,678   

CommScope, Inc.

     

Term Loan, 3.75%, Maturing December 29, 2022

     925         929,239   

CompuCom Systems, Inc.

     

Term Loan, 4.25%, Maturing May 11, 2020

     1,195         1,120,070   

Dealertrack Technologies, Inc.

     

Term Loan, 3.50%, Maturing February 28, 2021

     477         477,082   

Dell International, LLC

     

Term Loan, 4.00%, Maturing April 29, 2020

     5,885         5,890,564   

Deltek, Inc.

     

Term Loan, 5.00%, Maturing June 25, 2022

     300         301,375   

Term Loan - Second Lien, 9.50%, Maturing June 17, 2023

     400         404,833   

Entegris, Inc.

     

Term Loan, 3.50%, Maturing April 30, 2021

     363         363,221   

Excelitas Technologies Corp.

     

Term Loan, 6.00%, Maturing October 31, 2020

     826         829,883   

Eze Castle Software, Inc.

     

Term Loan, 4.00%, Maturing April 6, 2020

     1,485         1,485,318   

FIDJI Luxembourg (BC4) S.a.r.l.

     

Term Loan, 6.25%, Maturing December 24, 2020

     750         750,000   

Freescale Semiconductor, Inc.

     

Term Loan, 4.25%, Maturing February 28, 2020

     1,850         1,857,419   

Go Daddy Operating Company, LLC

     

Term Loan, 4.25%, Maturing May 13, 2021

     4,499         4,526,055   

 

6

 

 


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

Hyland Software, Inc.

     

Term Loan, 4.75%, Maturing July 1, 2022

     590       $ 592,380   

Term Loan - Second Lien, 8.25%, Maturing July 1, 2023

     550         550,000   

Infor (US), Inc.

     

Term Loan, 3.75%, Maturing June 3, 2020

     5,198         5,172,827   

Lattice Semiconductor Corporation

     

Term Loan, 5.25%, Maturing March 10, 2021

     574         573,562   

M/A-COM Technology Solutions Holdings, Inc.

     

Term Loan, 4.50%, Maturing May 7, 2021

     520         521,049   

MA FinanceCo., LLC

     

Term Loan, 4.50%, Maturing November 20, 2019

     1,073         1,074,064   

Term Loan, 5.25%, Maturing November 19, 2021

     1,965         1,975,883   

Magic Newco, LLC

     

Term Loan, 5.00%, Maturing December 12, 2018

     1,362         1,367,061   

MH Sub I, LLC

     

Term Loan, 4.75%, Maturing July 8, 2021

     1,241         1,244,812   

Microsemi Corporation

     

Term Loan, 3.25%, Maturing February 19, 2020

     580         580,460   

Orbotech, Inc.

     

Term Loan, 5.00%, Maturing August 6, 2020

     407         404,468   

Renaissance Learning, Inc.

     

Term Loan, 4.50%, Maturing April 9, 2021

     2,187         2,177,892   

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

     225         222,188   

Rocket Software, Inc.

     

Term Loan, 5.75%, Maturing February 8, 2018

     1,195         1,199,809   

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

     750         753,750   

RP Crown Parent, LLC

     

Term Loan, 6.00%, Maturing December 21, 2018

     5,715         5,523,989   

SGS Cayman L.P.

     

Term Loan, 6.00%, Maturing April 23, 2021

     201         203,100   

Sirius Computer Solutions, Inc.

     

Term Loan, 6.25%, Maturing December 7, 2018

     359         363,198   

SkillSoft Corporation

     

Term Loan, 5.75%, Maturing April 28, 2021

     3,575         3,487,585   

Smart Technologies ULC

     

Term Loan, 10.50%, Maturing January 31, 2018

     565         564,688   

Sophia L.P.

     

Term Loan, 4.00%, Maturing July 19, 2018

     1,234         1,237,819   

SS&C Technologies, Inc.

     

Term Loan, 4.00%, Maturing July 8, 2022

     343         346,230   

Term Loan, 4.00%, Maturing July 8, 2022

     2,081         2,100,460   

SunEdison Semiconductor B.V.

     

Term Loan, 6.50%, Maturing May 27, 2019

     2,338         2,349,410   

SurveyMonkey.com, LLC

     

Term Loan, 5.50%, Maturing February 5, 2019

     2,027         2,022,264   

Sutherland Global Services, Inc.

     

Term Loan, 6.00%, Maturing April 23, 2021

     865         872,507   

Sybil Software, LLC

     

Term Loan, 4.25%, Maturing March 20, 2020

     1,642         1,649,878   

Vantiv, LLC

     

Term Loan, 3.75%, Maturing June 13, 2021

     762         766,713   

Vertafore, Inc.

     

Term Loan, 4.25%, Maturing October 3, 2019

     913         915,245   

Wall Street Systems Delaware, Inc.

     

Term Loan, 4.50%, Maturing April 30, 2021

     1,318         1,320,128   

Zebra Technologies Corporation

     

Term Loan, 4.75%, Maturing October 27, 2021

     1,999         2,025,952   
     

 

 

 
      $ 72,119,164   
     

 

 

 

 

7

 

 


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

Financial Intermediaries — 5.5%

     

Armor Holding II, LLC

     

Term Loan, 5.75%, Maturing June 26, 2020

     1,987       $ 1,985,910   

Term Loan - Second Lien, 10.25%, Maturing December 26, 2020

     1,525         1,540,250   

Citco Funding, LLC

     

Term Loan, 4.25%, Maturing June 29, 2018

     1,998         2,004,569   

Clipper Acquisitions Corp.

     

Term Loan, 3.00%, Maturing February 6, 2020

     536         532,632   

First Data Corporation

     

Term Loan, 3.69%, Maturing March 24, 2018

     4,961         4,955,287   

Term Loan, 3.69%, Maturing September 24, 2018

     1,875         1,872,851   

Term Loan, 3.94%, Maturing June 23, 2022

     750         750,469   

Grosvenor Capital Management Holdings, LLP

     

Term Loan, 3.75%, Maturing January 4, 2021

     1,189         1,185,591   

Guggenheim Partners, LLC

     

Term Loan, 4.25%, Maturing July 22, 2020

     1,330         1,337,776   

Hamilton Lane Advisors, LLC

     

Term Loan, 4.25%, Maturing July 9, 2022

     500         501,875   

Harbourvest Partners, LLC

     

Term Loan, 3.25%, Maturing February 4, 2021

     772         768,104   

LPL Holdings, Inc.

     

Term Loan, 3.25%, Maturing March 29, 2019

     3,235         3,234,573   

Medley, LLC

     

Term Loan, 6.50%, Maturing June 15, 2019

     497         496,591   

MIP Delaware, LLC

     

Term Loan, 4.00%, Maturing March 9, 2020

     437         440,014   

Moneygram International, Inc.

     

Term Loan, 4.25%, Maturing March 27, 2020

     415         394,665   

NXT Capital, Inc.

     

Term Loan, 6.25%, Maturing September 4, 2018

     123         124,047   

Term Loan, 6.25%, Maturing September 4, 2018

     673         676,653   

Term Loan, 6.25%, Maturing September 4, 2018

     737         740,559   

Ocwen Financial Corporation

     

Term Loan, 5.00%, Maturing February 15, 2018

     2,359         2,356,176   

Sesac Holdco II, LLC

     

Term Loan, 5.25%, Maturing February 8, 2019

     964         964,713   

Starwood Property Trust, Inc.

     

Term Loan, 3.50%, Maturing April 17, 2020

     269         268,252   

Walker & Dunlop, Inc.

     

Term Loan, 5.25%, Maturing December 11, 2020

     628         632,358   

Walter Investment Management Corp.

     

Term Loan, 4.75%, Maturing December 19, 2020

     2,398         2,300,257   
     

 

 

 
      $ 30,064,172   
     

 

 

 

Food Products — 4.8%

     

AdvancePierre Foods, Inc.

     

Term Loan, 5.75%, Maturing July 10, 2017

     3,616       $ 3,630,719   

American Seafoods Group, LLC

     

Term Loan, 6.50%, Maturing March 18, 2018

     567         553,132   

Blue Buffalo Company Ltd.

     

Term Loan, 3.75%, Maturing August 8, 2019

     1,265         1,267,663   

Charger OpCo B.V.

     

Term Loan, 4.25%, Maturing July 23, 2021

   EUR 725         801,394   

Term Loan, 4.25%, Maturing July 23, 2021

     2,175         2,175,000   

Clearwater Seafoods Limited Partnership

     

Term Loan, 4.75%, Maturing June 26, 2019

     906         907,307   

Del Monte Foods, Inc.

     

Term Loan, 4.26%, Maturing February 18, 2021

     2,701         2,626,635   

Diamond Foods, Inc.

     

Term Loan, 4.25%, Maturing August 20, 2018

     197         197,616   

Dole Food Company, Inc.

     

Term Loan, 4.50%, Maturing November 1, 2018

     1,292         1,299,342   

 

8

 

 


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

High Liner Foods, Incorporated

     

Term Loan, 4.25%, Maturing April 24, 2021

     839       $ 840,424   

JBS USA, LLC

     

Term Loan, 3.75%, Maturing May 25, 2018

     862         862,024   

Term Loan, 3.75%, Maturing September 18, 2020

     1,547         1,548,869   

NBTY, Inc.

     

Term Loan, 3.50%, Maturing October 1, 2017

     5,409         5,397,170   

Onex Wizard Acquisition Company I S.a.r.l.

     

Term Loan, 4.25%, Maturing March 13, 2022

   EUR 1,995         2,202,307   

Onex Wizard US Acquisition, Inc.

     

Term Loan, 4.25%, Maturing March 13, 2022

     1,222         1,226,774   

Post Holdings, Inc.

     

Term Loan, 3.75%, Maturing June 2, 2021

     1,118         1,118,986   
     

 

 

 
      $ 26,655,362   
     

 

 

 

Food Service — 3.7%

     

1011778 B.C. Unlimited Liability Company

     

Term Loan, 3.75%, Maturing December 12, 2021

     4,711       $ 4,727,333   

Aramark Services, Inc.

     

Term Loan, 3.68%, Maturing July 26, 2016

     169         168,524   

Term Loan, 3.69%, Maturing July 26, 2016

     304         303,170   

ARG IH Corporation

     

Term Loan, 4.75%, Maturing November 15, 2020

     266         267,135   

CEC Entertainment, Inc.

     

Term Loan, 4.00%, Maturing February 14, 2021

     716         701,619   

Centerplate, Inc.

     

Term Loan, 4.75%, Maturing November 26, 2019

     1,010         1,009,394   

Landry’s, Inc.

     

Term Loan, 4.00%, Maturing April 24, 2018

     2,195         2,205,707   

NPC International, Inc.

     

Term Loan, 4.00%, Maturing December 28, 2018

     1,645         1,633,030   

P.F. Chang’s China Bistro, Inc.

     

Term Loan, 4.25%, Maturing July 2, 2019

     404         400,223   

Seminole Hard Rock Entertainment, Inc.

     

Term Loan, 3.50%, Maturing May 14, 2020

     270         269,837   

US Foods, Inc.

  

Term Loan, 4.50%, Maturing March 31, 2019

     4,876         4,897,337   

Weight Watchers International, Inc.

     

Term Loan, 4.00%, Maturing April 2, 2020

     6,769         3,550,439   
     

 

 

 
   $ 20,133,748   
     

 

 

 

Food/Drug Retailers — 4.4%

     

Albertsons, Inc.

     

Term Loan, 4.75%, Maturing June 27, 2021

     4,721       $ 4,738,205   

Albertsons, LLC

     

Term Loan, 5.38%, Maturing March 21, 2019

     2,323         2,335,667   

Term Loan, 5.00%, Maturing August 25, 2019

     3,209         3,223,416   

Term Loan, 5.50%, Maturing August 25, 2021

     898         902,596   

General Nutrition Centers, Inc.

     

Term Loan, 3.25%, Maturing March 4, 2019

     5,084         5,042,196   

Rite Aid Corporation

     

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

     1,450         1,467,219   

Term Loan - Second Lien, 4.88%, Maturing June 21, 2021

     1,500         1,505,391   

Supervalu, Inc.

     

Term Loan, 4.50%, Maturing March 21, 2019

     4,754         4,779,632   
     

 

 

 
   $ 23,994,322   
     

 

 

 

Health Care — 15.8%

     

Acadia Healthcare Company, Inc.

     

Term Loan, 4.25%, Maturing February 11, 2022

     249       $ 251,082   

ADMI Corp.

     

Term Loan, 5.50%, Maturing April 30, 2022

     325         327,844   

 

9

 

 


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

Akorn, Inc.

     

Term Loan, 4.50%, Maturing April 16, 2021

     1,042       $ 1,046,901   

Alere, Inc.

     

Term Loan, Maturing June 18, 2022(2)

     1,725         1,733,860   

Alliance Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing June 3, 2019

     1,211         1,210,300   

Amneal Pharmaceuticals, LLC

     

Term Loan, 4.50%, Maturing November 1, 2019

     1,727         1,733,497   

Amsurg Corp.

     

Term Loan, 3.75%, Maturing July 16, 2021

     594         596,135   

Ardent Medical Services, Inc.

     

Term Loan, 7.50%, Maturing July 2, 2018

     2,767         2,774,882   

ATI Holdings, Inc.

     

Term Loan, 5.25%, Maturing December 20, 2019

     936         943,916   

Auris Luxembourg III S.a.r.l.

     

Term Loan, 4.25%, Maturing January 15, 2022

     773         775,961   

BioScrip, Inc.

     

Term Loan, 6.50%, Maturing July 31, 2020

     1,013         1,008,070   

Term Loan, 6.50%, Maturing July 31, 2020

     1,688         1,680,117   

BSN Medical, Inc.

     

Term Loan, 4.00%, Maturing August 28, 2019

     569         568,877   

Capella Healthcare, Inc.

     

Term Loan, 5.25%, Maturing December 31, 2021

     771         774,981   

CareCore National, LLC

     

Term Loan, 5.50%, Maturing March 5, 2021

     3,042         3,026,363   

CeramTec Acquisition Corporation

     

Term Loan, 4.25%, Maturing August 30, 2020

     33         32,958   

CHG Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing November 19, 2019

     1,152         1,154,791   

Community Health Systems, Inc.

     

Term Loan, 3.75%, Maturing December 31, 2019

     2,596         2,605,080   

Term Loan, 4.00%, Maturing January 27, 2021

     4,777         4,802,899   

Concentra, Inc.

     

Term Loan, 4.00%, Maturing June 1, 2022

     300         300,187   

Concordia Healthcare Corp.

     

Term Loan, 4.75%, Maturing April 21, 2022

     250         251,771   

Convatec, Inc.

     

Term Loan, 4.25%, Maturing June 15, 2020

     1,319         1,317,801   

CPI Buyer, LLC

     

Term Loan, 5.50%, Maturing August 18, 2021

     1,017         1,017,315   

DaVita HealthCare Partners, Inc.

     

Term Loan, 3.50%, Maturing June 24, 2021

     3,193         3,204,059   

DJO Finance, LLC

     

Term Loan, 4.25%, Maturing June 8, 2020

     2,150         2,158,331   

Envision Healthcare Corporation

     

Term Loan, 4.00%, Maturing May 25, 2018

     1,982         1,988,763   

Faenza Acquisition GmbH

     

Term Loan, 4.25%, Maturing August 30, 2020

     97         97,799   

Term Loan, 4.25%, Maturing August 30, 2020

     324         324,842   

Grifols Worldwide Operations USA, Inc.

     

Term Loan, 3.19%, Maturing February 27, 2021

     4,691         4,711,146   

Horizon Pharma Holdings USA, Inc.

     

Term Loan, 4.50%, Maturing April 22, 2021

     1,225         1,231,508   

Iasis Healthcare, LLC

     

Term Loan, 4.50%, Maturing May 3, 2018

     1,605         1,610,562   

Indivior Finance S.a.r.l.

     

Term Loan, 7.00%, Maturing December 19, 2019

     999         986,258   

 

10

 

 


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

inVentiv Health, Inc.

     

Term Loan, 7.75%, Maturing May 15, 2018

     2,007       $ 2,011,108   

Term Loan, 7.75%, Maturing May 15, 2018

     2,378         2,379,027   

Kindred Healthcare, Inc.

     

Term Loan, 4.25%, Maturing April 9, 2021

     1,485         1,494,281   

Kinetic Concepts, Inc.

     

Term Loan, 4.50%, Maturing May 4, 2018

     4,451         4,477,515   

LHP Hospital Group, Inc.

     

Term Loan, 9.00%, Maturing July 3, 2018

     1,889         1,850,870   

MedAssets, Inc.

     

Term Loan, 4.00%, Maturing December 13, 2019

     345         345,489   

Millennium Health, LLC

     

Term Loan, 5.25%, Maturing April 16, 2021(3)

     6,151         2,552,646   

MMM Holdings, Inc.

     

Term Loan, 9.75%, Maturing December 12, 2017

     526         411,791   

MSO of Puerto Rico, Inc.

     

Term Loan, 9.75%, Maturing December 12, 2017

     383         299,370   

National Mentor Holdings, Inc.

     

Term Loan, 4.25%, Maturing January 31, 2021

     518         520,058   

Onex Carestream Finance L.P.

     

Term Loan, 5.00%, Maturing June 7, 2019

     3,280         3,288,043   

Opal Acquisition, Inc.

  

Term Loan, 5.00%, Maturing November 27, 2020

     3,126         3,084,599   

Ortho-Clinical Diagnostics, Inc.

     

Term Loan, 4.75%, Maturing June 30, 2021

     3,094         3,078,476   

Pharmaceutical Product Development, LLC

     

Term Loan, 4.00%, Maturing December 5, 2018

     1,877         1,880,058   

Physio-Control International, Inc.

     

Term Loan, 5.50%, Maturing June 6, 2022

     450         453,656   

PRA Holdings, Inc.

     

Term Loan, 4.50%, Maturing September 23, 2020

     987         991,780   

Radnet Management, Inc.

     

Term Loan, 4.27%, Maturing October 10, 2018

     1,940         1,945,040   

RegionalCare Hospital Partners, Inc.

     

Term Loan, 5.25%, Maturing April 19, 2019

     2,209         2,211,752   

Sage Products Holdings III, LLC

     

Term Loan, 4.25%, Maturing December 13, 2019

     1,104         1,108,334   

Select Medical Corporation

     

Term Loan, 3.75%, Maturing June 1, 2018

     1,110         1,112,213   

Sterigenics-Nordion Holdings, LLC

     

Term Loan, 4.25%, Maturing May 15, 2022

     700         705,250   

Steward Health Care System, LLC

     

Term Loan, 6.75%, Maturing April 12, 2020

     343         341,499   

Tecomet, Inc.

     

Term Loan, 5.75%, Maturing December 5, 2021

     1,144         1,133,523   

Truven Health Analytics, Inc.

     

Term Loan, 4.50%, Maturing June 6, 2019

     2,104         2,100,202   

U.S. Renal Care, Inc.

     

Term Loan, 4.25%, Maturing July 3, 2019

     790         791,625   
     

 

 

 
   $ 86,817,061   
     

 

 

 

Home Furnishings — 0.3%

     

Interline Brands, Inc.

     

Term Loan, 4.00%, Maturing March 17, 2021

     222       $ 223,299   

Serta Simmons Holdings, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

     1,461         1,466,313   
     

 

 

 
   $ 1,689,612   
     

 

 

 

Industrial Equipment — 4.0%

     

Alliance Laundry Systems, LLC

     

Term Loan, 4.25%, Maturing December 10, 2018

     300       $ 301,414   

 

11

 

 


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

Apex Tool Group, LLC

     

Term Loan, 4.50%, Maturing January 31, 2020

     709       $ 697,171   

Delachaux S.A.

     

Term Loan, 4.50%, Maturing October 28, 2021

     439         440,228   

Doosan Infracore International, Inc.

     

Term Loan, 4.50%, Maturing May 28, 2021

     1,004         1,011,290   

Filtration Group Corporation

     

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

     262         263,941   

Gardner Denver, Inc.

     

Term Loan, 4.25%, Maturing July 30, 2020

     3,207         3,101,790   

Term Loan, 4.75%, Maturing July 30, 2020

   EUR 393         423,412   

Husky Injection Molding Systems Ltd.

     

Term Loan, 4.25%, Maturing June 30, 2021

     2,754         2,754,347   

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

     430         430,262   

Milacron, LLC

  

Term Loan, 4.50%, Maturing September 28, 2020

     1,122         1,128,078   

NN, Inc.

     

Term Loan, 6.00%, Maturing August 27, 2021

     1,003         1,008,277   

Paladin Brands Holding, Inc.

     

Term Loan, 6.75%, Maturing August 16, 2019

     682         681,335   

Rexnord, LLC

     

Term Loan, 4.00%, Maturing August 21, 2020

     4,544         4,552,583   

Signode Industrial Group US, Inc.

     

Term Loan, 3.75%, Maturing May 1, 2021

     1,117         1,114,769   

STS Operating, Inc.

     

Term Loan, 4.75%, Maturing February 12, 2021

     296         296,435   

Tank Holding Corp.

     

Term Loan, 5.25%, Maturing March 16, 2022

     750         754,625   

Terex Corporation

     

Term Loan, 3.50%, Maturing August 13, 2021

   EUR 1,563         1,708,188   

Unifrax Corporation

     

Term Loan, 4.25%, Maturing November 28, 2018

     270         270,096   

VAT Lux III S.a.r.l.

     

Term Loan, 4.25%, Maturing February 11, 2021

     374         374,539   

Wittur GmbH

     

Term Loan, 6.00%, Maturing February 10, 2022

   EUR 900         973,599   
     

 

 

 
   $ 22,286,379   
     

 

 

 

Insurance — 5.5%

     

Alliant Holdings I, Inc.

     

Term Loan, 5.00%, Maturing December 20, 2019

     1,906       $ 1,908,216   

AmWINS Group, LLC

     

Term Loan, 5.25%, Maturing September 6, 2019

     4,711         4,765,255   

Asurion, LLC

     

Term Loan, 5.00%, Maturing May 24, 2019

     8,301         8,335,713   

Term Loan, Maturing July 22, 2022(2)

     5,100         5,101,061   

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

     2,300         2,317,250   

CGSC of Delaware Holding Corporation

     

Term Loan, 5.00%, Maturing April 16, 2020

     466         428,260   

Cunningham Lindsey U.S., Inc.

     

Term Loan, 5.00%, Maturing December 10, 2019

     860         836,739   

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

     1,000         910,000   

Hub International Limited

     

Term Loan, 4.00%, Maturing October 2, 2020

     2,776         2,767,256   

USI, Inc.

     

Term Loan, 4.25%, Maturing December 27, 2019

     2,743         2,746,683   
     

 

 

 
   $ 30,116,433   
     

 

 

 

 

12

 

 


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

Leisure Goods/Activities/Movies — 5.7%

     

Aufinco Pty. Limited

     

Term Loan, 4.00%, Maturing May 29, 2020

     466       $ 466,082   

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

     1,000         995,000   

Bombardier Recreational Products, Inc.

     

Term Loan, 3.75%, Maturing January 30, 2019

     3,225         3,235,512   

Bright Horizons Family Solutions, Inc.

     

Term Loan, 3.75%, Maturing January 30, 2020

     878         879,929   

CDS U.S. Intermediate Holdings, Inc.

  

Term Loan, 6.25%, Maturing July 8, 2022

     425         428,506   

ClubCorp Club Operations, Inc.

     

Term Loan, 4.25%, Maturing June 24, 2020

     2,928         2,946,586   

Emerald Expositions Holding, Inc.

     

Term Loan, 4.75%, Maturing June 17, 2020

     944         946,412   

Equinox Holdings, Inc.

     

Term Loan, 5.00%, Maturing January 31, 2020

     1,014         1,024,122   

Fender Musical Instruments Corporation

     

Term Loan, 5.75%, Maturing April 3, 2019

     310         311,584   

Kasima, LLC

     

Term Loan, 3.25%, Maturing May 17, 2021

     760         759,610   

Lindblad Expeditions, Inc.

     

Term Loan, 5.50%, Maturing June 17, 2022

     137         138,000   

Term Loan, 5.50%, Maturing June 17, 2022

     1,063         1,069,500   

Live Nation Entertainment, Inc.

     

Term Loan, 3.50%, Maturing August 16, 2020

     2,527         2,531,995   

LTF Merger Sub, Inc.

     

Term Loan, 4.25%, Maturing June 10, 2022

     1,350         1,349,719   

Nord Anglia Education Finance, LLC

     

Term Loan, 5.00%, Maturing March 31, 2021

     1,735         1,742,842   

Sabre, Inc.

     

Term Loan, 4.00%, Maturing February 19, 2019

     1,170         1,175,728   

SeaWorld Parks & Entertainment, Inc.

     

Term Loan, 3.00%, Maturing May 14, 2020

     2,758         2,685,122   

Sonifi Solutions, Inc.

     

Term Loan, 6.75%, (1.00% Cash, 5.75% PIK), Maturing March 28, 2018(3)

     1,073         187,794   

SRAM, LLC

     

Term Loan, 4.02%, Maturing April 10, 2020

     1,685         1,682,445   

Steinway Musical Instruments, Inc.

     

Term Loan, 4.75%, Maturing September 19, 2019

     1,982         1,989,498   

Town Sports International, Inc.

     

Term Loan, 4.50%, Maturing November 15, 2020

     1,180         902,485   

WMG Acquisition Corp.

     

Term Loan, 3.75%, Maturing July 1, 2020

     1,037         1,027,998   

Zuffa, LLC

     

Term Loan, 3.75%, Maturing February 25, 2020

     2,828         2,807,206   
     

 

 

 
   $ 31,283,675   
     

 

 

 

Lodging and Casinos — 5.3%

     

Affinity Gaming, LLC

     

Term Loan, 5.25%, Maturing November 9, 2017

     388       $ 390,154   

Amaya Holdings B.V.

     

Term Loan, 5.00%, Maturing August 1, 2021

     2,705         2,705,831   

Term Loan - Second Lien, 8.00%, Maturing August 1, 2022

     750         759,219   

Boyd Gaming Corporation

     

Term Loan, 4.00%, Maturing August 14, 2020

     444         446,308   

Caesars Entertainment Operating Company

     

Term Loan, 0.00%, Maturing March 1, 2017(4)

     978         866,484   

CityCenter Holdings, LLC

     

Term Loan, 4.25%, Maturing October 16, 2020

     796         798,732   

Four Seasons Holdings, Inc.

     

Term Loan - Second Lien, 6.25%, Maturing December 27, 2020

     3,577         3,594,775   

 

13

 

 


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

Gala Group Ltd.

     

Term Loan, 5.51%, Maturing May 27, 2018

   GBP 3,125       $ 4,896,088   

Golden Nugget, Inc.

     

Term Loan, 5.50%, Maturing November 21, 2019

     138         139,059   

Term Loan, 5.50%, Maturing November 21, 2019

     321         324,472   

Hilton Worldwide Finance, LLC

     

Term Loan, 3.50%, Maturing October 26, 2020

     4,467         4,481,578   

La Quinta Intermediate Holdings, LLC

     

Term Loan, 4.00%, Maturing April 14, 2021

     782         784,469   

MGM Resorts International

     

Term Loan, 3.50%, Maturing December 20, 2019

     2,438         2,433,183   

Pinnacle Entertainment, Inc.

     

Term Loan, 3.75%, Maturing August 13, 2020

     634         635,573   

Playa Resorts Holding B.V.

     

Term Loan, 4.00%, Maturing August 9, 2019

     491         491,864   

RHP Hotel Properties L.P.

     

Term Loan, 3.50%, Maturing January 15, 2021

     668         671,278   

Scientific Games International, Inc.

     

Term Loan, 6.00%, Maturing October 18, 2020

     3,595         3,614,474   

Term Loan, 6.00%, Maturing October 1, 2021

     846         850,402   

Tropicana Entertainment, Inc.

     

Term Loan, 4.00%, Maturing November 27, 2020

     368         368,898   
     

 

 

 
      $ 29,252,841   
     

 

 

 

Nonferrous Metals/Minerals — 2.9%

     

Alpha Natural Resources, LLC

     

Term Loan, 3.50%, Maturing May 22, 2020

     2,560       $ 1,773,094   

Arch Coal, Inc.

     

Term Loan, 6.25%, Maturing May 16, 2018

     3,547         2,039,773   

Dynacast International, LLC

     

Term Loan, 4.50%, Maturing January 28, 2022

     599         601,493   

Fairmount Minerals Ltd.

     

Term Loan, 4.50%, Maturing September 5, 2019

     2,513         2,292,981   

Murray Energy Corporation

     

Term Loan, 7.00%, Maturing April 7, 2017

     300         291,375   

Term Loan, 7.50%, Maturing April 16, 2020

     1,875         1,562,109   

Noranda Aluminum Acquisition Corporation

     

Term Loan, 5.75%, Maturing February 28, 2019

     992         696,660   

Novelis, Inc.

     

Term Loan, 4.00%, Maturing June 2, 2022

     2,650         2,652,120   

Oxbow Carbon, LLC

     

Term Loan, 4.25%, Maturing July 19, 2019

     1,428         1,424,378   

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

     2,125         2,008,125   

United Central Industrial Supply Company, LLC

     

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

     500         460,000   
     

 

 

 
      $ 15,802,108   
     

 

 

 

Oil and Gas — 6.0%

     

Ameriforge Group, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2019

     1,127       $ 927,316   

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

     2,800         2,310,000   

Bronco Midstream Funding, LLC

     

Term Loan, 5.00%, Maturing August 15, 2020

     1,992         1,957,242   

CITGO Holding, Inc.

     

Term Loan, 9.50%, Maturing May 12, 2018

     1,609         1,616,364   

CITGO Petroleum Corporation

     

Term Loan, 4.50%, Maturing July 29, 2021

     968         970,510   

Crestwood Holdings, LLC

     

Term Loan, 7.00%, Maturing June 19, 2019

     1,782         1,749,663   

 

14

 

 


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

Drillships Ocean Ventures, Inc.

     

Term Loan, 5.50%, Maturing July 25, 2021

     2,059       $ 1,699,289   

Energy Transfer Equity L.P.

     

Term Loan, 4.00%, Maturing December 2, 2019

     395         395,401   

Fieldwood Energy, LLC

     

Term Loan, 3.88%, Maturing September 28, 2018

     1,032         951,605   

Term Loan - Second Lien, 8.38%, Maturing September 30, 2020

     1,700         940,313   

Floatel International Ltd.

     

Term Loan, 6.00%, Maturing June 27, 2020

     2,203         1,680,808   

MEG Energy Corp.

     

Term Loan, 3.75%, Maturing March 31, 2020

     7,320         7,105,094   

Obsidian Natural Gas Trust

     

Term Loan, 7.00%, Maturing November 2, 2015

     275         275,832   

Paragon Offshore Finance Company

     

Term Loan, 3.75%, Maturing July 18, 2021(3)

     844         554,683   

Samson Investment Company

     

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

     1,850         535,344   

Seadrill Partners Finco, LLC

     

Term Loan, 4.00%, Maturing February 21, 2021

     4,639         3,488,026   

Seventy Seven Operating, LLC

     

Term Loan, 3.75%, Maturing June 25, 2021

     520         462,902   

Sheridan Investment Partners II L.P.

     

Term Loan, 4.25%, Maturing December 16, 2020

     35         29,759   

Term Loan, 4.25%, Maturing December 16, 2020

     94         79,796   

Term Loan, 4.25%, Maturing December 16, 2020

     679         573,627   

Sheridan Production Partners I, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

     204         178,777   

Term Loan, 4.25%, Maturing October 1, 2019

     335         292,690   

Term Loan, 4.25%, Maturing October 1, 2019

     2,524         2,208,845   

Southcross Holdings Borrower L.P.

     

Term Loan, 6.00%, Maturing August 4, 2021

     396         380,655   

Targa Resources Corp.

     

Term Loan, 5.75%, Maturing February 25, 2022

     260         263,477   

Tervita Corporation

     

Term Loan, 6.25%, Maturing May 15, 2018

     1,907         1,722,091   
     

 

 

 
      $ 33,350,109   
     

 

 

 

Publishing — 3.2%

     

Ascend Learning, LLC

     

Term Loan, 5.50%, Maturing July 31, 2019

     1,753       $ 1,767,596   

Getty Images, Inc.

     

Term Loan, 4.75%, Maturing October 18, 2019

     5,398         3,835,961   

Houghton Mifflin Harcourt Publishing Company

     

Term Loan, 4.00%, Maturing May 31, 2021

     350         349,781   

Interactive Data Corporation

     

Term Loan, 4.75%, Maturing May 2, 2021

     1,584         1,592,118   

Laureate Education, Inc.

     

Term Loan, 5.00%, Maturing June 15, 2018

     4,919         4,609,852   

McGraw-Hill Global Education Holdings, LLC

     

Term Loan, 4.75%, Maturing March 22, 2019

     690         694,058   

Merrill Communications, LLC

     

Term Loan, 6.25%, Maturing June 1, 2022

     600         601,500   

Multi Packaging Solutions, Inc.

     

Term Loan, 4.25%, Maturing September 30, 2020

     370         369,850   

Nelson Education Ltd.

     

Term Loan, 0.00%, Maturing July 7, 2016(3)(4)

     431         297,716   

Penton Media, Inc.

     

Term Loan, 5.00%, Maturing October 3, 2019

     635         639,402   

ProQuest, LLC

     

Term Loan, 5.25%, Maturing October 24, 2021

     1,672         1,682,766   

 

15

 

 


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

Springer Science+Business Media Deutschland GmbH

     

Term Loan, 4.75%, Maturing August 14, 2020

     1,430       $ 1,436,753   
     

 

 

 
      $ 17,877,353   
     

 

 

 

Radio and Television — 3.8%

     

ALM Media Holdings, Inc.

     

Term Loan, 5.50%, Maturing July 31, 2020

     417       $ 403,019   

AP NMT Acquisition B.V.

     

Term Loan, 6.75%, Maturing August 13, 2021

     1,970         1,959,406   

Block Communications, Inc.

     

Term Loan, 4.00%, Maturing November 7, 2021

     223         224,708   

Clear Channel Communications, Inc.

     

Term Loan, 6.94%, Maturing January 30, 2019

     1,132         1,042,209   

Term Loan, 7.69%, Maturing July 30, 2019

     364         339,621   

Cumulus Media Holdings, Inc.

     

Term Loan, 4.25%, Maturing December 23, 2020

     4,137         3,826,554   

Entercom Radio, LLC

     

Term Loan, 4.00%, Maturing November 23, 2018

     382         383,579   

Gray Television, Inc.

     

Term Loan, 3.75%, Maturing June 10, 2021

     245         245,674   

Hubbard Radio, LLC

     

Term Loan, 4.25%, Maturing May 15, 2020

     690         694,808   

Media General, Inc.

     

Term Loan, 4.00%, Maturing July 31, 2020

     1,354         1,361,833   

Mission Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     632         633,878   

Nexstar Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     717         718,828   

Raycom TV Broadcasting, LLC

     

Term Loan, 3.75%, Maturing August 4, 2021

     842         839,752   

Sinclair Television Group, Inc.

     

Term Loan, 3.00%, Maturing April 9, 2020

     489         488,996   

TWCC Holding Corp.

     

Term Loan, 5.75%, Maturing February 13, 2020

     983         974,199   

Term Loan - Second Lien, 7.00%, Maturing June 26, 2020

     2,375         2,230,522   

Univision Communications, Inc.

     

Term Loan, 4.00%, Maturing March 1, 2020

     4,738         4,741,334   
     

 

 

 
      $ 21,108,920   
     

 

 

 

Retailers (Except Food and Drug) — 8.6%

     

99 Cents Only Stores

     

Term Loan, 4.50%, Maturing January 11, 2019

     1,911       $ 1,829,607   

B&M Retail Limited

     

Term Loan, 3.82%, Maturing May 21, 2019

   GBP 350         540,624   

Term Loan, 4.32%, Maturing April 28, 2020

   GBP 275         427,910   

Bass Pro Group, LLC

     

Term Loan, 4.00%, Maturing June 5, 2020

     2,357         2,366,202   

CDW, LLC

     

Term Loan, 3.25%, Maturing April 29, 2020

     4,864         4,855,075   

David’s Bridal, Inc.

     

Term Loan, 5.00%, Maturing October 11, 2019

     621         600,274   

Dollar Tree, Inc.

     

Term Loan, 3.50%, Maturing July 6, 2022

     2,906         2,917,515   

Evergreen Acqco 1 L.P.

     

Term Loan, 5.00%, Maturing July 9, 2019

     655         615,918   

Harbor Freight Tools USA, Inc.

     

Term Loan, 4.75%, Maturing July 26, 2019

     1,063         1,071,652   

J. Crew Group, Inc.

     

Term Loan, 4.00%, Maturing March 5, 2021

     2,864         2,385,607   

Jo-Ann Stores, Inc.

     

Term Loan, 4.00%, Maturing March 16, 2018

     1,816         1,798,010   

Men’s Wearhouse, Inc. (The)

     

Term Loan, 4.50%, Maturing June 18, 2021

     913         919,448   

 

16

 

 


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

Michaels Stores, Inc.

     

Term Loan, 3.75%, Maturing January 28, 2020

     2,517       $ 2,524,478   

Term Loan, 4.00%, Maturing January 28, 2020

     990         995,225   

Neiman Marcus Group, Inc. (The)

     

Term Loan, 4.25%, Maturing October 25, 2020

     4,225         4,215,228   

Party City Holdings, Inc.

     

Term Loan, 4.00%, Maturing July 27, 2019

     2,318         2,322,411   

Pep Boys-Manny, Moe & Jack (The)

     

Term Loan, 4.25%, Maturing October 11, 2018

     463         464,428   

Petco Animal Supplies, Inc.

     

Term Loan, 4.00%, Maturing November 24, 2017

     2,158         2,164,392   

PetSmart, Inc.

     

Term Loan, 4.25%, Maturing March 11, 2022

     4,738         4,762,086   

PFS Holding Corporation

     

Term Loan, 4.50%, Maturing January 31, 2021

     1,711         1,608,263   

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

     

Term Loan, 4.50%, Maturing April 30, 2021

     520         517,801   

Pilot Travel Centers, LLC

     

Term Loan, 4.25%, Maturing October 1, 2021

     2,005         2,031,778   

Rent-A-Center, Inc.

     

Term Loan, 3.75%, Maturing March 19, 2021

     494         493,750   

Spin Holdco, Inc.

     

Term Loan, 4.25%, Maturing November 14, 2019

     2,581         2,584,579   

Toys ‘R’ Us Property Company I, LLC

     

Term Loan, 6.00%, Maturing August 21, 2019

     791         749,864   

Vivarte SA

     

Term Loan, 11.00%, (4.00% Cash, 7.00% PIK), Maturing October 29, 2019(5)

   EUR 589         642,967   

Term Loan, 5.00%, (1.25% Cash, 3.75% PIK), Maturing October 29, 2020(6)

   EUR 910         546,745   

Wilton Brands, LLC

     

Term Loan, 7.50%, Maturing August 30, 2018

     525         513,721   
     

 

 

 
      $ 47,465,558   
     

 

 

 

Steel — 1.6%

     

FMG Resources (August 2006) Pty Ltd.

     

Term Loan, 3.75%, Maturing June 30, 2019

     9,016       $ 7,410,611   

JMC Steel Group, Inc.

     

Term Loan, 4.75%, Maturing April 1, 2017

     670         666,098   

Neenah Foundry Company

     

Term Loan, 6.75%, Maturing April 26, 2017

     387         384,933   

Patriot Coal Corporation

     

Term Loan, 0.00%, Maturing December 15, 2018(3)(4)

     1,481         623,310   
     

 

 

 
      $ 9,084,952   
     

 

 

 

Surface Transport — 0.7%

     

Hertz Corporation (The)

     

Term Loan, 3.75%, Maturing March 11, 2018

     1,755       $ 1,759,661   

Kenan Advantage Group, Inc.

     

Term Loan, Maturing July 31, 2022(2)

     48         48,112   

Term Loan, Maturing July 31, 2022(2)

     109         109,885   

Term Loan, Maturing July 31, 2022(2)

     343         344,504   

Stena International S.a.r.l.

     

Term Loan, 4.00%, Maturing March 3, 2021

     1,555         1,469,770   
     

 

 

 
      $ 3,731,932   
     

 

 

 

Telecommunications — 4.0%

     

CWC Cayman Finance Limited

     

Term Loan, 5.50%, Maturing April 28, 2017

     400       $ 400,250   

Intelsat Jackson Holdings S.A.

     

Term Loan, 3.75%, Maturing June 30, 2019

     7,550         7,485,115   

IPC Corp.

     

Term Loan, 5.50%, Maturing August 6, 2021

     2,170         2,171,370   

Mitel US Holdings, Inc.

     

Term Loan, 5.00%, Maturing March 31, 2022

     750         756,875   

 

17

 

 


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

Syniverse Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2019

     1,776       $ 1,693,554   

Term Loan, 4.00%, Maturing April 23, 2019

     1,988         1,895,734   

Telesat Canada

     

Term Loan, 3.50%, Maturing March 28, 2019

     6,621         6,626,918   

Windstream Corporation

     

Term Loan, 3.50%, Maturing August 8, 2019

     887         872,068   
     

 

 

 
      $ 21,901,884   
     

 

 

 

Utilities — 3.9%

     

Calpine Construction Finance Company L.P.

     

Term Loan, 3.00%, Maturing May 3, 2020

     1,029       $ 1,021,497   

Term Loan, 3.25%, Maturing January 31, 2022

     392         389,078   

Calpine Corporation

     

Term Loan, 4.00%, Maturing October 9, 2019

     802         805,697   

Term Loan, 3.50%, Maturing May 27, 2022

     3,175         3,168,828   

Dynegy Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2020

     950         953,309   

EFS Cogen Holdings I, LLC

     

Term Loan, 3.75%, Maturing December 17, 2020

     468         469,564   

Electrical Components International, Inc.

     

Term Loan, 5.75%, Maturing May 28, 2021

     869         875,249   

Energy Future Intermediate Holding Co., LLC

     

DIP Loan, 4.25%, Maturing June 19, 2016

     1,725         1,733,984   

Granite Acquisition, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2021

     109         109,181   

Term Loan, 5.00%, Maturing December 19, 2021

     2,454         2,468,971   

La Frontera Generation, LLC

     

Term Loan, 4.50%, Maturing September 30, 2020

     1,568         1,551,440   

Lonestar Generation, LLC

     

Term Loan, 5.25%, Maturing February 20, 2021

     1,319         1,298,998   

Longview Power, LLC

     

Term Loan, 7.00%, Maturing April 13, 2021

     2,775         2,809,687   

PowerTeam Services, LLC

     

Term Loan, 4.25%, Maturing May 6, 2020

     14         14,025   

Term Loan, 4.25%, Maturing May 6, 2020

     261         261,823   

TPF II Power, LLC

     

Term Loan, 5.50%, Maturing October 2, 2021

     1,335         1,346,731   

WTG Holdings III Corp.

     

Term Loan, 4.75%, Maturing January 15, 2021

     394         394,739   

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

     1,800         1,777,500   
     

 

 

 
      $ 21,450,301   
     

 

 

 

Total Senior Floating-Rate Interests
(identified cost $809,090,330)

      $ 785,385,966   
     

 

 

 

Corporate Bonds & Notes — 10.3%

     
Security    Principal
Amount*
(000’s omitted)
     Value  

Aerospace and Defense — 0.1%

     

Aerojet Rocketdyne Holdings, Inc.

     

7.125%, 3/15/21

     70       $ 74,900   

CBC Ammo, LLC/CBC FinCo, Inc.

     

7.25%, 11/15/21(7)

     75         72,000   

Orbital ATK, Inc.

     

5.25%, 10/1/21

     45         46,350   

TransDigm, Inc.

     

7.50%, 7/15/21

     10         10,760   

 

18

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

6.00%, 7/15/22

     85       $ 85,372   

6.50%, 7/15/24

     80         80,800   
     

 

 

 
      $ 370,182   
     

 

 

 

Automotive — 0.1%

     

American Axle & Manufacturing, Inc.

     

5.125%, 2/15/19

     20       $ 20,425   

FCA US, LLC/CG Co-Issuer, Inc.

     

8.25%, 6/15/21

     200         217,000   

General Motors Financial Co., Inc.

     

4.75%, 8/15/17

     70         73,366   

3.25%, 5/15/18

     10         10,136   

Navistar International Corp.

     

8.25%, 11/1/21

     105         99,686   

ZF North America Capital, Inc.

     

4.50%, 4/29/22(7)

     150         148,313   
     

 

 

 
      $ 568,926   
     

 

 

 

Beverage and Tobacco — 0.0%(8)

     

Constellation Brands, Inc.

     

6.00%, 5/1/22

     105       $ 116,287   

4.25%, 5/1/23

     105         105,263   
     

 

 

 
      $ 221,550   
     

 

 

 

Brokerage/Securities Dealers/Investment Houses — 0.0%(8)

     

Alliance Data Systems Corp.

     

6.375%, 4/1/20(7)

     55       $ 57,406   
     

 

 

 
      $ 57,406   
     

 

 

 

Building and Development — 0.2%

     

Builders FirstSource, Inc.

     

10.75%, 8/15/23(7)

     35       $ 36,050   

Building Materials Corp. of America

     

5.375%, 11/15/24(7)

     95         95,703   

Greystar Real Estate Partners, LLC

     

8.25%, 12/1/22(7)

     50         53,000   

HD Supply, Inc.

     

7.50%, 7/15/20

     110         118,250   

5.25%, 12/15/21(7)

     40         41,350   

Hillman Group, Inc. (The)

     

6.375%, 7/15/22(7)

     75         72,000   

Interline Brands, Inc.

     

10.00%, 11/15/18(9)

     102         107,814   

Nortek, Inc.

     

8.50%, 4/15/21

     40         43,000   

Reliance Intermediate Holdings, L.P.

     

6.50%, 4/1/23(7)

     120         125,100   

TRI Pointe Holdings, Inc.

     

4.375%, 6/15/19

     45         44,775   

5.875%, 6/15/24

     60         59,400   

USG Corp.

     

5.875%, 11/1/21(7)

     35         36,838   

5.50%, 3/1/25(7)

     5         5,031   
     

 

 

 
      $ 838,311   
     

 

 

 

Business Equipment and Services — 0.1%

     

Acosta, Inc.

     

7.75%, 10/1/22(7)

     140       $ 138,600   

Audatex North America, Inc.

     

6.00%, 6/15/21(7)

     70         71,750   

 

19

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

FTI Consulting, Inc.

     

6.00%, 11/15/22

     40       $ 42,350   

IMS Health, Inc.

     

6.00%, 11/1/20(7)

     75         77,812   

ServiceMaster Co., LLC (The)

     

7.00%, 8/15/20

     26         27,431   

7.45%, 8/15/27

     45         45,338   

United Rentals North America, Inc.

     

7.625%, 4/15/22

     40         43,650   

6.125%, 6/15/23

     35         36,138   
     

 

 

 
      $ 483,069   
     

 

 

 

Cable and Satellite Television — 0.9%

     

AMC Networks, Inc.

     

7.75%, 7/15/21

     45       $ 48,825   

4.75%, 12/15/22

     35         35,394   

Cable One, Inc.

     

5.75%, 6/15/22(7)

     30         30,750   

CCO Holdings, LLC/CCO Holdings Capital Corp.

     

5.25%, 9/30/22

     155         157,325   

5.75%, 1/15/24

     10         10,206   

5.375%, 5/1/25(7)

     95         93,812   

CSC Holdings, LLC

     

5.25%, 6/1/24

     10         9,288   

DISH DBS Corp.

     

6.75%, 6/1/21

     185         196,100   

5.875%, 7/15/22

     35         34,913   

5.875%, 11/15/24

     25         24,313   

IAC/InterActiveCorp

     

4.875%, 11/30/18

     55         57,035   

Numericable-SFR SAS

     

4.875%, 5/15/19(7)

     390         396,825   

Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH

     

5.50%, 1/15/23(7)

     1,000         1,022,500   

Virgin Media Secured Finance PLC

     

5.375%, 4/15/21(7)

     833         859,556   

6.00%, 4/15/21(7)

   GBP 855         1,399,268   

5.50%, 1/15/25(7)

     550         556,875   
     

 

 

 
      $ 4,932,985   
     

 

 

 

Chemicals and Plastics — 0.8%

     

Chemours Co. (The)

     

6.625%, 5/15/23(7)

     20       $ 17,650   

7.00%, 5/15/25(7)

     30         26,391   

Evolution Escrow Issuer, LLC

     

7.50%, 3/15/22(7)

     20         16,750   

Hexion, Inc.

     

6.625%, 4/15/20

     4,450         4,099,562   

Platform Specialty Products Corp.

     

6.50%, 2/1/22(7)

     60         62,400   

Rockwood Specialties Group, Inc.

     

4.625%, 10/15/20

     130         135,602   

Tronox Finance, LLC

     

6.375%, 8/15/20

     150         122,625   

Univar USA, Inc.

     

6.75%, 7/15/23(7)

     30         30,225   

W.R. Grace & Co.

     

5.125%, 10/1/21(7)

     30         30,375   

5.625%, 10/1/24(7)

     10         10,238   
     

 

 

 
      $ 4,551,818   
     

 

 

 

 

20

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Commercial Services — 0.0%(8)

     

CEB, Inc.

     

5.625%, 6/15/23(7)

     15       $ 15,075   

ExamWorks Group, Inc.

     

5.625%, 4/15/23

     35         36,050   
     

 

 

 
      $ 51,125   
     

 

 

 

Conglomerates — 0.0%(8)

     

Belden, Inc.

     

5.50%, 9/1/22(7)

     20       $ 20,050   

Spectrum Brands, Inc.

     

6.375%, 11/15/20

     50         53,500   

6.625%, 11/15/22

     30         32,250   

5.75%, 7/15/25(7)

     70         72,436   

TMS International Corp.

     

7.625%, 10/15/21(7)

     45         43,851   
     

 

 

 
      $ 222,087   
     

 

 

 

Containers and Glass Products — 0.7%

     

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

     

5.625%, 12/15/16(7)

     15       $ 14,981   

Reynolds Group Holdings, Inc.

     

5.75%, 10/15/20

     3,875         4,020,313   
     

 

 

 
      $ 4,035,294   
     

 

 

 

Cosmetics/Toiletries — 0.1%

     

Alphabet Holding Co., Inc.

     

7.75%, 11/1/17(9)

     235       $ 235,881   

Party City Holdings, Inc.

     

8.875%, 8/1/20

     120         129,150   
     

 

 

 
      $ 365,031   
     

 

 

 

Distribution & Wholesale — 0.0%(8)

     

American Tire Distributors, Inc.

     

10.25%, 3/1/22(7)

     85       $ 89,037   
     

 

 

 
      $ 89,037   
     

 

 

 

Diversified Financial Services — 0.0%(8)

     

Quicken Loans, Inc.

     

5.75%, 5/1/25(7)

     35       $ 33,950   
     

 

 

 
      $ 33,950   
     

 

 

 

Drugs — 0.2%

     

ConvaTec Finance International SA

     

8.25%, 1/15/19(7)(9)

     200       $ 198,250   

Valeant Pharmaceuticals International, Inc.

     

6.375%, 10/15/20(7)

     200         211,250   

7.50%, 7/15/21(7)

     50         54,375   

5.50%, 3/1/23(7)

     30         30,750   

5.875%, 5/15/23(7)

     160         166,784   

6.125%, 4/15/25(7)

     160         167,600   
     

 

 

 
      $ 829,009   
     

 

 

 

Ecological Services and Equipment — 0.0%(8)

     

ADS Waste Holdings, Inc.

     

8.25%, 10/1/20

     50       $ 52,500   

Clean Harbors, Inc.

     

5.25%, 8/1/20

     50         51,445   

5.125%, 6/1/21

     25         25,312   

 

21

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Covanta Holding Corp.

     

5.875%, 3/1/24

     25       $ 24,750   
     

 

 

 
      $ 154,007   
     

 

 

 

Electronics/Electrical — 0.1%

     

Alcatel-Lucent USA, Inc.

     

4.625%, 7/1/17(7)

     35       $ 36,225   

8.875%, 1/1/20(7)

     260         284,700   

CommScope Holding Co., Inc.

     

6.625%, 6/1/20(7)(9)

     55         57,406   

Freescale Semiconductor, Inc.

     

6.00%, 1/15/22(7)

     55         57,613   

Infor US, Inc.

     

6.50%, 5/15/22(7)

     30         30,750   

Nuance Communications, Inc.

     

5.375%, 8/15/20(7)

     120         122,400   

Zebra Technologies Corp.

     

7.25%, 10/15/22(7)

     100         109,750   
     

 

 

 
      $ 698,844   
     

 

 

 

Equipment Leasing — 0.3%

     

International Lease Finance Corp.

     

8.625%, 9/15/15

     1,000       $ 1,007,500   

6.75%, 9/1/16(7)

     350         366,406   

7.125%, 9/1/18(7)

     350         391,563   
     

 

 

 
      $ 1,765,469   
     

 

 

 

Financial Intermediaries — 0.4%

     

CIT Group, Inc.

     

5.50%, 2/15/19(7)

     45       $ 47,700   

5.375%, 5/15/20

     10         10,594   

First Data Corp.

     

7.375%, 6/15/19(7)

     402         420,331   

6.75%, 11/1/20(7)

     962         1,019,720   

11.25%, 1/15/21

     42         46,725   

10.625%, 6/15/21

     42         46,935   

11.75%, 8/15/21

     56         63,131   

Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.

     

3.50%, 3/15/17

     45         45,585   

6.00%, 8/1/20

     40         42,250   

JPMorgan Chase & Co.

  

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

     80         84,850   

Navient Corp.

     

5.50%, 1/15/19

     140         137,900   

5.00%, 10/26/20

     25         23,063   

5.875%, 10/25/24

     30         26,100   
     

 

 

 
   $ 2,014,884   
     

 

 

 

Food Products — 0.9%

     

Dean Foods Co.

     

6.50%, 3/15/23(7)

     45       $ 46,237   

Iceland Bondco PLC

     

4.834%, 7/15/20(7)(11)

   GBP 3,750         4,977,762   

Pilgrim’s Pride Corp.

     

5.75%, 3/15/25(7)

     60         61,500   

Post Holdings, Inc.

     

6.75%, 12/1/21(7)

     20         20,200   

6.00%, 12/15/22(7)

     35         34,081   

WhiteWave Foods Co. (The)

     

5.375%, 10/1/22

     25         26,313   
     

 

 

 
   $ 5,166,093   
     

 

 

 

 

22

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Food/Drug Retailers — 0.0%(8)

     

Rite Aid Corp.

     

6.125%, 4/1/23(7)

     115       $ 119,887   
     

 

 

 
   $ 119,887   
     

 

 

 

Health Care — 1.0%

     

Alere, Inc.

     

7.25%, 7/1/18

     10       $ 10,528   

8.625%, 10/1/18

     45         46,463   

6.50%, 6/15/20

     35         36,575   

6.375%, 7/1/23(7)

     65         67,762   

AmSurg Corp.

     

5.625%, 11/30/20

     50         51,750   

5.625%, 7/15/22

     45         46,454   

Capsugel SA

     

7.00%, 5/15/19(7)(9)

     25         25,359   

Centene Corp.

     

4.75%, 5/15/22

     20         20,200   

CHS/Community Health Systems, Inc.

     

5.125%, 8/15/18

     2,190         2,250,225   

7.125%, 7/15/20

     120         128,100   

6.875%, 2/1/22

     110         117,975   

DJO Finco, Inc./DJO Finance, LLC/DJO Finance Corp.

     

8.125%, 6/15/21(7)

     50         51,500   

HCA Holdings, Inc.

     

6.25%, 2/15/21

     85         93,287   

HCA, Inc.

     

6.50%, 2/15/20

     15         16,809   

4.75%, 5/1/23

     1,050         1,080,187   

Hologic, Inc.

  

5.25%, 7/15/22(7)

     70         72,625   

Kinetic Concepts, Inc./KCI USA, Inc.

     

10.50%, 11/1/18

     45         47,925   

Mallinckrodt International Finance S.A./Mallinckrodt CB, LLC

     

4.875%, 4/15/20(7)

     30         30,987   

5.50%, 4/15/25(7)

     30         30,300   

MPH Acquisition Holdings, LLC

     

6.625%, 4/1/22(7)

     160         166,000   

Opal Acquisition, Inc.

     

8.875%, 12/15/21(7)

     60         60,225   

Sterigenics-Nordion Holdings, LLC

     

6.50%, 5/15/23(7)

     45         46,125   

Surgical Care Affiliates, Inc.

     

6.00%, 4/1/23(7)

     35         35,700   

Teleflex, Inc.

     

5.25%, 6/15/24

     20         20,550   

Tenet Healthcare Corp.

     

6.00%, 10/1/20

     55         59,950   

4.375%, 10/1/21

     600         606,150   

8.125%, 4/1/22

     105         117,403   

6.75%, 6/15/23(7)

     55         57,613   

VWR Funding, Inc.

     

7.25%, 9/15/17

     90         92,925   

WellCare Health Plans, Inc.

     

5.75%, 11/15/20

     120         126,450   
     

 

 

 
   $ 5,614,102   
     

 

 

 

Holding Company - Diversified — 0.0%(8)

     

Argos Merger Sub, Inc.

     

7.125%, 3/15/23(7)

     80       $ 84,800   

 

23

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

HRG Group, Inc.

     

7.875%, 7/15/19(7)

     40       $ 42,377   

7.875%, 7/15/19

     70         74,159   
     

 

 

 
   $ 201,336   
     

 

 

 

Home Furnishings — 0.0%(8)

     

Tempur Sealy International, Inc.

     

6.875%, 12/15/20

     40       $ 43,050   
     

 

 

 
   $ 43,050   
     

 

 

 

Industrial Equipment — 0.0%(8)