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, 2016

Date of Reporting Period

 

 

 


Item 1. Schedule of Investments


Eaton Vance

Senior Floating-Rate Trust

January 31, 2016

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 141.6%(1)

 

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

Aerospace and Defense — 1.8%

     

BE Aerospace, Inc.

     

Term Loan, 4.00%, Maturing December 16, 2021

     962       $ 963,194   

IAP Worldwide Services, Inc.

     

Revolving Loan, Maturing July 18, 2018(2)

     311         281,416   

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

     424         339,352   

Silver II US Holdings, LLC

     

Term Loan, 4.00%, Maturing December 13, 2019

     1,767         1,470,689   

Transdigm, Inc.

     

Term Loan, 3.75%, Maturing February 28, 2020

     4,178         4,090,986   

Term Loan, 3.75%, Maturing June 4, 2021

     1,798         1,747,440   
     

 

 

 
      $ 8,893,077   
     

 

 

 

Air Transport — 0.4%

     

Virgin America, Inc.

     

Term Loan, 4.50%, Maturing April 4, 2019

     2,350       $ 1,935,460   
     

 

 

 
      $ 1,935,460   
     

 

 

 

Automotive — 3.9%

     

Affinia Group Intermediate Holdings, Inc.

     

Term Loan, 4.75%, Maturing April 27, 2020

     1,031       $ 1,031,162   

Allison Transmission, Inc.

     

Term Loan, 3.50%, Maturing August 23, 2019

     2,778         2,771,775   

Chrysler Group, LLC

     

Term Loan, 3.50%, Maturing May 24, 2017

     2,846         2,835,012   

Term Loan, 3.25%, Maturing December 31, 2018

     2,063         2,050,613   

CS Intermediate Holdco 2, LLC

     

Term Loan, 4.00%, Maturing April 4, 2021

     640         614,640   

Dayco Products, LLC

     

Term Loan, 5.25%, Maturing December 12, 2019

     983         972,061   

Federal-Mogul Holdings Corporation

     

Term Loan, 4.75%, Maturing April 15, 2021

     3,866         3,124,312   

Horizon Global Corporation

     

Term Loan, 7.00%, Maturing May 11, 2022

     463         446,916   

MPG Holdco I, Inc.

     

Term Loan, 3.75%, Maturing October 20, 2021

     2,102         2,026,719   

Schaeffler AG

     

Term Loan, 4.25%, Maturing May 15, 2020

     347         347,863   

TI Group Automotive Systems, LLC

     

Term Loan, 4.50%, Maturing June 30, 2022

   EUR 798         853,668   

Term Loan, 4.50%, Maturing June 30, 2022

       1,197         1,165,579   

Tower Automotive Holdings USA, LLC

     

Term Loan, 4.00%, Maturing April 23, 2020

     646         619,963   

Visteon Corporation

     

Term Loan, 3.50%, Maturing April 9, 2021

     627         623,458   
     

 

 

 
      $ 19,483,741   
     

 

 

 

Beverage and Tobacco — 0.4%

     

Flavors Holdings, Inc.

     

Term Loan, 6.75%, Maturing April 3, 2020

     1,231       $ 1,115,385   

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

     1,000         875,000   
     

 

 

 
      $ 1,990,385   
     

 

 

 

 

1

 

 


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

Brokerage/Securities Dealers/Investment Houses — 0.3%

     

Astro AB Borrower, Inc.

     

Term Loan, 5.50%, Maturing April 30, 2022

     323       $ 320,950   

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

     275         259,875   

Salient Partners L.P.

     

Term Loan, 7.50%, Maturing May 19, 2021

     788         764,360   
     

 

 

 
      $ 1,345,185   
     

 

 

 

Building and Development — 3.1%

     

ABC Supply Co., Inc.

     

Term Loan, 3.50%, Maturing April 16, 2020

     991       $ 983,010   

Auction.com, LLC

     

Term Loan, 6.00%, Maturing May 8, 2022

     1,017         1,008,411   

CPG International, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     611         574,281   

DTZ U.S. Borrower, LLC

     

Term Loan, 4.25%, Maturing November 4, 2021

     2,587         2,521,246   

Gates Global, Inc.

     

Term Loan, 4.25%, Maturing July 5, 2021

     4,466         4,034,409   

Headwaters, Incorporated

     

Term Loan, 4.50%, Maturing March 24, 2022

     199         199,000   

Quikrete Holdings, Inc.

     

Term Loan, 4.00%, Maturing September 28, 2020

     922         915,519   

Term Loan - Second Lien, 7.00%, Maturing March 26, 2021

     1,350         1,346,625   

RE/MAX International, Inc.

     

Term Loan, 4.25%, Maturing July 31, 2020

     1,498         1,479,017   

Realogy Corporation

     

Term Loan, 3.75%, Maturing March 5, 2020

     973         967,989   

Summit Materials Companies I, LLC

     

Term Loan, 4.25%, Maturing July 17, 2022

     622         613,584   

WireCo WorldGroup, Inc.

     

Term Loan, 6.00%, Maturing February 15, 2017

     572         556,496   
     

 

 

 
      $ 15,199,587   
     

 

 

 

Business Equipment and Services — 9.8%

     

Acosta Holdco, Inc.

     

Term Loan, 4.25%, Maturing September 26, 2021

     3,308       $ 3,159,379   

AlixPartners, LLP

     

Term Loan, 4.50%, Maturing July 28, 2022

     599         594,759   

Altisource Solutions S.a.r.l.

     

Term Loan, 4.50%, Maturing December 9, 2020

     2,260         1,910,061   

BakerCorp International, Inc.

     

Term Loan, 4.25%, Maturing February 14, 2020

     814         695,934   

Brickman Group Ltd., LLC

     

Term Loan, 4.00%, Maturing December 18, 2020

     809         785,719   

Brock Holdings III, Inc.

     

Term Loan, 6.00%, Maturing March 16, 2017

     1,033         961,030   

CCC Information Services, Inc.

     

Term Loan, 4.00%, Maturing December 20, 2019

     413         403,443   

Ceridian, LLC

     

Term Loan, 4.50%, Maturing September 15, 2020

     612         537,020   

Corporate Capital Trust, Inc.

     

Term Loan, 4.00%, Maturing May 15, 2019

     933         914,708   

CPM Holdings, Inc.

     

Term Loan, 6.00%, Maturing April 11, 2022

     274         270,889   

Crossmark Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 20, 2019

     1,156         843,823   

Education Management, LLC

     

Term Loan, 5.50%, Maturing July 2, 2020(3)

     266         122,250   

Term Loan, 8.50%, (2.00% Cash, 6.50% PIK), Maturing July 2, 2020(3)

     473         116,888   

 

2

 

 


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

EIG Investors Corp.

     

Term Loan, 5.00%, Maturing November 9, 2019

     4,638       $ 4,509,745   

Emdeon Business Services, LLC

     

Term Loan, 3.75%, Maturing November 2, 2018

     1,401         1,380,318   

Extreme Reach, Inc.

     

Term Loan, 7.25%, Maturing February 7, 2020

     1,541         1,510,078   

Garda World Security Corporation

     

Term Loan, 4.00%, Maturing November 6, 2020

     110         104,650   

Term Loan, 4.00%, Maturing November 6, 2020

     976         930,642   

Term Loan, 4.75%, Maturing November 6, 2020

   CAD 1,344         910,078   

IG Investment Holdings, LLC

     

Term Loan, 6.00%, Maturing October 29, 2021

     1,858         1,846,296   

IMS Health Incorporated

     

Term Loan, 3.50%, Maturing March 17, 2021

     1,933         1,901,336   

Information Resources, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     1,173         1,172,191   

ION Trading Finance Limited

     

Term Loan, 4.25%, Maturing June 10, 2021

     474         460,783   

Term Loan, 4.50%, Maturing June 10, 2021

   EUR   1,025         1,108,648   

KAR Auction Services, Inc.

     

Term Loan, 3.50%, Maturing March 11, 2021

     2,673         2,669,301   

Kronos Incorporated

     

Term Loan, 4.50%, Maturing October 30, 2019

     2,325         2,290,304   

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

     1,073         1,066,963   

MCS AMS Sub-Holdings, LLC

     

Term Loan, 7.50%, Maturing October 15, 2019

     914         776,688   

Monitronics International, Inc.

     

Term Loan, 4.25%, Maturing March 23, 2018

     527         510,774   

Term Loan, 4.50%, Maturing April 2, 2022

     670         629,741   

PGX Holdings, Inc.

     

Term Loan, 5.75%, Maturing September 29, 2020

     549         546,175   

RCS Capital Corporation

     

DIP Loan, Maturing February 2, 2017(2)

     700         693,000   

Term Loan, 7.50%, Maturing April 29, 2019(3)

     2,251         1,575,966   

Term Loan - Second Lien, 11.50%, Maturing April 29, 2021(3)

     1,000         172,600   

Sensus USA, Inc.

     

Term Loan, 4.50%, Maturing May 9, 2017

     643         620,474   

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

     1,000         980,000   

ServiceMaster Company

     

Term Loan, 4.25%, Maturing July 1, 2021

     3,390         3,370,583   

TNS, Inc.

     

Term Loan, 5.00%, Maturing February 14, 2020

     629         619,844   

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

     

Term Loan, 5.75%, Maturing September 2, 2021

     1,188         1,152,360   

WASH Multifamily Laundry Systems, LLC

     

Term Loan, 4.25%, Maturing May 14, 2022

     44         43,206   

Term Loan, 4.25%, Maturing May 14, 2022

     254         246,712   

West Corporation

     

Term Loan, 3.25%, Maturing June 30, 2018

     3,217         3,162,468   
     

 

 

 
      $ 48,277,827   
     

 

 

 

Cable and Satellite Television — 3.2%

     

Altice US Finance I Corporation

     

Term Loan, 4.25%, Maturing December 14, 2022

     1,087       $ 1,069,335   

MCC Iowa, LLC

     

Term Loan, 3.75%, Maturing June 30, 2021

     862         857,700   

Neptune Finco Corp.

     

Term Loan, 5.00%, Maturing October 9, 2022

     3,900         3,898,916   

 

3

 

 


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

Numericable Group SA

     

Term Loan, 4.56%, Maturing July 29, 2022

   EUR 698       $ 743,177   

Term Loan, 4.56%, Maturing July 31, 2022

     374         357,113   

Numericable U.S., LLC

     

Term Loan, 4.50%, Maturing May 21, 2020

     1,033         995,881   

Term Loan, 4.50%, Maturing May 21, 2020

     1,194         1,151,126   

Virgin Media Investment Holdings Limited

     

Term Loan, 3.50%, Maturing June 30, 2023

     2,629         2,578,840   

Term Loan, 4.25%, Maturing June 30, 2023

   GBP   1,475         2,065,867   

Ziggo B.V.

     

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 382         405,339   

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 593         629,200   

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 1,074         1,138,862   
     

 

 

 
      $ 15,891,356   
     

 

 

 

Chemicals and Plastics — 7.3%

     

Allnex (Luxembourg) & Cy S.C.A.

     

Term Loan, 4.50%, Maturing October 3, 2019

     273       $ 269,639   

Allnex USA, Inc.

     

Term Loan, 4.50%, Maturing October 3, 2019

     141         139,903   

Aruba Investments, Inc.

     

Term Loan, 4.50%, Maturing February 2, 2022

     300         291,736   

Axalta Coating Systems US Holdings, Inc.

     

Term Loan, 3.75%, Maturing February 1, 2020

     3,552         3,525,849   

Chemours Company (The)

     

Term Loan, 3.75%, Maturing May 12, 2022

     2,512         2,240,202   

ECO Services Operations, LLC

     

Term Loan, 4.75%, Maturing December 4, 2021

     1,190         1,172,135   

Emerald Performance Materials, LLC

     

Term Loan, 4.50%, Maturing August 1, 2021

     509         502,054   

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

     550         520,552   

Flint Group GmbH

     

Term Loan, 4.50%, Maturing September 7, 2021

     147         141,943   

Flint Group US, LLC

     

Term Loan, 4.50%, Maturing September 7, 2021

     890         860,124   

GCP Applied Technologies, Inc.

     

Term Loan, Maturing February 3, 2022(2)

     550         552,063   

Gemini HDPE, LLC

     

Term Loan, 4.75%, Maturing August 7, 2021

     2,217         2,186,538   

Huntsman International, LLC

     

Term Loan, 3.75%, Maturing October 1, 2021

     988         975,175   

Ineos Finance PLC

     

Term Loan, 4.25%, Maturing March 31, 2022

   EUR 422         441,653   

Ineos Group Holdings S.A.

     

Term Loan, 4.00%, Maturing December 15, 2020

   EUR 987         1,030,635   

Ineos US Finance, LLC

     

Term Loan, 3.75%, Maturing May 4, 2018

     4,124         4,015,434   

Term Loan, 4.25%, Maturing March 31, 2022

     695         666,632   

Kronos Worldwide, Inc.

     

Term Loan, 4.00%, Maturing February 18, 2020

     295         264,722   

MacDermid, Inc.

     

Term Loan, 5.50%, Maturing June 7, 2020

     549         511,479   

Term Loan, 5.50%, Maturing June 7, 2020

     594         553,657   

Term Loan, 5.50%, Maturing June 7, 2020

     1,299         1,211,467   

Minerals Technologies, Inc.

     

Term Loan, 3.75%, Maturing May 9, 2021

     1,254         1,238,173   

Orion Engineered Carbons GmbH

     

Term Loan, 5.00%, Maturing July 25, 2021

     524         521,176   

Term Loan, 5.00%, Maturing July 25, 2021

   EUR 853         929,475   

 

4

 

 


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

OXEA Finance, LLC

     

Term Loan, 4.25%, Maturing January 15, 2020

     684       $ 667,144   

PolyOne Corporation

     

Term Loan, 3.75%, Maturing November 11, 2022

     500         501,250   

PQ Corporation

     

Term Loan, 4.00%, Maturing August 7, 2017

     1,140         1,131,291   

Solenis International L.P.

     

Term Loan, 4.25%, Maturing July 31, 2021

     296         284,122   

Term Loan, 4.50%, Maturing July 31, 2021

   EUR 963         1,036,496   

Sonneborn Refined Products B.V.

     

Term Loan, 4.75%, Maturing December 10, 2020

     71         70,009   

Sonneborn, LLC

     

Term Loan, 4.75%, Maturing December 10, 2020

     400         396,715   

Trinseo Materials Operating S.C.A.

     

Term Loan, 4.25%, Maturing November 5, 2021

     323         315,412   

Tronox Pigments (Netherlands) B.V.

     

Term Loan, 4.25%, Maturing March 19, 2020

     2,944         2,585,204   

Univar, Inc.

     

Term Loan, 4.25%, Maturing July 1, 2022

     3,242         3,149,251   

Zep, Inc.

     

Term Loan, 5.75%, Maturing June 27, 2022

     1,343         1,328,978   
     

 

 

 
      $ 36,228,288   
     

 

 

 

Clothing/Textiles — 0.3%

     

Ascena Retail Group, Inc.

     

Term Loan, 5.25%, Maturing August 21, 2022

     1,625       $ 1,539,281   
     

 

 

 
      $ 1,539,281   
     

 

 

 

Conglomerates — 1.0%

     

Bestway UK Holdco Limited

     

Term Loan, 5.26%, Maturing October 6, 2021

   GBP   1,103       $ 1,571,760   

Match Group, Inc.

     

Term Loan, 5.50%, Maturing November 16, 2022

     1,150         1,147,844   

RGIS Services, LLC

     

Term Loan, 5.50%, Maturing October 18, 2017

     2,798         2,049,878   
     

 

 

 
      $ 4,769,482   
     

 

 

 

Containers and Glass Products — 2.9%

     

Berry Plastics Holding Corporation

     

Term Loan, 3.50%, Maturing February 8, 2020

     2,115       $ 2,089,541   

Term Loan, 3.75%, Maturing January 6, 2021

     612         605,211   

Term Loan, 4.00%, Maturing October 1, 2022

     1,095         1,092,253   

Hilex Poly Co., LLC

     

Term Loan, 6.00%, Maturing December 5, 2021

     1,485         1,486,856   

Libbey Glass, Inc.

     

Term Loan, 3.75%, Maturing April 9, 2021

     394         382,180   

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

     

Term Loan, 4.25%, Maturing March 13, 2022

   EUR 1,985         2,152,463   

Onex Wizard US Acquisition, Inc.

     

Term Loan, 4.25%, Maturing March 13, 2022

     1,216         1,203,749   

Pelican Products, Inc.

     

Term Loan, 5.25%, Maturing April 10, 2020

     369         355,755   

Reynolds Group Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 1, 2018

     2,770         2,761,833   

TricorBraun, Inc.

     

Term Loan, 4.00%, Maturing May 3, 2018

     574         561,032   

Verallia

     

Term Loan, 5.00%, Maturing July 24, 2022

   EUR 1,650         1,787,649   
     

 

 

 
      $ 14,478,522   
     

 

 

 

 

5

 

 


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

Cosmetics/Toiletries — 1.8%

     

Coty, Inc.

     

Term Loan, 3.75%, Maturing October 27, 2022

     875       $ 873,359   

Galleria Co.

     

Term Loan, 3.75%, Maturing September 22, 2022

     1,725         1,719,609   

KIK Custom Products, Inc.

     

Term Loan, 6.00%, Maturing August 26, 2022

     1,571         1,513,130   

Prestige Brands, Inc.

     

Term Loan, 3.50%, Maturing September 3, 2021

     719         718,208   

Revlon Consumer Products Corporation

     

Term Loan, 4.00%, Maturing October 8, 2019

     1,179         1,176,518   

Sun Products Corporation (The)

     

Term Loan, 5.50%, Maturing March 23, 2020

     3,111         2,969,245   
     

 

 

 
      $ 8,970,069   
     

 

 

 

Drugs — 3.6%

     

Alkermes, Inc.

     

Term Loan, 3.50%, Maturing September 18, 2019

     364       $ 360,539   

AMAG Pharmaceuticals, Inc.

     

Term Loan, 4.75%, Maturing August 13, 2021

     1,062         1,027,062   

DPx Holdings B.V.

     

Term Loan, 4.25%, Maturing March 11, 2021

     1,361         1,307,885   

Term Loan, 4.50%, Maturing March 11, 2021

   EUR 695         750,887   

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

     

Term Loan, 3.75%, Maturing September 26, 2022

       2,625         2,595,469   

Horizon Pharma, Inc.

     

Term Loan, 4.50%, Maturing May 7, 2021

     1,219         1,167,073   

Mallinckrodt International Finance S.A.

     

Term Loan, 3.25%, Maturing March 19, 2021

     1,498         1,451,490   

Valeant Pharmaceuticals International, Inc.

     

Term Loan, 3.75%, Maturing December 11, 2019

     2,561         2,465,138   

Term Loan, 3.75%, Maturing August 5, 2020

     3,125         3,003,975   

Term Loan, 4.00%, Maturing April 1, 2022

     3,589         3,454,172   
     

 

 

 
      $ 17,583,690   
     

 

 

 

Ecological Services and Equipment — 1.1%

     

ADS Waste Holdings, Inc.

     

Term Loan, 3.75%, Maturing October 9, 2019

     3,703       $ 3,606,215   

EnergySolutions, LLC

     

Term Loan, 6.75%, Maturing May 29, 2020

     2,197         1,845,630   
     

 

 

 
      $ 5,451,845   
     

 

 

 

Electronics/Electrical — 15.6%

     

Answers Corporation

     

Term Loan, 6.25%, Maturing October 3, 2021

     2,081       $ 1,399,796   

Avago Technologies Cayman Ltd.

     

Term Loan, 3.75%, Maturing May 6, 2021

     5,307         5,285,189   

Term Loan, Maturing February 1, 2023(2)

     8,775         8,647,034   

Campaign Monitor Finance Pty. Limited

     

Term Loan, 6.25%, Maturing March 18, 2021

     707         696,784   

CommScope, Inc.

     

Term Loan, 3.83%, Maturing December 29, 2022

     923         919,948   

CompuCom Systems, Inc.

     

Term Loan, 4.25%, Maturing May 11, 2020

     1,195         752,687   

Dell International, LLC

     

Term Loan, 4.00%, Maturing April 29, 2020

     5,856         5,845,584   

Deltek, Inc.

     

Term Loan, 5.00%, Maturing June 25, 2022

     293         288,379   

Term Loan - Second Lien, 9.50%, Maturing June 25, 2023

     400         394,000   

Entegris, Inc.

     

Term Loan, 3.50%, Maturing April 30, 2021

     336         333,608   

 

6

 

 


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

Excelitas Technologies Corp.

     

Term Loan, 6.00%, Maturing October 31, 2020

     822       $ 724,100   

Eze Castle Software, Inc.

     

Term Loan, 4.00%, Maturing April 6, 2020

     1,485         1,460,259   

Go Daddy Operating Company, LLC

     

Term Loan, 4.25%, Maturing May 13, 2021

     4,477         4,461,849   

Hyland Software, Inc.

     

Term Loan, 4.75%, Maturing July 1, 2022

     587         578,404   

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

     550         512,875   

Infor (US), Inc.

     

Term Loan, 3.75%, Maturing June 3, 2020

     5,171         4,877,284   

Informatica Corporation

     

Term Loan, 4.50%, Maturing August 5, 2022

     3,416         3,270,385   

Lattice Semiconductor Corporation

     

Term Loan, 5.25%, Maturing March 10, 2021

     571         539,300   

M/A-COM Technology Solutions Holdings, Inc.

     

Term Loan, 4.50%, Maturing May 7, 2021

     517         517,125   

MA FinanceCo., LLC

     

Term Loan, 4.50%, Maturing November 20, 2019

     1,018         1,004,527   

Term Loan, 5.25%, Maturing November 19, 2021

     1,954         1,933,485   

Magic Newco, LLC

     

Term Loan, 5.00%, Maturing December 12, 2018

     1,355         1,354,030   

MH Sub I, LLC

     

Term Loan, 4.75%, Maturing July 8, 2021

     1,234         1,209,725   

Microsemi Corporation

     

Term Loan, 5.25%, Maturing January 15, 2023

     1,425         1,416,688   

NXP B.V.

     

Term Loan, 3.75%, Maturing December 7, 2020

     1,750         1,747,968   

Orbotech, Inc.

     

Term Loan, 5.00%, Maturing August 6, 2020

     359         355,858   

Renaissance Learning, Inc.

     

Term Loan, 4.50%, Maturing April 9, 2021

     2,176         2,090,238   

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

     225         205,312   

Rocket Software, Inc.

     

Term Loan, 5.75%, Maturing February 8, 2018

     1,189         1,184,437   

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

     1,750         1,742,708   

RP Crown Parent, LLC

     

Term Loan, 6.00%, Maturing December 21, 2018

     5,686         5,032,503   

SGS Cayman L.P.

     

Term Loan, 6.00%, Maturing April 23, 2021

     200         199,947   

SkillSoft Corporation

     

Term Loan, 5.75%, Maturing April 28, 2021

     3,556         2,662,870   

Smart Technologies ULC

     

Term Loan, 10.50%, Maturing January 31, 2018

     540         516,539   

SS&C Technologies, Inc.

     

Term Loan, 4.01%, Maturing July 8, 2022

     1,967         1,959,793   

Term Loan, 4.02%, Maturing July 8, 2022

     283         281,578   

SunEdison Semiconductor B.V.

     

Term Loan, 6.50%, Maturing May 27, 2019

     1,877         1,858,503   

SurveyMonkey, Inc.

     

Term Loan, 6.25%, Maturing February 5, 2019

     2,017         1,976,623   

Sutherland Global Services, Inc.

     

Term Loan, 6.00%, Maturing April 23, 2021

     861         858,962   

Sybil Software, LLC

     

Term Loan, 4.25%, Maturing March 20, 2020

     1,601         1,594,956   

Vertafore, Inc.

     

Term Loan, 4.25%, Maturing October 3, 2019

     913         907,651   

Wall Street Systems Delaware, Inc.

     

Term Loan, 4.50%, Maturing April 30, 2021

     1,215         1,200,295   

 

7

 

 


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

Zebra Technologies Corporation

     

Term Loan, 4.75%, Maturing October 27, 2021

     1,966       $ 1,968,355   
     

 

 

 
      $ 76,768,141   
     

 

 

 

Financial Intermediaries — 4.8%

     

Armor Holding II, LLC

     

Term Loan, 5.75%, Maturing June 26, 2020

     1,977       $ 1,917,544   

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

     1,525         1,483,063   

Citco Funding, LLC

     

Term Loan, 4.25%, Maturing June 29, 2018

     1,988         1,981,313   

First Data Corporation

     

Term Loan, 3.93%, Maturing March 24, 2018

     4,961         4,903,518   

Term Loan, 3.93%, Maturing September 24, 2018

     1,875         1,853,906   

Term Loan, 4.18%, Maturing July 8, 2022

     750         738,348   

Grosvenor Capital Management Holdings, LLP

     

Term Loan, 3.75%, Maturing January 4, 2021

     1,119         1,079,992   

Guggenheim Partners, LLC

     

Term Loan, 4.25%, Maturing July 22, 2020

     1,323         1,315,048   

Hamilton Lane Advisors, LLC

     

Term Loan, 4.25%, Maturing July 9, 2022

     499         496,048   

Harbourvest Partners, LLC

     

Term Loan, 3.25%, Maturing February 4, 2021

     754         748,797   

Medley, LLC

     

Term Loan, 6.50%, Maturing June 15, 2019

     497         500,166   

MIP Delaware, LLC

     

Term Loan, 4.00%, Maturing March 9, 2020

     437         435,371   

NXT Capital, Inc.

     

Term Loan, 6.25%, Maturing September 4, 2018

     123         122,802   

Term Loan, 6.25%, Maturing September 4, 2018

     670         669,860   

Term Loan, 6.25%, Maturing September 4, 2018

     733         733,125   

Ocwen Financial Corporation

     

Term Loan, 5.50%, Maturing February 15, 2018

     985         985,362   

Sesac Holdco II, LLC

     

Term Loan, 5.25%, Maturing February 8, 2019

     960         951,105   

Starwood Property Trust, Inc.

     

Term Loan, 3.50%, Maturing April 17, 2020

     267         263,927   

Walker & Dunlop, Inc.

     

Term Loan, 5.25%, Maturing December 11, 2020

     626         627,164   

Walter Investment Management Corp.

     

Term Loan, 4.75%, Maturing December 19, 2020

     2,311         1,805,421   
     

 

 

 
      $ 23,611,880   
     

 

 

 

Food Products — 4.5%

     

AdvancePierre Foods, Inc.

     

Term Loan, 5.75%, Maturing July 10, 2017

     3,598       $ 3,597,709   

Term Loan - Second Lien, 9.50%, Maturing October 10, 2017

     700         692,125   

Blue Buffalo Company Ltd.

     

Term Loan, 3.75%, Maturing August 8, 2019

     1,258         1,258,066   

Charger OpCo B.V.

     

Term Loan, 4.25%, Maturing July 2, 2022

   EUR 552         598,541   

Term Loan, 4.25%, Maturing July 2, 2022

       2,110         2,101,842   

Clearwater Seafoods Limited Partnership

     

Term Loan, 4.75%, Maturing June 26, 2019

     901         900,672   

Del Monte Foods, Inc.

     

Term Loan, 4.25%, Maturing February 18, 2021

     1,191         1,143,376   

Term Loan - Second Lien, 8.25%, Maturing August 18, 2021

     1,500         1,230,000   

Diamond Foods, Inc.

     

Term Loan, 4.25%, Maturing August 20, 2018

     192         191,941   

Dole Food Company, Inc.

     

Term Loan, 4.50%, Maturing November 1, 2018

     1,271         1,248,522   

 

8

 

 


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

High Liner Foods Incorporated

     

Term Loan, 4.25%, Maturing April 24, 2021

     835       $ 823,642   

JBS USA, LLC

     

Term Loan, 3.75%, Maturing May 25, 2018

     862         857,738   

Term Loan, 3.75%, Maturing September 18, 2020

     1,540         1,497,225   

Term Loan, 4.00%, Maturing October 30, 2022

     675         657,914   

NBTY, Inc.

     

Term Loan, 3.50%, Maturing October 1, 2017

     5,199         5,136,378   

Post Holdings, Inc.

     

Term Loan, 3.75%, Maturing June 2, 2021

     266         265,664   
     

 

 

 
      $ 22,201,355   
     

 

 

 

Food Service — 4.0%

     

1011778 B.C. Unlimited Liability Company

     

Term Loan, 3.75%, Maturing December 10, 2021

     4,688       $ 4,665,243   

Aramark Services, Inc.

     

Term Loan, 3.93%, Maturing July 26, 2016

     20         19,953   

Term Loan, 3.93%, Maturing July 26, 2016

     36         35,895   

Centerplate, Inc.

     

Term Loan, 4.75%, Maturing November 26, 2019

     1,005         997,361   

Landry’s, Inc.

     

Term Loan, 4.00%, Maturing April 24, 2018

     2,052         2,046,527   

NPC International, Inc.

     

Term Loan, 4.75%, Maturing December 28, 2018

     1,637         1,623,568   

P.F. Chang’s China Bistro, Inc.

     

Term Loan, 4.25%, Maturing July 2, 2019

     402         383,801   

Seminole Hard Rock Entertainment, Inc.

     

Term Loan, 3.50%, Maturing May 14, 2020

     268         263,433   

US Foods, Inc.

     

Term Loan, 4.50%, Maturing March 31, 2019

     4,851         4,789,992   

Weight Watchers International, Inc.

     

Term Loan, 4.00%, Maturing April 2, 2020

     6,735         4,673,786   
     

 

 

 
      $ 19,499,559   
     

 

 

 

Food/Drug Retailers — 2.8%

     

Albertsons, LLC

     

Term Loan, 5.50%, Maturing March 21, 2019

     2,311       $ 2,290,900   

Term Loan, 5.13%, Maturing August 25, 2019

     3,128         3,067,127   

Term Loan, 5.50%, Maturing August 25, 2021

     893         875,943   

Rite Aid Corporation

     

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

     1,450         1,453,625   

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

     1,500         1,499,766   

Supervalu, Inc.

     

Term Loan, 4.50%, Maturing March 21, 2019

     4,754         4,593,925   
     

 

 

 
      $ 13,781,286   
     

 

 

 

Health Care — 15.4%

     

Acadia Healthcare Company, Inc.

     

Term Loan, 4.25%, Maturing February 11, 2022

     248       $ 246,159   

ADMI Corp.

     

Term Loan, 5.50%, Maturing April 30, 2022

     323         323,914   

Akorn, Inc.

     

Term Loan, 6.00%, Maturing April 16, 2021

     1,037         1,020,026   

Albany Molecular Research, Inc.

     

Term Loan, 5.75%, Maturing July 16, 2021

     698         693,013   

Alere, Inc.

     

Term Loan, 4.25%, Maturing June 18, 2022

     1,600         1,585,679   

Alliance Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing June 3, 2019

     1,205         1,114,639   

Amneal Pharmaceuticals, LLC

     

Term Loan, 4.50%, Maturing November 1, 2019

     1,718         1,695,811   

 

9

 

 


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

AmSurg Corp.

     

Term Loan, 3.50%, Maturing July 16, 2021

     591       $ 588,168   

Ardent Legacy Acquisitions, Inc.

     

Term Loan, 6.50%, Maturing July 21, 2021

     499         496,880   

ATI Holdings, Inc.

     

Term Loan, 5.25%, Maturing December 20, 2019

     931         925,151   

Auris Luxembourg III S.a.r.l.

     

Term Loan, 4.25%, Maturing January 15, 2022

     769         765,511   

BSN Medical, Inc.

     

Term Loan, 4.00%, Maturing August 28, 2019

     569         561,766   

CareCore National, LLC

     

Term Loan, 5.50%, Maturing March 5, 2021

     3,026         2,602,507   

CeramTec Acquisition Corporation

     

Term Loan, 4.25%, Maturing August 30, 2020

     33         32,515   

CHG Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing November 19, 2019

     1,146         1,136,601   

Community Health Systems, Inc.

     

Term Loan, 3.75%, Maturing December 31, 2019

     2,583         2,489,592   

Term Loan, 4.00%, Maturing January 27, 2021

     4,753         4,584,453   

Concentra, Inc.

     

Term Loan, 4.00%, Maturing June 1, 2022

     299         294,396   

Convatec, Inc.

     

Term Loan, 4.25%, Maturing June 15, 2020

     1,313         1,298,356   

CPI Buyer, LLC

     

Term Loan, 5.50%, Maturing August 18, 2021

     1,012         969,172   

DaVita HealthCare Partners, Inc.

     

Term Loan, 3.50%, Maturing June 24, 2021

     3,177         3,175,037   

DJO Finance, LLC

     

Term Loan, 4.25%, Maturing June 8, 2020

     2,139         2,073,291   

Envision Healthcare Corporation

     

Term Loan, 4.25%, Maturing May 25, 2018

     1,972         1,970,060   

Faenza Acquisition GmbH

     

Term Loan, 4.25%, Maturing August 30, 2020

     95         94,976   

Term Loan, 4.25%, Maturing August 30, 2020

     314         312,107   

Global Healthcare Exchange, LLC

     

Term Loan, 5.50%, Maturing August 15, 2022

     1,072         1,066,281   

Greatbatch Ltd.

     

Term Loan, 5.25%, Maturing September 22, 2022

     950         942,875   

Iasis Healthcare, LLC

     

Term Loan, 4.50%, Maturing May 3, 2018

     1,596         1,579,024   

Indivior Finance S.a.r.l.

     

Term Loan, 7.00%, Maturing December 19, 2019

     974         893,416   

inVentiv Health, Inc.

     

Term Loan, 7.75%, Maturing May 15, 2018

     2,007         1,994,385   

Term Loan, 7.75%, Maturing May 15, 2018

     2,378         2,362,681   

Jaguar Holding Company II

     

Term Loan, 4.25%, Maturing August 18, 2022

     4,378         4,302,479   

Kindred Healthcare, Inc.

     

Term Loan, 4.25%, Maturing April 9, 2021

     1,478         1,429,481   

Kinetic Concepts, Inc.

     

Term Loan, 4.50%, Maturing May 4, 2018

     4,428         4,319,290   

Knowledge Universe Education, LLC

     

Term Loan, 6.00%, Maturing July 28, 2022

     1,122         1,108,160   

LHP Hospital Group, Inc.

     

Term Loan, 9.00%, Maturing July 3, 2018

     1,667         1,633,865   

MMM Holdings, Inc.

     

Term Loan, 9.75%, Maturing December 12, 2017(3)

     526         289,437   

MSO of Puerto Rico, Inc.

     

Term Loan, 9.75%, Maturing December 12, 2017(3)

     383         210,420   

 

10

 

 


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

National Mentor Holdings, Inc.

     

Term Loan, 4.25%, Maturing January 31, 2021

     516       $ 508,398   

New Millennium HoldCo, Inc.

     

Term Loan, 7.50%, Maturing December 21, 2020

     2,100         1,908,554   

Onex Carestream Finance L.P.

     

Term Loan, 5.00%, Maturing June 7, 2019

     3,578         3,130,423   

Opal Acquisition, Inc.

     

Term Loan, 5.00%, Maturing November 27, 2020

     3,113         2,572,209   

Ortho-Clinical Diagnostics, Inc.

     

Term Loan, 4.75%, Maturing June 30, 2021

     3,078         2,726,064   

Physio-Control International, Inc.

     

Term Loan, 5.50%, Maturing June 6, 2022

     449         441,020   

PRA Holdings, Inc.

     

Term Loan, 4.50%, Maturing September 23, 2020

     987         983,596   

Radnet Management, Inc.

     

Term Loan, 4.27%, Maturing October 10, 2018

     1,888         1,870,354   

RCHP, Inc.

     

Term Loan, 6.00%, Maturing April 23, 2019

     2,198         2,168,531   

Sage Products Holdings III, LLC

     

Term Loan, 4.25%, Maturing December 13, 2019

     1,079         1,071,202   

Select Medical Corporation

     

Term Loan, 5.00%, Maturing June 1, 2018

     1,110         1,093,716   

Sterigenics-Nordion Holdings, LLC

     

Term Loan, 4.25%, Maturing May 15, 2022

     698         679,048   

Steward Health Care System, LLC

     

Term Loan, 6.75%, Maturing April 12, 2020

     341         329,306   

Tecomet, Inc.

     

Term Loan, 5.75%, Maturing December 5, 2021

     1,139         1,013,265   

Truven Health Analytics, Inc.

     

Term Loan, 4.50%, Maturing June 6, 2019

     2,093         2,014,277   
     

 

 

 
      $ 75,691,537   
     

 

 

 

Home Furnishings — 0.3%

     

Serta Simmons Holdings, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

     1,461       $ 1,455,228   
     

 

 

 
      $ 1,455,228   
     

 

 

 

Industrial Equipment — 4.5%

     

Apex Tool Group, LLC

     

Term Loan, 4.50%, Maturing January 31, 2020

     1,702       $ 1,628,724   

Delachaux S.A.

     

Term Loan, 4.50%, Maturing October 28, 2021

     433         425,662   

Doosan Infracore International, Inc.

     

Term Loan, 4.50%, Maturing May 28, 2021

     999         960,178   

Filtration Group Corporation

     

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

     262         254,451   

Gardner Denver, Inc.

     

Term Loan, 4.25%, Maturing July 30, 2020

     3,191         2,881,599   

Term Loan, 4.75%, Maturing July 30, 2020

   EUR 391         378,831   

Husky Injection Molding Systems Ltd.

     

Term Loan, 4.25%, Maturing June 30, 2021

     2,751         2,636,372   

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

     430         397,496   

Milacron, LLC

     

Term Loan, 4.50%, Maturing September 28, 2020

     1,122         1,100,718   

Paladin Brands Holding, Inc.

     

Term Loan, 7.25%, Maturing August 16, 2019

     663         596,710   

Rexnord, LLC

     

Term Loan, 4.00%, Maturing August 21, 2020

     4,521         4,326,912   

Signode Industrial Group US, Inc.

     

Term Loan, 3.75%, Maturing May 1, 2021

     983         945,924   

 

11

 

 


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

STS Operating, Inc.

     

Term Loan, 4.75%, Maturing February 12, 2021

     295       $ 278,539   

Tank Holding Corp.

     

Term Loan, 5.25%, Maturing March 16, 2022

     741         725,931   

Terex Corporation

     

Term Loan, 3.50%, Maturing August 13, 2021

   EUR   1,555         1,684,871   

Term Loan, Maturing December 7, 2022(2)

     1,500         1,470,000   

Unifrax Corporation

     

Term Loan, 4.25%, Maturing November 28, 2018

     268         257,024   

VAT Lux III S.a.r.l.

     

Term Loan, 4.25%, Maturing February 11, 2021

     332         325,750   

Wittur GmbH

     

Term Loan, 6.00%, Maturing February 10, 2022

   EUR 900         951,327   
     

 

 

 
      $ 22,227,019   
     

 

 

 

Insurance — 5.1%

     

Alliant Holdings I, Inc.

     

Term Loan, 4.50%, Maturing August 12, 2022

     1,891       $ 1,845,011   

AmWINS Group, LLC

     

Term Loan, 5.25%, Maturing September 6, 2019

     4,686         4,691,478   

AssuredPartners, Inc.

     

Term Loan, 5.75%, Maturing October 21, 2022

     750         737,812   

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

     700         675,500   

Asurion, LLC

     

Term Loan, 5.00%, Maturing May 24, 2019

     4,003         3,778,990   

Term Loan, 5.00%, Maturing August 4, 2022

     5,075         4,674,883   

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

     2,300         1,953,850   

CGSC of Delaware Holding Corporation

     

Term Loan, 5.00%, Maturing April 16, 2020

     463         446,047   

Cunningham Lindsey U.S., Inc.

     

Term Loan, 5.00%, Maturing December 10, 2019

     856         575,591   

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

     1,000         545,000   

Hub International Limited

     

Term Loan, 4.00%, Maturing October 2, 2020

     2,762         2,657,260   

USI, Inc.

     

Term Loan, 4.25%, Maturing December 27, 2019

     2,729         2,677,563   
     

 

 

 
      $ 25,258,985   
     

 

 

 

Leisure Goods/Activities/Movies — 6.0%

     

AMC Entertainment, Inc.

     

Term Loan, 4.00%, Maturing December 15, 2022

     2,170       $ 2,174,019   

Ancestry.com, Inc.

     

Term Loan, 5.00%, Maturing August 17, 2022

     1,521         1,511,205   

Bombardier Recreational Products, Inc.

     

Term Loan, 3.75%, Maturing January 30, 2019

     3,225         3,185,876   

Bright Horizons Family Solutions, Inc.

     

Term Loan, 4.00%, Maturing January 30, 2020

     873         873,542   

CDS U.S. Intermediate Holdings, Inc.

     

Term Loan, 5.00%, Maturing July 8, 2022

     424         397,092   

ClubCorp Club Operations, Inc.

     

Term Loan, 4.25%, Maturing December 15, 2022

     1,900         1,886,542   

Emerald Expositions Holding, Inc.

     

Term Loan, 4.75%, Maturing June 17, 2020

     939         928,119   

Fender Musical Instruments Corporation

     

Term Loan, 5.75%, Maturing April 3, 2019

     251         247,349   

Lindblad Expeditions, Inc.

     

Term Loan, 5.50%, Maturing May 8, 2021

     136         135,775   

Term Loan, 5.50%, Maturing May 8, 2021

     1,058         1,052,255   

Live Nation Entertainment, Inc.

     

Term Loan, 3.50%, Maturing August 16, 2020

     2,514         2,510,711   

 

12

 

 


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

LTF Merger Sub, Inc.

     

Term Loan, 4.25%, Maturing June 10, 2022

     1,343       $ 1,310,508   

Nord Anglia Education Finance, LLC

     

Term Loan, 5.00%, Maturing March 31, 2021

     1,726         1,683,324   

Sabre, Inc.

     

Term Loan, 4.00%, Maturing February 19, 2019

     1,164         1,152,724   

SeaWorld Parks & Entertainment, Inc.

     

Term Loan, 3.00%, Maturing May 14, 2020

     2,743         2,590,523   

Sonifi Solutions, Inc.

     

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

     1,083         189,596   

SRAM, LLC

     

Term Loan, 4.03%, Maturing April 10, 2020

     1,672         1,363,111   

Steinway Musical Instruments, Inc.

     

Term Loan, 4.75%, Maturing September 19, 2019

     1,982         1,962,244   

Town Sports International, Inc.

     

Term Loan, 4.50%, Maturing November 15, 2020

     1,174         456,288   

WMG Acquisition Corp.

     

Term Loan, 3.75%, Maturing July 1, 2020

     1,031         992,960   

Zuffa, LLC

     

Term Loan, 3.75%, Maturing February 25, 2020

     2,813         2,753,259   
     

 

 

 
      $ 29,357,022   
     

 

 

 

Lodging and Casinos — 5.8%

     

Affinity Gaming, LLC

     

Term Loan, 5.25%, Maturing November 9, 2017

     388       $ 389,183   

Amaya Holdings B.V.

     

Term Loan, 5.00%, Maturing August 1, 2021

     3,338         3,087,455   

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

     1,997         1,983,895   

Boyd Gaming Corporation

     

Term Loan, 4.00%, Maturing August 14, 2020

     406         403,816   

Caesars Entertainment Operating Company

     

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

     978         852,832   

CityCenter Holdings, LLC

     

Term Loan, 4.25%, Maturing October 16, 2020

     776         773,057   

Four Seasons Holdings, Inc.

     

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

     3,577         3,561,985   

Gala Group Finance PLC

     

Term Loan, 5.51%, Maturing May 27, 2018

   GBP   3,125         4,452,534   

Golden Nugget, Inc.

     

Term Loan, 5.50%, Maturing November 21, 2019

     134         133,001   

Term Loan, 5.50%, Maturing November 21, 2019

     313         310,336   

Hilton Worldwide Finance, LLC

     

Term Loan, 3.50%, Maturing October 26, 2020

     4,364         4,361,798   

La Quinta Intermediate Holdings, LLC

     

Term Loan, 3.75%, Maturing April 14, 2021

     778         755,184   

MGM Resorts International

     

Term Loan, 3.50%, Maturing December 20, 2019

     2,425         2,407,065   

Pinnacle Entertainment, Inc.

     

Term Loan, 3.75%, Maturing August 13, 2020

     260         260,105   

Playa Resorts Holding B.V.

     

Term Loan, 4.00%, Maturing August 9, 2019

     489         474,088   

Scientific Games International, Inc.

     

Term Loan, 6.00%, Maturing October 18, 2020

     3,577         3,216,106   

Term Loan, 6.00%, Maturing October 1, 2021

     842         751,940   

Tropicana Entertainment, Inc.

     

Term Loan, 4.00%, Maturing November 27, 2020

     367         362,897   
     

 

 

 
      $ 28,537,277   
     

 

 

 

 

13

 

 


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

Nonferrous Metals/Minerals — 2.5%

     

Alpha Natural Resources, LLC

     

DIP Loan, 10.00%, Maturing January 31, 2017

     400       $ 380,000   

Term Loan, 3.50%, Maturing May 22, 2020

     2,557         946,260   

Arch Coal, Inc.

     

DIP Loan, Maturing January 12, 2017(2)

     825         783,750   

Term Loan, 6.25%, Maturing May 16, 2018

     3,529         1,049,933   

Dynacast International, LLC

     

Term Loan, 4.50%, Maturing January 28, 2022

     596         583,590   

Fairmount Santrol, Inc.

     

Term Loan, 4.50%, Maturing September 5, 2019

     2,998         1,399,469   

Murray Energy Corporation

     

Term Loan, 7.00%, Maturing April 16, 2017

     298         208,829   

Term Loan, 7.50%, Maturing April 16, 2020

     1,865         883,761   

Noranda Aluminum Acquisition Corporation

     

Term Loan, 5.75%, Maturing February 28, 2019

     987         312,000   

Novelis, Inc.

     

Term Loan, 4.00%, Maturing June 2, 2022

     2,637         2,452,178   

Oxbow Carbon, LLC

     

Term Loan, 4.25%, Maturing July 19, 2019

     1,375         1,237,076   

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

     2,125         1,646,875   

United Central Industrial Supply Company, LLC

     

Term Loan - Second Lien, 12.50%, Maturing April 9, 2019(3)

     500         308,400   
     

 

 

 
      $ 12,192,121   
     

 

 

 

Oil and Gas — 3.9%

     

Ameriforge Group, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2019

     1,122       $ 456,170   

Bronco Midstream Funding, LLC

     

Term Loan, 5.00%, Maturing August 15, 2020

     1,914         1,521,534   

CITGO Holding, Inc.

     

Term Loan, 9.50%, Maturing May 12, 2018

     940         931,999   

CITGO Petroleum Corporation

     

Term Loan, 4.50%, Maturing July 29, 2021

     963         931,521   

Crestwood Holdings, LLC

     

Term Loan, 7.00%, Maturing June 19, 2019

     1,735         849,968   

Drillships Ocean Ventures, Inc.

     

Term Loan, 5.50%, Maturing July 25, 2021

     2,049         813,127   

Energy Transfer Equity L.P.

     

Term Loan, 4.00%, Maturing December 2, 2019

     395         306,125   

Fieldwood Energy, LLC

     

Term Loan, 3.88%, Maturing September 28, 2018

     1,027         691,512   

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

     1,700         282,625   

Floatel International, Ltd.

     

Term Loan, 6.00%, Maturing June 27, 2020

     2,192         891,308   

MEG Energy Corp.

     

Term Loan, 3.75%, Maturing March 31, 2020

     7,282         5,720,176   

Paragon Offshore Finance Company

     

Term Loan, 3.75%, Maturing July 18, 2021

     839         190,958   

Samson Investment Company

     

Term Loan - Second Lien, 0.00%, Maturing September 25, 2018(4)

     1,850         50,875   

Seadrill Partners Finco, LLC

     

Term Loan, 4.00%, Maturing February 21, 2021

     4,616         1,840,452   

Sheridan Investment Partners II L.P.

     

Term Loan, 4.25%, Maturing December 16, 2020

     35         17,081   

Term Loan, 4.25%, Maturing December 16, 2020

     94         45,800   

Term Loan, 4.25%, Maturing December 16, 2020

     679         329,242   

Sheridan Production Partners I, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

     204         117,482   

Term Loan, 4.25%, Maturing October 1, 2019

     335         192,339   

Term Loan, 4.25%, Maturing October 1, 2019

     2,524         1,451,527   

 

14

 

 


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

Southcross Holdings Borrower L.P.

     

Term Loan, 6.00%, Maturing August 4, 2021

     394       $ 83,725   

Targa Resources Corp.

     

Term Loan, 5.75%, Maturing February 25, 2022

     260         220,093   

Tervita Corporation

     

Term Loan, 6.25%, Maturing May 15, 2018

     1,883         1,464,359   
     

 

 

 
      $ 19,399,998   
     

 

 

 

Publishing — 2.8%

     

682534 N.B., Inc.

     

Term Loan, 12.00%, (8.00% Cash, 4.00% PIK), Maturing October 1, 2020(3)

     324       $ 258,724   

Ascend Learning, LLC

     

Term Loan, 5.50%, Maturing July 31, 2019

     1,744         1,739,361   

Getty Images, Inc.

     

Term Loan, 4.75%, Maturing October 18, 2019

     5,370         3,464,668   

Laureate Education, Inc.

     

Term Loan, 5.00%, Maturing June 15, 2018

     3,896         3,073,358   

McGraw-Hill Global Education Holdings, LLC

     

Term Loan, 4.75%, Maturing March 22, 2019

     687         679,420   

Merrill Communications, LLC

     

Term Loan, 6.25%, Maturing June 1, 2022

     596         500,986   

Multi Packaging Solutions, Inc.

     

Term Loan, 4.25%, Maturing September 30, 2020

     299         294,509   

Penton Media, Inc.

     

Term Loan, 4.75%, Maturing October 3, 2019

     608         603,197   

ProQuest, LLC

     

Term Loan, 5.75%, Maturing October 24, 2021

     1,663         1,621,623   

Springer Science+Business Media Deutschland GmbH

     

Term Loan, 4.75%, Maturing August 14, 2020

     1,422         1,365,542   
     

 

 

 
      $ 13,601,388   
     

 

 

 

Radio and Television — 3.8%

     

ALM Media Holdings, Inc.

     

Term Loan, 5.50%, Maturing July 31, 2020

     412       $ 373,305   

AP NMT Acquisition B.V.

     

Term Loan, 6.75%, Maturing August 13, 2021

     1,960         1,712,774   

Block Communications, Inc.

     

Term Loan, 4.00%, Maturing November 7, 2021

     222         220,799   

CCO Safari III, LLC

     

Term Loan, 3.50%, Maturing January 24, 2023

     2,075         2,076,513   

Cumulus Media Holdings, Inc.

     

Term Loan, 4.25%, Maturing December 23, 2020

     4,137         3,054,347   

Entercom Radio, LLC

     

Term Loan, 4.00%, Maturing November 23, 2018

     356         354,698   

Gray Television, Inc.

     

Term Loan, 3.75%, Maturing June 10, 2021

     245         242,805   

Hubbard Radio, LLC

     

Term Loan, 4.25%, Maturing May 27, 2022

     646         600,367   

iHeartCommunications, Inc.

     

Term Loan, 7.18%, Maturing January 30, 2019

     2,132         1,420,763   

Term Loan, 7.93%, Maturing July 30, 2019

     364         242,218   

MGOC, Inc.

     

Term Loan, 4.00%, Maturing July 31, 2020

     1,332         1,328,381   

Mission Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     629         624,454   

Nexstar Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     714         708,141   

Raycom TV Broadcasting, LLC

     

Term Loan, 3.75%, Maturing August 4, 2021

     838         832,902   

 

15

 

 


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

Sinclair Television Group, Inc.

     

Term Loan, 3.00%, Maturing April 9, 2020

     486       $ 479,383   

Univision Communications, Inc.

     

Term Loan, 4.00%, Maturing March 1, 2020

     4,713         4,610,478   
     

 

 

 
      $ 18,882,328   
     

 

 

 

Retailers (Except Food and Drug) — 8.5%

     

99 Cents Only Stores

     

Term Loan, 4.50%, Maturing January 11, 2019

     1,902       $ 1,199,663   

B&M Retail Limited

     

Term Loan, 3.34%, Maturing May 21, 2019

   GBP 350         494,455   

Term Loan, 3.84%, Maturing April 28, 2020

   GBP 275         388,629   

Bass Pro Group, LLC

     

Term Loan, 4.00%, Maturing June 5, 2020

     2,346         2,256,121   

CDW, LLC

     

Term Loan, 3.25%, Maturing April 29, 2020

     4,839         4,762,411   

David’s Bridal, Inc.

     

Term Loan, 5.25%, Maturing October 11, 2019

     621         536,423   

Dollar Tree, Inc.

     

Term Loan, 3.50%, Maturing July 6, 2022

     2,011         2,008,898   

Evergreen Acqco 1 L.P.

     

Term Loan, 5.00%, Maturing July 9, 2019

     651         456,001   

Harbor Freight Tools USA, Inc.

     

Term Loan, 4.75%, Maturing July 26, 2019

     996         998,612   

J. Crew Group, Inc.

     

Term Loan, 4.00%, Maturing March 5, 2021

     2,849         1,929,350   

Jo-Ann Stores, Inc.

     

Term Loan, 4.00%, Maturing March 16, 2018

     1,807         1,697,008   

Men’s Wearhouse, Inc. (The)

     

Term Loan, 4.50%, Maturing June 18, 2021

     1,509         1,355,815   

Michaels Stores, Inc.

     

Term Loan, 3.75%, Maturing January 28, 2020

     2,504         2,481,232   

Term Loan, 4.00%, Maturing January 28, 2020

     809         804,234   

Neiman Marcus Group, Inc. (The)

     

Term Loan, 4.25%, Maturing October 25, 2020

     4,203         3,662,925   

Party City Holdings, Inc.

     

Term Loan, 4.25%, Maturing August 19, 2022

     2,693         2,630,408   

Pep Boys-Manny, Moe & Jack (The)

     

Term Loan, 5.50%, Maturing October 11, 2018

     461         460,606   

PetSmart, Inc.

     

Term Loan, 4.25%, Maturing March 11, 2022

     4,714         4,574,910   

PFS Holding Corporation

     

Term Loan, 4.50%, Maturing January 31, 2021

     1,702         1,549,053   

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

     

Term Loan, 4.50%, Maturing April 30, 2021

     517         473,169   

Pilot Travel Centers, LLC

     

Term Loan, 3.75%, Maturing October 1, 2021

     1,473         1,476,300   

Rent-A-Center, Inc.

     

Term Loan, 3.75%, Maturing March 19, 2021

     491         459,613   

Spin Holdco, Inc.

     

Term Loan, 4.25%, Maturing November 14, 2019

     2,568         2,447,911   

Toys ‘R’ Us Property Company I, LLC

     

Term Loan, 6.00%, Maturing August 21, 2019

     778         701,675   

Vivarte SA

     

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

   EUR 631         683,365   

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

   EUR 945         708,876   

Term Loan, 0.10%, (0.10% Cash, 0.00% PIK), Maturing October 29, 2021(3)

   EUR 204         0   

Wilton Brands, LLC

     

Term Loan, 8.50%, Maturing August 30, 2018

     501         472,138   
     

 

 

 
      $ 41,669,801   
     

 

 

 

 

16

 

 


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

Steel — 1.5%

     

FMG Resources (August 2006) Pty. Ltd.

     

Term Loan, 4.25%, Maturing June 30, 2019

     8,970       $ 6,267,572   

JMC Steel Group, Inc.

     

Term Loan, 4.75%, Maturing April 1, 2017

     599         582,659   

Neenah Foundry Company

     

Term Loan, 6.76%, Maturing April 26, 2017

     381         379,512   
     

 

 

 
      $ 7,229,743   
     

 

 

 

Surface Transport — 0.7%

     

Hertz Corporation (The)

     

Term Loan, 3.75%, Maturing March 11, 2018

     1,746       $ 1,742,181   

Kenan Advantage Group, Inc.

     

Term Loan, 1.50%, Maturing January 31, 2017(7)

     48         47,334   

Term Loan, 4.00%, Maturing July 31, 2022

     109         107,838   

Term Loan, 4.00%, Maturing July 31, 2022

     342         338,086   

Stena International S.a.r.l.

     

Term Loan, 4.00%, Maturing March 3, 2021

     1,547         1,237,950   
     

 

 

 
      $ 3,473,389   
     

 

 

 

Telecommunications — 4.0%

     

Intelsat Jackson Holdings S.A.

     

Term Loan, 3.75%, Maturing June 30, 2019

     7,550       $ 7,247,215   

IPC Corp.

     

Term Loan, 5.50%, Maturing August 6, 2021

     2,159         2,012,976   

Mitel US Holdings, Inc.

     

Term Loan, 5.50%, Maturing April 29, 2022

     718         717,243   

Syniverse Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2019

     1,776         1,242,975   

Term Loan, 4.00%, Maturing April 23, 2019

     1,988         1,391,364   

Telesat Canada

     

Term Loan, 3.50%, Maturing March 28, 2019

     6,588         6,444,801   

Windstream Corporation

     

Term Loan, 3.50%, Maturing August 8, 2019

     883         861,307   
     

 

 

 
      $ 19,917,881   
     

 

 

 

Utilities — 4.2%

     

Calpine Construction Finance Company L.P.

     

Term Loan, 3.00%, Maturing May 3, 2020

     1,024       $ 964,032   

Term Loan, 3.25%, Maturing January 31, 2022

     390         368,247   

Calpine Corporation

     

Term Loan, 4.00%, Maturing October 9, 2019

     798         779,563   

Term Loan, 3.50%, Maturing May 27, 2022

     3,159         3,001,826   

Dynegy Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2020

     945         913,402   

EFS Cogen Holdings I, LLC

     

Term Loan, 3.75%, Maturing December 17, 2020

     425         413,367   

Electrical Components International, Inc.

     

Term Loan, 5.75%, Maturing May 28, 2021

     864         855,718   

Energy Future Intermediate Holding Co., LLC

     

DIP Loan, 4.25%, Maturing June 19, 2016

     1,725         1,722,844   

EWT Holdings III Corp.

     

Term Loan, 4.75%, Maturing January 15, 2021

     392         384,160   

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

     1,800         1,674,000   

Granite Acquisition, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2021

     109         99,029   

Term Loan, 5.00%, Maturing December 19, 2021

     2,442         2,228,152   

Invenergy Thermal Operating I, LLC

     

Term Loan, 6.50%, Maturing October 7, 2022

     200         191,520   

 

17

 

 


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

La Frontera Generation, LLC

     

Term Loan, 4.50%, Maturing September 30, 2020

     2,523       $ 2,452,271   

Lonestar Generation, LLC

     

Term Loan, 5.25%, Maturing February 20, 2021(3)

     1,312         892,235   

Longview Power, LLC

     

Term Loan, 7.00%, Maturing April 13, 2021

     2,761         2,305,539   

TPF II Power, LLC

     

Term Loan, 5.50%, Maturing October 2, 2021

     1,328         1,273,706   
     

 

 

 
      $ 20,519,611   
     

 

 

 

Total Senior Floating-Rate Loans
(identified cost $763,071,614)

      $ 697,313,344   
     

 

 

 

Corporate Bonds & Notes — 9.7%

     
Security    Principal
Amount*
(000’s omitted)
     Value  

Aerospace and Defense — 0.1%

     

Aerojet Rocketdyne Holdings, Inc.

     

7.125%, 3/15/21

     70       $ 71,400   

CBC Ammo, LLC/CBC FinCo, Inc.

     

7.25%, 11/15/21(8)

     75         61,500   

Huntington Ingalls Industries, Inc.

     

5.00%, 11/15/25(8)

     15         15,487   

Orbital ATK, Inc.

     

5.25%, 10/1/21

     45         45,675   

TransDigm, Inc.

     

7.50%, 7/15/21

     10         10,250   

6.00%, 7/15/22

     85         83,725   

6.50%, 7/15/24

     80         78,600   
     

 

 

 
      $ 366,637   
     

 

 

 

Automotive — 0.1%

     

American Axle & Manufacturing, Inc.

     

5.125%, 2/15/19

     20       $ 19,750   

General Motors Financial Co., Inc.

     

4.75%, 8/15/17

     70         71,995   

3.25%, 5/15/18

     10         10,032   

Navistar International Corp.

     

8.25%, 11/1/21

     30         18,863   

ZF North America Capital, Inc.

     

4.50%, 4/29/22(8)

     150         144,937   
     

 

 

 
      $ 265,577   
     

 

 

 

Beverage and Tobacco — 0.1%

     

Constellation Brands, Inc.

     

6.00%, 5/1/22

     105       $ 117,075   

4.25%, 5/1/23

     105         107,756   
     

 

 

 
      $ 224,831   
     

 

 

 

Brokerage/Securities Dealers/Investment Houses — 0.0%(9)

     

Alliance Data Systems Corp.

     

6.375%, 4/1/20(8)

     55       $ 55,688   
     

 

 

 
      $ 55,688   
     

 

 

 

Building and Development — 0.2%

     

Builders FirstSource, Inc.

     

10.75%, 8/15/23(8)

     35       $ 32,944   

 

18

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Building Materials Corp. of America

     

5.375%, 11/15/24(8)

     75       $ 74,250   

6.00%, 10/15/25(8)

     55         56,512   

Greystar Real Estate Partners, LLC

     

8.25%, 12/1/22(8)

     50         51,625   

HD Supply, Inc.

     

7.50%, 7/15/20

     110         114,950   

5.25%, 12/15/21(8)

     40         41,300   

Hillman Group, Inc. (The)

     

6.375%, 7/15/22(8)

     75         63,000   

Nortek, Inc.

     

8.50%, 4/15/21

     40         41,500   

Reliance Intermediate Holdings, L.P.

     

6.50%, 4/1/23(8)

     120         123,276   

TRI Pointe Holdings, Inc.

     

4.375%, 6/15/19

     45         43,875   

5.875%, 6/15/24

     60         58,350   

USG Corp.

     

5.875%, 11/1/21(8)

     35         36,225   

5.50%, 3/1/25(8)

     5         5,069   
     

 

 

 
      $ 742,876   
     

 

 

 

Business Equipment and Services — 0.3%

     

Acosta, Inc.

     

7.75%, 10/1/22(8)

     140       $ 115,500   

Audatex North America, Inc.

     

6.00%, 6/15/21(8)

     70         70,788   

FTI Consulting, Inc.

     

6.00%, 11/15/22

     40         41,550   

IMS Health, Inc.

     

6.00%, 11/1/20(8)

     75         77,662   

National CineMedia, LLC

     

6.00%, 4/15/22

     790         812,712   

ServiceMaster Co., LLC (The)

     

7.45%, 8/15/27

     45         44,550   

United Rentals North America, Inc.

     

7.625%, 4/15/22

     40         41,300   

6.125%, 6/15/23

     35         33,863   
     

 

 

 
      $ 1,237,925   
     

 

 

 

Cable and Satellite Television — 0.8%

     

AMC Networks, Inc.

     

7.75%, 7/15/21

     45       $ 47,925   

Cable One, Inc.

     

5.75%, 6/15/22(8)

     20         20,250   

CCO Holdings, LLC/CCO Holdings Capital Corp.

     

5.25%, 9/30/22

     155         157,325   

5.75%, 1/15/24

     10         10,313   

5.375%, 5/1/25(8)

     95         94,288   

CSC Holdings, LLC

     

8.625%, 2/15/19

     15         16,013   

5.25%, 6/1/24

     10         8,850   

DISH DBS Corp.

     

6.75%, 6/1/21

     185         189,162   

5.875%, 7/15/22

     35         33,031   

5.875%, 11/15/24

     25         22,313   

IAC/InterActiveCorp

     

4.875%, 11/30/18

     55         55,825   

Numericable-SFR SAS

     

4.875%, 5/15/19(8)

     390         389,512   

 

19

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Virgin Media Secured Finance PLC

     

5.375%, 4/15/21(8)

     833       $ 854,353   

6.00%, 4/15/21(8)

   GBP 855         1,266,624   

5.50%, 1/15/25(8)

     550         554,125   
     

 

 

 
      $ 3,719,909   
     

 

 

 

Chemicals and Plastics — 0.8%

     

Hexion, Inc.

     

6.625%, 4/15/20

     4,450       $ 3,471,000   

Platform Specialty Products Corp.

     

10.375%, 5/1/21(8)

     15         14,062   

6.50%, 2/1/22(8)

     60         47,400   

Scotts Miracle-Gro Co. (The)

     

6.00%, 10/15/23(8)

     15         15,750   

Tronox Finance, LLC

     

6.375%, 8/15/20

     130         80,925   

7.50%, 3/15/22(8)

     20         12,100   

W.R. Grace & Co.

     

5.125%, 10/1/21(8)

     30         30,225   

5.625%, 10/1/24(8)

     10         9,988   
     

 

 

 
      $ 3,681,450   
     

 

 

 

Commercial Services — 0.0%(9)

     

CEB, Inc.

     

5.625%, 6/15/23(8)

     15       $ 15,038   

ExamWorks Group, Inc.

     

5.625%, 4/15/23

     35         35,299   
     

 

 

 
      $ 50,337   
     

 

 

 

Conglomerates — 0.0%(9)

     

Belden, Inc.

     

5.50%, 9/1/22(8)

     20       $ 19,200   

Spectrum Brands, Inc.

     

6.375%, 11/15/20

     50         53,000   

6.625%, 11/15/22

     30         32,100   

5.75%, 7/15/25(8)

     70         72,100   

TMS International Corp.

     

7.625%, 10/15/21(8)

     45         34,988   
     

 

 

 
      $ 211,388   
     

 

 

 

Consumer Products — 0.0%(9)

     

Central Garden & Pet Co.

     

6.125%, 11/15/23

     50       $ 51,375   
     

 

 

 
      $ 51,375   
     

 

 

 

Containers and Glass Products — 0.8%

     

Berry Plastics Corp.

     

6.00%, 10/15/22(8)

     25       $ 25,625   

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

     

5.625%, 12/15/16(8)

     15         14,850   

Owens-Brockway Glass Container, Inc.

     

5.875%, 8/15/23(8)

     35         34,410   

6.375%, 8/15/25(8)

     15         14,803   

Reynolds Group Holdings, Inc.

     

5.75%, 10/15/20

     3,875         3,889,531   
     

 

 

 
      $ 3,979,219   
     

 

 

 

Cosmetics/Toiletries — 0.1%

     

Alphabet Holding Co., Inc.

     

7.75%, 11/1/17(10)

     235       $ 230,300   
     

 

 

 
      $ 230,300   
     

 

 

 

 

20

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Distribution & Wholesale — 0.0%(9)

     

American Tire Distributors, Inc.

     

10.25%, 3/1/22(8)

     50       $ 41,750   
     

 

 

 
      $ 41,750   
     

 

 

 

Diversified Financial Services — 0.0%(9)

     

Quicken Loans, Inc.

     

5.75%, 5/1/25(8)

     35       $ 32,944   
     

 

 

 
      $ 32,944   
     

 

 

 

Drugs — 0.2%

     

ConvaTec Finance International SA

     

8.25%, 1/15/19(8)(10)

     200       $ 178,750   

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

     

4.875%, 4/15/20(8)

     30         28,838   

5.625%, 10/15/23(8)

     85         80,112   

5.50%, 4/15/25(8)

     30         26,850   

Valeant Pharmaceuticals International, Inc.

     

6.375%, 10/15/20(8)

     200         194,000   

7.50%, 7/15/21(8)

     50         49,750   

5.50%, 3/1/23(8)

     30         26,850   

5.875%, 5/15/23(8)

     120         108,000   

6.125%, 4/15/25(8)

     110         99,137   
     

 

 

 
      $ 792,287   
     

 

 

 

Ecological Services and Equipment — 0.0%(9)

     

ADS Waste Holdings, Inc.

     

8.25%, 10/1/20

     50       $ 46,500   

Clean Harbors, Inc.

     

5.25%, 8/1/20

     50         51,187   

5.125%, 6/1/21

     25         25,250   

Covanta Holding Corp.

     

5.875%, 3/1/24

     25         21,938   
     

 

 

 
      $ 144,875   
     

 

 

 

Electric Utilities — 0.0%(9)

     

Dynegy, Inc.

     

6.75%, 11/1/19

     80       $ 77,700   

7.375%, 11/1/22

     65         57,850   

7.625%, 11/1/24

     55         48,675   

NRG Yield Operating, LLC

     

5.375%, 8/15/24

     25         21,125   
     

 

 

 
      $ 205,350   
     

 

 

 

Electronics/Electrical — 0.2%

     

Alcatel-Lucent USA, Inc.

     

4.625%, 7/1/17(8)

     35       $ 36,575   

8.875%, 1/1/20(8)

     260         279,500   

Anixter, Inc.

     

5.50%, 3/1/23(8)

     45         44,213   

CommScope, Inc.

     

4.375%, 6/15/20(8)

     20         20,400   

Freescale Semiconductor, Inc.

     

6.00%, 1/15/22(8)

     55         57,750   

Infor (US), Inc.

     

5.75%, 8/15/20(8)

     35         35,350   

6.50%, 5/15/22(8)

     50         43,750   

Nuance Communications, Inc.

     

5.375%, 8/15/20(8)

     120         120,300   

 

21

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

SS&C Technologies Holdings, Inc.

     

5.875%, 7/15/23(8)

     65       $ 67,437   

Zebra Technologies Corp.

     

7.25%, 10/15/22

     100         104,250   
     

 

 

 
      $ 809,525   
     

 

 

 

Equipment Leasing — 0.2%

     

International Lease Finance Corp.

     

6.75%, 9/1/16(8)

     350       $ 357,437   

7.125%, 9/1/18(8)

     350         379,750   
     

 

 

 
      $ 737,187   
     

 

 

 

Financial Intermediaries — 0.3%

     

CIT Group, Inc.

     

5.50%, 2/15/19(8)

     45       $ 46,575   

5.375%, 5/15/20

     10         10,375   

First Data Corp.

     

6.75%, 11/1/20(8)

     962         1,016,112   

7.00%, 12/1/23(8)

     155         156,937   

5.00%, 1/15/24(8)

     50         50,375   

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

     

3.50%, 3/15/17

     45         44,775   

6.00%, 8/1/20

     40         37,696   

JPMorgan Chase & Co.

     

6.75%, to 2/1/24, 1/29/49(11)

     80         86,700   

Navient Corp.

     

5.50%, 1/15/19

     140         131,600   

5.00%, 10/26/20

     25         21,688   

5.875%, 10/25/24

     30         23,828   
     

 

 

 
      $ 1,626,661   
     

 

 

 

Food Products — 0.8%

     

Dean Foods Co.

     

6.50%, 3/15/23(8)

     45       $ 46,462   

Iceland Bondco PLC

     

4.841%, 7/15/20(8)(12)

   GBP   3,000         3,633,493   

Pilgrim’s Pride Corp.

     

5.75%, 3/15/25(8)

     45         43,425   

Post Holdings, Inc.

     

6.75%, 12/1/21(8)

     20         20,972   

6.00%, 12/15/22(8)

     35         34,869   

7.75%, 3/15/24(8)

     35         37,362   

8.00%, 7/15/25(8)

     15         16,163   

WhiteWave Foods Co. (The)

     

5.375%, 10/1/22

     25         26,625   
     

 

 

 
      $ 3,859,371   
     

 

 

 

Food Service — 0.0%(9)

     

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

     

4.625%, 1/15/22(8)

     65       $ 65,487   

6.00%, 4/1/22(8)

     125         129,922   

Yum! Brands, Inc.

     

5.30%, 9/15/19

     10         10,338   

3.75%, 11/1/21

     15         13,650   

3.875%, 11/1/23

     5         4,369   
     

 

 

 
      $ 223,766   
     

 

 

 

Food/Drug Retailers — 0.0%(9)

     

Rite Aid Corp.

     

6.125%, 4/1/23(8)

     115       $ 121,756   
     

 

 

 
      $ 121,756   
     

 

 

 

 

22

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Health Care — 1.1%

     

Alere, Inc.

     

7.25%, 7/1/18

     10       $ 10,399   

6.50%, 6/15/20

     35         34,300   

6.375%, 7/1/23(8)

     65         61,588   

AmSurg Corp.

     

5.625%, 11/30/20

     50         50,875   

5.625%, 7/15/22

     45         45,388   

Capsugel SA

     

7.00%, 5/15/19(8)(10)

     25         24,734   

Centene Corp.

     

4.75%, 5/15/22

     20         19,300   

CHS/Community Health Systems, Inc.

     

5.125%, 8/15/18

     2,190         2,211,900   

7.125%, 7/15/20

     120         115,200   

6.875%, 2/1/22

     95         86,794   

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

     

8.125%, 6/15/21(8)

     35         29,575   

HCA Holdings, Inc.

     

6.25%, 2/15/21

     85         90,100   

HCA, Inc.

     

6.50%, 2/15/20

     15         16,575   

4.75%, 5/1/23

     1,050         1,055,250   

5.875%, 2/15/26

     25         25,563   

HealthSouth Corp.

     

5.75%, 11/1/24(8)

     15         14,881   

Hill-Rom Holdings, Inc.

     

5.75%, 9/1/23(8)

     25         25,594   

Hologic, Inc.

     

5.25%, 7/15/22(8)

     70         72,712   

Jaguar Holding Co. II/Pharmaceutical Product Development, LLC

     

6.375%, 8/1/23(8)

     140         138,250   

Kinetic Concepts, Inc./KCI USA, Inc.

     

10.50%, 11/1/18

     45         43,875   

MPH Acquisition Holdings, LLC

     

6.625%, 4/1/22(8)

     160         160,600   

Opal Acquisition, Inc.

     

8.875%, 12/15/21(8)

     60         47,925   

Surgical Care Affiliates, Inc.

     

6.00%, 4/1/23(8)

     35         33,950   

Teleflex, Inc.

     

5.25%, 6/15/24

     20         20,100   

Tenet Healthcare Corp.

     

6.00%, 10/1/20

     55         58,575   

4.375%, 10/1/21

     600         594,750   

8.125%, 4/1/22

     105         106,050   

6.75%, 6/15/23

     15         13,856   

WellCare Health Plans, Inc.

     

5.75%, 11/15/20

     120         122,550   
     

 

 

 
      $ 5,331,209   
     

 

 

 

Holding Company - Diversified — 0.0%(9)

     

Argos Merger Sub, Inc.

     

7.125%, 3/15/23(8)

     80       $ 80,800   

HRG Group, Inc.

     

7.875%, 7/15/19

     70         73,238   

7.875%, 7/15/19(8)

     40         41,850   
     

 

 

 
      $ 195,888   
     

 

 

 

 

23

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Home Furnishings — 0.0%(9)

     

Tempur Sealy International, Inc.

     

6.875%, 12/15/20

     40       $ 42,500   

5.625%, 10/15/23(8)

     35         35,875   
     

 

 

 
      $ 78,375   
     

 

 

 

Industrial Equipment — 0.0%(9)

     

BlueLine Rental Finance Corp.

     

7.00%, 2/1/19(8)

     70       $ 55,300   

Erickson Air-Crane, Inc., Promissory Note

     

6.00%, 11/2/20(3)(13)

     59         26,229   

Manitowoc Co., Inc. (The)

     

5.875%, 10/15/22

     40         42,600   

Vander Intermediate Holding II Corp.

     

9.75%, 2/1/19(8)(10)

     55         26,812   
     

 

 

 
      $ 150,941   
     

 

 

 

Insurance — 0.0%(9)

     

Hub Holdings, LLC/Hub Holdings Finance, Inc.

     

8.125%, 7/15/19(8)(10)

     45       $ 38,025   

Hub International, Ltd.

     

7.875%, 10/1/21(8)

     60         52,800   

USI, Inc.

     

7.75%, 1/15/21(8)

     100         90,125