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, 2017

Date of Reporting Period

 

 

 


Item 1. Schedule of Investments

 


Eaton Vance

Senior Floating-Rate Trust

July 31, 2017

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 138.7%(1)

 

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

Aerospace and Defense — 2.0%

     

Accudyne Industries, LLC

     

Term Loan, 4.23%, Maturing December 13, 2019

     536      $ 535,706  

Element Materials Technology Group US Holdings, Inc.

     

Term Loan, 4.71%, Maturing June 1, 2024

     375        379,694  

IAP Worldwide Services, Inc.

     

Revolving Loan, 1.38%, Maturing July 18, 2018(2)

     311        309,209  

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

     418        336,356  

TransDigm, Inc.

     

Term Loan, 4.29%, Maturing February 28, 2020

     2,590        2,602,418  

Term Loan, 4.29%, Maturing June 4, 2021

     1,770        1,779,285  

Term Loan, 4.23%, Maturing June 9, 2023

     4,300        4,328,326  

Wesco Aircraft Hardware Corp.

     

Term Loan, 4.24%, Maturing October 4, 2021

     938        937,656  
     

 

 

 
      $ 11,208,650  
     

 

 

 

Automotive — 2.5%

     

Allison Transmission, Inc.

     

Term Loan, 3.24%, Maturing September 23, 2022

     1      $ 1,447  

American Axle and Manufacturing, Inc.

     

Term Loan, 3.49%, Maturing April 6, 2024

     3,044        3,043,933  

CS Intermediate Holdco 2, LLC

     

Term Loan, 3.55%, Maturing October 26, 2023

     597        598,950  

Dayco Products, LLC

     

Term Loan, 6.23%, Maturing May 19, 2023

     1,025        1,032,687  

FCA US, LLC

     

Term Loan, 3.23%, Maturing December 31, 2018

     1,209        1,215,348  

Federal-Mogul Holdings Corporation

     

Term Loan, 4.98%, Maturing April 15, 2021

     3,005        3,024,302  

Horizon Global Corporation

     

Term Loan, 5.73%, Maturing June 30, 2021

     360        362,742  

Sage Automotive Holdings, Inc.

     

Term Loan, 6.23%, Maturing October 27, 2022

     721        726,785  

TI Group Automotive Systems, LLC

     

Term Loan, 3.75%, Maturing June 30, 2022

   EUR 786        940,645  

Term Loan, 3.98%, Maturing June 30, 2022

     1,179        1,184,158  

Tower Automotive Holdings USA, LLC

     

Term Loan, 4.00%, Maturing March 7, 2024

     1,337        1,342,036  

Visteon Corporation

     

Term Loan, 3.55%, Maturing March 24, 2024

     627        631,003  
     

 

 

 
      $ 14,104,036  
     

 

 

 

 

1

 

 


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

Beverage and Tobacco — 0.7%

     

Arterra Wines Canada, Inc.

     

Term Loan, 4.06%, Maturing December 15, 2023

     2,139      $ 2,153,957  

Flavors Holdings, Inc.

     

Term Loan, 7.05%, Maturing April 3, 2020

     1,132        1,070,031  

Term Loan - Second Lien, 11.30%, Maturing October 3, 2021

     1,000        750,000  
     

 

 

 
      $ 3,973,988  
     

 

 

 

Brokerage/Securities Dealers/Investment Houses — 0.9%

     

Aretec Group, Inc.

     

Term Loan, 8.00%, Maturing November 23, 2020

     1,010      $ 1,025,993  

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

     2,999        2,967,199  

Resolute Investment Managers, Inc.

     

Term Loan - Second Lien, 10.06%, Maturing March 3, 2023

     275        276,375  

Salient Partners L.P.

     

Term Loan, 9.80%, Maturing May 19, 2021

     719        697,430  
     

 

 

 
      $ 4,966,997  
     

 

 

 

Building and Development — 3.3%

     

American Builders & Contractors Supply Co., Inc.

     

Term Loan, 3.73%, Maturing October 31, 2023

     2,668      $ 2,686,051  

Auction.com, LLC

     

Term Loan, 6.24%, Maturing May 12, 2019

     1,002        1,010,705  

CPG International, Inc.

     

Term Loan, 5.05%, Maturing May 3, 2024

     1,889        1,896,675  

DTZ U.S. Borrower, LLC

     

Term Loan, 4.49%, Maturing November 4, 2021

     3,858        3,877,709  

HD Supply Waterworks Ltd.

     

Term Loan, Maturing August 1, 2024(4)

     750        756,329  

Henry Company, LLC

     

Term Loan, 5.73%, Maturing October 5, 2023

     299        304,097  

Quikrete Holdings, Inc.

     

Term Loan, 3.98%, Maturing November 15, 2023

     2,612        2,620,037  

RE/MAX International, Inc.

     

Term Loan, 4.05%, Maturing December 15, 2023

     1,854        1,865,210  

Realogy Corporation

     

Term Loan, 3.48%, Maturing July 20, 2022

     567        571,456  

Summit Materials Companies I, LLC

     

Term Loan, 3.98%, Maturing July 17, 2022

     613        619,008  

Werner Co.

     

Term Loan, 7.25%, Maturing June 23, 2024

     550        552,063  

WireCo WorldGroup, Inc.

     

Term Loan, 6.70%, Maturing September 30, 2023

     571        576,394  

Term Loan - Second Lien, 10.20%, Maturing September 30, 2024

     1,350        1,359,281  
     

 

 

 
      $ 18,695,015  
     

 

 

 

Business Equipment and Services — 11.1%

     

Acosta Holdco, Inc.

     

Term Loan, 4.48%, Maturing September 26, 2021

     2,954      $ 2,711,638  

AlixPartners, LLP

     

Term Loan, 4.30%, Maturing April 4, 2024

     1,920        1,935,390  

Altisource Solutions S.a.r.l.

     

Term Loan, 4.73%, Maturing December 9, 2020

     1,257        1,115,614  

Brand Energy & Infrastructure Services, Inc.

     

Term Loan, 5.51%, Maturing June 21, 2024

     525        528,883  

 

2

 

 


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

Brickman Group Ltd., LLC

     

Term Loan, 4.23%, Maturing December 18, 2020

     782      $ 786,861  

Camelot UK Holdco Limited

     

Term Loan, 4.73%, Maturing October 3, 2023

     1,141        1,151,139  

Cast and Crew Payroll, LLC

     

Term Loan, 4.80%, Maturing August 12, 2022

     398        399,866  

Ceridian, LLC

     

Term Loan, 4.73%, Maturing September 15, 2020

     602        601,513  

Change Healthcare Holdings, Inc.

     

Term Loan, 3.98%, Maturing March 1, 2024

     6,509        6,550,271  

Corporate Capital Trust, Inc.

     

Term Loan, 4.56%, Maturing May 20, 2019

     919        932,337  

CPM Holdings, Inc.

     

Term Loan, 5.48%, Maturing April 11, 2022

     270        273,414  

Crossmark Holdings, Inc.

     

Term Loan, 4.80%, Maturing December 20, 2019

     1,138        823,662  

Education Management, LLC

     

Term Loan, 5.80%, Maturing July 2, 2020(3)

     266        188,773  

Term Loan, 8.80%, Maturing July 2, 2020(3)

     505        0  

EIG Investors Corp.

     

Term Loan, 5.24%, Maturing February 9, 2023

     3,472        3,505,463  

Extreme Reach, Inc.

     

Term Loan, 7.55%, Maturing February 7, 2020

     2,265        2,275,223  

First Data Corporation

     

Term Loan, 3.48%, Maturing July 8, 2022

     2,405        2,413,120  

Garda World Security Corporation

     

Term Loan, 7.25%, Maturing May 24, 2024

     1,922        1,943,850  

Term Loan, 8.00%, Maturing May 24, 2024

   CAD 873        700,508  

Global Payments, Inc.

     

Term Loan, 3.23%, Maturing April 22, 2023

     921        926,404  

GTCR Valor Companies, Inc.

     

Term Loan, Maturing June 20, 2023(4)

   EUR 500        590,420  

Term Loan, Maturing June 20, 2023(4)

     750        742,500  

Hayward Industries, Inc.

     

Term Loan, Maturing July 18, 2024(4)

     450        452,953  

IG Investment Holdings, LLC

     

Term Loan, 5.30%, Maturing October 31, 2021

     2,201        2,225,292  

Information Resources, Inc.

     

Term Loan, 5.48%, Maturing January 18, 2024

     848        855,559  

ION Trading Finance Limited

     

Term Loan, 3.75%, Maturing August 11, 2023

   EUR  1,008        1,209,328  

Term Loan, 4.05%, Maturing August 11, 2023

     2,019        2,011,226  

J.D. Power and Associates

     

Term Loan, 5.55%, Maturing September 7, 2023

     2,285        2,296,425  

KAR Auction Services, Inc.

     

Term Loan, 3.56%, Maturing March 11, 2021

     1,743        1,755,868  

Kronos Incorporated

     

Term Loan, 4.68%, Maturing November 1, 2023

     5,821        5,889,262  

Monitronics International, Inc.

     

Term Loan, 6.80%, Maturing September 30, 2022

     2,177        2,203,350  

PGX Holdings, Inc.

     

Term Loan, 6.49%, Maturing September 29, 2020

     1,263        1,264,907  

 

3

 

 


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

Prime Security Services Borrower, LLC

     

Term Loan, 3.98%, Maturing May 2, 2022

     2,663      $ 2,681,798  

Spin Holdco, Inc.

     

Term Loan, 4.98%, Maturing November 14, 2022

     3,210        3,211,813  

Techem GmbH

     

Term Loan, Maturing July 31, 2024(4)

   EUR 1,275        1,523,496  

Tempo Acquisition, LLC

     

Term Loan, 4.23%, Maturing May 1, 2024

     850        857,261  

Tibco Software, Inc.

     

Term Loan, Maturing December 4, 2020(4)

     500        504,297  

TNS, Inc.

     

Term Loan, 5.24%, Maturing February 14, 2020

     522        526,545  

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

     

Term Loan, 4.43%, Maturing September 2, 2021

     1,145        1,147,859  

Vestcom Parent Holdings, Inc.

     

Term Loan, 5.23%, Maturing December 19, 2023

     498        498,744  

WASH Multifamily Laundry Systems, LLC

     

Term Loan, 4.48%, Maturing May 14, 2022

     250        250,810  
     

 

 

 
      $ 62,463,642  
     

 

 

 

Cable and Satellite Television — 4.9%

     

Charter Communications Operating, LLC

     

Term Loan, 3.48%, Maturing January 15, 2024

     2,049      $ 2,065,000  

CSC Holdings, LLC

     

Term Loan, 3.48%, Maturing July 17, 2025

     3,548        3,547,983  

Numericable Group SA

     

Term Loan, 3.00%, Maturing July 31, 2025

   EUR 449        533,745  

Term Loan, 4.06%, Maturing July 31, 2025

     1,845        1,845,375  

Radiate Holdco, LLC

     

Term Loan, 4.23%, Maturing February 1, 2024

     698        690,395  

Telenet Financing USD, LLC

     

Term Loan, 3.98%, Maturing June 30, 2025

     3,025        3,044,717  

UPC Financing Partnership

     

Term Loan, 3.98%, Maturing April 15, 2025

     2,625        2,641,734  

Virgin Media Bristol, LLC

     

Term Loan, 3.98%, Maturing January 31, 2025

     6,725        6,765,632  

Ziggo Secured Finance B.V.

     

Term Loan, 3.00%, Maturing April 15, 2025

   EUR  2,200        2,622,732  

Ziggo Secured Finance Partnership

     

Term Loan, 3.73%, Maturing April 15, 2025

     3,475        3,483,066  
     

 

 

 
      $ 27,240,379  
     

 

 

 

Chemicals and Plastics — 7.1%

     

Alpha 3 B.V.

     

Term Loan, 4.30%, Maturing January 31, 2024

     550      $ 554,526  

Aruba Investments, Inc.

     

Term Loan, 4.80%, Maturing February 2, 2022

     990        993,240  

Ashland, Inc.

     

Term Loan, 3.24%, Maturing May 24, 2024

     575        578,834  

Axalta Coating Systems US Holdings, Inc.

     

Term Loan, 3.30%, Maturing June 1, 2024

     2,700        2,714,267  

Chemours Company (The)

     

Term Loan, 3.00%, Maturing May 12, 2022

   EUR 635        759,152  

Term Loan, 3.73%, Maturing May 12, 2022

     307        309,843  

 

4

 

 


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

Emerald Performance Materials, LLC

     

Term Loan, 4.73%, Maturing August 1, 2021

     504      $ 509,263  

Term Loan - Second Lien, 8.98%, Maturing August 1, 2022

     550        551,146  

Ferro Corporation

     

Term Loan, 3.73%, Maturing February 14, 2024

     424        426,720  

Flint Group GmbH

     

Term Loan, 4.31%, Maturing September 7, 2021

     145        144,676  

Flint Group US, LLC

     

Term Loan, 4.31%, Maturing September 7, 2021

     876        875,172  

Gemini HDPE, LLC

     

Term Loan, 4.31%, Maturing August 7, 2021

     2,183        2,199,668  

Huntsman International, LLC

     

Term Loan, 3.98%, Maturing October 1, 2021

     819        824,442  

Term Loan, 4.23%, Maturing April 1, 2023

     1,886        1,900,270  

Ineos Finance PLC

     

Term Loan, 3.25%, Maturing March 31, 2022

   EUR  1,388        1,655,158  

Ineos US Finance, LLC

     

Term Loan, 4.01%, Maturing March 31, 2022

     684        688,208  

Term Loan, 4.01%, Maturing April 1, 2024

     647        651,247  

Kraton Polymers, LLC

     

Term Loan, 5.23%, Maturing January 6, 2022

     2,322        2,347,930  

Kronos Worldwide, Inc.

     

Term Loan, 4.30%, Maturing February 18, 2020

     290        291,701  

MacDermid, Inc.

     

Term Loan, 4.73%, Maturing June 7, 2020

     1,136        1,146,823  

Term Loan, 4.23%, Maturing June 7, 2023

     2,832        2,852,309  

Minerals Technologies, Inc.

     

Term Loan, 3.50%, Maturing February 14, 2024

     946        955,615  

Orion Engineered Carbons GmbH

     

Term Loan, 2.75%, Maturing July 25, 2021

   EUR 811        973,752  

Term Loan, 3.80%, Maturing July 25, 2021

     1,134        1,138,608  

OXEA Finance, LLC

     

Term Loan, 4.47%, Maturing January 15, 2020

     674        667,574  

PolyOne Corporation

     

Term Loan, 3.51%, Maturing November 12, 2022

     493        496,094  

PQ Corporation

     

Term Loan, 5.56%, Maturing November 4, 2022

     2,178        2,197,892  

Solenis International L.P.

     

Term Loan, 4.45%, Maturing July 31, 2021

     290        291,519  

Term Loan, 4.50%, Maturing July 31, 2021

   EUR 948        1,140,237  

Sonneborn Refined Products B.V.

     

Term Loan, 4.98%, Maturing December 10, 2020

     66        66,098  

Sonneborn, LLC

     

Term Loan, 4.98%, Maturing December 10, 2020

     371        374,555  

Trinseo Materials Operating S.C.A.

     

Term Loan, 4.48%, Maturing November 5, 2021

     319        322,083  

Tronox Pigments (Netherlands) B.V.

     

Term Loan, 4.80%, Maturing March 19, 2020

     2,899        2,923,382  

Unifrax Corporation

     

Term Loan, 5.05%, Maturing April 4, 2024

     550        556,531  

Univar, Inc.

     

Term Loan, 3.98%, Maturing July 1, 2022

     3,193        3,215,282  

 

5

 

 


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

Venator Materials Corporation

     

Term Loan, Maturing June 20, 2024(4)

     375      $ 377,109  

Zep, Inc.

     

Term Loan, 5.23%, Maturing June 27, 2022

     1,323        1,329,615  
     

 

 

 
      $ 40,000,541  
     

 

 

 

Conglomerates — 0.3%

     

Bestway UK Holdco Limited

     

Term Loan, 4.75%, Maturing October 6, 2021

   GBP  1,103      $ 1,464,637  

Penn Engineering & Manufacturing Corp.

     

Term Loan, 3.98%, Maturing May 30, 2024

     250        251,250  
     

 

 

 
      $ 1,715,887  
     

 

 

 

Containers and Glass Products — 3.1%

     

Berry Plastics Group, Inc.

     

Term Loan, 3.73%, Maturing October 1, 2022

     837      $ 841,024  

BWAY Holding Company

     

Term Loan, 4.47%, Maturing April 3, 2024

     975        979,367  

Consolidated Container Company, LLC

     

Term Loan, 4.73%, Maturing May 22, 2024

     375        378,094  

Flex Acquisition Company, Inc.

     

Term Loan, 4.55%, Maturing December 29, 2023

     3,117        3,142,125  

Horizon Holdings III SAS

     

Term Loan, 3.00%, Maturing October 29, 2022

   EUR 1,650        1,958,154  

Libbey Glass, Inc.

     

Term Loan, 4.22%, Maturing April 9, 2021

     1,111        1,014,927  

Pelican Products, Inc.

     

Term Loan, 5.55%, Maturing April 11, 2020

     359        360,822  

Reynolds Group Holdings, Inc.

     

Term Loan, 4.23%, Maturing February 5, 2023

     5,320        5,348,192  

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

     

Term Loan, 3.75%, Maturing March 13, 2022

   EUR 1,955        2,349,205  

SIG Combibloc US Acquisition, Inc.

     

Term Loan, 4.23%, Maturing March 13, 2022

     1,162        1,170,793  
     

 

 

 
      $ 17,542,703  
     

 

 

 

Cosmetics/Toiletries — 0.7%

     

Coty, Inc.

     

Term Loan, 3.73%, Maturing October 27, 2022

     864      $ 870,847  

Galleria Co.

     

Term Loan, 4.25%, Maturing September 29, 2023

     1,725        1,739,814  

KIK Custom Products, Inc.

     

Term Loan, 5.79%, Maturing August 26, 2022

     1,445        1,461,126  
     

 

 

 
      $ 4,071,787  
     

 

 

 

Drugs — 6.6%

     

Albany Molecular Research, Inc.

     

Term Loan, 5.98%, Maturing July 16, 2021

     1,381      $ 1,390,765  

Alkermes, Inc.

     

Term Loan, 3.97%, Maturing September 25, 2021

     358        360,768  

Amneal Pharmaceuticals, LLC

     

Term Loan, 4.80%, Maturing November 1, 2019

     3,127        3,154,196  

Arbor Pharmaceuticals, Inc.

     

Term Loan, 6.30%, Maturing July 5, 2023

     2,804        2,849,846  

 

6

 

 


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

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

     

Term Loan, 5.50%, Maturing April 29, 2024

     4,700      $ 4,777,635  

Horizon Pharma, Inc.

     

Term Loan, 5.00%, Maturing March 29, 2024

     3,373        3,395,309  

Jaguar Holding Company II

     

Term Loan, 4.02%, Maturing August 18, 2022

     6,637        6,688,106  

Mallinckrodt International Finance S.A.

     

Term Loan, 4.05%, Maturing September 24, 2024

     2,851        2,865,568  

Patheon Holdings I B.V.

     

Term Loan, 4.50%, Maturing April 20, 2024

     2,675        2,685,869  

Valeant Pharmaceuticals International, Inc.

     

Term Loan, 5.98%, Maturing April 1, 2022

     8,868        9,040,906  
     

 

 

 
      $ 37,208,968  
     

 

 

 

Ecological Services and Equipment — 1.3%

     

Advanced Disposal Services, Inc.

     

Term Loan, 3.94%, Maturing November 10, 2023

     2,079      $ 2,096,663  

EnergySolutions, LLC

     

Term Loan, 6.99%, Maturing May 29, 2020

     3,262        3,305,318  

GFL Environmental, Inc.

     

Term Loan, 4.77%, Maturing September 27, 2023

   CAD  1,390        1,115,891  

Term Loan, 4.05%, Maturing September 29, 2023

     844        847,737  
     

 

 

 
      $ 7,365,609  
     

 

 

 

Electronics/Electrical — 13.8%

     

Almonde, Inc.

     

Term Loan, 4.74%, Maturing June 13, 2024

     2,625      $ 2,645,680  

Answers Finance, LLC

     

Term Loan - Second Lien, 9.00%, Maturing September 15, 2021

     487        476,954  

Applied Systems, Inc.

     

Term Loan, 4.55%, Maturing January 25, 2021

     1,090        1,099,215  

Aptean, Inc.

     

Term Loan, 5.55%, Maturing December 20, 2022

     2,519        2,539,467  

Avast Software B.V.

     

Term Loan, 4.55%, Maturing September 29, 2023

     1,926        1,946,741  

Campaign Monitor Finance Pty. Limited

     

Term Loan, 6.55%, Maturing March 18, 2021

     686        656,218  

CommScope, Inc.

     

Term Loan, 3.30%, Maturing December 29, 2022

     811        815,155  

CPI International, Inc.

     

Term Loan, Maturing July 25, 2024(4)

     650        653,250  

Cypress Intermediate Holdings III, Inc.

     

Term Loan, 4.24%, Maturing April 27, 2024

     1,275        1,280,180  

Cypress Semiconductor Corporation

     

Term Loan, 4.98%, Maturing July 5, 2021

     1,021        1,028,591  

Electrical Components International, Inc.

     

Term Loan, 6.05%, Maturing May 28, 2021

     1,336        1,346,997  

Electro Rent Corporation

     

Term Loan, 6.23%, Maturing January 19, 2024

     1,244        1,256,577  

Entegris, Inc.

     

Term Loan, 3.48%, Maturing April 30, 2021

     200        201,461  

 

7

 

 


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

Excelitas Technologies Corp.

     

Term Loan, 6.30%, Maturing October 31, 2020

     807      $ 807,094  

Eze Castle Software, Inc.

     

Term Loan, 4.30%, Maturing April 6, 2020

     2,467        2,485,750  

Go Daddy Operating Company, LLC

     

Term Loan, 3.73%, Maturing February 15, 2024

     5,294        5,321,115  

Hyland Software, Inc.

     

Term Loan, 4.48%, Maturing July 1, 2022

     2,841        2,869,585  

Infoblox, Inc.

     

Term Loan, 6.23%, Maturing November 7, 2023

     2,070        2,086,630  

Infor (US), Inc.

     

Term Loan, 3.75%, Maturing February 1, 2022

   EUR  823        983,066  

Term Loan, 4.05%, Maturing February 1, 2022

     5,967        5,967,190  

Informatica Corporation

     

Term Loan, 4.80%, Maturing August 5, 2022

     3,365        3,375,852  

Lattice Semiconductor Corporation

     

Term Loan, 5.47%, Maturing March 10, 2021

     507        508,157  

M/A-COM Technology Solutions Holdings, Inc.

     

Term Loan, 3.48%, Maturing May 17, 2024

     1,208        1,208,267  

MA FinanceCo., LLC

     

Term Loan, 3.81%, Maturing November 19, 2021

     2,839        2,841,963  

Term Loan, 3.98%, Maturing June 21, 2024

     484        484,223  

MH Sub I, LLC

     

Term Loan, 4.98%, Maturing July 8, 2021

     1,839        1,859,237  

Microsemi Corporation

     

Term Loan, 3.55%, Maturing January 15, 2023

     525        527,335  

MTS Systems Corporation

     

Term Loan, 4.48%, Maturing July 5, 2023

     1,290        1,303,152  

Renaissance Learning, Inc.

     

Term Loan, 5.05%, Maturing April 9, 2021

     2,149        2,164,477  

Term Loan - Second Lien, 8.30%, Maturing April 11, 2022

     225        225,469  

Rocket Software, Inc.

     

Term Loan, 5.55%, Maturing October 14, 2023

     1,166        1,180,036  

Seattle Spinco, Inc.

     

Term Loan, 4.03%, Maturing June 21, 2024

     3,266        3,270,075  

SGS Cayman L.P.

     

Term Loan, 6.67%, Maturing April 23, 2021

     197        190,249  

SkillSoft Corporation

     

Term Loan, 5.98%, Maturing April 28, 2021

     4,162        3,924,386  

SS&C Technologies, Inc.

     

Term Loan, 3.48%, Maturing July 8, 2022

     93        93,332  

Term Loan, 3.48%, Maturing July 8, 2022

     1,637        1,647,979  

SurveyMonkey, Inc.

     

Term Loan, 5.80%, Maturing April 13, 2024

     1,425        1,433,906  

Sutherland Global Services, Inc.

     

Term Loan, 6.67%, Maturing April 23, 2021

     848        817,300  

Switch Ltd.

     

Term Loan, 3.98%, Maturing June 20, 2024

     250        252,031  

Synchronoss Technologies, Inc.

     

Term Loan, 5.76%, Maturing January 19, 2024

     773        773,063  

Syncsort Incorporated

     

Term Loan, 6.55%, Maturing December 9, 2022

     721        724,080  

 

8

 

 


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

Uber Technologies

     

Term Loan, 5.23%, Maturing July 13, 2023

     4,197      $ 4,211,209  

Veritas Bermuda Ltd.

     

Term Loan, 5.80%, Maturing January 27, 2023

     2,200        2,221,508  

VF Holding Corp.

     

Term Loan, 4.55%, Maturing June 30, 2023

     2,781        2,795,401  

Wall Street Systems Delaware, Inc.

     

Term Loan, 4.80%, Maturing August 26, 2023

     651        655,021  

Western Digital Corporation

     

Term Loan, 3.98%, Maturing April 29, 2023

     1,960        1,977,860  
     

 

 

 
      $ 77,132,484  
     

 

 

 

Equipment Leasing — 0.8%

     

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

     

Term Loan, 3.48%, Maturing September 20, 2020

     275      $ 276,326  

Term Loan, 3.98%, Maturing March 20, 2022

     4,100        4,121,783  
     

 

 

 
      $ 4,398,109  
     

 

 

 

Financial Intermediaries — 4.9%

     

Americold Realty Operating Partnership L.P.

     

Term Loan, 4.98%, Maturing December 1, 2022

     410      $ 415,018  

Armor Holding II, LLC

     

Term Loan, 5.80%, Maturing June 26, 2020

     1,946        1,958,104  

Term Loan - Second Lien, 10.30%, Maturing December 26, 2020

     1,525        1,530,719  

Citco Funding, LLC

     

Term Loan, 4.23%, Maturing March 31, 2022

     2,536        2,559,587  

Donnelley Financial Solutions, Inc.

     

Term Loan, 5.22%, Maturing September 30, 2023

     365        369,238  

Focus Financial Partners, LLC

     

Term Loan, 4.55%, Maturing July 3, 2024

     1,100        1,111,687  

Fortress Investment Group, LLC

     

Term Loan, 1.38%, Maturing June 14, 2022

     1,150        1,165,633  

Freedom Mortgage Corporation

     

Term Loan, 6.86%, Maturing February 23, 2022

     1,917        1,936,044  

Guggenheim Partners, LLC

     

Term Loan, 3.98%, Maturing July 21, 2023

     1,141        1,151,151  

Harbourvest Partners, LLC

     

Term Loan, 3.80%, Maturing February 4, 2021

     627        626,854  

LPL Holdings, Inc.

     

Term Loan, 3.82%, Maturing March 11, 2024

     1,372        1,381,421  

MIP Delaware, LLC

     

Term Loan, 4.30%, Maturing March 9, 2020

     198        198,512  

NXT Capital, Inc.

     

Term Loan, 5.74%, Maturing November 22, 2022

     2,588        2,633,287  

Ocwen Financial Corporation

     

Term Loan, 6.23%, Maturing December 5, 2020

     390        390,731  

Quality Care Properties, Inc.

     

Term Loan, 6.48%, Maturing October 31, 2022

     2,587        2,606,402  

Sesac Holdco II, LLC

     

Term Loan, 4.48%, Maturing February 23, 2024

     549        549,311  

Virtus Investment Partners, Inc.

     

Term Loan, 4.95%, Maturing June 1, 2024

     500        507,188  

Walker & Dunlop, Inc.

     

Term Loan, 5.48%, Maturing December 11, 2020

     2,110        2,130,683  

 

9

 

 


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

Walter Investment Management Corp.

     

Term Loan, 4.98%, Maturing December 18, 2020

     4,542      $ 4,176,426  
     

 

 

 
      $ 27,397,996  
     

 

 

 

Food Products — 4.5%

     

American Seafoods Group, LLC

     

Term Loan, Maturing August 21, 2023(4)

     325      $ 326,354  

Blue Buffalo Company Ltd.

     

Term Loan, 3.23%, Maturing May 18, 2024

     1,000        1,008,125  

Del Monte Foods, Inc.

     

Term Loan, 4.43%, Maturing February 18, 2021

     1,173        925,525  

Term Loan - Second Lien, 8.69%, Maturing August 18, 2021

     1,500        905,000  

Dole Food Company, Inc.

     

Term Loan, 4.25%, Maturing April 6, 2024

     1,725        1,736,620  

High Liner Foods Incorporated

     

Term Loan, 4.54%, Maturing April 24, 2021

     759        762,445  

HLF Financing S.a.r.l.

     

Term Loan, 6.73%, Maturing February 15, 2023

     1,496        1,516,671  

Jacobs Douwe Egberts International B.V.

     

Term Loan, 2.75%, Maturing July 2, 2022

   EUR 346        415,049  

Term Loan, 3.44%, Maturing July 2, 2022

     1,882        1,892,794  

JBS USA, LLC

     

Term Loan, 3.80%, Maturing October 30, 2022

     6,284        6,237,118  

Nature’s Bounty Co. (The)

     

Term Loan, 4.80%, Maturing May 5, 2023

     3,688        3,699,751  

Term Loan, 5.25%, Maturing May 5, 2023

   GBP 990        1,316,853  

Nomad Foods Europe Midco Limited

     

Term Loan, 3.98%, Maturing April 18, 2024

     600        606,188  

Pinnacle Foods Finance, LLC

     

Term Loan, 3.23%, Maturing February 2, 2024

     796        800,314  

Post Holdings, Inc.

     

Term Loan, 3.49%, Maturing May 24, 2024

     1,650        1,658,507  

R&R Ice Cream PLC

     

Term Loan, 3.00%, Maturing September 29, 2023

   EUR  1,250        1,501,273  
     

 

 

 
      $ 25,308,587  
     

 

 

 

Food Service — 3.4%

     

1011778 B.C. Unlimited Liability Company

     

Term Loan, 3.51%, Maturing February 16, 2024

     5,488      $ 5,489,578  

Centerplate, Inc.

     

Term Loan, 4.97%, Maturing November 26, 2019

     990        990,135  

Landry’s, Inc.

     

Term Loan, 3.97%, Maturing October 4, 2023

     2,537        2,541,627  

Manitowoc Foodservice, Inc.

     

Term Loan, 4.23%, Maturing March 3, 2023

     1,417        1,431,278  

NPC International, Inc.

     

Term Loan, 4.73%, Maturing April 19, 2024

     875        884,024  

Pizza Hut Holdings, LLC

     

Term Loan, 3.23%, Maturing June 16, 2023

     968        973,748  

Seminole Hard Rock Entertainment, Inc.

     

Term Loan, 4.05%, Maturing May 14, 2020

     264        265,925  

TKC Holdings, Inc.

     

Term Loan, 5.48%, Maturing February 1, 2023

     1,022        1,028,828  

 

10

 

 


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

Weight Watchers International, Inc.

     

Term Loan, 4.53%, Maturing April 2, 2020

     5,636      $ 5,559,268  
     

 

 

 
      $ 19,164,411  
     

 

 

 

Food/Drug Retailers — 1.8%

     

Albertsons, LLC

     

Term Loan, 3.98%, Maturing August 25, 2021

     1,232      $ 1,232,546  

Term Loan, 4.29%, Maturing December 21, 2022

     1,493        1,495,029  

Term Loan, 4.25%, Maturing June 22, 2023

     3,738        3,743,695  

Rite Aid Corporation

     

Term Loan - Second Lien, 5.99%, Maturing August 21, 2020

     1,450        1,457,069  

Term Loan - Second Lien, 5.12%, Maturing June 21, 2021

     1,500        1,508,437  

Supervalu, Inc.

     

Term Loan, 4.73%, Maturing June 8, 2024

     234        233,351  

Term Loan, 4.73%, Maturing June 8, 2024

     390        388,918  
     

 

 

 
      $ 10,059,045  
     

 

 

 

Forest Products — 0.2%

     

Expera Specialty Solutions, LLC

     

Term Loan, 5.98%, Maturing November 3, 2023

     1,042      $ 1,049,941  
     

 

 

 
      $ 1,049,941  
     

 

 

 

Health Care — 14.3%

     

Acadia Healthcare Company, Inc.

     

Term Loan, 3.98%, Maturing February 11, 2022

     244      $ 246,416  

ADMI Corp.

     

Term Loan, 5.03%, Maturing April 30, 2022

     319        322,348  

Akorn, Inc.

     

Term Loan, 5.50%, Maturing April 16, 2021

     836        846,879  

Alere, Inc.

     

Term Loan, 4.49%, Maturing June 18, 2022

     1,575        1,580,097  

Alliance Healthcare Services, Inc.

     

Term Loan, 4.48%, Maturing June 3, 2019

     1,186        1,188,796  

Ardent Legacy Acquisitions, Inc.

     

Term Loan, 6.80%, Maturing August 4, 2021

     1,020        1,026,375  

Auris Luxembourg III S.a.r.l.

     

Term Loan, 4.30%, Maturing January 17, 2022

     758        763,914  

Beaver-Visitec International, Inc.

     

Term Loan, 6.30%, Maturing August 21, 2023

     794        794,000  

BioClinica, Inc.

     

Term Loan, 5.56%, Maturing October 20, 2023

     1,470        1,449,413  

CareCore National, LLC

     

Term Loan, 5.23%, Maturing March 5, 2021

     3,347        3,394,730  

CeramTec Acquisition Corporation

     

Term Loan, 3.95%, Maturing August 30, 2020

     32        32,410  

CHG Healthcare Services, Inc.

     

Term Loan, 4.56%, Maturing June 7, 2023

     2,149        2,175,958  

Community Health Systems, Inc.

     

Term Loan, 3.96%, Maturing December 31, 2019

     2,197        2,200,290  

Term Loan, 4.21%, Maturing January 27, 2021

     2,344        2,346,586  

Concentra, Inc.

     

Term Loan, 4.21%, Maturing June 1, 2022

     477        479,860  

Convatec, Inc.

     

Term Loan, 3.80%, Maturing October 31, 2023

     572        575,701  

 

11

 

 


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

CPI Holdco, LLC

     

Term Loan, 5.30%, Maturing March 21, 2024

     673      $ 679,204  

DaVita HealthCare Partners, Inc.

     

Term Loan, 3.98%, Maturing June 24, 2021

     3,128        3,160,092  

DJO Finance, LLC

     

Term Loan, 4.48%, Maturing June 8, 2020

     2,107        2,102,259  

Envision Healthcare Corporation

     

Term Loan, 4.30%, Maturing December 1, 2023

     7,067        7,118,292  

Equian, LLC

     

Term Loan, 4.93%, Maturing May 20, 2024

     306        310,088  

Term Loan, 5.01%, Maturing May 20, 2024(2)

     94        95,412  

Faenza Acquisition GmbH

     

Term Loan, 3.95%, Maturing August 30, 2020

     81        81,964  

Term Loan, 3.95%, Maturing August 30, 2020

     267        269,355  

Genoa, a QoL Healthcare Company, LLC

     

Term Loan, 4.98%, Maturing October 28, 2023

     2,084        2,103,008  

GHX Ultimate Parent Corporation

     

Term Loan, 4.55%, Maturing May 31, 2024

     650        654,875  

Greatbatch Ltd.

     

Term Loan, 4.73%, Maturing October 27, 2022

     2,356        2,370,251  

Grifols Worldwide Operations USA, Inc.

     

Term Loan, 3.44%, Maturing January 31, 2025

     3,392        3,411,734  

Iasis Healthcare, LLC

     

Term Loan, 5.30%, Maturing February 16, 2021

     1,409        1,419,895  

INC Research, LLC

     

Term Loan, Maturing June 27, 2024(4)

     475        478,117  

Indivior Finance S.a.r.l.

     

Term Loan, 7.32%, Maturing December 19, 2019

     807        819,579  

inVentiv Health, Inc.

     

Term Loan, 4.95%, Maturing November 9, 2023

     3,308        3,319,600  

Kindred Healthcare, Inc.

     

Term Loan, 4.81%, Maturing April 9, 2021

     1,455        1,458,047  

Kinetic Concepts, Inc.

     

Term Loan, 4.55%, Maturing February 2, 2024

     2,675        2,677,228  

KUEHG Corp.

     

Term Loan, 5.05%, Maturing August 13, 2022

     2,394        2,410,853  

Medical Depot Holdings, Inc.

     

Term Loan, 6.80%, Maturing January 3, 2023

     716        658,215  

Medical Solutions, LLC

     

Term Loan, 5.49%, Maturing June 9, 2024

     450        454,500  

MMM Holdings, Inc.

     

Term Loan, 10.25%, Maturing June 30, 2019

     412        403,386  

MPH Acquisition Holdings, LLC

     

Term Loan, 4.30%, Maturing June 7, 2023

     3,608        3,625,998  

MSO of Puerto Rico, Inc.

     

Term Loan, 10.25%, Maturing June 30, 2019

     299        293,260  

National Mentor Holdings, Inc.

     

Term Loan, 4.30%, Maturing January 31, 2021

     1,003        1,011,754  

National Surgical Hospitals, Inc.

     

Term Loan, 4.73%, Maturing June 1, 2022

     987        987,998  

New Millennium Holdco, Inc.

     

Term Loan, 7.73%, Maturing December 21, 2020

     498        303,871  

 

12

 

 


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

Onex Carestream Finance L.P.

     

Term Loan, 5.28%, Maturing June 7, 2019

     980      $ 979,935  

Opal Acquisition, Inc.

     

Term Loan, 5.30%, Maturing November 27, 2020

     3,018        2,858,006  

Ortho-Clinical Diagnostics, Inc.

     

Term Loan, 5.05%, Maturing June 30, 2021

     3,329        3,337,549  

Press Ganey Holdings, Inc.

     

Term Loan, 4.48%, Maturing October 21, 2023

     746        751,847  

Quintiles IMS Incorporated

     

Term Loan, 3.26%, Maturing March 7, 2024

     1,376        1,388,490  

RadNet, Inc.

     

Term Loan, 4.59%, Maturing June 30, 2023

     1,372        1,380,778  

Select Medical Corporation

     

Term Loan, 4.81%, Maturing March 6, 2024

     1,621        1,640,173  

Sterigenics-Nordion Holdings, LLC

     

Term Loan, 4.23%, Maturing May 15, 2022

     688        689,066  

Surgery Center Holdings, Inc.

     

Term Loan, Maturing June 6, 2024(4)

     1,000        1,010,625  

Team Health Holdings, Inc.

     

Term Loan, 3.98%, Maturing February 6, 2024

     2,020        2,018,675  

Tecomet, Inc.

     

Term Loan, 4.92%, Maturing May 2, 2024

     775        779,844  

U.S. Anesthesia Partners, Inc.

     

Term Loan, 4.48%, Maturing June 23, 2024

     975        978,047  
     

 

 

 
      $ 79,915,643  
     

 

 

 

Home Furnishings — 1.0%

     

Bright Bidco B.V.

     

Term Loan, 5.80%, Maturing June 30, 2024

     1,100      $ 1,116,729  

Serta Simmons Bedding, LLC

     

Term Loan, 4.77%, Maturing November 8, 2023

     4,428        4,436,530  
     

 

 

 
      $ 5,553,259  
     

 

 

 

Industrial Equipment — 6.4%

     

Apex Tool Group, LLC

     

Term Loan, 4.50%, Maturing January 31, 2020

     2,448      $ 2,401,837  

Blount International, Inc.

     

Term Loan, 6.23%, Maturing April 12, 2023

     1,139        1,150,597  

Clark Equipment Company

     

Term Loan, 3.93%, Maturing May 18, 2024

     2,219        2,236,083  

Coherent Holding GmbH

     

Term Loan, 3.00%, Maturing November 7, 2023

   EUR  1,057        1,270,991  

Delachaux S.A.

     

Term Loan, 4.80%, Maturing October 28, 2021

     417        419,173  

Dragon Merger Sub, LLC

     

Term Loan, 5.31%, Maturing July 12, 2024

     850        861,688  

EWT Holdings III Corp.

     

Term Loan, 5.05%, Maturing January 15, 2021

     907        911,486  

Term Loan, 5.80%, Maturing January 15, 2021

     568        570,652  

Filtration Group Corporation

     

Term Loan, 4.26%, Maturing November 21, 2020

     596        601,577  

Gardner Denver, Inc.

     

Term Loan, 4.55%, Maturing July 30, 2020

     5,211        5,243,803  

Term Loan, 4.75%, Maturing July 30, 2020

   EUR 385        459,656  

 

13

 

 


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

Gates Global, LLC

     

Term Loan, 3.50%, Maturing April 1, 2024

   EUR 873      $ 1,043,291  

Term Loan, 4.55%, Maturing April 1, 2024

     4,238        4,268,425  

Husky Injection Molding Systems Ltd.

     

Term Loan, 4.48%, Maturing June 30, 2021

     2,703        2,726,314  

Milacron, LLC

     

Term Loan, 4.23%, Maturing September 28, 2023

     2,786        2,806,895  

Paladin Brands Holding, Inc.

     

Term Loan, 7.30%, Maturing August 16, 2019

     1,479        1,479,134  

Paternoster Holding IV GmbH

     

Term Loan, 6.00%, Maturing March 31, 2022

   EUR  900        1,084,148  

Rexnord, LLC

     

Term Loan, 4.05%, Maturing August 21, 2023

     3,791        3,814,241  

Signode Industrial Group US, Inc.

     

Term Loan, 4.01%, Maturing May 4, 2021

     953        961,581  

STS Operating, Inc.

     

Term Loan, 4.98%, Maturing February 12, 2021

     280        280,998  

Tank Holding Corp.

     

Term Loan, 5.55%, Maturing March 16, 2022

     1,073        1,077,605  

WP Deluxe Merger Sub, Inc.

     

Term Loan, Maturing July 19, 2024(4)

     29        28,905  

Term Loan, Maturing July 19, 2024(4)

     221        222,345  
     

 

 

 
      $ 35,921,425  
     

 

 

 

Insurance — 4.5%

     

Alliant Holdings I, Inc.

     

Term Loan, 4.56%, Maturing August 12, 2022

     2,357      $ 2,369,672  

AmWINS Group, Inc.

     

Term Loan, 4.17%, Maturing January 25, 2024

     2,164        2,173,143  

AssuredPartners, Inc.

     

Term Loan, 4.73%, Maturing October 21, 2022

     1,036        1,040,197  

Term Loan - Second Lien, 10.23%, Maturing October 20, 2023

     1,100        1,122,000  

Asurion, LLC

     

Term Loan, 4.48%, Maturing August 4, 2022

     4,867        4,892,659  

Term Loan, 4.23%, Maturing November 3, 2023

     2,165        2,183,005  

Term Loan - Second Lien, 8.73%, Maturing March 3, 2021

     2,300        2,306,470  

Cunningham Lindsey U.S., Inc.

     

Term Loan, 5.05%, Maturing December 10, 2019

     1,845        1,681,808  

Term Loan - Second Lien, 9.30%, Maturing June 10, 2020(3)

     1,000        827,000  

Hub International Limited

     

Term Loan, 4.42%, Maturing October 2, 2020

     3,217        3,244,858  

NFP Corp.

     

Term Loan, 4.80%, Maturing January 8, 2024

     973        980,678  

USI, Inc.

     

Term Loan, 4.18%, Maturing May 16, 2024

     2,250        2,246,953  
     

 

 

 
      $ 25,068,443  
     

 

 

 

Leisure Goods/Activities/Movies — 5.7%

     

AMC Entertainment, Inc.

     

Term Loan, 3.48%, Maturing December 15, 2022

     2,137      $ 2,145,395  

Term Loan, 3.48%, Maturing December 15, 2023

     547        549,302  

Ancestry.com Operations, Inc.

     

Term Loan, 4.48%, Maturing October 19, 2023

     2,129        2,152,114  

 

14

 

 


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

Bombardier Recreational Products, Inc.

     

Term Loan, 4.23%, Maturing June 30, 2023

     4,356      $ 4,391,780  

Bright Horizons Family Solutions, Inc.

     

Term Loan, 3.48%, Maturing November 7, 2023

     1,413        1,424,777  

CDS U.S. Intermediate Holdings, Inc.

     

Term Loan, 5.30%, Maturing July 8, 2022

     418        420,346  

Term Loan, Maturing July 8, 2022(4)

     800        805,000  

ClubCorp Club Operations, Inc.

     

Term Loan, 4.05%, Maturing December 15, 2022

     1,832        1,841,321  

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

     

Term Loan, 4.50%, Maturing February 1, 2024

     1,750        1,756,806  

Emerald Expositions Holding, Inc.

     

Term Loan, 4.30%, Maturing May 22, 2024

     1,150        1,168,687  

Lindblad Expeditions, Inc.

     

Term Loan, 5.95%, Maturing May 8, 2021

     196        197,782  

Term Loan, 5.95%, Maturing May 8, 2021

     1,521        1,532,809  

Live Nation Entertainment, Inc.

     

Term Loan, 3.50%, Maturing October 31, 2023

     2,476        2,492,543  

Match Group, Inc.

     

Term Loan, 4.47%, Maturing November 16, 2022

     503        506,898  

Nord Anglia Education Finance, LLC

     

Term Loan, 4.70%, Maturing March 31, 2021

     1,700        1,703,029  

Sabre GLBL, Inc.

     

Term Loan, 3.98%, Maturing February 22, 2024

     956        964,507  

SeaWorld Parks & Entertainment, Inc.

     

Term Loan, 4.30%, Maturing March 31, 2024

     1,715        1,722,641  

SRAM, LLC

     

Term Loan, 4.79%, Maturing March 15, 2024

     1,987        2,002,009  

Steinway Musical Instruments, Inc.

     

Term Loan, 5.06%, Maturing September 19, 2019

     1,972        1,912,459  

UFC Holdings, LLC

     

Term Loan, 4.48%, Maturing August 18, 2023

     1,414        1,424,036  

WMG Acquisition Corp.

     

Term Loan, 3.73%, Maturing November 1, 2023

     788        792,356  
     

 

 

 
      $ 31,906,597  
     

 

 

 

Lodging and Casinos — 4.2%

     

Amaya Holdings B.V.

     

Term Loan, 4.80%, Maturing August 1, 2021

     4,282      $ 4,307,374  

Term Loan - Second Lien, 8.30%, Maturing August 1, 2022

     1,997        2,022,461  

Boyd Gaming Corporation

     

Term Loan, 3.69%, Maturing September 15, 2023

     1,016        1,021,395  

Caesars Entertainment Operating Company

     

Term Loan, 0.00%, Maturing March 1, 2022(5)

     924        1,105,979  

CityCenter Holdings, LLC

     

Term Loan, 3.73%, Maturing April 18, 2024

     1,975        1,984,875  

Cyan Blue Holdco 3 Limited

     

Term Loan, Maturing July 26, 2024(4)

     275        276,719  

Eldorado Resorts, LLC

     

Term Loan, 3.56%, Maturing April 17, 2024

     1,222        1,221,683  

ESH Hospitality, Inc.

     

Term Loan, 3.73%, Maturing August 30, 2023

     1,290        1,298,330  

 

15

 

 


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

Four Seasons Hotels Limited

     

Term Loan, 3.73%, Maturing November 30, 2023

     920      $ 928,524  

Gateway Casinos & Entertainment Limited

     

Term Loan, 5.05%, Maturing February 22, 2023

     400        403,667  

Golden Nugget, Inc.

     

Term Loan, 4.68%, Maturing November 21, 2019

     123        124,725  

Term Loan, 4.71%, Maturing November 21, 2019

     288        291,025  

Hilton Worldwide Finance, LLC

     

Term Loan, 3.23%, Maturing October 25, 2023

     4,236        4,259,792  

La Quinta Intermediate Holdings, LLC

     

Term Loan, 4.05%, Maturing April 14, 2021

     766        772,730  

MGM Growth Properties Operating Partnership L.P.

     

Term Loan, 3.48%, Maturing April 25, 2023

     1,901        1,910,838  

Playa Resorts Holding B.V.

     

Term Loan, 4.32%, Maturing April 5, 2024

     1,050        1,056,694  

Tropicana Entertainment, Inc.

     

Term Loan, 4.30%, Maturing November 27, 2020

     361        364,547  
     

 

 

 
      $ 23,351,358  
     

 

 

 

Nonferrous Metals/Minerals — 1.7%

     

Dynacast International, LLC

     

Term Loan, 4.55%, Maturing January 28, 2022

     1,209      $ 1,218,219  

Fairmount Santrol, Inc.

     

Term Loan, 4.80%, Maturing September 5, 2019

     2,775        2,616,360  

Global Brass & Copper, Inc.

     

Term Loan, 4.50%, Maturing July 18, 2023

     819        830,071  

Murray Energy Corporation

     

Term Loan, 8.55%, Maturing April 16, 2020

     1,908        1,864,330  

New Day Aluminum, LLC

     

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

     59        0  

Noranda Aluminum Acquisition Corporation

     

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

     995        163,714  

Oxbow Carbon, LLC

     

Term Loan, 4.73%, Maturing January 19, 2020

     667        674,894  

Term Loan - Second Lien, 8.23%, Maturing January 17, 2020

     2,125        2,138,281  

United Central Industrial Supply Company, LLC

     

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

     595        223,486  
     

 

 

 
      $ 9,729,355  
     

 

 

 

Oil and Gas — 4.1%

     

Ameriforge Group, Inc.

     

Term Loan, 14.30%, (9.30% Cash, 5.00% PIK), Maturing June 8, 2022

     723      $ 751,402  

BCP Raptor, LLC

     

Term Loan, 5.51%, Maturing June 24, 2024

     700        697,375  

Bronco Midstream Funding, LLC

     

Term Loan, 5.17%, Maturing August 15, 2020

     1,653        1,671,068  

CITGO Holding, Inc.

     

Term Loan, 9.80%, Maturing May 12, 2018

     743        750,747  

CITGO Petroleum Corporation

     

Term Loan, 4.80%, Maturing July 29, 2021

     948        953,126  

Crestwood Holdings, LLC

     

Term Loan, 9.23%, Maturing June 19, 2019

     1,663        1,643,845  

 

16

 

 


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

Fieldwood Energy, LLC

     

Term Loan, 4.17%, Maturing September 28, 2018

     1,027      $ 989,129  

Term Loan, 8.30%, Maturing August 31, 2020

     1,350        1,289,250  

Term Loan, 8.42%, Maturing September 30, 2020

     727        586,066  

Term Loan - Second Lien, 8.42%, Maturing September 30, 2020

     973        578,992  

Floatel International Ltd.

     

Term Loan, 6.30%, Maturing June 27, 2020

     679        508,932  

MEG Energy Corp.

     

Term Loan, 4.73%, Maturing December 31, 2023

     6,829        6,806,209  

Paragon Offshore Finance Company

     

Term Loan, 0.00%, Maturing July 18, 2021(3)

     9        0  

Term Loan, 7.30%, Maturing July 18, 2022

     52        45,439  

Seadrill Partners Finco, LLC

     

Term Loan, 4.30%, Maturing February 21, 2021

     3,192        2,194,451  

Sheridan Investment Partners II L.P.

     

Term Loan, 4.71%, Maturing December 16, 2020

     35        29,261  

Term Loan, 4.71%, Maturing December 16, 2020

     93        78,458  

Term Loan, 4.71%, Maturing December 16, 2020

     668        564,012  

Sheridan Production Partners I, LLC

     

Term Loan, 4.73%, Maturing October 1, 2019

     114        98,153  

Term Loan, 4.73%, Maturing October 1, 2019

     186        160,694  

Term Loan, 4.73%, Maturing October 1, 2019

     1,406        1,212,712  

Southcross Holdings Borrower L.P.

     

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

     56        50,194  

Ultra Resources, Inc.

     

Term Loan, 4.22%, Maturing April 12, 2024

     1,200        1,200,000  
     

 

 

 
      $ 22,859,515  
     

 

 

 

Publishing — 2.1%

     

Ascend Learning, LLC

     

Term Loan, 4.53%, Maturing July 12, 2024

     1,100      $ 1,107,150  

Getty Images, Inc.

     

Term Loan, 4.80%, Maturing October 18, 2019

     5,287        4,920,477  

Harland Clarke Holdings Corp.

     

Term Loan, 6.80%, Maturing February 9, 2022

     397        399,058  

LSC Communications, Inc.

     

Term Loan, 7.23%, Maturing September 30, 2022

     1,042        1,052,083  

Merrill Communications, LLC

     

Term Loan, 6.56%, Maturing June 1, 2022

     588        590,135  

ProQuest, LLC

     

Term Loan, 5.48%, Maturing October 24, 2021

     1,638        1,650,867  

Springer Science+Business Media Deutschland GmbH

     

Term Loan, 4.80%, Maturing August 14, 2020

     1,270        1,276,646  

Tweddle Group, Inc.

     

Term Loan, 7.31%, Maturing October 24, 2022

     780        785,850  
     

 

 

 
      $ 11,782,266  
     

 

 

 

Radio and Television — 4.3%

     

ALM Media Holdings, Inc.

     

Term Loan, 5.80%, Maturing July 31, 2020

     396      $ 368,076  

AP NMT Acquisition B.V.

     

Term Loan, 7.05%, Maturing August 13, 2021

     1,930        1,806,607  

 

17

 

 


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

CBS Radio, Inc.

     

Term Loan, 4.73%, Maturing October 17, 2023

     1,193      $ 1,202,885  

Term Loan, Maturing October 17, 2023(4)

     475        480,344  

Cumulus Media Holdings, Inc.

     

Term Loan, 4.49%, Maturing December 23, 2020

     4,137        3,341,512  

Entercom Radio, LLC

     

Term Loan, 4.71%, Maturing November 1, 2023

     954        959,415  

Gray Television, Inc.

     

Term Loan, 3.72%, Maturing February 7, 2024

     224        225,666  

Hubbard Radio, LLC

     

Term Loan, 4.49%, Maturing May 27, 2022

     537        539,350  

iHeartCommunications, Inc.

     

Term Loan, 7.98%, Maturing January 30, 2019

     2,132        1,740,091  

Term Loan, 8.73%, Maturing July 30, 2019

     364        293,710  

Mission Broadcasting, Inc.

     

Term Loan, 3.74%, Maturing January 17, 2024

     313        315,832  

Nexstar Broadcasting, Inc.

     

Term Loan, 3.74%, Maturing January 17, 2024

     2,564        2,584,275  

Radio Systems Corporation

     

Term Loan, 4.73%, Maturing May 2, 2024

     425        429,250  

Raycom TV Broadcasting, LLC

     

Term Loan, 4.23%, Maturing August 4, 2021

     825        824,377  

Sinclair Television Group, Inc.

     

Term Loan, 3.49%, Maturing January 3, 2024

     479        480,170  

Univision Communications, Inc.

     

Term Loan, 3.98%, Maturing March 15, 2024

     8,700        8,674,234  
     

 

 

 
      $ 24,265,794  
     

 

 

 

Retailers (Except Food and Drug) — 6.7%

     

Ascena Retail Group, Inc.

     

Term Loan, 5.75%, Maturing August 21, 2022

     1,966      $ 1,641,872  

Bass Pro Group, LLC

     

Term Loan, 4.47%, Maturing June 5, 2020

     2,310        2,309,616  

Term Loan, 6.30%, Maturing December 16, 2023

     1,300        1,267,848  

BJ’s Wholesale Club, Inc.

     

Term Loan, 4.97%, Maturing February 3, 2024

     973        954,327  

CDW, LLC

     

Term Loan, 3.30%, Maturing August 17, 2023

     4,766        4,799,383  

Coinamatic Canada, Inc.

     

Term Loan, 4.48%, Maturing May 14, 2022

     44        43,924  

David’s Bridal, Inc.

     

Term Loan, 5.30%, Maturing October 11, 2019

     2,012        1,503,835  

Evergreen Acqco 1 L.P.

     

Term Loan, 5.06%, Maturing July 9, 2019

     2,126        2,008,849  

Harbor Freight Tools USA, Inc.

     

Term Loan, 4.48%, Maturing August 18, 2023

     1,493        1,498,520  

J. Crew Group, Inc.

     

Term Loan, 4.31%, Maturing March 5, 2021

     2,902        1,580,805  

LSF9 Atlantis Holdings, LLC

     

Term Loan, 7.23%, Maturing May 1, 2023

     1,000        1,014,688  

Men’s Wearhouse, Inc. (The)

     

Term Loan, 4.72%, Maturing June 18, 2021

     1,398        1,360,576  

 

18

 

 


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

Michaels Stores, Inc.

     

Term Loan, 3.98%, Maturing January 30, 2023

     3,259      $ 3,264,806  

Neiman Marcus Group Ltd., LLC

     

Term Loan, 4.47%, Maturing October 25, 2020

     2,123        1,588,861  

Party City Holdings, Inc.

     

Term Loan, 4.32%, Maturing August 19, 2022

     2,453        2,462,251  

PetSmart, Inc.

     

Term Loan, 4.23%, Maturing March 11, 2022

     4,245        4,035,798  

PFS Holding Corporation

     

Term Loan, 4.74%, Maturing January 31, 2021

     2,172        2,065,705  

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

     

Term Loan, 4.80%, Maturing April 30, 2021

     509        492,063  

Rent-A-Center, Inc.

     

Term Loan, 4.24%, Maturing March 19, 2021

     110        108,691  

Toys ‘R’ Us Property Company I, LLC

     

Term Loan, 6.23%, Maturing August 21, 2019

     2,417        2,259,715  

Vivid Seats Ltd.

     

Term Loan, 5.30%, Maturing June 30, 2024

     1,025        1,031,406  
     

 

 

 
      $ 37,293,539  
     

 

 

 

Steel — 0.2%

     

Neenah Foundry Company

     

Term Loan, 7.78%, Maturing April 26, 2019

     340      $ 337,271  

Zekelman Industries, Inc.

     

Term Loan, 4.79%, Maturing June 14, 2021

     668        674,045  
     

 

 

 
      $ 1,011,316  
     

 

 

 

Surface Transport — 0.6%

     

Hertz Corporation (The)

     

Term Loan, 3.99%, Maturing June 30, 2023

     1,015      $ 1,014,036  

Kenan Advantage Group, Inc.

     

Term Loan, 4.23%, Maturing July 31, 2022

     110        109,825  

Term Loan, 4.23%, Maturing July 31, 2022

     361        361,145  

PODS, LLC

     

Term Loan, 4.47%, Maturing February 2, 2022

     348        350,499  

Stena International S.a.r.l.

     

Term Loan, 4.30%, Maturing March 3, 2021

     1,524        1,363,812  
     

 

 

 
      $ 3,199,317  
     

 

 

 

Telecommunications — 6.4%

     

CenturyLink, Inc.

     

Term Loan, 2.75%, Maturing January 31, 2025

     5,100      $ 5,038,244  

Colorado Buyer, Inc.

     

Term Loan, 4.17%, Maturing May 1, 2024

     825        833,937  

Consolidated Communications, Inc.

     

Term Loan, 4.24%, Maturing October 4, 2023

     1,047        1,050,141  

Digicel International Finance Limited

     

Term Loan, 4.94%, Maturing May 28, 2024

     750        758,204  

eircom Finco S.a.r.l.

     

Term Loan, 3.25%, Maturing April 19, 2024

   EUR  1,900        2,262,966  

Frontier Communications Corp.

     

Term Loan, 4.98%, Maturing June 15, 2024

     1,900        1,831,600  

Global Eagle Entertainment, Inc.

     

Term Loan, 8.46%, Maturing January 6, 2023

     1,168        1,139,195  

 

19

 

 


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

Intelsat Jackson Holdings S.A.

     

Term Loan, 4.00%, Maturing June 30, 2019

     7,550      $ 7,533,488  

IPC Corp.

     

Term Loan, 5.82%, Maturing August 6, 2021

     2,126        2,062,281  

Onvoy, LLC

     

Term Loan, 5.80%, Maturing February 10, 2024

     1,721        1,727,858  

Sprint Communications, Inc.

     

Term Loan, 3.75%, Maturing February 2, 2024

     3,441        3,456,073  

Syniverse Holdings, Inc.

     

Term Loan, 4.30%, Maturing April 23, 2019

     1,940        1,861,444  

Term Loan, 4.31%, Maturing April 23, 2019

     1,733        1,662,920  

Telesat Canada

     

Term Loan, 4.30%, Maturing November 17, 2023

     4,814        4,861,822  
     

 

 

 
      $ 36,080,173  
     

 

 

 

Utilities — 2.6%

     

Calpine Construction Finance Company L.P.

     

Term Loan, 3.49%, Maturing May 3, 2020

     1,008      $ 1,010,205  

Term Loan, 3.74%, Maturing January 31, 2022

     384        384,001  

Calpine Corporation

     

Term Loan, 4.05%, Maturing January 15, 2024

     3,112        3,126,096  

Dayton Power & Light Company (The)

     

Term Loan, 4.49%, Maturing August 24, 2022

     547        556,307  

Granite Acquisition, Inc.

     

Term Loan, 5.30%, Maturing December 19, 2021

     109        109,670  

Term Loan, 5.30%, Maturing December 19, 2021

     2,406        2,431,181  

Helix Gen Funding, LLC

     

Term Loan, 4.96%, Maturing June 2, 2024

     900        910,687  

Invenergy Thermal Operating I, LLC

     

Term Loan, 6.80%, Maturing October 19, 2022

     192        185,084  

Lightstone Generation, LLC

     

Term Loan, 5.73%, Maturing January 30, 2024

     91        90,520  

Term Loan, 5.73%, Maturing January 30, 2024

     1,465        1,452,728  

Lonestar Generation, LLC

     

Term Loan, 5.45%, Maturing February 22, 2021

     1,292        1,072,445  

Longview Power, LLC

     

Term Loan, 7.24%, Maturing April 13, 2021

     2,720        1,536,517  

Talen Energy Supply, LLC

     

Term Loan, 5.23%, Maturing April 15, 2024

     723        699,333  

TPF II Power, LLC

     

Term Loan, 5.23%, Maturing October 2, 2023

     1,251        1,260,599  
     

 

 

 
      $ 14,825,373  
     

 

 

 

Total Senior Floating-Rate Loans
(identified cost $782,993,300)

      $ 777,832,148  
     

 

 

 

 

20

 

 


                                                 

Corporate Bonds & Notes — 7.5%

     
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      $ 76,687  

Huntington Ingalls Industries, Inc.

     

5.00%, 11/15/25(6)

     15        16,163  

Orbital ATK, Inc.

     

5.25%, 10/1/21

     45        46,519  

TransDigm, Inc.

     

6.00%, 7/15/22

     85        89,037  

6.50%, 7/15/24

     80        85,100  
     

 

 

 
      $ 313,506  
     

 

 

 

Automotive — 0.1%

     

American Axle & Manufacturing, Inc.

     

5.125%, 2/15/19

     20      $ 20,164  

General Motors Financial Co., Inc.

     

4.75%, 8/15/17

     70        70,080  

3.25%, 5/15/18

     10        10,111  

ZF North America Capital, Inc.

     

4.50%, 4/29/22(6)

     150        158,063  
     

 

 

 
      $ 258,418  
     

 

 

 

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

     

Alliance Data Systems Corp.

     

6.375%, 4/1/20(6)

     55      $ 56,031  
     

 

 

 
      $ 56,031  
     

 

 

 

Building and Development — 0.1%

     

Builders FirstSource, Inc.

     

10.75%, 8/15/23(6)

     18      $ 20,790  

Greystar Real Estate Partners, LLC

     

8.25%, 12/1/22(6)

     50        54,188  

HD Supply, Inc.

     

5.25%, 12/15/21(6)

     25        26,328  

5.75%, 4/15/24(6)

     15        16,106  

Hillman Group, Inc. (The)

     

6.375%, 7/15/22(6)

     75        72,562  

Reliance Intermediate Holdings, L.P.

     

6.50%, 4/1/23(6)

     120        128,400  

Standard Industries, Inc.

     

6.00%, 10/15/25(6)

     55        59,263  

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

     

4.375%, 6/15/19

     45        46,350  

5.875%, 6/15/24

     60        64,200  

USG Corp.

     

5.50%, 3/1/25(6)

     5        5,356  
     

 

 

 
      $ 493,543  
     

 

 

 

Business Equipment and Services — 0.1%

     

First Data Corp.

     

7.00%, 12/1/23(6)

     155      $ 167,594  

5.00%, 1/15/24(6)

     20        20,875  

 

21

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

FTI Consulting, Inc.

     

6.00%, 11/15/22

     40      $ 41,650  

ServiceMaster Co., LLC (The)

     

7.45%, 8/15/27

     45        49,275  

United Rentals North America, Inc.

     

7.625%, 4/15/22

     7        7,324  

6.125%, 6/15/23

     15        15,731  
     

 

 

 
      $ 302,449  
     

 

 

 

Cable and Satellite Television — 0.2%

 

CCO Holdings, LLC/CCO Holdings Capital Corp.

 

5.25%, 9/30/22

     155      $ 160,231  

5.75%, 1/15/24

     10        10,550  

5.375%, 5/1/25(6)

     95        101,294  

5.75%, 2/15/26(6)

     45        48,488  

CSC Holdings, LLC

 

8.625%, 2/15/19

     15        16,463  

5.25%, 6/1/24

     10        10,410  

DISH DBS Corp.

 

6.75%, 6/1/21

     120        132,750  

5.875%, 7/15/22

     30        32,728  

5.875%, 11/15/24

     5        5,444  

IAC/InterActiveCorp

 

4.875%, 11/30/18

     43        43,505  

Virgin Media Secured Finance PLC

 

5.50%, 1/15/25(6)

     550        577,329  
     

 

 

 
      $ 1,139,192  
     

 

 

 

Chemicals and Plastics — 0.4%

 

Hexion, Inc.

 

6.625%, 4/15/20

     1,900      $ 1,797,875  

Platform Specialty Products Corp.

 

10.375%, 5/1/21(6)

     15        16,575  

6.50%, 2/1/22(6)

     60        62,550  

Scotts Miracle-Gro Co. (The)

 

6.00%, 10/15/23

     15        16,181  

Tronox Finance, LLC

 

6.375%, 8/15/20

     130        130,975  

7.50%, 3/15/22(6)

     20        21,050  

W.R. Grace & Co.

 

5.125%, 10/1/21(6)

     30        32,325  

5.625%, 10/1/24(6)

     10        10,788  
     

 

 

 
      $ 2,088,319  
     

 

 

 

Conglomerates — 0.0%(7)

 

Spectrum Brands, Inc.

 

6.625%, 11/15/22

     30      $ 31,463  

5.75%, 7/15/25

     70        74,987  

TMS International Corp.

 

7.625%, 10/15/21(6)

     55        57,626  
     

 

 

 
      $ 164,076  
     

 

 

 

 

22

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

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        112,227  
     

 

 

 
      $ 165,977  
     

 

 

 

Containers and Glass Products — 0.9%

 

Berry Plastics Corp.

 

6.00%, 10/15/22

     25      $ 26,656  

Owens-Brockway Glass Container, Inc.

 

5.875%, 8/15/23(6)

     35        38,850  

6.375%, 8/15/25(6)

     15        16,941  

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

     

5.75%, 10/15/20

     3,875        3,962,187  

4.804%, 7/15/21(6)(8)

     950        972,563  
     

 

 

 
      $ 5,017,197  
     

 

 

 

Distribution & Wholesale — 0.0%(7)

     

American Tire Distributors, Inc.

     

10.25%, 3/1/22(6)

     50      $ 52,375  
     

 

 

 
      $ 52,375  
     

 

 

 

Drugs — 0.4%

     

Jaguar Holding Co. II/Pharmaceutical Product Development, LLC

     

6.375%, 8/1/23(6)

     110      $ 117,150  

Valeant Pharmaceuticals International, Inc.

     

6.375%, 10/15/20(6)

     55        53,763  

7.50%, 7/15/21(6)

     50        48,750  

5.625%, 12/1/21(6)

     30        27,300  

6.50%, 3/15/22(6)

     807        853,402  

7.00%, 3/15/24(6)

     1,049        1,119,807  
     

 

 

 
      $ 2,220,172  
     

 

 

 

Ecological Services and Equipment — 0.0%(7)

     

Clean Harbors, Inc.

     

5.125%, 6/1/21

     25      $ 25,562  

Covanta Holding Corp.

     

5.875%, 3/1/24

     25        24,438  
     

 

 

 
      $ 50,000  
     

 

 

 

Electric Utilities — 0.0%(7)

     

NRG Yield Operating, LLC

     

5.375%, 8/15/24

     25      $ 26,250  

5.00%, 9/15/26

     35        35,897  
     

 

 

 
      $ 62,147  
     

 

 

 

Electronics/Electrical — 0.3%

     

Anixter, Inc.

     

5.50%, 3/1/23

     45      $ 48,431  

Infor (US), Inc.

     

5.75%, 8/15/20(6)

     20        20,625  

6.50%, 5/15/22

     50        52,313  

SS&C Technologies Holdings, Inc.

     

5.875%, 7/15/23

     65        69,388  

 

23

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Western Digital Corp.

     

7.375%, 4/1/23(6)

     1,425      $ 1,567,500  

Zebra Technologies Corp.

     

7.25%, 10/15/22

     90        95,962  
     

 

 

 
      $ 1,854,219  
     

 

 

 

Equipment Leasing — 0.1%

     

International Lease Finance Corp.

     

7.125%, 9/1/18(6)

     350      $ 369,616  
     

 

 

 
      $ 369,616  
     

 

 

 

Financial Intermediaries — 0.1%

     

CIT Group, Inc.

     

5.50%, 2/15/19(6)

     16      $ 16,829  

5.375%, 5/15/20

     10        10,825  

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

     

6.00%, 8/1/20

     40        41,175  

JPMorgan Chase & Co.

     

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

     80        91,740  

Navient Corp.

     

5.50%, 1/15/19

     115        119,744  

5.00%, 10/26/20

     25        25,781  
     

 

 

 
      $ 306,094  
     

 

 

 

Financial Services — 0.0%(7)

     

Solera, LLC/Solera Finance, Inc.

     

10.50%, 3/1/24(6)

     10      $ 11,550  
     

 

 

 
      $ 11,550  
     

 

 

 

Food Products — 0.3%

     

Dean Foods Co.

     

6.50%, 3/15/23(6)

     45      $ 46,744  

Iceland Bondco PLC

     

4.545%, 7/15/20(6)(8)

   GBP  1,266        1,679,345  

Post Holdings, Inc.

     

6.00%, 12/15/22(6)

     35        37,144  

8.00%, 7/15/25(6)

     15        17,400  

WhiteWave Foods Co. (The)

     

5.375%, 10/1/22

     25        28,444  
     

 

 

 
      $ 1,809,077  
     

 

 

 

Food Service — 0.0%(7)

     

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

     

4.625%, 1/15/22(6)

     65      $ 66,625  

6.00%, 4/1/22(6)

     125        129,312  

Yum! Brands, Inc.

     

5.30%, 9/15/19

     10        10,613  

3.75%, 11/1/21

     15        15,394  

3.875%, 11/1/23

     5        5,006  
     

 

 

 
      $ 226,950  
     

 

 

 

Food/Drug Retailers — 0.0%(7)

     

Rite Aid Corp.

     

6.125%, 4/1/23(6)

     66      $ 65,670  
     

 

 

 
      $ 65,670  
     

 

 

 

 

24

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Health Care — 1.1%

     

Alere, Inc.

     

7.25%, 7/1/18

     10      $ 10,053  

6.50%, 6/15/20

     35        35,700  

6.375%, 7/1/23(6)

     20        21,600  

Centene Corp.

     

4.75%, 5/15/22

     20        21,200  

CHS/Community Health Systems, Inc.

     

7.125%, 7/15/20

     35        33,971  

6.25%, 3/31/23

     1,500        1,541,250  

Envision Healthcare Corp.

     

5.625%, 7/15/22

     25        25,984  

6.25%, 12/1/24(6)

     20        21,600  

HCA Healthcare, Inc.

     

6.25%, 2/15/21

     85        92,437  

HCA, Inc.

     

6.50%, 2/15/20

     15        16,425  

4.75%, 5/1/23

     1,050        1,107,750  

5.875%, 2/15/26

     25        27,313  

Hologic, Inc.

     

5.25%, 7/15/22(6)

     70        74,200  

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

     

7.50%, 10/1/24(6)

     27        29,700  

RegionalCare Hospital Partners Holdings, Inc.

     

8.25%, 5/1/23(6)

     2,300        2,484,000  

Teleflex, Inc.

     

5.25%, 6/15/24

     20        21,000  

Tenet Healthcare Corp.

     

6.00%, 10/1/20

     55        59,056  

4.375%, 10/1/21

     600        613,500  

8.125%, 4/1/22

     95        102,362  

6.75%, 6/15/23

     5        4,963  
     

 

 

 
      $ 6,344,064  
     

 

 

 

Home Furnishings — 0.0%(7)

     

Tempur Sealy International, Inc.

     

5.625%, 10/15/23

     35      $ 36,706  
     

 

 

 
      $ 36,706  
     

 

 

 

Insurance — 0.0%(7)

     

Alliant Holdings Intermediate, LLC

     

8.25%, 8/1/23(6)

     40      $ 42,800  

Hub Holdings, LLC/Hub Holdings Finance, Inc.

     

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

     45        45,056  

Hub International, Ltd.

     

7.875%, 10/1/21(6)

     60        62,925  
     

 

 

 
      $ 150,781  
     

 

 

 

Internet Software & Services — 0.0%(7)

     

Netflix, Inc.

     

5.50%, 2/15/22

     45      $ 48,938  

5.875%, 2/15/25

     55        61,737  

 

25

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Riverbed Technology, Inc.

     

8.875%, 3/1/23(6)

     40      $ 39,750  
     

 

 

 
      $ 150,425  
     

 

 

 

Leisure Goods/Activities/Movies — 0.2%

     

National CineMedia, LLC

     

6.00%, 4/15/22

     790      $ 815,675  

NCL Corp., Ltd.

     

4.625%, 11/15/20(6)

     45        46,406  

Regal Entertainment Group

     

5.75%, 3/15/22

     30        31,347  

Royal Caribbean Cruises, Ltd.

     

7.25%, 3/15/18

     50        51,597  

Sabre GLBL, Inc.

     

5.375%, 4/15/23(6)

     25        26,250  

5.25%, 11/15/23(6)

     40        41,800  

Viking Cruises, Ltd.

     

8.50%, 10/15/22(6)

     60        63,150  

6.25%, 5/15/25(6)

     40        41,000  
     

 

 

 
      $ 1,117,225  
     

 

 

 

Lodging and Casinos — 1.0%

     

Buffalo Thunder Development Authority

     

11.00%, 12/9/22(6)

     224      $ 87,334  

Caesars Entertainment Operating Co., Inc.

     

8.50%, 2/15/20(5)

     2,066        2,685,201  

9.00%, 2/15/20(5)

     492        640,542  

9.00%, 2/15/20(5)

     1,156        1,505,273  

ESH Hospitality, Inc.

     

5.25%, 5/1/25(6)

     30        31,425  

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

     

4.875%, 11/1/20

     75        79,686  

MGM Resorts International

     

6.625%, 12/15/21

     90        101,475  

7.75%, 3/15/22

     30        35,322  

6.00%, 3/15/23

     65        72,150  

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

     

5.00%, 4/15/23

     30        31,050  

Station Casinos, LLC

     

7.50%, 3/1/21

     27        28,215  

Tunica-Biloxi Gaming Authority

     

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

     310        116,250  
     

 

 

 
      $ 5,413,923  
     

 

 

 

Media — 0.2%

     

Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH

     

5.50%, 1/15/23(6)

     900      $ 936,000  
     

 

 

 
      $ 936,000  
     

 

 

 

Nonferrous Metals/Minerals — 0.0%(7)

     

Eldorado Gold Corp.

     

6.125%, 12/15/20(6)

     120      $ 123,000  

Imperial Metals Corp.

     

7.00%, 3/15/19(6)

     25        21,125  

 

26

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

New Gold, Inc.

     

6.25%, 11/15/22(6)

     70      $ 72,800  
     

 

 

 
      $ 216,925  
     

 

 

 

Oil and Gas — 0.5%

     

Andeavor

     

5.375%, 10/1/22

     90      $ 93,052  

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

     

5.50%, 10/15/19

     15        15,844  

6.25%, 10/15/22

     35        37,362  

Antero Resources Corp.

     

5.375%, 11/1/21

     100        103,375  

5.625%, 6/1/23

     30        30,900  

Blue Racer Midstream, LLC/Blue Racer Finance Corp.

     

6.125%, 11/15/22(6)

     10        10,275  

Canbriam Energy, Inc.

     

9.75%, 11/15/19(6)

     25        25,750  

CITGO Petroleum Corp.

     

6.25%, 8/15/22(6)

     700        715,750  

Concho Resources, Inc.

     

5.50%, 4/1/23

     240        249,000  

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

     

7.125%, 4/15/21(6)

     90        93,037  

7.75%, 2/15/23(6)

     60        64,200  

CVR Refining, LLC/Coffeyville Finance, Inc.

     

6.50%, 11/1/22

     130        132,600  

Denbury Resources, Inc.

     

5.50%, 5/1/22

     20        10,900  

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

     

7.00%, 8/15/21(6)

     95        98,444  

8.125%, 9/15/23(6)

     25        26,875  

Energy Transfer Equity, L.P.

     

5.875%, 1/15/24

     50        54,125  

Gulfport Energy Corp.

     

6.625%, 5/1/23

     60        60,900  

Matador Resources Co.

     

6.875%, 4/15/23

     40        42,600  

Newfield Exploration Co.

     

5.625%, 7/1/24

     120        126,450  

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

     

6.875%, 5/15/23

     45        46,575  

RSP Permian, Inc.

     

6.625%, 10/1/22

     80        83,900  

Seven Generations Energy, Ltd.

     

8.25%, 5/15/20(6)

     140        146,825  

6.75%, 5/1/23(6)

     60        63,300  

6.875%, 6/30/23(6)

     25        26,563  

SM Energy Co.

     

6.50%, 1/1/23

     80        80,200  

Sunoco, L.P./Sunoco Finance Corp.

     

6.375%, 4/1/23

     25        26,438  

Williams Cos., Inc. (The)

     

4.55%, 6/24/24

     5        5,206  

 

27

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

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

     

4.875%, 3/15/24

     10      $ 10,502  
     

 

 

 
      $ 2,480,948  
     

 

 

 

Publishing — 0.0%(7)

     

MHGE Parent, LLC/MHGE Parent Finance, Inc.

     

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

     20      $ 20,100  

Tribune Media Co.

     

5.875%, 7/15/22

     35        36,881  
     

 

 

 
      $ 56,981  
     

 

 

 

Radio and Television — 0.3%

     

Clear Channel Worldwide Holdings, Inc.

     

Series A, 6.50%, 11/15/22

     50      $ 51,750  

Series B, 6.50%, 11/15/22

     90        93,713  

iHeartCommunications, Inc.

     

9.00%, 12/15/19

     953        773,121  

11.25%, 3/1/21

     45        34,538  

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

     

5.50%, 10/1/21(6)

     35        36,225  

Sirius XM Radio, Inc.

     

6.00%, 7/15/24(6)

     85        91,906  

Univision Communications, Inc.

     

6.75%, 9/15/22(6)

     746        776,772  

5.125%, 5/15/23(6)

     30        30,675  
     

 

 

 
      $ 1,888,700  
     

 

 

 

Retailers (Except Food and Drug) — 0.3%

     

Dollar Tree, Inc.

     

5.25%, 3/1/20

     45      $ 46,350  

5.75%, 3/1/23

     105        111,694  

Fresh Market, Inc. (The)

     

9.75%, 5/1/23(6)

     1,175        966,437  

Hot Topic, Inc.

     

9.25%, 6/15/21(6)

     25        23,656  

L Brands, Inc.

     

6.875%, 11/1/35

     50        48,250  

Michaels Stores, Inc.

     

5.875%, 12/15/20(6)

     45        46,238  

Murphy Oil USA, Inc.

     

6.00%, 8/15/23

     135        143,100  

Party City Holdings, Inc.

     

6.125%, 8/15/23(6)

     60        63,300  

Vista Outdoor, Inc.

     

5.875%, 10/1/23

     30        30,900  
     

 

 

 
      $ 1,479,925  
     

 

 

 

Road & Rail — 0.0%(7)

     

Watco Cos., LLC/Watco Finance Corp.

     

6.375%, 4/1/23(6)

     45      $ 47,363  
     

 

 

 
      $ 47,363  
     

 

 

 

 

28

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Software and Services — 0.0%(7)

     

IHS Markit, Ltd.

     

5.00%, 11/1/22(6)

     60      $ 64,662  

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

     

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

     65        67,600  
     

 

 

 
      $ 132,262  
     

 

 

 

Steel — 0.0%(7)

     

ArcelorMittal

     

6.75%, 2/25/22

     25      $ 28,313  
     

 

 

 
      $ 28,313  
     

 

 

 

Surface Transport — 0.0%(7)

     

Hertz Corp. (The)

     

6.25%, 10/15/22

     40      $ 35,100  

XPO Logistics, Inc.

     

6.50%, 6/15/22(6)

     75        78,187  
     

 

 

 
      $ 113,287  
     

 

 

 

Technology — 0.0%(7)

     

Micron Technology, Inc.

     

5.25%, 8/1/23(6)

     15      $ 15,727  
     

 

 

 
      $ 15,727  
     

 

 

 

Telecommunications — 0.6%

     

Avaya, Inc.

     

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

     45      $ 36,900  

CenturyLink, Inc.

     

6.75%, 12/1/23

     40        42,600  

CommScope Technologies, LLC

     

6.00%, 6/15/25(6)

     45        48,600  

5.00%, 3/15/27(6)

     5        5,025  

Frontier Communications Corp.

     

6.25%, 9/15/21

     30        26,465  

10.50%, 9/15/22

     25        23,563  

7.625%, 4/15/24

     30        24,600  

6.875%, 1/15/25

     45        35,775  

11.00%, 9/15/25

     15        13,763  

Intelsat Jackson Holdings S.A.

     

7.25%, 10/15/20

     120        115,800  

7.50%, 4/1/21

     5        4,750  

5.50%, 8/1/23

     35        30,362  

Level 3 Financing, Inc.

     

5.375%, 1/15/24

     25        26,375  

Sprint Communications, Inc.

     

7.00%, 8/15/20

     655        717,225  

6.00%, 11/15/22

     5        5,288  

Sprint Corp.

     

7.25%, 9/15/21

     60        66,450  

7.875%, 9/15/23

     260        295,750  

7.625%, 2/15/25

     35        39,550  

T-Mobile USA, Inc.

     

6.625%, 4/1/23

     40        42,400  

6.375%, 3/1/25

     35        37,756  

6.50%, 1/15/26

     115        128,225  

 

29

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Wind Acquisition Finance S.A.

     

4.921%, 4/30/19(6)(8)

   EUR  500      $ 600,512  

6.50%, 4/30/20(6)

     475        491,625  

3.669%, 7/15/20(6)(8)

   EUR 475        565,111  
     

 

 

 
      $ 3,424,470  
     

 

 

 

Utilities — 0.2%

     

AES Corp. (The)

     

5.50%, 3/15/24

     25      $ 26,250  

Calpine Corp.

     

5.25%, 6/1/26(6)

     1,050        1,034,250  

Dynegy, Inc.

     

6.75%, 11/1/19

     40        41,575  

7.375%, 11/1/22

     20        20,325  

7.625%, 11/1/24

     35        34,825  
     

 

 

 
      $ 1,157,225  
     

 

 

 

Total Corporate Bonds & Notes
(identified cost $41,135,760)

      $ 42,217,828  
     

 

 

 

Asset-Backed Securities — 5.1%

     
Security    Principal
Amount
(000’s omitted)
     Value  

ALM Loan Funding, Ltd.

     

Series 2015-16A, Class D, 6.654%, 7/15/27(6)(8)

   $ 1,000      $ 991,003  

Apidos CLO XIX

     

Series 2014-19A, Class E, 6.754%, 10/17/26(6)(8)

     2,100        2,101,128  

Apidos CLO XVII

     

Series 2014-17A, Class C, 4.604%, 4/17/26(6)(8)

     1,000        997,446  

Apidos CLO XXI

     

Series 2015-21A, Class D, 6.854%, 7/18/27(6)(8)

     1,000        1,001,851  

Ares CLO, Ltd.

     

Series 2014-32A, Class D, 6.882%, 11/15/25(6)(8)

     2,000        2,001,632  

Series 2015-2A, Class E2, 6.511%, 7/29/26(6)(8)

     1,000        982,401  

Birchwood Park CLO, Ltd.

     

Series 2014-1A, Class E1, 6.404%, 7/15/26(6)(8)

     500        474,863  

Carlyle Global Market Strategies CLO, Ltd.

     

Series 2012-3A, Class DR, 8.754%, 10/14/28(6)(8)

     1,200        1,223,583  

Series 2014-4A, Class E, 6.504%, 10/15/26(6)(8)

     2,000        2,001,818  

Series 2015-5A, Class D, 7.407%, 1/20/28(6)(8)

     500        501,358  

Cent CLO, L.P.

     

Series 2014-22A, Class D, 6.479%, 11/7/26(6)(8)

     1,000        988,918  

Cumberland Park CLO, Ltd.

     

Series 2015-2A, Class E, 6.307%, 7/20/26(6)(8)

     1,975        1,927,132  

Dryden XL Senior Loan Fund

     

Series 2015-40A, Class E, 7.132%, 8/15/28(6)(8)

     1,000        1,001,544  

Dryden XXVIII Senior Loan Fund

     

Series 2013-28A, Class B2L, 5.082%, 8/15/25(6)(8)

     430        403,455  

 

30

 

 


                                                 
Security    Principal
Amount
(000’s omitted)
     Value  

Galaxy CLO, Ltd.

     

Series 2015-21A, Class E1, 6.907%, 1/20/28(6)(8)

     1,000      $ 996,196  

Golub Capital Partners CLO, Ltd.

     

Series 2015-23A, Class E, 6.921%, 5/5/27(6)(8)

     2,000        1,930,864  

Oak Hill Credit Partners VIII, Ltd.

     

Series 2013-8A, Class D, 4.807%, 4/20/25(6)(8)

     450        450,132  

Oak Hill Credit Partners XI, Ltd.

     

Series 2015-11A, Class E, 8.007%, 10/20/28(6)(8)

     1,000        1,014,700  

Octagon Investment Partners XXIII, Ltd.

     

Series 2015-1A, Class E2, 7.804%, 7/15/27(6)(8)

     2,000        2,000,765  

Palmer Square CLO, Ltd.

     

Series 2015-2A, Class DR, 7.807%, 7/20/30(6)(8)

     1,200        1,200,000  

Race Point CLO, Ltd.

     

Series 2012-7A, Class D, 5.429%, 11/8/24(6)(8)

     1,750        1,750,338  

Recette CLO, LLC

     

Series 2015-1A, Class E, 7.007%, 10/20/27(6)(8)

     1,000        1,002,113  

Westcott Park CLO, Ltd.

     

Series 2016-1A, Class E, 8.507%, 7/20/28(6)(8)

     1,600        1,633,671  
     

 

 

 

Total Asset-Backed Securities
(identified cost $27,130,623)

      $ 28,576,911  
     

 

 

 

Common Stocks — 2.0%

     
Security    Shares      Value  

Aerospace and Defense — 0.1%

     

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

     55      $ 819,761  
     

 

 

 
      $ 819,761  
     

 

 

 

Automotive — 0.1%

     

Dayco Products, LLC(3)(12)(13)

     18,702      $ 589,113  
     

 

 

 
      $ 589,113  
     

 

 

 

Business Equipment and Services — 0.2%

     

Education Management Corp.(3)(12)(13)

     3,185,850      $ 0  

RCS Capital Corp.(12)(13)

     59,826        1,017,042  
     

 

 

 
      $ 1,017,042  
     

 

 

 

Electronics/Electrical — 0.3%

     

Answers Corp.(12)(13)

     93,678      $ 1,416,880  
     

 

 

 
      $ 1,416,880  
     

 

 

 

Health Care — 0.0%(7)

     

New Millennium Holdco, Inc.(12)(13)

     61,354      $ 115,039  
     

 

 

 
      $ 115,039  
     

 

 

 

Lodging and Casinos — 0.3%

     

Tropicana Entertainment, Inc.(12)(13)

     35,670      $ 1,560,562  
     

 

 

 
      $ 1,560,562  
     

 

 

 

Nonferrous Metals/Minerals — 0.0%

     

ASP United/GHX Holding, LLC(3)(12)(13)

     707      $ 0  
     

 

 

 
      $ 0  
     

 

 

 

 

31

 

 


                                                 
Security    Shares      Value  

Oil and Gas — 0.6%

     

Ameriforge Group, Inc.(3)(12)(13)

     57,039      $ 1,996,365  

Bonanza Creek Energy, Inc.(13)

     1,652        47,974  

Nine Point Energy Holdings, Inc.(3)(6)(13)

     628        9,235  

Paragon Offshore Finance Company, Class A(12)(13)

     1,527        1,578  

Paragon Offshore Finance Company, Class B(12)(13)

     764        15,789  

Paragon Offshore, Ltd.(12)(13)

     1,527        22,905  

Patterson-UTI Energy, Inc.(12)(13)

     341        6,595  

Samson Resources II, LLC, Class A(12)(13)

     44,102        1,043,749  

Southcross Holdings Group, LLC(3)(12)(13)

     59        0  

Southcross Holdings L.P., Class A(12)(13)

     59        42,775  
     

 

 

 
      $ 3,186,965  
     

 

 

 

Publishing — 0.4%

     

ION Media Networks, Inc.(3)(12)

     3,990      $ 2,076,915  

MediaNews Group, Inc.(3)(12)(13)

     10,718        375,341  
     

 

 

 
      $ 2,452,256  
     

 

 

 

Total Common Stocks
(identified cost $6,161,699)

      $ 11,157,618  
     

 

 

 

Convertible Preferred Stocks — 0.0%(7)

     
Security    Shares      Value  

Business Equipment and Services — 0.0%

     

Education Management Corp., Series A-1, 7.50%(3)(12)(13)

     3,545      $ 0  
     

 

 

 
      $ 0  
     

 

 

 

Oil and Gas — 0.0%(7)

     

Nine Point Energy Holdings, Inc., Series A, 12.00%(3)(6)(13)

     14      $ 14,000  
     

 

 

 
      $ 14,000  
     

 

 

 

Total Convertible Preferred Stocks
(identified cost $264,194)

      $ 14,000  
     

 

 

 

Closed-End Funds — 2.1%

     
Security    Shares      Value  

BlackRock Floating Rate Income Strategies Fund, Inc.

     99,936      $ 1,429,085  

Invesco Senior Income Trust

     483,234        2,198,715  

Nuveen Credit Strategies Income Fund

     365,228        3,173,831  

Nuveen Floating Rate Income Fund

     148,079        1,751,774  

Nuveen Floating Rate Income Opportunity Fund

     103,281        1,223,880  

Voya Prime Rate Trust

     396,676        2,118,250  
     

 

 

 

Total Closed-End Funds
(identified cost $12,168,732)

      $ 11,895,535  
     

 

 

 

 

32

 

 


                                                 

Miscellaneous — 0.0%(7)

     
Security    Principal
Amount/
Shares
     Value  

Lodging and Casinos — 0.0%(7)

     
Buffalo Thunder Development Authority, Residual Claim Certificates, Expires 11/15/29(6)(13)    $ 99,307      $ 50  
     

 

 

 

Total Miscellaneous
(identified cost $0)

      $ 50  
     

 

 

 

Short-Term Investments — 1.5%

     
Description    Units      Value  
Eaton Vance Cash Reserves Fund, LLC, 1.28%(14)      8,121,208      $ 8,122,832  
     

 

 

 

Total Short-Term I