Eaton Vance Senior Floating Rate Trust

 

 

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

811-21411

Investment Company Act File Number

Eaton Vance Senior Floating-Rate Trust

(Exact Name of Registrant as Specified in Charter)

Two International Place, Boston, Massachusetts 02110

(Address of Principal Executive Offices)

Maureen A. Gemma

Two International Place, Boston, Massachusetts 02110

(Name and Address of Agent for Services)

(617) 482-8260

(Registrant’s Telephone Number, Including Area Code)

October 31

Date of Fiscal Year End

January 31, 2017

Date of Reporting Period

 

 

 


Item 1. Schedule of Investments


Eaton Vance

Senior Floating-Rate Trust

January 31, 2017

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 138.9%(1)

 

                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Aerospace and Defense — 2.4%

     

BE Aerospace, Inc.

     

Term Loan, 3.94%, Maturing December 16, 2021

     962      $ 967,497  

IAP Worldwide Services, Inc.

     

Revolving Loan, 1.40%, Maturing July 18, 2018(2)

     311        309,240  

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

     420        335,907  

Silver II US Holdings, LLC

     

Term Loan, 4.00%, Maturing December 13, 2019

     1,967        1,867,526  

TransDigm, Inc.

     

Term Loan, 3.96%, Maturing February 28, 2020

     2,604        2,602,374  

Term Loan, 3.98%, Maturing June 4, 2021

     1,779        1,775,149  

Term Loan, 3.78%, Maturing June 9, 2023

     4,322        4,317,500  

Wesco Aircraft Hardware Corp.

     

Term Loan, 3.28%, Maturing October 4, 2021

     963        958,800  
     

 

 

 
      $ 13,133,993  
     

 

 

 

Automotive — 2.9%

     

Allison Transmission, Inc.

     

Term Loan, 3.28%, Maturing September 23, 2022

     1      $ 1,460  

CS Intermediate Holdco 2, LLC

     

Term Loan, 3.75%, Maturing October 26, 2023

     600        606,283  

Dayco Products, LLC

     

Term Loan, 5.25%, Maturing December 12, 2019

     973        978,578  

FCA US, LLC

     

Term Loan, 3.53%, Maturing May 24, 2017

     1,668        1,669,599  

Term Loan, 3.27%, Maturing December 31, 2018

     1,209        1,212,581  

Federal-Mogul Holdings Corporation

     

Term Loan, 4.75%, Maturing April 15, 2021

     3,827        3,802,957  

Horizon Global Corporation

     

Term Loan, 7.92%, Maturing June 30, 2021

     789        804,258  

MPG Holdco I, Inc.

     

Term Loan, 3.75%, Maturing October 20, 2021

     2,080        2,088,155  

Sage Automotive Holdings, Inc.

     

Term Loan, 6.00%, Maturing October 27, 2022

     725        730,438  

TI Group Automotive Systems, LLC

     

Term Loan, 3.53%, Maturing June 30, 2022

     1,185        1,193,887  

Term Loan, 3.75%, Maturing June 30, 2022

   EUR 790        863,252  

Tower Automotive Holdings USA, LLC

     

Term Loan, 4.06%, Maturing April 23, 2020

     1,343        1,348,921  

Visteon Corporation

     

Term Loan, 3.93%, Maturing April 9, 2021

     627        629,565  
     

 

 

 
      $ 15,929,934  
     

 

 

 

Beverage and Tobacco — 0.7%

     

9941762 Canada, Inc.

     

Term Loan, 4.75%, Maturing December 15, 2023

     2,150      $ 2,179,563  

 

1

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Flavors Holdings, Inc.

     

Term Loan, 6.75%, Maturing April 3, 2020

     1,165      $ 961,231  

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

     1,000        600,000  

Jacobs Douwe Egberts International B.V.

     

Term Loan, 3.00%, Maturing July 2, 2022

   EUR 96        105,662  
     

 

 

 
      $ 3,846,456  
     

 

 

 

Brokerage/Securities Dealers/Investment Houses — 0.8%

     

Aretec Group, Inc.

     

Term Loan, 8.00%, Maturing November 23, 2020

     1,015      $ 1,021,662  

Term Loan - Second Lien, 6.50%, (2.00% Cash, 4.50% PIK), Maturing May 23, 2021

     2,932        2,730,176  

Astro AB Borrower, Inc.

     

Term Loan - Second Lien, 9.79%, Maturing March 3, 2023

     275        275,687  

Salient Partners L.P.

     

Term Loan, 9.52%, Maturing May 19, 2021

     750        717,806  
     

 

 

 
      $ 4,745,331  
     

 

 

 

Building and Development — 3.3%

     

American Bath Group, LLC

     

Term Loan, 6.25%, Maturing September 30, 2023

     798      $ 805,980  

American Builders & Contractors Supply Co., Inc.

     

Term Loan, 3.53%, Maturing October 31, 2023

     2,675        2,698,824  

Auction.com, LLC

     

Term Loan, 6.00%, Maturing May 12, 2019

     1,007        1,015,874  

CPG International, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     1,894        1,915,239  

DTZ U.S. Borrower, LLC

     

Term Loan, 4.26%, Maturing November 4, 2021

     3,878        3,902,662  

Headwaters, Incorporated

     

Term Loan, 4.00%, Maturing March 24, 2022

     389        391,098  

Henry Company, LLC

     

Term Loan, 5.50%, Maturing October 5, 2023

     300        303,938  

Quikrete Holdings, Inc.

     

Term Loan, 4.02%, Maturing November 15, 2023

     2,625        2,660,624  

RE/MAX International, Inc.

     

Term Loan, 3.71%, Maturing December 15, 2023

     1,863        1,867,620  

Realogy Corporation

     

Term Loan, 3.03%, Maturing July 20, 2022

     570        573,853  

Summit Materials Companies I, LLC

     

Term Loan, 3.75%, Maturing July 17, 2022

     616        622,359  

WireCo WorldGroup, Inc.

     

Term Loan, 6.50%, Maturing September 30, 2023

     574        579,298  

Term Loan - Second Lien, 10.00%, Maturing September 30, 2024

     1,350        1,356,750  
     

 

 

 
      $ 18,694,119  
     

 

 

 

Business Equipment and Services — 10.9%

     

Acosta Holdco, Inc.

     

Term Loan, 4.29%, Maturing September 26, 2021

     2,977      $ 2,883,409  

AlixPartners, LLP

     

Term Loan, 4.00%, Maturing July 28, 2022

     2,034        2,054,035  

Altisource Solutions S.a.r.l.

     

Term Loan, 4.50%, Maturing December 9, 2020

     1,665        1,629,712  

Brickman Group Ltd., LLC

     

Term Loan, 4.00%, Maturing December 18, 2020

     800        803,874  

 

2

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Camelot UK Holdco Limited

     

Term Loan, 4.75%, Maturing October 3, 2023

     1,147      $ 1,158,453  

Cast and Crew Payroll, LLC

     

Term Loan, Maturing August 12, 2022(4)

     400        400,000  

CCC Information Services, Inc.

     

Term Loan, 4.00%, Maturing December 20, 2019

     408        410,842  

Ceridian, LLC

     

Term Loan, 4.54%, Maturing September 15, 2020

     602        601,137  

Corporate Capital Trust, Inc.

     

Term Loan, 4.25%, Maturing May 20, 2019

     924        930,227  

CPM Holdings, Inc.

     

Term Loan, 6.00%, Maturing April 11, 2022

     271        275,164  

Crossmark Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 20, 2019

     1,144        920,925  

Education Management, LLC

     

Term Loan, 5.51%, Maturing July 2, 2020

     266        62,481  

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

     505        25,273  

EIG Investors Corp.

     

Term Loan, 6.48%, Maturing November 9, 2019

     4,455        4,466,378  

Term Loan, 6.00%, Maturing February 9, 2023

     2,970        2,965,058  

Electro Rent Corporation

     

Term Loan, Maturing January 19, 2024(4)

     1,250        1,258,594  

Emdeon Business Services, LLC

     

Term Loan, 3.75%, Maturing November 2, 2018

     1,386        1,388,824  

Extreme Reach, Inc.

     

Term Loan, 7.25%, Maturing February 7, 2020

     2,357        2,378,387  

First Data Corporation

     

Term Loan, 3.78%, Maturing July 10, 2022

     2,449        2,468,026  

Garda World Security Corporation

     

Term Loan, 4.75%, Maturing November 6, 2020

   CAD 2,758        2,035,015  

Term Loan, 4.00%, Maturing November 7, 2020

     1,995        2,001,859  

Global Payments, Inc.

     

Term Loan, 3.28%, Maturing April 22, 2023

     349        353,838  

IG Investment Holdings, LLC

     

Term Loan, 6.00%, Maturing October 29, 2021

     2,212        2,225,635  

Information Resources, Inc.

     

Term Loan, 5.25%, Maturing January 18, 2024

     850        860,625  

ION Trading Finance Limited

     

Term Loan, 4.25%, Maturing August 11, 2023

   EUR  1,022        1,117,242  

Term Loan, 4.25%, Maturing August 11, 2023

     2,465        2,474,504  

J.D. Power and Associates

     

Term Loan, 5.25%, Maturing September 7, 2023

     1,995        2,017,444  

KAR Auction Services, Inc.

     

Term Loan, 4.19%, Maturing March 11, 2021

     2,635        2,656,885  

Kronos Incorporated

     

Term Loan, 5.00%, Maturing November 1, 2023

     5,850        5,917,474  

MCS AMS Sub-Holdings, LLC

     

Term Loan, 7.50%, Maturing October 15, 2019

     833        806,048  

Monitronics International, Inc.

     

Term Loan, 6.50%, Maturing September 30, 2022

     2,188        2,221,151  

PGX Holdings, Inc.

     

Term Loan, 6.25%, Maturing September 29, 2020

     1,281        1,283,020  

 

3

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Prime Security Services Borrower, LLC

     

Term Loan, 4.25%, Maturing May 2, 2022

     2,120      $ 2,146,680  

Spin Holdco, Inc.

     

Term Loan, 4.27%, Maturing November 14, 2019

     3,218        3,211,110  

TNS, Inc.

     

Term Loan, 5.04%, Maturing February 14, 2020

     522        527,416  

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

     

Term Loan, 4.25%, Maturing September 2, 2021

     1,151        1,163,095  

Vestcom Parent Holdings, Inc.

     

Term Loan, 5.25%, Maturing December 19, 2023

     500        503,750  

WASH Multifamily Laundry Systems, LLC

     

Term Loan, 4.25%, Maturing May 14, 2022

     251        253,347  
     

 

 

 
      $ 60,856,937  
     

 

 

 

Cable and Satellite Television — 4.7%

     

Altice US Finance I Corporation

     

Term Loan, 3.78%, Maturing January 15, 2025

     1,175      $ 1,190,422  

Block Communications, Inc.

     

Term Loan, 4.25%, Maturing November 7, 2021

     220        222,417  

Charter Communications Operating, LLC

     

Term Loan, 3.03%, Maturing January 15, 2024

     2,059        2,069,366  

CSC Holdings, LLC

     

Term Loan, 3.77%, Maturing October 11, 2024

     3,557        3,601,891  

MCC Iowa, LLC

     

Term Loan, 3.50%, Maturing June 30, 2021

     853        860,723  

Numericable Group SA

     

Term Loan, 4.00%, Maturing July 31, 2023

   EUR 691        756,493  

Numericable U.S., LLC

     

Term Loan, 5.29%, Maturing January 15, 2024

     819        827,512  

Radiate Holdco, LLC

     

Term Loan, Maturing February 1, 2024(4)

     700        706,500  

Telenet International Finance S.a.r.l.

     

Term Loan, 3.77%, Maturing January 31, 2025

     1,950        1,971,415  

UPC Financing Partnership

     

Term Loan, 3.77%, Maturing August 31, 2024

     3,275        3,290,789  

Virgin Media Investment Holdings Limited

     

Term Loan, 4.25%, Maturing June 30, 2023

   GBP 1,475        1,862,700  

Term Loan, 3.52%, Maturing January 31, 2025

     6,725        6,775,437  

Ziggo Secured Finance B.V.

     

Term Loan, 3.75%, Maturing August 31, 2024

   EUR  2,050        2,224,385  
     

 

 

 
      $ 26,360,050  
     

 

 

 

Chemicals and Plastics — 7.7%

     

Aruba Investments, Inc.

     

Term Loan, 4.50%, Maturing February 2, 2022

     995      $ 993,738  

Atotech B.V.

     

Term Loan, Maturing January 31, 2024(4)

     550        553,781  

Axalta Coating Systems US Holdings, Inc.

     

Term Loan, 3.50%, Maturing February 1, 2023

     2,687        2,721,742  

Chemours Company (The)

     

Term Loan, 3.78%, Maturing May 12, 2022

     459        459,051  

Emerald Performance Materials, LLC

     

Term Loan, 4.50%, Maturing August 1, 2021

     505        508,579  

Term Loan - Second Lien, 8.75%, Maturing August 1, 2022

     550        550,917  

 

4

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Flint Group GmbH

     

Term Loan, 4.50%, Maturing September 7, 2021

     146      $ 146,876  

Flint Group US, LLC

     

Term Loan, 4.50%, Maturing September 7, 2021

     881        882,975  

GCP Applied Technologies, Inc.

     

Term Loan, 4.25%, Maturing February 3, 2022

     546        552,698  

Gemini HDPE, LLC

     

Term Loan, 4.04%, Maturing August 7, 2021

     2,195        2,217,396  

Huntsman International, LLC

     

Term Loan, 3.59%, Maturing October 1, 2021

     823        828,766  

Term Loan, 3.93%, Maturing April 1, 2023

     1,895        1,914,993  

Ineos Finance PLC

     

Term Loan, 4.25%, Maturing March 31, 2022

   EUR 418        456,390  

Ineos Group Holdings S.A.

     

Term Loan, 4.00%, Maturing December 15, 2020

   EUR 978        1,067,637  

Ineos US Finance, LLC

     

Term Loan, 3.75%, Maturing May 4, 2018

     4,081        4,093,210  

Term Loan, 4.25%, Maturing March 31, 2022

     688        693,189  

Kraton Polymers, LLC

     

Term Loan, 5.00%, Maturing January 6, 2022

     3,350        3,394,599  

Kronos Worldwide, Inc.

     

Term Loan, 4.00%, Maturing February 18, 2020

     292        292,844  

MacDermid, Inc.

     

Term Loan, 4.50%, Maturing June 7, 2020

     1,142        1,157,407  

Term Loan, 5.00%, Maturing June 7, 2023

     3,393        3,439,155  

Minerals Technologies, Inc.

     

Term Loan, 3.78%, Maturing May 9, 2021

     1,010        1,025,200  

Orion Engineered Carbons GmbH

     

Term Loan, 3.75%, Maturing July 25, 2021

   EUR 816        898,044  

Term Loan, 4.00%, Maturing July 25, 2021

     1,141        1,148,248  

OXEA Finance, LLC

     

Term Loan, 4.25%, Maturing January 15, 2020

     677        664,552  

PolyOne Corporation

     

Term Loan, 3.00%, Maturing November 12, 2022

     495        498,252  

PQ Corporation

     

Term Loan, 5.29%, Maturing November 4, 2022

     2,189        2,217,939  

Solenis International L.P.

     

Term Loan, 4.25%, Maturing July 31, 2021

     290        291,134  

Term Loan, 4.50%, Maturing July 31, 2021

   EUR 953        1,048,636  

Sonneborn Refined Products B.V.

     

Term Loan, 4.75%, Maturing December 10, 2020

     66        66,190  

Sonneborn, LLC

     

Term Loan, 4.75%, Maturing December 10, 2020

     373        375,077  

Trinseo Materials Operating S.C.A.

     

Term Loan, 4.25%, Maturing November 5, 2021

     320        324,247  

Tronox Pigments (Netherlands) B.V.

     

Term Loan, 4.50%, Maturing March 19, 2020

     2,914        2,923,827  

Univar, Inc.

     

Term Loan, 3.52%, Maturing July 1, 2022

     3,209        3,208,037  

Zep, Inc.

     

Term Loan, 5.00%, Maturing June 26, 2022

     1,330        1,343,047  
     

 

 

 
      $ 42,958,373  
     

 

 

 

 

5

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Clothing/Textiles — 0.3%

     

Ascena Retail Group, Inc.

     

Term Loan, 5.31%, Maturing August 21, 2022

     1,994      $ 1,825,520  
     

 

 

 
      $ 1,825,520  
     

 

 

 

Conglomerates — 0.7%

     

Bestway UK Holdco Limited

     

Term Loan, 4.76%, Maturing October 6, 2021

   GBP  1,103      $ 1,394,729  

RGIS Services, LLC

     

Term Loan, 5.50%, Maturing October 18, 2017

     2,757        2,580,971  
     

 

 

 
      $ 3,975,700  
     

 

 

 

Containers and Glass Products — 3.0%

     

Berry Plastics Group, Inc.

     

Term Loan, 3.50%, Maturing February 8, 2020

     2,093      $ 2,104,974  

Term Loan, 3.50%, Maturing January 6, 2021

     612        615,448  

Term Loan, 3.29%, Maturing October 3, 2022

     964        972,509  

Flex Acquisition Company, Inc.

     

Term Loan, 4.25%, Maturing December 29, 2023

     1,925        1,943,347  

Horizon Holdings III SAS

     

Term Loan, 3.75%, Maturing December 22, 2022

   EUR  1,650        1,816,321  

Libbey Glass, Inc.

     

Term Loan, 3.77%, Maturing April 9, 2021

     372        374,375  

Pelican Products, Inc.

     

Term Loan, 5.25%, Maturing April 10, 2020

     360        360,547  

Reynolds Group Holdings, Inc.

     

Term Loan, 4.25%, Maturing February 5, 2023

     5,347        5,370,592  

SIG Combibloc Purchase Co. S.a.r.l.

     

Term Loan, 3.75%, Maturing March 13, 2022

   EUR 1,965        2,159,853  

SIG Combibloc US Acquisition, Inc.

     

Term Loan, 4.00%, Maturing March 13, 2022

     1,169        1,176,839  
     

 

 

 
      $ 16,894,805  
     

 

 

 

Cosmetics/Toiletries — 0.8%

     

Coty, Inc.

     

Term Loan, 3.27%, Maturing October 27, 2022

     868      $ 881,475  

Galleria Co.

     

Term Loan, 3.81%, Maturing September 29, 2023

     1,725        1,738,465  

KIK Custom Products, Inc.

     

Term Loan, 5.50%, Maturing August 26, 2022

     1,555        1,572,810  
     

 

 

 
      $ 4,192,750  
     

 

 

 

Drugs — 6.8%

     

Albany Molecular Research, Inc.

     

Term Loan, 6.01%, Maturing July 16, 2021

     1,388      $ 1,408,539  

Alkermes, Inc.

     

Term Loan, 3.52%, Maturing September 25, 2021

     360        362,662  

AMAG Pharmaceuticals, Inc.

     

Term Loan, 4.75%, Maturing August 13, 2021

     1,008        1,009,072  

Amneal Pharmaceuticals, LLC

     

Term Loan, 4.50%, Maturing November 1, 2019

     3,143        3,148,069  

Arbor Pharmaceuticals, Inc.

     

Term Loan, 6.00%, Maturing July 5, 2023

     2,840        2,863,666  

DPx Holdings B.V.

     

Term Loan, 4.25%, Maturing March 11, 2021

     2,585        2,605,564  

 

6

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

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

     

Term Loan, 3.81%, Maturing September 26, 2022

     2,599      $ 2,598,028  

Horizon Pharma, Inc.

     

Term Loan, 5.00%, Maturing May 7, 2021

     1,207        1,224,724  

Term Loan, 5.50%, Maturing May 7, 2021

     2,175        2,199,469  

Jaguar Holding Company II

     

Term Loan, 4.25%, Maturing August 18, 2022

     6,671        6,725,471  

Mallinckrodt International Finance S.A.

     

Term Loan, 3.50%, Maturing March 19, 2021

     1,483        1,480,746  

Valeant Pharmaceuticals International, Inc.

     

Term Loan, 4.53%, Maturing October 20, 2018

     1,204        1,203,750  

Term Loan, 5.27%, Maturing December 11, 2019

     1,028        1,031,524  

Term Loan, 5.27%, Maturing August 5, 2020

     3,031        3,040,176  

Term Loan, 5.53%, Maturing April 1, 2022

     6,919        6,947,836  
     

 

 

 
      $ 37,849,296  
     

 

 

 

Ecological Services and Equipment — 1.3%

     

Advanced Disposal Services, Inc.

     

Term Loan, 3.50%, Maturing November 10, 2023

     2,097      $ 2,119,927  

EnergySolutions, LLC

     

Term Loan, 6.75%, Maturing May 29, 2020

     3,262        3,303,279  

GFL Environmental, Inc.

     

Term Loan, 4.75%, Maturing September 27, 2023

   CAD  1,397        1,073,199  

Term Loan, 3.75%, Maturing September 29, 2023

     848        851,584  
     

 

 

 
      $ 7,347,989  
     

 

 

 

Electronics/Electrical — 12.3%

     

Answers Corporation

     

Term Loan, 0.00%, Maturing October 3, 2021(5)

     2,071      $ 1,066,549  

Applied Systems, Inc.

     

Term Loan, 4.00%, Maturing January 25, 2021

     1,094        1,103,943  

Aptean, Inc.

     

Term Loan, 6.00%, Maturing December 20, 2022

     1,900        1,927,708  

Avast Software B.V.

     

Term Loan, 5.00%, Maturing September 30, 2022

     1,950        1,981,397  

Campaign Monitor Finance Pty. Limited

     

Term Loan, 6.25%, Maturing March 18, 2021

     689        671,946  

CommScope, Inc.

     

Term Loan, 3.28%, Maturing December 29, 2022

     913        924,095  

Cypress Semiconductor Corporation

     

Term Loan, 6.50%, Maturing July 5, 2021

     1,048        1,071,708  

Electrical Components International, Inc.

     

Term Loan, 5.75%, Maturing May 28, 2021

     1,355        1,364,155  

Entegris, Inc.

     

Term Loan, 3.53%, Maturing April 30, 2021

     254        256,197  

Excelitas Technologies Corp.

     

Term Loan, 6.00%, Maturing October 31, 2020

     814        800,431  

Eze Castle Software, Inc.

     

Term Loan, 4.00%, Maturing April 6, 2020

     1,485        1,488,722  

Term Loan, 4.50%, Maturing April 6, 2020

     995        1,000,597  

Go Daddy Operating Company, LLC

     

Term Loan, 4.25%, Maturing May 13, 2021

     4,431        4,462,894  

Hyland Software, Inc.

     

Term Loan, 4.50%, Maturing July 1, 2022

     1,871        1,882,962  

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

     550        558,708  

 

7

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Infoblox, Inc.

     

Term Loan, 6.00%, Maturing November 1, 2023

     1,575      $ 1,579,594  

Infor (US), Inc.

     

Term Loan, 3.75%, Maturing June 3, 2020

     6,025        6,020,471  

Informatica Corporation

     

Term Loan, 4.50%, Maturing August 5, 2022

     3,382        3,375,846  

Lattice Semiconductor Corporation

     

Term Loan, 5.51%, Maturing March 10, 2021

     562        562,220  

M/A-COM Technology Solutions Holdings, Inc.

     

Term Loan, 4.52%, Maturing May 7, 2021

     810        823,512  

MA FinanceCo., LLC

     

Term Loan, 4.79%, Maturing November 20, 2019

     908        917,223  

Term Loan, 4.79%, Maturing November 19, 2021

     1,932        1,953,924  

Magic Newco, LLC

     

Term Loan, 5.00%, Maturing December 12, 2018

     1,341        1,347,976  

MH Sub I, LLC

     

Term Loan, 4.75%, Maturing July 8, 2021

     1,223        1,231,971  

Microsemi Corporation

     

Term Loan, 3.02%, Maturing January 15, 2023

     566        570,254  

MTS Systems Corporation

     

Term Loan, 5.03%, Maturing July 5, 2023

     1,297        1,315,391  

NXP B.V.

     

Term Loan, 3.24%, Maturing December 7, 2020

     931        936,392  

Renaissance Learning, Inc.

     

Term Loan, 4.75%, Maturing April 9, 2021

     2,154        2,165,342  

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

     225        225,187  

Rocket Software, Inc.

     

Term Loan, 5.25%, Maturing October 14, 2023

     1,172        1,184,620  

SGS Cayman L.P.

     

Term Loan, 6.00%, Maturing April 23, 2021

     198        191,473  

SkillSoft Corporation

     

Term Loan, 5.75%, Maturing April 28, 2021

     4,217        3,845,670  

SS&C Technologies, Inc.

     

Term Loan, 4.03%, Maturing July 8, 2022

     162        164,414  

Term Loan, 4.03%, Maturing July 8, 2022

     1,693        1,713,235  

SurveyMonkey, Inc.

     

Term Loan, 6.25%, Maturing February 5, 2019

     1,996        2,024,918  

Sutherland Global Services, Inc.

     

Term Loan, 6.00%, Maturing April 23, 2021

     852        822,561  

Synchronoss Technologies, Inc.

     

Term Loan, 4.08%, Maturing January 12, 2024

     775        779,198  

Syncsort Incorporated

     

Term Loan, 6.25%, Maturing December 9, 2022

     725        726,586  

Uber Technologies

     

Term Loan, 5.00%, Maturing July 13, 2023

     4,218        4,250,351  

Veritas US, Inc.

     

Term Loan, 6.63%, Maturing January 27, 2023

     2,211        2,102,338  

VF Holding Corp.

     

Term Loan, 4.25%, Maturing June 30, 2023

     2,294        2,314,529  

Wall Street Systems Delaware, Inc.

     

Term Loan, 4.75%, Maturing August 23, 2023

     1,144        1,147,862  

Western Digital Corporation

     

Term Loan, 4.53%, Maturing April 29, 2023

     1,970        1,995,958  

 

8

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Zebra Technologies Corporation

     

Term Loan, 3.45%, Maturing October 27, 2021

     1,577      $ 1,592,962  
     

 

 

 
      $ 68,443,990  
     

 

 

 

Equipment Leasing — 0.8%

     

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.

     

Term Loan, Maturing July 20, 2020(4)

     275      $ 277,750  

Term Loan, Maturing January 13, 2022(4)

     4,100        4,157,228  
     

 

 

 
      $ 4,434,978  
     

 

 

 

Financial Intermediaries — 4.1%

     

Americold Realty Operating Partnership L.P.

     

Term Loan, 4.75%, Maturing December 1, 2022

     412      $ 418,744  

Armor Holding II, LLC

     

Term Loan, 5.75%, Maturing June 26, 2020

     1,956        1,941,572  

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

     1,525        1,492,594  

Citco Funding, LLC

     

Term Loan, 4.25%, Maturing June 29, 2018

     1,967        1,972,086  

Coinstar, LLC

     

Term Loan, 5.25%, Maturing September 27, 2023

     474        479,883  

Donnelley Financial Solutions, Inc.

     

Term Loan, 5.00%, Maturing September 30, 2023

     471        477,512  

Grosvenor Capital Management Holdings, LLP

     

Term Loan, 3.75%, Maturing January 4, 2021

     898        902,771  

Guggenheim Partners, LLC

     

Term Loan, 3.53%, Maturing July 21, 2023

     1,147        1,156,772  

Harbourvest Partners, LLC

     

Term Loan, 3.27%, Maturing February 4, 2021

     676        678,091  

Medley, LLC

     

Term Loan, 6.50%, Maturing June 15, 2019(3)

     62        57,568  

MIP Delaware, LLC

     

Term Loan, 4.00%, Maturing March 9, 2020

     297        298,696  

NXT Capital, Inc.

     

Term Loan, 5.50%, Maturing November 22, 2022

     2,200        2,233,000  

Ocwen Financial Corporation

     

Term Loan, 6.00%, Maturing December 5, 2020

     400        404,833  

Quality Care Properties, Inc.

     

Term Loan, 6.25%, Maturing October 31, 2022

     2,600        2,664,189  

Sesac Holdco II, LLC

     

Term Loan, 5.25%, Maturing February 8, 2019

     936        938,726  

Walker & Dunlop, Inc.

     

Term Loan, 5.25%, Maturing December 11, 2020

     2,117        2,137,734  

Walter Investment Management Corp.

     

Term Loan, 4.75%, Maturing December 18, 2020

     4,611        4,444,945  
     

 

 

 
      $ 22,699,716  
     

 

 

 

Food Products — 4.8%

     

AdvancePierre Foods, Inc.

     

Term Loan, 4.00%, Maturing June 2, 2023

     1,485      $ 1,504,679  

Blue Buffalo Company Ltd.

     

Term Loan, 3.75%, Maturing August 8, 2019

     1,245        1,256,092  

Clearwater Seafoods Limited Partnership

     

Term Loan, 4.75%, Maturing June 26, 2019

     848        851,269  

Del Monte Foods, Inc.

     

Term Loan, 4.25%, Maturing February 18, 2021

     1,179        1,067,854  

Term Loan - Second Lien, 8.45%, Maturing August 18, 2021

     1,500        1,072,500  

 

9

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Dole Food Company, Inc.

     

Term Loan, 4.60%, Maturing November 1, 2018

     2,249      $ 2,263,052  

High Liner Foods Incorporated

     

Term Loan, 4.25%, Maturing April 24, 2021

     759        761,496  

JBS USA, LLC

     

Term Loan, 3.75%, Maturing May 25, 2018

     862        864,737  

Term Loan, 3.75%, Maturing September 18, 2020

     1,524        1,526,632  

Term Loan, 4.00%, Maturing October 30, 2022

     668        672,009  

Term Loan, Maturing October 30, 2022(4)

     6,300        6,331,500  

Keurig Green Mountain, Inc.

     

Term Loan, 5.31%, Maturing March 3, 2023

     491        498,880  

Nature’s Bounty Co. (The)

     

Term Loan, 5.00%, Maturing May 5, 2023

     3,706        3,737,260  

Term Loan, 6.25%, Maturing May 5, 2023

   GBP 995        1,268,920  

Oak Tea, Inc.

     

Term Loan, 3.50%, Maturing July 2, 2022

     1,132        1,139,991  

Pinnacle Foods Finance, LLC

     

Term Loan, Maturing January 27, 2024(4)

     800        799,000  

R&R Ice Cream PLC

     

Term Loan, 3.00%, Maturing September 29, 2023

   EUR  1,250        1,372,883  
     

 

 

 
      $ 26,988,754  
     

 

 

 

Food Service — 3.4%

     

1011778 B.C. Unlimited Liability Company

     

Term Loan, 3.75%, Maturing December 10, 2021

     4,640      $ 4,689,128  

Centerplate, Inc.

     

Term Loan, 4.75%, Maturing November 26, 2019

     995        993,401  

Focus Brands, Inc.

     

Term Loan, 5.00%, Maturing October 3, 2023

     346        350,766  

Landry’s, Inc.

     

Term Loan, 4.00%, Maturing October 4, 2023

     2,575        2,603,050  

Manitowoc Foodservice, Inc.

     

Term Loan, 5.75%, Maturing March 3, 2023

     1,434        1,459,151  

NPC International, Inc.

     

Term Loan, 4.75%, Maturing December 28, 2018

     1,620        1,625,260  

Seminole Hard Rock Entertainment, Inc.

     

Term Loan, 3.75%, Maturing May 14, 2020

     265        267,310  

TKC Holdings, Inc.

     

Term Loan, Maturing January 13, 2023(4)

     1,025        1,019,875  

Weight Watchers International, Inc.

     

Term Loan, 4.19%, Maturing April 2, 2020

     5,665        5,047,442  

Yum! Brands, Inc.

     

Term Loan, 3.52%, Maturing June 16, 2023

     970        984,434  
     

 

 

 
      $ 19,039,817  
     

 

 

 

Food/Drug Retailers — 2.0%

     

Albertsons, LLC

     

Term Loan, 3.78%, Maturing August 22, 2021

     1,338      $ 1,346,650  

Term Loan, 4.25%, Maturing December 22, 2022

     1,496        1,507,472  

Term Loan, 4.06%, Maturing June 22, 2023

     3,747        3,775,384  

Rite Aid Corporation

     

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

     1,450        1,457,930  

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

     1,500        1,506,875  

 

10

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Supervalu, Inc.

     

Term Loan, 5.50%, Maturing March 21, 2019

     1,709      $ 1,721,862  
     

 

 

 
      $ 11,316,173  
     

 

 

 

Forest Products — 0.2%

     

Expera Specialty Solutions, LLC

     

Term Loan, 5.75%, Maturing November 3, 2023

     1,047      $ 1,057,849  
     

 

 

 
      $ 1,057,849  
     

 

 

 

Health Care — 15.1%

     

Acadia Healthcare Company, Inc.

     

Term Loan, 3.78%, Maturing February 11, 2022

     245      $ 246,940  

ADMI Corp.

     

Term Loan, 5.28%, Maturing April 30, 2022

     320        322,686  

Akorn, Inc.

     

Term Loan, 5.25%, Maturing April 16, 2021

     836        848,457  

Alere, Inc.

     

Term Loan, 4.25%, Maturing June 18, 2022

     1,583        1,586,426  

Alliance Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing June 3, 2019

     1,193        1,182,120  

Ardent Legacy Acquisitions, Inc.

     

Term Loan, 6.50%, Maturing August 4, 2021

     1,030        1,033,011  

Auris Luxembourg III S.a.r.l.

     

Term Loan, 4.25%, Maturing January 15, 2022

     761        768,605  

Beaver-Visitec International, Inc.

     

Term Loan, 6.00%, Maturing August 21, 2023

     798        798,000  

BioClinica, Inc.

     

Term Loan, 5.25%, Maturing October 20, 2023

     675        682,594  

BSN Medical, Inc.

     

Term Loan, 4.00%, Maturing August 28, 2019

     569        569,588  

CareCore National, LLC

     

Term Loan, 5.50%, Maturing March 5, 2021

     3,429        3,428,895  

CeramTec Acquisition Corporation

     

Term Loan, 4.25%, Maturing August 30, 2020

     32        32,547  

CHG Healthcare Services, Inc.

     

Term Loan, 4.75%, Maturing June 7, 2023

     2,160        2,181,745  

Community Health Systems, Inc.

     

Term Loan, 3.75%, Maturing December 31, 2019

     2,479        2,360,349  

Term Loan, 4.00%, Maturing January 27, 2021

     2,637        2,500,391  

Concentra, Inc.

     

Term Loan, 4.00%, Maturing June 1, 2022

     494        497,580  

Convatec, Inc.

     

Term Loan, 3.28%, Maturing October 31, 2023

     575        579,492  

CPI Buyer, LLC

     

Term Loan, 5.50%, Maturing August 15, 2021

     987        981,819  

DaVita HealthCare Partners, Inc.

     

Term Loan, 3.53%, Maturing June 24, 2021

     3,144        3,190,066  

DJO Finance, LLC

     

Term Loan, 4.25%, Maturing June 8, 2020

     2,118        2,072,307  

Envision Healthcare Corporation

     

Term Loan, 4.00%, Maturing December 1, 2023

     6,075        6,138,915  

Faenza Acquisition GmbH

     

Term Loan, 4.25%, Maturing August 30, 2020

     86        86,946  

Term Loan, 4.25%, Maturing August 30, 2020

     286        287,312  

 

11

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Genoa, a QoL Healthcare Company, LLC

     

Term Loan, 4.75%, Maturing October 28, 2023

     2,095      $ 2,108,628  

Global Healthcare Exchange, LLC

     

Term Loan, 5.25%, Maturing August 15, 2022

     1,062        1,069,578  

Greatbatch Ltd.

     

Term Loan, 5.25%, Maturing October 27, 2022

     2,632        2,650,710  

Grifols Worldwide Operations USA, Inc.

     

Term Loan, Maturing January 31, 2025(4)

     3,400        3,424,082  

Iasis Healthcare, LLC

     

Term Loan, 4.50%, Maturing May 3, 2018

     1,580        1,576,051  

Indivior Finance S.a.r.l.

     

Term Loan, 7.04%, Maturing December 19, 2019

     923        929,419  

inVentiv Health, Inc.

     

Term Loan, 4.75%, Maturing November 9, 2023

     3,325        3,353,798  

Kindred Healthcare, Inc.

     

Term Loan, 4.31%, Maturing April 9, 2021

     1,463        1,468,604  

Kinetic Concepts, Inc.

     

Term Loan, 5.00%, Maturing November 4, 2020

     5,876        5,893,347  

Term Loan, Maturing January 25, 2024(4)

     2,675        2,661,625  

KUEHG Corp.

     

Term Loan, 5.25%, Maturing August 12, 2022

     2,006        2,018,995  

Medical Depot Holdings, Inc.

     

Term Loan, 6.50%, Maturing January 3, 2023

     725        681,935  

MMM Holdings, Inc.

     

Term Loan, 10.25%, Maturing June 30, 2019

     419        412,634  

MPH Acquisition Holdings, LLC

     

Term Loan, 5.00%, Maturing June 7, 2023

     3,682        3,737,999  

MSO of Puerto Rico, Inc.

     

Term Loan, 9.75%, Maturing December 12, 2017

     305        299,983  

National Mentor Holdings, Inc.

     

Term Loan, 4.25%, Maturing January 31, 2021

     1,008        1,011,659  

National Surgical Hospitals, Inc.

     

Term Loan, 4.50%, Maturing June 1, 2022

     992        995,545  

New Millennium Holdco, Inc.

     

Term Loan, 7.50%, Maturing December 21, 2020

     501        252,880  

Onex Carestream Finance L.P.

     

Term Loan, 5.00%, Maturing June 7, 2019

     2,403        2,312,504  

Opal Acquisition, Inc.

     

Term Loan, 5.00%, Maturing November 27, 2020

     2,076        1,943,883  

Ortho-Clinical Diagnostics, Inc.

     

Term Loan, 4.75%, Maturing June 30, 2021

     2,846        2,831,035  

Press Ganey Holdings, Inc.

     

Term Loan, 4.25%, Maturing October 21, 2023

     750        753,281  

Quintiles IMS Incorporated

     

Term Loan, 3.52%, Maturing March 17, 2021

     1,913        1,930,209  

RadNet, Inc.

     

Term Loan, 4.80%, Maturing July 1, 2023

     1,407        1,411,292  

Select Medical Corporation

     

Term Loan, 6.02%, Maturing June 1, 2018

     1,095        1,104,276  

Sterigenics-Nordion Holdings, LLC

     

Term Loan, 4.25%, Maturing May 15, 2022

     691        695,130  

Team Health, Inc.

     

Term Loan, Maturing January 17, 2024(4)

     2,025        2,025,000  

 

12

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Tecomet, Inc.

     

Term Loan, 5.75%, Maturing December 5, 2021

     2,127      $ 2,132,318  
     

 

 

 
      $ 84,063,191  
     

 

 

 

Home Furnishings — 0.8%

     

Serta Simmons Bedding, LLC

     

Term Loan, 4.50%, Maturing November 8, 2023

     4,450      $ 4,452,781  
     

 

 

 
      $ 4,452,781  
     

 

 

 

Industrial Equipment — 6.6%

     

Apex Tool Group, LLC

     

Term Loan, 4.50%, Maturing January 31, 2020

     2,479      $ 2,436,977  

Blount International, Inc.

     

Term Loan, 7.25%, Maturing April 12, 2023

     1,144        1,158,553  

Coherent Holding GmbH

     

Term Loan, 4.25%, Maturing November 7, 2023

   EUR  1,197        1,318,206  

Delachaux S.A.

     

Term Loan, 4.50%, Maturing October 28, 2021

     417        417,088  

Doosan Infracore International, Inc.

     

Term Loan, 4.50%, Maturing May 28, 2021

     802        813,747  

EWT Holdings III Corp.

     

Term Loan, 4.75%, Maturing January 15, 2021

     912        919,058  

Term Loan, 5.50%, Maturing January 15, 2021

     571        579,248  

Filtration Group Corporation

     

Term Loan, 4.25%, Maturing November 21, 2020

     183        183,935  

Term Loan, Maturing November 21, 2020(4)

     417        420,241  

Gardner Denver, Inc.

     

Term Loan, 4.56%, Maturing July 30, 2020

     6,153        6,093,312  

Term Loan, 4.75%, Maturing July 30, 2020

   EUR 387        418,114  

Gates Global, LLC

     

Term Loan, 4.25%, Maturing July 6, 2021

     5,849        5,843,514  

Husky Injection Molding Systems Ltd.

     

Term Loan, 4.25%, Maturing June 30, 2021

     2,845        2,865,383  

Milacron, LLC

     

Term Loan, 4.25%, Maturing September 28, 2020

     1,122        1,123,139  

Term Loan, Maturing June 20, 2023(4)

     2,800        2,821,000  

Paladin Brands Holding, Inc.

     

Term Loan, 7.25%, Maturing August 16, 2019

     1,542        1,433,685  

Paternoster Holding IV GmbH

     

Term Loan, 7.13%, Maturing March 31, 2022

   EUR 900        981,417  

Rexnord, LLC

     

Term Loan, 3.77%, Maturing August 21, 2023

     3,810        3,837,885  

Signode Industrial Group US, Inc.

     

Term Loan, 4.00%, Maturing May 1, 2021

     1,000        1,012,066  

STS Operating, Inc.

     

Term Loan, 4.77%, Maturing February 12, 2021

     286        277,364  

Tank Holding Corp.

     

Term Loan, 5.25%, Maturing March 16, 2022

     1,131        1,123,525  

Unifrax Corporation

     

Term Loan, 4.25%, Maturing November 28, 2018

     962        961,898  
     

 

 

 
      $ 37,039,355  
     

 

 

 

Insurance — 4.4%

     

Alliant Holdings I, Inc.

     

Term Loan, 4.50%, Maturing August 12, 2022

     2,369      $ 2,386,767  

 

13

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

AmWINS Group, Inc.

     

Term Loan, Maturing January 25, 2024(4)

     2,175      $ 2,187,574  

AssuredPartners, Inc.

     

Term Loan, 5.25%, Maturing October 21, 2022

     966        980,453  

Term Loan - Second Lien, 10.00%, Maturing October 20, 2023

     1,100        1,116,500  

Asurion, LLC

     

Term Loan, 4.03%, Maturing July 8, 2020

     388        391,551  

Term Loan, 4.25%, Maturing August 4, 2022

     4,966        5,022,615  

Term Loan, 4.75%, Maturing November 3, 2023

     1,820        1,841,828  

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

     2,300        2,330,187  

Cunningham Lindsey U.S., Inc.

     

Term Loan, 5.03%, Maturing December 10, 2019

     1,855        1,600,385  

Term Loan - Second Lien, 9.32%, Maturing June 10, 2020

     1,000        812,200  

Hub International Limited

     

Term Loan, 4.00%, Maturing October 2, 2020

     2,734        2,744,682  

NFP Corp.

     

Term Loan, 4.50%, Maturing January 8, 2024

     425        430,932  

USI, Inc.

     

Term Loan, 4.25%, Maturing December 27, 2019

     2,539        2,549,562  
     

 

 

 
      $ 24,395,236  
     

 

 

 

Leisure Goods/Activities/Movies — 5.4%

     

AMC Entertainment, Inc.

     

Term Loan, 3.52%, Maturing December 15, 2022

     2,148      $ 2,170,968  

Term Loan, 3.53%, Maturing December 15, 2023

     550        555,729  

Ancestry.com Operations, Inc.

     

Term Loan, 5.25%, Maturing October 19, 2023

     2,150        2,175,196  

Bombardier Recreational Products, Inc.

     

Term Loan, 4.04%, Maturing June 30, 2023

     4,378        4,411,746  

Bright Horizons Family Solutions, Inc.

     

Term Loan, 3.52%, Maturing November 7, 2023

     1,416        1,430,412  

CDS U.S. Intermediate Holdings, Inc.

     

Term Loan, 5.00%, Maturing July 8, 2022

     420        423,622  

ClubCorp Club Operations, Inc.

     

Term Loan, 4.00%, Maturing December 15, 2022

     1,832        1,850,082  

Emerald Expositions Holding, Inc.

     

Term Loan, 4.75%, Maturing June 17, 2020

     1,226        1,234,878  

Fender Musical Instruments Corporation

     

Term Loan, 5.75%, Maturing April 3, 2019

     234        234,522  

Lindblad Expeditions, Inc.

     

Term Loan, 5.82%, Maturing May 8, 2021

     197        198,298  

Term Loan, 5.82%, Maturing May 8, 2021

     1,529        1,536,807  

Live Nation Entertainment, Inc.

     

Term Loan, 3.31%, Maturing October 31, 2023

     2,488        2,511,677  

Match Group, Inc.

     

Term Loan, 4.20%, Maturing November 16, 2022

     503        513,187  

Nord Anglia Education Finance, LLC

     

Term Loan, 4.50%, Maturing March 31, 2021

     1,709        1,734,593  

Sabre, Inc.

     

Term Loan, 4.00%, Maturing February 19, 2019

     961        967,610  

SeaWorld Parks & Entertainment, Inc.

     

Term Loan, 3.25%, Maturing May 14, 2020

     1,720        1,702,853  

Sonifi Solutions, Inc.

     

Term Loan, 6.75%, Maturing March 28, 2018(3)

     1,073        429,155  

 

14

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

SRAM, LLC

     

Term Loan, 4.02%, Maturing April 10, 2020

     2,049      $ 2,039,242  

Steinway Musical Instruments, Inc.

     

Term Loan, 4.79%, Maturing September 19, 2019

     1,974        1,796,451  

UFC Holdings, LLC

     

Term Loan, 5.00%, Maturing August 18, 2023

     1,421        1,431,358  

WMG Acquisition Corp.

     

Term Loan, 3.75%, Maturing November 1, 2023

     788        793,135  
     

 

 

 
      $ 30,141,521  
     

 

 

 

Lodging and Casinos — 4.1%

     

Amaya Holdings B.V.

     

Term Loan, 5.00%, Maturing August 1, 2021

     4,304      $ 4,333,836  

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

     1,997        2,009,980  

Boyd Gaming Corporation

     

Term Loan, 4.00%, Maturing August 14, 2020

     151        152,105  

Term Loan, 3.76%, Maturing September 15, 2023

     823        831,754  

Caesars Entertainment Operating Company

     

Term Loan, 0.00%, Maturing March 1, 2017(5)

     924        1,046,332  

CityCenter Holdings, LLC

     

Term Loan, 3.75%, Maturing October 16, 2020

     639        646,726  

ESH Hospitality, Inc.

     

Term Loan, 3.78%, Maturing August 30, 2023

     1,297        1,307,171  

Four Seasons Holdings, Inc.

     

Term Loan, 4.00%, Maturing November 30, 2023

     925        937,141  

Golden Nugget, Inc.

     

Term Loan, 4.50%, Maturing November 21, 2019

     127        128,410  

Term Loan, 4.54%, Maturing November 21, 2019

     296        299,624  

Hilton Worldwide Finance, LLC

     

Term Loan, 3.50%, Maturing October 26, 2020

     291        293,702  

Term Loan, 3.27%, Maturing October 25, 2023

     3,956        4,001,567  

La Quinta Intermediate Holdings, LLC

     

Term Loan, 3.77%, Maturing April 14, 2021

     770        773,785  

MGM Growth Properties Operating Partnership L.P.

     

Term Loan, 3.53%, Maturing April 25, 2023

     1,911        1,926,086  

Playa Resorts Holding B.V.

     

Term Loan, 4.00%, Maturing August 9, 2019

     484        485,715  

Scientific Games International, Inc.

     

Term Loan, 6.00%, Maturing October 18, 2020

     2,769        2,799,661  

Term Loan, 6.01%, Maturing October 1, 2021

     482        487,358  

Tropicana Entertainment, Inc.

     

Term Loan, 4.00%, Maturing November 27, 2020

     363        363,719  
     

 

 

 
      $ 22,824,672  
     

 

 

 

Nonferrous Metals/Minerals — 1.8%

     

Alpha Natural Resources, LLC

     

Term Loan, 11.04%, Maturing July 25, 2019

     300      $ 329,946  

Arch Coal, Inc.

     

Term Loan, 10.00%, Maturing October 5, 2021

     609        619,681  

Dynacast International, LLC

     

Term Loan, 4.50%, Maturing January 28, 2022

     664        668,911  

Fairmount Santrol, Inc.

     

Term Loan, 4.50%, Maturing September 5, 2019

     2,967        2,907,521  

Global Brass & Copper, Inc.

     

Term Loan, 5.25%, Maturing July 18, 2023

     823        833,224  

 

15

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Murray Energy Corporation

     

Term Loan, 8.25%, Maturing April 16, 2020

     1,924      $ 1,828,468  

Noranda Aluminum Acquisition Corporation

     

Term Loan, 0.00%, Maturing February 28, 2019(3)(5)

     1,009        179,677  

Oxbow Carbon, LLC

     

Term Loan, 4.25%, Maturing July 19, 2019

     294        294,551  

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

     2,125        2,127,656  

United Central Industrial Supply Company, LLC

     

Term Loan - Second Lien, 15.00%, (0.00% Cash, 15.00% PIK), Maturing April 9, 2019(3)

     553        197,892  
     

 

 

 
      $ 9,987,527  
     

 

 

 

Oil and Gas — 4.1%

     

Ameriforge Group, Inc.

     

Term Loan, 0.00%, Maturing December 19, 2019(5)

     2,995      $ 1,692,039  

Bronco Midstream Funding, LLC

     

Term Loan, 5.00%, Maturing August 15, 2020

     1,751        1,755,378  

CITGO Holding, Inc.

     

Term Loan, 9.50%, Maturing May 12, 2018

     798        813,600  

CITGO Petroleum Corporation

     

Term Loan, 4.50%, Maturing July 29, 2021

     953        956,875  

Crestwood Holdings, LLC

     

Term Loan, 9.00%, Maturing June 19, 2019

     1,680        1,676,382  

Fieldwood Energy, LLC

     

Term Loan, 3.88%, Maturing October 1, 2018

     1,027        992,980  

Term Loan, 8.00%, Maturing August 31, 2020

     550        534,187  

Term Loan, 8.38%, Maturing September 30, 2020

     727        657,848  

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

     973        771,179  

Floatel International Ltd.

     

Term Loan, 6.00%, Maturing June 27, 2020

     682        562,789  

MEG Energy Corp.

     

Term Loan, 4.54%, Maturing December 31, 2023

     6,846        6,887,152  

Paragon Offshore Finance Company

     

Term Loan, 5.50%, Maturing July 18, 2021

     839        352,538  

Samson Investment Company

     

Term Loan - Second Lien, 0.00%, Maturing September 25, 2018(5)

     1,850        531,875  

Seadrill Partners Finco, LLC

     

Term Loan, 4.00%, Maturing February 21, 2021

     3,208        2,368,250  

Sheridan Investment Partners II L.P.

     

Term Loan, 4.44%, Maturing December 16, 2020

     35        31,024  

Term Loan, 4.44%, Maturing December 16, 2020

     93        83,188  

Term Loan, 4.44%, Maturing December 16, 2020

     672        598,010  

Sheridan Production Partners I, LLC

     

Term Loan, 4.45%, Maturing October 1, 2019

     114        101,385  

Term Loan, 4.45%, Maturing October 1, 2019

     187        165,986  

Term Loan, 4.45%, Maturing October 1, 2019

     1,413        1,252,647  

Southcross Holdings Borrower L.P.

     

Term Loan, 9.00%, (3.50% Cash, 5.50% PIK), Maturing April 13, 2023

     55        44,873  
     

 

 

 
      $ 22,830,185  
     

 

 

 

Publishing — 2.8%

     

682534 N.B., Inc.

     

Term Loan, 12.00%, (8.00% Cash, 4.00% PIK), Maturing October 1, 2020

     338      $ 185,731  

Ascend Learning, LLC

     

Term Loan, 5.50%, Maturing July 31, 2019

     1,724        1,737,255  

 

16

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Getty Images, Inc.

     

Term Loan, 4.75%, Maturing October 18, 2019

     5,315      $ 4,600,766  

Laureate Education, Inc.

     

Term Loan, 5.00%, Maturing June 15, 2018

     3,582        3,607,007  

LSC Communications, Inc.

     

Term Loan, 7.00%, Maturing September 30, 2022

     1,208        1,220,417  

Merrill Communications, LLC

     

Term Loan, 6.29%, Maturing June 1, 2022

     591        590,562  

ProQuest, LLC

     

Term Loan, 5.75%, Maturing October 24, 2021

     1,646        1,660,780  

Springer Science+Business Media Deutschland GmbH

     

Term Loan, 4.50%, Maturing August 14, 2020

     1,408        1,411,628  

Tweddle Group, Inc.

     

Term Loan, 7.04%, Maturing October 24, 2022

     800        796,000  
     

 

 

 
      $ 15,810,146  
     

 

 

 

Radio and Television — 4.3%

     

ALM Media Holdings, Inc.

     

Term Loan, 5.50%, Maturing July 31, 2020

     401      $ 380,036  

AP NMT Acquisition B.V.

     

Term Loan, 6.75%, Maturing August 13, 2021

     1,940        1,779,109  

CBS Radio, Inc.

     

Term Loan, 4.50%, Maturing October 17, 2023

     1,200        1,212,294  

Cumulus Media Holdings, Inc.

     

Term Loan, 4.25%, Maturing December 23, 2020

     4,137        2,736,503  

Entercom Radio, LLC

     

Term Loan, 4.50%, Maturing November 1, 2023

     969        981,828  

Gray Television, Inc.

     

Term Loan, 3.96%, Maturing June 13, 2021

     245        246,439  

Hubbard Radio, LLC

     

Term Loan, 4.25%, Maturing May 27, 2022

     570        570,435  

iHeartCommunications, Inc.

     

Term Loan, 7.53%, Maturing January 30, 2019

     2,132        1,792,320  

Term Loan, 8.28%, Maturing July 30, 2019

     364        305,996  

Mission Broadcasting, Inc.

     

Term Loan, 3.77%, Maturing January 17, 2024

     314        317,790  

Nexstar Broadcasting, Inc.

     

Term Loan, 3.77%, Maturing January 17, 2024

     3,411        3,449,116  

Raycom TV Broadcasting, LLC

     

Term Loan, 3.78%, Maturing August 4, 2021

     830        830,172  

Sinclair Television Group, Inc.

     

Term Loan, 3.03%, Maturing January 3, 2024

     481        483,445  

Univision Communications, Inc.

     

Term Loan, 4.00%, Maturing March 1, 2020

     4,083        4,094,840  

Term Loan, 4.00%, Maturing March 1, 2020

     4,663        4,679,038  
     

 

 

 
      $ 23,859,361  
     

 

 

 

Retailers (Except Food and Drug) — 6.9%

     

B&M Retail Limited

     

Term Loan, 2.98%, Maturing May 21, 2019

   GBP 350      $ 440,116  

Term Loan, 3.48%, Maturing April 28, 2020

   GBP 275        346,166  

Bass Pro Group, LLC

     

Term Loan, 4.02%, Maturing June 5, 2020

     2,322        2,295,308  

Term Loan, 5.97%, Maturing December 16, 2023

     1,300        1,266,179  

 

17

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

BJ’s Wholesale Club, Inc.

     

Term Loan, Maturing January 26, 2024(4)

     975      $ 978,250  

CDW, LLC

     

Term Loan, 3.25%, Maturing August 17, 2023

     4,790        4,826,636  

Coinamatic Canada, Inc.

     

Term Loan, 4.25%, Maturing May 14, 2022

     44        44,369  

David’s Bridal, Inc.

     

Term Loan, 5.25%, Maturing October 11, 2019

     2,015        1,725,885  

Evergreen Acqco 1 L.P.

     

Term Loan, 5.00%, Maturing July 9, 2019

     2,137        1,986,004  

Harbor Freight Tools USA, Inc.

     

Term Loan, 3.78%, Maturing August 19, 2023

     2,562        2,589,881  

J. Crew Group, Inc.

     

Term Loan, 4.00%, Maturing March 5, 2021

     2,919        1,639,149  

Men’s Wearhouse, Inc. (The)

     

Term Loan, 4.50%, Maturing June 18, 2021

     1,416        1,399,128  

Michaels Stores, Inc.

     

Term Loan, 3.75%, Maturing January 30, 2023

     3,277        3,272,964  

Neiman Marcus Group Ltd., Inc.

     

Term Loan, 4.25%, Maturing October 25, 2020

     2,181        1,817,483  

Party City Holdings, Inc.

     

Term Loan, 4.21%, Maturing August 19, 2022

     2,465        2,474,949  

PetSmart, Inc.

     

Term Loan, 4.00%, Maturing March 11, 2022

     4,667        4,632,237  

PFS Holding Corporation

     

Term Loan, 4.50%, Maturing January 31, 2021

     2,183        2,125,493  

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

     

Term Loan, 4.50%, Maturing April 30, 2021

     512        481,163  

Rent-A-Center, Inc.

     

Term Loan, 3.91%, Maturing March 19, 2021

     426        410,266  

Toys ‘R’ Us Property Company I, LLC

     

Term Loan, 6.00%, Maturing August 21, 2019

     2,499        2,444,657  

Vivid Seats Ltd.

     

Term Loan, 6.75%, Maturing October 7, 2022

     900        905,625  

Wilton Brands, LLC

     

Term Loan, 8.50%, Maturing August 30, 2018

     375        367,754  
     

 

 

 
      $ 38,469,662  
     

 

 

 

Steel — 0.7%

     

FMG Resources (August 2006) Pty. Ltd.

     

Term Loan, 3.75%, Maturing June 30, 2019

     2,992      $ 3,012,739  

Neenah Foundry Company

     

Term Loan, 7.75%, Maturing April 26, 2019

     349        346,903  

New Day Aluminum, LLC

     

Term Loan, 10.00%, (4.00% Cash, 6.00% PIK), Maturing October 28, 2020(3)

     64        0  

Zekelman Industries, Inc.

     

Term Loan, 6.00%, Maturing June 14, 2021

     671        679,320  
     

 

 

 
      $ 4,038,962  
     

 

 

 

Surface Transport — 0.5%

     

Hertz Corporation (The)

     

Term Loan, 3.53%, Maturing June 30, 2023

     1,020      $ 1,023,461  

Kenan Advantage Group, Inc.

     

Term Loan, 4.00%, Maturing July 31, 2022

     110        110,574  

Term Loan, 4.00%, Maturing July 31, 2022

     362        363,608  

 

18

 

 


                                                 
Borrower/Tranche Description   

Principal

Amount*

(000’s omitted)

     Value  

Stena International S.a.r.l.

     

Term Loan, 4.00%, Maturing March 3, 2021

     1,532      $ 1,419,108  
     

 

 

 
      $ 2,916,751  
     

 

 

 

Telecommunications — 4.3%

     

Consolidated Communications, Inc.

     

Term Loan, 4.00%, Maturing October 4, 2023

     1,049      $ 1,058,179  

Global Eagle Entertainment, Inc.

     

Term Loan, 7.00%, Maturing January 6, 2023

     1,175        1,180,875  

Intelsat Jackson Holdings S.A.

     

Term Loan, 3.75%, Maturing June 30, 2019

     7,550        7,444,836  

IPC Corp.

     

Term Loan, 5.50%, Maturing August 6, 2021

     2,137        2,067,487  

Mitel US Holdings, Inc.

     

Term Loan, 5.54%, Maturing April 29, 2022

     647        654,552  

Sprint Communications, Inc.

     

Term Loan, Maturing January 13, 2024(4)

     3,450        3,450,000  

Syniverse Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2019

     1,942        1,755,417  

Term Loan, 4.04%, Maturing April 23, 2019

     1,735        1,568,201  

Telesat Canada

     

Term Loan, 4.78%, Maturing November 17, 2023

     4,838        4,889,882  
     

 

 

 
      $ 24,069,429  
     

 

 

 

Utilities — 3.2%

     

Calpine Construction Finance Company L.P.

     

Term Loan, 3.03%, Maturing May 3, 2020

     1,013      $ 1,015,572  

Term Loan, 3.28%, Maturing January 31, 2022

     386        386,216  

Calpine Corporation

     

Term Loan, 3.07%, Maturing November 30, 2017

     850        852,125  

Term Loan, Maturing December 26, 2019(4)

     475        475,297  

Term Loan, 3.75%, Maturing January 15, 2024

     3,127        3,144,967  

Dayton Power & Light Company (The)

     

Term Loan, 4.03%, Maturing August 24, 2022

     550        558,594  

Dynegy Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2020

     271        272,968  

Energy Future Intermediate Holding Co., LLC

     

DIP Loan, 4.25%, Maturing June 30, 2017

     1,725        1,737,722  

Granite Acquisition, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2021

     109        109,622  

Term Loan, 5.00%, Maturing December 19, 2021

     2,417        2,441,568  

Invenergy Thermal Operating I, LLC

     

Term Loan, 6.50%, Maturing October 19, 2022

     193        187,496  

Lightstone Generation, LLC

     

Term Loan, Maturing November 22, 2023(4)

     137        138,861  

Term Loan, Maturing November 22, 2023(4)

     1,438        1,458,041  

Lonestar Generation, LLC

     

Term Loan, 5.47%, Maturing February 22, 2021

     1,299        1,267,925  

Longview Power, LLC

     

Term Loan, 7.00%, Maturing April 13, 2021

     2,733        2,473,704  

TPF II Power, LLC

     

Term Loan, 5.00%, Maturing October 2, 2021

     1,259        1,274,076  
     

 

 

 
      $ 17,794,754  
     

 

 

 

 

19

 

 


                                                 
              Value  

Total Senior Floating-Rate Loans
(identified cost $785,490,259)

      $ 775,286,063  
     

 

 

 

Corporate Bonds & Notes — 8.5%

     
Security    Principal
Amount*
(000’s omitted)
     Value  

Aerospace and Defense — 0.1%

     

CBC Ammo, LLC/CBC FinCo, Inc.

     

7.25%, 11/15/21(6)

     75      $ 75,375  

Huntington Ingalls Industries, Inc.

     

5.00%, 11/15/25(6)

     15        15,675  

Orbital ATK, Inc.

     

5.25%, 10/1/21

     45        46,800  

TransDigm, Inc.

     

6.00%, 7/15/22

     85        85,850  

6.50%, 7/15/24

     80        80,500  
     

 

 

 
      $ 304,200  
     

 

 

 

Automotive — 0.1%

     

American Axle & Manufacturing, Inc.

     

5.125%, 2/15/19

     20      $ 20,188  

General Motors Financial Co., Inc.

     

4.75%, 8/15/17

     70        71,222  

3.25%, 5/15/18

     10        10,142  

ZF North America Capital, Inc.

     

4.50%, 4/29/22(6)

     150        154,500  
     

 

 

 
      $ 256,052  
     

 

 

 

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

     

Alliance Data Systems Corp.

     

6.375%, 4/1/20(6)

     55      $ 55,963  
     

 

 

 
      $ 55,963  
     

 

 

 

Building and Development — 0.1%

     

Builders FirstSource, Inc.

     

10.75%, 8/15/23(6)

     18      $ 20,948  

Greystar Real Estate Partners, LLC

     

8.25%, 12/1/22(6)

     50        54,437  

HD Supply, Inc.

     

5.25%, 12/15/21(6)

     40        42,250  

Hillman Group, Inc. (The)

     

6.375%, 7/15/22(6)

     75        72,375  

Reliance Intermediate Holdings, L.P.

     

6.50%, 4/1/23(6)

     120        127,515  

Standard Industries, Inc.

     

5.375%, 11/15/24(6)

     70        72,537  

6.00%, 10/15/25(6)

     55        58,369  

TRI Pointe Group, Inc./TRI Pointe Homes, Inc.

     

4.375%, 6/15/19

     45        46,013  

5.875%, 6/15/24

     60        62,400  

USG Corp.

     

5.50%, 3/1/25(6)

     5        5,256  
     

 

 

 
      $ 562,100  
     

 

 

 

 

20

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Business Equipment and Services — 0.1%

     

First Data Corp.

     

6.75%, 11/1/20(6)

     274      $ 283,247  

7.00%, 12/1/23(6)

     155        164,688  

5.00%, 1/15/24(6)

     20        20,275  

FTI Consulting, Inc.

     

6.00%, 11/15/22

     40        41,750  

ServiceMaster Co., LLC (The)

     

7.45%, 8/15/27

     45        48,263  

United Rentals North America, Inc.

     

7.625%, 4/15/22

     14        14,691  

6.125%, 6/15/23

     15        15,900  
     

 

 

 
      $ 588,814  
     

 

 

 

Cable and Satellite Television — 0.3%

     

CCO Holdings, LLC/CCO Holdings Capital Corp.

     

5.25%, 9/30/22

     155      $ 160,847  

5.75%, 1/15/24

     10        10,525  

5.375%, 5/1/25(6)

     95        99,156  

5.75%, 2/15/26(6)

     45        47,798  

CSC Holdings, LLC

     

8.625%, 2/15/19

     15        16,688  

5.25%, 6/1/24

     10        10,022  

DISH DBS Corp.

     

6.75%, 6/1/21

     120        129,300  

5.875%, 7/15/22

     30        31,260  

5.875%, 11/15/24

     5        5,075  

IAC/InterActiveCorp

     

4.875%, 11/30/18

     44        44,682  

Virgin Media Secured Finance PLC

     

6.00%, 4/15/21(6)

   GBP 553        724,854  

5.50%, 1/15/25(6)

     550        565,812  
     

 

 

 
      $ 1,846,019  
     

 

 

 

Chemicals and Plastics — 0.8%

     

Hexion, Inc.

     

6.625%, 4/15/20

     4,450      $ 4,171,875  

Platform Specialty Products Corp.

     

10.375%, 5/1/21(6)

     15        16,725  

6.50%, 2/1/22(6)

     60        61,537  

Scotts Miracle-Gro Co. (The)

     

6.00%, 10/15/23(6)

     15        15,938  

Tronox Finance, LLC

     

6.375%, 8/15/20

     130        125,937  

7.50%, 3/15/22(6)

     20        19,600  

W.R. Grace & Co.

     

5.125%, 10/1/21(6)

     30        31,538  

5.625%, 10/1/24(6)

     10        10,575  
     

 

 

 
      $ 4,453,725  
     

 

 

 

Commercial Services — 0.0%(7)

     

CEB, Inc.

     

5.625%, 6/15/23(6)

     15      $ 15,938  
     

 

 

 
      $ 15,938  
     

 

 

 

 

21

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Conglomerates — 0.0%(7)

     

Belden, Inc.

     

5.50%, 9/1/22(6)

     20      $ 20,750  

Spectrum Brands, Inc.

     

6.625%, 11/15/22

     30        31,950  

5.75%, 7/15/25

     70        73,500  

TMS International Corp.

     

7.625%, 10/15/21(6)

     55        55,137  
     

 

 

 
      $ 181,337  
     

 

 

 

Consumer Products — 0.0%(7)

     

Central Garden & Pet Co.

     

6.125%, 11/15/23

     50      $ 53,750  

HRG Group, Inc.

     

7.875%, 7/15/19

     110        114,977  
     

 

 

 
      $ 168,727  
     

 

 

 

Containers and Glass Products — 0.9%

     

Berry Plastics Corp.

     

6.00%, 10/15/22

     25      $ 26,594  

Owens-Brockway Glass Container, Inc.

     

5.875%, 8/15/23(6)

     35        36,903  

6.375%, 8/15/25(6)

     15        15,984  

Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC

     

5.75%, 10/15/20

     3,875        3,994,466  

4.523%, 7/15/21(6)(8)

     950        979,688  
     

 

 

 
      $ 5,053,635  
     

 

 

 

Distribution & Wholesale — 0.0%(7)

     

American Tire Distributors, Inc.

     

10.25%, 3/1/22(6)

     50      $ 49,000  
     

 

 

 
      $ 49,000  
     

 

 

 

Diversified Financial Services — 0.0%(7)

     

Intelsat Connect Finance S.A.

     

12.50%, 4/1/22(6)

     29      $ 18,488  
     

 

 

 
      $ 18,488  
     

 

 

 

Drugs — 0.1%

     

Jaguar Holding Co. II/Pharmaceutical Product Development, LLC

     

6.375%, 8/1/23(6)

     140      $ 148,750  

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

     

4.875%, 4/15/20(6)

     30        29,700  

5.625%, 10/15/23(6)

     40        35,650  

Valeant Pharmaceuticals International, Inc.

     

6.375%, 10/15/20(6)

     55        48,606  

7.50%, 7/15/21(6)

     50        43,625  

5.625%, 12/1/21(6)

     30        23,850  

5.875%, 5/15/23(6)

     90        68,963  

6.125%, 4/15/25(6)

     20        15,050  
     

 

 

 
      $ 414,194  
     

 

 

 

Ecological Services and Equipment — 0.0%(7)

     

Clean Harbors, Inc.

     

5.25%, 8/1/20

     50      $ 51,312  

5.125%, 6/1/21

     25        25,661  

 

22

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Covanta Holding Corp.

     

5.875%, 3/1/24

     25      $ 24,938  
     

 

 

 
      $ 101,911  
     

 

 

 

Electric Utilities — 0.0%(7)

     

NRG Yield Operating, LLC

     

5.375%, 8/15/24

     25      $ 25,625  

5.00%, 9/15/26(6)

     35        34,300  
     

 

 

 
      $ 59,925  
     

 

 

 

Electronics/Electrical — 0.4%

     

Anixter, Inc.

     

5.50%, 3/1/23

     45      $ 47,081  

CommScope, Inc.

     

4.375%, 6/15/20(6)

     20        20,600  

Infor (US), Inc.

     

5.75%, 8/15/20(6)

     20        20,875  

6.50%, 5/15/22

     50        51,562  

Informatica, LLC

     

7.125%, 7/15/23(6)

     10        9,700  

Nuance Communications, Inc.

     

5.375%, 8/15/20(6)

     19        19,487  

SS&C Technologies Holdings, Inc.

     

5.875%, 7/15/23

     65        67,925  

Western Digital Corp.

     

7.375%, 4/1/23(6)

     1,425        1,572,844  

Zebra Technologies Corp.

     

7.25%, 10/15/22

     100        108,250  
     

 

 

 
      $ 1,918,324  
     

 

 

 

Equipment Leasing — 0.1%

     

International Lease Finance Corp.

     

7.125%, 9/1/18(6)

     350      $ 377,370  
     

 

 

 
      $ 377,370  
     

 

 

 

Financial Intermediaries — 0.1%

     

CIT Group, Inc.

     

5.50%, 2/15/19(6)

     45      $ 47,456  

5.375%, 5/15/20

     10        10,663  

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

     

3.50%, 3/15/17

     45        45,004  

6.00%, 8/1/20

     40        41,180  

JPMorgan Chase & Co.

     

Series S, 6.75% to 2/1/24 (9)(10)

     80        87,653  

Navient Corp.

     

5.50%, 1/15/19

     115        117,886  

5.00%, 10/26/20

     25        24,875  
     

 

 

 
      $ 374,717  
     

 

 

 

Financial Services — 0.0%(7)

     

Solera, LLC/Solera Finance, Inc.

     

10.50%, 3/1/24(6)

     10      $ 11,400  
     

 

 

 
      $ 11,400  
     

 

 

 

Food Products — 0.4%

     

Dean Foods Co.

     

6.50%, 3/15/23(6)

     45      $ 47,137  

 

23

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Iceland Bondco PLC

     

4.607%, 7/15/20(6)(8)

   GBP  1,500      $ 1,887,018  

Post Holdings, Inc.

     

6.75%, 12/1/21(6)

     20        21,250  

6.00%, 12/15/22(6)

     35        36,881  

7.75%, 3/15/24(6)

     35        38,916  

8.00%, 7/15/25(6)

     15        16,950  

WhiteWave Foods Co. (The)

     

5.375%, 10/1/22

     25        27,219  
     

 

 

 
      $ 2,075,371  
     

 

 

 

Food Service — 0.0%(7)

     

1011778 B.C. Unlimited Liability Company/New Red Finance, Inc.

     

4.625%, 1/15/22(6)

     65      $ 66,869  

6.00%, 4/1/22(6)

     125        130,471  

Yum! Brands, Inc.

     

5.30%, 9/15/19

     10        10,650  

3.75%, 11/1/21

     15        15,281  

3.875%, 11/1/23

     5        4,894  
     

 

 

 
      $ 228,165  
     

 

 

 

Food/Drug Retailers — 0.0%(7)

     

Rite Aid Corp.

     

6.125%, 4/1/23(6)

     115      $ 120,175  
     

 

 

 
      $ 120,175  
     

 

 

 

Health Care — 1.3%

     

Alere, Inc.

     

7.25%, 7/1/18

     10      $ 10,119  

6.50%, 6/15/20

     35        35,102  

6.375%, 7/1/23(6)

     65        66,097  

Capsugel S.A.

     

7.00%, 5/15/19(6)(11)

     19        19,107  

Centene Corp.

     

4.75%, 5/15/22

     20        20,400  

CHS/Community Health Systems, Inc.

     

5.125%, 8/15/18

     2,190        2,197,063  

7.125%, 7/15/20

     120        99,300  

Envision Healthcare Corp.

     

5.625%, 7/15/22

     45        46,519  

HCA Holdings, Inc.

     

6.25%, 2/15/21

     85        91,375  

HCA, Inc.

     

6.50%, 2/15/20

     15        16,425  

4.75%, 5/1/23

     1,050        1,090,687  

5.875%, 2/15/26

     25        26,063  

Hologic, Inc.

     

5.25%, 7/15/22(6)

     70        73,237  

inVentiv Group Holdings, Inc./inVentiv Health, Inc./inVentiv Health Clinical, Inc.

     

7.50%, 10/1/24(6)

     45        47,362  

Opal Acquisition, Inc.

     

8.875%, 12/15/21(6)

     50        43,250  

RegionalCare Hospital Partners Holdings, Inc.

     

8.25%, 5/1/23(6)

     2,300        2,394,875  

Surgical Care Affiliates, Inc.

     

6.00%, 4/1/23(6)

     35        38,063  

 

24

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Teleflex, Inc.

     

5.25%, 6/15/24

     20      $ 20,700  

Tenet Healthcare Corp.

     

6.00%, 10/1/20

     55        58,162  

4.375%, 10/1/21

     600        606,378  

8.125%, 4/1/22

     95        96,425  

6.75%, 6/15/23

     10        9,475  

WellCare Health Plans, Inc.

     

5.75%, 11/15/20

     120        123,825  
     

 

 

 
      $ 7,230,009  
     

 

 

 

Home Furnishings — 0.0%(7)

     

Tempur Sealy International, Inc.

     

5.625%, 10/15/23

     35      $ 35,438  
     

 

 

 
      $ 35,438  
     

 

 

 

Industrial Equipment — 0.0%(7)

     

BlueLine Rental Finance Corp.

     

7.00%, 2/1/19(6)

     60      $ 59,550  

Erickson Air-Crane, Inc., Promissory Note

     

6.00%, 11/2/20(3)(5)(12)

     50        0  

Vander Intermediate Holding II Corp.

     

9.75%, 2/1/19(6)(11)

     32        27,476  
     

 

 

 
      $ 87,026  
     

 

 

 

Insurance — 0.1%

     

Alliant Holdings Intermediate, LLC

     

8.25%, 8/1/23(6)

     40      $ 42,350  

Hub Holdings, LLC/Hub Holdings Finance, Inc.

     

8.125%, 7/15/19(6)(11)

     45        45,450  

Hub International, Ltd.

     

7.875%, 10/1/21(6)

     60        63,000  

USI, Inc.

     

7.75%, 1/15/21(6)

     100        102,187  
     

 

 

 
      $ 252,987  
     

 

 

 

Internet Software & Services — 0.0%(7)

     

Netflix, Inc.

     

5.50%, 2/15/22

     45      $ 48,431  

5.875%, 2/15/25

     55        59,813  

Riverbed Technology, Inc.

     

8.875%, 3/1/23(6)

     40        42,700  
     

 

 

 
      $ 150,944  
     

 

 

 

Leisure Goods/Activities/Movies — 0.2%

     

National CineMedia, LLC

     

6.00%, 4/15/22

     790      $ 819,625  

NCL Corp., Ltd.

     

4.625%, 11/15/20(6)

     45        46,237  

Regal Entertainment Group

     

5.75%, 3/15/22

     30        31,275  

Royal Caribbean Cruises, Ltd.

     

7.25%, 3/15/18

     50        53,125  

Sabre GLBL, Inc.

     

5.375%, 4/15/23(6)

     25        25,555  

5.25%, 11/15/23(6)

     40        40,700  

 

25

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Viking Cruises, Ltd.

     

8.50%, 10/15/22(6)

     60      $ 63,300  

6.25%, 5/15/25(6)

     40        38,600  
     

 

 

 
      $ 1,118,417  
     

 

 

 

Lodging and Casinos — 0.9%

     

Buffalo Thunder Development Authority

     

11.00%, 12/9/22(6)

     224      $ 90,134  

Caesars Entertainment Operating Co., Inc.

     

8.50%, 2/15/20(5)

     2,066        2,308,240  

9.00%, 2/15/20(5)

     492        548,333  

9.00%, 2/15/20(5)

     1,156        1,291,472  

ESH Hospitality, Inc.

     

5.25%, 5/1/25(6)

     30        30,180  

GLP Capital, L.P./GLP Financing II, Inc.

     

4.875%, 11/1/20

     75        79,125  

Hilton Worldwide Finance, LLC/Hilton Worldwide Finance Corp.

     

5.625%, 10/15/21

     110        113,290  

MGM Resorts International

     

6.625%, 12/15/21

     90        100,575  

7.75%, 3/15/22

     30        35,016  

6.00%, 3/15/23

     65        70,180  

RHP Hotel Properties, L.P./RHP Finance Corp.

 

5.00%, 4/15/23

     30        30,450  

Station Casinos, LLC

 

7.50%, 3/1/21

     55        57,338  

Tunica-Biloxi Gaming Authority

 

9.00%, 11/15/15(5)(6)

     310        116,250  
     

 

 

 
      $ 4,870,583  
     

 

 

 

Media — 0.2%

 

Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH

 

5.50%, 1/15/23(6)

     1,000      $ 1,043,750  
     

 

 

 
      $ 1,043,750  
     

 

 

 

Metals/Mining — 0.0%(7)

 

Eldorado Gold Corp.

 

6.125%, 12/15/20(6)

     120      $ 123,300  
     

 

 

 
      $ 123,300  
     

 

 

 

Nonferrous Metals/Minerals — 0.0%(7)

 

Imperial Metals Corp.

 

7.00%, 3/15/19(6)

     25      $ 23,875  

New Gold, Inc.

 

6.25%, 11/15/22(6)

     70        70,700  

SunCoke Energy Partners, L.P./SunCoke Energy Partners Finance Corp.

 

7.375%, 2/1/20

     55        55,137  
     

 

 

 
      $ 149,712  
     

 

 

 

Oil and Gas — 0.5%

 

Antero Resources Corp.

 

5.375%, 11/1/21

     100      $ 102,875  

5.625%, 6/1/23

     30        30,750  

Blue Racer Midstream, LLC/Blue Racer Finance Corp.

 

6.125%, 11/15/22(6)

     10        10,302  

Bonanza Creek Energy, Inc.

 

6.75%, 4/15/21(5)

     70        65,100  

 

26

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Canbriam Energy, Inc.

 

9.75%, 11/15/19(6)

     25      $ 26,406  

CITGO Petroleum Corp.

 

6.25%, 8/15/22(6)

     700        728,000  

Concho Resources, Inc.

 

5.50%, 4/1/23

     240        250,200  

CrownRock, L.P./CrownRock Finance, Inc.

 

7.125%, 4/15/21(6)

     90        94,211  

7.75%, 2/15/23(6)

     60        65,325  

CVR Refining, LLC/Coffeyville Finance, Inc.

 

6.50%, 11/1/22

     130        131,950  

Denbury Resources, Inc.

 

5.50%, 5/1/22

     20        17,250  

Endeavor Energy Resources, L.P./EER Finance, Inc.

 

7.00%, 8/15/21(6)

     95        99,987  

8.125%, 9/15/23(6)

     25        27,250  

Energy Transfer Equity, L.P.

 

5.875%, 1/15/24

     75        80,437  

EP Energy, LLC/Everest Acquisition Finance, Inc.

 

7.75%, 9/1/22

     65        60,125  

Gulfport Energy Corp.

 

6.625%, 5/1/23

     60        63,000  

Matador Resources Co.

 

6.875%, 4/15/23

     40        42,400  

Newfield Exploration Co.

 

5.625%, 7/1/24

     120        126,900  

Noble Energy, Inc.

 

5.625%, 5/1/21

     27        28,041  

PBF Holding Co., LLC/PBF Finance Corp.

 

8.25%, 2/15/20

     20        20,500  

PBF Logistics, L.P./PBF Logistics Finance Corp.

 

6.875%, 5/15/23

     45        46,012  

RSP Permian, Inc.

 

6.625%, 10/1/22

     80        84,900  

Sabine Pass Liquefaction, LLC

 

5.625%, 4/15/23

     100        109,000  

5.625%, 3/1/25

     40        43,600  

Seven Generations Energy, Ltd.

 

8.25%, 5/15/20(6)

     140        149,275  

6.75%, 5/1/23(6)

     60        64,500  

6.875%, 6/30/23(6)

     25        26,875  

Seventy Seven Energy, Inc.

 

6.50%, 7/15/22(3)(5)

     35        0  

SM Energy Co.

 

6.125%, 11/15/22

     25        25,938  

6.50%, 1/1/23

     80        82,800  

Sunoco L.P./Sunoco Finance Corp.

 

6.375%, 4/1/23

     35        36,103  

Tesoro Corp.

 

5.375%, 10/1/22

     90        93,600  

Tesoro Logistics, L.P./Tesoro Logistics Finance Corp.

 

5.50%, 10/15/19

     15        15,994  

6.25%, 10/15/22

     35        37,450  

 

27

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Triangle USA Petroleum Corp.

 

6.75%, 7/15/22(5)(6)

     35      $ 10,150  

Williams Cos., Inc. (The)

 

4.55%, 6/24/24

     5        5,088  

Williams Partners, L.P./ACMP Finance Corp.

 

4.875%, 3/15/24

     10        10,350  
     

 

 

 
      $ 2,912,644  
     

 

 

 

Publishing — 0.0%(7)

 

Laureate Education, Inc.

 

9.25%, 9/1/19(6)

     55      $ 57,681  

MHGE Parent, LLC/MHGE Parent Finance, Inc.

 

8.50%, 8/1/19(6)(11)

     20        19,100  

Tribune Media Co.

 

5.875%, 7/15/22

     35        35,525  
     

 

 

 
      $ 112,306  
     

 

 

 

Radio and Television — 0.4%

 

Clear Channel Worldwide Holdings, Inc.

 

Series A, 6.50%, 11/15/22

     50      $ 50,700  

Series B, 6.50%, 11/15/22

     90        94,410  

iHeartCommunications, Inc.

 

9.00%, 12/15/19

     953        801,116  

11.25%, 3/1/21

     45        35,437  

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

 

5.50%, 10/1/21(6)

     35        36,356  

Sirius XM Radio, Inc.

 

6.00%, 7/15/24(6)

     85        90,685  

Univision Communications, Inc.

 

6.75%, 9/15/22(6)

     746        785,165  

5.125%, 5/15/23(6)

     30        29,906  
     

 

 

 
      $ 1,923,775  
     

 

 

 

Real Estate Investment Trusts (REITs) — 0.0%(7)

 

Communications Sales & Leasing, Inc./CSL Capital, LLC

 

8.25%, 10/15/23

     10      $ 10,900  
     

 

 

 
      $ 10,900  
     

 

 

 

Retailers (Except Food and Drug) — 0.3%

 

Dollar Tree, Inc.

 

5.25%, 3/1/20

     45      $ 46,294  

5.75%, 3/1/23

     105        111,457  

Fresh Market, Inc. (The)

 

9.75%, 5/1/23(6)

     1,175        1,048,687  

Hot Topic, Inc.

 

9.25%, 6/15/21(6)

     150        158,250  

L Brands, Inc.

 

6.875%, 11/1/35

     50        49,000  

Michaels Stores, Inc.

 

5.875%, 12/15/20(6)

     45        46,294  

Murphy Oil USA, Inc.

 

6.00%, 8/15/23

     135        142,087  

Party City Holdings, Inc.

 

6.125%, 8/15/23(6)

     65        66,788  

PetSmart, Inc.

 

7.125%, 3/15/23(6)

     40        39,400  

 

28

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Sally Holdings, LLC/Sally Capital, Inc.

 

5.75%, 6/1/22

     50      $ 51,975  

Vista Outdoor, Inc.

 

5.875%, 10/1/23

     35        36,619  
     

 

 

 
      $ 1,796,851  
     

 

 

 

Road & Rail — 0.0%(7)

 

Watco Cos., LLC/Watco Finance Corp.

 

6.375%, 4/1/23(6)

     45      $ 47,363  
     

 

 

 
      $ 47,363  
     

 

 

 

Software and Services — 0.0%(7)

 

IHS Markit, Ltd.

 

5.00%, 11/1/22(6)

     60      $ 62,475  

Infor Software Parent, LLC/Infor Software Parent, Inc.

 

7.125%, 5/1/21(6)(11)

     65        67,113  
     

 

 

 
      $ 129,588  
     

 

 

 

Steel — 0.0%(7)

     

ArcelorMittal

     

7.25%, 2/25/22

     25      $ 28,313  
     

 

 

 
      $ 28,313  
     

 

 

 

Surface Transport — 0.0%(7)

     

Hertz Corp. (The)

     

6.25%, 10/15/22

     40      $ 36,500  

XPO Logistics, Inc.

     

6.50%, 6/15/22(6)

     75        78,563  
     

 

 

 
      $ 115,063  
     

 

 

 

Technology — 0.0%(7)

     

Micron Technology, Inc.

     

5.25%, 8/1/23(6)

     15      $ 15,113  

5.625%, 1/15/26(6)

     25        25,162  
     

 

 

 
      $ 40,275  
     

 

 

 

Telecommunications — 0.6%

     

Avaya, Inc.

     

9.00%, 4/1/19(5)(6)

     45      $ 36,450  

CenturyLink, Inc.

     

6.75%, 12/1/23

     40        41,300  

CommScope Technologies Finance, LLC

     

6.00%, 6/15/25(6)

     40        42,825  

Frontier Communications Corp.

     

6.25%, 9/15/21

     30        28,200  

10.50%, 9/15/22

     25        26,234  

7.625%, 4/15/24

     30        26,625  

6.875%, 1/15/25

     45        37,913  

11.00%, 9/15/25

     30        30,450  

Intelsat Jackson Holdings S.A.

     

7.25%, 10/15/20

     120        94,800  

7.50%, 4/1/21

     5        3,900  

Intelsat Luxembourg S.A.

     

7.75%, 6/1/21

     22        7,755  

Level 3 Financing, Inc.

     

5.375%, 1/15/24

     25        25,383  

 

29

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Sprint Communications, Inc.

     

7.00%, 8/15/20

     655      $ 702,488  

6.00%, 11/15/22

     5        5,100  

Sprint Corp.

     

7.25%, 9/15/21

     60        64,350  

7.875%, 9/15/23

     250        273,900  

7.625%, 2/15/25

     45        48,431  

T-Mobile USA, Inc.

     

6.25%, 4/1/21

     40        41,548  

6.633%, 4/28/21

     50        52,250  

6.731%, 4/28/22

     20        20,850  

6.625%, 4/1/23

     40        42,608  

6.375%, 3/1/25

     35        37,931  

6.50%, 1/15/26

     115        126,816  

Wind Acquisition Finance S.A.

     

4.922%, 4/30/19(6)(8)

   EUR  500        550,437  

6.50%, 4/30/20(6)

     475        494,000  

3.673%, 7/15/20(6)(8)

   EUR 475        517,249  
     

 

 

 
      $ 3,379,793  
     

 

 

 

Utilities — 0.5%

     

AES Corp. (The)

     

5.50%, 3/15/24

     25      $ 25,438  

Calpine Corp.

     

5.375%, 1/15/23

     50        49,500  

7.875%, 1/15/23(6)

     1,516        1,586,115  

5.25%, 6/1/26(6)

     1,050        1,063,125  

Dynegy, Inc.

     

6.75%, 11/1/19

     55        56,719  

7.375%, 11/1/22

     35        34,737  

7.625%, 11/1/24

     35        33,512  
     

 

 

 
      $ 2,849,146  
     

 

 

 

Total Corporate Bonds & Notes
(identified cost $48,026,462)

      $ 47,643,733  
     

 

 

 

Asset-Backed Securities — 5.7%

     
Security    Principal
Amount
(000’s omitted)
     Value  

ALM Loan Funding, Ltd.

     

Series 2015-16A, Class D, 6.373%, 7/15/27(6)(8)

   $ 1,000      $ 992,799  

Apidos CLO XIX

     

Series 2014-19A, Class E, 6.473%, 10/17/26(6)(8)

     2,100        2,080,661  

Apidos CLO XVII

     

Series 2014-17A, Class C, 4.323%, 4/17/26(6)(8)

     1,000        991,690  

Series 2014-17A, Class D, 5.773%, 4/17/26(6)(8)

     1,000        955,115  

Apidos CLO XXI

     

Series 2015-21A, Class D, 6.574%, 7/18/27(6)(8)

     1,000        950,996  

Ares CLO, Ltd.

     

Series 2014-32A, Class D, 6.606%, 11/15/25(6)(8)

     2,000        1,998,506  

Series 2015-2A, Class E2, 6.239%, 7/29/26(6)(8)

     1,000        960,784  

 

30

 

 


                                                 
Security    Principal
Amount
(000’s omitted)
     Value  

Babson CLO, Ltd.

     

Series 2013-IA, Class D, 4.53%, 4/20/25(6)(8)

   $ 350      $ 350,578  

Series 2013-IA, Class E, 5.43%, 4/20/25(6)(8)

     225        213,650  

Birchwood Park CLO, Ltd.

     

Series 2014-1A, Class E1, 6.123%, 7/15/26(6)(8)

     500        474,638  

Carlyle Global Market Strategies CLO, Ltd.

     

Series 2012-3A, Class DR, 8.472%, 10/14/28(6)(8)

     1,200        1,217,047  

Series 2014-4A, Class E, 6.223%, 10/15/26(6)(8)

     2,000        1,960,946  

Series 2015-5A, Class D, 7.13%, 1/20/28(6)(8)

     500        504,094  

Cent CLO, L.P.

     

Series 2014-22A, Class D, 6.181%, 11/7/26(6)(8)

     1,000        961,459  

Cumberland Park CLO, Ltd.

     

Series 2015-2A, Class E, 6.03%, 7/20/26(6)(8)

     1,975        1,891,145  

Dryden XL Senior Loan Fund

     

Series 2015-40A, Class E, 6.856%, 8/15/28(6)(8)

     1,000        1,002,022  

Dryden XXVIII Senior Loan Fund

     

Series 2013-28A, Class B2L, 4.806%, 8/15/25(6)(8)

     430        393,093  

Galaxy CLO, Ltd.

     

Series 2015-21A, Class E1, 6.63%, 1/20/28(6)(8)

     1,000        983,270  

Golub Capital Partners CLO, Ltd.

     

Series 2015-23A, Class E, 6.631%, 5/5/27(6)(8)

     2,000        1,932,968  

Oak Hill Credit Partners VIII, Ltd.

     

Series 2013-8A, Class D, 4.53%, 4/20/25(6)(8)

     450        448,809  

Oak Hill Credit Partners XI, Ltd.

     

Series 2015-11A, Class E, 7.73%, 10/20/28(6)(8)

     1,000        1,003,904  

Octagon Investment Partners XVI, Ltd.

     

Series 2013-1A, Class D, 4.373%, 7/17/25(6)(8)

     925        913,597  

Series 2013-1A, Class E, 5.523%, 7/17/25(6)(8)

     1,125        1,042,259  

Octagon Investment Partners XXIII, Ltd.

     

Series 2015-1A, Class E2, 7.523%, 7/15/27(6)(8)

     2,000        2,000,673  

Palmer Square CLO, Ltd.

     

Series 2015-2A, Class D, 6.48%, 7/20/27(6)(8)

     1,200        1,170,881  

Race Point CLO, Ltd.

     

Series 2012-7A, Class D, 5.133%, 11/8/24(6)(8)

     1,750        1,753,158  

Recette CLO, LLC

     

Series 2015-1A, Class E, 6.73%, 10/20/27(6)(8)

     1,000        983,863  

Westcott Park CLO, Ltd.

     

Series 2016-1A, Class E, 8.23%, 7/20/28(6)(8)

     1,600        1,624,236  
     

 

 

 

Total Asset-Backed Securities
(identified cost $30,525,035)

      $ 31,756,841  
     

 

 

 

Common Stocks — 1.0%

     
Security    Shares      Value  

Aerospace and Defense — 0.2%

     

IAP Global Services, LLC(3)(12)(13)

     55      $ 942,869  
     

 

 

 
      $ 942,869  
     

 

 

 

Automotive — 0.1%

     

Dayco Products, LLC(12)(13)

     18,702      $ 476,901  
     

 

 

 
      $ 476,901  
     

 

 

 

 

31