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, 2015
Date of Reporting Period
Item 1. Schedule of Investments
Eaton Vance
Senior Floating-Rate Trust
January 31, 2015
PORTFOLIO OF INVESTMENTS (Unaudited)
Senior Floating-Rate Interests — 141.1%(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 |
666 | $ | 654,126 | |||||
| BE Aerospace, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 16, 2021 |
1,025 | 1,027,639 | ||||||
| DAE Aviation Holdings, Inc. |
||||||||
| Term Loan, 5.00%, Maturing November 2, 2018 |
661 | 660,499 | ||||||
| Ducommun Incorporated |
||||||||
| Term Loan, 4.75%, Maturing June 28, 2017 |
718 | 720,311 | ||||||
| IAP Worldwide Services, Inc. |
||||||||
| Revolving Loan, Maturing July 18, 2018(3) |
311 | 311,232 | ||||||
| Term Loan - Second Lien, 8.00%, Maturing July 18, 2019(4) |
428 | 342,797 | ||||||
| Silver II US Holdings, LLC |
||||||||
| Term Loan, 4.00%, Maturing December 13, 2019 |
1,808 | 1,694,117 | ||||||
| Standard Aero Limited |
||||||||
| Term Loan, 5.00%, Maturing November 2, 2018 |
300 | 299,422 | ||||||
| Transdigm, Inc. |
||||||||
| Term Loan, 3.75%, Maturing February 28, 2020 |
4,735 | 4,676,043 | ||||||
| Term Loan, 3.75%, Maturing June 4, 2021 |
1,816 | 1,793,177 | ||||||
|
|
|
|||||||
| $ | 12,179,363 | |||||||
|
|
|
|||||||
| Air Transport — 0.4% |
||||||||
| Virgin America, Inc. |
||||||||
| Term Loan, Maturing April 4, 2019(3) |
2,350 | $ | 2,145,550 | |||||
|
|
|
|||||||
| $ | 2,145,550 | |||||||
|
|
|
|||||||
| Automotive — 5.4% |
||||||||
| Affinia Group Intermediate Holdings, Inc. |
||||||||
| Term Loan, 4.75%, Maturing April 27, 2020 |
1,213 | $ | 1,201,935 | |||||
| Allison Transmission, Inc. |
||||||||
| Term Loan, 3.75%, Maturing August 23, 2019 |
2,806 | 2,797,135 | ||||||
| Chrysler Group, LLC |
||||||||
| Term Loan, 3.50%, Maturing May 24, 2017 |
4,887 | 4,871,767 | ||||||
| Term Loan, 3.25%, Maturing December 31, 2018 |
2,084 | 2,075,131 | ||||||
| CS Intermediate Holdco 2, LLC |
||||||||
| Term Loan, 4.00%, Maturing April 4, 2021 |
647 | 640,121 | ||||||
| Dayco Products, LLC |
||||||||
| Term Loan, 5.25%, Maturing December 12, 2019 |
993 | 981,955 | ||||||
| Dynacast International, LLC |
||||||||
| Term Loan, Maturing January 12, 2022(3) |
600 | 594,000 | ||||||
| Federal-Mogul Holdings Corporation |
||||||||
| Term Loan, 4.75%, Maturing April 15, 2021 |
3,905 | 3,877,826 | ||||||
| Goodyear Tire & Rubber Company (The) |
||||||||
| Term Loan - Second Lien, 4.75%, Maturing April 30, 2019 |
6,650 | 6,658,312 | ||||||
| INA Beteiligungsgesellschaft GmbH |
||||||||
| Term Loan, 4.25%, Maturing May 15, 2020 |
1,025 | 1,030,125 | ||||||
| MPG Holdco I, Inc. |
||||||||
| Term Loan, 4.25%, Maturing October 20, 2021 |
2,655 | 2,654,949 | ||||||
1
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| TI Group Automotive Systems, LLC |
||||||||
| Term Loan, 4.25%, Maturing July 2, 2021 |
846 | $ | 843,239 | |||||
| Tower Automotive Holdings USA, LLC |
||||||||
| Term Loan, 4.00%, Maturing April 23, 2020 |
786 | 775,753 | ||||||
| Visteon Corporation |
||||||||
| Term Loan, 3.50%, Maturing April 9, 2021 |
1,070 | 1,058,929 | ||||||
|
|
|
|||||||
| $ | 30,061,177 | |||||||
|
|
|
|||||||
| Beverage and Tobacco — 0.3% |
||||||||
| Flavors Holdings, Inc. |
||||||||
| Term Loan, 6.75%, Maturing April 3, 2020 |
790 | $ | 762,350 | |||||
| Term Loan - Second Lien, 11.00%, Maturing October 3, 2021 |
1,000 | 955,000 | ||||||
|
|
|
|||||||
| $ | 1,717,350 | |||||||
|
|
|
|||||||
| Brokerage/Securities Dealers/Investment Houses — 0.1% |
||||||||
| American Beacon Advisors, Inc. |
||||||||
| Term Loan, 4.75%, Maturing November 22, 2019 |
315 | $ | 313,731 | |||||
|
|
|
|||||||
| $ | 313,731 | |||||||
|
|
|
|||||||
| Building and Development — 1.4% |
||||||||
| ABC Supply Co., Inc. |
||||||||
| Term Loan, 3.50%, Maturing April 16, 2020 |
1,259 | $ | 1,224,438 | |||||
| CPG International, Inc. |
||||||||
| Term Loan, 4.75%, Maturing September 30, 2020 |
617 | 612,559 | ||||||
| Gates Global, Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 5, 2021 |
1,496 | 1,465,523 | ||||||
| Quikrete Holdings, Inc. |
||||||||
| Term Loan, 4.00%, Maturing September 28, 2020 |
922 | 911,803 | ||||||
| RE/MAX International, Inc. |
||||||||
| Term Loan, 4.00%, Maturing July 31, 2020 |
1,567 | 1,547,614 | ||||||
| Realogy Corporation |
||||||||
| Term Loan, 3.75%, Maturing March 5, 2020 |
983 | 969,556 | ||||||
| Summit Materials Companies I, LLC |
||||||||
| Term Loan, 5.00%, Maturing January 30, 2019 |
463 | 463,960 | ||||||
| WireCo WorldGroup, Inc. |
||||||||
| Term Loan, 6.00%, Maturing February 15, 2017 |
605 | 606,288 | ||||||
|
|
|
|||||||
| $ | 7,801,741 | |||||||
|
|
|
|||||||
| Business Equipment and Services — 12.3% |
||||||||
| Acosta Holdco, Inc. |
||||||||
| Term Loan, 5.00%, Maturing September 26, 2021 |
3,342 | $ | 3,353,916 | |||||
| Altisource Solutions S.a.r.l. |
||||||||
| Term Loan, 4.50%, Maturing December 9, 2020 |
2,821 | 2,186,091 | ||||||
| AVSC Holding Corp. |
||||||||
| Term Loan, 4.50%, Maturing January 24, 2021 |
422 | 420,231 | ||||||
| BakerCorp International, Inc. |
||||||||
| Term Loan, 4.25%, Maturing February 14, 2020 |
1,299 | 1,207,721 | ||||||
| Brickman Group Ltd., LLC |
||||||||
| Term Loan, 4.00%, Maturing December 18, 2020 |
817 | 798,667 | ||||||
| Brock Holdings III, Inc. |
||||||||
| Term Loan, 6.00%, Maturing March 16, 2017 |
1,045 | 984,785 | ||||||
| CCC Information Services, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 20, 2019 |
417 | 410,805 | ||||||
| Ceridian, LLC |
||||||||
| Term Loan, 4.50%, Maturing September 15, 2020 |
618 | 608,898 | ||||||
| ClientLogic Corporation |
||||||||
| Term Loan, 7.50%, Maturing January 30, 2017 |
1,567 | 1,539,284 | ||||||
2
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Corporate Capital Trust, Inc. |
||||||||
| Term Loan, 4.00%, Maturing May 15, 2019 |
943 | $ | 936,369 | |||||
| CPM Acquisition Corp. |
||||||||
| Term Loan, 6.25%, Maturing August 29, 2017 |
470 | 470,239 | ||||||
| Term Loan - Second Lien, 10.25%, Maturing March 1, 2018 |
1,000 | 1,005,000 | ||||||
| Crossmark Holdings, Inc. |
||||||||
| Term Loan, 4.50%, Maturing December 20, 2019 |
468 | 457,313 | ||||||
| Education Management, LLC |
||||||||
| Term Loan, 5.50%, Maturing July 2, 2020 |
266 | 257,422 | ||||||
| Term Loan, 8.50%, Maturing July 2, 2020 |
443 | 404,930 | ||||||
| EIG Investors Corp. |
||||||||
| Term Loan, 5.00%, Maturing November 9, 2019 |
2,380 | 2,379,875 | ||||||
| Emdeon Business Services, LLC |
||||||||
| Term Loan, 3.75%, Maturing November 2, 2018 |
1,415 | 1,394,688 | ||||||
| Expert Global Solutions, Inc. |
||||||||
| Term Loan, 8.52%, Maturing April 3, 2018 |
643 | 641,300 | ||||||
| Extreme Reach, Inc. |
||||||||
| Term Loan, 6.75%, Maturing February 7, 2020 |
724 | 722,386 | ||||||
| Garda World Security Corporation |
||||||||
| Term Loan, 4.00%, Maturing November 6, 2020 |
111 | 108,078 | ||||||
| Term Loan, 4.00%, Maturing November 6, 2020 |
432 | 422,487 | ||||||
| Term Loan, 4.76%, Maturing November 6, 2020 |
CAD | 1,354 | 1,038,978 | |||||
| Genpact International, Inc. |
||||||||
| Term Loan, 3.50%, Maturing August 30, 2019 |
1,568 | 1,560,770 | ||||||
| IG Investment Holdings, LLC |
||||||||
| Term Loan, 6.00%, Maturing October 29, 2021 |
1,877 | 1,867,676 | ||||||
| IMS Health Incorporated |
||||||||
| Term Loan, 3.50%, Maturing March 17, 2021 |
1,952 | 1,919,874 | ||||||
| Information Resources, Inc. |
||||||||
| Term Loan, 4.75%, Maturing September 30, 2020 |
1,185 | 1,183,519 | ||||||
| ION Trading Technologies S.a.r.l. |
||||||||
| Term Loan, 4.50%, Maturing June 10, 2021 |
EUR | 1,150 | 1,303,967 | |||||
| Term Loan - Second Lien, 7.25%, Maturing June 10, 2022 |
1,000 | 967,500 | ||||||
| KAR Auction Services, Inc. |
||||||||
| Term Loan, 3.50%, Maturing March 11, 2021 |
2,706 | 2,674,167 | ||||||
| Kronos Incorporated |
||||||||
| Term Loan, 4.50%, Maturing October 30, 2019 |
2,366 | 2,363,170 | ||||||
| Term Loan - Second Lien, 9.75%, Maturing April 30, 2020 |
1,073 | 1,098,797 | ||||||
| Language Line, LLC |
||||||||
| Term Loan, 6.25%, Maturing June 20, 2016 |
1,328 | 1,316,958 | ||||||
| MCS AMS Sub-Holdings, LLC |
||||||||
| Term Loan, 7.00%, Maturing October 15, 2019 |
994 | 880,022 | ||||||
| Monitronics International, Inc. |
||||||||
| Term Loan, 4.25%, Maturing March 23, 2018 |
1,171 | 1,168,048 | ||||||
| PGX Holdings, Inc. |
||||||||
| Term Loan, 6.25%, Maturing September 29, 2020 |
571 | 572,478 | ||||||
| Quintiles Transnational Corp. |
||||||||
| Term Loan, 3.75%, Maturing June 8, 2018 |
5,374 | 5,320,422 | ||||||
| RCS Capital Corporation |
||||||||
| Term Loan, 6.50%, Maturing April 29, 2019 |
1,764 | 1,698,097 | ||||||
| Term Loan - Second Lien, 10.50%, Maturing April 29, 2021 |
500 | 488,750 | ||||||
| Sensus USA, Inc. |
||||||||
| Term Loan, 4.50%, Maturing May 9, 2017 |
650 | 636,716 | ||||||
| ServiceMaster Company |
||||||||
| Term Loan, 4.25%, Maturing July 1, 2021 |
2,419 | 2,385,919 | ||||||
3
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| SunGard Data Systems, Inc. |
||||||||
| Term Loan, 3.92%, Maturing February 28, 2017 |
887 | $ | 884,674 | |||||
| Term Loan, 4.00%, Maturing March 8, 2020 |
5,622 | 5,589,346 | ||||||
| TNS, Inc. |
||||||||
| Term Loan, 5.00%, Maturing February 14, 2020 |
1,016 | 1,016,393 | ||||||
| TransUnion, LLC |
||||||||
| Term Loan, 4.00%, Maturing April 9, 2021 |
4,169 | 4,117,044 | ||||||
| Travelport Finance (Luxembourg) S.a.r.l. |
||||||||
| Term Loan, 6.00%, Maturing September 2, 2021 |
1,200 | 1,203,300 | ||||||
| U.S. Security Holdings, Inc. |
||||||||
| Term Loan, 6.25%, Maturing July 28, 2017 |
115 | 114,063 | ||||||
| Term Loan, 6.25%, Maturing July 28, 2017 |
587 | 582,705 | ||||||
| WASH Multifamily Laundry Systems, LLC |
||||||||
| Term Loan, 4.50%, Maturing February 21, 2019 |
319 | 315,720 | ||||||
| West Corporation |
||||||||
| Term Loan, 3.25%, Maturing June 30, 2018 |
3,217 | 3,183,327 | ||||||
|
|
|
|||||||
| $ | 68,162,885 | |||||||
|
|
|
|||||||
| Cable and Satellite Television — 4.4% |
||||||||
| Atlantic Broadband Finance, LLC |
||||||||
| Term Loan, 3.25%, Maturing November 30, 2019 |
748 | $ | 732,886 | |||||
| Cequel Communications, LLC |
||||||||
| Term Loan, 3.50%, Maturing February 14, 2019 |
2,096 | 2,077,460 | ||||||
| Charter Communications Operating, LLC |
||||||||
| Term Loan, 3.00%, Maturing July 1, 2020 |
1,330 | 1,309,804 | ||||||
| Crown Media Holdings, Inc. |
||||||||
| Term Loan, 4.00%, Maturing July 14, 2018 |
299 | 296,476 | ||||||
| MCC Iowa, LLC |
||||||||
| Term Loan, 3.25%, Maturing January 29, 2021 |
985 | 972,687 | ||||||
| Term Loan, 3.75%, Maturing June 30, 2021 |
871 | 861,194 | ||||||
| Mediacom Illinois, LLC |
||||||||
| Term Loan, 3.14%, Maturing October 23, 2017 |
788 | 778,683 | ||||||
| Term Loan, 3.75%, Maturing June 30, 2021 |
499 | 493,763 | ||||||
| Numericable U.S., LLC |
||||||||
| Term Loan, 4.50%, Maturing May 21, 2020 |
1,044 | 1,039,275 | ||||||
| Term Loan, 4.50%, Maturing May 21, 2020 |
1,206 | 1,201,284 | ||||||
| Sterling Entertainment Enterprises, LLC |
||||||||
| Term Loan, 3.18%, Maturing December 28, 2017 |
720 | 689,976 | ||||||
| UPC Financing Partnership |
||||||||
| Term Loan, 3.77%, Maturing March 31, 2021 |
EUR | 3,972 | 4,488,459 | |||||
| Virgin Media Bristol, LLC |
||||||||
| Term Loan, 3.50%, Maturing June 7, 2020 |
5,075 | 5,007,203 | ||||||
| Virgin Media Investment Holdings Limited |
||||||||
| Term Loan, 4.25%, Maturing June 30, 2023 |
GBP | 1,475 | 2,209,745 | |||||
| Ziggo B.V. |
||||||||
| Term Loan, 3.75%, Maturing January 15, 2022 |
EUR | 382 | 429,327 | |||||
| Term Loan, 3.75%, Maturing January 15, 2022 |
EUR | 593 | 666,435 | |||||
| Term Loan, 3.75%, Maturing January 15, 2022 |
EUR | 1,074 | 1,206,259 | |||||
|
|
|
|||||||
| $ | 24,460,916 | |||||||
|
|
|
|||||||
| Chemicals and Plastics — 7.3% |
||||||||
| Allnex (Luxembourg) & Cy S.C.A. |
||||||||
| Term Loan, 4.50%, Maturing October 3, 2019 |
276 | $ | 273,848 | |||||
| Allnex USA, Inc. |
||||||||
| Term Loan, 4.50%, Maturing October 3, 2019 |
143 | 142,087 | ||||||
| Aruba Investments, Inc. |
||||||||
| Term Loan, Maturing January 28, 2022(3) |
300 | 301,125 | ||||||
4
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Arysta LifeScience SPC, LLC |
||||||||
| Term Loan, 4.50%, Maturing May 29, 2020 |
2,290 | $ | 2,286,303 | |||||
| Axalta Coating Systems US Holdings, Inc. |
||||||||
| Term Loan, 3.75%, Maturing February 1, 2020 |
3,766 | 3,694,000 | ||||||
| AZ Chem US, Inc. |
||||||||
| Term Loan, 4.50%, Maturing June 12, 2021 |
2,117 | 2,078,054 | ||||||
| ECO Services Operations, LLC |
||||||||
| Term Loan, 4.75%, Maturing December 4, 2021 |
400 | 398,000 | ||||||
| Emerald Performance Materials, LLC |
||||||||
| Term Loan, 4.50%, Maturing August 1, 2021 |
524 | 515,396 | ||||||
| Term Loan - Second Lien, 7.75%, Maturing August 1, 2022 |
550 | 537,539 | ||||||
| Flint Group GmbH |
||||||||
| Term Loan, 4.75%, Maturing September 7, 2021 |
149 | 146,817 | ||||||
| Flint Group US, LLC |
||||||||
| Term Loan, 4.75%, Maturing September 7, 2021 |
899 | 888,121 | ||||||
| Gemini HDPE, LLC |
||||||||
| Term Loan, 4.75%, Maturing August 7, 2021 |
2,240 | 2,200,317 | ||||||
| Huntsman International, LLC |
||||||||
| Term Loan, 3.75%, Maturing August 12, 2021 |
2,000 | 1,988,126 | ||||||
| Ineos Finance PLC |
||||||||
| Term Loan, 4.00%, Maturing May 4, 2018 |
EUR | 997 | 1,126,026 | |||||
| Ineos US Finance, LLC |
||||||||
| Term Loan, 3.75%, Maturing May 4, 2018 |
5,020 | 4,895,734 | ||||||
| Kronos Worldwide, Inc. |
||||||||
| Term Loan, 4.75%, Maturing February 18, 2020 |
298 | 298,494 | ||||||
| MacDermid, Inc. |
||||||||
| Term Loan, 4.00%, Maturing June 7, 2020 |
1,312 | 1,310,343 | ||||||
| Term Loan, Maturing June 7, 2020(3) |
600 | 600,750 | ||||||
| Minerals Technologies, Inc. |
||||||||
| Term Loan, 4.00%, Maturing May 7, 2021 |
1,880 | 1,868,244 | ||||||
| Omnova Solutions, Inc. |
||||||||
| Term Loan, 4.25%, Maturing May 31, 2018 |
960 | 952,200 | ||||||
| Orion Engineered Carbons GmbH |
||||||||
| Term Loan, 5.00%, Maturing July 25, 2021 |
574 | 572,846 | ||||||
| Term Loan, 5.00%, Maturing July 25, 2021 |
EUR | 973 | 1,106,322 | |||||
| OXEA Finance, LLC |
||||||||
| Term Loan, 4.25%, Maturing January 15, 2020 |
691 | 660,144 | ||||||
| Term Loan - Second Lien, 8.25%, Maturing July 15, 2020 |
1,000 | 940,000 | ||||||
| Polarpak, Inc. |
||||||||
| Term Loan, Maturing June 8, 2020(3) |
CAD | 1,550 | 1,206,077 | |||||
| PQ Corporation |
||||||||
| Term Loan, 4.00%, Maturing August 7, 2017 |
1,152 | 1,135,379 | ||||||
| Solenis International L.P. |
||||||||
| Term Loan, 4.25%, Maturing July 31, 2021 |
299 | 291,021 | ||||||
| Term Loan, 4.50%, Maturing July 31, 2021 |
EUR | 973 | 1,099,911 | |||||
| Sonneborn Refined Products B.V. |
||||||||
| Term Loan, 5.50%, Maturing December 10, 2020 |
71 | 71,428 | ||||||
| Sonneborn, LLC |
||||||||
| Term Loan, 5.50%, Maturing December 10, 2020 |
404 | 404,759 | ||||||
| Tronox Pigments (Netherlands) B.V. |
||||||||
| Term Loan, 4.00%, Maturing March 19, 2020 |
2,975 | 2,946,040 | ||||||
| Univar, Inc. |
||||||||
| Term Loan, 5.00%, Maturing June 30, 2017 |
3,535 | 3,423,006 | ||||||
|
|
|
|||||||
| $ | 40,358,457 | |||||||
|
|
|
|||||||
5
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Conglomerates — 1.4% |
||||||||
| Bestway UK Holdco Limited |
||||||||
| Term Loan, 5.25%, Maturing October 6, 2021 |
GBP | 2,000 | $ | 3,027,088 | ||||
| RGIS Services, LLC |
||||||||
| Term Loan, 5.50%, Maturing October 18, 2017 |
2,828 | 2,643,753 | ||||||
| Spectrum Brands Europe GmbH |
||||||||
| Term Loan, 3.75%, Maturing September 4, 2019 |
EUR | 965 | 1,093,629 | |||||
| Spectrum Brands, Inc. |
||||||||
| Term Loan, 3.50%, Maturing September 4, 2019 |
1,037 | 1,031,475 | ||||||
|
|
|
|||||||
| $ | 7,795,945 | |||||||
|
|
|
|||||||
| Containers and Glass Products — 1.8% |
||||||||
| Berry Plastics Holding Corporation |
||||||||
| Term Loan, 3.50%, Maturing February 8, 2020 |
2,137 | $ | 2,098,015 | |||||
| Term Loan, 3.75%, Maturing January 6, 2021 |
612 | 604,198 | ||||||
| Crown Americas, LLC |
||||||||
| Term Loan, 3.25%, Maturing October 22, 2021(2) |
1,525 | 1,535,616 | ||||||
| Hilex Poly Co., LLC |
||||||||
| Term Loan, 6.00%, Maturing December 5, 2021 |
1,500 | 1,500,937 | ||||||
| Libbey Glass, Inc. |
||||||||
| Term Loan, 3.75%, Maturing April 9, 2021 |
398 | 391,035 | ||||||
| Pelican Products, Inc. |
||||||||
| Term Loan, 5.25%, Maturing April 10, 2020 |
372 | 370,316 | ||||||
| Reynolds Group Holdings, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 1, 2018 |
2,842 | 2,816,039 | ||||||
| TricorBraun, Inc. |
||||||||
| Term Loan, 4.01%, Maturing May 3, 2018 |
578 | 571,380 | ||||||
|
|
|
|||||||
| $ | 9,887,536 | |||||||
|
|
|
|||||||
| Cosmetics/Toiletries — 0.7% |
||||||||
| Prestige Brands, Inc. |
||||||||
| Term Loan, 4.13%, Maturing January 31, 2019 |
180 | $ | 180,037 | |||||
| Term Loan, 4.50%, Maturing September 3, 2021 |
614 | 614,963 | ||||||
| Revlon Consumer Products Corporation |
||||||||
| Term Loan, 4.00%, Maturing October 8, 2019 |
1,213 | 1,198,728 | ||||||
| Sun Products Corporation (The) |
||||||||
| Term Loan, 5.50%, Maturing March 23, 2020 |
2,126 | 2,048,702 | ||||||
|
|
|
|||||||
| $ | 4,042,430 | |||||||
|
|
|
|||||||
| Drugs — 2.5% |
||||||||
| Alkermes, Inc. |
||||||||
| Term Loan, 3.50%, Maturing September 18, 2019 |
367 | $ | 364,266 | |||||
| AMAG Pharmaceuticals, Inc. |
||||||||
| Term Loan, 7.25%, Maturing November 12, 2020 |
600 | 600,000 | ||||||
| Endo Luxembourg Finance Company I S.a.r.l. |
||||||||
| Term Loan, 3.25%, Maturing March 1, 2021 |
397 | 392,162 | ||||||
| Ikaria, Inc. |
||||||||
| Term Loan, 5.00%, Maturing February 12, 2021 |
775 | 773,881 | ||||||
| Term Loan - Second Lien, 8.75%, Maturing February 14, 2022 |
500 | 502,500 | ||||||
| Impax Laboratories, Inc. |
||||||||
| Term Loan, Maturing December 2, 2020(3) |
825 | 828,094 | ||||||
| Par Pharmaceutical Companies, Inc. |
||||||||
| Term Loan, 4.00%, Maturing September 30, 2019 |
1,873 | 1,840,699 | ||||||
| Valeant Pharmaceuticals International, Inc. |
||||||||
| Term Loan, 3.50%, Maturing February 13, 2019 |
1,593 | 1,584,521 | ||||||
| Term Loan, 3.50%, Maturing December 11, 2019 |
2,561 | 2,546,916 | ||||||
| Term Loan, 3.50%, Maturing August 5, 2020 |
3,125 | 3,108,578 | ||||||
6
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| VWR Funding, Inc. |
||||||||
| Term Loan, 3.42%, Maturing April 3, 2017 |
1,361 | $ | 1,356,660 | |||||
|
|
|
|||||||
| $ | 13,898,277 | |||||||
|
|
|
|||||||
| Ecological Services and Equipment — 0.8% |
||||||||
| ADS Waste Holdings, Inc. |
||||||||
| Term Loan, 3.75%, Maturing October 9, 2019 |
3,843 | $ | 3,744,478 | |||||
| EnergySolutions, LLC |
||||||||
| Term Loan, 6.75%, Maturing May 29, 2020 |
797 | 799,504 | ||||||
|
|
|
|||||||
| $ | 4,543,982 | |||||||
|
|
|
|||||||
| Electronics/Electrical — 12.3% |
||||||||
| Allflex Holdings III, Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 17, 2020 |
642 | $ | 636,460 | |||||
| Answers Corporation |
||||||||
| Term Loan, 6.25%, Maturing October 3, 2021 |
1,100 | 1,056,000 | ||||||
| Applied Systems, Inc. |
||||||||
| Term Loan, 4.25%, Maturing January 25, 2021 |
842 | 836,767 | ||||||
| Avago Technologies Cayman Ltd. |
||||||||
| Term Loan, 3.75%, Maturing May 6, 2021 |
6,169 | 6,165,693 | ||||||
| Blue Coat Systems, Inc. |
||||||||
| Term Loan - Second Lien, 9.50%, Maturing June 28, 2020 |
825 | 818,812 | ||||||
| Campaign Monitor Finance Pty Limited |
||||||||
| Term Loan, 6.25%, Maturing March 18, 2021 |
720 | 712,367 | ||||||
| Carros Finance Luxembourg S.a.r.l. |
||||||||
| Term Loan, 4.50%, Maturing September 30, 2021 |
349 | 345,852 | ||||||
| Cinedigm Digital Funding I, LLC |
||||||||
| Term Loan, 3.75%, Maturing February 28, 2018 |
302 | 302,780 | ||||||
| CompuCom Systems, Inc. |
||||||||
| Term Loan, 4.25%, Maturing May 11, 2020 |
1,216 | 1,160,894 | ||||||
| Dealertrack Technologies, Inc. |
||||||||
| Term Loan, 3.25%, Maturing February 28, 2021 |
477 | 470,595 | ||||||
| Dell, Inc. |
||||||||
| Term Loan, 4.50%, Maturing April 29, 2020 |
8,346 | 8,361,911 | ||||||
| Eagle Parent, Inc. |
||||||||
| Term Loan, 4.00%, Maturing May 16, 2018 |
3,372 | 3,356,268 | ||||||
| Entegris, Inc. |
||||||||
| Term Loan, 3.50%, Maturing April 30, 2021 |
444 | 436,347 | ||||||
| Excelitas Technologies Corp. |
||||||||
| Term Loan, 6.00%, Maturing October 31, 2020 |
830 | 827,358 | ||||||
| FIDJI Luxembourg (BC4) S.a.r.l. |
||||||||
| Term Loan, 6.25%, Maturing December 24, 2020 |
770 | 772,406 | ||||||
| Freescale Semiconductor, Inc. |
||||||||
| Term Loan, 4.25%, Maturing February 28, 2020 |
1,859 | 1,833,900 | ||||||
| Go Daddy Operating Company, LLC |
||||||||
| Term Loan, 4.75%, Maturing May 13, 2021 |
4,522 | 4,506,876 | ||||||
| Hyland Software, Inc. |
||||||||
| Term Loan, 4.75%, Maturing February 19, 2021 |
493 | 491,621 | ||||||
| Infor (US), Inc. |
||||||||
| Term Loan, 3.75%, Maturing June 3, 2020 |
5,225 | 5,108,125 | ||||||
| M/A-COM Technology Solutions Holdings, Inc. |
||||||||
| Term Loan, 4.50%, Maturing May 7, 2021 |
522 | 524,987 | ||||||
| MA FinanceCo., LLC |
||||||||
| Term Loan, 4.50%, Maturing November 20, 2019 |
1,100 | 1,062,050 | ||||||
| Term Loan, 5.25%, Maturing November 20, 2021 |
1,100 | 1,069,407 | ||||||
7
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Magic Newco, LLC |
||||||||
| Term Loan, 5.00%, Maturing December 12, 2018 |
1,369 | $ | 1,372,113 | |||||
| MH Sub I, LLC |
||||||||
| Term Loan, 4.00%, Maturing July 8, 2021(2) |
5 | 5,431 | ||||||
| Term Loan, 5.00%, Maturing July 8, 2021 |
865 | 856,161 | ||||||
| Microsemi Corporation |
||||||||
| Term Loan, 3.25%, Maturing February 19, 2020 |
1,254 | 1,243,042 | ||||||
| Orbotech, Inc. |
||||||||
| Term Loan, 5.00%, Maturing August 6, 2020 |
449 | 440,167 | ||||||
| Renaissance Learning, Inc. |
||||||||
| Term Loan, 4.50%, Maturing April 9, 2021 |
695 | 672,171 | ||||||
| Term Loan - Second Lien, 8.00%, Maturing April 11, 2022 |
225 | 212,625 | ||||||
| Rocket Software, Inc. |
||||||||
| Term Loan, 5.75%, Maturing February 8, 2018 |
1,198 | 1,194,926 | ||||||
| Term Loan - Second Lien, 10.25%, Maturing February 8, 2019 |
750 | 750,313 | ||||||
| RP Crown Parent, LLC |
||||||||
| Term Loan, 6.00%, Maturing December 21, 2018 |
4,541 | 4,321,930 | ||||||
| SGMS Escrow Corp. |
||||||||
| Term Loan, 6.00%, Maturing October 1, 2021 |
850 | 840,969 | ||||||
| SGS Cayman L.P. |
||||||||
| Term Loan, 6.00%, Maturing April 23, 2021 |
202 | 202,478 | ||||||
| Shield Finance Co. S.a.r.l. |
||||||||
| Term Loan, 5.00%, Maturing January 29, 2021 |
695 | 694,171 | ||||||
| Sirius Computer Solutions, Inc. |
||||||||
| Term Loan, 7.00%, Maturing December 7, 2018 |
428 | 431,823 | ||||||
| SkillSoft Corporation |
||||||||
| Term Loan, 5.75%, Maturing April 28, 2021 |
2,189 | 2,127,890 | ||||||
| Smart Technologies ULC |
||||||||
| Term Loan, 10.50%, Maturing January 31, 2018 |
589 | 589,063 | ||||||
| Sophia L.P. |
||||||||
| Term Loan, 4.00%, Maturing July 19, 2018 |
1,241 | 1,229,545 | ||||||
| SunEdison Semiconductor B.V. |
||||||||
| Term Loan, 6.50%, Maturing May 27, 2019 |
846 | 837,292 | ||||||
| SurveyMonkey.com, LLC |
||||||||
| Term Loan, 5.50%, Maturing February 5, 2019 |
530 | 529,023 | ||||||
| Sutherland Global Services, Inc. |
||||||||
| Term Loan, 6.00%, Maturing April 23, 2021 |
870 | 869,835 | ||||||
| Sybil Software, LLC |
||||||||
| Term Loan, 4.75%, Maturing March 20, 2020 |
2,164 | 2,160,767 | ||||||
| Vantiv, LLC |
||||||||
| Term Loan, 3.75%, Maturing June 13, 2021 |
767 | 762,927 | ||||||
| Vertafore, Inc. |
||||||||
| Term Loan, 4.25%, Maturing October 3, 2019 |
968 | 962,859 | ||||||
| Wall Street Systems Delaware, Inc. |
||||||||
| Term Loan, 4.50%, Maturing April 30, 2021 |
1,438 | 1,421,865 | ||||||
| Zebra Technologies Corporation |
||||||||
| Term Loan, 4.75%, Maturing October 27, 2021 |
2,125 | 2,140,368 | ||||||
|
|
|
|||||||
| $ | 67,727,230 | |||||||
|
|
|
|||||||
| Equipment Leasing — 0.5% |
||||||||
| Flying Fortress, Inc. |
||||||||
| Term Loan, 3.50%, Maturing June 30, 2017 |
2,792 | $ | 2,786,432 | |||||
|
|
|
|||||||
| $ | 2,786,432 | |||||||
|
|
|
|||||||
8
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Financial Intermediaries — 5.3% |
||||||||
| Armor Holding II, LLC |
||||||||
| Term Loan, 5.75%, Maturing June 26, 2020 |
995 | $ | 984,298 | |||||
| Term Loan - Second Lien, 10.25%, Maturing December 26, 2020 |
1,000 | 988,750 | ||||||
| Citco Funding, LLC |
||||||||
| Term Loan, 4.25%, Maturing June 29, 2018 |
2,009 | 2,002,850 | ||||||
| Clipper Acquisitions Corp. |
||||||||
| Term Loan, 3.00%, Maturing February 6, 2020 |
539 | 520,511 | ||||||
| First Data Corporation |
||||||||
| Term Loan, 3.67%, Maturing March 24, 2018 |
4,961 | 4,875,835 | ||||||
| Term Loan, 3.67%, Maturing September 24, 2018 |
1,875 | 1,841,602 | ||||||
| Grosvenor Capital Management Holdings, LLP |
||||||||
| Term Loan, 3.75%, Maturing January 4, 2021 |
1,189 | 1,164,791 | ||||||
| Guggenheim Partners, LLC |
||||||||
| Term Loan, 4.25%, Maturing July 22, 2020 |
1,337 | 1,335,185 | ||||||
| Hamilton Lane Advisors, LLC |
||||||||
| Term Loan, 4.00%, Maturing February 28, 2018 |
508 | 497,366 | ||||||
| Harbourvest Partners, LLC |
||||||||
| Term Loan, 3.25%, Maturing February 4, 2021 |
817 | 796,358 | ||||||
| Home Loan Servicing Solutions, Ltd. |
||||||||
| Term Loan, 4.50%, Maturing June 26, 2020 |
1,059 | 994,336 | ||||||
| LPL Holdings, Inc. |
||||||||
| Term Loan, 3.25%, Maturing March 29, 2019 |
3,752 | 3,703,133 | ||||||
| Medley, LLC |
||||||||
| Term Loan, 6.50%, Maturing June 15, 2019 |
497 | 494,108 | ||||||
| MIP Delaware, LLC |
||||||||
| Term Loan, 4.00%, Maturing March 9, 2020 |
577 | 576,642 | ||||||
| Moneygram International, Inc. |
||||||||
| Term Loan, 4.25%, Maturing March 27, 2020 |
418 | 389,899 | ||||||
| NXT Capital, Inc. |
||||||||
| Term Loan, 6.25%, Maturing September 4, 2018 |
124 | 124,678 | ||||||
| Term Loan, 6.25%, Maturing September 4, 2018 |
741 | 744,328 | ||||||
| Ocwen Financial Corporation |
||||||||
| Term Loan, 5.00%, Maturing February 15, 2018 |
3,219 | 3,021,679 | ||||||
| Sesac Holdco II, LLC |
||||||||
| Term Loan, 5.00%, Maturing February 8, 2019 |
987 | 979,969 | ||||||
| Starwood Property Trust, Inc. |
||||||||
| Term Loan, 3.50%, Maturing April 17, 2020 |
270 | 265,009 | ||||||
| Walker & Dunlop, Inc. |
||||||||
| Term Loan, 5.25%, Maturing December 11, 2020 |
644 | 644,304 | ||||||
| Walter Investment Management Corp. |
||||||||
| Term Loan, 4.75%, Maturing December 19, 2020 |
2,410 | 2,117,095 | ||||||
|
|
|
|||||||
| $ | 29,062,726 | |||||||
|
|
|
|||||||
| Food Products — 6.2% |
||||||||
| AdvancePierre Foods, Inc. |
||||||||
| Term Loan, 5.75%, Maturing July 10, 2017 |
3,635 | $ | 3,615,490 | |||||
| American Seafoods Group, LLC |
||||||||
| Term Loan, 4.50%, Maturing March 18, 2018 |
570 | 548,536 | ||||||
| Big Heart Pet Brands |
||||||||
| Term Loan, 3.50%, Maturing March 8, 2020 |
3,405 | 3,288,997 | ||||||
| Blue Buffalo Company Ltd. |
||||||||
| Term Loan, 3.75%, Maturing August 8, 2019 |
1,271 | 1,260,610 | ||||||
| Charger OpCo B.V. |
||||||||
| Term Loan, 3.50%, Maturing July 23, 2021 |
EUR | 725 | 822,030 | |||||
| Term Loan, 3.50%, Maturing July 23, 2021 |
2,175 | 2,152,343 | ||||||
9
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Clearwater Seafoods Limited Partnership |
||||||||
| Term Loan, 4.75%, Maturing June 26, 2019 |
936 | $ | 935,165 | |||||
| CSM Bakery Solutions, LLC |
||||||||
| Term Loan, 5.00%, Maturing July 3, 2020 |
1,034 | 1,014,867 | ||||||
| Del Monte Foods, Inc. |
||||||||
| Term Loan, 4.25%, Maturing February 18, 2021 |
1,964 | 1,828,958 | ||||||
| Diamond Foods, Inc. |
||||||||
| Term Loan, 4.25%, Maturing August 20, 2018 |
198 | 196,763 | ||||||
| Dole Food Company, Inc. |
||||||||
| Term Loan, 4.50%, Maturing November 1, 2018 |
1,334 | 1,323,331 | ||||||
| H.J. Heinz Company |
||||||||
| Term Loan, 3.50%, Maturing June 5, 2020 |
5,552 | 5,550,893 | ||||||
| High Liner Foods Incorporated |
||||||||
| Term Loan, 4.25%, Maturing April 24, 2021 |
844 | 834,134 | ||||||
| JBS USA Holdings, Inc. |
||||||||
| Term Loan, 3.75%, Maturing May 25, 2018 |
862 | 855,562 | ||||||
| Term Loan, 3.75%, Maturing September 18, 2020 |
1,555 | 1,540,226 | ||||||
| NBTY, Inc. |
||||||||
| Term Loan, 3.50%, Maturing October 1, 2017 |
5,409 | 5,261,096 | ||||||
| Pinnacle Foods Finance, LLC |
||||||||
| Term Loan, 3.00%, Maturing April 29, 2020 |
691 | 675,821 | ||||||
| Term Loan, 3.00%, Maturing April 29, 2020 |
1,865 | 1,823,252 | ||||||
| Post Holdings, Inc. |
||||||||
| Term Loan, 3.75%, Maturing June 2, 2021 |
572 | 568,326 | ||||||
|
|
|
|||||||
| $ | 34,096,400 | |||||||
|
|
|
|||||||
| Food Service — 4.4% |
||||||||
| Aramark Services, Inc. |
||||||||
| Term Loan, 1.84%, Maturing July 26, 2016 |
169 | $ | 166,936 | |||||
| Term Loan, 1.84%, Maturing July 26, 2016 |
304 | 300,313 | ||||||
| ARG IH Corporation |
||||||||
| Term Loan, 4.75%, Maturing November 15, 2020 |
272 | 272,080 | ||||||
| B.C. Unlimited Liability Company |
||||||||
| Term Loan, 4.50%, Maturing December 12, 2021 |
6,500 | 6,514,729 | ||||||
| Buffets, Inc. |
||||||||
| Term Loan, 0.13%, Maturing April 22, 2015(4) |
92 | 73,465 | ||||||
| CEC Entertainment, Inc. |
||||||||
| Term Loan, 4.00%, Maturing February 14, 2021 |
720 | 703,148 | ||||||
| Centerplate, Inc. |
||||||||
| Term Loan, 4.75%, Maturing November 26, 2019 |
1,015 | 998,656 | ||||||
| Darling International, Inc. |
||||||||
| Term Loan, 3.50%, Maturing January 6, 2021 |
EUR | 968 | 1,089,873 | |||||
| Landry’s, Inc. |
||||||||
| Term Loan, 4.00%, Maturing April 24, 2018 |
2,274 | 2,269,575 | ||||||
| NPC International, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 28, 2018 |
1,654 | 1,620,796 | ||||||
| P.F. Chang’s China Bistro, Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 2, 2019 |
406 | 392,260 | ||||||
| Seminole Hard Rock Entertainment, Inc. |
||||||||
| Term Loan, 3.50%, Maturing May 14, 2020 |
271 | 263,651 | ||||||
| US Foods, Inc. |
||||||||
| Term Loan, 4.50%, Maturing March 31, 2019 |
4,900 | 4,891,187 | ||||||
| Weight Watchers International, Inc. |
||||||||
| Term Loan, 4.00%, Maturing April 2, 2020 |
6,804 | 4,564,222 | ||||||
|
|
|
|||||||
| $ | 24,120,891 | |||||||
|
|
|
|||||||
10
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Food/Drug Retailers — 3.5% |
||||||||
| Albertson’s Holdings, LLC |
||||||||
| Term Loan, 5.00%, Maturing August 25, 2019 |
2,250 | $ | 2,241,281 | |||||
| Term Loan, 5.50%, Maturing August 25, 2021 |
900 | 899,750 | ||||||
| Albertson’s, LLC |
||||||||
| Term Loan, 5.38%, Maturing March 21, 2019 |
2,328 | 2,326,485 | ||||||
| General Nutrition Centers, Inc. |
||||||||
| Term Loan, 3.25%, Maturing March 4, 2019 |
5,092 | 4,969,108 | ||||||
| New Albertson’s, Inc. |
||||||||
| Term Loan, 4.75%, Maturing June 27, 2021 |
3,545 | 3,506,768 | ||||||
| Pantry, Inc. (The) |
||||||||
| Term Loan, 4.75%, Maturing August 2, 2019 |
415 | 415,162 | ||||||
| Rite Aid Corporation |
||||||||
| Term Loan - Second Lien, 5.75%, Maturing August 21, 2020 |
450 | 452,438 | ||||||
| Supervalu, Inc. |
||||||||
| Term Loan, 4.50%, Maturing March 21, 2019 |
4,797 | 4,767,071 | ||||||
|
|
|
|||||||
| $ | 19,578,063 | |||||||
|
|
|
|||||||
| Health Care — 16.8% |
||||||||
| Akorn, Inc. |
||||||||
| Term Loan, 4.50%, Maturing April 16, 2021 |
1,047 | $ | 1,045,629 | |||||
| Alere, Inc. |
||||||||
| Term Loan, 4.25%, Maturing June 30, 2017 |
2,616 | 2,616,832 | ||||||
| Alliance Healthcare Services, Inc. |
||||||||
| Term Loan, 4.25%, Maturing June 3, 2019 |
1,231 | 1,218,943 | ||||||
| Amneal Pharmaceuticals, LLC |
||||||||
| Term Loan, 5.00%, Maturing November 1, 2019 |
1,516 | 1,516,843 | ||||||
| Amsurg Corp. |
||||||||
| Term Loan, 3.75%, Maturing July 16, 2021 |
597 | 596,403 | ||||||
| Ardent Medical Services, Inc. |
||||||||
| Term Loan, 6.75%, Maturing July 2, 2018 |
2,782 | 2,788,167 | ||||||
| ATI Holdings, Inc. |
||||||||
| Term Loan, 5.25%, Maturing December 20, 2019 |
940 | 942,255 | ||||||
| Auris Luxembourg II S.A. |
||||||||
| Term Loan, 5.50%, Maturing January 15, 2022 |
775 | 781,297 | ||||||
| Biomet, Inc. |
||||||||
| Term Loan, 3.67%, Maturing July 25, 2017 |
5,487 | 5,485,381 | ||||||
| BioScrip, Inc. |
||||||||
| Term Loan, 6.50%, Maturing July 31, 2020 |
1,013 | 1,011,657 | ||||||
| Term Loan, 6.50%, Maturing July 31, 2020 |
1,688 | 1,686,094 | ||||||
| BSN Medical, Inc. |
||||||||
| Term Loan, 4.00%, Maturing August 28, 2019 |
569 | 567,692 | ||||||
| Capella Healthcare, Inc. |
||||||||
| Term Loan, 5.25%, Maturing December 31, 2021 |
775 | 778,875 | ||||||
| CareCore National, LLC |
||||||||
| Term Loan, 5.50%, Maturing March 5, 2021 |
449 | 448,308 | ||||||
| CeramTec Acquisition Corporation |
||||||||
| Term Loan, 4.25%, Maturing August 30, 2020 |
33 | 32,806 | ||||||
| CHG Healthcare Services, Inc. |
||||||||
| Term Loan, 4.25%, Maturing November 19, 2019 |
832 | 828,434 | ||||||
| Community Health Systems, Inc. |
||||||||
| Term Loan, 4.25%, Maturing January 27, 2021 |
7,392 | 7,398,221 | ||||||
| Convatec, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 22, 2016 |
1,366 | 1,366,276 | ||||||
| CPI Buyer, LLC |
||||||||
| Term Loan, 5.50%, Maturing August 18, 2021 |
1,022 | 1,009,657 | ||||||
11
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| DaVita HealthCare Partners, Inc. |
||||||||
| Term Loan, 3.50%, Maturing June 24, 2021 |
3,209 | $ | 3,198,847 | |||||
| DJO Finance, LLC |
||||||||
| Term Loan, 4.25%, Maturing September 15, 2017 |
575 | 571,762 | ||||||
| DPx Holdings B.V. |
||||||||
| Term Loan, 4.25%, Maturing March 11, 2021 |
871 | 850,165 | ||||||
| Term Loan, 4.50%, Maturing March 11, 2021 |
EUR | 299 | 337,769 | |||||
| Envision Healthcare Corporation |
||||||||
| Term Loan, 4.00%, Maturing May 25, 2018 |
1,993 | 1,985,220 | ||||||
| Faenza Acquisition GmbH |
||||||||
| Term Loan, 4.25%, Maturing August 30, 2020 |
99 | 98,853 | ||||||
| Term Loan, 4.25%, Maturing August 30, 2020 |
333 | 330,696 | ||||||
| Gentiva Health Services, Inc. |
||||||||
| Term Loan, 6.50%, Maturing October 18, 2019 |
3,376 | 3,379,643 | ||||||
| Grifols Worldwide Operations USA, Inc. |
||||||||
| Term Loan, 3.17%, Maturing February 27, 2021 |
4,714 | 4,666,161 | ||||||
| Iasis Healthcare, LLC |
||||||||
| Term Loan, 4.50%, Maturing May 3, 2018 |
1,613 | 1,612,101 | ||||||
| inVentiv Health, Inc. |
||||||||
| Term Loan, 7.75%, Maturing May 15, 2018 |
1,007 | 1,005,669 | ||||||
| Term Loan, 7.75%, Maturing May 15, 2018 |
2,378 | 2,356,737 | ||||||
| Kindred Healthcare, Inc. |
||||||||
| Term Loan, 4.25%, Maturing April 9, 2021 |
1,493 | 1,473,844 | ||||||
| Kinetic Concepts, Inc. |
||||||||
| Term Loan, 4.00%, Maturing May 4, 2018 |
4,473 | 4,431,793 | ||||||
| LHP Hospital Group, Inc. |
||||||||
| Term Loan, 9.00%, Maturing July 3, 2018 |
1,889 | 1,822,541 | ||||||
| Mallinckrodt International Finance S.A. |
||||||||
| Term Loan, 3.25%, Maturing March 19, 2021 |
1,514 | 1,484,237 | ||||||
| Term Loan, 3.50%, Maturing March 19, 2021 |
1,122 | 1,108,762 | ||||||
| MedAssets, Inc. |
||||||||
| Term Loan, 4.00%, Maturing December 13, 2019 |
358 | 356,765 | ||||||
| Millennium Laboratories, Inc. |
||||||||
| Term Loan, 5.25%, Maturing April 16, 2021 |
5,180 | 5,168,711 | ||||||
| MMM Holdings, Inc. |
||||||||
| Term Loan, 9.75%, Maturing December 12, 2017 |
560 | 543,354 | ||||||
| MSO of Puerto Rico, Inc. |
||||||||
| Term Loan, 9.75%, Maturing December 12, 2017 |
407 | 403,170 | ||||||
| National Mentor Holdings, Inc. |
||||||||
| Term Loan, 4.25%, Maturing January 31, 2021 |
521 | 514,549 | ||||||
| Onex Carestream Finance L.P. |
||||||||
| Term Loan, 5.00%, Maturing June 7, 2019 |
3,469 | 3,469,216 | ||||||
| Opal Acquisition, Inc. |
||||||||
| Term Loan, 5.00%, Maturing November 27, 2020 |
1,634 | 1,617,676 | ||||||
| Ortho-Clinical Diagnostics, Inc. |
||||||||
| Term Loan, 4.75%, Maturing June 30, 2021 |
3,109 | 2,993,747 | ||||||
| Pharmaceutical Product Development, LLC |
||||||||
| Term Loan, 4.00%, Maturing December 5, 2018 |
1,887 | 1,880,605 | ||||||
| PRA Holdings, Inc. |
||||||||
| Term Loan, 4.50%, Maturing September 23, 2020 |
1,044 | 1,036,521 | ||||||
| Radnet Management, Inc. |
||||||||
| Term Loan, 4.27%, Maturing October 10, 2018 |
1,713 | 1,710,633 | ||||||
| RegionalCare Hospital Partners, Inc. |
||||||||
| Term Loan, 6.00%, Maturing April 19, 2019 |
1,768 | 1,759,036 | ||||||
| Sage Products Holdings III, LLC |
||||||||
| Term Loan, 5.00%, Maturing December 13, 2019 |
1,180 | 1,187,155 | ||||||
12
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Salix Pharmaceuticals Ltd. |
||||||||
| Term Loan, 4.25%, Maturing January 2, 2020 |
2,639 | $ | 2,631,328 | |||||
| Select Medical Corporation |
||||||||
| Term Loan, 3.75%, Maturing June 1, 2018 |
1,150 | 1,141,375 | ||||||
| Steward Health Care System, LLC |
||||||||
| Term Loan, 6.75%, Maturing April 12, 2020 |
345 | 341,733 | ||||||
| Tecomet, Inc. |
||||||||
| Term Loan, 5.75%, Maturing December 5, 2021 |
1,150 | 1,109,750 | ||||||
| Truven Health Analytics, Inc. |
||||||||
| Term Loan, 4.50%, Maturing June 6, 2019 |
1,613 | 1,564,609 | ||||||
| U.S. Renal Care, Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 3, 2019 |
794 | 784,985 | ||||||
|
|
|
|||||||
| $ | 93,049,488 | |||||||
|
|
|
|||||||
| Home Furnishings — 0.5% |
||||||||
| Interline Brands, Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 17, 2021 |
223 | $ | 218,846 | |||||
| Serta Simmons Holdings, LLC |
||||||||
| Term Loan, 4.25%, Maturing October 1, 2019 |
1,512 | 1,499,599 | ||||||
| Tempur-Pedic International, Inc. |
||||||||
| Term Loan, 3.50%, Maturing March 18, 2020 |
1,226 | 1,210,447 | ||||||
|
|
|
|||||||
| $ | 2,928,892 | |||||||
|
|
|
|||||||
| Industrial Equipment — 4.1% |
||||||||
| Alliance Laundry Systems, LLC |
||||||||
| Term Loan, 4.25%, Maturing December 10, 2018 |
303 | $ | 300,457 | |||||
| Apex Tool Group, LLC |
||||||||
| Term Loan, 4.50%, Maturing January 31, 2020 |
712 | 690,053 | ||||||
| Delachaux S.A. |
||||||||
| Term Loan, 5.25%, Maturing October 28, 2021 |
575 | 574,281 | ||||||
| Doosan Infracore International, Inc. |
||||||||
| Term Loan, 4.50%, Maturing May 28, 2021 |
1,010 | 1,009,885 | ||||||
| Filtration Group Corporation |
||||||||
| Term Loan - Second Lien, 8.25%, Maturing November 21, 2021 |
1,000 | 1,000,000 | ||||||
| Gardner Denver, Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 30, 2020 |
3,223 | 3,019,866 | ||||||
| Term Loan, 4.75%, Maturing July 30, 2020 |
EUR | 395 | 425,706 | |||||
| Husky Injection Molding Systems Ltd. |
||||||||
| Term Loan, 4.25%, Maturing June 30, 2021 |
2,789 | 2,744,027 | ||||||
| Term Loan - Second Lien, 7.25%, Maturing June 30, 2022 |
675 | 654,750 | ||||||
| Milacron, LLC |
||||||||
| Term Loan, 4.00%, Maturing March 28, 2020 |
517 | 503,519 | ||||||
| NN, Inc. |
||||||||
| Term Loan, 6.00%, Maturing August 27, 2021 |
665 | 664,525 | ||||||
| Paladin Brands Holding, Inc. |
||||||||
| Term Loan, 6.75%, Maturing August 16, 2019 |
704 | 704,735 | ||||||
| Rexnord, LLC |
||||||||
| Term Loan, 4.00%, Maturing August 21, 2020 |
4,567 | 4,495,113 | ||||||
| Signode Industrial Group US, Inc. |
||||||||
| Term Loan, 3.75%, Maturing May 1, 2021 |
1,203 | 1,171,385 | ||||||
| Spansion, LLC |
||||||||
| Term Loan, 3.75%, Maturing December 19, 2019 |
1,005 | 999,568 | ||||||
| STS Operating, Inc. |
||||||||
| Term Loan, 4.75%, Maturing February 12, 2021 |
298 | 293,284 | ||||||
| Tank Holding Corp. |
||||||||
| Term Loan, 4.25%, Maturing July 9, 2019 |
788 | 774,479 | ||||||
13
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Terex Corporation |
||||||||
| Term Loan, 4.00%, Maturing August 13, 2021 |
EUR | 1,571 | $ | 1,781,404 | ||||
| Unifrax Corporation |
||||||||
| Term Loan, 4.25%, Maturing November 28, 2018 |
330 | 327,572 | ||||||
| Virtuoso US, LLC |
||||||||
| Term Loan, 4.75%, Maturing February 11, 2021 |
422 | 416,452 | ||||||
|
|
|
|||||||
| $ | 22,551,061 | |||||||
|
|
|
|||||||
| Insurance — 4.4% |
||||||||
| Alliant Holdings I, Inc. |
||||||||
| Term Loan, 4.25%, Maturing December 20, 2019 |
1,915 | $ | 1,888,404 | |||||
| AmWINS Group, LLC |
||||||||
| Term Loan, 5.25%, Maturing September 6, 2019 |
4,735 | 4,734,699 | ||||||
| Asurion, LLC |
||||||||
| Term Loan, 5.00%, Maturing May 24, 2019 |
8,344 | 8,307,671 | ||||||
| Term Loan, 4.25%, Maturing July 8, 2020 |
960 | 944,169 | ||||||
| Term Loan - Second Lien, 8.50%, Maturing March 3, 2021 |
1,025 | 1,018,594 | ||||||
| CGSC of Delaware Holding Corporation |
||||||||
| Term Loan, 5.00%, Maturing April 16, 2020 |
468 | 433,954 | ||||||
| Cunningham Lindsey U.S., Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 10, 2019 |
883 | 862,143 | ||||||
| Term Loan - Second Lien, 9.25%, Maturing June 10, 2020 |
1,000 | 972,500 | ||||||
| Hub International Limited |
||||||||
| Term Loan, 4.25%, Maturing October 2, 2020 |
2,790 | 2,710,982 | ||||||
| USI, Inc. |
||||||||
| Term Loan, 4.25%, Maturing December 27, 2019 |
2,356 | 2,323,236 | ||||||
|
|
|
|||||||
| $ | 24,196,352 | |||||||
|
|
|
|||||||
| Leisure Goods/Activities/Movies — 4.9% |
||||||||
| Aufinco Pty Limited |
||||||||
| Term Loan, 4.00%, Maturing May 29, 2020 |
468 | $ | 459,687 | |||||
| Term Loan - Second Lien, 8.25%, Maturing November 30, 2020 |
1,000 | 985,000 | ||||||
| Bombardier Recreational Products, Inc. |
||||||||
| Term Loan, 4.00%, Maturing January 30, 2019 |
3,225 | 3,158,735 | ||||||
| Bright Horizons Family Solutions, Inc. |
||||||||
| Term Loan, 3.75%, Maturing January 30, 2020 |
882 | 875,110 | ||||||
| ClubCorp Club Operations, Inc. |
||||||||
| Term Loan, 4.50%, Maturing July 24, 2020 |
2,928 | 2,907,551 | ||||||
| Dave & Buster’s, Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 25, 2020 |
142 | 141,686 | ||||||
| Emerald Expositions Holding, Inc. |
||||||||
| Term Loan, 4.75%, Maturing June 17, 2020 |
984 | 973,770 | ||||||
| Equinox Holdings, Inc. |
||||||||
| Term Loan, 5.00%, Maturing January 31, 2020 |
1,520 | 1,510,861 | ||||||
| Fender Musical Instruments Corporation |
||||||||
| Term Loan, 5.75%, Maturing April 3, 2019 |
350 | 348,999 | ||||||
| Kasima, LLC |
||||||||
| Term Loan, 3.25%, Maturing May 17, 2021 |
889 | 871,191 | ||||||
| Live Nation Entertainment, Inc. |
||||||||
| Term Loan, 3.50%, Maturing August 17, 2020 |
2,540 | 2,517,369 | ||||||
| Nord Anglia Education Finance, LLC |
||||||||
| Term Loan, 4.50%, Maturing March 31, 2021 |
1,468 | 1,454,783 | ||||||
| Sabre, Inc. |
||||||||
| Term Loan, 4.00%, Maturing February 19, 2019 |
1,176 | 1,160,565 | ||||||
| SeaWorld Parks & Entertainment, Inc. |
||||||||
| Term Loan, 3.00%, Maturing May 14, 2020 |
2,772 | 2,645,436 | ||||||
14
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Sonifi Solutions, Inc. |
||||||||
| Term Loan, 6.75%, Maturing March 28, 2018(4) |
1,048 | $ | 73,381 | |||||
| SRAM, LLC |
||||||||
| Term Loan, 4.02%, Maturing April 10, 2020 |
1,714 | 1,682,700 | ||||||
| Steinway Musical Instruments, Inc. |
||||||||
| Term Loan, 4.75%, Maturing September 19, 2019 |
800 | 793,500 | ||||||
| Town Sports International, Inc. |
||||||||
| Term Loan, 4.50%, Maturing November 15, 2020 |
1,186 | 966,352 | ||||||
| WMG Acquisition Corp. |
||||||||
| Term Loan, 3.75%, Maturing July 1, 2020 |
1,042 | 1,008,653 | ||||||
| Zuffa, LLC |
||||||||
| Term Loan, 3.75%, Maturing February 25, 2020 |
2,842 | 2,747,876 | ||||||
|
|
|
|||||||
| $ | 27,283,205 | |||||||
|
|
|
|||||||
| Lodging and Casinos — 5.3% |
||||||||
| Affinity Gaming, LLC |
||||||||
| Term Loan, 5.25%, Maturing November 9, 2017 |
388 | $ | 385,744 | |||||
| Amaya Holdings B.V. |
||||||||
| Term Loan, 5.00%, Maturing August 1, 2021 |
2,718 | 2,667,221 | ||||||
| Term Loan - Second Lien, 8.00%, Maturing August 1, 2022 |
750 | 737,344 | ||||||
| Boyd Gaming Corporation |
||||||||
| Term Loan, 4.00%, Maturing August 14, 2020 |
467 | 460,953 | ||||||
| Caesars Entertainment Operating Company |
||||||||
| Term Loan, 0.00%, Maturing March 1, 2017(5) |
978 | 880,063 | ||||||
| CityCenter Holdings, LLC |
||||||||
| Term Loan, 4.25%, Maturing October 16, 2020 |
796 | 792,424 | ||||||
| Four Seasons Holdings, Inc. |
||||||||
| Term Loan - Second Lien, 6.25%, Maturing December 27, 2020 |
3,577 | 3,581,361 | ||||||
| Gala Group Ltd. |
||||||||
| Term Loan, 5.50%, Maturing May 27, 2018 |
GBP | 3,125 | 4,725,706 | |||||
| Golden Nugget, Inc. |
||||||||
| Term Loan, 5.50%, Maturing November 21, 2019 |
141 | 139,752 | ||||||
| Term Loan, 5.50%, Maturing November 21, 2019 |
329 | 326,089 | ||||||
| Hilton Worldwide Finance, LLC |
||||||||
| Term Loan, 3.50%, Maturing October 26, 2020 |
5,164 | 5,112,023 | ||||||
| La Quinta Intermediate Holdings, LLC |
||||||||
| Term Loan, 4.00%, Maturing April 14, 2021 |
1,061 | 1,053,003 | ||||||
| MGM Resorts International |
||||||||
| Term Loan, 3.50%, Maturing December 20, 2019 |
2,450 | 2,415,700 | ||||||
| Pinnacle Entertainment, Inc. |
||||||||
| Term Loan, 3.75%, Maturing August 13, 2020 |
711 | 704,247 | ||||||
| Playa Resorts Holding B.V. |
||||||||
| Term Loan, 4.00%, Maturing August 9, 2019 |
494 | 485,727 | ||||||
| RHP Hotel Properties, L.P. |
||||||||
| Term Loan, 3.75%, Maturing January 15, 2021 |
672 | 672,045 | ||||||
| Scientific Games International, Inc. |
||||||||
| Term Loan, 6.00%, Maturing October 18, 2020 |
3,614 | 3,575,858 | ||||||
| Tropicana Entertainment, Inc. |
||||||||
| Term Loan, 4.00%, Maturing November 27, 2020 |
370 | 365,221 | ||||||
|
|
|
|||||||
| $ | 29,080,481 | |||||||
|
|
|
|||||||
| Nonferrous Metals/Minerals — 2.4% |
||||||||
| Alpha Natural Resources, LLC |
||||||||
| Term Loan, 3.50%, Maturing May 22, 2020 |
1,769 | $ | 1,327,848 | |||||
| Arch Coal, Inc. |
||||||||
| Term Loan, 6.25%, Maturing May 16, 2018 |
3,566 | 2,589,571 | ||||||
15
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Fairmount Minerals Ltd. |
||||||||
| Term Loan, 4.50%, Maturing September 5, 2019 |
2,024 | $ | 1,780,185 | |||||
| Murray Energy Corporation |
||||||||
| Term Loan, 5.25%, Maturing December 5, 2019 |
1,365 | 1,301,002 | ||||||
| Noranda Aluminum Acquisition Corporation |
||||||||
| Term Loan, 5.75%, Maturing February 28, 2019 |
997 | 950,710 | ||||||
| Novelis, Inc. |
||||||||
| Term Loan, 3.75%, Maturing March 10, 2017 |
2,621 | 2,602,221 | ||||||
| Oxbow Carbon, LLC |
||||||||
| Term Loan, 4.25%, Maturing July 19, 2019 |
439 | 414,660 | ||||||
| Term Loan - Second Lien, 8.00%, Maturing January 17, 2020 |
775 | 680,062 | ||||||
| United Central Industrial Supply Company, LLC |
||||||||
| Term Loan - Second Lien, 12.50%, Maturing April 9, 2019 |
500 | 475,000 | ||||||
| Walter Energy, Inc. |
||||||||
| Term Loan, 7.25%, Maturing April 2, 2018 |
1,607 | 1,064,643 | ||||||
|
|
|
|||||||
| $ | 13,185,902 | |||||||
|
|
|
|||||||
| Oil and Gas — 6.1% |
||||||||
| Ameriforge Group, Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 19, 2019 |
1,133 | $ | 1,002,833 | |||||
| Term Loan - Second Lien, 8.75%, Maturing December 19, 2020 |
2,800 | 2,646,000 | ||||||
| Bronco Midstream Funding, LLC |
||||||||
| Term Loan, 5.00%, Maturing August 15, 2020 |
1,653 | 1,561,783 | ||||||
| CITGO Petroleum Corporation |
||||||||
| Term Loan, 4.50%, Maturing July 29, 2021 |
973 | 935,281 | ||||||
| Crestwood Holdings, LLC |
||||||||
| Term Loan, 7.00%, Maturing June 19, 2019 |
1,831 | 1,687,163 | ||||||
| Drillships Ocean Ventures, Inc. |
||||||||
| Term Loan, 5.50%, Maturing July 25, 2021 |
1,070 | 891,354 | ||||||
| Fieldwood Energy, LLC |
||||||||
| Term Loan, 3.88%, Maturing September 28, 2018 |
1,037 | 956,770 | ||||||
| Floatel International Ltd. |
||||||||
| Term Loan, 6.00%, Maturing June 27, 2020 |
2,214 | 1,675,297 | ||||||
| MEG Energy Corp. |
||||||||
| Term Loan, 3.75%, Maturing March 31, 2020 |
7,358 | 6,948,745 | ||||||
| Obsidian Natural Gas Trust |
||||||||
| Term Loan, 7.00%, Maturing November 2, 2015 |
689 | 683,925 | ||||||
| Paragon Offshore Finance Company |
||||||||
| Term Loan, 3.75%, Maturing July 18, 2021 |
848 | 654,983 | ||||||
| Samson Investment Company |
||||||||
| Term Loan - Second Lien, 5.00%, Maturing September 25, 2018 |
1,850 | 1,167,350 | ||||||
| Seadrill Partners Finco, LLC |
||||||||
| Term Loan, 4.00%, Maturing February 21, 2021 |
4,663 | 3,711,182 | ||||||
| Seventy Seven Operating, LLC |
||||||||
| Term Loan, 3.75%, Maturing June 25, 2021 |
522 | 452,507 | ||||||
| Sheridan Investment Partners II L.P. |
||||||||
| Term Loan, 4.25%, Maturing December 16, 2020 |
36 | 28,862 | ||||||
| Term Loan, 4.25%, Maturing December 16, 2020 |
95 | 77,390 | ||||||
| Term Loan, 4.25%, Maturing December 16, 2020 |
686 | 556,336 | ||||||
| Sheridan Production Partners I, LLC |
||||||||
| Term Loan, 4.25%, Maturing October 1, 2019 |
160 | 142,966 | ||||||
| Term Loan, 4.25%, Maturing October 1, 2019 |
262 | 234,061 | ||||||
| Term Loan, 4.25%, Maturing October 1, 2019 |
1,974 | 1,766,387 | ||||||
| Southcross Holdings Borrower L.P. |
||||||||
| Term Loan, 6.00%, Maturing August 4, 2021 |
398 | 365,165 | ||||||
16
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Tallgrass Operations, LLC |
||||||||
| Term Loan, 4.25%, Maturing November 13, 2018 |
1,245 | $ | 1,211,900 | |||||
| Tervita Corporation |
||||||||
| Term Loan, 6.25%, Maturing May 15, 2018 |
4,637 | 4,364,332 | ||||||
|
|
|
|||||||
| $ | 33,722,572 | |||||||
|
|
|
|||||||
| Publishing — 3.4% |
||||||||
| Ascend Learning, LLC |
||||||||
| Term Loan, 6.00%, Maturing July 31, 2019 |
1,762 | $ | 1,759,312 | |||||
| Getty Images, Inc. |
||||||||
| Term Loan, 4.75%, Maturing October 18, 2019 |
5,426 | 4,929,470 | ||||||
| Interactive Data Corporation |
||||||||
| Term Loan, 4.75%, Maturing May 2, 2021 |
1,592 | 1,589,513 | ||||||
| Laureate Education, Inc. |
||||||||
| Term Loan, 5.00%, Maturing June 15, 2018 |
6,445 | 6,074,252 | ||||||
| McGraw-Hill Global Education Holdings, LLC |
||||||||
| Term Loan, 5.75%, Maturing March 22, 2019 |
694 | 694,417 | ||||||
| Merrill Communications, LLC |
||||||||
| Term Loan, 5.75%, Maturing March 8, 2018 |
605 | 606,958 | ||||||
| Multi Packaging Solutions, Inc. |
||||||||
| Term Loan, 4.25%, Maturing September 30, 2020 |
372 | 364,279 | ||||||
| Nelson Education Ltd. |
||||||||
| Term Loan, 6.75%, Maturing July 3, 2014(6) |
431 | 345,178 | ||||||
| Penton Media, Inc. |
||||||||
| Term Loan, 5.50%, Maturing October 3, 2019 |
593 | 593,981 | ||||||
| ProQuest, LLC |
||||||||
| Term Loan, 5.25%, Maturing October 24, 2021 |
675 | 675,281 | ||||||
| Springer Science+Business Media Deutschland GmbH |
||||||||
| Term Loan, 4.75%, Maturing August 14, 2020 |
1,111 | 1,102,301 | ||||||
|
|
|
|||||||
| $ | 18,734,942 | |||||||
|
|
|
|||||||
| Radio and Television — 3.0% |
||||||||
| ALM Media Holdings, Inc. |
||||||||
| Term Loan, 5.50%, Maturing July 31, 2020 |
422 | $ | 416,642 | |||||
| AP NMT Acquisition B.V. |
||||||||
| Term Loan, 6.75%, Maturing August 13, 2021 |
474 | 468,778 | ||||||
| Block Communications, Inc. |
||||||||
| Term Loan, 4.25%, Maturing November 7, 2021 |
224 | 223,876 | ||||||
| Clear Channel Communications, Inc. |
||||||||
| Term Loan, 3.82%, Maturing January 29, 2016 |
10 | 9,437 | ||||||
| Term Loan, 6.92%, Maturing January 30, 2019 |
1,132 | 1,057,772 | ||||||
| Term Loan, 7.67%, Maturing July 30, 2019 |
364 | 345,051 | ||||||
| Cumulus Media Holdings, Inc. |
||||||||
| Term Loan, 4.25%, Maturing December 23, 2020 |
4,137 | 4,051,493 | ||||||
| Entercom Radio, LLC |
||||||||
| Term Loan, 4.00%, Maturing November 23, 2018 |
383 | 382,209 | ||||||
| Gray Television, Inc. |
||||||||
| Term Loan, 3.75%, Maturing June 10, 2021 |
245 | 242,078 | ||||||
| Hubbard Radio, LLC |
||||||||
| Term Loan, 4.50%, Maturing April 29, 2019 |
686 | 679,503 | ||||||
| Media General, Inc. |
||||||||
| Term Loan, 4.25%, Maturing July 31, 2020 |
1,470 | 1,464,376 | ||||||
| Mission Broadcasting, Inc. |
||||||||
| Term Loan, 3.75%, Maturing October 1, 2020 |
634 | 628,488 | ||||||
| Nexstar Broadcasting, Inc. |
||||||||
| Term Loan, 3.75%, Maturing October 1, 2020 |
719 | 712,715 | ||||||
17
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Raycom TV Broadcasting, LLC |
||||||||
| Term Loan, 3.75%, Maturing August 4, 2021 |
847 | $ | 838,162 | |||||
| Sinclair Television Group, Inc. |
||||||||
| Term Loan, 3.00%, Maturing April 9, 2020 |
491 | 478,981 | ||||||
| TWCC Holding Corp. |
||||||||
| Term Loan, 3.50%, Maturing February 13, 2017 |
1,079 | 1,059,380 | ||||||
| Univision Communications, Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 1, 2020 |
3,758 | 3,706,654 | ||||||
|
|
|
|||||||
| $ | 16,765,595 | |||||||
|
|
|
|||||||
| Retailers (Except Food and Drug) — 7.3% |
||||||||
| 99 Cents Only Stores |
||||||||
| Term Loan, 4.50%, Maturing January 11, 2019 |
1,921 | $ | 1,909,160 | |||||
| B&M Retail Limited |
||||||||
| Term Loan, 3.81%, Maturing May 21, 2019 |
GBP | 350 | 519,884 | |||||
| Term Loan, 4.31%, Maturing April 28, 2020 |
GBP | 275 | 410,063 | |||||
| Bass Pro Group, LLC |
||||||||
| Term Loan, 3.75%, Maturing November 20, 2019 |
2,369 | 2,343,447 | ||||||
| CDW, LLC |
||||||||
| Term Loan, 3.25%, Maturing April 29, 2020 |
4,889 | 4,788,232 | ||||||
| David’s Bridal, Inc. |
||||||||
| Term Loan, 5.25%, Maturing October 11, 2019 |
621 | 587,659 | ||||||
| Evergreen Acqco 1 L.P. |
||||||||
| Term Loan, 5.00%, Maturing July 9, 2019 |
658 | 635,950 | ||||||
| Harbor Freight Tools USA, Inc. |
||||||||
| Term Loan, 4.75%, Maturing July 26, 2019 |
1,080 | 1,080,670 | ||||||
| Hudson’s Bay Company |
||||||||
| Term Loan, 4.75%, Maturing November 4, 2020 |
1,276 | 1,280,703 | ||||||
| J. Crew Group, Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 5, 2021 |
2,878 | 2,613,811 | ||||||
| Jo-Ann Stores, Inc. |
||||||||
| Term Loan, 4.00%, Maturing March 16, 2018 |
1,890 | 1,838,076 | ||||||
| Men’s Wearhouse, Inc. (The) |
||||||||
| Term Loan, 4.50%, Maturing June 18, 2021 |
1,446 | 1,446,061 | ||||||
| Michaels Stores, Inc. |
||||||||
| Term Loan, 3.75%, Maturing January 28, 2020 |
2,530 | 2,488,826 | ||||||
| Term Loan, 4.00%, Maturing January 28, 2020 |
995 | 985,827 | ||||||
| Neiman Marcus Group, Inc. (The) |
||||||||
| Term Loan, 4.25%, Maturing October 25, 2020 |
4,246 | 4,122,950 | ||||||
| Party City Holdings, Inc. |
||||||||
| Term Loan, 4.00%, Maturing July 27, 2019 |
2,330 | 2,283,590 | ||||||
| Pep Boys-Manny, Moe & Jack (The) |
||||||||
| Term Loan, 4.25%, Maturing October 11, 2018 |
466 | 462,881 | ||||||
| Petco Animal Supplies, Inc. |
||||||||
| Term Loan, 4.00%, Maturing November 24, 2017 |
2,170 | 2,148,775 | ||||||
| PFS Holding Corporation |
||||||||
| Term Loan, 4.50%, Maturing January 31, 2021 |
968 | 803,181 | ||||||
| Pier 1 Imports (U.S.), Inc. |
||||||||
| Term Loan, 4.50%, Maturing April 30, 2021 |
522 | 517,151 | ||||||
| Pilot Travel Centers, LLC |
||||||||
| Term Loan, 4.25%, Maturing October 1, 2021 |
2,020 | 2,027,512 | ||||||
| Rent-A-Center, Inc. |
||||||||
| Term Loan, 3.75%, Maturing March 19, 2021 |
496 | 491,287 | ||||||
| Spin Holdco, Inc. |
||||||||
| Term Loan, 4.25%, Maturing November 14, 2019 |
2,594 | 2,556,392 | ||||||
| Toys ‘R’ Us Property Company I, LLC |
||||||||
| Term Loan, 6.00%, Maturing August 21, 2019 |
815 | 792,284 | ||||||
18
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| Vivarte SA |
||||||||
| Term Loan, 5.01%, (1.26% Cash, 3.75% PIK), Maturing October 29, 2020(7) |
EUR | 910 | $ | 272,596 | ||||
| Term Loan, 11.01%, (4.01% Cash, 7.00% PIK), Maturing October 29, 2019(8) |
EUR | 589 | 525,215 | |||||
| Wilton Brands, LLC |
||||||||
| Term Loan, 7.50%, Maturing August 30, 2018 |
569 | 536,074 | ||||||
|
|
|
|||||||
| $ | 40,468,257 | |||||||
|
|
|
|||||||
| Steel — 1.8% |
||||||||
| FMG Resources (August 2006) Pty Ltd. |
||||||||
| Term Loan, 3.75%, Maturing June 30, 2019 |
8,259 | $ | 7,314,016 | |||||
| JMC Steel Group, Inc. |
||||||||
| Term Loan, 4.75%, Maturing April 1, 2017 |
674 | 663,254 | ||||||
| Neenah Foundry Company |
||||||||
| Term Loan, 6.75%, Maturing April 26, 2017 |
398 | 394,451 | ||||||
| Patriot Coal Corporation |
||||||||
| Term Loan, 9.00%, Maturing December 15, 2018 |
1,485 | 1,420,031 | ||||||
|
|
|
|||||||
| $ | 9,791,752 | |||||||
|
|
|
|||||||
| Surface Transport — 0.8% |
||||||||
| Hertz Corporation (The) |
||||||||
| Term Loan, 4.00%, Maturing March 11, 2018 |
1,764 | $ | 1,757,937 | |||||
| Stena International S.a.r.l. |
||||||||
| Term Loan, 4.00%, Maturing March 3, 2021 |
1,563 | 1,332,617 | ||||||
| Swift Transportation Co., LLC |
||||||||
| Term Loan, 3.75%, Maturing June 9, 2021 |
1,166 | 1,164,244 | ||||||
|
|
|
|||||||
| $ | 4,254,798 | |||||||
|
|
|
|||||||
| Telecommunications — 3.9% |
||||||||
| Cellular South, Inc. |
||||||||
| Term Loan, 3.25%, Maturing May 23, 2020 |
317 | $ | 314,177 | |||||
| CWC Cayman Finance Limited |
||||||||
| Term Loan, 5.50%, Maturing November 6, 2016 |
400 | 400,750 | ||||||
| Intelsat Jackson Holdings S.A. |
||||||||
| Term Loan, 3.75%, Maturing June 30, 2019 |
7,550 | 7,477,648 | ||||||
| IPC Systems, Inc. |
||||||||
| Term Loan, 6.00%, Maturing November 8, 2020 |
1,045 | 1,040,832 | ||||||
| SBA Senior Finance II, LLC |
||||||||
| Term Loan, 3.25%, Maturing March 24, 2021 |
1,816 | 1,788,259 | ||||||
| Syniverse Holdings, Inc. |
||||||||
| Term Loan, 4.00%, Maturing April 23, 2019 |
1,188 | 1,151,045 | ||||||
| Term Loan, 4.00%, Maturing April 23, 2019 |
1,776 | 1,720,929 | ||||||
| Telesat Canada |
||||||||
| Term Loan, 3.50%, Maturing March 28, 2019 |
6,655 | 6,605,356 | ||||||
| Windstream Corporation |
||||||||
| Term Loan, 3.50%, Maturing August 8, 2019 |
892 | 884,923 | ||||||
|
|
|
|||||||
| $ | 21,383,919 | |||||||
|
|
|
|||||||
| Utilities — 3.2% |
||||||||
| Calpine Construction Finance Company L.P. |
||||||||
| Term Loan, 3.00%, Maturing May 3, 2020 |
1,034 | $ | 1,004,257 | |||||
| Term Loan, 3.25%, Maturing January 31, 2022 |
394 | 383,669 | ||||||
| Calpine Corporation |
||||||||
| Term Loan, 4.00%, Maturing April 1, 2018 |
917 | 912,882 | ||||||
| Term Loan, 4.00%, Maturing April 1, 2018 |
2,695 | 2,684,145 | ||||||
| Term Loan, 4.00%, Maturing October 9, 2019 |
806 | 798,805 | ||||||
| Dynegy Holdings, Inc. |
||||||||
| Term Loan, 4.00%, Maturing April 23, 2020 |
955 | 946,488 | ||||||
19
| Borrower/Tranche Description | Principal Amount* (000’s omitted) |
Value | ||||||
| EFS Cogen Holdings I, LLC |
||||||||
| Term Loan, 3.75%, Maturing December 17, 2020 |
505 | $ | 501,875 | |||||
| Electrical Components International, Inc. |
||||||||
| Term Loan, 5.75%, Maturing May 28, 2021 |
873 | 871,761 | ||||||
| Energy Future Intermediate Holding Co., LLC |
||||||||
| DIP Loan, 4.25%, Maturing June 19, 2016 |
1,725 | 1,727,156 | ||||||
| Equipower Resources Holdings, LLC |
||||||||
| Term Loan, 4.25%, Maturing December 31, 2019 |
566 | 564,874 | ||||||
| Granite Acquisition, Inc. |
||||||||
| Term Loan, 5.00%, Maturing December 19, 2021 |
109 | 109,305 | ||||||
| Term Loan, 5.00%, Maturing December 19, 2021 |
2,466 | 2,484,204 | ||||||
| La Frontera Generation, LLC |
||||||||
| Term Loan, 4.50%, Maturing September 30, 2020 |
1,577 | 1,548,497 | ||||||
| Lonestar Generation, LLC |
||||||||
| Term Loan, 5.25%, Maturing February 20, 2021 |
574 | 564,237 | ||||||
| PowerTeam Services, LLC |
||||||||
| Term Loan, 4.25%, Maturing May 6, 2020 |
14 | 13,675 | ||||||
| Term Loan, 4.25%, Maturing May 6, 2020 |
263 | 256,100 | ||||||
| TPF II Power, LLC |
||||||||
| Term Loan, 5.50%, Maturing October 2, 2021 |
1,350 | 1,355,625 | ||||||
| WTG Holdings III Corp. |
||||||||
| Term Loan, 4.75%, Maturing January 15, 2021 |
396 | 391,545 | ||||||
| Term Loan - Second Lien, 8.50%, Maturing January 15, 2022 |
800 | 787,000 | ||||||
|
|
|
|||||||
| $ | 17,906,100 | |||||||
|
|
|
|||||||
| Total Senior Floating-Rate Interests |
$ | 780,044,398 | ||||||
|
|
|
|||||||
| Corporate Bonds & Notes — 12.2% |
||||||||
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Aerospace and Defense — 0.1% |
||||||||
| Alliant Techsystems, Inc. |
||||||||
| 5.25%, 10/1/21(9) |
45 | $ | 45,338 | |||||
| CBC Ammo, LLC/CBC FinCo, Inc. |
||||||||
| 7.25%, 11/15/21(9) |
75 | 68,625 | ||||||
| KLX, Inc. |
||||||||
| 5.875%, 12/1/22(9) |
10 | 9,900 | ||||||
| TransDigm, Inc. |
||||||||
| 7.50%, 7/15/21 |
10 | 10,650 | ||||||
| 6.00%, 7/15/22(9) |
85 | 85,212 | ||||||
| 6.50%, 7/15/24(9) |
80 | 81,400 | ||||||
|
|
|
|||||||
| $ | 301,125 | |||||||
|
|
|
|||||||
| Air Transport — 0.0%(10) |
||||||||
| Aircastle, Ltd. |
||||||||
| 5.50%, 2/15/22 |
30 | $ | 30,981 | |||||
|
|
|
|||||||
| $ | 30,981 | |||||||
|
|
|
|||||||
| Automotive — 0.1% |
||||||||
| American Axle & Manufacturing, Inc. |
||||||||
| 5.125%, 2/15/19 |
20 | $ | 20,600 | |||||
| Chrysler Group, LLC/CG Co-Issuer, Inc. |
||||||||
| 8.25%, 6/15/21 |
200 | 223,500 | ||||||
20
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| General Motors Financial Co., Inc. |
||||||||
| 4.75%, 8/15/17 |
70 | $ | 74,276 | |||||
| 3.25%, 5/15/18 |
10 | 10,175 | ||||||
| Navistar International Corp. |
||||||||
| 8.25%, 11/1/21 |
105 | 102,769 | ||||||
|
|
|
|||||||
| $ | 431,320 | |||||||
|
|
|
|||||||
| Beverage and Tobacco — 0.1% |
||||||||
| Constellation Brands, Inc. |
||||||||
| 6.00%, 5/1/22 |
105 | $ | 119,175 | |||||
| 4.25%, 5/1/23 |
105 | 107,888 | ||||||
| Cott Beverages, Inc. |
||||||||
| 5.375%, 7/1/22(9) |
65 | 58,500 | ||||||
|
|
|
|||||||
| $ | 285,563 | |||||||
|
|
|
|||||||
| Brokerage/Securities Dealers/Investment Houses — 0.0%(10) |
||||||||
| Alliance Data Systems Corp. |
||||||||
| 6.375%, 4/1/20(9) |
55 | $ | 56,994 | |||||
|
|
|
|||||||
| $ | 56,994 | |||||||
|
|
|
|||||||
| Building and Development — 0.2% |
||||||||
| Building Materials Corp. of America |
||||||||
| 5.375%, 11/15/24(9) |
130 | $ | 132,600 | |||||
| Greystar Real Estate Partners, LLC |
||||||||
| 8.25%, 12/1/22(9) |
50 | 52,125 | ||||||
| HD Supply, Inc. |
||||||||
| 7.50%, 7/15/20 |
110 | 115,775 | ||||||
| 5.25%, 12/15/21(9) |
40 | 41,300 | ||||||
| Hillman Group, Inc. (The) |
||||||||
| 6.375%, 7/15/22(9) |
75 | 73,125 | ||||||
| Interline Brands, Inc. |
||||||||
| 10.00%, 11/15/18(11) |
102 | 107,355 | ||||||
| NCI Building Systems, Inc. |
||||||||
| 8.25%, 1/15/23(9) |
20 | 20,400 | ||||||
| Nortek, Inc. |
||||||||
| 10.00%, 12/1/18 |
85 | 89,675 | ||||||
| 8.50%, 4/15/21 |
40 | 42,700 | ||||||
| TRI Pointe Holdings, Inc. |
||||||||
| 4.375%, 6/15/19(9) |
45 | 43,031 | ||||||
| 5.875%, 6/15/24(9) |
50 | 48,313 | ||||||
| USG Corp. |
||||||||
| 5.875%, 11/1/21(9) |
35 | 36,400 | ||||||
|
|
|
|||||||
| $ | 802,799 | |||||||
|
|
|
|||||||
| Business Equipment and Services — 0.1% |
||||||||
| Acosta, Inc. |
||||||||
| 7.75%, 10/1/22(9) |
140 | $ | 141,750 | |||||
| Audatex North America, Inc. |
||||||||
| 6.00%, 6/15/21(9) |
70 | 73,150 | ||||||
| FTI Consulting, Inc. |
||||||||
| 6.00%, 11/15/22 |
40 | 42,250 | ||||||
| IMS Health, Inc. |
||||||||
| 6.00%, 11/1/20(9) |
75 | 78,281 | ||||||
| ServiceMaster Co. (The) |
||||||||
| 8.00%, 2/15/20 |
37 | 39,313 | ||||||
| 7.00%, 8/15/20 |
26 | 27,235 | ||||||
21
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| TransUnion Holding Co., Inc. |
||||||||
| 8.125%, 6/15/18 |
105 | $ | 107,362 | |||||
| United Rentals North America, Inc. |
||||||||
| 8.375%, 9/15/20 |
20 | 21,430 | ||||||
| 7.625%, 4/15/22 |
40 | 44,300 | ||||||
| 6.125%, 6/15/23 |
35 | 36,531 | ||||||
|
|
|
|||||||
| $ | 611,602 | |||||||
|
|
|
|||||||
| Cable and Satellite Television — 1.0% |
||||||||
| AMC Networks, Inc. |
||||||||
| 7.75%, 7/15/21 |
45 | $ | 48,825 | |||||
| 4.75%, 12/15/22 |
35 | 35,000 | ||||||
| CCO Holdings, LLC/CCO Holdings Capital Corp. |
||||||||
| 5.25%, 9/30/22 |
155 | 156,162 | ||||||
| 5.75%, 1/15/24 |
70 | 71,050 | ||||||
| CCOH Safari, LLC |
||||||||
| 5.50%, 12/1/22 |
80 | 80,800 | ||||||
| 5.75%, 12/1/24 |
95 | 96,544 | ||||||
| CSC Holdings, LLC |
||||||||
| 5.25%, 6/1/24(9) |
30 | 30,150 | ||||||
| DISH DBS Corp. |
||||||||
| 6.75%, 6/1/21 |
205 | 223,194 | ||||||
| 5.875%, 7/15/22 |
35 | 35,438 | ||||||
| 5.875%, 11/15/24 |
30 | 30,225 | ||||||
| IAC/InterActiveCorp |
||||||||
| 4.875%, 11/30/18 |
55 | 56,788 | ||||||
| Numericable Group SA |
||||||||
| 4.875%, 5/15/19(9) |
390 | 391,462 | ||||||
| Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH |
||||||||
| 5.50%, 1/15/23(9) |
1,000 | 1,042,500 | ||||||
| Virgin Media Secured Finance PLC |
||||||||
| 5.375%, 4/15/21(9) |
925 | 964,312 | ||||||
| 6.00%, 4/15/21(9) |
GBP | 950 | 1,516,744 | |||||
| 5.50%, 1/15/25(9) |
550 | 573,375 | ||||||
|
|
|
|||||||
| $ | 5,352,569 | |||||||
|
|
|
|||||||
| Chemicals and Plastics — 1.6% |
||||||||
| Hexion US Finance Corp. |
||||||||
| 6.625%, 4/15/20 |
2,950 | $ | 2,809,875 | |||||
| Ineos Finance PLC |
||||||||
| 7.25%, 2/15/19(9)(12) |
EUR | 1,000 | 1,159,097 | |||||
| 8.375%, 2/15/19(9) |
1,825 | 1,948,187 | ||||||
| 7.50%, 5/1/20(9) |
800 | 849,000 | ||||||
| PSPC Escrow Corp. |
||||||||
| 6.50%, 2/1/22(9)(13) |
60 | 61,500 | ||||||
| Rockwood Specialties Group, Inc. |
||||||||
| 4.625%, 10/15/20 |
130 | 135,688 | ||||||
| Trinseo Materials Operating S.C.A. |
||||||||
| 8.75%, 2/1/19 |
1,800 | 1,825,875 | ||||||
| Tronox Finance, LLC |
||||||||
| 6.375%, 8/15/20 |
155 | 154,612 | ||||||
| W.R. Grace & Co. |
||||||||
| 5.125%, 10/1/21(9) |
30 | 31,275 | ||||||
| 5.625%, 10/1/24(9) |
10 | 10,763 | ||||||
|
|
|
|||||||
| $ | 8,985,872 | |||||||
|
|
|
|||||||
22
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Conglomerates — 0.1% |
||||||||
| Belden, Inc. |
||||||||
| 5.50%, 9/1/22(9) |
20 | $ | 20,000 | |||||
| Harbinger Group, Inc. |
||||||||
| 7.875%, 7/15/19 |
65 | 68,900 | ||||||
| Spectrum Brands, Inc. |
||||||||
| 6.375%, 11/15/20 |
50 | 53,250 | ||||||
| 6.625%, 11/15/22 |
30 | 32,175 | ||||||
| TMS International Corp. |
||||||||
| 7.625%, 10/15/21(9) |
60 | 60,000 | ||||||
|
|
|
|||||||
| $ | 234,325 | |||||||
|
|
|
|||||||
| Containers and Glass Products — 0.7% |
||||||||
| Beverage Packaging Holdings Luxembourg II SA/Beverage Packaging Holdings II Issuer, Inc. |
||||||||
| 5.625%, 12/15/16(9) |
15 | $ | 14,812 | |||||
| Reynolds Group Holdings, Inc. |
||||||||
| 5.75%, 10/15/20 |
3,875 | 3,971,875 | ||||||
| Sealed Air Corp. |
||||||||
| 8.375%, 9/15/21(9) |
10 | 11,275 | ||||||
| 4.875%, 12/1/22(9) |
20 | 20,450 | ||||||
| Signode Industrial Group Lux SA/Signode Industrial Group US, Inc. |
||||||||
| 6.375%, 5/1/22(9) |
40 | 38,200 | ||||||
|
|
|
|||||||
| $ | 4,056,612 | |||||||
|
|
|
|||||||
| Cosmetics/Toiletries — 0.1% |
||||||||
| Alphabet Holding Co., Inc. |
||||||||
| 7.75%, 11/1/17(11) |
235 | $ | 204,450 | |||||
| Party City Holdings, Inc. |
||||||||
| 8.875%, 8/1/20 |
120 | 130,200 | ||||||
|
|
|
|||||||
| $ | 334,650 | |||||||
|
|
|
|||||||
| Drugs — 0.1% |
||||||||
| ConvaTec Finance International SA |
||||||||
| 8.25%, 1/15/19(9)(11) |
200 | $ | 202,000 | |||||
| Valeant Pharmaceuticals International, Inc. |
||||||||
| 6.375%, 10/15/20(9) |
200 | 212,250 | ||||||
| 7.50%, 7/15/21(9) |
50 | 54,937 | ||||||
| 5.50%, 3/1/23(9) |
30 | 30,769 | ||||||
|
|
|
|||||||
| $ | 499,956 | |||||||
|
|
|
|||||||
| Ecological Services and Equipment — 0.0%(10) |
||||||||
| ADS Waste Holdings, Inc. |
||||||||
| 8.25%, 10/1/20 |
50 | $ | 50,750 | |||||
| Clean Harbors, Inc. |
||||||||
| 5.25%, 8/1/20 |
50 | 50,750 | ||||||
| 5.125%, 6/1/21 |
25 | 25,313 | ||||||
| Covanta Holding Corp. |
||||||||
| 5.875%, 3/1/24 |
45 | 46,519 | ||||||
| Darling Ingredients, Inc. |
||||||||
| 5.375%, 1/15/22(9) |
25 | 25,031 | ||||||
|
|
|
|||||||
| $ | 198,363 | |||||||
|
|
|
|||||||
| Electronics/Electrical — 0.2% |
||||||||
| Alcatel-Lucent USA, Inc. |
||||||||
| 4.625%, 7/1/17(9) |
35 | $ | 35,744 | |||||
| 8.875%, 1/1/20(9) |
260 | 284,050 | ||||||
23
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| CommScope Holding Co., Inc. |
||||||||
| 6.625%, 6/1/20(9)(11) |
55 | $ | 55,687 | |||||
| Freescale Semiconductor, Inc. |
||||||||
| 6.00%, 1/15/22(9) |
55 | 58,300 | ||||||
| Infor US, Inc. |
||||||||
| 9.375%, 4/1/19 |
60 | 64,725 | ||||||
| Micron Technology, Inc. |
||||||||
| 5.25%, 8/1/23(9)(13) |
110 | 110,344 | ||||||
| Nuance Communications, Inc. |
||||||||
| 5.375%, 8/15/20(9) |
120 | 121,800 | ||||||
| Open Text Corp. |
||||||||
| 5.625%, 1/15/23(9) |
30 | 30,900 | ||||||
| Sensata Technologies B.V. |
||||||||
| 5.625%, 11/1/24(9) |
15 | 15,919 | ||||||
| Zebra Technologies Corp. |
||||||||
| 7.25%, 10/15/22(9) |
100 | 107,500 | ||||||
|
|
|
|||||||
| $ | 884,969 | |||||||
|
|
|
|||||||
| Equipment Leasing — 0.3% |
||||||||
| International Lease Finance Corp. |
||||||||
| 8.625%, 9/15/15 |
1,000 | $ | 1,042,500 | |||||
| 6.75%, 9/1/16(9) |
350 | 374,500 | ||||||
| 7.125%, 9/1/18(9) |
350 | 395,062 | ||||||
|
|
|
|||||||
| $ | 1,812,062 | |||||||
|
|
|
|||||||
| Financial Intermediaries — 1.1% |
||||||||
| CIT Group, Inc. |
||||||||
| 5.50%, 2/15/19(9) |
45 | $ | 47,881 | |||||
| 5.375%, 5/15/20 |
10 | 10,713 | ||||||
| First Data Corp. |
||||||||
| 7.375%, 6/15/19(9) |
1,000 | 1,051,250 | ||||||
| 6.75%, 11/1/20(9) |
962 | 1,031,745 | ||||||
| 11.25%, 1/15/21 |
42 | 47,722 | ||||||
| 10.625%, 6/15/21 |
42 | 47,827 | ||||||
| 11.75%, 8/15/21 |
56 | 64,241 | ||||||
| Ford Motor Credit Co., LLC |
||||||||
| 12.00%, 5/15/15 |
2,250 | 2,320,909 | ||||||
| Icahn Enterprises, LP/Icahn Enterprises Finance Corp. |
||||||||
| 3.50%, 3/15/17 |
45 | 45,169 | ||||||
| 6.00%, 8/1/20 |
40 | 42,044 | ||||||
| JPMorgan Chase & Co. |
||||||||
| 6.75% to 2/1/24, 1/29/49(14) |
80 | 85,975 | ||||||
| MSCI, Inc. |
||||||||
| 5.25%, 11/15/24(9) |
20 | 20,900 | ||||||
| Navient Corp. |
||||||||
| 5.50%, 1/15/19 |
160 | 165,920 | ||||||
| 5.00%, 10/26/20 |
30 | 30,038 | ||||||
| 5.875%, 10/25/24 |
30 | 28,425 | ||||||
| UPCB Finance II, Ltd. |
||||||||
| 6.375%, 7/1/20(9) |
EUR | 1,000 | 1,187,912 | |||||
|
|
|
|||||||
| $ | 6,228,671 | |||||||
|
|
|
|||||||
| Food Products — 0.9% |
||||||||
| Iceland Bondco PLC |
||||||||
| 4.81%, 7/15/20(9)(12) |
GBP | 4,000 | $ | 4,407,747 | ||||
| 6.25%, 7/15/21(9) |
GBP | 400 | 456,102 | |||||
24
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Post Holdings, Inc. |
||||||||
| 6.75%, 12/1/21(9) |
30 | $ | 29,400 | |||||
| 6.00%, 12/15/22(9) |
35 | 33,556 | ||||||
| WhiteWave Foods Co. (The) |
||||||||
| 5.375%, 10/1/22 |
25 | 26,437 | ||||||
|
|
|
|||||||
| $ | 4,953,242 | |||||||
|
|
|
|||||||
| Food Service — 0.0%(10) |
||||||||
| Pinnacle Operating Corp. |
||||||||
| 9.00%, 11/15/20(9) |
20 | $ | 20,450 | |||||
|
|
|
|||||||
| $ | 20,450 | |||||||
|
|
|
|||||||
| Food/Drug Retailers — 0.0%(10) |
||||||||
| Pantry, Inc. (The) |
||||||||
| 8.375%, 8/1/20 |
70 | $ | 77,000 | |||||
|
|
|
|||||||
| $ | 77,000 | |||||||
|
|
|
|||||||
| Health Care — 1.1% |
||||||||
| Air Medical Group Holdings, Inc. |
||||||||
| 9.25%, 11/1/18 |
4 | $ | 4,210 | |||||
| Alere, Inc. |
||||||||
| 8.625%, 10/1/18 |
45 | 46,800 | ||||||
| 6.50%, 6/15/20 |
35 | 35,963 | ||||||
| Amsurg Corp. |
||||||||
| 5.625%, 11/30/20 |
50 | 51,375 | ||||||
| 5.625%, 7/15/22(9) |
45 | 46,744 | ||||||
| Biomet, Inc. |
||||||||
| 6.50%, 8/1/20 |
170 | 181,687 | ||||||
| Capsugel SA |
||||||||
| 7.00%, 5/15/19(9)(11) |
25 | 25,516 | ||||||
| Centene Corp. |
||||||||
| 4.75%, 5/15/22 |
20 | 20,325 | ||||||
| CHS/Community Health Systems, Inc. |
||||||||
| 5.125%, 8/15/18 |
2,190 | 2,273,220 | ||||||
| 7.125%, 7/15/20 |
120 | 127,950 | ||||||
| 6.875%, 2/1/22(9) |
110 | 117,562 | ||||||
| HCA Holdings, Inc. |
||||||||
| 6.25%, 2/15/21 |
85 | 92,438 | ||||||
| HCA, Inc. |
||||||||
| 6.50%, 2/15/20 |
15 | 16,894 | ||||||
| 4.75%, 5/1/23 |
1,050 | 1,102,500 | ||||||
| 5.375%, 2/1/25 |
25 | 25,953 | ||||||
| HealthSouth Corp. |
||||||||
| 5.75%, 11/1/24 |
20 | 20,750 | ||||||
| Hologic, Inc. |
||||||||
| 6.25%, 8/1/20 |
245 | 256,637 | ||||||
| Kinetic Concepts, Inc./KCI USA, Inc. |
||||||||
| 10.50%, 11/1/18 |
45 | 49,500 | ||||||
| MPH Acquisition Holdings, LLC |
||||||||
| 6.625%, 4/1/22(9) |
175 | 182,000 | ||||||
| Omnicare, Inc. |
||||||||
| 4.75%, 12/1/22 |
15 | 15,600 | ||||||
| Opal Acquisition, Inc. |
||||||||
| 8.875%, 12/15/21(9) |
60 | 61,500 | ||||||
| Salix Pharmaceuticals, Ltd. |
||||||||
| 6.00%, 1/15/21(9) |
100 | 106,500 | ||||||
25
| Security | Principal Amount* (000’s omitted) |
Value | ||||||
| Teleflex, Inc. |
||||||||
| 5.25%, 6/15/24(9) |
20 | $ | 20,250 | |||||
| Tenet Healthcare Corp. |
||||||||
| 5.00%, 3/1/19(9) |
25 | 25,000 | ||||||
| 6.00%, 10/1/20 |
55 | 59,538 | ||||||
| 4.375%, 10/1/21 |
600 | 602,250 | ||||||
| 8.125%, 4/1/22 |
105 | 118,650 | ||||||
| United Surgical Partners International, Inc. |
||||||||
| 9.00%, 4/1/20 |
60 | 64,500 | ||||||
| VWR Funding, Inc. |
||||||||
| 7.25%, 9/15/17 |
||||||||