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, 2014
Date of Reporting Period
Item 1. Schedule of Investments
Eaton Vance
Senior Floating-Rate Trust
January 31, 2014
PORTFOLIO OF INVESTMENTS (Unaudited)
Senior Floating-Rate Interests — 140.8%(1)
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Aerospace and Defense — 2.2% |
||||||||
| Atlantic Aviation FBO Inc. |
||||||||
| Term Loan, 3.25%, Maturing June 1, 2020 |
672 | $ | 676,283 | |||||
| Beechcraft Holdings, LLC |
||||||||
| Term Loan, 5.75%, Maturing February 14, 2020 |
800 | 803,250 | ||||||
| Booz Allen Hamilton Inc. |
||||||||
| Term Loan, 3.75%, Maturing July 31, 2019 |
815 | 821,116 | ||||||
| DAE Aviation Holdings, Inc. |
||||||||
| Term Loan, 6.25%, Maturing November 2, 2018 |
308 | 310,979 | ||||||
| Term Loan, 6.25%, Maturing November 2, 2018 |
679 | 685,984 | ||||||
| Ducommun Incorporated |
||||||||
| Term Loan, 5.00%, Maturing June 28, 2017 |
1,057 | 1,068,728 | ||||||
| IAP Worldwide Services, Inc. |
||||||||
| Term Loan, 0.00%, Maturing December 31, 2015(2) |
1,640 | 531,003 | ||||||
| Sequa Corporation |
||||||||
| Term Loan, 5.25%, Maturing June 19, 2017 |
786 | 776,363 | ||||||
| Silver II US Holdings, LLC |
||||||||
| Term Loan, 4.00%, Maturing December 13, 2019 |
1,926 | 1,938,325 | ||||||
| TASC, Inc. |
||||||||
| Term Loan, 4.50%, Maturing December 18, 2015 |
665 | 633,897 | ||||||
| Transdigm, Inc. |
||||||||
| Term Loan, 3.75%, Maturing February 28, 2020 |
4,783 | 4,822,827 | ||||||
|
|
|
|||||||
| $ | 13,068,755 | |||||||
|
|
|
|||||||
| Automotive — 5.2% |
||||||||
| Affinia Group Intermediate Holdings Inc. |
||||||||
| Term Loan, 4.75%, Maturing April 27, 2020 |
1,542 | $ | 1,546,106 | |||||
| Allison Transmission, Inc. |
||||||||
| Term Loan, 3.75%, Maturing August 23, 2019 |
2,835 | 2,846,942 | ||||||
| ASP HHI Acquisition Co., Inc. |
||||||||
| Term Loan, 5.00%, Maturing October 5, 2018 |
1,855 | 1,873,596 | ||||||
| Chrysler Group LLC |
||||||||
| Term Loan, Maturing May 24, 2017(3) |
4,950 | 4,983,591 | ||||||
| Dayco Products, LLC |
||||||||
| Term Loan, 5.25%, Maturing December 12, 2019 |
1,000 | 1,010,000 | ||||||
| Federal-Mogul Corporation |
||||||||
| Term Loan, 2.11%, Maturing December 29, 2014 |
2,059 | 2,048,862 | ||||||
| Term Loan, 2.11%, Maturing December 28, 2015 |
2,985 | 2,969,777 | ||||||
| Goodyear Tire & Rubber Company (The) |
||||||||
| Term Loan - Second Lien, 4.75%, Maturing April 30, 2019 |
6,650 | 6,735,206 | ||||||
| Metaldyne, LLC |
||||||||
| Term Loan, 5.00%, Maturing December 18, 2018 |
1,661 | 1,677,251 | ||||||
| Schaeffler AG |
||||||||
| Term Loan, 4.25%, Maturing January 27, 2017 |
775 | 782,586 | ||||||
| Tower Automotive Holdings USA, LLC |
||||||||
| Term Loan, 4.00%, Maturing April 23, 2020 |
794 | 798,972 | ||||||
| Veyance Technologies, Inc. |
||||||||
| Term Loan, 5.25%, Maturing September 8, 2017 |
2,878 | 2,901,624 | ||||||
|
|
|
|||||||
| $ | 30,174,513 | |||||||
|
|
|
|||||||
1
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Beverage and Tobacco — 0.6% |
||||||||
| Oak Leaf B.V. |
||||||||
| Term Loan, 4.50%, Maturing September 24, 2018 |
EUR | 2,525 | $ | 3,461,415 | ||||
|
|
|
|||||||
| $ | 3,461,415 | |||||||
|
|
|
|||||||
| Brokers, Dealers and Investment Houses — 0.1% |
||||||||
| American Beacon Advisors, Inc. |
||||||||
| Term Loan, 4.75%, Maturing November 22, 2019 |
450 | $ | 453,645 | |||||
|
|
|
|||||||
| $ | 453,645 | |||||||
|
|
|
|||||||
| Building and Development — 1.3% |
||||||||
| ABC Supply Co., Inc. |
||||||||
| Term Loan, 3.50%, Maturing April 16, 2020 |
1,272 | $ | 1,279,231 | |||||
| Armstrong World Industries, Inc. |
||||||||
| Term Loan, 3.50%, Maturing March 16, 2020 |
546 | 547,808 | ||||||
| CPG International Inc. |
||||||||
| Term Loan, 4.75%, Maturing September 30, 2020 |
623 | 626,262 | ||||||
| Preferred Proppants, LLC |
||||||||
| Term Loan, 0.00%, Maturing December 15, 2016(2) |
714 | 565,349 | ||||||
| Quikrete Holdings, Inc. |
||||||||
| Term Loan, 4.00%, Maturing September 28, 2020 |
973 | 982,385 | ||||||
| RE/MAX International, Inc. |
||||||||
| Term Loan, 4.00%, Maturing July 31, 2020 |
1,692 | 1,698,351 | ||||||
| Realogy Corporation |
||||||||
| Term Loan, 4.50%, Maturing March 5, 2020 |
993 | 1,001,557 | ||||||
| Summit Materials Companies I, LLC |
||||||||
| Term Loan, 5.00%, Maturing January 30, 2019 |
468 | 470,973 | ||||||
| WireCo WorldGroup, Inc. |
||||||||
| Term Loan, 6.00%, Maturing February 15, 2017 |
617 | 622,974 | ||||||
|
|
|
|||||||
| $ | 7,794,890 | |||||||
|
|
|
|||||||
| Business Equipment and Services — 13.7% |
||||||||
| Acosta, Inc. |
||||||||
| Term Loan, 4.25%, Maturing March 2, 2018 |
2,890 | $ | 2,918,730 | |||||
| Advantage Sales & Marketing, Inc. |
||||||||
| Term Loan, 4.25%, Maturing December 18, 2017 |
3,160 | 3,189,809 | ||||||
| Allied Security Holdings, LLC |
||||||||
| Term Loan, 5.25%, Maturing February 3, 2017 |
559 | 562,005 | ||||||
| Altegrity, Inc. |
||||||||
| Term Loan, 4.75%, Maturing February 21, 2015 |
682 | 665,658 | ||||||
| Term Loan, 7.75%, Maturing February 21, 2015 |
684 | 679,089 | ||||||
| Altisource Solutions S.a.r.l. |
||||||||
| Term Loan, 4.50%, Maturing December 9, 2020 |
1,239 | 1,251,026 | ||||||
| AVSC Holding Corp. |
||||||||
| Term Loan, Maturing January 22, 2021(3) |
425 | 428,365 | ||||||
| BakerCorp International, Inc. |
||||||||
| Term Loan, 4.25%, Maturing February 14, 2020 |
1,312 | 1,316,694 | ||||||
| BAR/BRI Review Courses, Inc. |
||||||||
| Term Loan, 5.25%, Maturing June 16, 2017 |
632 | 633,630 | ||||||
| Brickman Group Ltd. LLC |
||||||||
| Term Loan, 4.00%, Maturing December 18, 2020 |
825 | 830,893 | ||||||
| Brock Holdings III, Inc. |
||||||||
| Term Loan, 6.00%, Maturing March 16, 2017 |
1,056 | 1,062,307 | ||||||
| CCC Information Services, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 20, 2019 |
421 | 423,165 | ||||||
| Ceridian Corp. |
||||||||
| Term Loan, 4.41%, Maturing May 9, 2017 |
1,250 | 1,258,705 | ||||||
2
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| ClientLogic Corporation |
||||||||
| Term Loan, 6.99%, Maturing January 30, 2017 |
1,567 | $ | 1,583,674 | |||||
| CPM Acquisition Corp. |
||||||||
| Term Loan, 6.25%, Maturing August 29, 2017 |
494 | 497,762 | ||||||
| Term Loan - Second Lien, 10.25%, Maturing March 1, 2018 |
1,000 | 1,012,500 | ||||||
| Crossmark Holdings, Inc. |
||||||||
| Term Loan, 4.50%, Maturing December 20, 2019 |
473 | 471,727 | ||||||
| Education Management LLC |
||||||||
| Term Loan, 8.25%, Maturing March 29, 2018 |
2,036 | 2,044,030 | ||||||
| EIG Investors Corp. |
||||||||
| Term Loan, 5.00%, Maturing November 9, 2019 |
2,404 | 2,430,017 | ||||||
| Emdeon Business Services, LLC |
||||||||
| Term Loan, 3.75%, Maturing November 2, 2018 |
1,431 | 1,438,043 | ||||||
| Expert Global Solutions, Inc. |
||||||||
| Term Loan, 8.50%, Maturing April 3, 2018 |
1,886 | 1,875,797 | ||||||
| Extreme Reach, Inc. |
||||||||
| Term Loan, Maturing February 10, 2020(3) |
775 | 780,813 | ||||||
| Garda World Security Corporation |
||||||||
| Term Loan, 3.00%, Maturing November 6, 2020 |
112 | 112,623 | ||||||
| Term Loan, 4.00%, Maturing November 6, 2020 |
437 | 440,254 | ||||||
| Term Loan, 4.97%, Maturing November 6, 2020 |
CAD | 625 | 563,622 | |||||
| Genesys Telecom Holdings, U.S., Inc. |
||||||||
| Term Loan, 4.00%, Maturing February 7, 2020 |
589 | 588,087 | ||||||
| Genpact International, Inc. |
||||||||
| Term Loan, 3.50%, Maturing August 30, 2019 |
1,584 | 1,590,465 | ||||||
| IG Investment Holdings, LLC |
||||||||
| Term Loan, 5.25%, Maturing October 31, 2019 |
1,416 | 1,430,532 | ||||||
| IMS Health Incorporated |
||||||||
| Term Loan, 3.75%, Maturing September 1, 2017 |
1,967 | 1,982,332 | ||||||
| Information Resources, Inc. |
||||||||
| Term Loan, 4.75%, Maturing September 30, 2020 |
1,197 | 1,210,466 | ||||||
| ION Trading Technologies S.a.r.l. |
||||||||
| Term Loan, 4.50%, Maturing May 22, 2020 |
647 | 653,622 | ||||||
| Term Loan - Second Lien, 8.25%, Maturing May 21, 2021 |
1,000 | 1,017,500 | ||||||
| ISS Holdings A/S |
||||||||
| Term Loan, 3.75%, Maturing April 30, 2018 |
473 | 474,516 | ||||||
| Term Loan, 4.29%, Maturing April 30, 2018 |
EUR | 246 | 333,434 | |||||
| Term Loan, 4.29%, Maturing April 30, 2018 |
EUR | 1,754 | 2,381,668 | |||||
| Ista International GmbH |
||||||||
| Term Loan, 3.80%, Maturing April 30, 2020 |
EUR | 18 | 24,754 | |||||
| Term Loan, 3.80%, Maturing April 30, 2020 |
EUR | 139 | 189,179 | |||||
| Term Loan, 3.80%, Maturing April 30, 2020 |
EUR | 293 | 398,434 | |||||
| Jason Incorporated |
||||||||
| Term Loan, 5.00%, Maturing February 28, 2019 |
511 | 511,987 | ||||||
| KAR Auction Services, Inc. |
||||||||
| Term Loan, 3.75%, Maturing May 19, 2017 |
2,726 | 2,751,739 | ||||||
| Kronos Incorporated |
||||||||
| Term Loan, 4.50%, Maturing October 30, 2019 |
1,943 | 1,961,726 | ||||||
| Term Loan - Second Lien, 9.75%, Maturing April 30, 2020 |
898 | 931,244 | ||||||
| Language Line, LLC |
||||||||
| Term Loan, 6.25%, Maturing June 20, 2016 |
1,935 | 1,939,095 | ||||||
| MCS AMS Sub-Holdings LLC |
||||||||
| Term Loan, 7.00%, Maturing October 15, 2019 |
1,075 | 1,053,500 | ||||||
| Monitronics International Inc. |
||||||||
| Term Loan, 4.25%, Maturing March 23, 2018 |
1,183 | 1,193,773 | ||||||
| Open Text Corporation |
||||||||
| Term Loan, 3.25%, Maturing January 4, 2021 |
975 | 981,216 | ||||||
3
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Pacific Industrial Services US Finco LLC |
||||||||
| Term Loan, 5.00%, Maturing October 2, 2018 |
1,247 | $ | 1,267,137 | |||||
| Phillips Pet Food & Supplies |
||||||||
| Term Loan, Maturing January 31, 2021(3) |
225 | 227,531 | ||||||
| Quintiles Transnational Corp. |
||||||||
| Term Loan, 3.75%, Maturing June 8, 2018 |
5,454 | 5,476,112 | ||||||
| Sensus USA Inc. |
||||||||
| Term Loan, 4.75%, Maturing May 9, 2017 |
656 | 660,135 | ||||||
| ServiceMaster Company |
||||||||
| Term Loan, 4.25%, Maturing January 31, 2017 |
1,436 | 1,432,585 | ||||||
| Term Loan, 4.42%, Maturing January 31, 2017 |
2,418 | 2,409,975 | ||||||
| SunGard Data Systems, Inc. |
||||||||
| Term Loan, 3.92%, Maturing February 28, 2017 |
946 | 951,442 | ||||||
| Term Loan, 4.00%, Maturing March 9, 2020 |
6,402 | 6,441,603 | ||||||
| TNS, Inc. |
||||||||
| Term Loan, 5.00%, Maturing February 14, 2020 |
850 | 858,367 | ||||||
| TransUnion, LLC |
||||||||
| Term Loan, 4.25%, Maturing February 10, 2019 |
3,171 | 3,215,670 | ||||||
| U.S. Security Holdings, Inc. |
||||||||
| Term Loan, 6.00%, Maturing July 28, 2017 |
116 | 117,123 | ||||||
| Term Loan, 6.00%, Maturing July 28, 2017 |
593 | 598,365 | ||||||
| WASH Multifamily Laundry Systems, LLC |
||||||||
| Term Loan, 4.50%, Maturing February 21, 2019 |
323 | 324,579 | ||||||
| West Corporation |
||||||||
| Term Loan, 3.25%, Maturing June 30, 2018 |
3,661 | 3,673,512 | ||||||
|
|
|
|||||||
| $ | 79,724,343 | |||||||
|
|
|
|||||||
| Cable and Satellite Television — 5.1% |
||||||||
| Atlantic Broadband Finance, LLC |
||||||||
| Term Loan, 3.25%, Maturing December 2, 2019 |
839 | $ | 841,024 | |||||
| Bragg Communications Incorporated |
||||||||
| Term Loan, 3.50%, Maturing February 28, 2018 |
393 | 394,351 | ||||||
| Cequel Communications, LLC |
||||||||
| Term Loan, 3.50%, Maturing February 14, 2019 |
2,234 | 2,243,921 | ||||||
| Charter Communications Operating, LLC |
||||||||
| Term Loan, 3.00%, Maturing July 1, 2020 |
1,343 | 1,339,473 | ||||||
| Crown Media Holdings, Inc. |
||||||||
| Term Loan, 4.00%, Maturing July 14, 2018 |
390 | 391,404 | ||||||
| CSC Holdings, Inc. |
||||||||
| Term Loan, 2.66%, Maturing April 17, 2020 |
1,567 | 1,560,704 | ||||||
| ION Media Networks, Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 18, 2020 |
1,525 | 1,540,727 | ||||||
| MCC Iowa LLC |
||||||||
| Term Loan, 3.25%, Maturing January 29, 2021 |
995 | 999,975 | ||||||
| Mediacom Illinois, LLC |
||||||||
| Term Loan, 4.50%, Maturing October 23, 2017 |
796 | 800,504 | ||||||
| P7S1 Broadcasting Holding II B.V. |
||||||||
| Term Loan, 2.97%, Maturing July 3, 2018 |
EUR | 1,722 | 2,326,497 | |||||
| Sterling Entertainment Enterprises, LLC |
||||||||
| Term Loan, 3.16%, Maturing December 28, 2017 |
735 | 721,256 | ||||||
| UPC Financing Partnership |
||||||||
| Term Loan, 4.00%, Maturing January 29, 2021 |
775 | 780,651 | ||||||
| Term Loan, 3.97%, Maturing March 31, 2021 |
EUR | 3,972 | 5,396,435 | |||||
| Virgin Media Investment Holdings Limited |
||||||||
| Term Loan, 4.50%, Maturing June 5, 2020 |
GBP | 1,475 | 2,443,239 | |||||
| Term Loan, 3.50%, Maturing June 8, 2020 |
5,075 | 5,093,082 | ||||||
| WaveDivision Holdings, LLC |
||||||||
| Term Loan, 4.00%, Maturing October 15, 2019 |
322 | 323,560 | ||||||
4
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| YPSO France SAS |
||||||||
| Term Loan, 4.99%, Maturing December 29, 2017 |
EUR | 13 | $ | 17,527 | ||||
| Term Loan, 4.99%, Maturing December 29, 2017 |
EUR | 198 | 268,648 | |||||
| Term Loan, 4.99%, Maturing December 29, 2017 |
EUR | 203 | 276,254 | |||||
| Term Loan, 4.99%, Maturing December 29, 2017 |
EUR | 263 | 358,135 | |||||
| Term Loan, 4.99%, Maturing December 29, 2017 |
EUR | 323 | 438,613 | |||||
| Term Loan, 3.99%, Maturing December 26, 2018 |
EUR | 775 | 1,049,908 | |||||
|
|
|
|||||||
| $ | 29,605,888 | |||||||
|
|
|
|||||||
| Chemicals and Plastics — 5.1% |
||||||||
| Allnex (Luxembourg) & Cy S.C.A. |
||||||||
| Term Loan, 4.50%, Maturing October 3, 2019 |
278 | $ | 281,202 | |||||
| Allnex USA, Inc. |
||||||||
| Term Loan, 4.50%, Maturing October 3, 2019 |
144 | 145,902 | ||||||
| Arysta LifeScience Corporation |
||||||||
| Term Loan, 4.50%, Maturing May 29, 2020 |
2,313 | 2,340,846 | ||||||
| Axalta Coating Systems US Holdings Inc. |
||||||||
| Term Loan, 4.75%, Maturing February 1, 2020 |
3,970 | 4,006,723 | ||||||
| AZ Chem US Inc. |
||||||||
| Term Loan, 5.25%, Maturing December 22, 2017 |
1,576 | 1,591,552 | ||||||
| Chemtura Corporation |
||||||||
| Term Loan, 3.50%, Maturing August 27, 2016 |
124 | 124,622 | ||||||
| Emerald Performance Materials, LLC |
||||||||
| Term Loan, 6.75%, Maturing May 18, 2018 |
690 | 694,673 | ||||||
| Huntsman International, LLC |
||||||||
| Term Loan, Maturing October 15, 2020(3) |
2,000 | 2,011,250 | ||||||
| Ineos US Finance LLC |
||||||||
| Term Loan, 4.00%, Maturing May 4, 2018 |
4,164 | 4,192,056 | ||||||
| MacDermid, Inc. |
||||||||
| Term Loan, 4.00%, Maturing June 8, 2020 |
771 | 778,033 | ||||||
| OEP Pearl Dutch Acquisition B.V. |
||||||||
| Term Loan, 6.50%, Maturing March 30, 2018 |
93 | 93,847 | ||||||
| Omnova Solutions Inc. |
||||||||
| Term Loan, 4.25%, Maturing May 31, 2018 |
970 | 977,275 | ||||||
| OXEA Finance LLC |
||||||||
| Term Loan, 4.25%, Maturing January 15, 2020 |
698 | 706,105 | ||||||
| Term Loan - Second Lien, 8.25%, Maturing July 15, 2020 |
1,000 | 1,023,750 | ||||||
| Polarpak Inc. |
||||||||
| Term Loan, 4.50%, Maturing June 5, 2020 |
251 | 253,063 | ||||||
| PQ Corporation |
||||||||
| Term Loan, 4.50%, Maturing August 7, 2017 |
1,163 | 1,175,194 | ||||||
| Schoeller Arca Systems Holding B.V. |
||||||||
| Term Loan, 4.73%, Maturing December 18, 2014 |
EUR | 145 | 138,391 | |||||
| Term Loan, 4.73%, Maturing December 18, 2014 |
EUR | 412 | 394,579 | |||||
| Term Loan, 4.73%, Maturing December 18, 2014 |
EUR | 443 | 424,606 | |||||
| Sonneborn LLC |
||||||||
| Term Loan, 6.50%, Maturing March 30, 2018 |
525 | 531,801 | ||||||
| Taminco Global Chemical Corporation |
||||||||
| Term Loan, 4.25%, Maturing February 15, 2019 |
368 | 370,462 | ||||||
| Tronox Pigments (Netherlands) B.V. |
||||||||
| Term Loan, 4.50%, Maturing March 19, 2020 |
3,010 | 3,050,006 | ||||||
| Univar Inc. |
||||||||
| Term Loan, 5.00%, Maturing June 30, 2017 |
3,572 | 3,557,022 | ||||||
| WNA Holdings Inc. |
||||||||
| Term Loan, 4.50%, Maturing June 7, 2020 |
146 | 147,933 | ||||||
| WR Grace & Co. |
||||||||
| Term Loan, Maturing January 22, 2021(3) |
197 | 198,438 | ||||||
| Term Loan, Maturing January 31, 2021(3) |
553 | 555,625 | ||||||
|
|
|
|||||||
| $ | 29,764,956 | |||||||
|
|
|
|||||||
5
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Conglomerates — 0.9% |
||||||||
| RGIS Services, LLC |
||||||||
| Term Loan, 5.50%, Maturing October 18, 2017 |
2,857 | $ | 2,844,121 | |||||
| Spectrum Brands Europe GmbH |
||||||||
| Term Loan, 3.75%, Maturing September 4, 2019 |
EUR | 975 | 1,323,201 | |||||
| Spectrum Brands, Inc. |
||||||||
| Term Loan, 3.50%, Maturing September 4, 2019 |
1,047 | 1,053,375 | ||||||
|
|
|
|||||||
| $ | 5,220,697 | |||||||
|
|
|
|||||||
| Containers and Glass Products — 1.6% |
||||||||
| Berry Plastics Holding Corporation |
||||||||
| Term Loan, 3.50%, Maturing February 7, 2020 |
2,159 | $ | 2,156,665 | |||||
| Term Loan, 3.75%, Maturing January 9, 2021 |
675 | 676,025 | ||||||
| BWAY Holding Company, Inc. |
||||||||
| Term Loan, 4.50%, Maturing August 7, 2017 |
2,599 | 2,622,302 | ||||||
| Pelican Products, Inc. |
||||||||
| Term Loan, 6.25%, Maturing July 11, 2018 |
493 | 496,501 | ||||||
| Reynolds Group Holdings Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 1, 2018 |
2,871 | 2,908,234 | ||||||
| TricorBraun, Inc. |
||||||||
| Term Loan, 4.00%, Maturing May 3, 2018 |
594 | 597,188 | ||||||
|
|
|
|||||||
| $ | 9,456,915 | |||||||
|
|
|
|||||||
| Cosmetics/Toiletries — 0.6% |
||||||||
| Prestige Brands, Inc. |
||||||||
| Term Loan, 3.79%, Maturing January 31, 2019 |
225 | $ | 227,187 | |||||
| Revlon Consumer Products Corporation |
||||||||
| Term Loan, 4.00%, Maturing August 19, 2019 |
1,225 | 1,233,109 | ||||||
| Sun Products Corporation (The) |
||||||||
| Term Loan, 5.50%, Maturing March 23, 2020 |
2,159 | 2,058,848 | ||||||
|
|
|
|||||||
| $ | 3,519,144 | |||||||
|
|
|
|||||||
| Drugs — 3.1% |
||||||||
| Akorn, Inc. |
||||||||
| Term Loan, Maturing August 27, 2020(3) |
675 | $ | 683,438 | |||||
| Alkermes, Inc. |
||||||||
| Term Loan, 3.50%, Maturing September 18, 2019 |
371 | 373,406 | ||||||
| Auxilium Pharmaceuticals, Inc. |
||||||||
| Term Loan, 6.25%, Maturing April 26, 2017 |
578 | 589,241 | ||||||
| Catalent Pharma Solutions Inc. |
||||||||
| Term Loan, 3.66%, Maturing September 15, 2016 |
2,089 | 2,103,570 | ||||||
| Term Loan, 4.25%, Maturing September 15, 2017 |
1,104 | 1,112,963 | ||||||
| Endo Health Solutions Inc. |
||||||||
| Term Loan, Maturing November 5, 2020(3) |
400 | 401,500 | ||||||
| Ikaria Acquisition Inc. |
||||||||
| Term Loan, 7.25%, Maturing July 3, 2018 |
658 | 661,004 | ||||||
| Term Loan - Second Lien, 11.00%, Maturing July 3, 2019 |
500 | 520,000 | ||||||
| Par Pharmaceutical Companies, Inc. |
||||||||
| Term Loan, 4.25%, Maturing September 30, 2019 |
1,160 | 1,169,044 | ||||||
| Patheon, Inc. |
||||||||
| Term Loan, Maturing January 9, 2021(3) |
875 | 875,078 | ||||||
| Term Loan, Maturing January 30, 2021(3) |
EUR | 300 | 402,587 | |||||
| PharMedium Healthcare Corporation |
||||||||
| Term Loan, 4.25%, Maturing January 22, 2021 |
275 | 277,063 | ||||||
| Valeant Pharmaceuticals International, Inc. |
||||||||
| Term Loan, 3.75%, Maturing February 13, 2019 |
1,844 | 1,859,610 | ||||||
| Term Loan, 3.75%, Maturing December 11, 2019 |
2,965 | 2,989,053 | ||||||
| Term Loan, 4.50%, Maturing August 5, 2020 |
3,896 | 3,939,995 | ||||||
|
|
|
|||||||
| $ | 17,957,552 | |||||||
|
|
|
|||||||
6
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Ecological Services and Equipment — 0.8% |
||||||||
| ADS Waste Holdings, Inc. |
||||||||
| Term Loan, 4.25%, Maturing October 9, 2019 |
3,915 | $ | 3,942,686 | |||||
| Progressive Waste Solutions Ltd. |
||||||||
| Term Loan, 3.00%, Maturing October 24, 2019 |
520 | 523,648 | ||||||
| Viking Consortium Borrower Limited |
||||||||
| Term Loan - Second Lien, 6.60%, (3.10% Cash, 3.50% PIK), Maturing March 31, 2016(4) |
GBP | 551 | 235,552 | |||||
|
|
|
|||||||
| $ | 4,701,886 | |||||||
|
|
|
|||||||
| Electronics/Electrical — 11.6% |
||||||||
| Aeroflex Incorporated |
||||||||
| Term Loan, 4.50%, Maturing November 11, 2019 |
1,748 | $ | 1,766,401 | |||||
| Allflex Holdings III, Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 17, 2020 |
648 | 652,427 | ||||||
| Answers Corporation |
||||||||
| Term Loan, 6.50%, Maturing December 20, 2018 |
825 | 818,813 | ||||||
| Term Loan - Second Lien, 11.00%, Maturing June 19, 2020 |
725 | 712,313 | ||||||
| Attachmate Corporation |
||||||||
| Term Loan, 7.25%, Maturing November 22, 2017 |
3,028 | 3,080,779 | ||||||
| Term Loan - Second Lien, Maturing November 22, 2018(3) |
1,000 | 1,000,000 | ||||||
| Blue Coat Systems, Inc. |
||||||||
| Term Loan - Second Lien, 9.50%, Maturing June 26, 2020 |
825 | 853,875 | ||||||
| Cinedigm Digital Funding I, LLC |
||||||||
| Term Loan, 3.75%, Maturing April 29, 2016 |
440 | 440,660 | ||||||
| CompuCom Systems, Inc. |
||||||||
| Term Loan, 4.25%, Maturing May 11, 2020 |
1,269 | 1,270,211 | ||||||
| Dell Inc. |
||||||||
| Term Loan, 3.75%, Maturing October 29, 2018 |
1,584 | 1,584,746 | ||||||
| Term Loan, 4.50%, Maturing April 29, 2020 |
7,928 | 7,903,263 | ||||||
| Digital Generation, Inc. |
||||||||
| Term Loan, 8.25%, Maturing July 26, 2018 |
2,614 | 2,631,476 | ||||||
| Eagle Parent, Inc. |
||||||||
| Term Loan, 4.00%, Maturing May 16, 2018 |
3,481 | 3,508,399 | ||||||
| Excelitas Technologies Corp. |
||||||||
| Term Loan, 6.00%, Maturing October 30, 2020 |
839 | 847,271 | ||||||
| FIDJI Luxembourg (BC4) S.a.r.l. |
||||||||
| Term Loan, 6.25%, Maturing December 18, 2020 |
800 | 806,000 | ||||||
| Freescale Semiconductor, Inc. |
||||||||
| Term Loan, 5.00%, Maturing February 28, 2020 |
1,878 | 1,898,794 | ||||||
| Go Daddy Operating Company, LLC |
||||||||
| Term Loan, 4.00%, Maturing December 17, 2018 |
3,354 | 3,377,605 | ||||||
| Hyland Software, Inc. |
||||||||
| Term Loan, 5.50%, Maturing October 25, 2019 |
347 | 348,774 | ||||||
| Infor (US), Inc. |
||||||||
| Term Loan, 3.75%, Maturing June 3, 2020 |
5,382 | 5,408,135 | ||||||
| Internet Brands, Inc. |
||||||||
| Term Loan, 6.25%, Maturing March 18, 2019 |
943 | 948,375 | ||||||
| Magic Newco LLC |
||||||||
| Term Loan, 5.00%, Maturing December 12, 2018 |
1,383 | 1,397,193 | ||||||
| Microsemi Corporation |
||||||||
| Term Loan, 3.75%, Maturing February 19, 2020 |
1,254 | 1,259,967 | ||||||
| NXP B.V. |
||||||||
| Term Loan, 4.50%, Maturing March 3, 2017 |
2,133 | 2,165,678 | ||||||
| Renaissance Learning, Inc. |
||||||||
| Term Loan, 5.00%, Maturing October 16, 2020 |
823 | 829,110 | ||||||
| Rocket Software, Inc. |
||||||||
| Term Loan, 5.75%, Maturing February 8, 2018 |
1,225 | 1,228,462 | ||||||
| Term Loan - Second Lien, 10.25%, Maturing February 8, 2019 |
750 | 755,000 | ||||||
7
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Rovi Solutions Corporation |
||||||||
| Term Loan, 3.50%, Maturing March 29, 2019 |
752 | $ | 751,058 | |||||
| RP Crown Parent, LLC |
||||||||
| Term Loan, 6.00%, Maturing December 21, 2018 |
5,118 | 5,173,033 | ||||||
| Term Loan - Second Lien, 11.25%, Maturing December 20, 2019 |
575 | 590,525 | ||||||
| Sensata Technologies Finance Company, LLC |
||||||||
| Term Loan, 3.25%, Maturing May 12, 2019 |
1,199 | 1,208,773 | ||||||
| Serena Software, Inc. |
||||||||
| Term Loan, 4.16%, Maturing March 10, 2016 |
474 | 470,741 | ||||||
| Term Loan, 5.00%, Maturing March 10, 2016 |
350 | 348,542 | ||||||
| Shield Finance Co. S.A.R.L. |
||||||||
| Term Loan, Maturing January 27, 2021(3) |
700 | 696,500 | ||||||
| Sirius Computer Solutions, Inc. |
||||||||
| Term Loan, 7.00%, Maturing November 30, 2018 |
468 | 476,074 | ||||||
| SkillSoft Corporation |
||||||||
| Term Loan, 5.00%, Maturing May 26, 2017 |
1,113 | 1,122,988 | ||||||
| Smart Technologies ULC |
||||||||
| Term Loan, 10.50%, Maturing January 31, 2018 |
638 | 634,623 | ||||||
| Sophia, L.P. |
||||||||
| Term Loan, 4.50%, Maturing July 19, 2018 |
1,300 | 1,314,692 | ||||||
| SS&C Technologies Holdings Europe S.A.R.L. |
||||||||
| Term Loan, 3.25%, Maturing June 7, 2019 |
97 | 96,995 | ||||||
| Term Loan, 3.25%, Maturing June 7, 2019 |
934 | 938,978 | ||||||
| SumTotal Systems LLC |
||||||||
| Term Loan, 6.28%, Maturing November 16, 2018 |
1,193 | 1,189,602 | ||||||
| SurveyMonkey.com, LLC |
||||||||
| Term Loan, 5.50%, Maturing February 5, 2019 |
546 | 552,698 | ||||||
| Vertafore, Inc. |
||||||||
| Term Loan, 4.25%, Maturing October 3, 2019 |
974 | 982,779 | ||||||
| Wall Street Systems, Inc. |
||||||||
| Term Loan, 5.75%, Maturing October 25, 2019 |
1,659 | 1,671,937 | ||||||
| Term Loan - Second Lien, 9.25%, Maturing October 26, 2020 |
500 | 506,250 | ||||||
| Web.com Group, Inc. |
||||||||
| Term Loan, 4.50%, Maturing October 27, 2017 |
1,353 | 1,373,908 | ||||||
|
|
|
|||||||
| $ | 67,594,423 | |||||||
|
|
|
|||||||
| Equipment Leasing — 0.5% |
||||||||
| Flying Fortress Inc. |
||||||||
| Term Loan, 3.50%, Maturing June 30, 2017 |
2,792 | $ | 2,799,810 | |||||
|
|
|
|||||||
| $ | 2,799,810 | |||||||
|
|
|
|||||||
| Financial Intermediaries — 5.8% |
||||||||
| American Capital Holdings, Inc. |
||||||||
| Term Loan, 4.00%, Maturing August 22, 2016 |
619 | $ | 622,996 | |||||
| Armor Holding II LLC |
||||||||
| Term Loan - Second Lien, 10.25%, Maturing December 11, 2020 |
1,000 | 1,012,500 | ||||||
| Cetera Financial Group, Inc. |
||||||||
| Term Loan, 6.50%, Maturing August 2, 2019 |
745 | 753,697 | ||||||
| Citco Funding LLC |
||||||||
| Term Loan, 4.25%, Maturing June 29, 2018 |
2,029 | 2,047,238 | ||||||
| Clipper Acquisitions Corp. |
||||||||
| Term Loan, 4.00%, Maturing February 6, 2020 |
545 | 548,130 | ||||||
| First Data Corporation |
||||||||
| Term Loan, 4.16%, Maturing March 23, 2018 |
4,136 | 4,155,231 | ||||||
| Term Loan, 4.16%, Maturing September 24, 2018 |
1,875 | 1,880,469 | ||||||
| Grosvenor Capital Management Holdings, LLP |
||||||||
| Term Loan, 3.75%, Maturing January 4, 2021 |
1,225 | 1,226,531 | ||||||
| Guggenheim Partners, LLC |
||||||||
| Term Loan, 4.25%, Maturing July 17, 2020 |
848 | 859,265 | ||||||
8
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Hamilton Lane Advisors, LLC |
||||||||
| Term Loan, 5.25%, Maturing February 28, 2018 |
626 | $ | 628,344 | |||||
| Harbourvest Partners, LLC |
||||||||
| Term Loan, 4.75%, Maturing November 21, 2017 |
954 | 958,507 | ||||||
| Home Loan Servicing Solutions, Ltd. |
||||||||
| Term Loan, 4.50%, Maturing June 19, 2020 |
1,070 | 1,087,675 | ||||||
| LPL Holdings, Inc. |
||||||||
| Term Loan, 3.25%, Maturing March 29, 2019 |
3,791 | 3,795,344 | ||||||
| Mercury Payment Systems Canada, LLC |
||||||||
| Term Loan, 5.50%, Maturing July 3, 2017 |
979 | 989,166 | ||||||
| MIPL (Lux) S.a.r.l. |
||||||||
| Term Loan, 4.00%, Maturing March 9, 2020 |
718 | 721,305 | ||||||
| Moneygram International, Inc. |
||||||||
| Term Loan, 4.25%, Maturing March 27, 2020 |
422 | 426,609 | ||||||
| Nuveen Investments, Inc. |
||||||||
| Term Loan, 4.16%, Maturing May 15, 2017 |
6,197 | 6,199,097 | ||||||
| NXT Capital, Inc. |
||||||||
| Term Loan, 6.25%, Maturing September 4, 2018 |
748 | 744,384 | ||||||
| Ocwen Financial Corporation |
||||||||
| Term Loan, 5.00%, Maturing February 15, 2018 |
1,241 | 1,255,746 | ||||||
| Oz Management LP |
||||||||
| Term Loan, 1.66%, Maturing November 15, 2016 |
1,302 | 1,251,417 | ||||||
| Starwood Property Trust, Inc. |
||||||||
| Term Loan, 3.50%, Maturing April 17, 2020 |
273 | 273,563 | ||||||
| Walker & Dunlop, Inc. |
||||||||
| Term Loan, 5.50%, Maturing December 11, 2020 |
650 | 659,750 | ||||||
| Walter Investment Management Corp. |
||||||||
| Term Loan, 4.75%, Maturing December 11, 2020 |
1,435 | 1,447,555 | ||||||
|
|
|
|||||||
| $ | 33,544,519 | |||||||
|
|
|
|||||||
| Food Products — 6.1% |
||||||||
| AdvancePierre Foods, Inc. |
||||||||
| Term Loan, 5.75%, Maturing July 10, 2017 |
1,262 | $ | 1,265,932 | |||||
| American Seafoods Group LLC |
||||||||
| Term Loan, 4.25%, Maturing March 18, 2018 |
576 | 575,360 | ||||||
| Blue Buffalo Company, Ltd. |
||||||||
| Term Loan, 4.00%, Maturing August 8, 2019 |
1,284 | 1,299,854 | ||||||
| Clearwater Seafoods Limited Partnership |
||||||||
| Term Loan, 4.75%, Maturing June 24, 2019 |
945 | 950,764 | ||||||
| CSM Bakery Supplies LLC |
||||||||
| Term Loan, 4.75%, Maturing July 3, 2020 |
1,045 | 1,051,933 | ||||||
| Del Monte Foods Company |
||||||||
| Term Loan, 4.00%, Maturing March 8, 2018 |
5,088 | 5,121,391 | ||||||
| Term Loan, Maturing November 6, 2020(3) |
725 | 727,153 | ||||||
| Dole Food Company Inc. |
||||||||
| Term Loan, 4.50%, Maturing November 1, 2018 |
1,375 | 1,386,602 | ||||||
| H.J. Heinz Company |
||||||||
| Term Loan, 3.50%, Maturing June 5, 2020 |
8,433 | 8,528,909 | ||||||
| Hearthside Food Solutions, LLC |
||||||||
| Term Loan, 6.50%, Maturing June 7, 2018 |
1,157 | 1,163,195 | ||||||
| High Liner Foods Incorporated |
||||||||
| Term Loan, 4.75%, Maturing December 31, 2017 |
605 | 608,096 | ||||||
| JBS USA Holdings Inc. |
||||||||
| Term Loan, 3.75%, Maturing May 25, 2018 |
975 | 978,807 | ||||||
| Term Loan, 3.75%, Maturing September 18, 2020 |
1,571 | 1,574,990 | ||||||
| Michael Foods Group, Inc. |
||||||||
| Term Loan, 4.25%, Maturing February 23, 2018 |
611 | 616,186 | ||||||
9
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| NBTY, Inc. |
||||||||
| Term Loan, 3.50%, Maturing October 1, 2017 |
5,409 | $ | 5,454,398 | |||||
| Pinnacle Foods Finance LLC |
||||||||
| Term Loan, 3.25%, Maturing April 29, 2020 |
698 | 700,307 | ||||||
| Term Loan, 3.25%, Maturing April 29, 2020 |
3,747 | 3,756,054 | ||||||
|
|
|
|||||||
| $ | 35,759,931 | |||||||
|
|
|
|||||||
| Food Service — 5.9% |
||||||||
| Aramark Corporation |
||||||||
| Term Loan, 3.67%, Maturing July 26, 2016 |
304 | $ | 305,320 | |||||
| Term Loan, 3.68%, Maturing July 26, 2016 |
169 | 169,843 | ||||||
| Term Loan, 3.75%, Maturing July 26, 2016 |
2,094 | 2,105,575 | ||||||
| Term Loan, 3.75%, Maturing July 26, 2016 |
2,536 | 2,547,979 | ||||||
| Term Loan, 4.03%, Maturing July 26, 2016 |
GBP | 950 | 1,565,608 | |||||
| ARG IH Corporation |
||||||||
| Term Loan, 5.00%, Maturing November 15, 2020 |
275 | 277,807 | ||||||
| Buffets, Inc. |
||||||||
| Term Loan, 0.25%, Maturing April 22, 2015(4) |
92 | 91,831 | ||||||
| Burger King Corporation |
||||||||
| Term Loan, 3.75%, Maturing September 28, 2019 |
2,222 | 2,239,619 | ||||||
| Centerplate, Inc. |
||||||||
| Term Loan, 4.75%, Maturing November 13, 2019 |
471 | 475,373 | ||||||
| Darling International Inc. |
||||||||
| Term Loan, 3.50%, Maturing January 6, 2021 |
EUR | 975 | 1,325,940 | |||||
| DineEquity, Inc. |
||||||||
| Term Loan, 3.75%, Maturing October 19, 2017 |
1,007 | 1,015,085 | ||||||
| Dunkin’ Brands, Inc. |
||||||||
| Term Loan, 3.75%, Maturing February 14, 2020 |
2,998 | 3,013,328 | ||||||
| Landry’s, Inc. |
||||||||
| Term Loan, 4.00%, Maturing April 24, 2018 |
2,469 | 2,496,311 | ||||||
| NPC International, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 28, 2018 |
663 | 670,494 | ||||||
| OSI Restaurant Partners, LLC |
||||||||
| Term Loan, 3.50%, Maturing October 25, 2019 |
2,478 | 2,487,894 | ||||||
| P.F. Chang’s China Bistro Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 2, 2019 |
420 | 420,212 | ||||||
| Sagittarius Restaurants, LLC |
||||||||
| Term Loan, 6.27%, Maturing October 1, 2018 |
550 | 553,036 | ||||||
| Seminole Hard Rock Entertainment, Inc. |
||||||||
| Term Loan, 3.50%, Maturing May 14, 2020 |
274 | 274,566 | ||||||
| US Foods, Inc. |
||||||||
| Term Loan, 4.50%, Maturing March 29, 2019 |
4,950 | 5,005,042 | ||||||
| Weight Watchers International, Inc. |
||||||||
| Term Loan, 3.75%, Maturing April 2, 2020 |
6,873 | 6,158,264 | ||||||
| Wendy’s International, Inc. |
||||||||
| Term Loan, 3.25%, Maturing May 15, 2019 |
1,327 | 1,332,839 | ||||||
|
|
|
|||||||
| $ | 34,531,966 | |||||||
|
|
|
|||||||
| Food/Drug Retailers — 4.3% |
||||||||
| Albertson’s, LLC |
||||||||
| Term Loan, 4.25%, Maturing March 21, 2016 |
1,189 | $ | 1,200,211 | |||||
| Term Loan, 4.75%, Maturing March 21, 2019 |
1,151 | 1,164,814 | ||||||
| Alliance Boots Holdings Limited |
||||||||
| Term Loan, 3.71%, Maturing July 10, 2017 |
EUR | 1,000 | 1,353,998 | |||||
| Term Loan, 3.97%, Maturing July 10, 2017 |
GBP | 5,775 | 9,507,081 | |||||
| General Nutrition Centers, Inc. |
||||||||
| Term Loan, 3.25%, Maturing March 4, 2019 |
6,111 | 6,121,774 | ||||||
| Pantry, Inc. (The) |
||||||||
| Term Loan, 4.75%, Maturing August 2, 2019 |
420 | 425,983 | ||||||
10
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Rite Aid Corporation |
||||||||
| Term Loan, 4.00%, Maturing February 21, 2020 |
2,308 | $ | 2,324,138 | |||||
| Term Loan - Second Lien, 5.75%, Maturing August 21, 2020 |
450 | 462,319 | ||||||
| Supervalu Inc. |
||||||||
| Term Loan, 4.50%, Maturing March 21, 2019 |
2,720 | 2,737,938 | ||||||
|
|
|
|||||||
| $ | 25,298,256 | |||||||
|
|
|
|||||||
| Forest Products — 0.1% |
||||||||
| Expera Specialty Solutions, LLC |
||||||||
| Term Loan, 7.50%, Maturing December 21, 2018 |
522 | $ | 530,211 | |||||
|
|
|
|||||||
| $ | 530,211 | |||||||
|
|
|
|||||||
| Health Care — 14.1% |
||||||||
| Alere, Inc. |
||||||||
| Term Loan, 4.25%, Maturing June 30, 2017 |
467 | $ | 470,844 | |||||
| Term Loan, 4.25%, Maturing June 30, 2017 |
564 | 568,515 | ||||||
| Term Loan, 4.25%, Maturing June 30, 2017 |
2,322 | 2,342,118 | ||||||
| Alliance Healthcare Services, Inc. |
||||||||
| Term Loan, 4.25%, Maturing June 3, 2019 |
1,244 | 1,243,557 | ||||||
| Amneal Pharmaceuticals LLC |
||||||||
| Term Loan, 5.75%, Maturing November 1, 2019 |
549 | 554,454 | ||||||
| Ardent Medical Services, Inc. |
||||||||
| Term Loan, 6.75%, Maturing July 2, 2018 |
3,023 | 3,048,414 | ||||||
| ATI Holdings, Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 20, 2019 |
446 | 448,006 | ||||||
| Biomet Inc. |
||||||||
| Term Loan, 3.66%, Maturing July 25, 2017 |
5,873 | 5,920,592 | ||||||
| BSN Medical Inc. |
||||||||
| Term Loan, 4.00%, Maturing August 28, 2019 |
575 | 579,672 | ||||||
| CeramTec Acquisition Corporation |
||||||||
| Term Loan, 4.25%, Maturing August 28, 2020 |
33 | 33,637 | ||||||
| CHG Buyer Corporation |
||||||||
| Term Loan, 4.25%, Maturing November 19, 2019 |
841 | 849,714 | ||||||
| Community Health Systems, Inc. |
||||||||
| Term Loan, 3.49%, Maturing January 25, 2017 |
1,873 | 1,886,695 | ||||||
| Term Loan, 4.25%, Maturing January 27, 2021 |
7,467 | 7,553,790 | ||||||
| Convatec Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 22, 2016 |
1,426 | 1,439,090 | ||||||
| CRC Health Corporation |
||||||||
| Term Loan, 4.66%, Maturing November 16, 2015 |
1,883 | 1,892,240 | ||||||
| Term Loan, Maturing November 16, 2015(3) |
275 | 276,891 | ||||||
| DaVita, Inc. |
||||||||
| Term Loan, 4.50%, Maturing October 20, 2016 |
2,910 | 2,932,174 | ||||||
| Term Loan, 4.00%, Maturing November 1, 2019 |
3,094 | 3,123,385 | ||||||
| DJO Finance LLC |
||||||||
| Term Loan, 4.75%, Maturing September 15, 2017 |
581 | 587,302 | ||||||
| Envision Healthcare Corporation |
||||||||
| Term Loan, 4.00%, Maturing May 25, 2018 |
2,013 | 2,027,347 | ||||||
| Faenza Acquisition GmbH |
||||||||
| Term Loan, 4.25%, Maturing August 28, 2020 |
103 | 103,907 | ||||||
| Term Loan, 4.25%, Maturing August 31, 2020 |
339 | 341,612 | ||||||
| Gentiva Health Services, Inc. |
||||||||
| Term Loan, 6.50%, Maturing October 18, 2019 |
1,400 | 1,409,625 | ||||||
| Grifols Inc. |
||||||||
| Term Loan, 4.25%, Maturing June 1, 2017 |
2,888 | 2,913,510 | ||||||
| HCA, Inc. |
||||||||
| Term Loan, 2.91%, Maturing March 31, 2017 |
2,338 | 2,344,779 | ||||||
11
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Hologic Inc. |
||||||||
| Term Loan, 3.75%, Maturing August 1, 2019 |
1,500 | $ | 1,513,365 | |||||
| Iasis Healthcare LLC |
||||||||
| Term Loan, 4.50%, Maturing May 3, 2018 |
1,629 | 1,645,727 | ||||||
| inVentiv Health, Inc. |
||||||||
| Term Loan, 7.50%, Maturing August 4, 2016 |
1,007 | 1,003,467 | ||||||
| Term Loan, 7.75%, Maturing May 15, 2018 |
2,396 | 2,385,397 | ||||||
| Kindred Healthcare, Inc. |
||||||||
| Term Loan, 4.25%, Maturing June 1, 2018 |
1,631 | 1,646,810 | ||||||
| Kinetic Concepts, Inc. |
||||||||
| Term Loan, 4.00%, Maturing May 4, 2018 |
4,519 | 4,565,302 | ||||||
| LHP Hospital Group, Inc. |
||||||||
| Term Loan, 9.00%, Maturing July 3, 2018 |
941 | 911,339 | ||||||
| MedAssets, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 13, 2019 |
384 | 386,304 | ||||||
| Medpace, Inc. |
||||||||
| Term Loan, 5.25%, Maturing June 16, 2017 |
512 | 515,583 | ||||||
| MMM Holdings, Inc. |
||||||||
| Term Loan, 9.75%, Maturing December 12, 2017 |
628 | 634,649 | ||||||
| MSO of Puerto Rico, Inc. |
||||||||
| Term Loan, 9.75%, Maturing December 12, 2017 |
457 | 461,849 | ||||||
| Multiplan, Inc. |
||||||||
| Term Loan, 4.00%, Maturing August 25, 2017 |
2,746 | 2,770,078 | ||||||
| National Mentor Holdings, Inc. |
||||||||
| Term Loan, Maturing January 27, 2021(3) |
525 | 529,922 | ||||||
| Onex Carestream Finance LP |
||||||||
| Term Loan, 5.00%, Maturing June 7, 2019 |
2,901 | 2,949,260 | ||||||
| Opal Acquisition, Inc. |
||||||||
| Term Loan, 5.00%, Maturing November 27, 2020 |
1,650 | 1,662,375 | ||||||
| Pharmaceutical Product Development LLC |
||||||||
| Term Loan, 4.00%, Maturing December 5, 2018 |
1,906 | 1,920,887 | ||||||
| PRA Holdings, Inc. |
||||||||
| Term Loan, 5.00%, Maturing September 23, 2020 |
1,272 | 1,278,829 | ||||||
| Radnet Management, Inc. |
||||||||
| Term Loan, 4.25%, Maturing October 10, 2018 |
1,655 | 1,645,407 | ||||||
| Sage Products Holdings III, LLC |
||||||||
| Term Loan, 4.25%, Maturing December 13, 2019 |
501 | 504,832 | ||||||
| Salix Pharmaceuticals, Ltd. |
||||||||
| Term Loan, 4.25%, Maturing January 2, 2020 |
700 | 709,712 | ||||||
| Select Medical Corporation |
||||||||
| Term Loan, 4.00%, Maturing June 1, 2018 |
1,396 | 1,406,040 | ||||||
| Sheridan Holdings, Inc. |
||||||||
| Term Loan, 4.50%, Maturing June 29, 2018 |
641 | 646,862 | ||||||
| Steward Health Care System LLC |
||||||||
| Term Loan, 6.75%, Maturing April 13, 2020 |
348 | 349,225 | ||||||
| TriZetto Group, Inc. (The) |
||||||||
| Term Loan, 4.75%, Maturing May 2, 2018 |
1,438 | 1,433,182 | ||||||
| Truven Health Analytics Inc. |
||||||||
| Term Loan, 4.50%, Maturing June 6, 2019 |
1,629 | 1,635,527 | ||||||
| U.S. Renal Care, Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 3, 2019 |
224 | 226,775 | ||||||
| VWR Funding, Inc. |
||||||||
| Term Loan, 3.45%, Maturing April 3, 2017 |
1,853 | 1,863,122 | ||||||
|
|
|
|||||||
| $ | 82,093,697 | |||||||
|
|
|
|||||||
12
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Home Furnishings — 0.5% |
||||||||
| Serta Simmons Holdings, LLC |
||||||||
| Term Loan, 4.25%, Maturing October 1, 2019 |
1,600 | $ | 1,615,587 | |||||
| Tempur-Pedic International Inc. |
||||||||
| Term Loan, 3.50%, Maturing March 18, 2020 |
1,525 | 1,531,709 | ||||||
|
|
|
|||||||
| $ | 3,147,296 | |||||||
|
|
|
|||||||
| Industrial Equipment — 3.4% |
||||||||
| Alliance Laundry Systems LLC |
||||||||
| Term Loan, 4.25%, Maturing December 10, 2018 |
315 | $ | 317,309 | |||||
| Apex Tool Group, LLC |
||||||||
| Term Loan, 4.50%, Maturing January 31, 2020 |
720 | 724,508 | ||||||
| Filtration Group Corporation |
||||||||
| Term Loan - Second Lien, 8.25%, Maturing November 21, 2021 |
1,000 | 1,027,917 | ||||||
| Gardner Denver, Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 30, 2020 |
1,845 | 1,845,585 | ||||||
| Term Loan, 4.75%, Maturing July 30, 2020 |
EUR | 399 | 541,831 | |||||
| Generac Power Systems, Inc. |
||||||||
| Term Loan, 3.50%, Maturing May 31, 2020 |
1,716 | 1,725,666 | ||||||
| Grede LLC |
||||||||
| Term Loan, 4.50%, Maturing May 2, 2018 |
935 | 940,562 | ||||||
| Husky Injection Molding Systems Ltd. |
||||||||
| Term Loan, 4.25%, Maturing June 29, 2018 |
3,522 | 3,553,292 | ||||||
| Milacron LLC |
||||||||
| Term Loan, 4.25%, Maturing March 30, 2020 |
397 | 398,424 | ||||||
| Paladin Brands Holding, Inc. |
||||||||
| Term Loan, 6.75%, Maturing August 16, 2019 |
750 | 753,281 | ||||||
| Rexnord LLC |
||||||||
| Term Loan, 4.00%, Maturing August 21, 2020 |
4,613 | 4,645,473 | ||||||
| Southwire Company |
||||||||
| Term Loan, Maturing February 11, 2021(3) |
375 | 374,063 | ||||||
| Spansion LLC |
||||||||
| Term Loan, 3.75%, Maturing December 13, 2018 |
1,015 | 1,019,415 | ||||||
| Tank Holding Corp. |
||||||||
| Term Loan, 4.25%, Maturing July 9, 2019 |
895 | 895,207 | ||||||
| Terex Corporation |
||||||||
| Term Loan, 3.50%, Maturing April 28, 2017 |
521 | 527,386 | ||||||
| Unifrax Corporation |
||||||||
| Term Loan, 4.25%, Maturing November 28, 2018 |
334 | 335,671 | ||||||
| VAT Holdings AG |
||||||||
| Term Loan, Maturing January 9, 2021(3) |
425 | 427,037 | ||||||
|
|
|
|||||||
| $ | 20,052,627 | |||||||
|
|
|
|||||||
| Insurance — 4.3% |
||||||||
| Alliant Holdings I, Inc. |
||||||||
| Term Loan, 4.25%, Maturing December 20, 2019 |
1,955 | $ | 1,965,331 | |||||
| AmWINS Group, LLC |
||||||||
| Term Loan, 5.00%, Maturing September 6, 2019 |
4,785 | 4,831,672 | ||||||
| Applied Systems, Inc. |
||||||||
| Term Loan, 4.25%, Maturing January 25, 2021 |
850 | 859,350 | ||||||
| Asurion LLC |
||||||||
| Term Loan, 4.50%, Maturing May 24, 2019 |
8,638 | 8,649,316 | ||||||
| Term Loan, 3.50%, Maturing July 8, 2020 |
970 | 959,893 | ||||||
| Cooper Gay Swett & Crawford Ltd. |
||||||||
| Term Loan, 5.00%, Maturing April 16, 2020 |
473 | 466,324 | ||||||
| Cunningham Lindsey U.S. Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 10, 2019 |
892 | 893,787 | ||||||
| Term Loan - Second Lien, 9.25%, Maturing June 10, 2020 |
1,000 | 1,000,417 | ||||||
13
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Hub International Limited |
||||||||
| Term Loan, 4.75%, Maturing October 2, 2020 |
2,818 | $ | 2,856,670 | |||||
| Sedgwick CMS Holdings, Inc. |
||||||||
| Term Loan, 4.25%, Maturing June 12, 2018 |
647 | 651,056 | ||||||
| USI, Inc. |
||||||||
| Term Loan, 4.25%, Maturing December 27, 2019 |
2,104 | 2,119,568 | ||||||
|
|
|
|||||||
| $ | 25,253,384 | |||||||
|
|
|
|||||||
| Leisure Goods/Activities/Movies — 5.5% |
||||||||
| Bally Technologies, Inc. |
||||||||
| Term Loan, 4.25%, Maturing November 25, 2020 |
1,322 | $ | 1,335,524 | |||||
| Bombardier Recreational Products, Inc. |
||||||||
| Term Loan, 4.00%, Maturing January 30, 2019 |
3,225 | 3,248,756 | ||||||
| Bright Horizons Family Solutions, Inc. |
||||||||
| Term Loan, 4.00%, Maturing January 30, 2020 |
891 | 898,462 | ||||||
| ClubCorp Club Operations, Inc. |
||||||||
| Term Loan, 4.00%, Maturing July 24, 2020 |
2,503 | 2,521,449 | ||||||
| Dave & Buster’s, Inc. |
||||||||
| Term Loan, 4.50%, Maturing June 1, 2016 |
963 | 964,906 | ||||||
| Delta 2 (LUX) S.a.r.l. |
||||||||
| Term Loan, 4.50%, Maturing April 30, 2019 |
1,965 | 1,989,765 | ||||||
| Emerald Expositions Holding, Inc. |
||||||||
| Term Loan, 5.50%, Maturing June 17, 2020 |
1,071 | 1,080,051 | ||||||
| Equinox Holdings, Inc. |
||||||||
| Term Loan, 4.50%, Maturing January 31, 2020 |
1,191 | 1,203,654 | ||||||
| Fender Musical Instruments Corporation |
||||||||
| Term Loan, 5.75%, Maturing April 3, 2019 |
424 | 429,237 | ||||||
| Kasima, LLC |
||||||||
| Term Loan, 3.25%, Maturing May 17, 2021 |
975 | 977,031 | ||||||
| Live Nation Entertainment, Inc. |
||||||||
| Term Loan, 3.50%, Maturing August 17, 2020 |
2,565 | 2,582,290 | ||||||
| LodgeNet Interactive Corp. |
||||||||
| Term Loan, 6.75%, Maturing March 31, 2018 |
1,044 | 374,030 | ||||||
| Revolution Studios Distribution Company, LLC |
||||||||
| Term Loan, 3.91%, Maturing December 21, 2014 |
679 | 599,880 | ||||||
| Term Loan - Second Lien, 7.16%, Maturing June 21, 2015(4) |
800 | 550,800 | ||||||
| Sabre, Inc. |
||||||||
| Term Loan, 5.25%, Maturing February 19, 2019 |
1,188 | 1,198,148 | ||||||
| SeaWorld Parks & Entertainment, Inc. |
||||||||
| Term Loan, 3.00%, Maturing May 14, 2020 |
2,865 | 2,856,537 | ||||||
| Six Flags Theme Parks, Inc. |
||||||||
| Term Loan, 3.50%, Maturing December 20, 2018 |
1,441 | 1,452,616 | ||||||
| SRAM, LLC |
||||||||
| Term Loan, 4.02%, Maturing April 10, 2020 |
1,902 | 1,914,069 | ||||||
| Town Sports International Inc. |
||||||||
| Term Loan, 4.50%, Maturing November 16, 2020 |
1,250 | 1,260,156 | ||||||
| US Finco LLC |
||||||||
| Term Loan, 4.00%, Maturing May 29, 2020 |
473 | 475,284 | ||||||
| Term Loan - Second Lien, 8.25%, Maturing November 30, 2020 |
1,000 | 1,017,500 | ||||||
| WMG Acquisition Corp. |
||||||||
| Term Loan, 3.75%, Maturing July 1, 2020 |
549 | 550,940 | ||||||
| Zuffa LLC |
||||||||
| Term Loan, 4.50%, Maturing February 25, 2020 |
2,871 | 2,896,480 | ||||||
|
|
|
|||||||
| $ | 32,377,565 | |||||||
|
|
|
|||||||
| Lodging and Casinos — 4.8% |
||||||||
| Affinity Gaming, LLC |
||||||||
| Term Loan, 4.25%, Maturing November 9, 2017 |
406 | $ | 412,493 | |||||
14
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Boyd Gaming Corporation |
||||||||
| Term Loan, 4.00%, Maturing August 14, 2020 |
499 | $ | 501,331 | |||||
| Caesars Entertainment Operating Company |
||||||||
| Term Loan, 5.49%, Maturing January 26, 2018 |
1,460 | 1,407,106 | ||||||
| CityCenter Holdings, LLC |
||||||||
| Term Loan, 5.00%, Maturing October 16, 2020 |
875 | 886,940 | ||||||
| Four Seasons Holdings Inc. |
||||||||
| Term Loan - Second Lien, 6.25%, Maturing December 28, 2020 |
2,650 | 2,722,875 | ||||||
| Gala Group LTD |
||||||||
| Term Loan, 5.48%, Maturing May 25, 2018 |
GBP | 3,125 | 5,168,222 | |||||
| Golden Nugget, Inc. |
||||||||
| Term Loan, 5.50%, Maturing November 21, 2019 |
333 | 339,566 | ||||||
| Term Loan, 0.00%, Maturing November 21, 2019(6) |
143 | 145,528 | ||||||
| Hilton Worldwide Finance, LLC |
||||||||
| Term Loan, 3.75%, Maturing October 26, 2020 |
6,197 | 6,248,763 | ||||||
| Las Vegas Sands LLC |
||||||||
| Term Loan, 3.25%, Maturing December 20, 2020 |
1,925 | 1,931,524 | ||||||
| MGM Resorts International |
||||||||
| Term Loan, 3.50%, Maturing December 20, 2019 |
2,475 | 2,480,745 | ||||||
| Pinnacle Entertainment, Inc. |
||||||||
| Term Loan, 3.75%, Maturing August 13, 2020 |
995 | 1,003,084 | ||||||
| Playa Resorts Holding B.V. |
||||||||
| Term Loan, 4.75%, Maturing August 6, 2019 |
499 | 504,361 | ||||||
| Scientific Games International, Inc. |
||||||||
| Term Loan, 4.25%, Maturing October 18, 2020 |
3,650 | 3,672,488 | ||||||
| Tropicana Entertainment Inc. |
||||||||
| Term Loan, 4.00%, Maturing November 27, 2020 |
374 | 375,582 | ||||||
|
|
|
|||||||
| $ | 27,800,608 | |||||||
|
|
|
|||||||
| Nonferrous Metals/Minerals — 2.9% |
||||||||
| Alpha Natural Resources, LLC |
||||||||
| Term Loan, 3.50%, Maturing May 22, 2020 |
1,787 | $ | 1,751,142 | |||||
| Arch Coal Inc. |
||||||||
| Term Loan, 6.25%, Maturing May 16, 2018 |
3,602 | 3,576,431 | ||||||
| Constellium Holdco B.V. |
||||||||
| Term Loan, 6.00%, Maturing March 25, 2020 |
521 | 535,066 | ||||||
| Fairmount Minerals LTD |
||||||||
| Term Loan, 5.00%, Maturing September 5, 2019 |
2,045 | 2,078,470 | ||||||
| Murray Energy Corporation |
||||||||
| Term Loan, 5.25%, Maturing December 5, 2019 |
1,375 | 1,392,016 | ||||||
| Noranda Aluminum Acquisition Corporation |
||||||||
| Term Loan, 5.75%, Maturing February 28, 2019 |
1,007 | 959,227 | ||||||
| Novelis, Inc. |
||||||||
| Term Loan, 3.75%, Maturing March 10, 2017 |
2,648 | 2,669,121 | ||||||
| Oxbow Carbon LLC |
||||||||
| Term Loan, 4.25%, Maturing July 19, 2019 |
463 | 468,625 | ||||||
| Term Loan - Second Lien, 8.00%, Maturing January 17, 2020 |
775 | 800,187 | ||||||
| United Central Industrial Supply Company, L.L.C. |
||||||||
| Term Loan, 7.50%, Maturing October 9, 2018 |
463 | 449,353 | ||||||
| Term Loan - Second Lien, 12.50%, Maturing April 9, 2019 |
500 | 455,000 | ||||||
| Walter Energy, Inc. |
||||||||
| Term Loan, 6.75%, Maturing April 2, 2018 |
1,607 | 1,554,206 | ||||||
|
|
|
|||||||
| $ | 16,688,844 | |||||||
|
|
|
|||||||
| Oil and Gas — 5.1% |
||||||||
| Ameriforge Group, Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 19, 2019 |
869 | $ | 875,945 | |||||
| Term Loan - Second Lien, 8.75%, Maturing December 19, 2020 |
2,375 | 2,434,375 | ||||||
15
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Bronco Midstream Funding LLC |
||||||||
| Term Loan, 5.00%, Maturing August 17, 2020 |
1,800 | $ | 1,827,000 | |||||
| Citgo Petroleum Corporation |
||||||||
| Term Loan, 8.00%, Maturing June 24, 2015 |
146 | 147,444 | ||||||
| Term Loan, 9.00%, Maturing June 23, 2017 |
2,172 | 2,207,495 | ||||||
| Crestwood Holdings LLC |
||||||||
| Term Loan, 7.00%, Maturing June 19, 2019 |
1,926 | 1,979,821 | ||||||
| Fieldwood Energy LLC |
||||||||
| Term Loan, 3.88%, Maturing September 28, 2018 |
798 | 803,736 | ||||||
| MEG Energy Corp. |
||||||||
| Term Loan, 3.75%, Maturing March 31, 2020 |
7,434 | 7,508,973 | ||||||
| Obsidian Natural Gas Trust |
||||||||
| Term Loan, 7.00%, Maturing November 2, 2015 |
1,523 | 1,549,947 | ||||||
| Ruby Western Pipeline Holdings, LLC |
||||||||
| Term Loan, 3.50%, Maturing March 27, 2020 |
436 | 437,055 | ||||||
| Samson Investment Company |
||||||||
| Term Loan - Second Lien, 5.00%, Maturing September 25, 2018 |
1,850 | 1,871,275 | ||||||
| Sheridan Investment Partners II, L.P. |
||||||||
| Term Loan, 4.25%, Maturing December 11, 2020 |
96 | 97,263 | ||||||
| Term Loan, 4.25%, Maturing December 16, 2020 |
36 | 36,274 | ||||||
| Term Loan, 4.25%, Maturing December 16, 2020 |
693 | 699,197 | ||||||
| Sheridan Production Partners I, LLC |
||||||||
| Term Loan, 4.25%, Maturing September 14, 2019 |
1,994 | 2,006,892 | ||||||
| Term Loan, 4.25%, Maturing September 25, 2019 |
161 | 162,432 | ||||||
| Term Loan, 4.25%, Maturing September 25, 2019 |
264 | 265,930 | ||||||
| Tallgrass Operations, LLC |
||||||||
| Term Loan, 4.25%, Maturing November 13, 2018 |
1,513 | 1,527,760 | ||||||
| Tervita Corporation |
||||||||
| Term Loan, 6.25%, Maturing May 15, 2018 |
3,122 | 3,152,329 | ||||||
|
|
|
|||||||
| $ | 29,591,143 | |||||||
|
|
|
|||||||
| Publishing — 5.0% |
||||||||
| Advanstar Communications Inc. |
||||||||
| Term Loan, 5.50%, Maturing April 29, 2019 |
769 | $ | 770,630 | |||||
| American Greetings Corporation |
||||||||
| Term Loan, 4.00%, Maturing August 9, 2019 |
1,100 | 1,102,750 | ||||||
| Ascend Learning, Inc. |
||||||||
| Term Loan, 7.50%, Maturing July 31, 2019 |
1,275 | 1,268,773 | ||||||
| CBS Outdoor Americas Capital LLC |
||||||||
| Term Loan, Maturing January 31, 2021(3) |
600 | 602,938 | ||||||
| Flint Group SA |
||||||||
| Term Loan, 5.58%, Maturing December 31, 2016 |
1,361 | 1,366,139 | ||||||
| Term Loan, 5.58%, Maturing December 31, 2016 |
1,614 | 1,620,552 | ||||||
| Getty Images, Inc. |
||||||||
| Term Loan, 4.75%, Maturing October 18, 2019 |
4,727 | 4,468,098 | ||||||
| Interactive Data Corporation |
||||||||
| Term Loan, 3.75%, Maturing February 11, 2018 |
4,118 | 4,138,876 | ||||||
| Laureate Education, Inc. |
||||||||
| Term Loan, 5.00%, Maturing June 15, 2018 |
7,720 | 7,701,159 | ||||||
| McGraw-Hill Global Education Holdings, LLC |
||||||||
| Term Loan, 9.00%, Maturing March 22, 2019 |
736 | 751,499 | ||||||
| Media General Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 31, 2020 |
1,125 | 1,136,946 | ||||||
| Merrill Communications, LLC |
||||||||
| Term Loan, 7.25%, Maturing March 8, 2018 |
655 | 667,220 | ||||||
| Multi Packaging Solutions, Inc. |
||||||||
| Term Loan, 4.25%, Maturing August 21, 2020 |
375 | 377,500 | ||||||
| Nelson Education Ltd. |
||||||||
| Term Loan, 2.75%, Maturing July 3, 2014 |
441 | 344,062 | ||||||
16
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Penton Media, Inc. |
||||||||
| Term Loan, 5.50%, Maturing October 1, 2019 |
599 | $ | 599,996 | |||||
| Rentpath, Inc. |
||||||||
| Term Loan, 6.25%, Maturing May 29, 2020 |
1,045 | 1,019,258 | ||||||
| Springer Science+Business Media Deutschland GmbH |
||||||||
| Term Loan, 5.00%, Maturing August 14, 2020 |
1,122 | 1,129,552 | ||||||
|
|
|
|||||||
| $ | 29,065,948 | |||||||
|
|
|
|||||||
| Radio and Television — 2.8% |
||||||||
| Clear Channel Communications, Inc. |
||||||||
| Term Loan, 3.81%, Maturing January 29, 2016 |
20 | $ | 19,259 | |||||
| Term Loan, 6.91%, Maturing January 30, 2019 |
1,132 | 1,100,586 | ||||||
| Term Loan, 7.66%, Maturing July 30, 2019 |
364 | 362,872 | ||||||
| Cumulus Media Holdings Inc. |
||||||||
| Term Loan, 4.25%, Maturing December 23, 2020 |
4,400 | 4,451,678 | ||||||
| Entercom Radio, LLC |
||||||||
| Term Loan, 4.00%, Maturing November 23, 2018 |
430 | 434,906 | ||||||
| Gray Television, Inc. |
||||||||
| Term Loan, 4.75%, Maturing October 15, 2019 |
440 | 444,293 | ||||||
| Hubbard Radio, LLC |
||||||||
| Term Loan, 4.50%, Maturing April 29, 2019 |
780 | 784,073 | ||||||
| LIN Television Corp. |
||||||||
| Term Loan, 4.00%, Maturing December 21, 2018 |
588 | 592,715 | ||||||
| Mission Broadcasting, Inc. |
||||||||
| Term Loan, 3.75%, Maturing October 1, 2020 |
640 | 642,693 | ||||||
| Nexstar Broadcasting, Inc. |
||||||||
| Term Loan, 3.75%, Maturing October 1, 2020 |
725 | 728,824 | ||||||
| Nine Entertainment Group Pty Ltd |
||||||||
| Term Loan, 3.50%, Maturing February 5, 2020 |
744 | 743,678 | ||||||
| Raycom TV Broadcasting, Inc. |
||||||||
| Term Loan, 4.25%, Maturing May 31, 2017 |
853 | 856,324 | ||||||
| Sinclair Television Group Inc. |
||||||||
| Term Loan, 3.00%, Maturing April 9, 2020 |
496 | 497,131 | ||||||
| TWCC Holding Corp. |
||||||||
| Term Loan, 3.50%, Maturing February 13, 2017 |
1,112 | 1,113,965 | ||||||
| Univision Communications Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 1, 2020 |
3,796 | 3,821,756 | ||||||
|
|
|
|||||||
| $ | 16,594,753 | |||||||
|
|
|
|||||||
| Retailers (Except Food and Drug) — 7.7% |
||||||||
| 99 Cents Only Stores |
||||||||
| Term Loan, 4.50%, Maturing January 11, 2019 |
1,941 | $ | 1,962,211 | |||||
| B&M Retail Limited |
||||||||
| Term Loan, 6.02%, Maturing February 18, 2020 |
GBP | 1,825 | 3,037,617 | |||||
| Bass Pro Group, LLC |
||||||||
| Term Loan, 3.75%, Maturing November 20, 2019 |
2,394 | 2,416,819 | ||||||
| CDW LLC |
||||||||
| Term Loan, 3.25%, Maturing April 29, 2020 |
4,939 | 4,953,863 | ||||||
| David’s Bridal, Inc. |
||||||||
| Term Loan, 5.00%, Maturing October 11, 2019 |
644 | 648,725 | ||||||
| Evergreen Acqco 1 LP |
||||||||
| Term Loan, 5.00%, Maturing July 9, 2019 |
665 | 670,714 | ||||||
| Harbor Freight Tools USA, Inc. |
||||||||
| Term Loan, 4.75%, Maturing July 26, 2019 |
1,119 | 1,136,161 | ||||||
| Hudson’s Bay Company |
||||||||
| Term Loan, 4.75%, Maturing November 4, 2020 |
3,925 | 3,988,769 | ||||||
| J Crew Group, Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 7, 2018 |
2,046 | 2,065,105 | ||||||
| Jo-Ann Stores, Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 16, 2018 |
1,909 | 1,920,078 | ||||||
17
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Michaels Stores, Inc. |
||||||||
| Term Loan, 3.75%, Maturing January 28, 2020 |
2,556 | $ | 2,572,059 | |||||
| National Vision, Inc. |
||||||||
| Term Loan, 7.00%, Maturing August 2, 2018 |
779 | 788,867 | ||||||
| Neiman Marcus Group, Inc. (The) |
||||||||
| Term Loan, 5.00%, Maturing October 26, 2020 |
4,289 | 4,344,937 | ||||||
| Ollie’s Bargain Outlet, Inc. |
||||||||
| Term Loan, 5.25%, Maturing September 27, 2019 |
469 | 472,583 | ||||||
| Party City Holdings Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 29, 2019 |
2,354 | 2,370,464 | ||||||
| Pep Boys-Manny, Moe & Jack (The) |
||||||||
| Term Loan, 4.25%, Maturing October 11, 2018 |
470 | 472,601 | ||||||
| Petco Animal Supplies, Inc. |
||||||||
| Term Loan, 4.00%, Maturing November 24, 2017 |
2,192 | 2,211,676 | ||||||
| Pilot Travel Centers LLC |
||||||||
| Term Loan, 3.75%, Maturing March 30, 2018 |
1,751 | 1,756,880 | ||||||
| Term Loan, 4.25%, Maturing August 7, 2019 |
593 | 597,062 | ||||||
| Spin Holdco Inc. |
||||||||
| Term Loan, 4.25%, Maturing November 14, 2019 |
2,620 | 2,644,709 | ||||||
| Toys ‘R’ Us Property Company I, LLC |
||||||||
| Term Loan, 6.00%, Maturing August 21, 2019 |
823 | 785,494 | ||||||
| Visant Corporation |
||||||||
| Term Loan, 5.25%, Maturing December 22, 2016 |
1,280 | 1,270,396 | ||||||
| Vivarte SA |
||||||||
| Term Loan, 2.34%, Maturing March 9, 2015 |
EUR | 29 | 30,287 | |||||
| Term Loan, 2.34%, Maturing March 9, 2015 |
EUR | 62 | 66,221 | |||||
| Term Loan, 2.34%, Maturing March 9, 2015 |
EUR | 347 | 368,068 | |||||
| Term Loan, 2.84%, Maturing March 8, 2016 |
EUR | 18 | 19,507 | |||||
| Term Loan, 2.84%, Maturing March 8, 2016 |
EUR | 71 | 75,462 | |||||
| Term Loan, 2.84%, Maturing March 8, 2016 |
EUR | 440 | 467,144 | |||||
| Wilton Brands LLC |
||||||||
| Term Loan, 7.50%, Maturing August 30, 2018 |
609 | 581,953 | ||||||
|
|
|
|||||||
| $ | 44,696,432 | |||||||
|
|
|
|||||||
| Steel — 2.2% |
||||||||
| Essar Steel Algoma, Inc. |
||||||||
| Term Loan, 9.25%, Maturing September 19, 2014 |
1,037 | $ | 1,047,892 | |||||
| FMG Resources (August 2006) Pty Ltd. |
||||||||
| Term Loan, 4.25%, Maturing June 28, 2019 |
6,126 | 6,202,976 | ||||||
| JFB Firth Rixson Inc. |
||||||||
| Term Loan, 5.00%, Maturing June 30, 2017 |
GBP | 743 | 1,224,791 | |||||
| JMC Steel Group, Inc. |
||||||||
| Term Loan, 4.75%, Maturing April 3, 2017 |
681 | 682,893 | ||||||
| Neenah Foundry Company |
||||||||
| Term Loan, 6.75%, Maturing April 26, 2017 |
433 | 433,143 | ||||||
| Patriot Coal Corporation |
||||||||
| Term Loan, 9.00%, Maturing December 15, 2018 |
1,500 | 1,515,000 | ||||||
| SunCoke Energy, Inc. |
||||||||
| Term Loan, 4.00%, Maturing July 26, 2018 |
152 | 151,761 | ||||||
| Waupaca Foundry, Inc. |
||||||||
| Term Loan, 4.50%, Maturing June 29, 2017 |
1,421 | 1,424,957 | ||||||
|
|
|
|||||||
| $ | 12,683,413 | |||||||
|
|
|
|||||||
| Surface Transport — 0.5% |
||||||||
| Hertz Corporation (The) |
||||||||
| Term Loan, 3.75%, Maturing March 12, 2018 |
1,782 | $ | 1,790,627 | |||||
| Swift Transportation Co. |
||||||||
| Term Loan, 4.00%, Maturing December 21, 2017 |
1,201 | 1,212,423 | ||||||
|
|
|
|||||||
| $ | 3,003,050 | |||||||
|
|
|
|||||||
18
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Telecommunications — 4.8% |
||||||||
| Arris Group, Inc. |
||||||||
| Term Loan, 3.50%, Maturing April 17, 2020 |
883 | $ | 882,758 | |||||
| Cellular South, Inc. |
||||||||
| Term Loan, 3.25%, Maturing May 22, 2020 |
397 | 396,504 | ||||||
| Cricket Communications, Inc. |
||||||||
| Term Loan, 4.75%, Maturing October 10, 2019 |
470 | 471,916 | ||||||
| Term Loan, 4.75%, Maturing March 9, 2020 |
3,060 | 3,069,734 | ||||||
| Crown Castle Operating Company |
||||||||
| Term Loan, 3.25%, Maturing January 31, 2021 |
2,982 | 2,997,767 | ||||||
| Intelsat Jackson Holdings S.A. |
||||||||
| Term Loan, 3.75%, Maturing June 30, 2019 |
7,550 | 7,618,894 | ||||||
| Mitel US Holdings, Inc. |
||||||||
| Term Loan, Maturing January 15, 2020(3) |
325 | 323,375 | ||||||
| SBA Finance |
||||||||
| Term Loan, 3.75%, Maturing June 29, 2018 |
343 | 344,720 | ||||||
| Term Loan, 3.75%, Maturing September 27, 2019 |
156 | 156,766 | ||||||
| Syniverse Holdings, Inc. |
||||||||
| Term Loan, 4.00%, Maturing April 23, 2019 |
1,188 | 1,196,076 | ||||||
| Term Loan, 4.00%, Maturing April 23, 2019 |
1,776 | 1,786,777 | ||||||
| Telesat Canada |
||||||||
| Term Loan, 3.50%, Maturing March 28, 2019 |
6,723 | 6,763,824 | ||||||
| Windstream Corporation |
||||||||
| Term Loan, 3.50%, Maturing August 8, 2019 |
1,908 | 1,916,550 | ||||||
|
|
|
|||||||
| $ | 27,925,661 | |||||||
|
|
|
|||||||
| Utilities — 2.6% |
||||||||
| AES Corporation |
||||||||
| Term Loan, 3.75%, Maturing June 1, 2018 |
2,670 | $ | 2,694,793 | |||||
| Calpine Construction Finance Company, L.P. |
||||||||
| Term Loan, 3.00%, Maturing May 3, 2020 |
1,045 | 1,042,954 | ||||||
| Term Loan, 3.25%, Maturing January 31, 2022 |
398 | 398,796 | ||||||
| Calpine Corporation |
||||||||
| Term Loan, 4.00%, Maturing April 2, 2018 |
926 | 935,182 | ||||||
| Term Loan, 4.00%, Maturing April 2, 2018 |
2,723 | 2,749,258 | ||||||
| Term Loan, 4.00%, Maturing October 9, 2019 |
815 | 822,325 | ||||||
| Dynegy Holdings Inc. |
||||||||
| Term Loan, 4.00%, Maturing April 23, 2020 |
964 | 971,417 | ||||||
| EFS Cogen Holdings I Inc. |
||||||||
| Term Loan, 3.75%, Maturing December 17, 2020 |
600 | 604,688 | ||||||
| Equipower Resources Holdings LLC |
||||||||
| Term Loan, 4.25%, Maturing December 31, 2019 |
572 | 576,774 | ||||||
| La Frontera Generation, LLC |
||||||||
| Term Loan, 4.50%, Maturing September 30, 2020 |
631 | 637,632 | ||||||
| LSP Madison Funding, LLC |
||||||||
| Term Loan, 5.50%, Maturing June 28, 2019 |
530 | 537,099 | ||||||
| PowerTeam Services, LLC |
||||||||
| Term Loan, 3.69%, Maturing May 6, 2020(6) |
33 | 33,417 | ||||||
| Term Loan, 4.25%, Maturing May 6, 2020 |
265 | 264,471 | ||||||
| Raven Power Finance, LLC |
||||||||
| Term Loan, 5.25%, Maturing December 19, 2020 |
1,525 | 1,538,344 | ||||||
| WTG Holdings III Corp. |
||||||||
| Term Loan, 4.75%, Maturing January 15, 2021 |
400 | 403,833 | ||||||
| Term Loan - Second Lien, 8.50%, Maturing January 15, 2022 |
800 | 812,000 | ||||||
|
|
|
|||||||
| $ | 15,022,983 | |||||||
|
|
|
|||||||
| Total Senior Floating-Rate Interests |
$ | 820,961,119 | ||||||
|
|
|
|||||||
19
| Corporate Bonds & Notes — 12.3% |
||||||||
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Aerospace and Defense — 0.0%(7) |
||||||||
| Alliant Techsystems, Inc. |
||||||||
| 5.25%, 10/1/21(8) |
45 | $ | 45,562 | |||||
| CBC Ammo, LLC/CBC FinCo, Inc. |
||||||||
| 7.25%, 11/15/21(8) |
75 | 75,000 | ||||||
| GenCorp, Inc. |
||||||||
| 7.125%, 3/15/21 |
50 | 53,875 | ||||||
|
|
|
|||||||
| $ | 174,437 | |||||||
|
|
|
|||||||
| Automotive — 0.1% |
||||||||
| American Axle & Manufacturing, Inc. |
||||||||
| 5.125%, 2/15/19 |
20 | $ | 20,650 | |||||
| General Motors Financial Co., Inc. |
||||||||
| 4.75%, 8/15/17 |
70 | 70,000 | ||||||
| 3.25%, 5/15/18 |
10 | 10,000 | ||||||
| 4.25%, 5/15/23 |
40 | 40,000 | ||||||
| Navistar International Corp. |
||||||||
| 8.25%, 11/1/21 |
105 | 108,544 | ||||||
|
|
|
|||||||
| $ | 249,194 | |||||||
|
|
|
|||||||
| Beverage and Tobacco — 0.0%(7) |
||||||||
| Constellation Brands, Inc. |
||||||||
| 6.00%, 5/1/22 |
105 | $ | 114,975 | |||||
| 4.25%, 5/1/23 |
100 | 94,750 | ||||||
|
|
|
|||||||
| $ | 209,725 | |||||||
|
|
|
|||||||
| Broadcast Radio and Television — 0.0%(7) |
||||||||
| CBS Outdoor Americas Capital, LLC/CBS Outdoor Americas Capital Corp. |
||||||||
| 5.25%, 2/15/22(8) |
20 | $ | 20,150 | |||||
| 5.625%, 2/15/24(8) |
20 | 20,200 | ||||||
|
|
|
|||||||
| $ | 40,350 | |||||||
|
|
|
|||||||
| Brokers, Dealers and Investment Houses — 0.0%(7) |
||||||||
| Alliance Data Systems Corp. |
||||||||
| 6.375%, 4/1/20(8) |
55 | $ | 58,437 | |||||
| E*TRADE Financial Corp. |
||||||||
| 6.00%, 11/15/17 |
15 | 15,900 | ||||||
| 6.375%, 11/15/19 |
45 | 48,600 | ||||||
| Nielsen Co. Luxembourg S.a.r.l. (The) |
||||||||
| 5.50%, 10/1/21(8) |
35 | 36,138 | ||||||
|
|
|
|||||||
| $ | 159,075 | |||||||
|
|
|
|||||||
| Building and Development — 0.1% |
||||||||
| Brookfield Residential Properties, Inc. |
||||||||
| 6.50%, 12/15/20(8) |
55 | $ | 57,887 | |||||
| Builders FirstSource, Inc. |
||||||||
| 7.625%, 6/1/21(8) |
70 | 74,025 | ||||||
| HD Supply, Inc. |
||||||||
| 8.125%, 4/15/19 |
35 | 39,091 | ||||||
| 7.50%, 7/15/20 |
35 | 37,538 | ||||||
| 11.50%, 7/15/20 |
35 | 41,563 | ||||||
| Interline Brands, Inc. |
||||||||
| 10.00%, 11/15/18(5) |
130 | 142,837 | ||||||
| Nortek, Inc. |
||||||||
| 10.00%, 12/1/18 |
85 | 94,137 | ||||||
| 8.50%, 4/15/21 |
50 | 55,500 | ||||||
| USG Corp. |
||||||||
| 5.875%, 11/1/21(8) |
30 | 31,613 | ||||||
|
|
|
|||||||
| $ | 574,191 | |||||||
|
|
|
|||||||
20
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Business Equipment and Services — 0.3% |
||||||||
| ADT Corp. (The) |
||||||||
| 6.25%, 10/15/21(8) |
100 | $ | 103,520 | |||||
| CTP Transportation Products, LLC/CTP Finance, Inc. |
||||||||
| 8.25%, 12/15/19(8) |
35 | 37,013 | ||||||
| FTI Consulting, Inc. |
||||||||
| 6.00%, 11/15/22 |
40 | 40,800 | ||||||
| IMS Health, Inc. |
||||||||
| 6.00%, 11/1/20(8) |
75 | 79,687 | ||||||
| Iron Mountain, Inc. |
||||||||
| 6.00%, 8/15/23 |
95 | 98,206 | ||||||
| National CineMedia, LLC |
||||||||
| 6.00%, 4/15/22 |
790 | 825,550 | ||||||
| ServiceMaster Co. |
||||||||
| 8.00%, 2/15/20 |
95 | 98,800 | ||||||
| 7.00%, 8/15/20 |
40 | 40,700 | ||||||
| TransUnion Holding Co., Inc. |
||||||||
| 8.125%, 6/15/18(5) |
100 | 105,750 | ||||||
| United Rentals North America, Inc. |
||||||||
| 8.375%, 9/15/20 |
20 | 22,300 | ||||||
| 7.625%, 4/15/22 |
25 | 28,250 | ||||||
|
|
|
|||||||
| $ | 1,480,576 | |||||||
|
|
|
|||||||
| Cable and Satellite Television — 0.3% |
||||||||
| AMC Networks, Inc. |
||||||||
| 4.75%, 12/15/22 |
35 | $ | 34,300 | |||||
| CCO Holdings, LLC/CCO Capital Corp. |
||||||||
| 7.25%, 10/30/17 |
65 | 68,981 | ||||||
| 5.25%, 9/30/22 |
155 | 149,769 | ||||||
| 5.75%, 1/15/24 |
70 | 68,250 | ||||||
| DISH DBS Corp. |
||||||||
| 6.75%, 6/1/21 |
205 | 219,350 | ||||||
| 5.875%, 7/15/22 |
70 | 70,262 | ||||||
| IAC/InterActiveCorp. |
||||||||
| 4.875%, 11/30/18(8) |
55 | 56,925 | ||||||
| Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH |
||||||||
| 5.50%, 1/15/23(8) |
1,000 | 1,005,000 | ||||||
|
|
|
|||||||
| $ | 1,672,837 | |||||||
|
|
|
|||||||
| Chemicals and Plastics — 1.7% |
||||||||
| Chemtura Corp. |
||||||||
| 5.75%, 7/15/21 |
25 | $ | 25,625 | |||||
| Hexion US Finance Corp. |
||||||||
| 6.625%, 4/15/20 |
2,950 | 3,075,375 | ||||||
| Ineos Finance PLC |
||||||||
| 7.25%, 2/15/19(8)(9) |
EUR | 1,000 | 1,432,993 | |||||
| 8.375%, 2/15/19(8) |
1,825 | 2,018,906 | ||||||
| 7.50%, 5/1/20(8) |
800 | 878,000 | ||||||
| Milacron, LLC/Mcron Finance Corp. |
||||||||
| 7.75%, 2/15/21(8) |
20 | 21,325 | ||||||
| Rockwood Specialties Group, Inc. |
||||||||
| 4.625%, 10/15/20 |
130 | 132,600 | ||||||
| Trinseo Materials Operating S.C.A. |
||||||||
| 8.75%, 2/1/19(8) |
2,000 | 2,055,000 | ||||||
| Tronox Finance, LLC |
||||||||
| 6.375%, 8/15/20 |
155 | 157,713 | ||||||
|
|
|
|||||||
| $ | 9,797,537 | |||||||
|
|
|
|||||||
21
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Clothing/Textiles — 0.0%(7) |
||||||||
| Levi Strauss & Co. |
||||||||
| 6.875%, 5/1/22 |
40 | $ | 43,800 | |||||
| Quiksilver, Inc./QS Wholesale, Inc. |
||||||||
| 7.875%, 8/1/18(8) |
10 | 10,900 | ||||||
| 10.00%, 8/1/20 |
5 | 5,663 | ||||||
|
|
|
|||||||
| $ | 60,363 | |||||||
|
|
|
|||||||
| Commercial Services — 0.0%(7) |
||||||||
| TMS International Corp. |
||||||||
| 7.625%, 10/15/21(8) |
45 | $ | 48,150 | |||||
|
|
|
|||||||
| $ | 48,150 | |||||||
|
|
|
|||||||
| Conglomerates — 0.0%(7) |
||||||||
| Belden, Inc. |
||||||||
| 5.50%, 9/1/22(8) |
20 | $ | 19,600 | |||||
| Harbinger Group, Inc. |
||||||||
| 7.875%, 7/15/19 |
35 | 37,625 | ||||||
| Spectrum Brands, Inc. |
||||||||
| 6.375%, 11/15/20 |
50 | 53,375 | ||||||
| 6.625%, 11/15/22 |
70 | 74,812 | ||||||
|
|
|
|||||||
| $ | 185,412 | |||||||
|
|
|
|||||||
| Containers and Glass Products — 0.7% |
||||||||
| Beverage Packaging Holdings Luxembourg II SA/Beverage Packaging Holding II Issuer, Inc. |
||||||||
| 5.625%, 12/15/16(8) |
25 | $ | 25,563 | |||||
| 6.00%, 6/15/17(8) |
35 | 35,962 | ||||||
| BOE Merger Corp. |
||||||||
| 9.50%, 11/1/17(5)(8) |
80 | 84,800 | ||||||
| Crown Americas, LLC/Crown Americas Capital Corp. IV |
||||||||
| 4.50%, 1/15/23 |
35 | 33,338 | ||||||
| Reynolds Group Holdings, Inc. |
||||||||
| 5.75%, 10/15/20 |
3,875 | 3,981,562 | ||||||
| Sealed Air Corp. |
||||||||
| 8.375%, 9/15/21(8) |
10 | 11,475 | ||||||
|
|
|
|||||||
| $ | 4,172,700 | |||||||
|
|
|
|||||||
| Cosmetics/Toiletries — 0.1% |
||||||||
| Alphabet Holding Co., Inc. |
||||||||
| 7.75%, 11/1/17(5)(8) |
90 | $ | 92,869 | |||||
| 7.75%, 11/1/17(5) |
125 | 128,984 | ||||||
| Party City Holdings, Inc. |
||||||||
| 8.875%, 8/1/20 |
120 | 134,100 | ||||||
|
|
|
|||||||
| $ | 355,953 | |||||||
|
|
|
|||||||
| Diversified Financial Services — 0.4% |
||||||||
| Icahn Enterprises, LP/Icahn Enterprises Finance Corp. |
||||||||
| 3.50%, 3/15/17(8) |
45 | $ | 45,169 | |||||
| 4.875%, 3/15/19(8) |
65 | 64,919 | ||||||
| 6.00%, 8/1/20(8) |
65 | 67,681 | ||||||
| 5.875%, 2/1/22(8) |
45 | 44,719 | ||||||
| JPMorgan Chase & Co. |
||||||||
| 6.75%, 12/31/49(9) |
80 | 81,480 | ||||||
| KION Finance SA |
||||||||
| 4.718%, 2/15/20(8)(9) |
EUR | 1,300 | 1,783,992 | |||||
| SLM Corp. |
||||||||
| 5.50%, 1/15/19 |
160 | 164,299 | ||||||
|
|
|
|||||||
| $ | 2,252,259 | |||||||
|
|
|
|||||||
22
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Drugs — 0.1% |
||||||||
| Capsugel SA |
||||||||
| 7.00%, 5/15/19(5)(8) |
25 | $ | 25,578 | |||||
| Salix Pharmaceuticals, Ltd. |
||||||||
| 6.00%, 1/15/21(8) |
60 | 62,700 | ||||||
| Valeant Pharmaceuticals International, Inc. |
||||||||
| 6.375%, 10/15/20(8) |
240 | 257,400 | ||||||
| 7.50%, 7/15/21(8) |
70 | 78,313 | ||||||
|
|
|
|||||||
| $ | 423,991 | |||||||
|
|
|
|||||||
| Ecological Services and Equipment — 0.1% |
||||||||
| ADS Waste Holdings, Inc. |
||||||||
| 8.25%, 10/1/20 |
50 | $ | 54,000 | |||||
| Clean Harbors, Inc. |
||||||||
| 5.25%, 8/1/20 |
50 | 51,250 | ||||||
| 5.125%, 6/1/21 |
25 | 25,125 | ||||||
| Environmental Systems Product Holdings, Inc. |
||||||||
| 16.00%, 3/31/15(4)(8) |
558 | 557,516 | ||||||
|
|
|
|||||||
| $ | 687,891 | |||||||
|
|
|
|||||||
| Electronics/Electrical — 0.2% |
||||||||
| Alcatel-Lucent USA, Inc. |
||||||||
| 4.625%, 7/1/17(8) |
35 | $ | 35,088 | |||||
| 8.875%, 1/1/20(8) |
260 | 289,250 | ||||||
| BMC Software Finance, Inc. |
||||||||
| 8.125%, 7/15/21(8) |
85 | 88,187 | ||||||
| CommScope Holding Co., Inc. |
||||||||
| 6.625%, 6/1/20(5)(8) |
55 | 57,819 | ||||||
| Freescale Semiconductor, Inc. |
||||||||
| 6.00%, 1/15/22(8) |
55 | 57,337 | ||||||
| Infor US, Inc. |
||||||||
| 9.375%, 4/1/19 |
60 | 67,800 | ||||||
| NCR Corp. |
||||||||
| 5.875%, 12/15/21(8) |
20 | 20,850 | ||||||
| 5.00%, 7/15/22 |
60 | 58,800 | ||||||
| 6.375%, 12/15/23(8) |
40 | 41,800 | ||||||
| Nuance Communications, Inc. |
||||||||
| 5.375%, 8/15/20(8) |
120 | 117,900 | ||||||
|
|
|
|||||||
| $ | 834,831 | |||||||
|
|
|
|||||||
| Entertainment — 0.0%(7) |
||||||||
| GLP Capital, LP/GLP Financing II, Inc. |
||||||||
| 4.375%, 11/1/18(8) |
10 | $ | 10,275 | |||||
| 4.875%, 11/1/20(8) |
105 | 106,575 | ||||||
| 5.375%, 11/1/23(8) |
25 | 24,875 | ||||||
|
|
|
|||||||
| $ | 141,725 | |||||||
|
|
|
|||||||
| Equipment Leasing — 0.4% |
||||||||
| Air Lease Corp. |
||||||||
| 4.50%, 1/15/16 |
70 | $ | 73,850 | |||||
| International Lease Finance Corp. |
||||||||
| 8.625%, 9/15/15 |
1,000 | 1,108,750 | ||||||
| 6.75%, 9/1/16(8) |
350 | 391,562 | ||||||
| 7.125%, 9/1/18(8) |
350 | 406,875 | ||||||
|
|
|
|||||||
| $ | 1,981,037 | |||||||
|
|
|
|||||||
| Financial Intermediaries — 1.3% |
||||||||
| Ally Financial, Inc. |
||||||||
| 2.439%, 12/1/14(9) |
55 | $ | 55,463 | |||||
| 0.00%, 6/15/15 |
80 | 77,000 | ||||||
| 3.50%, 7/18/16 |
500 | 515,000 | ||||||
23
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| CIT Group, Inc. |
||||||||
| 5.50%, 2/15/19(8) |
45 | $ | 48,150 | |||||
| 5.375%, 5/15/20 |
10 | 10,638 | ||||||
| 5.00%, 8/15/22 |
20 | 19,985 | ||||||
| First Data Corp. |
||||||||
| 7.375%, 6/15/19(8) |
1,000 | 1,070,000 | ||||||
| 6.75%, 11/1/20(8) |
1,480 | 1,565,100 | ||||||
| 11.25%, 1/15/21(8) |
65 | 71,987 | ||||||
| 10.625%, 6/15/21(8) |
65 | 71,175 | ||||||
| 11.75%, 8/15/21(8) |
35 | 36,138 | ||||||
| Ford Motor Credit Co., LLC |
||||||||
| 12.00%, 5/15/15 |
2,250 | 2,566,469 | ||||||
| Lender Processing Services, Inc. |
||||||||
| 5.75%, 4/15/23 |
75 | 79,125 | ||||||
| UPCB Finance II, Ltd. |
||||||||
| 6.375%, 7/1/20(8) |
EUR | 1,000 | 1,444,848 | |||||
|
|
|
|||||||
| $ | 7,631,078 | |||||||
|
|
|
|||||||
| Food Products — 0.0%(7) |
||||||||
| B&G Foods, Inc. |
||||||||
| 4.625%, 6/1/21 |
10 | $ | 9,713 | |||||
| Michael Foods Holding, Inc. |
||||||||
| 8.50%, 7/15/18(5)(8) |
150 | 157,500 | ||||||
| Post Holdings, Inc. |
||||||||
| 6.75%, 12/1/21(8) |
20 | 21,000 | ||||||
| 7.375%, 2/15/22(8) |
15 | 16,031 | ||||||
|
|
|
|||||||
| $ | 204,244 | |||||||
|
|
|
|||||||
| Food Service — 0.0%(7) |
||||||||
| Aramark Corp. |
||||||||
| 5.75%, 3/15/20(8) |
35 | $ | 36,487 | |||||
| Darling International, Inc. |
||||||||
| 5.375%, 1/15/22(8) |
40 | 40,350 | ||||||
| Pinnacle Operating Corp. |
||||||||
| 9.00%, 11/15/20(8) |
40 | 43,200 | ||||||
|
|
|
|||||||
| $ | 120,037 | |||||||
|
|
|
|||||||
| Food/Drug Retailers — 0.0%(7) |
||||||||
| Pantry, Inc. (The) |
||||||||
| 8.375%, 8/1/20 |
70 | $ | 75,075 | |||||
|
|
|
|||||||
| $ | 75,075 | |||||||
|
|
|
|||||||
| Health Care — 1.1% |
||||||||
| Accellent, Inc. |
||||||||
| 8.375%, 2/1/17 |
135 | $ | 141,750 | |||||
| Air Medical Group Holdings, Inc. |
||||||||
| 9.25%, 11/1/18 |
4 | 4,360 | ||||||
| Alere, Inc. |
||||||||
| 8.625%, 10/1/18 |
45 | 48,600 | ||||||
| 6.50%, 6/15/20 |
35 | 36,138 | ||||||
| Amsurg Corp. |
||||||||
| 5.625%, 11/30/20 |
20 | 20,900 | ||||||
| Biomet, Inc. |
||||||||
| 6.50%, 8/1/20 |
170 | 182,112 | ||||||
| Community Health Systems, Inc. |
||||||||
| 5.125%, 8/15/18 |
2,190 | 2,318,662 | ||||||
| 7.125%, 7/15/20 |
120 | |||||||