N-Q 1 d27541dnq.htm EATON VANCE SENIOR INCOME TRUST Eaton Vance Senior Income Trust

 

 

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

811-09013

Investment Company Act File Number

Eaton Vance Senior Income 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)

June 30

Date of Fiscal Year End

September 30, 2015

Date of Reporting Period

 

 

 


Item 1. Schedule of Investments


Eaton Vance

Senior Income Trust

September 30, 2015

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 144.7%(1)

 

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

Aerospace and Defense — 1.8%

     

BE Aerospace, Inc.

     

Term Loan, 4.00%, Maturing December 16, 2021

     469       $ 471,317   

IAP Worldwide Services, Inc.

     

Revolving Loan, Maturing July 18, 2018(2)

     161         150,334   

Term Loan - Second Lien, 8.00%, Maturing July 18, 2019(4)

     220         175,848   

Silver II US Holdings, LLC

     

Term Loan, 4.00%, Maturing December 13, 2019

     915         839,855   

TransDigm, Inc.

     

Term Loan, 3.75%, Maturing February 28, 2020

     1,997         1,980,906   

Term Loan, 3.75%, Maturing June 4, 2021

     889         881,252   
     

 

 

 
      $ 4,499,512   
     

 

 

 

Air Transport — 0.4%

     

Virgin America, Inc.

     

Term Loan, 4.50%, Maturing April 4, 2019

     1,150       $ 1,000,270   
     

 

 

 
      $ 1,000,270   
     

 

 

 

Automotive — 5.2%

     

Affinia Group Intermediate Holdings, Inc.

     

Term Loan, 5.06%, Maturing April 27, 2020

     743       $ 745,728   

Allison Transmission, Inc.

     

Term Loan, 3.50%, Maturing August 23, 2019

     1,671         1,673,852   

Chrysler Group, LLC

     

Term Loan, 3.50%, Maturing May 24, 2017

     914         912,097   

Term Loan, 3.25%, Maturing December 31, 2018

     1,034         1,026,752   

CS Intermediate Holdco 2, LLC

     

Term Loan, 4.00%, Maturing April 4, 2021

     321         319,493   

Dayco Products, LLC

     

Term Loan, 5.25%, Maturing December 12, 2019

     468         468,752   

Federal-Mogul Holdings Corporation

     

Term Loan, 4.75%, Maturing April 15, 2021

     1,931         1,841,214   

Goodyear Tire & Rubber Company (The)

     

Term Loan - Second Lien, 3.75%, Maturing April 30, 2019

     2,813         2,822,572   

Horizon Global Corporation

     

Term Loan, 7.00%, Maturing May 11, 2022

     247         244,406   

MPG Holdco I, Inc.

     

Term Loan, 3.75%, Maturing October 20, 2021

     1,024         1,023,196   

Schaeffler AG

     

Term Loan, 4.25%, Maturing May 15, 2020

     442         443,344   

TI Group Automotive Systems, LLC

     

Term Loan, 4.50%, Maturing June 30, 2022

   EUR 375         413,438   

Term Loan, 4.50%, Maturing June 30, 2022

     575         565,417   

Tower Automotive Holdings USA, LLC

     

Term Loan, 4.00%, Maturing April 23, 2020

     369         365,765   

Visteon Corporation

     

Term Loan, 3.50%, Maturing April 9, 2021

     306         305,291   
     

 

 

 
      $ 13,171,317   
     

 

 

 

Beverage and Tobacco — 0.3%

     

Flavors Holdings, Inc.

     

Term Loan, 6.75%, Maturing April 3, 2020

     356       $ 340,219   

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

     500         480,000   
     

 

 

 
      $ 820,219   
     

 

 

 

 

1

 

 


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

Brokerage/Securities Dealers/Investment Houses — 0.3%

     

Astro AB Borrower, Inc.

     

Term Loan, 5.50%, Maturing April 30, 2022

     150       $ 150,373   

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

     125         125,000   

Salient Partners L.P.

     

Term Loan, 7.50%, Maturing May 19, 2021

     395         389,075   
     

 

 

 
      $ 664,448   
     

 

 

 

Building and Development — 2.6%

     

ABC Supply Co., Inc.

     

Term Loan, 3.50%, Maturing April 16, 2020

     613       $ 609,884   

Auction.com, LLC

     

Term Loan, 6.00%, Maturing May 8, 2022

     498         497,189   

CPG International, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     294         291,795   

DTZ U.S. Borrower, LLC

     

Term Loan, 4.25%, Maturing November 4, 2021

     1,272         1,261,281   

Gates Global, Inc.

     

Term Loan, 4.25%, Maturing July 5, 2021

     2,239         2,130,285   

Headwaters, Inc.

     

Term Loan, 4.50%, Maturing March 24, 2022

     100         100,249   

Quikrete Holdings, Inc.

     

Term Loan, 4.00%, Maturing September 28, 2020

     449         448,365   

RE/MAX International, Inc.

     

Term Loan, 4.25%, Maturing July 31, 2020

     751         753,371   

Summit Materials Companies I, LLC

     

Term Loan, 4.25%, Maturing July 17, 2022

     299         298,876   

WireCo WorldGroup, Inc.

     

Term Loan, 6.00%, Maturing February 15, 2017

     298         298,633   
     

 

 

 
      $ 6,689,928   
     

 

 

 

Business Equipment and Services — 11.6%

     

Acosta Holdco, Inc.

     

Term Loan, 4.25%, Maturing September 26, 2021

     1,638       $ 1,624,135   

AlixPartners, LLP

     

Term Loan, 4.50%, Maturing July 28, 2022

     300         300,047   

Altisource Solutions S.a.r.l.

     

Term Loan, 4.50%, Maturing December 9, 2020

     1,301         1,157,448   

AVSC Holding Corp.

     

Term Loan, 4.50%, Maturing January 24, 2021

     197         196,507   

BakerCorp International, Inc.

     

Term Loan, 4.25%, Maturing February 14, 2020

     414         395,781   

Brickman Group Ltd., LLC

     

Term Loan, 4.00%, Maturing December 18, 2020

     393         388,427   

Brock Holdings III, Inc.

     

Term Loan, 6.00%, Maturing March 16, 2017

     541         526,005   

CCC Information Services, Inc.

     

Term Loan, 4.00%, Maturing December 20, 2019

     219         218,514   

Ceridian, LLC

     

Term Loan, 4.50%, Maturing September 15, 2020

     307         291,684   

Corporate Capital Trust, Inc.

     

Term Loan, 4.00%, Maturing May 15, 2019

     468         467,875   

CPM Holdings, Inc.

     

Term Loan, 6.00%, Maturing April 11, 2022

     125         125,155   

Crossmark Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 20, 2019

     716         631,349   

Education Management, LLC

     

Term Loan, 5.50%, Maturing July 2, 2020(4)

     135         64,405   

Term Loan, 8.50%, (2.00% Cash, 6.50% PIK), Maturing July 2, 2020(4)

     232         60,892   

EIG Investors Corp.

     

Term Loan, 5.00%, Maturing November 9, 2019

     2,337         2,341,997   

 

2

 

 


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

Emdeon Business Services, LLC

     

Term Loan, 3.75%, Maturing November 2, 2018

     702       $ 700,943   

Extreme Reach, Inc.

     

Term Loan, 6.75%, Maturing February 7, 2020

     797         794,301   

Garda World Security Corporation

     

Term Loan, 4.00%, Maturing November 6, 2020

     55         54,264   

Term Loan, 4.00%, Maturing November 6, 2020

     489         482,569   

Term Loan, 4.75%, Maturing November 6, 2020

   CAD 295         215,348   

IG Investment Holdings, LLC

     

Term Loan, 6.00%, Maturing October 29, 2021

     223         222,999   

IMS Health Incorporated

     

Term Loan, 3.50%, Maturing March 17, 2021

     1,196         1,192,560   

Information Resources, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     588         589,896   

ION Trading Technologies S.a.r.l.

     

Term Loan, 4.25%, Maturing June 10, 2021

     225         223,312   

Term Loan, 4.50%, Maturing June 10, 2021

   EUR 563         630,659   

KAR Auction Services, Inc.

     

Term Loan, 3.50%, Maturing March 11, 2021

     1,363         1,363,299   

Kronos Incorporated

     

Term Loan, 4.50%, Maturing October 30, 2019

     1,195         1,194,019   

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

     549         563,911   

MCS AMS Sub-Holdings, LLC

     

Term Loan, 7.50%, Maturing October 15, 2019(4)

     488         337,441   

Monitronics International, Inc.

     

Term Loan, 4.25%, Maturing March 23, 2018

     263         262,298   

Term Loan, 4.50%, Maturing April 2, 2022

     323         322,567   

PGX Holdings, Inc.

     

Term Loan, 5.75%, Maturing September 29, 2020

     263         264,147   

RCS Capital Corporation

     

Term Loan, 7.50%, Maturing April 29, 2019

     1,089         1,034,831   

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

     500         475,000   

Sensus USA, Inc.

     

Term Loan, 4.50%, Maturing May 9, 2017

     334         332,976   

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

     500         497,500   

ServiceMaster Company

     

Term Loan, 4.25%, Maturing July 1, 2021

     1,936         1,939,364   

SunGard Data Systems, Inc.

     

Term Loan, 3.95%, Maturing February 28, 2017

     1,240         1,241,631   

Term Loan, 4.00%, Maturing March 8, 2020

     3,116         3,119,411   

TNS, Inc.

     

Term Loan, 5.00%, Maturing February 14, 2020

     430         431,441   

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

     

Term Loan, 5.75%, Maturing September 2, 2021

     571         569,928   

WASH Multifamily Laundry Systems, LLC

     

Term Loan, 4.25%, Maturing May 14, 2022

     22         22,076   

Term Loan, 4.25%, Maturing May 14, 2022

     127         126,053   

West Corporation

     

Term Loan, 3.25%, Maturing June 30, 2018

     1,689         1,673,066   
     

 

 

 
      $ 29,668,031   
     

 

 

 

Cable and Satellite Television — 3.6%

     

Cequel Communications, LLC

     

Term Loan, 3.50%, Maturing February 14, 2019

     798       $ 792,898   

Charter Communications Operating, LLC

     

Term Loan, 3.50%, Maturing January 24, 2023

     1,000         995,391   

MCC Iowa, LLC

     

Term Loan, 3.75%, Maturing June 30, 2021

     420         418,899   

Neptune Finco Corp.

     

Term Loan, Maturing September 21, 2022(2)

     1,900         1,889,482   

 

3

 

 


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

Numericable Group SA

     

Term Loan, 4.00%, Maturing July 29, 2022

   EUR 350       $ 389,827   

Term Loan, 4.00%, Maturing July 31, 2022

     175         172,875   

Numericable U.S., LLC

     

Term Loan, 4.50%, Maturing May 21, 2020

     506         503,793   

Term Loan, 4.50%, Maturing May 21, 2020

     585         582,328   

Virgin Media Investment Holdings Limited

     

Term Loan, 3.50%, Maturing June 30, 2023

     1,323         1,306,115   

Term Loan, 4.25%, Maturing June 30, 2023

   GBP 750         1,123,216   

Ziggo B.V.

     

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 191         211,335   

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 297         328,051   

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 537         593,779   
     

 

 

 
      $ 9,307,989   
     

 

 

 

Chemicals and Plastics — 7.0%

     

Allnex (Luxembourg) & Cy S.C.A.

     

Term Loan, 4.50%, Maturing October 3, 2019

     145       $ 144,934   

Allnex USA, Inc.

     

Term Loan, 4.50%, Maturing October 3, 2019

     75         75,199   

Aruba Investments, Inc.

     

Term Loan, 4.50%, Maturing February 2, 2022

     150         150,557   

Axalta Coating Systems US Holdings, Inc.

     

Term Loan, 3.75%, Maturing February 1, 2020

     1,798         1,788,752   

AZ Chem US, Inc.

     

Term Loan, 4.50%, Maturing June 12, 2021

     1,217         1,217,283   

Chemours Company (The)

     

Term Loan, 3.75%, Maturing May 12, 2022

     499         435,575   

ECO Services Operations, LLC

     

Term Loan, 4.75%, Maturing December 4, 2021

     596         593,512   

Emerald Performance Materials, LLC

     

Term Loan, 4.50%, Maturing August 1, 2021

     248         247,191   

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

     275         272,937   

Flint Group GmbH

     

Term Loan, 4.50%, Maturing September 7, 2021

     74         72,902   

Flint Group US, LLC

     

Term Loan, 4.50%, Maturing September 7, 2021

     446         441,929   

Gemini HDPE, LLC

     

Term Loan, 4.75%, Maturing August 7, 2021

     817         814,036   

Huntsman International, LLC

     

Term Loan, 3.75%, Maturing October 1, 2021

     470         459,614   

Ineos US Finance, LLC

     

Term Loan, 3.75%, Maturing May 4, 2018

     2,077         2,024,076   

Term Loan, 4.25%, Maturing March 31, 2022

   EUR 224         243,028   

Term Loan, 4.25%, Maturing March 31, 2022

     348         339,434   

Kronos Worldwide, Inc.

     

Term Loan, 4.00%, Maturing February 18, 2020

     148         134,083   

MacDermid, Inc.

     

Term Loan, 4.50%, Maturing June 7, 2020

     639         620,014   

Term Loan, 4.75%, Maturing June 7, 2020

     298         291,795   

Minerals Technologies, Inc.

     

Term Loan, 3.75%, Maturing May 9, 2021

     643         639,480   

Orion Engineered Carbons GmbH

     

Term Loan, 5.00%, Maturing July 25, 2021

     272         273,271   

Term Loan, 5.00%, Maturing July 25, 2021

   EUR 470         528,906   

OXEA Finance, LLC

     

Term Loan, 4.25%, Maturing January 15, 2020

     344         333,989   

Term Loan - Second Lien, 8.25%, Maturing July 15, 2020

     500         445,000   

PQ Corporation

     

Term Loan, 4.00%, Maturing August 7, 2017

     584         582,589   

 

4

 

 


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

Solenis International L.P.

     

Term Loan, 4.25%, Maturing July 31, 2021

     149       $ 146,644   

Term Loan, 4.50%, Maturing July 31, 2021

   EUR 470         527,181   

Sonneborn Refined Products B.V.

     

Term Loan, 4.75%, Maturing December 10, 2020

     33         33,539   

Sonneborn, LLC

     

Term Loan, 4.75%, Maturing December 10, 2020

     190         190,053   

Trinseo Materials Operating S.C.A.

     

Term Loan, 4.25%, Maturing November 5, 2021

     150         148,994   

Tronox Pigments (Netherlands) B.V.

     

Term Loan, 4.25%, Maturing March 19, 2020

     1,488         1,303,195   

Univar, Inc.

     

Term Loan, 4.25%, Maturing July 1, 2022

     1,600         1,577,750   

Zep, Inc.

     

Term Loan, 5.75%, Maturing June 27, 2022

     673         672,471   
     

 

 

 
      $ 17,769,913   
     

 

 

 

Clothing/Textiles — 0.3%

     

Ascena Retail Group, Inc.

     

Term Loan, 5.25%, Maturing August 21, 2022

     800       $ 772,666   
     

 

 

 
      $ 772,666   
     

 

 

 

Conglomerates — 0.8%

     

Bestway UK Holdco Limited

     

Term Loan, 5.26%, Maturing October 6, 2021

   GBP 551       $ 837,043   

RGIS Services, LLC

     

Term Loan, 5.50%, Maturing October 18, 2017

     1,379         1,151,121   
     

 

 

 
      $ 1,988,164   
     

 

 

 

Containers and Glass Products — 3.0%

     

Berry Plastics Holding Corporation

     

Term Loan, 3.50%, Maturing February 8, 2020

     1,048       $ 1,041,137   

Term Loan, 3.75%, Maturing January 6, 2021

     294         293,096   

Term Loan, Maturing September 10, 2022(2)

     550         549,853   

Hilex Poly Co., LLC

     

Term Loan, 6.00%, Maturing December 5, 2021

     746         747,649   

Libbey Glass, Inc.

     

Term Loan, 3.75%, Maturing April 9, 2021

     198         196,759   

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

     

Term Loan, 4.25%, Maturing March 13, 2022

   EUR 970         1,086,389   

Onex Wizard US Acquisition, Inc.

     

Term Loan, 4.25%, Maturing March 13, 2022

     597         597,622   

Pelican Products, Inc.

     

Term Loan, 5.25%, Maturing April 10, 2020

     432         432,205   

Reynolds Group Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 1, 2018

     1,648         1,650,940   

TricorBraun, Inc.

     

Term Loan, 4.00%, Maturing May 3, 2018

     298         297,208   

Verallia

     

Term Loan, Maturing July 24, 2022(2)

   EUR 800         896,993   
     

 

 

 
      $ 7,789,851   
     

 

 

 

Cosmetics/Toiletries — 1.2%

     

KIK Custom Products, Inc.

     

Term Loan, 6.00%, Maturing August 14, 2022

     775       $ 760,146   

Prestige Brands, Inc.

     

Term Loan, 3.50%, Maturing September 3, 2021

     285         285,125   

Revlon Consumer Products Corporation

     

Term Loan, 4.00%, Maturing October 8, 2019

     579         579,333   

Sun Products Corporation (The)

     

Term Loan, 5.50%, Maturing March 23, 2020

     1,543         1,458,573   
     

 

 

 
      $ 3,083,177   
     

 

 

 

 

5

 

 


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

Drugs — 3.2%

     

Alkermes, Inc.

     

Term Loan, 3.50%, Maturing September 18, 2019

     194       $ 194,567   

AMAG Pharmaceuticals, Inc.

     

Term Loan, 4.75%, Maturing August 13, 2021

     525         521,719   

DPx Holdings B.V.

     

Term Loan, 4.25%, Maturing March 11, 2021

     420         414,337   

Term Loan, 4.50%, Maturing March 11, 2021

   EUR 99         110,527   

Term Loan, 4.50%, Maturing March 11, 2021

   EUR 224         250,565   

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

     

Term Loan, 3.75%, Maturing September 26, 2022

     1,300         1,298,274   

Mallinckrodt International Finance S.A.

     

Term Loan, 3.25%, Maturing March 19, 2021

     739         727,515   

Valeant Pharmaceuticals International, Inc.

     

Term Loan, 3.75%, Maturing December 11, 2019

     1,302         1,284,007   

Term Loan, 3.75%, Maturing August 5, 2020

     1,553         1,532,206   

Term Loan, 4.00%, Maturing April 1, 2022

     1,791         1,774,863   
     

 

 

 
      $ 8,108,580   
     

 

 

 

Ecological Services and Equipment — 0.8%

     

ADS Waste Holdings, Inc.

     

Term Loan, 3.75%, Maturing October 9, 2019

     936       $ 927,025   

EnergySolutions, LLC

     

Term Loan, 6.75%, Maturing May 29, 2020

     1,099         1,088,977   
     

 

 

 
      $ 2,016,002   
     

 

 

 

Electronics/Electrical — 13.6%

     

Answers Corporation

     

Term Loan, 6.25%, Maturing October 3, 2021

     1,043       $ 761,659   

Avago Technologies Cayman Ltd.

     

Term Loan, 3.75%, Maturing May 6, 2021

     2,640         2,641,344   

Campaign Monitor Finance Pty Limited

     

Term Loan, 6.25%, Maturing March 18, 2021

     342         341,086   

Carros Finance Luxembourg S.a.r.l.

     

Term Loan, 4.50%, Maturing September 30, 2021

     173         173,088   

CommScope, Inc.

     

Term Loan, 3.75%, Maturing December 29, 2022

     450         449,930   

CompuCom Systems, Inc.

     

Term Loan, 4.25%, Maturing May 11, 2020

     351         288,729   

Dealertrack Technologies, Inc.

     

Term Loan, 5.00%, Maturing February 28, 2021

     239         238,058   

Dell International, LLC

     

Term Loan, 4.00%, Maturing April 29, 2020

     2,918         2,912,940   

Deltek, Inc.

     

Term Loan, 5.00%, Maturing June 25, 2022

     150         149,781   

Term Loan - Second Lien, 9.50%, Maturing June 17, 2023

     200         201,083   

Entegris, Inc.

     

Term Loan, 3.50%, Maturing April 30, 2021

     168         167,381   

Excelitas Technologies Corp.

     

Term Loan, 6.00%, Maturing October 31, 2020

     412         400,235   

Eze Castle Software, Inc.

     

Term Loan, 4.00%, Maturing April 6, 2020

     850         846,724   

FIDJI Luxembourg (BC4) S.a.r.l.

     

Term Loan, 6.25%, Maturing December 24, 2020

     279         279,000   

Freescale Semiconductor, Inc.

     

Term Loan, 4.25%, Maturing February 28, 2020

     923         922,616   

Go Daddy Operating Company, LLC

     

Term Loan, 4.25%, Maturing May 13, 2021

     2,368         2,370,557   

Hyland Software, Inc.

     

Term Loan, 4.75%, Maturing July 1, 2022

     270         269,349   

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

     275         273,797   

Infor (US), Inc.

     

Term Loan, 3.75%, Maturing June 3, 2020

     2,612         2,538,987   

 

6

 

 


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

Informatica Corporation

     

Term Loan, 4.50%, Maturing August 5, 2022

     1,100       $ 1,093,011   

Lattice Semiconductor Corporation

     

Term Loan, 5.25%, Maturing March 10, 2021

     274         259,944   

M/A-COM Technology Solutions Holdings, Inc.

     

Term Loan, 4.50%, Maturing May 7, 2021

     247         248,270   

MA FinanceCo., LLC

     

Term Loan, 4.50%, Maturing November 20, 2019

     536         536,250   

Term Loan, 5.25%, Maturing November 19, 2021

     983         983,833   

Magic Newco, LLC

     

Term Loan, 5.00%, Maturing December 12, 2018

     679         680,396   

MH Sub I, LLC

     

Term Loan, 4.75%, Maturing July 8, 2021

     619         615,251   

Microsemi Corporation

     

Term Loan, 3.25%, Maturing February 19, 2020

     299         297,759   

Orbotech, Inc.

     

Term Loan, 5.00%, Maturing August 6, 2020

     203         202,353   

Renaissance Learning, Inc.

     

Term Loan, 4.50%, Maturing April 9, 2021

     1,091         1,061,869   

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

     125         121,562   

Rocket Software, Inc.

     

Term Loan, 5.75%, Maturing February 8, 2018

     215         214,602   

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

     250         250,208   

RP Crown Parent, LLC

     

Term Loan, 6.00%, Maturing December 21, 2018

     2,814         2,551,835   

SGS Cayman L.P.

     

Term Loan, 6.00%, Maturing April 23, 2021

     98         98,325   

Sirius Computer Solutions, Inc.

     

Term Loan, 6.25%, Maturing December 7, 2018

     165         165,225   

SkillSoft Corporation

     

Term Loan, 5.75%, Maturing April 28, 2021

     1,762         1,595,051   

Smart Technologies ULC

     

Term Loan, 10.50%, Maturing January 31, 2018

     276         276,250   

SS&C Technologies, Inc.

     

Term Loan, 4.00%, Maturing July 8, 2022

     157         157,511   

Term Loan, 4.00%, Maturing July 8, 2022

     992         995,692   

SunEdison Semiconductor B.V.

     

Term Loan, 6.50%, Maturing May 27, 2019

     1,216         1,223,255   

SurveyMonkey, Inc.

     

Term Loan, 6.25%, Maturing February 5, 2019

     1,011         990,852   

Sutherland Global Services, Inc.

     

Term Loan, 6.00%, Maturing April 23, 2021

     422         422,399   

Sybil Software, LLC

     

Term Loan, 4.25%, Maturing March 20, 2020

     790         789,949   

Vertafore, Inc.

     

Term Loan, 4.25%, Maturing October 3, 2019

     958         958,552   

Wall Street Systems Delaware, Inc.

     

Term Loan, 4.50%, Maturing April 30, 2021

     649         647,825   

Zebra Technologies Corporation

     

Term Loan, 4.75%, Maturing October 27, 2021

     988         995,667   
     

 

 

 
      $ 34,660,040   
     

 

 

 

Financial Intermediaries — 5.1%

     

Armor Holding II, LLC

     

Term Loan, 5.75%, Maturing June 26, 2020

     991       $ 985,632   

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

     725         715,937   

CITCO Funding, LLC

     

Term Loan, 4.25%, Maturing June 29, 2018

     1,514         1,516,365   

First Data Corporation

     

Term Loan, 3.70%, Maturing March 24, 2018

     2,695         2,675,541   

Term Loan, 3.70%, Maturing September 24, 2018

     950         943,568   

Term Loan, 3.95%, Maturing July 8, 2022

     375         373,266   

 

7

 

 


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

Grosvenor Capital Management Holdings, LLP

     

Term Loan, 3.75%, Maturing January 4, 2021

     567       $ 564,867   

Guggenheim Partners, LLC

     

Term Loan, 4.25%, Maturing July 22, 2020

     663         664,457   

Hamilton Lane Advisors, LLC

     

Term Loan, 4.25%, Maturing July 9, 2022

     250         250,547   

Harbourvest Partners, LLC

     

Term Loan, 3.25%, Maturing February 4, 2021

     394         392,695   

Medley, LLC

     

Term Loan, 6.50%, Maturing June 15, 2019

     238         237,500   

NXT Capital, Inc.

     

Term Loan, 6.25%, Maturing September 4, 2018

     49         49,369   

Term Loan, 6.25%, Maturing September 4, 2018

     323         324,159   

Term Loan, 6.25%, Maturing September 4, 2018

     343         343,858   

Ocwen Financial Corporation

     

Term Loan, 5.00%, Maturing February 15, 2018

     1,027         1,027,425   

Sesac Holdco II, LLC

     

Term Loan, 5.25%, Maturing February 8, 2019

     481         480,978   

Starwood Property Trust, Inc.

     

Term Loan, 3.50%, Maturing April 17, 2020

     122         121,164   

Walker & Dunlop, Inc.

     

Term Loan, 5.25%, Maturing December 11, 2020

     313         314,096   

Walter Investment Management Corp.

     

Term Loan, 4.75%, Maturing December 19, 2020

     1,158         1,077,837   
     

 

 

 
      $ 13,059,261   
     

 

 

 

Food Products — 5.1%

     

AdvancePierre Foods, Inc.

     

Term Loan, 5.75%, Maturing July 10, 2017

     1,520       $ 1,522,781   

Blue Buffalo Company Ltd.

     

Term Loan, 3.75%, Maturing August 8, 2019

     631         631,233   

Charger OpCo B.V.

     

Term Loan, 4.25%, Maturing July 2, 2022

   EUR 350         392,452   

Term Loan, 4.25%, Maturing July 2, 2022

     1,075         1,077,352   

Clearwater Seafoods Limited Partnership

     

Term Loan, 4.75%, Maturing June 26, 2019

     453         453,748   

Del Monte Foods, Inc.

     

Term Loan, 4.26%, Maturing February 18, 2021

     1,092         1,037,015   

Diamond Foods, Inc.

     

Term Loan, 4.25%, Maturing August 20, 2018

     99         98,295   

Dole Food Company, Inc.

     

Term Loan, 4.50%, Maturing November 1, 2018

     625         624,726   

High Liner Foods, Incorporated

     

Term Loan, 4.25%, Maturing April 24, 2021

     419         418,189   

JBS USA, LLC

     

Term Loan, 3.75%, Maturing May 25, 2018

     864         862,181   

Term Loan, 3.75%, Maturing September 18, 2020

     760         758,907   

Term Loan, 4.00%, Maturing August 6, 2022

     325         325,201   

Meldrew Participations B.V.

     

Term Loan, 8.00%, (5.00% Cash, 3.00% PIK), Maturing October 31, 2019

   EUR 338         356,861   

Term Loan, 4.50%, (0.00% Cash, 4.50% PIK), Maturing December 19, 2022(5)

   EUR 214         250,825   

NBTY, Inc.

     

Term Loan, 3.50%, Maturing October 1, 2017

     4,183         4,165,187   

Post Holdings, Inc.

     

Term Loan, 3.75%, Maturing June 2, 2021

     130         130,154   
     

 

 

 
      $ 13,105,107   
     

 

 

 

Food Service — 3.5%

     

1011778 B.C. Unlimited Liability Company

     

Term Loan, 3.75%, Maturing December 12, 2021

     2,314       $ 2,312,593   

 

8

 

 


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

Aramark Services, Inc.

     

Term Loan, 3.69%, Maturing July 26, 2016

     69       $ 68,489   

Term Loan, 3.70%, Maturing July 26, 2016

     39         38,483   

CEC Entertainment, Inc.

     

Term Loan, 4.00%, Maturing February 14, 2021

     369         359,833   

Centerplate, Inc.

     

Term Loan, 4.75%, Maturing November 26, 2019

     248         247,335   

Landry’s, Inc.

     

Term Loan, 4.00%, Maturing April 24, 2018

     1,070         1,071,664   

NPC International, Inc.

     

Term Loan, 4.00%, Maturing December 28, 2018

     338         335,358   

P.F. Chang’s China Bistro, Inc.

     

Term Loan, 4.25%, Maturing July 2, 2019

     190         186,305   

Seminole Hard Rock Entertainment, Inc.

     

Term Loan, 3.50%, Maturing May 14, 2020

     122         120,049   

US Foods, Inc.

     

Term Loan, 4.50%, Maturing March 31, 2019

     2,346         2,347,457   

Weight Watchers International, Inc.

     

Term Loan, 4.00%, Maturing April 2, 2020

     3,510         1,908,562   
     

 

 

 
      $ 8,996,128   
     

 

 

 

Food/Drug Retailers — 3.5%

     

Albertsons, LLC

     

Term Loan, 5.38%, Maturing March 21, 2019

     1,008       $ 1,009,698   

Term Loan, 5.00%, Maturing August 25, 2019

     1,560         1,562,243   

Term Loan, 5.50%, Maturing August 25, 2021

     447         447,669   

New Albertsons, Inc.

     

Term Loan, 4.75%, Maturing June 27, 2021

     2,255         2,255,070   

Rite Aid Corporation

     

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

     725         734,062   

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

     750         752,250   

Supervalu, Inc.

     

Term Loan, 4.50%, Maturing March 21, 2019

     2,080         2,087,431   
     

 

 

 
      $ 8,848,423   
     

 

 

 

Health Care — 15.7%

     

Acadia Healthcare Company, Inc.

     

Term Loan, 4.25%, Maturing February 11, 2022

     124       $ 124,868   

ADMI Corp.

     

Term Loan, 5.50%, Maturing April 30, 2022

     150         150,685   

Akorn, Inc.

     

Term Loan, 5.50%, Maturing April 16, 2021

     545         543,592   

Albany Molecular Research, Inc.

     

Term Loan, 5.75%, Maturing July 16, 2021

     350         350,875   

Alere, Inc.

     

Term Loan, 4.25%, Maturing June 18, 2022

     848         849,639   

Alliance Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing June 3, 2019

     604         602,178   

Amneal Pharmaceuticals, LLC

     

Term Loan, 4.50%, Maturing November 1, 2019

     837         839,216   

AmSurg Corp.

     

Term Loan, 3.50%, Maturing July 16, 2021

     296         296,804   

Ardent Legacy Acquisitions, Inc.

     

Term Loan, 6.50%, Maturing July 21, 2021

     250         250,625   

ATI Holdings, Inc.

     

Term Loan, 5.25%, Maturing December 20, 2019

     467         469,300   

Auris Luxembourg III S.a.r.l.

     

Term Loan, 4.25%, Maturing January 15, 2022

     373         374,060   

BioScrip, Inc.

     

Term Loan, 6.50%, Maturing July 31, 2020

     375         352,500   

Term Loan, 6.50%, Maturing July 31, 2020

     625         587,500   

 

9

 

 


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

CareCore National, LLC

     

Term Loan, 5.50%, Maturing March 5, 2021

     1,716       $ 1,656,354   

CeramTec Acquisition Corporation

     

Term Loan, 4.25%, Maturing August 30, 2020

     16         15,538   

CHG Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing November 19, 2019

     538         537,495   

Community Health Systems, Inc.

     

Term Loan, 3.75%, Maturing December 31, 2019

     1,227         1,228,120   

Term Loan, 4.00%, Maturing January 27, 2021

     2,258         2,263,000   

Concentra, Inc.

     

Term Loan, 4.00%, Maturing June 1, 2022

     150         149,530   

Concordia Healthcare Corp.

     

Term Loan, 4.75%, Maturing April 21, 2022

     125         124,843   

CPI Buyer, LLC

     

Term Loan, 5.50%, Maturing August 18, 2021

     495         490,051   

DaVita HealthCare Partners, Inc.

     

Term Loan, 3.50%, Maturing June 24, 2021

     1,555         1,557,529   

DJO Finance, LLC

     

Term Loan, 4.25%, Maturing June 8, 2020

     1,050         1,047,375   

Envision Healthcare Corporation

     

Term Loan, 4.00%, Maturing May 25, 2018

     1,541         1,543,583   

Faenza Acquisition GmbH

     

Term Loan, 4.25%, Maturing August 30, 2020

     46         45,748   

Term Loan, 4.25%, Maturing August 30, 2020

     151         151,153   

Global Healthcare Exchange, LLC

     

Term Loan, 5.50%, Maturing August 15, 2022

     525         525,656   

Horizon Pharma, Inc.

     

Term Loan, 4.50%, Maturing May 7, 2021

     599         596,505   

Iasis Healthcare, LLC

     

Term Loan, 4.50%, Maturing May 3, 2018

     812         814,021   

Indivior Finance S.a.r.l.

     

Term Loan, 7.00%, Maturing December 19, 2019

     481         462,602   

inVentiv Health, Inc.

     

Term Loan, 7.75%, Maturing May 15, 2018

     304         304,016   

Term Loan, 7.75%, Maturing May 15, 2018

     1,743         1,743,958   

Jaguar Holding Company II

     

Term Loan, 4.25%, Maturing August 18, 2022

     2,170         2,155,777   

Kindred Healthcare, Inc.

     

Term Loan, 4.25%, Maturing April 9, 2021

     716         715,329   

Kinetic Concepts, Inc.

     

Term Loan, 4.50%, Maturing May 4, 2018

     2,436         2,436,937   

Knowledge Universe Education, LLC

     

Term Loan, 6.00%, Maturing July 28, 2022

     550         541,750   

LHP Hospital Group, Inc.

     

Term Loan, 9.00%, Maturing July 3, 2018

     844         827,435   

MedAssets, Inc.

     

Term Loan, 4.00%, Maturing December 13, 2019

     173         172,149   

Millennium Health, LLC

     

Term Loan, 5.25%, Maturing April 16, 2021(19)

     3,516         1,116,193   

National Mentor Holdings, Inc.

     

Term Loan, 4.25%, Maturing January 31, 2021

     271         270,452   

Onex Carestream Finance L.P.

     

Term Loan, 5.00%, Maturing June 7, 2019

     1,807         1,740,294   

Opal Acquisition, Inc.

     

Term Loan, 5.00%, Maturing November 27, 2020

     1,610         1,581,912   

Ortho-Clinical Diagnostics, Inc.

     

Term Loan, 4.75%, Maturing June 30, 2021

     1,531         1,513,087   

Physio-Control International, Inc.

     

Term Loan, 5.50%, Maturing June 6, 2022

     225         223,875   

PRA Holdings, Inc.

     

Term Loan, 4.50%, Maturing September 23, 2020

     484         484,626   

 

10

 

 


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

Radnet Management, Inc.

     

Term Loan, 4.25%, Maturing October 10, 2018

     968       $ 964,945   

RCHP, Inc.

     

Term Loan, 5.25%, Maturing April 23, 2019

     791         786,420   

Sage Products Holdings III, LLC

     

Term Loan, 4.25%, Maturing December 13, 2019

     541         541,070   

Select Medical Corporation

     

Term Loan, 3.04%, Maturing December 20, 2016

     97         96,513   

Term Loan, 3.75%, Maturing June 1, 2018

     555         554,607   

Sterigenics-Nordion Holdings, LLC

     

Term Loan, 4.25%, Maturing May 15, 2022

     350         349,563   

Steward Health Care System, LLC

     

Term Loan, 6.75%, Maturing April 12, 2020

     171         170,902   

Tecomet, Inc.

     

Term Loan, 5.75%, Maturing December 5, 2021

     571         542,153   

Truven Health Analytics, Inc.

     

Term Loan, 4.50%, Maturing June 6, 2019

     1,080         1,073,200   

U.S. Renal Care, Inc.

     

Term Loan, 4.25%, Maturing July 3, 2019

     172         171,516   
     

 

 

 
      $ 40,079,624   
     

 

 

 

Home Furnishings — 0.4%

     

Serta Simmons Holdings, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

     753       $ 754,242   

Tempur-Pedic International, Inc.

     

Term Loan, 3.50%, Maturing March 18, 2020

     145         145,251   
     

 

 

 
      $ 899,493   
     

 

 

 

Industrial Equipment — 4.3%

     

Apex Tool Group, LLC

     

Term Loan, 4.50%, Maturing January 31, 2020

     864       $ 845,709   

Delachaux S.A.

     

Term Loan, 4.50%, Maturing October 28, 2021

     210         209,953   

Doosan Infracore International, Inc.

     

Term Loan, 4.50%, Maturing May 28, 2021

     501         502,487   

Filtration Group Corporation

     

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

     79         79,248   

Gardner Denver, Inc.

     

Term Loan, 4.25%, Maturing July 30, 2020

     1,599         1,518,348   

Term Loan, 4.75%, Maturing July 30, 2020

   EUR 196         208,490   

Husky Injection Molding Systems Ltd.

     

Term Loan, 4.25%, Maturing June 30, 2021

     1,352         1,339,636   

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

     207         203,801   

Milacron, LLC

     

Term Loan, 4.50%, Maturing September 28, 2020

     561         565,442   

NN, Inc.

     

Term Loan, 7.25%, Maturing August 27, 2021

     487         488,718   

Paladin Brands Holding, Inc.

     

Term Loan, 7.25%, Maturing August 16, 2019

     336         329,469   

Rexnord, LLC

     

Term Loan, 4.00%, Maturing August 21, 2020

     2,230         2,215,167   

Signode Industrial Group US, Inc.

     

Term Loan, 3.75%, Maturing May 1, 2021

     511         505,713   

STS Operating, Inc.

     

Term Loan, 4.75%, Maturing February 12, 2021

     148         146,734   

Tank Holding Corp.

     

Term Loan, 5.25%, Maturing March 16, 2022

     372         371,004   

Terex Corporation

     

Term Loan, 3.50%, Maturing August 13, 2021

   EUR 767         854,110   

VAT Lux III S.a.r.l.

     

Term Loan, 4.25%, Maturing February 11, 2021

     176         175,308   

 

11

 

 


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

Wittur GmbH

     

Term Loan, 6.00%, Maturing February 10, 2022

   EUR 450       $ 487,493   
     

 

 

 
      $ 11,046,830   
     

 

 

 

Insurance — 4.6%

     

Alliant Holdings I, Inc.

     

Term Loan, 4.50%, Maturing August 12, 2022

     923       $ 920,381   

AmWINS Group, LLC

     

Term Loan, 5.25%, Maturing September 6, 2019

     2,386         2,396,810   

Asurion, LLC

     

Term Loan, 5.00%, Maturing May 24, 2019

     2,071         1,978,223   

Term Loan, 5.00%, Maturing August 4, 2022

     2,569         2,440,938   

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

     1,100         999,075   

CGSC of Delaware Holding Corporation

     

Term Loan, 5.00%, Maturing April 16, 2020

     244         222,076   

Cunningham Lindsey U.S., Inc.

     

Term Loan, 5.00%, Maturing December 10, 2019

     453         373,665   

Hub International Limited

     

Term Loan, 4.00%, Maturing October 2, 2020

     1,372         1,344,091   

USI, Inc.

     

Term Loan, 4.25%, Maturing December 27, 2019

     1,193         1,184,885   
     

 

 

 
      $ 11,860,144   
     

 

 

 

Leisure Goods/Activities/Movies — 5.8%

     

Ancestry.com, Inc.

     

Term Loan, 5.00%, Maturing August 17, 2022

     750       $ 747,187   

Aufinco Pty Limited

     

Term Loan, 4.00%, Maturing May 29, 2020

     220         219,388   

Term Loan - Second Lien, 8.25%, Maturing November 30, 2020

     500         498,750   

Bombardier Recreational Products, Inc.

     

Term Loan, 3.75%, Maturing January 30, 2019

     603         604,174   

Bright Horizons Family Solutions, Inc.

     

Term Loan, 3.75%, Maturing January 30, 2020

     438         438,672   

CDS U.S. Intermediate Holdings, Inc.

     

Term Loan, 5.00%, Maturing July 8, 2022

     200         200,732   

ClubCorp Club Operations, Inc.

     

Term Loan, 4.25%, Maturing July 24, 2020

     1,923         1,930,437   

Emerald Expositions Holding, Inc.

     

Term Loan, 4.75%, Maturing June 17, 2020

     460         458,603   

Equinox Holdings, Inc.

     

Term Loan, 5.00%, Maturing January 31, 2020

     530         530,956   

Fender Musical Instruments Corporation

     

Term Loan, 5.75%, Maturing April 3, 2019

     151         150,670   

Lindblad Expeditions, Inc.

     

Term Loan, 5.50%, Maturing June 17, 2022

     68         68,229   

Term Loan, 5.50%, Maturing June 17, 2022

     530         528,775   

Live Nation Entertainment, Inc.

     

Term Loan, 3.50%, Maturing August 16, 2020

     1,260         1,261,002   

LTF Merger Sub, Inc.

     

Term Loan, 4.25%, Maturing June 10, 2022

     673         672,471   

Nord Anglia Education Finance, LLC

     

Term Loan, 5.00%, Maturing March 31, 2021

     816         804,961   

Sabre, Inc.

     

Term Loan, 4.00%, Maturing February 19, 2019

     584         583,621   

SeaWorld Parks & Entertainment, Inc.

     

Term Loan, 3.00%, Maturing May 14, 2020

     1,344         1,287,016   

Sonifi Solutions, Inc.

     

Term Loan, 6.75%, (1.00% Cash, 5.75% PIK), Maturing March 28, 2018(4)

     443         77,484   

SRAM, LLC

     

Term Loan, 4.02%, Maturing April 10, 2020

     829         807,410   

Steinway Musical Instruments, Inc.

     

Term Loan, 4.75%, Maturing September 19, 2019

     1,000         1,002,188   

 

12

 

 


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

Town Sports International, Inc.

     

Term Loan, 4.50%, Maturing November 15, 2020(4)

     588       $ 367,727   

WMG Acquisition Corp.

     

Term Loan, 3.75%, Maturing July 1, 2020

     270         264,548   

Zuffa, LLC

     

Term Loan, 3.75%, Maturing February 25, 2020

     1,410         1,393,924   
     

 

 

 
      $ 14,898,925   
     

 

 

 

Lodging and Casinos — 5.5%

     

Affinity Gaming, LLC

     

Term Loan, 5.25%, Maturing November 9, 2017

     206       $ 206,719   

Amaya Holdings B.V.

     

Term Loan, 5.00%, Maturing August 1, 2021

     1,661         1,646,570   

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

     998         1,001,558   

Boyd Gaming Corporation

     

Term Loan, 4.00%, Maturing August 14, 2020

     216         216,575   

Caesars Entertainment Operating Company

     

Term Loan, 0.00%, Maturing March 1, 2017(6)

     597         559,017   

CityCenter Holdings, LLC

     

Term Loan, 4.25%, Maturing October 16, 2020

     386         386,505   

Four Seasons Holdings, Inc.

     

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

     1,800         1,800,000   

Gala Group Ltd.

     

Term Loan, 5.51%, Maturing May 27, 2018

   GBP 825         1,249,405   

Golden Nugget, Inc.

     

Term Loan, 5.50%, Maturing November 21, 2019

     64         64,704   

Term Loan, 5.50%, Maturing November 21, 2019

     150         150,975   

Hilton Worldwide Finance, LLC

     

Term Loan, 3.50%, Maturing October 26, 2020

     2,191         2,191,868   

La Quinta Intermediate Holdings, LLC

     

Term Loan, 3.75%, Maturing April 14, 2021

     478         474,321   

MGM Resorts International

     

Term Loan, 3.50%, Maturing December 20, 2019

     1,264         1,256,151   

Pinnacle Entertainment, Inc.

     

Term Loan, 3.75%, Maturing August 13, 2020

     164         164,222   

Playa Resorts Holding B.V.

     

Term Loan, 4.00%, Maturing August 9, 2019

     245         244,387   

Scientific Games International, Inc.

     

Term Loan, 6.00%, Maturing October 18, 2020

     1,793         1,774,684   

Term Loan, 6.00%, Maturing October 1, 2021

     422         417,436   

Tropicana Entertainment, Inc.

     

Term Loan, 4.00%, Maturing November 27, 2020

     172         171,500   
     

 

 

 
      $ 13,976,597   
     

 

 

 

Nonferrous Metals/Minerals — 2.7%

     

Alpha Natural Resources, LLC

     

DIP Loan, 10.83%, Maturing January 31, 2017

     125       $ 122,812   

Term Loan, 3.50%, Maturing May 22, 2020

     890         412,981   

Arch Coal, Inc.

     

Term Loan, 6.25%, Maturing May 16, 2018

     1,428         805,519   

Dynacast International, LLC

     

Term Loan, 4.50%, Maturing January 28, 2022

     299         297,933   

Fairmount Minerals Ltd.

     

Term Loan, 4.50%, Maturing September 5, 2019

     1,229         994,248   

Murray Energy Corporation

     

Term Loan, 7.00%, Maturing April 16, 2017

     150         137,094   

Term Loan, 7.50%, Maturing April 16, 2020

     923         720,465   

Noranda Aluminum Acquisition Corporation

     

Term Loan, 5.75%, Maturing February 28, 2019

     507         348,305   

Novelis, Inc.

     

Term Loan, 4.00%, Maturing June 2, 2022

     1,297         1,282,296   

 

13

 

 


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

Oxbow Carbon, LLC

     

Term Loan, 4.25%, Maturing July 19, 2019

     686       $ 670,840   

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

     1,025         943,000   

United Central Industrial Supply Company, LLC

     

Term Loan - Second Lien, 12.50%, Maturing April 9, 2019(4)

     250         148,250   
     

 

 

 
      $ 6,883,743   
     

 

 

 

Oil and Gas — 5.3%

     

Ameriforge Group, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2019

     587       $ 407,800   

Bronco Midstream Funding, LLC

     

Term Loan, 5.00%, Maturing August 15, 2020

     978         924,020   

CITGO Holding, Inc.

     

Term Loan, 9.50%, Maturing May 12, 2018

     686         676,757   

CITGO Petroleum Corporation

     

Term Loan, 4.50%, Maturing July 29, 2021

     470         467,311   

Crestwood Holdings, LLC

     

Term Loan, 7.00%, Maturing June 19, 2019

     890         803,994   

Drillships Ocean Ventures, Inc.

     

Term Loan, 5.50%, Maturing July 25, 2021

     1,017         678,370   

Energy Transfer Equity L.P.

     

Term Loan, 4.00%, Maturing December 2, 2019

     186         183,365   

Fieldwood Energy, LLC

     

Term Loan, 3.88%, Maturing September 28, 2018

     515         442,095   

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

     850         245,792   

Floatel International Ltd.

     

Term Loan, 6.00%, Maturing June 27, 2020

     1,086         744,147   

MEG Energy Corp.

     

Term Loan, 3.75%, Maturing March 31, 2020

     3,663         3,428,336   

Obsidian Natural Gas Trust

     

Term Loan, 7.00%, Maturing November 2, 2015

     70         69,582   

Paragon Offshore Finance Company

     

Term Loan, 3.75%, Maturing July 18, 2021

     421         164,794   

Samson Investment Company

     

Term Loan - Second Lien, 0.00%, Maturing September 25, 2018(6)

     925         136,438   

Seadrill Partners Finco, LLC

     

Term Loan, 4.00%, Maturing February 21, 2021

     2,190         1,344,708   

Seventy Seven Operating, LLC

     

Term Loan, 3.75%, Maturing June 25, 2021

     247         210,049   

Sheridan Investment Partners II L.P.

     

Term Loan, 4.25%, Maturing December 16, 2020

     17         12,807   

Term Loan, 4.25%, Maturing December 16, 2020

     46         34,339   

Term Loan, 4.25%, Maturing December 16, 2020

     329         246,854   

Sheridan Production Partners I, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

     104         80,682   

Term Loan, 4.25%, Maturing October 1, 2019

     170         132,092   

Term Loan, 4.25%, Maturing October 1, 2019

     1,282         996,856   

Southcross Holdings Borrower L.P.

     

Term Loan, 6.00%, Maturing August 4, 2021

     198         151,088   

Targa Resources Corp.

     

Term Loan, 5.75%, Maturing February 25, 2022

     130         130,395   

Tervita Corporation

     

Term Loan, 6.25%, Maturing May 15, 2018

     923         721,491   
     

 

 

 
      $ 13,434,162   
     

 

 

 

Publishing — 3.4%

     

Ascend Learning, LLC

     

Term Loan, 5.50%, Maturing July 31, 2019

     862       $ 864,683   

Getty Images, Inc.

     

Term Loan, 4.75%, Maturing October 18, 2019

     2,874         1,883,529   

Interactive Data Corporation

     

Term Loan, 4.75%, Maturing May 2, 2021

     765         764,739   

 

14

 

 


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

Laureate Education, Inc.

     

Term Loan, 5.00%, Maturing June 15, 2018

     2,603       $ 2,322,733   

McGraw-Hill Global Education Holdings, LLC

     

Term Loan, 4.75%, Maturing March 22, 2019

     355         356,095   

Merrill Communications, LLC

     

Term Loan, 6.25%, Maturing June 1, 2022

     298         296,715   

Multi Packaging Solutions, Inc.

     

Term Loan, 4.25%, Maturing September 30, 2020

     172         170,867   

Nelson Education Ltd.

     

Term Loan, 0.00%, Maturing July 7, 2016(6)

     216         132,138   

Penton Media, Inc.

     

Term Loan, 5.00%, Maturing October 3, 2019

     315         313,713   

ProQuest, LLC

     

Term Loan, 5.25%, Maturing October 24, 2021

     821         825,063   

Springer Science+Business Media Deutschland GmbH

     

Term Loan, 4.75%, Maturing August 14, 2020

     688         690,903   
     

 

 

 
      $ 8,621,178   
     

 

 

 

Radio and Television — 4.1%

     

ALM Media Holdings, Inc.

     

Term Loan, 5.50%, Maturing July 31, 2020

     219       $ 206,936   

AP NMT Acquisition B.V.

     

Term Loan, 6.75%, Maturing August 13, 2021

     1,020         995,121   

Block Communications, Inc.

     

Term Loan, 4.00%, Maturing November 7, 2021

     124         124,369   

Cumulus Media Holdings, Inc.

     

Term Loan, 4.25%, Maturing December 23, 2020

     2,045         1,784,178   

Entercom Radio, LLC

     

Term Loan, 4.02%, Maturing November 23, 2018

     182         181,712   

Gray Television, Inc.

     

Term Loan, 3.75%, Maturing June 10, 2021

     134         133,392   

Hubbard Radio, LLC

     

Term Loan, 4.25%, Maturing May 15, 2020

     345         343,845   

iHeartCommunications, Inc.

     

Term Loan, 6.94%, Maturing January 30, 2019

     566         471,427   

Term Loan, 7.69%, Maturing July 30, 2019

     182         152,757   

Media General, Inc.

     

Term Loan, 4.00%, Maturing July 31, 2020

     656         651,960   

Mission Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     321         319,313   

Nexstar Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     364         362,105   

Raycom TV Broadcasting, LLC

     

Term Loan, 3.75%, Maturing August 4, 2021

     432         429,974   

Sinclair Television Group, Inc.

     

Term Loan, 3.00%, Maturing April 9, 2020

     268         265,748   

TWCC Holding Corp.

     

Term Loan, 5.75%, Maturing February 11, 2020

     997         990,948   

Term Loan - Second Lien, 7.00%, Maturing June 26, 2020

     1,100         1,035,375   

Univision Communications, Inc.

     

Term Loan, 4.00%, Maturing March 1, 2020

     2,108         2,092,891   
     

 

 

 
      $ 10,542,051   
     

 

 

 

Retailers (Except Food and Drug) — 9.2%

     

99 Cents Only Stores

     

Term Loan, 4.50%, Maturing January 11, 2019

     485       $ 391,701   

B&M Retail Limited

     

Term Loan, 3.84%, Maturing May 21, 2019

   GBP 175         260,512   

Term Loan, 4.34%, Maturing April 28, 2020

   GBP 150         224,998   

Bass Pro Group, LLC

     

Term Loan, 4.00%, Maturing June 5, 2020

     1,151         1,147,874   

 

15

 

 


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

CDW, LLC

     

Term Loan, 3.25%, Maturing April 29, 2020

     2,682       $ 2,666,414   

David’s Bridal, Inc.

     

Term Loan, 5.25%, Maturing October 11, 2019

     311         275,198   

Dollar Tree, Inc.

     

Term Loan, 3.50%, Maturing July 6, 2022

     1,420         1,422,719   

Evergreen Acqco 1 L.P.

     

Term Loan, 5.00%, Maturing July 9, 2019

     340         293,688   

Harbor Freight Tools USA, Inc.

     

Term Loan, 4.75%, Maturing July 26, 2019

     514         516,928   

J. Crew Group, Inc.

     

Term Loan, 4.00%, Maturing March 5, 2021

     1,407         1,092,037   

Jo-Ann Stores, Inc.

     

Term Loan, 4.00%, Maturing March 16, 2018

     1,292         1,276,570   

Men’s Wearhouse, Inc. (The)

     

Term Loan, 4.50%, Maturing June 18, 2021

     440         440,549   

Michaels Stores, Inc.

     

Term Loan, 3.75%, Maturing January 28, 2020

     1,246         1,245,404   

Term Loan, 4.00%, Maturing January 28, 2020

     495         495,668   

Neiman Marcus Group, Inc. (The)

     

Term Loan, 4.25%, Maturing October 25, 2020

     2,088         2,048,151   

Party City Holdings, Inc.

     

Term Loan, 4.25%, Maturing August 19, 2022

     1,325         1,325,553   

Pep Boys-Manny, Moe & Jack (The)

     

Term Loan, 4.25%, Maturing October 11, 2018

     219         219,291   

Petco Animal Supplies, Inc.

     

Term Loan, 4.00%, Maturing November 24, 2017

     1,557         1,559,269   

PetSmart, Inc.

     

Term Loan, 4.25%, Maturing March 11, 2022

     2,344         2,343,881   

PFS Holding Corporation

     

Term Loan, 4.50%, Maturing January 31, 2021

     767         717,012   

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

     

Term Loan, 4.50%, Maturing April 30, 2021

     247         242,555   

Pilot Travel Centers, LLC

     

Term Loan, 4.25%, Maturing October 1, 2021

     990         995,806   

Spin Holdco, Inc.

     

Term Loan, 4.25%, Maturing November 14, 2019

     1,275         1,257,938   

Toys ‘R’ Us Property Company I, LLC

     

Term Loan, 6.00%, Maturing August 21, 2019

     377         352,469   

Vivarte SA

     

Term Loan, 11.00%, (4.00% Cash, 7.00% PIK), Maturing October 29, 2019(7)

   EUR 145         173,238   

Term Loan, 5.00%, (1.25% Cash, 3.75% PIK), Maturing October 29, 2020(8)

   EUR 164         122,515   

Wilton Brands, LLC

     

Term Loan, 8.50%, Maturing August 30, 2018

     258         252,885   
     

 

 

 
      $ 23,360,823   
     

 

 

 

Steel — 1.6%

     

FMG Resources (August 2006) Pty Ltd.

     

Term Loan, 3.75%, Maturing June 30, 2019

     4,397       $ 3,616,910   

JMC Steel Group, Inc.

     

Term Loan, 4.75%, Maturing April 1, 2017

     334         329,256   

Neenah Foundry Company

     

Term Loan, 6.75%, Maturing April 26, 2017

     183         181,879   

Patriot Coal Corporation

     

Term Loan, 0.00%, Maturing December 15, 2018(4)(6)

     741         74,062   
     

 

 

 
      $ 4,202,107   
     

 

 

 

Surface Transport — 0.7%

     

Hertz Corporation (The)

     

Term Loan, 3.75%, Maturing March 11, 2018

     900       $ 897,988   

 

16

 

 


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

Kenan Advantage Group, Inc.

     

Term Loan, 0.50%, Maturing January 23, 2017(3)

     24       $ 23,916   

Term Loan, 4.00%, Maturing July 31, 2022

     55         54,624   

Term Loan, 4.00%, Maturing July 31, 2022

     171         171,252   

Stena International S.a.r.l.

     

Term Loan, 4.00%, Maturing March 3, 2021

     739         641,789   
     

 

 

 
      $ 1,789,569   
     

 

 

 

Telecommunications — 4.3%

     

Intelsat Jackson Holdings S.A.

     

Term Loan, 3.75%, Maturing June 30, 2019

     3,700       $ 3,615,825   

IPC Corp.

     

Term Loan, 5.50%, Maturing August 6, 2021

     1,070         1,056,254   

Mitel US Holdings, Inc.

     

Term Loan, 5.50%, Maturing April 29, 2022

     374         372,543   

Syniverse Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2019

     912         838,888   

Term Loan, 4.00%, Maturing April 23, 2019

     1,006         925,475   

Telesat Canada

     

Term Loan, 3.50%, Maturing March 28, 2019

     3,339         3,322,524   

Windstream Corporation

     

Term Loan, 3.50%, Maturing August 8, 2019

     950         909,270   
     

 

 

 
      $ 11,040,779   
     

 

 

 

Utilities — 4.2%

     

Calpine Construction Finance Company L.P.

     

Term Loan, 3.00%, Maturing May 3, 2020

     513       $ 501,213   

Term Loan, 3.25%, Maturing January 31, 2022

     196         190,989   

Calpine Corporation

     

Term Loan, 4.00%, Maturing October 9, 2019

     412         412,107   

Term Loan, 3.50%, Maturing May 27, 2022

     1,546         1,525,832   

Dynegy Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2020

     466         466,151   

EFS Cogen Holdings I, LLC

     

Term Loan, 3.75%, Maturing December 17, 2020

     222         222,733   

Electrical Components International, Inc.

     

Term Loan, 5.75%, Maturing May 28, 2021

     669         671,140   

Energy Future Intermediate Holding Co., LLC

     

DIP Loan, 4.25%, Maturing June 19, 2016

     850         848,583   

Granite Acquisition, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2021

     54         52,751   

Term Loan, 5.00%, Maturing December 19, 2021

     1,212         1,189,883   

La Frontera Generation, LLC

     

Term Loan, 4.50%, Maturing September 30, 2020

     1,255         1,110,469   

Lonestar Generation, LLC

     

Term Loan, 5.25%, Maturing February 20, 2021

     571         473,703   

Longview Power, LLC

     

Term Loan, 7.00%, Maturing April 13, 2021

     1,372         1,364,705   

TPF II Power, LLC

     

Term Loan, 5.50%, Maturing October 2, 2021

     666         666,404   

WTG Holdings III Corp.

     

Term Loan, 4.75%, Maturing January 15, 2021

     197         195,518   

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

     900         888,750   
     

 

 

 
      $ 10,780,931   
     

 

 

 

Total Senior Floating-Rate Interests
(identified cost $388,895,432)

      $ 369,435,982   
     

 

 

 

 

17

 

 


                                                 

Corporate Bonds & Notes — 9.4%

     
Security    Principal
Amount*
(000’s omitted)
     Value  

Aerospace and Defense — 0.1%

     

Aerojet Rocketdyne Holdings, Inc.

     

7.125%, 3/15/21

     30       $ 31,200   

CBC Ammo, LLC/CBC FinCo, Inc.

     

7.25%, 11/15/21(9)

     30         27,600   

Orbital ATK, Inc.

     

5.25%, 10/1/21

     20         20,350   

TransDigm, Inc.

     

7.50%, 7/15/21

     10         10,475   

6.00%, 7/15/22

     30         28,125   

6.50%, 7/15/24

     30         28,345   
     

 

 

 
      $ 146,095   
     

 

 

 

Automotive — 0.0%(10)

     

American Axle & Manufacturing, Inc.

     

5.125%, 2/15/19

     10       $ 10,038   

General Motors Financial Co., Inc.

     

4.75%, 8/15/17

     40         41,516   

3.25%, 5/15/18

     5         5,047   

Navistar International Corp.

     

8.25%, 11/1/21

     50         40,312   
     

 

 

 
      $ 96,913   
     

 

 

 

Beverage and Tobacco — 0.0%(10)

     

Constellation Brands, Inc.

     

6.00%, 5/1/22

     35       $ 38,325   

4.25%, 5/1/23

     40         39,950   
     

 

 

 
      $ 78,275   
     

 

 

 

Brokerage/Securities Dealers/Investment Houses — 0.0%(10)

     

Alliance Data Systems Corp.

     

6.375%, 4/1/20(9)

     30       $ 30,638   
     

 

 

 
      $ 30,638   
     

 

 

 

Building and Development — 0.1%

     

Builders FirstSource, Inc.

     

10.75%, 8/15/23(9)

     15       $ 15,056   

Building Materials Corp. of America

     

5.375%, 11/15/24(9)

     30         29,775   

6.00%, 10/15/25(9)(11)

     25         25,375   

Greystar Real Estate Partners, LLC

     

8.25%, 12/1/22(9)

     20         21,000   

HD Supply, Inc.

     

7.50%, 7/15/20

     45         47,025   

5.25%, 12/15/21(9)

     15         15,132   

Hillman Group, Inc. (The)

     

6.375%, 7/15/22(9)

     30         27,750   

Nortek, Inc.

     

8.50%, 4/15/21

     20         21,100   

Reliance Intermediate Holdings, L.P.

     

6.50%, 4/1/23(9)

     50         50,250   

TRI Pointe Holdings, Inc.

     

4.375%, 6/15/19

     20         19,700   

5.875%, 6/15/24

     25         24,625   

USG Corp.

     

5.875%, 11/1/21(9)

     20         20,850   

5.50%, 3/1/25(9)

     5         5,006   
     

 

 

 
      $ 322,644   
     

 

 

 

 

18

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Business Equipment and Services — 0.1%

     

Acosta, Inc.

     

7.75%, 10/1/22(9)

     60       $ 56,550   

Audatex North America, Inc.

     

6.00%, 6/15/21(9)

     30         30,172   

FTI Consulting, Inc.

     

6.00%, 11/15/22

     20         20,775   

IMS Health, Inc.

     

6.00%, 11/1/20(9)

     40         41,100   

ServiceMaster Co., LLC (The)

     

7.45%, 8/15/27

     20         20,200   

United Rentals North America, Inc.

     

7.625%, 4/15/22

     15         16,012   

6.125%, 6/15/23

     15         15,038   
     

 

 

 
      $ 199,847   
     

 

 

 

Cable and Satellite Television — 0.7%

     

AMC Networks, Inc.

     

7.75%, 7/15/21

     20       $ 21,252   

4.75%, 12/15/22

     15         14,194   

Cable One, Inc.

     

5.75%, 6/15/22(9)

     10         9,880   

CCO Holdings, LLC/CCO Holdings Capital Corp.

     

5.25%, 9/30/22

     80         75,200   

5.75%, 1/15/24

     5         4,788   

5.375%, 5/1/25(9)

     40         36,550   

CSC Holdings, LLC

     

5.25%, 6/1/24

     5         3,956   

DISH DBS Corp.

     

6.75%, 6/1/21

     75         71,812   

5.875%, 7/15/22

     15         13,275   

5.875%, 11/15/24

     10         8,525   

IAC/InterActiveCorp

     

4.875%, 11/30/18

     20         20,625   

Numericable-SFR SAS

     

4.875%, 5/15/19(9)

     200         194,000   

Virgin Media Secured Finance PLC

     

5.375%, 4/15/21(9)

     428         431,775   

6.00%, 4/15/21(9)

   GBP 428         656,162   

5.50%, 1/15/25(9)

     275         267,437   
     

 

 

 
      $ 1,829,431   
     

 

 

 

Chemicals and Plastics — 0.8%

     

Chemours Co. (The)

     

6.625%, 5/15/23(9)

     5       $ 3,375   

7.00%, 5/15/25(9)

     10         6,600   

Hexion, Inc.

     

6.625%, 4/15/20

     2,225         1,902,375   

Platform Specialty Products Corp.

     

6.50%, 2/1/22(9)

     25         21,625   

Rockwood Specialties Group, Inc.

     

4.625%, 10/15/20

     65         67,298   

Tronox Finance, LLC

     

6.375%, 8/15/20

     50         32,000   

7.50%, 3/15/22(9)

     10         6,350   

Univar USA, Inc.

     

6.75%, 7/15/23(9)

     5         4,663   

W.R. Grace & Co.

     

5.125%, 10/1/21(9)

     15         14,850   

5.625%, 10/1/24(9)

     5         4,919   
     

 

 

 
      $ 2,064,055   
     

 

 

 

 

19

 

 


                                                 
Security     
 
 
Principal
Amount*
(000’s omitted)
  
  
  
     Value   

Commercial Services — 0.0%(10)

     

CEB, Inc.

     

5.625%, 6/15/23(9)

     10       $ 10,000   

ExamWorks Group, Inc.

     

5.625%, 4/15/23

     20         20,350   
     

 

 

 
      $ 30,350   
     

 

 

 

Conglomerates — 0.1%

     

Belden, Inc.

     

5.50%, 9/1/22(9)

     10       $ 9,725   

Spectrum Brands, Inc.

     

6.375%, 11/15/20

     25         26,572   

6.625%, 11/15/22

     20         21,250   

5.75%, 7/15/25(9)

     30         30,750   

TMS International Corp.

     

7.625%, 10/15/21(9)

     20         18,700   
     

 

 

 
      $ 106,997   
     

 

 

 

Containers and Glass Products — 0.8%

     

Berry Plastics Corp.

     

6.00%, 10/15/22(9)(11)

     10       $ 10,075   

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

     

5.625%, 12/15/16(9)

     5         4,944   

Owens-Brockway Glass Container, Inc.

     

5.875%, 8/15/23(9)

     15         15,150   

6.375%, 8/15/25(9)

     5         5,059   

Reynolds Group Holdings, Inc.

     

5.75%, 10/15/20

     1,975         1,999,688   
     

 

 

 
      $ 2,034,916   
     

 

 

 

Cosmetics/Toiletries — 0.0%(10)

     

Alphabet Holding Co., Inc.

     

7.75%, 11/1/17(12)

     105       $ 102,375   
     

 

 

 
      $ 102,375   
     

 

 

 

Distribution & Wholesale — 0.0%(10)

     

American Tire Distributors, Inc.

     

10.25%, 3/1/22(9)

     40       $ 41,000   
     

 

 

 
      $ 41,000   
     

 

 

 

 

                                                 

Diversified Financial Services — 0.0%(10)

     

Quicken Loans, Inc.

     

5.75%, 5/1/25(9)

     15       $ 14,269   
     

 

 

 
      $ 14,269   
     

 

 

 

Drugs — 0.1%

     

AMAG Pharmaceuticals, Inc.

     

7.875%, 9/1/23(9)

     20       $ 19,250   

Jaguar Holding Co. II/Pharmaceutical Product Development, LLC

     

6.375%, 8/1/23(9)

     45         43,875   

Valeant Pharmaceuticals International, Inc.

     

6.375%, 10/15/20(9)

     90         89,719   

7.50%, 7/15/21(9)

     25         25,812   

5.50%, 3/1/23(9)

     10         9,500   

5.875%, 5/15/23(9)

     65         62,481   

6.125%, 4/15/25(9)

     65         62,426   
     

 

 

 
      $ 313,063   
     

 

 

 

Ecological Services and Equipment — 0.0%(10)

     

ADS Waste Holdings, Inc.

     

8.25%, 10/1/20

     25       $ 25,062   

 

20

 

 


                                                 
Security     
 
 
Principal
Amount*
(000’s omitted)
  
  
  
     Value   

Clean Harbors, Inc.

     

5.25%, 8/1/20

     25       $ 25,625   

5.125%, 6/1/21

     30         30,450   

Covanta Holding Corp.

     

5.875%, 3/1/24

     10         9,575   
     

 

 

 
      $ 90,712   
     

 

 

 

Electric Utilities — 0.0%(10)

     

Dynegy, Inc.

     

6.75%, 11/1/19

     30       $ 30,225   

7.375%, 11/1/22

     25         25,313   

7.625%, 11/1/24

     25         25,375   
     

 

 

 
      $ 80,913   
     

 

 

 

Electronics/Electrical — 0.1%

     

Alcatel-Lucent USA, Inc.

     

4.625%, 7/1/17(9)

     10       $ 10,150   

Anixter, Inc.

     

5.50%, 3/1/23(9)

     20         19,750   

CommScope Holding Co., Inc.

     

6.625%, 6/1/20(9)(12)

     25         25,719   

Freescale Semiconductor, Inc.

     

6.00%, 1/15/22(9)

     20         20,950   

Infor (US), Inc.

     

5.75%, 8/15/20(9)

     15         14,953   

6.50%, 5/15/22(9)

     25         23,000   

Nuance Communications, Inc.

     

5.375%, 8/15/20(9)

     60         60,150   

Zebra Technologies Corp.

     

7.25%, 10/15/22(9)

     45         48,037   
     

 

 

 
      $ 222,709   
     

 

 

 

Equipment Leasing — 0.2%

     

International Lease Finance Corp.

     

6.75%, 9/1/16(9)

     175       $ 181,344   

7.125%, 9/1/18(9)

     175         193,131   
     

 

 

 
      $ 374,475   
     

 

 

 

Financial Intermediaries — 0.3%

     

CIT Group, Inc.

     

5.50%, 2/15/19(9)

     25       $ 26,000   

5.375%, 5/15/20

     5         5,250   

First Data Corp.

     

6.75%, 11/1/20(9)

     406         425,285   

11.25%, 1/15/21

     16         17,520   

10.625%, 6/15/21

     16         17,580   

11.75%, 8/15/21

     17         18,356   

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

     

3.50%, 3/15/17

     20         20,112   

6.00%, 8/1/20

     15         15,506   

JPMorgan Chase & Co.

     

6.75% to 2/1/24, 1/29/49(13)

     35         36,488   

Navient Corp.

     

5.50%, 1/15/19

     55         51,253   

5.00%, 10/26/20

     10         8,408   

5.875%, 10/25/24

     15         11,813   
     

 

 

 
      $ 653,571   
     

 

 

 

Food Products — 0.9%

     

Dean Foods Co.

     

6.50%, 3/15/23(9)

     20       $ 20,350   

 

21

 

 


                                                 
Security     
 
 
Principal
Amount*
(000’s omitted)
  
  
  
     Value   

Iceland Bondco PLC

     

4.834%, 7/15/20(9)(14)

   GBP 1,750       $ 2,193,033   

Pilgrim’s Pride Corp.

     

5.75%, 3/15/25(9)

     25         24,625   

Post Holdings, Inc.

     

6.75%, 12/1/21(9)

     10         10,025   

6.00%, 12/15/22(9)

     15         14,419   

7.75%, 3/15/24(9)

     15         15,413   

8.00%, 7/15/25(9)

     5         5,159   

WhiteWave Foods Co. (The)

     

5.375%, 10/1/22

     10         10,400   
     

 

 

 
      $ 2,293,424   
     

 

 

 

Food/Drug Retailers — 0.0%(10)

     

Rite Aid Corp.

     

6.125%, 4/1/23(9)

     50       $ 49,813   
     

 

 

 
      $ 49,813   
     

 

 

 

Health Care — 1.1%

     

Alere, Inc.

     

7.25%, 7/1/18

     5       $ 5,219   

6.50%, 6/15/20

     15         15,300   

6.375%, 7/1/23(9)

     30         30,525   

AmSurg Corp.

     

5.625%, 11/30/20

     30         30,600   

5.625%, 7/15/22

     20         20,050   

Capsugel SA

     

7.00%, 5/15/19(9)(12)

     10         9,994   

Centene Corp.

     

4.75%, 5/15/22

     10         10,000   

CHS/Community Health Systems, Inc.

     

5.125%, 8/15/18

     1,115         1,142,875   

7.125%, 7/15/20

     65         67,762   

6.875%, 2/1/22

     45         46,067   

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

     

8.125%, 6/15/21(9)

     25         24,438   

HCA Holdings, Inc.

     

6.25%, 2/15/21

     40         42,700   

HCA, Inc.

     

6.50%, 2/15/20

     10         10,925   

HealthSouth Corp.

     

5.75%, 11/1/24(9)

     10         9,900   

Hill-Rom Holdings, Inc.

     

5.75%, 9/1/23(9)

     10         10,075   

Hologic, Inc.

     

5.25%, 7/15/22(9)

     30         30,375   

inVentiv Health, Inc.

     

9.00%, 1/15/18(9)

     625         646,484   

Kinetic Concepts, Inc./KCI USA, Inc.

     

10.50%, 11/1/18

     25         26,231   

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

     

4.875%, 4/15/20(9)

     15         14,381   

5.625%, 10/15/23(9)

     40         36,550   

5.50%, 4/15/25(9)

     15         13,425   

MPH Acquisition Holdings, LLC

     

6.625%, 4/1/22(9)

     65         65,163   

Opal Acquisition, Inc.

     

8.875%, 12/15/21(9)

     25         23,625   

Sterigenics-Nordion Holdings, LLC

     

6.50%, 5/15/23(9)

     20         19,900   

Surgical Care Affiliates, Inc.

     

6.00%, 4/1/23(9)

     15         14,925   

 

22

 

 


                                                 
Security     
 
 
Principal
Amount*
(000’s omitted)
  
  
  
     Value   

Teleflex, Inc.

     

5.25%, 6/15/24

     10       $ 10,100   

Tenet Healthcare Corp.

     

6.00%, 10/1/20

     20         21,150   

4.375%, 10/1/21

     300         294,000   

8.125%, 4/1/22

     45         47,943   

6.75%, 6/15/23

     25         24,875   

WellCare Health Plans, Inc.

     

5.75%, 11/15/20

     45         46,969   
     

 

 

 
      $ 2,812,526   
     

 

 

 

Holding Company – Diversified — 0.1%

     

Argos Merger Sub, Inc.

     

7.125%, 3/15/23(9)

     45       $ 45,619   

HRG Group, Inc.

     

7.875%, 7/15/19(9)

     20         20,800   

7.875%, 7/15/19

     35         36,400   
     

 

 

 
      $ 102,819   
     

 

 

 

Home Furnishings — 0.0%(10)

     

Tempur Sealy International, Inc.

     

6.875%, 12/15/20

     15       $ 15,938   

5.625%, 10/15/23(9)

     15         15,056   
     

 

 

 
      $ 30,994   
     

 

 

 

Industrial Equipment — 0.0%(10)

     

BlueLine Rental Finance Corp.

     

7.00%, 2/1/19(9)

     20       $ 19,300   

Erikson Air-Crane, Inc., Promissory Note

     

6.00%, 11/2/20(4)(15)

     32         16,388   

Manitowoc Co., Inc. (The)

     

5.875%, 10/15/22

     20         21,350   

Vander Intermediate Holding II Corp.

     

9.75%, 2/1/19(9)(12)

     25         20,250   
     

 

 

 
      $ 77,288   
     

 

 

 

Insurance — 0.0%(10)

     

Hub Holdings, LLC/Hub Holdings Finance, Inc.

     

8.125%, 7/15/19(9)(12)

     20       $ 19,400   

Hub International, Ltd.

     

7.875%, 10/1/21(9)

     25         23,937   

USI, Inc.

     

7.75%, 1/15/21(9)

     40         39,300   

Wayne Merger Sub, LLC

     

8.25%, 8/1/23(9)

     20         19,200   
     

 

 

 
      $ 101,837   
     

 

 

 

Internet Software & Services — 0.0%(10)

     

Netflix, Inc.

     

5.50%, 2/15/22(9)

     35       $ 35,525   

5.875%, 2/15/25(9)

     45         46,462   
     

 

 

 
      $ 81,987   
     

 

 

 

Leisure Goods/Activities/Movies — 0.2%

     

Activision Blizzard, Inc.

     

6.125%, 9/15/23(9)

     15       $ 15,975   

National CineMedia, LLC

     

6.00%, 4/15/22

     380         385,700   

NCL Corp., Ltd.