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, 2013
Date of Reporting Period
Item 1. Schedule of Investments
Eaton Vance
Senior Floating-Rate Trust
January 31, 2013
PORTFOLIO OF INVESTMENTS (Unaudited)
Senior Floating-Rate Interests — 139.5%(1)
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Aerospace and Defense — 2.9% |
||||||||
| AVIO S.p.A. |
||||||||
| Term Loan, 3.08%, Maturing June 14, 2017 |
625 | $ | 625,235 | |||||
| Term Loan, 3.87%, Maturing December 14, 2017 |
EUR | 550 | 747,024 | |||||
| Term Loan, 3.95%, Maturing December 14, 2017 |
650 | 650,244 | ||||||
| Booz Allen Hamilton Inc. |
||||||||
| Term Loan, 4.50%, Maturing July 31, 2019 |
823 | 834,767 | ||||||
| DAE Aviation Holdings, Inc. |
||||||||
| Term Loan, 6.25%, Maturing October 29, 2018 |
686 | 700,938 | ||||||
| Term Loan, 6.25%, Maturing November 2, 2018 |
311 | 317,759 | ||||||
| DigitalGlobe, Inc. |
||||||||
| Term Loan, Maturing January 24, 2020(2) |
250 | 253,333 | ||||||
| Ducommun Incorporated |
||||||||
| Term Loan, 5.50%, Maturing June 28, 2017 |
1,297 | 1,312,908 | ||||||
| IAP Worldwide Services, Inc. |
||||||||
| Term Loan, 10.00%, Maturing December 31, 2015 |
1,706 | 1,347,512 | ||||||
| Sequa Corporation |
||||||||
| Term Loan, 5.25%, Maturing June 19, 2017 |
1,550 | 1,575,834 | ||||||
| Silver II US Holdings, LLC |
||||||||
| Term Loan, 5.00%, Maturing December 13, 2019 |
1,975 | 1,999,194 | ||||||
| TASC, Inc. |
||||||||
| Term Loan, 4.50%, Maturing December 18, 2015 |
1,426 | 1,432,404 | ||||||
| Transdigm, Inc. |
||||||||
| Term Loan, 4.00%, Maturing February 14, 2017 |
1,016 | 1,029,165 | ||||||
| Term Loan, 4.00%, Maturing February 14, 2017 |
2,350 | 2,375,365 | ||||||
| Wyle Services Corporation |
||||||||
| Term Loan, 5.00%, Maturing March 27, 2017 |
766 | 770,463 | ||||||
|
|
|
|||||||
| $ | 15,972,145 | |||||||
|
|
|
|||||||
| Air Transport — 0.3% |
||||||||
| Evergreen International Aviation, Inc. |
||||||||
| Term Loan, 0.00%, Maturing June 30, 2015(3) |
805 | $ | 762,645 | |||||
| Orbitz Worldwide Inc. |
||||||||
| Term Loan, 3.20%, Maturing July 25, 2014 |
990 | 982,426 | ||||||
|
|
|
|||||||
| $ | 1,745,071 | |||||||
|
|
|
|||||||
| Automotive — 6.5% |
||||||||
| Allison Transmission, Inc. |
||||||||
| Term Loan, 2.71%, Maturing August 7, 2014 |
845 | $ | 848,433 | |||||
| Term Loan, 4.25%, Maturing August 23, 2019 |
2,863 | 2,903,401 | ||||||
| Autoparts Holdings Limited |
||||||||
| Term Loan, 6.50%, Maturing July 28, 2017 |
395 | 400,431 | ||||||
| Chrysler Group LLC |
||||||||
| Term Loan, 6.00%, Maturing May 24, 2017 |
6,904 | 7,065,643 | ||||||
| Delphi Corporation |
||||||||
| Term Loan, 3.50%, Maturing March 31, 2017 |
1,385 | 1,400,039 | ||||||
1
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Federal-Mogul Corporation |
||||||||
| Term Loan, 2.15%, Maturing December 29, 2014 |
2,400 | $ | 2,284,877 | |||||
| Term Loan, 2.14%, Maturing December 28, 2015 |
3,016 | 2,871,286 | ||||||
| Goodyear Tire & Rubber Company (The) |
||||||||
| Term Loan - Second Lien, 4.75%, Maturing April 30, 2019 |
6,650 | 6,747,349 | ||||||
| HHI Holdings LLC |
||||||||
| Term Loan, 6.00%, Maturing October 3, 2018 |
2,075 | 2,117,797 | ||||||
| Metaldyne Company LLC |
||||||||
| Term Loan, 6.00%, Maturing December 18, 2018 |
1,300 | 1,321,125 | ||||||
| SRAM, LLC |
||||||||
| Term Loan, 4.76%, Maturing June 7, 2018 |
1,144 | 1,155,651 | ||||||
| Term Loan - Second Lien, 8.50%, Maturing December 7, 2018 |
500 | 508,112 | ||||||
| Tomkins LLC |
||||||||
| Term Loan, 3.75%, Maturing September 29, 2016 |
1,446 | 1,462,416 | ||||||
| TriMas Corporation |
||||||||
| Term Loan, 3.75%, Maturing October 10, 2019 |
873 | 874,995 | ||||||
| Veyance Technologies, Inc. |
||||||||
| Term Loan, 2.46%, Maturing July 31, 2014 |
233 | 231,348 | ||||||
| Term Loan, 2.46%, Maturing July 31, 2014 |
1,625 | 1,615,175 | ||||||
| Term Loan, 5.50%, Maturing July 31, 2014 |
323 | 321,756 | ||||||
| Term Loan - Second Lien, 5.96%, Maturing July 31, 2015 |
1,275 | 1,255,078 | ||||||
|
|
|
|||||||
| $ | 35,384,912 | |||||||
|
|
|
|||||||
| Brokers, Dealers and Investment Houses — 0.1% |
||||||||
| Clipper Acquisitions Corp. |
||||||||
| Term Loan, Maturing December 20, 2019(2) |
550 | $ | 557,562 | |||||
|
|
|
|||||||
| $ | 557,562 | |||||||
|
|
|
|||||||
| Building and Development — 0.7% |
||||||||
| Armstrong World Industries, Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 9, 2018 |
887 | $ | 897,118 | |||||
| Preferred Proppants, LLC |
||||||||
| Term Loan, 7.50%, Maturing December 15, 2016 |
718 | 653,152 | ||||||
| RE/MAX International, Inc. |
||||||||
| Term Loan, 5.50%, Maturing April 15, 2016 |
1,667 | 1,675,412 | ||||||
| Realogy Corporation |
||||||||
| Term Loan, 3.23%, Maturing October 10, 2013 |
97 | 93,659 | ||||||
| Summit Materials Companies I, LLC |
||||||||
| Term Loan, 6.00%, Maturing January 30, 2019 |
471 | 474,900 | ||||||
|
|
|
|||||||
| $ | 3,794,241 | |||||||
|
|
|
|||||||
| Business Equipment and Services — 12.3% |
||||||||
| ACCO Brands Corporation |
||||||||
| Term Loan, 4.25%, Maturing April 30, 2019 |
363 | $ | 368,048 | |||||
| Acosta, Inc. |
||||||||
| Term Loan, 5.00%, Maturing March 2, 2018 |
2,904 | 2,947,919 | ||||||
| Advantage Sales & Marketing, Inc. |
||||||||
| Term Loan, 5.25%, Maturing December 18, 2017 |
2,209 | 2,234,363 | ||||||
| Affinion Group, Inc. |
||||||||
| Term Loan, 6.50%, Maturing July 16, 2015 |
3,054 | 2,928,251 | ||||||
| Allied Security Holdings, LLC |
||||||||
| Term Loan, 5.25%, Maturing February 3, 2017 |
565 | 570,238 | ||||||
| Altegrity, Inc. |
||||||||
| Term Loan, 7.75%, Maturing February 20, 2015 |
692 | 690,053 | ||||||
| Term Loan, 2.95%, Maturing February 21, 2015 |
707 | 679,054 | ||||||
2
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Altisource Solutions S.a.r.l. |
||||||||
| Term Loan, 5.75%, Maturing November 27, 2019 |
800 | $ | 815,000 | |||||
| Audio Visual Services Group, Inc. |
||||||||
| Term Loan, 6.75%, Maturing November 9, 2018 |
1,072 | 1,070,972 | ||||||
| BAR/BRI Review Courses, Inc. |
||||||||
| Term Loan, 6.00%, Maturing June 16, 2017 |
632 | 634,815 | ||||||
| Brand Energy & Infrastructure Services, Inc. |
||||||||
| Term Loan, 5.76%, Maturing October 16, 2016 |
159 | 161,170 | ||||||
| Term Loan, 6.25%, Maturing October 16, 2018 |
664 | 664,212 | ||||||
| Brickman Group Holdings Inc. |
||||||||
| Term Loan, 5.50%, Maturing October 14, 2016 |
1,425 | 1,446,523 | ||||||
| Brock Holdings III, Inc. |
||||||||
| Term Loan, 6.00%, Maturing March 16, 2017 |
1,078 | 1,088,792 | ||||||
| ClientLogic Corporation |
||||||||
| Term Loan, 7.06%, Maturing January 30, 2017 |
1,567 | 1,533,409 | ||||||
| Corporate Executive Board Company, The |
||||||||
| Term Loan, 5.00%, Maturing July 2, 2019 |
525 | 529,266 | ||||||
| CPM Acquisition Corp. |
||||||||
| Term Loan, 6.25%, Maturing August 29, 2017 |
499 | 503,114 | ||||||
| Term Loan - Second Lien, 10.25%, Maturing February 28, 2018 |
1,000 | 1,012,500 | ||||||
| DynCorp International LLC |
||||||||
| Term Loan, 6.25%, Maturing July 7, 2016 |
517 | 521,752 | ||||||
| Education Management LLC |
||||||||
| Term Loan, 8.25%, Maturing March 29, 2018 |
2,058 | 1,789,729 | ||||||
| EIG Investors Corp. |
||||||||
| Term Loan, 6.25%, Maturing November 8, 2019 |
2,000 | 2,020,000 | ||||||
| Term Loan - Second Lien, 10.25%, Maturing May 8, 2020 |
525 | 526,313 | ||||||
| Expert Global Solutions, Inc. |
||||||||
| Term Loan, 8.00%, Maturing April 3, 2018 |
1,928 | 1,949,183 | ||||||
| Genesys Telecom Holdings, U.S., Inc. |
||||||||
| Term Loan, 6.75%, Maturing January 31, 2019 |
620 | 626,903 | ||||||
| Genpact International, Inc. |
||||||||
| Term Loan, 4.25%, Maturing August 30, 2019 |
1,596 | 1,619,940 | ||||||
| Go Daddy Operating Company, LLC |
||||||||
| Term Loan, 5.50%, Maturing December 17, 2018 |
1,432 | 1,439,750 | ||||||
| IG Investment Holdings, LLC |
||||||||
| Term Loan, 6.00%, Maturing October 31, 2019 |
775 | 784,688 | ||||||
| IMS Health Incorporated |
||||||||
| Term Loan, 4.50%, Maturing August 25, 2017 |
1,987 | 2,003,187 | ||||||
| KAR Auction Services, Inc. |
||||||||
| Term Loan, 5.00%, Maturing May 19, 2017 |
2,807 | 2,847,593 | ||||||
| Kronos Incorporated |
||||||||
| Term Loan, 5.50%, Maturing October 25, 2019 |
1,575 | 1,592,062 | ||||||
| Term Loan - Second Lien, 9.75%, Maturing April 30, 2020 |
900 | 916,500 | ||||||
| Language Line, LLC |
||||||||
| Term Loan, 6.25%, Maturing June 20, 2016 |
2,000 | 1,993,668 | ||||||
| Meritas LLC |
||||||||
| Term Loan, 7.50%, Maturing July 28, 2017 |
672 | 672,399 | ||||||
| Mitchell International, Inc. |
||||||||
| Term Loan - Second Lien, 5.56%, Maturing March 30, 2015 |
1,000 | 993,333 | ||||||
| Monitronics International Inc. |
||||||||
| Term Loan, 5.50%, Maturing March 23, 2018 |
844 | 854,173 | ||||||
3
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| National CineMedia, LLC |
||||||||
| Term Loan, 3.46%, Maturing November 23, 2019 |
525 | $ | 529,019 | |||||
| Quintiles Transnational Corp. |
||||||||
| Term Loan, 4.50%, Maturing June 8, 2018 |
374 | 378,855 | ||||||
| Term Loan, 4.50%, Maturing June 8, 2018 |
4,260 | 4,320,478 | ||||||
| Renaissance Learning, Inc. |
||||||||
| Term Loan, 5.75%, Maturing November 13, 2018 |
574 | 580,732 | ||||||
| Sensus USA Inc. |
||||||||
| Term Loan, 4.75%, Maturing May 9, 2017 |
663 | 666,780 | ||||||
| Softlayer Technologies, Inc. |
||||||||
| Term Loan, 7.25%, Maturing November 5, 2016 |
637 | 642,574 | ||||||
| SunGard Data Systems, Inc. |
||||||||
| Term Loan, 3.86%, Maturing February 26, 2016 |
4,742 | 4,796,238 | ||||||
| Term Loan, 3.96%, Maturing February 28, 2017 |
1,547 | 1,563,600 | ||||||
| SymphonyIRI Group, Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 1, 2017 |
813 | 817,196 | ||||||
| Trans Union, LLC |
||||||||
| Term Loan, 5.50%, Maturing February 12, 2018 |
2,826 | 2,869,638 | ||||||
| Travelport LLC |
||||||||
| Term Loan, 4.88%, Maturing August 21, 2015 |
EUR | 741 | 955,238 | |||||
| Term Loan, 5.06%, Maturing August 21, 2015 |
1,715 | 1,687,518 | ||||||
| Term Loan, 5.06%, Maturing August 21, 2015 |
193 | 190,260 | ||||||
| U.S. Security Holdings, Inc. |
||||||||
| Term Loan, 6.00%, Maturing July 28, 2017 |
117 | 118,462 | ||||||
| Term Loan, 6.00%, Maturing July 28, 2017 |
599 | 605,234 | ||||||
| West Corporation |
||||||||
| Term Loan, 5.50%, Maturing July 15, 2016 |
676 | 687,456 | ||||||
| Term Loan, 5.50%, Maturing July 15, 2016 |
1,923 | 1,953,363 | ||||||
| Term Loan, 5.75%, Maturing June 29, 2018 |
1,144 | 1,162,844 | ||||||
|
|
|
|||||||
| $ | 67,554,357 | |||||||
|
|
|
|||||||
| Cable and Satellite Television — 5.1% |
||||||||
| Atlantic Broadband Finance, LLC |
||||||||
| Term Loan, 4.50%, Maturing November 29, 2019 |
848 | $ | 860,593 | |||||
| BBHI Acquisition LLC |
||||||||
| Term Loan, 4.50%, Maturing December 14, 2017 |
1,225 | 1,237,856 | ||||||
| Bragg Communications Incorporated |
||||||||
| Term Loan, 4.00%, Maturing February 28, 2018 |
397 | 400,970 | ||||||
| Cequel Communications, LLC |
||||||||
| Term Loan, 4.00%, Maturing February 14, 2019 |
4,367 | 4,413,011 | ||||||
| Charter Communications Operating, LLC |
||||||||
| Term Loan, 3.46%, Maturing September 6, 2016 |
508 | 514,006 | ||||||
| Term Loan, 4.00%, Maturing May 15, 2019 |
298 | 302,477 | ||||||
| Crown Media Holdings, Inc. |
||||||||
| Term Loan, 5.75%, Maturing July 14, 2018 |
473 | 478,109 | ||||||
| CSC Holdings, Inc. |
||||||||
| Term Loan, 1.95%, Maturing March 29, 2016 |
2,827 | 2,848,489 | ||||||
| Kabel Deutschland GmbH |
||||||||
| Term Loan, 4.25%, Maturing February 1, 2019 |
1,075 | 1,078,583 | ||||||
| Lavena Holdings 4 GmbH |
||||||||
| Term Loan, 2.62%, Maturing March 6, 2015 |
EUR | 619 | 823,792 | |||||
| Term Loan, 3.00%, Maturing March 4, 2016 |
EUR | 619 | 823,792 | |||||
| Term Loan, 7.37%, Maturing March 6, 2017(4) |
EUR | 413 | 537,540 | |||||
| Term Loan - Second Lien, 4.12%, Maturing September 2, 2016 |
EUR | 520 | 684,260 | |||||
4
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Mediacom Broadband LLC |
||||||||
| Term Loan, 4.50%, Maturing October 23, 2017 |
1,438 | $ | 1,451,308 | |||||
| Mediacom Illinois, LLC |
||||||||
| Term Loan, 4.50%, Maturing October 23, 2017 |
804 | 808,397 | ||||||
| P7S1 Broadcasting Holding II B.V. |
||||||||
| Term Loan, 2.69%, Maturing July 1, 2016 |
EUR | 1,781 | 2,399,623 | |||||
| UPC Broadband Holding B.V. |
||||||||
| Term Loan, 3.86%, Maturing December 31, 2016 |
EUR | 2,353 | 3,211,782 | |||||
| Term Loan, 4.11%, Maturing December 29, 2017 |
EUR | 1,619 | 2,212,398 | |||||
| UPC Financing Partnership |
||||||||
| Term Loan, 3.71%, Maturing December 30, 2016 |
409 | 413,465 | ||||||
| Term Loan, 3.71%, Maturing December 29, 2017 |
1,264 | 1,276,803 | ||||||
| Term Loan, 4.00%, Maturing January 29, 2021 |
775 | 780,328 | ||||||
| WaveDivision Holdings, LLC |
||||||||
| Term Loan, 5.50%, Maturing August 9, 2019 |
325 | 330,273 | ||||||
|
|
|
|||||||
| $ | 27,887,855 | |||||||
|
|
|
|||||||
| Chemicals and Plastics — 4.1% |
||||||||
| AZ Chemical US Inc. |
||||||||
| Term Loan, 7.25%, Maturing December 22, 2017 |
1,826 | $ | 1,860,945 | |||||
| Chemtura Corporation |
||||||||
| Term Loan, 5.50%, Maturing August 27, 2016 |
250 | 253,750 | ||||||
| Emerald Performance Materials, LLC |
||||||||
| Term Loan, 6.75%, Maturing May 18, 2018 |
697 | 708,689 | ||||||
| General Chemical Corporation |
||||||||
| Term Loan, 5.00%, Maturing October 6, 2015 |
505 | 509,024 | ||||||
| Harko C.V. |
||||||||
| Term Loan, 5.75%, Maturing August 2, 2017 |
518 | 522,974 | ||||||
| Huntsman International, LLC |
||||||||
| Term Loan, 2.75%, Maturing April 19, 2017 |
1,532 | 1,537,300 | ||||||
| Ineos US Finance LLC |
||||||||
| Term Loan, 6.50%, Maturing May 4, 2018 |
3,424 | 3,507,578 | ||||||
| OEP Pearl Dutch Acquisition B.V. |
||||||||
| Term Loan, 6.50%, Maturing March 30, 2018 |
97 | 97,797 | ||||||
| Omnova Solutions Inc. |
||||||||
| Term Loan, 5.50%, Maturing May 31, 2017 |
980 | 993,475 | ||||||
| PolyOne Corp. |
||||||||
| Term Loan, 5.00%, Maturing December 20, 2017 |
495 | 501,187 | ||||||
| PQ Corporation |
||||||||
| Term Loan, 5.25%, Maturing May 8, 2017 |
1,175 | 1,192,381 | ||||||
| Schoeller Arca Systems Holding B.V. |
||||||||
| Term Loan, 4.69%, Maturing November 16, 2015 |
EUR | 145 | 137,363 | |||||
| Term Loan, 4.69%, Maturing November 16, 2015 |
EUR | 412 | 391,647 | |||||
| Term Loan, 4.69%, Maturing November 16, 2015 |
EUR | 443 | 421,450 | |||||
| Sonneborn LLC |
||||||||
| Term Loan, 6.50%, Maturing March 30, 2018 |
548 | 554,183 | ||||||
| Taminco NV |
||||||||
| Term Loan, 4.25%, Maturing February 15, 2019 |
372 | 377,305 | ||||||
| Tronox Pigments (Netherlands) B.V. |
||||||||
| Term Loan, 4.25%, Maturing February 8, 2018 |
549 | 555,341 | ||||||
| Term Loan, 4.25%, Maturing February 8, 2018 |
2,013 | 2,034,906 | ||||||
5
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| U.S. Coatings Acquisition Inc. |
||||||||
| Term Loan, Maturing February 3, 2020(2) |
2,800 | $ | 2,846,659 | |||||
| Univar Inc. |
||||||||
| Term Loan, 5.00%, Maturing June 30, 2017 |
3,518 | 3,555,418 | ||||||
|
|
|
|||||||
| $ | 22,559,372 | |||||||
|
|
|
|||||||
| Clothing/Textiles — 0.4% |
||||||||
| Ascena Retail Group, Inc. |
||||||||
| Term Loan, 4.75%, Maturing June 14, 2018 |
814 | $ | 823,133 | |||||
| Phillips-Van Heusen Corporation |
||||||||
| Term Loan, 3.50%, Maturing May 6, 2016 |
467 | 467,337 | ||||||
| Warnaco Inc. |
||||||||
| Term Loan, 3.75%, Maturing June 15, 2018 |
493 | 493,731 | ||||||
| Wolverine Worldwide, Inc. |
||||||||
| Term Loan, 4.00%, Maturing July 31, 2019 |
449 | 454,391 | ||||||
|
|
|
|||||||
| $ | 2,238,592 | |||||||
|
|
|
|||||||
| Conglomerates — 2.7% |
||||||||
| Jason Incorporated |
||||||||
| Term Loan, 8.25%, Maturing September 21, 2014 |
169 | $ | 168,559 | |||||
| Term Loan, 7.75%, Maturing September 22, 2014 |
222 | 222,214 | ||||||
| Term Loan, 8.25%, Maturing September 22, 2014 |
68 | 68,167 | ||||||
| Rexnord LLC |
||||||||
| Term Loan, 4.50%, Maturing April 2, 2018 |
3,242 | 3,280,409 | ||||||
| RGIS Services, LLC |
||||||||
| Term Loan, 4.56%, Maturing October 18, 2016 |
2,501 | 2,520,017 | ||||||
| Term Loan, 5.50%, Maturing October 18, 2017 |
1,390 | 1,412,079 | ||||||
| Rocket Software, Inc. |
||||||||
| Term Loan, 5.75%, Maturing February 8, 2018 |
1,238 | 1,247,812 | ||||||
| Term Loan - Second Lien, 10.25%, Maturing February 8, 2019 |
750 | 746,719 | ||||||
| Spectrum Brands, Inc. |
||||||||
| Term Loan, 4.50%, Maturing December 17, 2019 |
3,325 | 3,366,356 | ||||||
| Walter Energy, Inc. |
||||||||
| Term Loan, 5.75%, Maturing April 2, 2018 |
1,853 | 1,872,066 | ||||||
|
|
|
|||||||
| $ | 14,904,398 | |||||||
|
|
|
|||||||
| Containers and Glass Products — 1.3% |
||||||||
| BWAY Corporation |
||||||||
| Term Loan, 4.50%, Maturing August 7, 2017 |
2,625 | $ | 2,661,094 | |||||
| Pelican Products, Inc. |
||||||||
| Term Loan, 7.00%, Maturing July 11, 2018 |
498 | 498,744 | ||||||
| Reynolds Group Holdings Inc. |
||||||||
| Term Loan, 4.75%, Maturing September 28, 2018 |
2,893 | 2,938,855 | ||||||
| Sealed Air Corporation |
||||||||
| Term Loan, 4.00%, Maturing October 3, 2018 |
542 | 552,434 | ||||||
| TricorBraun, Inc. |
||||||||
| Term Loan, 5.50%, Maturing May 3, 2018 |
622 | 629,389 | ||||||
|
|
|
|||||||
| $ | 7,280,516 | |||||||
|
|
|
|||||||
| Cosmetics/Toiletries — 0.8% |
||||||||
| Bausch & Lomb, Inc. |
||||||||
| Term Loan, 5.25%, Maturing May 17, 2019 |
2,985 | $ | 3,024,178 | |||||
6
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| KIK Custom Products, Inc. |
||||||||
| Term Loan - Second Lien, 5.31%, Maturing November 28, 2014 |
975 | $ | 791,376 | |||||
| Prestige Brands, Inc. |
||||||||
| Term Loan, 5.28%, Maturing January 31, 2019 |
350 | 354,430 | ||||||
|
|
|
|||||||
| $ | 4,169,984 | |||||||
|
|
|
|||||||
| Drugs — 1.3% |
||||||||
| Aptalis Pharma, Inc. |
||||||||
| Term Loan, 5.50%, Maturing February 10, 2017 |
496 | $ | 502,660 | |||||
| Term Loan, 5.50%, Maturing February 10, 2017 |
1,965 | 1,987,874 | ||||||
| Par Pharmaceutical Companies, Inc. |
||||||||
| Term Loan, 5.00%, Maturing September 30, 2019 |
1,172 | 1,189,278 | ||||||
| Warner Chilcott Company, LLC |
||||||||
| Term Loan, 4.25%, Maturing March 15, 2018 |
447 | 452,238 | ||||||
| Warner Chilcott Corporation |
||||||||
| Term Loan, 4.25%, Maturing March 15, 2018 |
549 | 555,527 | ||||||
| Term Loan, 4.25%, Maturing March 15, 2018 |
1,446 | 1,462,795 | ||||||
| WC Luxco S.a.r.l. |
||||||||
| Term Loan, 4.25%, Maturing March 15, 2018 |
994 | 1,005,671 | ||||||
|
|
|
|||||||
| $ | 7,156,043 | |||||||
|
|
|
|||||||
| Ecological Services and Equipment — 0.5% |
||||||||
| ADS Waste Holdings, Inc. |
||||||||
| Term Loan, 5.25%, Maturing October 9, 2019 |
1,950 | $ | 1,971,937 | |||||
| Envirotest Systems Holding Corp. |
||||||||
| Term Loan - Second Lien, 15.50%, Maturing March 31, 2017(5) |
162 | 166,896 | ||||||
| Progressive Waste Solutions Ltd. |
||||||||
| Term Loan, 3.50%, Maturing October 24, 2019 |
525 | 531,563 | ||||||
| Viking Consortium Borrower Limited |
||||||||
| Term Loan - Second Lien, 6.68%, Maturing March 31, 2016(4) |
GBP | 532 | 225,859 | |||||
|
|
|
|||||||
| $ | 2,896,255 | |||||||
|
|
|
|||||||
| Electronics/Electrical — 10.1% |
||||||||
| Aeroflex Incorporated |
||||||||
| Term Loan, 5.75%, Maturing May 9, 2018 |
1,822 | $ | 1,848,464 | |||||
| Aspect Software, Inc. |
||||||||
| Term Loan, 7.00%, Maturing May 6, 2016 |
1,301 | 1,318,806 | ||||||
| Attachmate Corporation |
||||||||
| Term Loan, 7.25%, Maturing November 22, 2017 |
2,926 | 2,964,024 | ||||||
| Cinedigm Digital Funding I, LLC |
||||||||
| Term Loan, 5.25%, Maturing April 29, 2016 |
390 | 391,262 | ||||||
| CommScope, Inc. |
||||||||
| Term Loan, 4.25%, Maturing January 12, 2018 |
2,088 | 2,112,605 | ||||||
| CompuCom Systems, Inc. |
||||||||
| Term Loan, 6.50%, Maturing October 4, 2018 |
800 | 809,666 | ||||||
| Dealer Computer Services, Inc. |
||||||||
| Term Loan, 3.75%, Maturing April 20, 2018 |
1,395 | 1,406,766 | ||||||
| DG FastChannel, Inc. |
||||||||
| Term Loan, 5.75%, Maturing July 26, 2018 |
2,016 | 1,955,891 | ||||||
| Eagle Parent, Inc. |
||||||||
| Term Loan, 5.00%, Maturing May 16, 2018 |
2,561 | 2,586,610 | ||||||
| Edwards (Cayman Islands II) Limited |
||||||||
| Term Loan, 5.50%, Maturing May 31, 2016 |
419 | 420,739 | ||||||
| Term Loan, 5.50%, Maturing May 31, 2016 |
1,040 | 1,043,959 | ||||||
7
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Freescale Semiconductor, Inc. |
||||||||
| Term Loan, 4.46%, Maturing December 1, 2016 |
1,998 | $ | 2,005,924 | |||||
| Hyland Software, Inc. |
||||||||
| Term Loan, 5.50%, Maturing October 25, 2019 |
350 | 353,500 | ||||||
| Infor (US), Inc. |
||||||||
| Term Loan, 5.25%, Maturing April 5, 2018 |
5,050 | 5,130,451 | ||||||
| Magic Newco LLC |
||||||||
| Term Loan, 7.25%, Maturing December 12, 2018 |
1,397 | 1,421,812 | ||||||
| Microsemi Corporation |
||||||||
| Term Loan, 4.00%, Maturing February 2, 2018 |
1,408 | 1,420,410 | ||||||
| NXP B.V. |
||||||||
| Term Loan, 4.50%, Maturing March 3, 2017 |
2,155 | 2,190,305 | ||||||
| Term Loan, 5.50%, Maturing March 3, 2017 |
1,012 | 1,034,646 | ||||||
| Term Loan, 5.25%, Maturing March 19, 2019 |
1,613 | 1,635,997 | ||||||
| Term Loan, 4.75%, Maturing January 11, 2020 |
925 | 938,586 | ||||||
| Rovi Solutions Corporation |
||||||||
| Term Loan, 4.00%, Maturing March 29, 2019 |
819 | 823,910 | ||||||
| RP Crown Parent, LLC |
||||||||
| Term Loan, 6.75%, Maturing December 21, 2018 |
2,650 | 2,679,444 | ||||||
| Term Loan - Second Lien, 11.25%, Maturing December 20, 2019 |
575 | 593,113 | ||||||
| SafeNet Inc. |
||||||||
| Term Loan, 2.70%, Maturing April 12, 2014 |
221 | 220,786 | ||||||
| Semtech Corporation |
||||||||
| Term Loan, 4.25%, Maturing March 20, 2017 |
397 | 401,466 | ||||||
| Sensata Technologies Finance Company, LLC |
||||||||
| Term Loan, 3.75%, Maturing May 11, 2018 |
3,472 | 3,517,336 | ||||||
| Serena Software, Inc. |
||||||||
| Term Loan, 4.21%, Maturing March 10, 2016 |
474 | 476,518 | ||||||
| Term Loan, 5.00%, Maturing March 10, 2016 |
350 | 353,208 | ||||||
| Shield Finance Co. S.A.R.L. |
||||||||
| Term Loan, 6.50%, Maturing May 10, 2019 |
995 | 1,003,084 | ||||||
| Sirius Computer Solutions, Inc. |
||||||||
| Term Loan, 7.00%, Maturing November 30, 2018 |
588 | 594,346 | ||||||
| SkillSoft Corporation |
||||||||
| Term Loan, 5.00%, Maturing May 26, 2017 |
1,219 | 1,240,757 | ||||||
| Sophia, L.P. |
||||||||
| Term Loan, 6.25%, Maturing July 19, 2018 |
1,357 | 1,368,137 | ||||||
| Spansion LLC |
||||||||
| Term Loan, 5.25%, Maturing December 11, 2018 |
748 | 753,688 | ||||||
| SS&C Technologies Inc. |
||||||||
| Term Loan, 5.00%, Maturing June 7, 2019 |
125 | 127,026 | ||||||
| Term Loan, 5.00%, Maturing June 7, 2019 |
1,208 | 1,224,518 | ||||||
| SumTotal Systems LLC |
||||||||
| Term Loan, 6.25%, Maturing November 16, 2018 |
1,275 | 1,287,750 | ||||||
| VeriFone Inc. |
||||||||
| Term Loan, 4.25%, Maturing December 28, 2018 |
214 | 215,740 | ||||||
| Vertafore, Inc. |
||||||||
| Term Loan, 5.25%, Maturing July 29, 2016 |
980 | 993,178 | ||||||
| Wall Street Systems, Inc. |
||||||||
| Term Loan, 5.75%, Maturing October 24, 2019 |
1,175 | 1,195,563 | ||||||
| Term Loan - Second Lien, 9.25%, Maturing April 24, 2020 |
500 | 505,000 | ||||||
8
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Web.com Group, Inc. |
||||||||
| Term Loan, 5.50%, Maturing October 27, 2017 |
2,509 | $ | 2,547,160 | |||||
|
|
|
|||||||
| $ | 55,112,151 | |||||||
|
|
|
|||||||
| Equipment Leasing — 1.1% |
||||||||
| BakerCorp International, Inc. |
||||||||
| Term Loan, 5.00%, Maturing June 1, 2018 |
1,325 | $ | 1,333,633 | |||||
| Delos Aircraft Inc. |
||||||||
| Term Loan, 4.75%, Maturing April 12, 2016 |
1,275 | 1,287,750 | ||||||
| Flying Fortress Inc. |
||||||||
| Term Loan, 5.00%, Maturing June 30, 2017 |
3,350 | 3,375,125 | ||||||
|
|
|
|||||||
| $ | 5,996,508 | |||||||
|
|
|
|||||||
| Financial Intermediaries — 6.2% |
||||||||
| American Capital Holdings, Inc. |
||||||||
| Term Loan, 5.50%, Maturing August 22, 2016 |
825 | $ | 843,563 | |||||
| Asset Acceptance Capital Corp. |
||||||||
| Term Loan, 8.75%, Maturing November 14, 2017 |
1,235 | 1,250,438 | ||||||
| CB Richard Ellis Services, Inc. |
||||||||
| Term Loan, 3.45%, Maturing March 5, 2018 |
684 | 687,077 | ||||||
| Term Loan, 3.70%, Maturing September 4, 2019 |
646 | 649,310 | ||||||
| Citco Funding LLC |
||||||||
| Term Loan, 5.50%, Maturing June 29, 2018 |
1,625 | 1,645,566 | ||||||
| First Data Corporation |
||||||||
| Term Loan, 2.95%, Maturing September 24, 2014 |
11 | 11,450 | ||||||
| Term Loan, 2.95%, Maturing September 24, 2014 |
55 | 55,162 | ||||||
| Term Loan, 2.95%, Maturing September 24, 2014 |
133 | 133,080 | ||||||
| Term Loan, 4.20%, Maturing March 23, 2018 |
4,136 | 4,109,928 | ||||||
| Term Loan, 5.20%, Maturing September 24, 2018 |
1,225 | 1,228,190 | ||||||
| Grosvenor Capital Management Holdings, LLP |
||||||||
| Term Loan, 4.25%, Maturing December 5, 2016 |
1,275 | 1,280,973 | ||||||
| Hamilton Lane Advisors, LLC |
||||||||
| Term Loan, 6.50%, Maturing February 23, 2018 |
698 | 704,791 | ||||||
| Harbourvest Partners, LLC |
||||||||
| Term Loan, 4.75%, Maturing November 21, 2017 |
889 | 895,326 | ||||||
| iPayment, Inc. |
||||||||
| Term Loan, 5.75%, Maturing May 8, 2017 |
917 | 933,684 | ||||||
| LPL Holdings, Inc. |
||||||||
| Term Loan, 2.70%, Maturing March 29, 2017 |
770 | 771,284 | ||||||
| Term Loan, 4.00%, Maturing March 29, 2019 |
3,052 | 3,074,064 | ||||||
| Mercury Payment Systems Canada, LLC |
||||||||
| Term Loan, 5.50%, Maturing July 3, 2017 |
989 | 1,004,215 | ||||||
| MIP Delaware, LLC |
||||||||
| Term Loan, 5.50%, Maturing July 12, 2018 |
623 | 629,134 | ||||||
| Nuveen Investments, Inc. |
||||||||
| Term Loan, 5.77%, Maturing May 12, 2017 |
2,429 | 2,453,638 | ||||||
| Term Loan, 5.76%, Maturing May 13, 2017 |
2,276 | 2,302,912 | ||||||
| Term Loan, 7.25%, Maturing May 13, 2017 |
1,492 | 1,504,194 | ||||||
| Ocwen Financial Corporation |
||||||||
| Term Loan, Maturing January 22, 2018(2) |
1,250 | 1,269,141 | ||||||
| Oz Management LP |
||||||||
| Term Loan, 1.70%, Maturing November 15, 2016 |
1,315 | 1,187,606 | ||||||
| RJO Holdings Corp. |
||||||||
| Term Loan, 6.21%, Maturing December 10, 2015(5) |
7 | 5,773 | ||||||
| Term Loan, 6.96%, Maturing December 10, 2015(5) |
222 | 168,720 | ||||||
9
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| RPI Finance Trust |
||||||||
| Term Loan, 3.50%, Maturing May 9, 2018 |
3,436 | $ | 3,484,262 | |||||
| Vantiv, LLC |
||||||||
| Term Loan, 3.75%, Maturing March 27, 2019 |
471 | 473,205 | ||||||
| Walter Investment Management Corp. |
||||||||
| Term Loan, 5.75%, Maturing November 28, 2017 |
1,269 | 1,284,290 | ||||||
|
|
|
|||||||
| $ | 34,040,976 | |||||||
|
|
|
|||||||
| Food Products — 4.1% |
||||||||
| AdvancePierre Foods, Inc. |
||||||||
| Term Loan, 5.75%, Maturing July 10, 2017 |
1,275 | $ | 1,298,508 | |||||
| American Seafoods Group LLC |
||||||||
| Term Loan, 4.25%, Maturing March 16, 2018 |
634 | 627,683 | ||||||
| Blue Buffalo Company, Ltd. |
||||||||
| Term Loan, 6.50%, Maturing August 8, 2019 |
1,297 | 1,318,471 | ||||||
| Clearwater Seafoods Limited Partnership |
||||||||
| Term Loan, 6.78%, Maturing June 6, 2018 |
1,045 | 1,049,974 | ||||||
| Del Monte Foods Company |
||||||||
| Term Loan, 4.50%, Maturing March 8, 2018 |
4,244 | 4,272,592 | ||||||
| Dole Food Company Inc. |
||||||||
| Term Loan, 5.03%, Maturing July 6, 2018 |
957 | 961,199 | ||||||
| Hearthside Food Solutions, LLC |
||||||||
| Term Loan, 6.50%, Maturing June 7, 2018 |
1,169 | 1,174,971 | ||||||
| High Liner Foods Incorporated |
||||||||
| Term Loan, 7.00%, Maturing December 19, 2017 |
644 | 646,717 | ||||||
| JBS USA Holdings Inc. |
||||||||
| Term Loan, 4.25%, Maturing May 25, 2018 |
985 | 994,850 | ||||||
| Michael Foods Group, Inc. |
||||||||
| Term Loan, 4.25%, Maturing February 23, 2018 |
637 | 647,361 | ||||||
| NBTY, Inc. |
||||||||
| Term Loan, 4.25%, Maturing October 2, 2017 |
2,809 | 2,852,671 | ||||||
| Pinnacle Foods Finance LLC |
||||||||
| Term Loan, 4.75%, Maturing October 17, 2018 |
273 | 275,764 | ||||||
| Term Loan, 4.75%, Maturing October 17, 2018 |
4,726 | 4,792,923 | ||||||
| Solvest Ltd. |
||||||||
| Term Loan, 5.02%, Maturing July 6, 2018 |
1,712 | 1,720,043 | ||||||
|
|
|
|||||||
| $ | 22,633,727 | |||||||
|
|
|
|||||||
| Food Service — 5.4% |
||||||||
| Aramark Corporation |
||||||||
| Term Loan, 3.40%, Maturing July 26, 2016 |
169 | $ | 170,917 | |||||
| Term Loan, 3.40%, Maturing July 26, 2016 |
304 | 307,634 | ||||||
| Term Loan, 3.45%, Maturing July 26, 2016 |
4,621 | 4,677,781 | ||||||
| Term Loan, 3.52%, Maturing July 26, 2016 |
2,094 | 2,118,898 | ||||||
| Term Loan, 3.89%, Maturing July 26, 2016 |
GBP | 950 | 1,487,866 | |||||
| Brasa Holdings, Inc. |
||||||||
| Term Loan, 7.50%, Maturing July 19, 2019 |
449 | 453,364 | ||||||
| Buffets, Inc. |
||||||||
| Term Loan, 0.31%, Maturing April 22, 2015(5) |
102 | 102,002 | ||||||
| Burger King Corporation |
||||||||
| Term Loan, 3.75%, Maturing September 27, 2019 |
2,244 | 2,272,421 | ||||||
10
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Centerplate, Inc. |
||||||||
| Term Loan, 5.75%, Maturing October 15, 2018 |
374 | $ | 377,336 | |||||
| DineEquity, Inc. |
||||||||
| Term Loan, 5.25%, Maturing October 19, 2017 |
1,018 | 1,024,151 | ||||||
| Dunkin’ Brands, Inc. |
||||||||
| Term Loan, 4.00%, Maturing November 23, 2017 |
3,031 | 3,060,475 | ||||||
| Landry’s, Inc. |
||||||||
| Term Loan, 6.50%, Maturing April 24, 2018 |
1,315 | 1,335,439 | ||||||
| NPC International, Inc. |
||||||||
| Term Loan, 4.50%, Maturing December 1, 2018 |
663 | 670,908 | ||||||
| OSI Restaurant Partners, LLC |
||||||||
| Term Loan, 4.75%, Maturing October 24, 2019 |
2,597 | 2,634,797 | ||||||
| P.F. Chang’s China Bistro Inc. |
||||||||
| Term Loan, 5.25%, Maturing July 2, 2019 |
424 | 430,551 | ||||||
| Sagittarius Restaurants, LLC |
||||||||
| Term Loan, 7.51%, Maturing May 18, 2015 |
373 | 375,923 | ||||||
| US Foods, Inc. |
||||||||
| Term Loan, 5.75%, Maturing March 31, 2017 |
4,626 | 4,687,247 | ||||||
| Weight Watchers International, Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 15, 2019 |
1,315 | 1,332,248 | ||||||
| Wendy’s International, Inc. |
||||||||
| Term Loan, 4.75%, Maturing May 15, 2019 |
1,945 | 1,974,642 | ||||||
|
|
|
|||||||
| $ | 29,494,600 | |||||||
|
|
|
|||||||
| Food/Drug Retailers — 5.0% |
||||||||
| Alliance Boots Holdings Limited |
||||||||
| Term Loan, 3.58%, Maturing July 10, 2017 |
EUR | 1,000 | $ | 1,355,255 | ||||
| Term Loan, 3.98%, Maturing July 10, 2017 |
GBP | 5,775 | 9,033,212 | |||||
| General Nutrition Centers, Inc. |
||||||||
| Term Loan, 3.75%, Maturing March 2, 2018 |
6,119 | 6,180,626 | ||||||
| Pantry, Inc. (The) |
||||||||
| Term Loan, 5.75%, Maturing August 2, 2019 |
424 | 433,476 | ||||||
| Rite Aid Corporation |
||||||||
| Term Loan, 1.96%, Maturing June 4, 2014 |
7,904 | 7,903,707 | ||||||
| Term Loan, 4.50%, Maturing March 2, 2018 |
2,098 | 2,103,148 | ||||||
| Sprouts Farmers Markets Holdings, LLC |
||||||||
| Term Loan, 6.00%, Maturing April 18, 2018 |
572 | 579,277 | ||||||
|
|
|
|||||||
| $ | 27,588,701 | |||||||
|
|
|
|||||||
| Health Care — 16.7% |
||||||||
| Alere, Inc. |
||||||||
| Term Loan, 4.75%, Maturing June 30, 2017 |
471 | $ | 476,152 | |||||
| Term Loan, 4.75%, Maturing June 30, 2017 |
569 | 575,146 | ||||||
| Term Loan, 4.75%, Maturing June 30, 2017 |
2,345 | 2,369,603 | ||||||
| Alliance Healthcare Services, Inc. |
||||||||
| Term Loan, 7.25%, Maturing June 1, 2016 |
886 | 880,612 | ||||||
| Ardent Medical Services, Inc. |
||||||||
| Term Loan, 6.75%, Maturing July 2, 2018 |
1,550 | 1,581,000 | ||||||
| AssuraMed Holding, Inc. |
||||||||
| Term Loan, 5.50%, Maturing October 24, 2019 |
825 | 838,406 | ||||||
| ATI Holdings, Inc. |
||||||||
| Term Loan, Maturing December 20, 2019(2) |
450 | 447,750 | ||||||
11
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Biomet Inc. |
||||||||
| Term Loan, 4.00%, Maturing July 25, 2017 |
3,649 | $ | 3,693,775 | |||||
| BSN Medical Acquisition Holding GmbH |
||||||||
| Term Loan, 5.00%, Maturing August 28, 2019 |
575 | 580,271 | ||||||
| Catalent Pharma Solutions Inc. |
||||||||
| Term Loan, 4.21%, Maturing September 15, 2016 |
2,111 | 2,130,500 | ||||||
| Term Loan, 5.25%, Maturing September 15, 2017 |
1,115 | 1,130,343 | ||||||
| CHG Buyer Corporation |
||||||||
| Term Loan, 5.00%, Maturing November 22, 2019 |
648 | 657,281 | ||||||
| Community Health Systems, Inc. |
||||||||
| Term Loan, 3.81%, Maturing January 25, 2017 |
6,865 | 6,936,204 | ||||||
| Convatec Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 22, 2016 |
1,470 | 1,493,405 | ||||||
| CRC Health Corporation |
||||||||
| Term Loan, 4.70%, Maturing November 16, 2015 |
1,906 | 1,918,397 | ||||||
| DaVita, Inc. |
||||||||
| Term Loan, 4.50%, Maturing October 20, 2016 |
2,940 | 2,981,345 | ||||||
| Term Loan, 4.00%, Maturing November 1, 2019 |
3,125 | 3,164,622 | ||||||
| DJO Finance LLC |
||||||||
| Term Loan, 5.20%, Maturing November 1, 2016 |
380 | 384,332 | ||||||
| Term Loan, 6.25%, Maturing September 15, 2017 |
323 | 326,595 | ||||||
| Drumm Investors LLC |
||||||||
| Term Loan, 5.00%, Maturing May 4, 2018 |
1,972 | 1,897,820 | ||||||
| Emdeon, Inc. |
||||||||
| Term Loan, 5.00%, Maturing November 2, 2018 |
794 | 807,895 | ||||||
| Emergency Medical Services Corporation |
||||||||
| Term Loan, 5.25%, Maturing May 25, 2018 |
2,034 | 2,046,219 | ||||||
| Grifols Inc. |
||||||||
| Term Loan, 4.25%, Maturing June 1, 2017 |
2,926 | 2,949,296 | ||||||
| Hanger Orthopedic Group, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 1, 2016 |
660 | 666,524 | ||||||
| HCA, Inc. |
||||||||
| Term Loan, 3.56%, Maturing March 31, 2017 |
6,168 | 6,222,443 | ||||||
| Term Loan, 3.45%, Maturing May 1, 2018 |
2,572 | 2,594,632 | ||||||
| Health Management Associates, Inc. |
||||||||
| Term Loan, 4.50%, Maturing November 16, 2018 |
1,287 | 1,302,887 | ||||||
| Hologic Inc. |
||||||||
| Term Loan, 4.50%, Maturing August 1, 2019 |
1,866 | 1,893,775 | ||||||
| Iasis Healthcare LLC |
||||||||
| Term Loan, 5.00%, Maturing May 3, 2018 |
1,646 | 1,663,173 | ||||||
| inVentiv Health, Inc. |
||||||||
| Term Loan, 7.50%, Maturing August 4, 2016 |
1,007 | 999,376 | ||||||
| Term Loan, 7.75%, Maturing May 15, 2018 |
896 | 888,041 | ||||||
| Kindred Healthcare, Inc. |
||||||||
| Term Loan, 5.25%, Maturing June 1, 2018 |
1,643 | 1,646,060 | ||||||
| Kinetic Concepts, Inc. |
||||||||
| Term Loan, 5.50%, Maturing May 4, 2018 |
3,985 | 4,054,483 | ||||||
| LHP Hospital Group, Inc. |
||||||||
| Term Loan, 9.00%, Maturing July 3, 2018 |
547 | 558,879 | ||||||
| MedAssets, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 13, 2019 |
600 | 606,000 | ||||||
| Medpace, Inc. |
||||||||
| Term Loan, 6.50%, Maturing June 16, 2017 |
807 | 807,034 | ||||||
12
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| MMM Holdings, Inc. |
||||||||
| Term Loan, 9.75%, Maturing October 9, 2017 |
709 | $ | 714,530 | |||||
| MSO of Puerto Rico, Inc. |
||||||||
| Term Loan, 9.75%, Maturing October 26, 2017 |
516 | 519,658 | ||||||
| Multiplan, Inc. |
||||||||
| Term Loan, 4.75%, Maturing August 26, 2017 |
2,889 | 2,908,810 | ||||||
| MX USA, Inc. |
||||||||
| Term Loan, 6.50%, Maturing April 28, 2017 |
571 | 573,541 | ||||||
| One Call Medical, Inc. |
||||||||
| Term Loan, 7.00%, Maturing August 16, 2019 |
898 | 905,980 | ||||||
| Onex Carestream Finance LP |
||||||||
| Term Loan, 5.00%, Maturing February 25, 2017 |
1,497 | 1,506,386 | ||||||
| Pharmaceutical Product Development, Inc. |
||||||||
| Term Loan, Maturing December 5, 2018(2) |
1,925 | 1,925,000 | ||||||
| Physiotherapy Associates Holdings, Inc. |
||||||||
| Term Loan, 6.01%, Maturing April 30, 2018 |
299 | 300,925 | ||||||
| Radnet Management, Inc. |
||||||||
| Term Loan, 5.50%, Maturing September 30, 2018 |
1,471 | 1,490,164 | ||||||
| Sage Products, Inc. |
||||||||
| Term Loan, 5.25%, Maturing December 13, 2019 |
600 | 607,500 | ||||||
| Select Medical Corporation |
||||||||
| Term Loan, 5.50%, Maturing June 1, 2018 |
2,999 | 3,042,760 | ||||||
| Sheridan Holdings, Inc. |
||||||||
| Term Loan, 6.00%, Maturing June 29, 2018 |
572 | 581,661 | ||||||
| TriZetto Group, Inc. (The) |
||||||||
| Term Loan, 4.75%, Maturing May 2, 2018 |
1,453 | 1,454,993 | ||||||
| Truven Health Analytics Inc. |
||||||||
| Term Loan, 5.75%, Maturing June 1, 2019 |
1,646 | 1,676,725 | ||||||
| Universal Health Services, Inc. |
||||||||
| Term Loan, 3.75%, Maturing November 15, 2016 |
1,072 | 1,079,695 | ||||||
| Valeant Pharmaceuticals International, Inc. |
||||||||
| Term Loan, 4.25%, Maturing February 13, 2019 |
1,868 | 1,896,121 | ||||||
| Term Loan, 4.25%, Maturing December 11, 2019 |
2,000 | 2,031,500 | ||||||
| Vanguard Health Holding Company II, LLC |
||||||||
| Term Loan, 5.00%, Maturing January 29, 2016 |
2,054 | 2,076,502 | ||||||
| VWR Funding, Inc. |
||||||||
| Term Loan, 4.45%, Maturing April 3, 2017 |
1,097 | 1,107,784 | ||||||
| Term Loan, Maturing April 3, 2017(2) |
775 | 781,297 | ||||||
|
|
|
|||||||
| $ | 91,351,808 | |||||||
|
|
|
|||||||
| Home Furnishings — 0.6% |
||||||||
| Serta Simmons Holdings, LLC |
||||||||
| Term Loan, 5.00%, Maturing October 1, 2019 |
1,650 | $ | 1,673,031 | |||||
| Tempur-Pedic International Inc. |
||||||||
| Term Loan, Maturing December 12, 2019(2) |
1,800 | 1,832,785 | ||||||
|
|
|
|||||||
| $ | 3,505,816 | |||||||
|
|
|
|||||||
| Industrial Equipment — 2.6% |
||||||||
| Alliance Laundry Systems LLC |
||||||||
| Term Loan, 5.50%, Maturing December 10, 2018 |
350 | $ | 356,562 | |||||
| Ameriforge Group, Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 19, 2019 |
525 | 532,219 | ||||||
| Term Loan - Second Lien, 8.75%, Maturing December 18, 2020 |
200 | 204,375 | ||||||
13
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Apex Tool Group, LLC |
||||||||
| Term Loan, Maturing January 28, 2020(2) |
725 | $ | 734,213 | |||||
| Colfax Corporation |
||||||||
| Term Loan, 4.50%, Maturing January 11, 2019 |
1,287 | 1,294,910 | ||||||
| Excelitas Technologies Corp. |
||||||||
| Term Loan, 5.00%, Maturing November 23, 2016 |
978 | 989,728 | ||||||
| Generac Power Systems, Inc. |
||||||||
| Term Loan, 6.25%, Maturing May 30, 2018 |
1,542 | 1,580,806 | ||||||
| Grede LLC |
||||||||
| Term Loan, 7.00%, Maturing April 3, 2017 |
992 | 999,440 | ||||||
| Husky Injection Molding Systems Ltd. |
||||||||
| Term Loan, 5.75%, Maturing June 29, 2018 |
3,280 | 3,336,509 | ||||||
| Kion Group GMBH |
||||||||
| Term Loan, 3.44%, Maturing December 23, 2014(4) |
491 | 491,169 | ||||||
| Term Loan, 3.94%, Maturing December 23, 2015(4) |
1,043 | 1,044,089 | ||||||
| Manitowoc Company, Inc. (The) |
||||||||
| Term Loan, 4.25%, Maturing November 13, 2017 |
127 | 128,968 | ||||||
| Tank Holding Corp. |
||||||||
| Term Loan, 5.50%, Maturing July 9, 2019 |
976 | 986,915 | ||||||
| Terex Corporation |
||||||||
| Term Loan, 4.50%, Maturing April 28, 2017 |
691 | 700,772 | ||||||
| Unifrax Corporation |
||||||||
| Term Loan, 7.25%, Maturing November 28, 2018 |
570 | 574,732 | ||||||
|
|
|
|||||||
| $ | 13,955,407 | |||||||
|
|
|
|||||||
| Insurance — 4.5% |
||||||||
| Alliant Holdings I, Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 20, 2019 |
1,975 | $ | 1,997,219 | |||||
| AmWINS Group, Inc. |
||||||||
| Term Loan, 5.75%, Maturing June 6, 2019 |
995 | 1,004,121 | ||||||
| Term Loan - Second Lien, 9.25%, Maturing December 6, 2019 |
3,275 | 3,373,250 | ||||||
| Applied Systems, Inc. |
||||||||
| Term Loan, 5.50%, Maturing December 8, 2016 |
571 | 576,038 | ||||||
| Term Loan, 5.50%, Maturing December 8, 2016 |
1,323 | 1,336,310 | ||||||
| Asurion LLC |
||||||||
| Term Loan, 5.50%, Maturing May 24, 2018 |
7,423 | 7,518,971 | ||||||
| Term Loan - Second Lien, 9.00%, Maturing May 24, 2019 |
713 | 736,115 | ||||||
| CCC Information Services, Inc. |
||||||||
| Term Loan, 5.25%, Maturing December 20, 2019 |
300 | 305,062 | ||||||
| Compass Investors Inc. |
||||||||
| Term Loan, 5.25%, Maturing December 27, 2019 |
2,125 | 2,149,792 | ||||||
| Cunningham Lindsey U.S. Inc. |
||||||||
| Term Loan, 5.00%, Maturing October 29, 2019 |
675 | 687,656 | ||||||
| Hub International Limited |
||||||||
| Term Loan, 4.70%, Maturing June 13, 2017 |
2,620 | 2,654,219 | ||||||
| Term Loan, 6.75%, Maturing December 13, 2017 |
556 | 563,376 | ||||||
| Towergate Finance, PLC |
||||||||
| Term Loan, 6.50%, Maturing August 4, 2017 |
GBP | 1,000 | 1,579,391 | |||||
|
|
|
|||||||
| $ | 24,481,520 | |||||||
|
|
|
|||||||
| Leisure Goods/Activities/Movies — 6.6% |
||||||||
| Alpha D2 Limited |
||||||||
| Term Loan, 6.00%, Maturing April 30, 2019 |
1,985 | $ | 2,027,828 | |||||
14
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| AMC Entertainment, Inc. |
||||||||
| Term Loan, 4.25%, Maturing December 15, 2016 |
3,659 | $ | 3,702,336 | |||||
| Term Loan, 4.75%, Maturing February 22, 2018 |
965 | 977,768 | ||||||
| Bombardier Recreational Products, Inc. |
||||||||
| Term Loan, Maturing January 22, 2019(2) |
4,275 | 4,328,057 | ||||||
| Bright Horizons Family Solutions, Inc. |
||||||||
| Term Loan, Maturing January 16, 2020(2) |
900 | 909,562 | ||||||
| Cedar Fair, L.P. |
||||||||
| Term Loan, 4.00%, Maturing December 15, 2017 |
1,888 | 1,912,866 | ||||||
| ClubCorp Club Operations, Inc. |
||||||||
| Term Loan, 5.00%, Maturing November 30, 2016 |
2,612 | 2,664,047 | ||||||
| Dave & Buster’s, Inc. |
||||||||
| Term Loan, 5.50%, Maturing June 1, 2016 |
973 | 982,833 | ||||||
| Equinox Fitness Clubs |
||||||||
| Term Loan, Maturing November 16, 2019(2) |
1,200 | 1,218,000 | ||||||
| Fender Musical Instruments Corporation |
||||||||
| Term Loan, 5.50%, Maturing June 9, 2014 |
263 | 262,477 | ||||||
| Term Loan, 5.50%, Maturing June 9, 2014 |
518 | 516,839 | ||||||
| Live Nation Entertainment, Inc. |
||||||||
| Term Loan, 4.50%, Maturing November 7, 2016 |
2,585 | 2,609,745 | ||||||
| Regal Cinemas, Inc. |
||||||||
| Term Loan, 3.24%, Maturing August 23, 2017 |
2,820 | 2,845,755 | ||||||
| Revolution Studios Distribution Company, LLC |
||||||||
| Term Loan, 3.96%, Maturing December 21, 2014(5) |
732 | 602,915 | ||||||
| Term Loan - Second Lien, 7.21%, Maturing June 21, 2015(5) |
800 | 426,000 | ||||||
| SeaWorld Parks & Entertainment, Inc. |
||||||||
| Term Loan, 4.00%, Maturing August 17, 2017 |
2,301 | 2,324,246 | ||||||
| Six Flags Theme Parks, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 20, 2018 |
1,455 | 1,478,931 | ||||||
| Town Sports International Inc. |
||||||||
| Term Loan, 5.75%, Maturing May 11, 2018 |
1,739 | 1,758,814 | ||||||
| Zuffa LLC |
||||||||
| Term Loan, 2.25%, Maturing June 19, 2015 |
3,851 | 3,831,791 | ||||||
| Term Loan, 7.50%, Maturing June 19, 2015 |
744 | 749,868 | ||||||
|
|
|
|||||||
| $ | 36,130,678 | |||||||
|
|
|
|||||||
| Lodging and Casinos — 3.4% |
||||||||
| Affinity Gaming, LLC |
||||||||
| Term Loan, 5.50%, Maturing November 9, 2017 |
422 | $ | 428,931 | |||||
| Ameristar Casinos, Inc. |
||||||||
| Term Loan, 4.00%, Maturing April 16, 2018 |
1,029 | 1,039,829 | ||||||
| Caesars Entertainment Operating Company |
||||||||
| Term Loan, 9.50%, Maturing October 31, 2016 |
2,910 | 2,967,109 | ||||||
| Term Loan, 5.45%, Maturing January 26, 2018 |
3,081 | 2,869,411 | ||||||
| Gala Group LTD |
||||||||
| Term Loan, 5.50%, Maturing May 30, 2018 |
GBP | 3,125 | 4,808,128 | |||||
| Isle of Capri Casinos, Inc. |
||||||||
| Term Loan, 4.75%, Maturing March 24, 2017 |
909 | 922,445 | ||||||
| Las Vegas Sands LLC |
||||||||
| Term Loan, 2.76%, Maturing November 23, 2016 |
216 | 217,201 | ||||||
| Term Loan, 2.76%, Maturing November 23, 2016 |
600 | 603,732 | ||||||
| LodgeNet Entertainment Corporation |
||||||||
| Term Loan, 0.00%, Maturing April 4, 2014(3) |
1,018 | 715,943 | ||||||
15
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| MGM Resorts International |
||||||||
| Term Loan, 4.25%, Maturing December 20, 2019 |
2,500 | $ | 2,543,490 | |||||
| Penn National Gaming, Inc. |
||||||||
| Term Loan, 3.75%, Maturing July 16, 2018 |
349 | 351,599 | ||||||
| Pinnacle Entertainment, Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 19, 2019 |
571 | 576,751 | ||||||
| Tropicana Entertainment Inc. |
||||||||
| Term Loan, 7.50%, Maturing March 16, 2018 |
347 | 352,151 | ||||||
|
|
|
|||||||
| $ | 18,396,720 | |||||||
|
|
|
|||||||
| Nonferrous Metals/Minerals — 2.5% |
||||||||
| Arch Coal Inc. |
||||||||
| Term Loan, 5.75%, Maturing May 16, 2018 |
2,887 | $ | 2,971,612 | |||||
| Fairmount Minerals LTD |
||||||||
| Term Loan, 5.25%, Maturing March 15, 2017 |
3,015 | 3,019,145 | ||||||
| Noranda Aluminum Acquisition Corporation |
||||||||
| Term Loan, 5.75%, Maturing February 24, 2019 |
1,017 | 1,032,572 | ||||||
| Novelis, Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 10, 2017 |
667 | 676,006 | ||||||
| Term Loan, 4.00%, Maturing March 10, 2017 |
2,009 | 2,037,466 | ||||||
| Oxbow Carbon and Mineral Holdings LLC |
||||||||
| Term Loan, 3.70%, Maturing May 8, 2016 |
2,434 | 2,453,548 | ||||||
| United Distribution Group, Inc. |
||||||||
| Term Loan, 7.50%, Maturing October 9, 2018 |
1,156 | 1,124,478 | ||||||
| Term Loan - Second Lien, 12.50%, Maturing April 12, 2019 |
500 | 477,500 | ||||||
|
|
|
|||||||
| $ | 13,792,327 | |||||||
|
|
|
|||||||
| Oil and Gas — 4.7% |
||||||||
| Citgo Petroleum Corporation |
||||||||
| Term Loan, 8.00%, Maturing June 24, 2015 |
175 | $ | 177,172 | |||||
| Term Loan, 9.00%, Maturing June 23, 2017 |
2,198 | 2,252,895 | ||||||
| Crestwood Holdings LLC |
||||||||
| Term Loan, 9.75%, Maturing March 26, 2018 |
2,037 | 2,075,852 | ||||||
| Energy Transfer Equity, L.P. |
||||||||
| Term Loan, 3.75%, Maturing March 24, 2017 |
2,625 | 2,653,437 | ||||||
| Frac Tech International LLC |
||||||||
| Term Loan, 8.50%, Maturing May 6, 2016 |
1,972 | 1,728,125 | ||||||
| Gibson Energy ULC |
||||||||
| Term Loan, 4.75%, Maturing June 15, 2018 |
2,308 | 2,350,109 | ||||||
| MEG Energy Corp. |
||||||||
| Term Loan, 4.00%, Maturing March 16, 2018 |
1,210 | 1,224,526 | ||||||
| Obsidian Natural Gas Trust |
||||||||
| Term Loan, 7.00%, Maturing November 2, 2015 |
2,396 | 2,432,337 | ||||||
| Plains Exploration & Production |
||||||||
| Term Loan, 4.00%, Maturing November 30, 2019 |
2,000 | 2,012,850 | ||||||
| Samson Investment Company |
||||||||
| Term Loan - Second Lien, 6.00%, Maturing September 25, 2018 |
850 | 861,687 | ||||||
| Sheridan Production Partners I, LLC |
||||||||
| Term Loan, 5.00%, Maturing September 14, 2019 |
2,014 | 2,054,277 | ||||||
| Term Loan, 5.00%, Maturing September 25, 2019 |
163 | 166,267 | ||||||
| Term Loan, 5.00%, Maturing September 25, 2019 |
267 | 272,209 | ||||||
| Tallgrass Operations, LLC |
||||||||
| Term Loan, 5.25%, Maturing November 13, 2018 |
2,125 | 2,160,417 | ||||||
16
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Tervita Corporation |
||||||||
| Term Loan, 3.21%, Maturing November 14, 2014 |
2,482 | $ | 2,481,730 | |||||
| Term Loan, 6.50%, Maturing November 14, 2014 |
545 | 544,387 | ||||||
|
|
|
|||||||
| $ | 25,448,277 | |||||||
|
|
|
|||||||
| Publishing — 5.7% |
||||||||
| Ascend Learning, Inc. |
||||||||
| Term Loan, 6.50%, Maturing May 23, 2017 |
3,179 | $ | 3,172,049 | |||||
| Aster Zweite Beteiligungs GmbH |
||||||||
| Term Loan, 5.55%, Maturing December 31, 2014 |
93 | 92,511 | ||||||
| Term Loan, 5.55%, Maturing December 31, 2014 |
1,543 | 1,533,867 | ||||||
| Term Loan, 5.55%, Maturing December 31, 2014 |
1,614 | 1,600,371 | ||||||
| Cengage Learning Acquisitions, Inc. |
||||||||
| Term Loan, 2.71%, Maturing July 3, 2014 |
979 | 781,830 | ||||||
| GateHouse Media Operating, Inc. |
||||||||
| Term Loan, 2.21%, Maturing August 28, 2014 |
856 | 321,452 | ||||||
| Term Loan, 2.21%, Maturing August 28, 2014 |
2,042 | 766,355 | ||||||
| Term Loan, 2.46%, Maturing August 28, 2014 |
663 | 248,905 | ||||||
| Getty Images, Inc. |
||||||||
| Term Loan, 4.75%, Maturing October 18, 2019 |
4,775 | 4,838,952 | ||||||
| Instant Web, Inc. |
||||||||
| Term Loan, 3.58%, Maturing August 7, 2014 |
163 | 118,848 | ||||||
| Term Loan, 3.58%, Maturing August 7, 2014 |
1,562 | 1,140,100 | ||||||
| Interactive Data Corporation |
||||||||
| Term Loan, 4.50%, Maturing February 12, 2018 |
3,138 | 3,156,434 | ||||||
| John Henry Holdings, Inc. |
||||||||
| Term Loan, 6.00%, Maturing December 4, 2018 |
600 | 608,500 | ||||||
| Lamar Media Corporation |
||||||||
| Term Loan, 4.00%, Maturing December 30, 2016 |
39 | 38,875 | ||||||
| Laureate Education, Inc. |
||||||||
| Term Loan, 5.25%, Maturing June 18, 2018 |
6,369 | 6,411,663 | ||||||
| MediaNews Group |
||||||||
| Term Loan, 8.50%, Maturing March 19, 2014 |
77 | 75,469 | ||||||
| Merrill Communications, LLC |
||||||||
| Term Loan, 11.25%, Maturing March 28, 2013 |
1,225 | 1,228,756 | ||||||
| Nelson Education Ltd. |
||||||||
| Term Loan, 2.81%, Maturing July 3, 2014 |
462 | 369,187 | ||||||
| Nielsen Finance LLC |
||||||||
| Term Loan, 3.96%, Maturing May 2, 2016 |
1,938 | 1,955,476 | ||||||
| Source Interlink Companies, Inc. |
||||||||
| Term Loan, 15.00%, Maturing March 18, 2014(4)(5) |
776 | 331,135 | ||||||
| Term Loan - Second Lien, 10.75%, Maturing June 18, 2013 |
884 | 701,553 | ||||||
| Tribune Company |
||||||||
| Term Loan, 4.00%, Maturing December 31, 2019 |
1,700 | 1,717,000 | ||||||
|
|
|
|||||||
| $ | 31,209,288 | |||||||
|
|
|
|||||||
| Radio and Television — 3.7% |
||||||||
| Clear Channel Communications, Inc. |
||||||||
| Term Loan, 3.85%, Maturing January 29, 2016 |
1,516 | $ | 1,319,224 | |||||
| Cumulus Media Holdings Inc. |
||||||||
| Term Loan, 4.50%, Maturing September 17, 2018 |
4,625 | 4,665,063 | ||||||
| Term Loan - Second Lien, 7.50%, Maturing September 16, 2019 |
1,000 | 1,041,250 | ||||||
17
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Entercom Radio, LLC |
||||||||
| Term Loan, 5.01%, Maturing November 23, 2018 |
495 | $ | 500,897 | |||||
| Foxco Acquisition Sub, LLC |
||||||||
| Term Loan, 5.50%, Maturing July 14, 2017 |
1,372 | 1,395,565 | ||||||
| Gray Television, Inc. |
||||||||
| Term Loan, 4.75%, Maturing October 15, 2019 |
482 | 491,019 | ||||||
| Hubbard Radio, LLC |
||||||||
| Term Loan, 5.25%, Maturing April 28, 2017 |
806 | 813,026 | ||||||
| ION Media Networks, Inc. |
||||||||
| Term Loan, 7.25%, Maturing July 31, 2018 |
825 | 833,250 | ||||||
| LIN Television Corp. |
||||||||
| Term Loan, 4.00%, Maturing December 21, 2018 |
594 | 598,084 | ||||||
| Mission Broadcasting, Inc. |
||||||||
| Term Loan, 4.50%, Maturing December 3, 2019 |
409 | 415,721 | ||||||
| Nexstar Broadcasting, Inc. |
||||||||
| Term Loan, 4.50%, Maturing December 3, 2019 |
966 | 983,341 | ||||||
| Nine Entertainment Group Limited |
||||||||
| Term Loan, Maturing January 17, 2020(2) |
750 | 749,063 | ||||||
| Raycom TV Broadcasting, Inc. |
||||||||
| Term Loan, 4.25%, Maturing May 31, 2017 |
862 | 864,030 | ||||||
| Sinclair Television Group Inc. |
||||||||
| Term Loan, 4.00%, Maturing October 28, 2016 |
730 | 735,420 | ||||||
| Univision Communications Inc. |
||||||||
| Term Loan, 4.45%, Maturing March 31, 2017 |
3,825 | 3,843,365 | ||||||
| Weather Channel |
||||||||
| Term Loan, 4.25%, Maturing February 13, 2017 |
1,112 | 1,126,869 | ||||||
|
|
|
|||||||
| $ | 20,375,187 | |||||||
|
|
|
|||||||
| Retailers (Except Food and Drug) — 5.4% |
||||||||
| 99 Cents Only Stores |
||||||||
| Term Loan, 5.25%, Maturing January 11, 2019 |
1,488 | $ | 1,509,020 | |||||
| Bass Pro Group, LLC |
||||||||
| Term Loan, 4.00%, Maturing November 20, 2019 |
1,375 | 1,394,250 | ||||||
| David’s Bridal, Inc. |
||||||||
| Term Loan, 5.00%, Maturing October 11, 2019 |
650 | 658,328 | ||||||
| Evergreen Acqco 1 LP |
||||||||
| Term Loan, 5.00%, Maturing July 9, 2019 |
672 | 677,338 | ||||||
| FTD, Inc. |
||||||||
| Term Loan, 4.75%, Maturing June 11, 2018 |
1,184 | 1,192,493 | ||||||
| Harbor Freight Tools USA, Inc. |
||||||||
| Term Loan, 5.50%, Maturing November 14, 2017 |
995 | 1,011,666 | ||||||
| J Crew Group, Inc. |
||||||||
| Term Loan, 4.50%, Maturing March 7, 2018 |
2,067 | 2,086,824 | ||||||
| Jo-Ann Stores, Inc. |
||||||||
| Term Loan, 4.75%, Maturing March 16, 2018 |
1,929 | 1,940,679 | ||||||
| Michaels Stores, Inc. |
||||||||
| Term Loan, 3.75%, Maturing January 31, 2020 |
2,575 | 2,604,571 | ||||||
| National Vision, Inc. |
||||||||
| Term Loan, 7.00%, Maturing August 2, 2018 |
794 | 807,895 | ||||||
| Neiman Marcus Group, Inc. (The) |
||||||||
| Term Loan, 4.75%, Maturing May 16, 2018 |
4,725 | 4,759,847 | ||||||
| Ollie’s Bargain Outlet, Inc. |
||||||||
| Term Loan, 6.25%, Maturing September 27, 2019 |
475 | 479,750 | ||||||
18
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Pep Boys-Manny, Moe & Jack (The) |
||||||||
| Term Loan, 5.00%, Maturing October 11, 2018 |
475 | $ | 484,500 | |||||
| Petco Animal Supplies, Inc. |
||||||||
| Term Loan, 4.50%, Maturing November 24, 2017 |
2,209 | 2,220,295 | ||||||
| Pilot Travel Centers LLC |
||||||||
| Term Loan, 3.75%, Maturing March 30, 2018 |
1,768 | 1,791,801 | ||||||
| Term Loan, 4.25%, Maturing August 7, 2019 |
599 | 607,197 | ||||||
| ServiceMaster Company |
||||||||
| Term Loan, 4.46%, Maturing January 31, 2017 |
2,443 | 2,463,602 | ||||||
| Visant Holding Corp. |
||||||||
| Term Loan, 5.25%, Maturing December 22, 2016 |
1,294 | 1,245,947 | ||||||
| Vivarte SA |
||||||||
| Term Loan, 2.42%, Maturing March 9, 2015 |
EUR | 29 | 32,670 | |||||
| Term Loan, 2.42%, Maturing March 9, 2015 |
EUR | 62 | 71,432 | |||||
| Term Loan, 2.42%, Maturing March 9, 2015 |
EUR | 347 | 397,027 | |||||
| Term Loan, 2.92%, Maturing March 8, 2016 |
EUR | 18 | 21,042 | |||||
| Term Loan, 2.92%, Maturing March 8, 2016 |
EUR | 71 | 81,399 | |||||
| Term Loan, 2.92%, Maturing March 8, 2016 |
EUR | 440 | 503,898 | |||||
| Wilton Brands LLC |
||||||||
| Term Loan, 7.50%, Maturing August 30, 2018 |
642 | 654,712 | ||||||
|
|
|
|||||||
| $ | 29,698,183 | |||||||
|
|
|
|||||||
| Steel — 2.0% |
||||||||
| Essar Steel Algoma, Inc. |
||||||||
| Term Loan, 8.75%, Maturing September 19, 2014 |
1,047 | $ | 1,063,086 | |||||
| Firth Rixson Plc |
||||||||
| Term Loan, 6.00%, Maturing June 30, 2017 |
GBP | 750 | 1,202,138 | |||||
| FMG America Finance, Inc. |
||||||||
| Term Loan, 5.25%, Maturing October 18, 2017 |
5,810 | 5,899,209 | ||||||
| JMC Steel Group, Inc. |
||||||||
| Term Loan, 4.75%, Maturing April 3, 2017 |
688 | 697,432 | ||||||
| Patriot Coal Corporation |
||||||||
| DIP Loan, 9.25%, Maturing October 4, 2013 |
825 | 832,219 | ||||||
| SunCoke Energy, Inc. |
||||||||
| Term Loan, 4.00%, Maturing July 26, 2018 |
152 | 150,912 | ||||||
| Waupaca Foundry, Inc. |
||||||||
| Term Loan, 5.75%, Maturing June 29, 2017 |
634 | 644,152 | ||||||
| WireCo WorldGroup, Inc. |
||||||||
| Term Loan, 6.00%, Maturing February 15, 2017 |
623 | 631,230 | ||||||
|
|
|
|||||||
| $ | 11,120,378 | |||||||
|
|
|
|||||||
| Surface Transport — 1.3% |
||||||||
| Hertz Corporation (The) |
||||||||
| Term Loan, 3.75%, Maturing March 9, 2018 |
3,463 | $ | 3,498,566 | |||||
| Term Loan, 3.75%, Maturing March 11, 2018 |
1,800 | 1,818,000 | ||||||
| Swift Transportation Co., Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 21, 2017 |
1,661 | 1,684,306 | ||||||
|
|
|
|||||||
| $ | 7,000,872 | |||||||
|
|
|
|||||||
| Telecommunications — 5.7% |
||||||||
| Alaska Communications Systems Holdings, Inc. |
||||||||
| Term Loan, 5.50%, Maturing October 21, 2016 |
941 | $ | 923,908 | |||||
19
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Cellular South, Inc. |
||||||||
| Term Loan, 4.50%, Maturing July 27, 2017 |
837 | $ | 845,623 | |||||
| Cricket Communications, Inc. |
||||||||
| Term Loan, 4.75%, Maturing October 10, 2019 |
475 | 479,453 | ||||||
| Crown Castle International Corporation |
||||||||
| Term Loan, 4.00%, Maturing January 31, 2019 |
1,856 | 1,875,973 | ||||||
| Intelsat Jackson Holdings Ltd. |
||||||||
| Term Loan, 4.50%, Maturing April 2, 2018 |
10,195 | 10,348,000 | ||||||
| Macquarie UK Broadcast Limited |
||||||||
| Term Loan, 3.00%, Maturing December 1, 2014 |
GBP | 755 | 1,185,289 | |||||
| MetroPCS Wireless, Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 16, 2018 |
3,930 | 3,956,610 | ||||||
| Oberthur Technologies Holding SAS |
||||||||
| Term Loan, 6.25%, Maturing March 30, 2019 |
572 | 573,555 | ||||||
| SBA Finance |
||||||||
| Term Loan, 3.75%, Maturing June 29, 2018 |
936 | 941,696 | ||||||
| Term Loan, 3.75%, Maturing September 27, 2019 |
425 | 429,117 | ||||||
| Syniverse Holdings, Inc. |
||||||||
| Term Loan, 5.00%, Maturing April 23, 2019 |
1,841 | 1,860,691 | ||||||
| Telesat LLC |
||||||||
| Term Loan, 4.25%, Maturing March 28, 2019 |
6,791 | 6,869,350 | ||||||
| Windstream Corporation |
||||||||
| Term Loan, 4.00%, Maturing August 8, 2019 |
920 | 929,195 | ||||||
|
|
|
|||||||
| $ | 31,218,460 | |||||||
|
|
|
|||||||
| Utilities — 3.2% |
||||||||
| AES Corporation |
||||||||
| Term Loan, 4.25%, Maturing June 1, 2018 |
1,997 | $ | 2,024,509 | |||||
| Calpine Corporation |
||||||||
| Term Loan, 4.50%, Maturing April 2, 2018 |
936 | 947,967 | ||||||
| Term Loan, 4.50%, Maturing April 2, 2018 |
2,751 | 2,785,561 | ||||||
| Term Loan, 4.50%, Maturing October 9, 2019 |
823 | 834,167 | ||||||
| Dynegy Midwest Generation LLC |
||||||||
| Term Loan, 9.25%, Maturing August 4, 2016 |
453 | 472,217 | ||||||
| Dynegy Power, LLC |
||||||||
| Term Loan, 9.25%, Maturing August 4, 2016 |
723 | 756,557 | ||||||
| LSP Madison Funding, LLC |
||||||||
| Term Loan, 5.83%, Maturing June 28, 2019 |
1,070 | 1,080,574 | ||||||
| NRG Energy, Inc. |
||||||||
| Term Loan, 4.00%, Maturing July 2, 2018 |
4,359 | 4,414,925 | ||||||
| Raven Power Finance, LLC |
||||||||
| Term Loan, 7.25%, Maturing November 15, 2018 |
500 | 510,000 | ||||||
| Texas Competitive Electric Holdings Company, LLC |
||||||||
| Term Loan, 4.74%, Maturing October 10, 2017 |
5,832 | 3,851,825 | ||||||
|
|
|
|||||||
| $ | 17,678,302 | |||||||
|
|
|
|||||||
| Total Senior Floating-Rate Interests |
$ | 764,331,189 | ||||||
|
|
|
|||||||
20
| Corporate Bonds & Notes — 12.4% | ||||||||
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Aerospace and Defense — 0.0%(6) |
||||||||
| GenCorp, Inc. |
||||||||
| 7.125%, 3/15/21(7) |
$ | 50 | $ | 52,000 | ||||
|
|
|
|||||||
| $ | 52,000 | |||||||
|
|
|
|||||||
| Automotive — 0.0%(6) |
||||||||
| American Axle & Manufacturing, Inc., Sr. Notes |
||||||||
| 9.25%, 1/15/17(7) |
$ | 92 | $ | 102,120 | ||||
| General Motors Financial Co., Inc., Sr. Notes |
||||||||
| 4.75%, 8/15/17(7) |
70 | 73,233 | ||||||
| Navistar International Corp., Sr. Notes |
||||||||
| 8.25%, 11/1/21 |
55 | 54,313 | ||||||
|
|
|
|||||||
| $ | 229,666 | |||||||
|
|
|
|||||||
| Beverage and Tobacco — 0.1% |
||||||||
| Constellation Brands, Inc., Sr. Notes |
||||||||
| 6.00%, 5/1/22 |
$ | 105 | $ | 118,650 | ||||
| 4.625%, 3/1/23 |
75 | 76,781 | ||||||
| Innovation Ventures LLC/Innovation Ventures Finance Corp., Sr. Notes |
||||||||
| 9.50%, 8/15/19(7) |
50 | 45,750 | ||||||
|
|
|
|||||||
| $ | 241,181 | |||||||
|
|
|
|||||||
| Brokers, Dealers and Investment Houses — 0.0%(6) |
||||||||
| Alliance Data Systems Corp., Sr. Notes |
||||||||
| 6.375%, 4/1/20(7) |
$ | 55 | $ | 59,675 | ||||
| E*TRADE Financial Corp., Sr. Notes |
||||||||
| 6.00%, 11/15/17 |
15 | 15,563 | ||||||
| 6.375%, 11/15/19 |
45 | 46,912 | ||||||
|
|
|
|||||||
| $ | 122,150 | |||||||
|
|
|
|||||||
| Building and Development — 0.1% |
||||||||
| Brookfield Residential Properties, Inc., Sr. Notes |
||||||||
| 6.50%, 12/15/20(7) |
$ | 55 | $ | 58,300 | ||||
| HD Supply, Inc., Sr. Notes |
||||||||
| 8.125%, 4/15/19(7) |
35 | 39,725 | ||||||
| 7.50%, 7/15/20(7) |
100 | 99,000 | ||||||
| 11.50%, 7/15/20(7) |
35 | 40,425 | ||||||
| Isabelle Acquisition Sub, Inc., Sr. Notes |
||||||||
| 10.00%, 11/15/18(4)(7) |
130 | 142,675 | ||||||
| Nortek, Inc., Sr. Notes |
||||||||
| 10.00%, 12/1/18 |
85 | 96,900 | ||||||
| 8.50%, 4/15/21 |
25 | 28,437 | ||||||
| 8.50%, 4/15/21(7) |
100 | 113,500 | ||||||
|
|
|
|||||||
| $ | 618,962 | |||||||
|
|
|
|||||||
| Business Equipment and Services — 0.1% |
||||||||
| Education Management, LLC, Sr. Notes |
||||||||
| 8.75%, 6/1/14 |
$ | 100 | $ | 83,500 | ||||
| FTI Consulting, Inc., Sr. Notes |
||||||||
| 6.00%, 11/15/22(7) |
40 | 42,300 | ||||||
| HDTFS, Inc., Sr. Notes |
||||||||
| 6.25%, 10/15/22(7) |
50 | 54,500 | ||||||
| TransUnion Holding Co., Inc., Sr. Notes |
||||||||
| 8.125%, 6/15/18(4)(7) |
100 | 105,250 | ||||||
|
|
|
|||||||
| $ | 285,550 | |||||||
|
|
|
|||||||
21
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Cable and Satellite Television — 0.2% |
||||||||
| AMC Networks, Inc., Sr. Notes |
||||||||
| 4.75%, 12/15/22 |
$ | 35 | $ | 35,175 | ||||
| CCO Holdings, LLC/CCO Holdings Capital Corp., Sr. Notes |
||||||||
| 5.25%, 9/30/22 |
190 | 189,050 | ||||||
| Cequel Communications Escrow I, LLC/Cequel Communications Escrow Capital Corp., Sr. Notes |
||||||||
| 6.375%, 9/15/20(7) |
65 | 68,412 | ||||||
| Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH, Sr. Notes |
||||||||
| 5.50%, 1/15/23(7) |
1,000 | 1,025,000 | ||||||
|
|
|
|||||||
| $ | 1,317,637 | |||||||
|
|
|
|||||||
| Chemicals and Plastics — 1.8% |
||||||||
| Celanese US Holdings, LLC, Sr. Notes |
||||||||
| 4.625%, 11/15/22 |
$ | 45 | $ | 46,688 | ||||
| Eagle Spinco, Inc., Sr. Notes |
||||||||
| 4.625%, 2/15/21(7) |
15 | 15,150 | ||||||
| Hexion US Finance Corp., Sr. Notes |
||||||||
| 6.625%, 4/15/20(7) |
1,020 | 1,009,800 | ||||||
| 6.625%, 4/15/20 |
2,000 | 1,980,000 | ||||||
| Ineos Finance PLC, Sr. Notes |
||||||||
| 7.25%, 2/15/19(7) |
EUR | 1,000 | 1,439,269 | |||||
| 8.375%, 2/15/19(7) |
1,825 | 2,005,219 | ||||||
| 7.50%, 5/1/20(7) |
800 | 866,000 | ||||||
| LyondellBasell Industries N.V., Sr. Notes |
||||||||
| 5.00%, 4/15/19 |
210 | 232,575 | ||||||
| 5.75%, 4/15/24 |
200 | 232,500 | ||||||
| Rockwood Specialties Group, Inc., Sr. Notes |
||||||||
| 4.625%, 10/15/20 |
130 | 133,737 | ||||||
| TPC Group, Inc. |
||||||||
| 8.75%, 12/15/20(7) |
35 | 35,438 | ||||||
| Trinseo Materials Operating S.C.A., Sr. Notes |
||||||||
| 8.75%, 2/1/19(7) |
1,570 | 1,558,225 | ||||||
| Tronox Finance, LLC, Sr. Notes |
||||||||
| 6.375%, 8/15/20(7) |
110 | 110,962 | ||||||
|
|
|
|||||||
| $ | 9,665,563 | |||||||
|
|
|
|||||||
| Conglomerates — 0.1% |
||||||||
| Belden, Inc., Sr. Sub. Notes |
||||||||
| 5.50%, 9/1/22(7) |
$ | 50 | $ | 51,750 | ||||
| General Cable Corp., Sr. Notes |
||||||||
| 5.75%, 10/1/22(7) |
75 | 79,312 | ||||||
| Harbinger Group, Inc., Sr. Notes |
||||||||
| 7.875%, 7/15/19(7) |
35 | 36,138 | ||||||
| Spectrum Brands Escrow Corp., Sr. Notes |
||||||||
| 6.375%, 11/15/20(7) |
50 | 53,313 | ||||||
| 6.625%, 11/15/22(7) |
70 | 75,775 | ||||||
|
|
|
|||||||
| $ | 296,288 | |||||||
|
|
|
|||||||
| Containers and Glass Products — 1.1% |
||||||||
| Berry Plastics Corp., Sr. Notes |
||||||||
| 5.054%, 2/15/15(8) |
$ | 2,000 | $ | 2,007,500 | ||||
| BOE Merger Corp., Sr. Notes |
||||||||
| 9.50%, 11/1/17(4)(7) |
60 | 62,700 | ||||||
| Crown Americas, LLC/Crown Americas Capital Corp. IV, Sr. Notes |
||||||||
| 4.50%, 1/15/23(7) |
85 | 84,150 | ||||||
22
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Reynolds Group Holdings Inc., Sr. Notes |
||||||||
| 5.75%, 10/15/20 |
3,875 | $ | 3,971,875 | |||||
| Sealed Air Corp., Sr. Notes |
||||||||
| 6.50%, 12/1/20(7) |
35 | 38,850 | ||||||
| 8.375%, 9/15/21(7) |
10 | 11,525 | ||||||
|
|
|
|||||||
| $ | 6,176,600 | |||||||
|
|
|
|||||||
| Cosmetics/Toiletries — 0.3% |
||||||||
| Alphabet Holding Co., Inc., Sr. Notes |
||||||||
| 7.75%, 11/1/17(4)(7) |
$ | 125 | $ | 129,687 | ||||
| Party City Holdings, Inc., Sr. Notes |
||||||||
| 8.875%, 8/1/20(7) |
120 | 130,200 | ||||||
| Revlon Consumer Products Corp. |
||||||||
| 9.75%, 11/15/15 |
1,415 | 1,499,900 | ||||||
|
|
|
|||||||
| $ | 1,759,787 | |||||||
|
|
|
|||||||
| Drugs — 0.0%(6) |
||||||||
| VPI Escrow Corp., Sr. Notes |
||||||||
| 6.375%, 10/15/20(7) |
$ | 135 | $ | 140,738 | ||||
|
|
|
|||||||
| $ | 140,738 | |||||||
|
|
|
|||||||
| Ecological Services and Equipment — 0.1% |
||||||||
| ADS Waste Holdings, Inc., Sr. Notes |
||||||||
| 8.25%, 10/1/20(7) |
$ | 50 | $ | 53,750 | ||||
| Clean Harbors, Inc., Sr. Notes |
||||||||
| 5.25%, 8/1/20 |
50 | 52,500 | ||||||
| 5.125%, 6/1/21(7) |
25 | 25,875 | ||||||
| Environmental Systems Product Holdings, Inc., Jr. Notes |
||||||||
| 18.00%, 3/31/15(4)(5)(7) |
523 | 440,211 | ||||||
|
|
|
|||||||
| $ | 572,336 | |||||||
|
|
|
|||||||
| Electronics/Electrical — 0.1% |
||||||||
| Brocade Communications Systems, Inc., Sr. Notes |
||||||||
| 6.875%, 1/15/20 |
$ | 30 | $ | 32,925 | ||||
| Infor US, Inc., Sr. Notes |
||||||||
| 9.375%, 4/1/19 |
60 | 68,100 | ||||||
| NCR Corp., Sr. Notes |
||||||||
| 5.00%, 7/15/22(7) |
60 | 61,050 | ||||||
| Nuance Communications, Inc., Sr. Notes |
||||||||
| 5.375%, 8/15/20(7) |
120 | 124,200 | ||||||
|
|
|
|||||||
| $ | 286,275 | |||||||
|
|
|
|||||||
| Equipment Leasing — 0.4% |
||||||||
| Air Lease Corp., Sr. Notes |
||||||||
| 4.50%, 1/15/16 |
$ | 260 | $ | 265,200 | ||||
| International Lease Finance Corp., Sr. Notes |
||||||||
| 5.65%, 6/1/14 |
1,000 | 1,051,250 | ||||||
| 6.75%, 9/1/16(7) |
350 | 396,375 | ||||||
| 7.125%, 9/1/18(7) |
350 | 411,250 | ||||||
|
|
|
|||||||
| $ | 2,124,075 | |||||||
|
|
|
|||||||
| Financial Intermediaries — 1.4% |
||||||||
| Ally Financial, Inc., Sr. Notes |
||||||||
| 2.511%, 12/1/14(8) |
$ | 55 | $ | 55,303 | ||||
| 0.00%, 6/15/15 |
80 | 73,900 | ||||||
| 4.625%, 6/26/15 |
500 | 525,393 | ||||||
| CIT Group, Inc., Sr. Notes |
||||||||
| 5.50%, 2/15/19(7) |
45 | 48,375 | ||||||
23
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| 5.375%, 5/15/20 |
10 | $ | 10,900 | |||||
| 5.00%, 8/15/22 |
20 | 21,225 | ||||||
| First Data Corp., Sr. Notes |
||||||||
| 7.375%, 6/15/19(7) |
1,000 | 1,057,500 | ||||||
| 6.75%, 11/1/20(7) |
1,480 | 1,528,100 | ||||||
| 11.25%, 1/15/21(7) |
65 | 65,000 | ||||||
| Ford Motor Credit Co., LLC, Sr. Notes |
||||||||
| 12.00%, 5/15/15 |
2,250 | 2,761,875 | ||||||
| Lender Processing Services, Inc., Sr. Notes |
||||||||
| 5.75%, 4/15/23 |
75 | 79,875 | ||||||
| Nuveen Investments, Inc., Sr. Notes |
||||||||
| 9.50%, 10/15/20(7) |
130 | 134,550 | ||||||
| UPCB Finance II, Ltd., Sr. Notes |
||||||||
| 6.375%, 7/1/20(7) |
EUR | 1,000 | 1,435,875 | |||||
|
|
|
|||||||
| $ | 7,797,871 | |||||||
|
|
|
|||||||
| Food Products — 0.0%(6) |
||||||||
| Land O’Lakes, Inc. |
||||||||
| 6.00%, 11/15/22(7) |
$ | 45 | $ | 48,263 | ||||
| Michael Foods Holding, Inc., Sr. Notes |
||||||||
| 8.50%, 7/15/18(4)(7) |
50 | 51,500 | ||||||
| Smithfield Foods, Inc., Sr. Notes |
||||||||
| 6.625%, 8/15/22 |
95 | 104,737 | ||||||
|
|
|
|||||||
| $ | 204,500 | |||||||
|
|
|
|||||||
| Food Service — 0.0%(6) |
||||||||
| Chiquita Brands International, Inc./ Chiquita Brands, LLC, Sr. Notes |
||||||||
| 7.875%, 2/1/21(7) |
$ | 225 | $ | 223,367 | ||||
|
|
|
|||||||
| $ | 223,367 | |||||||
|
|
|
|||||||
| Food/Drug Retailers — 0.0%(6) |
||||||||
| Pantry, Inc., Sr. Notes |
||||||||
| 8.375%, 8/1/20(7) |
$ | 70 | $ | 75,250 | ||||
|
|
|
|||||||
| $ | 75,250 | |||||||
|
|
|
|||||||
| Health Care — 0.9% |
||||||||
| Accellent, Inc., Sr. Notes |
||||||||
| 8.375%, 2/1/17 |
$ | 135 | $ | 143,100 | ||||
| Air Medical Group Holdings, Inc., Sr. Notes |
||||||||
| 9.25%, 11/1/18 |
4 | 4,420 | ||||||
| Amsurg Corp., Sr. Notes |
||||||||
| 5.625%, 11/30/20(7) |
20 | 21,000 | ||||||
| Biomet, Inc., Sr. Notes |
||||||||
| 6.50%, 8/1/20(7) |
115 | 121,181 | ||||||
| CDRT Holding Corp., Sr. Notes |
||||||||
| 9.25%, 10/1/17(4)(7) |
80 | 83,000 | ||||||
| Community Health Systems, Inc., Sr. Notes |
||||||||
| 5.125%, 8/15/18 |
2,190 | 2,310,450 | ||||||
| 7.125%, 7/15/20 |
120 | 129,750 | ||||||
| DaVita, Inc., Sr. Notes |
||||||||
| 5.75%, 8/15/22 |
215 | 226,825 | ||||||
| DJO Finance, LLC/DJO Finance Corp. |
||||||||
| 8.75%, 3/15/18(7) |
20 | 22,350 | ||||||
| HCA Holdings, Inc., Sr. Notes |
||||||||
| 6.25%, 2/15/21 |
85 | 89,675 | ||||||
| HCA, Inc., Sr. Notes |
||||||||
| 4.75%, 5/1/23 |
1,050 | 1,059,187 | ||||||
24
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Hologic, Inc., Sr. Notes |
||||||||
| 6.25%, 8/1/20(7) |
245 | $ | 264,600 | |||||
| IMS Health, Inc., Sr. Notes |
||||||||
| 6.00%, 11/1/20(7) |
75 | 78,375 | ||||||
| INC Research, LLC., Sr. Notes |
||||||||
| 11.50%, 7/15/19(7) |
55 | 58,300 | ||||||
| Kinetic Concepts, Inc./KCI USA, Inc. |
||||||||
| 10.50%, 11/1/18(7) |
45 | 48,375 | ||||||
| United Surgical Partners International, Inc., Sr. Notes |
||||||||
| 9.00%, 4/1/20(7) |
60 | 67,650 | ||||||
| Valeant Pharmaceuticals International, Sr. Notes |
||||||||
| 6.375%, 10/15/20(7) |
105 | 108,675 | ||||||
| VWR Funding, Inc., Sr. Notes |
||||||||
| 7.25%, 9/15/17(7) |
185 | 196,794 | ||||||
|
|
|
|||||||
| $ | 5,033,707 | |||||||
|
|
|
|||||||
| Home Furnishings — 0.2% |
||||||||
| Libbey Glass, Inc., Sr. Notes |
||||||||
| 6.875%, 5/15/20 |
$ | 735 | $ | 794,719 | ||||
| Mead Products, LLC/ACCO Brands Corp., Sr. Notes |
||||||||
| 6.75%, 4/30/20(7) |
200 | 213,500 | ||||||
| Tempur-Pedic International, Inc., Sr. Notes |
||||||||
| 6.875%, 12/15/20(7) |
40 | 42,700 | ||||||
|
|
|
|||||||
| $ | 1,050,919 | |||||||
|
|
|
|||||||
| Homebuilders/Real Estate — 0.0%(6) |
||||||||
| BC Mountain, LLC/BC Mountain Finance, Inc., Sr. Notes |
||||||||
| 7.00%, 2/1/21(7) |
$ | 65 | $ | 67,113 | ||||
|
|
|
|||||||
| $ | 67,113 | |||||||
|
|
|
|||||||
| Industrial Equipment — 0.0%(6) |
||||||||
| Manitowoc Co., Inc. (The), Sr. Notes |
||||||||
| 5.875%, 10/15/22 |
$ | 65 | $ | 65,813 | ||||
|
|
|
|||||||
| $ | 65,813 | |||||||
|
|
|
|||||||
| Insurance — 0.2% |
||||||||
| A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub, LLC, Sr. Notes |
||||||||
| 7.875%, 12/15/20(7) |
$ | 45 | $ | 45,112 | ||||
| CNO Financial Group, Inc., Sr. Notes |
||||||||
| 6.375%, 10/1/20(7) |
1,050 | 1,118,250 | ||||||
| Hub International, Ltd., Sr. Notes |
||||||||
| 8.125%, 10/15/18(7) |
70 | 72,800 | ||||||
| Onex USI Acquisition Corp., Sr. Notes |
||||||||
| 7.75%, 1/15/21(7) |
95 | 93,575 | ||||||
|
|
|
|||||||
| $ | 1,329,737 | |||||||
|
|
|
|||||||
| Leisure Goods/Activities/Movies — 0.3% |
||||||||
| AMC Entertainment, Inc., Sr. Notes |
||||||||
| 8.75%, 6/1/19 |
$ | 110 | $ | 122,100 | ||||
| Bombardier, Inc., Sr. Notes |
||||||||
| 4.25%, 1/15/16(7) |
50 | 51,750 | ||||||
| 6.125%, 1/15/23(7) |
35 | 35,787 | ||||||
| Cinemark USA, Inc., Sr. Notes |
||||||||
| 5.125%, 12/15/22(7) |
5 | 5,088 | ||||||
| National CineMedia, LLC, Sr. Notes |
||||||||
| 6.00%, 4/15/22 |
790 | 847,275 | ||||||
| Regal Entertainment Group, Sr. Notes |
||||||||
| 5.75%, 2/1/25 |
25 | 24,813 | ||||||
25
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Royal Caribbean Cruises, Sr. Notes |
||||||||
| 7.00%, 6/15/13 |
95 | $ | 97,137 | |||||
| 6.875%, 12/1/13 |
35 | 36,575 | ||||||
| 7.25%, 6/15/16 |
25 | 28,312 | ||||||
| 7.25%, 3/15/18 |
50 | 57,000 | ||||||
| Seven Seas Cruises, S. DE R.L. |
||||||||
| 9.125%, 5/15/19 |
65 | 69,225 | ||||||
| Viking Cruises, Ltd., Sr. Notes |
||||||||
| 8.50%, 10/15/22(7) |
60 | 66,450 | ||||||
|
|
|
|||||||
| $ | 1,441,512 | |||||||
|
|
|
|||||||
| Lodging and Casinos — 1.0% |
||||||||
| Buffalo Thunder Development Authority, Sr. Notes |
||||||||
| 9.375%, 12/15/14(3)(7) |
$ | 480 | $ | 165,600 | ||||
| Caesars Entertainment Operating Co., Inc., Sr. Notes |
||||||||
| 5.375%, 12/15/13 |
20 | 19,900 | ||||||
| 11.25%, 6/1/17 |
1,500 | 1,612,500 | ||||||
| 8.50%, 2/15/20 |
2,100 | 2,117,062 | ||||||
| Caesars Operating Escrow, LLC/Caesars Escrow Corp., Sr. Notes |
||||||||
| 9.00%, 2/15/20(7) |
555 | 567,488 | ||||||
| Inn of the Mountain Gods Resort & Casino, Sr. Notes |
||||||||
| 8.75%, 11/30/20(7) |
58 | 56,840 | ||||||
| MGM Resorts International, Sr. Notes |
||||||||
| 6.625%, 12/15/21 |
120 | 123,750 | ||||||
| 7.75%, 3/15/22 |
30 | 32,850 | ||||||
| Mohegan Tribal Gaming Authority |
||||||||
| 10.50%, 12/15/16(7) |
95 | 95,713 | ||||||
| 11.00%, 9/15/18(7) |
400 | 350,000 | ||||||
| Tunica-Biloxi Gaming Authority, Sr. Notes |
||||||||
| 9.00%, 11/15/15(7) |
310 | 285,200 | ||||||
| Waterford Gaming, LLC, Sr. Notes |
||||||||
| 8.625%, 9/15/14(5)(7) |
174 | 93,333 | ||||||
|
|
|
|||||||
| $ | 5,520,236 | |||||||
|
|
|
|||||||
| Mining, Steel, Iron and Nonprecious Metals — 0.1% |
||||||||
| ArcelorMittal, Sr. Notes |
||||||||
| 6.75%, 2/25/22 |
$ | 25 | $ | 27,545 | ||||
| Eldorado Gold Corp., Sr. Notes |
||||||||
| 6.125%, 12/15/20(7) |
135 | 142,594 | ||||||
| IAMGOLD Corp. |
||||||||
| 6.75%, 10/1/20(7) |
130 | 127,725 | ||||||
| Inmet Mining Corp., Sr. Notes |
||||||||
| 8.75%, 6/1/20(7) |
30 | 33,450 | ||||||
| 7.50%, 6/1/21(7) |
50 | 54,000 | ||||||
|
|
|
|||||||
| $ | 385,314 | |||||||
|
|
|
|||||||
| Nonferrous Metals/Minerals — 0.1% |
||||||||
| FMG Resources (August 2006) Pty, Ltd., Sr. Notes |
||||||||
| 7.00%, 11/1/15(7) |
$ | 55 | $ | 57,612 | ||||
| 8.25%, 11/1/19(7) |
35 | 37,713 | ||||||
| New Gold, Inc., Sr. Notes |
||||||||
| 7.00%, 4/15/20(7) |
||||||||