N-Q 1 d15044dnq.htm EATON VANCE FLOATING-RATE INCOME TRUST Eaton Vance Floating-Rate 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

811-21574

Investment Company Act File Number

Eaton Vance Floating-Rate 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)

May 31

Date of Fiscal Year End

August 31, 2015

Date of Reporting Period

 

 

 


Item 1. Schedule of Investments


Eaton Vance

Floating-Rate Income Trust

August 31, 2015

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 142.6%(1)

 

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

Aerospace and Defense — 1.7%

     

BE Aerospace, Inc.

     

Term Loan, 4.00%, Maturing December 16, 2021

     1,079       $ 1,086,327   

IAP Worldwide Services, Inc.

     

Revolving Loan, Maturing July 18, 2018(2)

     325         311,389   

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

     446         356,431   

Silver II US Holdings, LLC

     

Term Loan, 4.00%, Maturing December 13, 2019

     2,037         1,925,959   

Transdigm, Inc.

     

Term Loan, 3.75%, Maturing February 28, 2020

     4,700         4,660,475   

Term Loan, 3.75%, Maturing June 4, 2021

     2,030         2,012,286   
     

 

 

 
      $ 10,352,867   
     

 

 

 

Air Transport — 0.4%

     

Virgin America, Inc.

     

Term Loan, 4.50%, Maturing April 4, 2019

     2,625       $ 2,355,675   
     

 

 

 
      $ 2,355,675   
     

 

 

 

Automotive — 5.0%

     

Affinia Group Intermediate Holdings, Inc.

     

Term Loan, 4.75%, Maturing April 27, 2020

     1,252       $ 1,253,224   

Allison Transmission, Inc.

     

Term Loan, 3.50%, Maturing August 23, 2019

     2,914         2,911,329   

Chrysler Group, LLC

     

Term Loan, 3.50%, Maturing May 24, 2017

     3,402         3,398,756   

Term Loan, 3.25%, Maturing December 31, 2018

     2,296         2,288,763   

CS Intermediate Holdco 2, LLC

     

Term Loan, 4.00%, Maturing April 4, 2021

     693         690,138   

Dayco Products, LLC

     

Term Loan, 5.25%, Maturing December 12, 2019

     1,084         1,087,563   

Federal-Mogul Holdings Corporation

     

Term Loan, 4.75%, Maturing April 15, 2021

     4,307         4,224,857   

Goodyear Tire & Rubber Company (The)

     

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

     6,208         6,233,477   

Horizon Global Corporation

     

Term Loan, 7.00%, Maturing May 11, 2022

     550         545,188   

INA Beteiligungsgesellschaft GmbH

     

Term Loan, 4.25%, Maturing May 15, 2020

     995         1,000,997   

MPG Holdco I, Inc.

     

Term Loan, 3.75%, Maturing October 20, 2021

     2,387         2,388,105   

TI Group Automotive Systems, LLC

     

Term Loan, 4.50%, Maturing June 30, 2022

   EUR 900         1,004,045   

Term Loan, 4.50%, Maturing June 30, 2022

     1,325         1,321,135   

Tower Automotive Holdings USA, LLC

     

Term Loan, 4.00%, Maturing April 23, 2020

     830         826,777   

Visteon Corporation

     

Term Loan, 3.50%, Maturing April 9, 2021

     685         683,983   
     

 

 

 
      $ 29,858,337   
     

 

 

 

Beverage and Tobacco — 0.4%

     

Flavors Holdings, Inc.

     

Term Loan, 6.75%, Maturing April 3, 2020

     1,484       $ 1,428,210   

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

     1,000         960,000   
     

 

 

 
      $ 2,388,210   
     

 

 

 

 

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

     350       $ 352,625   

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

     300         300,000   

Salient Partners L.P.

     

Term Loan, 7.50%, Maturing May 19, 2021

     875         861,875   
     

 

 

 
      $ 1,514,500   
     

 

 

 

Building and Development — 2.2%

     

ABC Supply Co., Inc.

     

Term Loan, 3.50%, Maturing April 16, 2020

     1,376       $ 1,371,632   

Auction.com, LLC

     

Term Loan, 6.00%, Maturing May 8, 2022

     1,122         1,119,382   

CPG International, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     663         659,595   

Gates Global, Inc.

     

Term Loan, 4.25%, Maturing July 5, 2021

     5,159         4,950,189   

Headwaters, Incorporated

     

Term Loan, 4.50%, Maturing March 24, 2022

     225         226,125   

Quikrete Holdings, Inc.

     

Term Loan, 4.00%, Maturing September 28, 2020

     1,016         1,014,659   

RE/MAX International, Inc.

     

Term Loan, 4.25%, Maturing July 31, 2020

     1,727         1,725,725   

Realogy Corporation

     

Term Loan, 3.75%, Maturing March 5, 2020

     978         977,607   

Summit Materials Companies I, LLC

     

Term Loan, 4.25%, Maturing July 17, 2022

     700         697,156   

WireCo WorldGroup, Inc.

     

Term Loan, 6.00%, Maturing February 15, 2017

     644         646,075   
     

 

 

 
      $ 13,388,145   
     

 

 

 

Business Equipment and Services — 12.9%

     

Acosta Holdco, Inc.

     

Term Loan, 4.25%, Maturing September 26, 2021

     3,697       $ 3,677,289   

AlixPartners, LLP

     

Term Loan, 4.50%, Maturing July 28, 2022

     675         676,519   

Altisource Solutions S.a.r.l.

     

Term Loan, 4.50%, Maturing December 9, 2020

     3,027         2,709,190   

Ancestry.com, Inc.

     

Term Loan, Maturing August 17, 2022(2)

     1,700         1,685,125   

AVSC Holding Corp.

     

Term Loan, 4.50%, Maturing January 24, 2021

     469         467,890   

BakerCorp International, Inc.

     

Term Loan, 4.25%, Maturing February 14, 2020

     882         842,492   

Brickman Group Ltd., LLC

     

Term Loan, 4.00%, Maturing December 18, 2020

     911         900,328   

Brock Holdings III, Inc.

     

Term Loan, 6.00%, Maturing March 16, 2017

     1,175         1,147,732   

CCC Information Services, Inc.

     

Term Loan, 4.00%, Maturing December 20, 2019

     488         485,961   

Ceridian, LLC

     

Term Loan, 4.50%, Maturing September 15, 2020

     677         657,136   

ClientLogic Corporation

     

Term Loan, 7.54%, Maturing January 30, 2017

     1,790         1,785,567   

Corporate Capital Trust, Inc.

     

Term Loan, 4.00%, Maturing May 15, 2019

     1,037         1,036,875   

CPM Holdings, Inc.

     

Term Loan, 6.00%, Maturing April 11, 2022

     300         301,312   

Crossmark Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 20, 2019

     1,552         1,369,279   

DTZ U.S. Borrower, LLC

     

Term Loan, Maturing August 5, 2021(2)

     2,850         2,829,962   

 

2

 

 


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

Education Management, LLC

     

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

     298       $ 142,610   

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

     513         134,832   

EIG Investors Corp.

     

Term Loan, 5.00%, Maturing November 9, 2019

     4,955         4,946,635   

Emdeon Business Services, LLC

     

Term Loan, 3.75%, Maturing November 2, 2018

     1,602         1,600,534   

Extreme Reach, Inc.

     

Term Loan, 6.75%, Maturing February 7, 2020

     1,744         1,738,384   

Garda World Security Corporation

     

Term Loan, 4.00%, Maturing November 6, 2020

     120         118,920   

Term Loan, 4.00%, Maturing November 6, 2020

     1,093         1,082,244   

Term Loan, 4.75%, Maturing November 6, 2020

   CAD 688         509,696   

Global Healthcare Exchange, LLC

     

Term Loan, Maturing August 15, 2022(2)

     1,200         1,203,000   

IG Investment Holdings, LLC

     

Term Loan, 6.00%, Maturing October 29, 2021

     522         523,301   

IMS Health Incorporated

     

Term Loan, 3.50%, Maturing March 17, 2021

     2,158         2,148,386   

Information Resources, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     1,326         1,329,270   

ION Trading Technologies S.a.r.l.

     

Term Loan, 4.25%, Maturing June 10, 2021

     525         520,406   

Term Loan, 4.50%, Maturing June 10, 2021

   EUR 1,260         1,419,035   

Jaguar Holding Company II

     

Term Loan, 4.25%, Maturing August 18, 2022

     4,850         4,830,804   

KAR Auction Services, Inc.

     

Term Loan, 3.50%, Maturing March 11, 2021

     3,064         3,063,883   

Kronos Incorporated

     

Term Loan, 4.50%, Maturing October 30, 2019

     2,659         2,664,399   

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

     1,223         1,258,744   

MCS AMS Sub-Holdings, LLC

     

Term Loan, 7.50%, Maturing October 15, 2019(3)

     1,021         752,303   

Monitronics International, Inc.

     

Term Loan, 4.25%, Maturing March 23, 2018

     592         591,317   

Term Loan, 4.50%, Maturing April 2, 2022

     748         746,956   

PGX Holdings, Inc.

     

Term Loan, 5.75%, Maturing September 29, 2020

     602         605,256   

RCS Capital Corporation

     

Term Loan, 7.50%, Maturing April 29, 2019

     2,667         2,628,994   

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

     1,000         986,667   

Sensus USA, Inc.

     

Term Loan, 4.50%, Maturing May 9, 2017

     1,233         1,230,992   

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

     1,000         993,750   

ServiceMaster Company

     

Term Loan, 4.25%, Maturing July 1, 2021

     4,655         4,661,138   

SunGard Data Systems, Inc.

     

Term Loan, 3.94%, Maturing February 28, 2017

     893         893,769   

Term Loan, 4.00%, Maturing March 8, 2020

     7,758         7,758,009   

TNS, Inc.

     

Term Loan, 5.00%, Maturing February 14, 2020

     1,003         1,006,765   

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

     

Term Loan, 5.75%, Maturing September 2, 2021

     1,315         1,316,600   

WASH Multifamily Laundry Systems, LLC

     

Term Loan, 4.25%, Maturing May 14, 2022

     48         48,253   

Term Loan, 4.25%, Maturing May 14, 2022

     277         275,528   

West Corporation

     

Term Loan, 3.25%, Maturing June 30, 2018

     3,555         3,526,588   
     

 

 

 
   $ 77,830,625   
     

 

 

 

 

3

 

 


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

Cable and Satellite Television — 3.0%

     

Cequel Communications, LLC

     

Term Loan, 3.50%, Maturing February 14, 2019

     1,594       $ 1,588,728   

Charter Communications Operating, LLC

     

Term Loan, 3.50%, Maturing January 20, 2023

     2,275         2,275,355   

MCC Iowa, LLC

     

Term Loan, 3.75%, Maturing June 30, 2021

     965         964,526   

Mediacom Illinois, LLC

     

Term Loan, 3.16%, Maturing October 23, 2017

     879         877,537   

Term Loan, 3.50%, Maturing June 30, 2021

     546         545,670   

Numericable Group SA

     

Term Loan, 4.00%, Maturing May 21, 2020

     425         424,150   

Term Loan, 4.00%, Maturing July 29, 2022

   EUR 775         870,754   

Numericable U.S., LLC

     

Term Loan, 4.50%, Maturing May 21, 2020

     1,142         1,143,588   

Term Loan, 4.50%, Maturing May 21, 2020

     1,320         1,321,859   

Virgin Media Investment Holdings Limited

     

Term Loan, 3.50%, Maturing June 30, 2023

     2,932         2,906,231   

Term Loan, 4.25%, Maturing June 30, 2023

   GBP 1,650         2,525,770   

Ziggo B.V.

     

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 424         474,984   

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 659         737,307   

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 1,192         1,334,539   
     

 

 

 
   $ 17,990,998   
     

 

 

 

Chemicals and Plastics — 7.3%

     

Allnex (Luxembourg) & Cy S.C.A.

     

Term Loan, 4.50%, Maturing October 3, 2019

     306       $ 306,965   

Allnex USA, Inc.

     

Term Loan, 4.50%, Maturing October 3, 2019

     159         159,269   

Aruba Investments, Inc.

     

Term Loan, 4.50%, Maturing February 2, 2022

     318         319,079   

Axalta Coating Systems US Holdings, Inc.

     

Term Loan, 3.75%, Maturing February 1, 2020

     3,863         3,858,122   

AZ Chem US, Inc.

     

Term Loan, 4.50%, Maturing June 12, 2021

     3,057         3,054,413   

Chemours Company Co. (The)

     

Term Loan, 3.75%, Maturing May 12, 2022

     1,125         1,088,907   

Colouroz Investment 1, GmbH

     

Term Loan, 4.50%, Maturing September 7, 2021

     165         165,332   

Term Loan, 4.50%, Maturing September 7, 2021

     1,001         1,001,377   

ECO Services Operations, LLC

     

Term Loan, 4.75%, Maturing December 4, 2021

     1,246         1,242,631   

Emerald Performance Materials, LLC

     

Term Loan, 4.50%, Maturing August 1, 2021

     571         570,450   

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

     625         624,219   

Gemini HDPE, LLC

     

Term Loan, 4.75%, Maturing August 7, 2021

     2,476         2,480,391   

Huntsman International, LLC

     

Term Loan, 3.75%, Maturing October 1, 2021

     1,192         1,189,769   

Ineos Finance PLC

     

Term Loan, 4.25%, Maturing March 31, 2022

   EUR 474         526,981   

Ineos US Finance, LLC

     

Term Loan, 3.75%, Maturing May 4, 2018

     4,568         4,553,828   

Term Loan, 4.25%, Maturing March 31, 2022

     773         771,854   

Kronos Worldwide, Inc.

     

Term Loan, 4.00%, Maturing February 18, 2020

     321         310,306   

MacDermid, Inc.

     

Term Loan, 4.50%, Maturing June 7, 2020

     1,453         1,451,691   

Term Loan, 4.75%, Maturing June 7, 2020

     672         671,865   

 

4

 

 


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

Minerals Technologies, Inc.

     

Term Loan, 3.75%, Maturing May 9, 2021

     1,471       $ 1,478,240   

Omnova Solutions, Inc.

     

Term Loan, 4.25%, Maturing May 31, 2018

     953         946,250   

Orion Engineered Carbons GmbH

     

Term Loan, 5.00%, Maturing July 25, 2021

     620         622,639   

Term Loan, 5.00%, Maturing July 25, 2021

   EUR 1,067         1,206,244   

OXEA Finance, LLC

     

Term Loan, 4.25%, Maturing January 15, 2020

     761         744,939   

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

     1,000         942,500   

PQ Corporation

     

Term Loan, 4.00%, Maturing August 7, 2017

     1,292         1,291,068   

Royal Holdings, Inc.

     

Term Loan, 4.50%, Maturing June 19, 2022

     675         674,156   

Solenis International L.P.

     

Term Loan, 4.25%, Maturing July 31, 2021

     323         319,236   

Term Loan, 4.50%, Maturing July 31, 2021

   EUR 1,067         1,202,752   

Sonneborn Refined Products B.V.

  

Term Loan, 4.75%, Maturing December 10, 2020

     78         78,601   

Sonneborn, LLC

     

Term Loan, 4.75%, Maturing December 10, 2020

     444         445,406   

Trinseo Materials Operating S.C.A.

     

Term Loan, 4.25%, Maturing November 5, 2021

     1,850         1,847,523   

Tronox Pigments (Netherlands) B.V.

     

Term Loan, 4.25%, Maturing March 19, 2020

     3,180         3,004,375   

Univar, Inc.

     

Term Loan, 4.25%, Maturing July 1, 2022

     3,600         3,575,250   

Zep, Inc.

     

Term Loan, 5.75%, Maturing June 27, 2022

     1,375         1,369,844   
     

 

 

 
   $ 44,096,472   
     

 

 

 

Clothing/Textiles — 0.3%

     

Ascena Retail Group, Inc.

     

Term Loan, Maturing August 21, 2022(2)

     1,800       $ 1,765,688   
     

 

 

 
   $ 1,765,688   
     

 

 

 

Conglomerates — 0.8%

     

Bestway UK Holdco Limited

     

Term Loan, 5.26%, Maturing October 6, 2021

   GBP  1,103       $ 1,697,733   

RGIS Services, LLC

     

Term Loan, 5.50%, Maturing October 18, 2017

     3,104         2,855,847   
     

 

 

 
   $ 4,553,580   
     

 

 

 

Containers and Glass Products — 2.3%

     

Berry Plastics Holding Corporation

     

Term Loan, 3.50%, Maturing February 8, 2020

     2,346       $ 2,316,309   

Term Loan, 3.75%, Maturing January 6, 2021

     680         675,431   

Hilex Poly Co., LLC

     

Term Loan, 6.00%, Maturing December 5, 2021

     1,667         1,669,403   

Libbey Glass, Inc.

     

Term Loan, 3.75%, Maturing April 9, 2021

     446         443,829   

Owens-Illinois, Inc.

     

Term Loan, Maturing August 6, 2022(2)

     1,375         1,379,583   

Pelican Products, Inc.

     

Term Loan, 5.25%, Maturing April 10, 2020

     1,398         1,400,183   

Reynolds Group Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 1, 2018

     3,558         3,565,073   

TricorBraun, Inc.

     

Term Loan, 4.00%, Maturing May 3, 2018

     643         640,140   

Verallia

     

Term Loan, Maturing July 24, 2022(2)

   EUR 1,825         2,051,947   
     

 

 

 
   $ 14,141,898   
     

 

 

 

 

5

 

 


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

Cosmetics/Toiletries — 1.2%

     

KIK Custom Products, Inc.

     

Term Loan, Maturing August 14, 2022(2)

     1,750       $ 1,715,000   

Prestige Brands, Inc.

     

Term Loan, 3.51%, Maturing September 3, 2021

     821         820,850   

Revlon Consumer Products Corporation

     

Term Loan, 4.00%, Maturing October 8, 2019

     1,306         1,305,634   

Sun Products Corporation (The)

  

Term Loan, 5.50%, Maturing March 23, 2020

     3,354         3,240,666   
     

 

 

 
   $ 7,082,150   
     

 

 

 

Drugs — 3.4%

     

Albany Molecular Research, Inc.

     

Term Loan, 5.75%, Maturing July 16, 2021

     775       $ 773,063   

Alkermes, Inc.

     

Term Loan, 3.50%, Maturing September 18, 2019

     414         414,176   

AMAG Pharmaceuticals, Inc.

     

Term Loan, 4.75%, Maturing August 13, 2021

     1,200         1,200,000   

DPx Holdings B.V.

     

Term Loan, 4.25%, Maturing March 11, 2021

     965         957,407   

Term Loan, 4.50%, Maturing March 11, 2021

   EUR 322         362,406   

Term Loan, 4.50%, Maturing March 11, 2021

   EUR 748         842,641   

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

     

Term Loan, 3.25%, Maturing March 1, 2021

     444         444,375   

Mallinckrodt International Finance S.A.

     

Term Loan, 3.25%, Maturing March 19, 2021

     1,679         1,671,536   

Par Pharmaceutical Companies, Inc.

     

Term Loan, 4.00%, Maturing September 30, 2019

     3,570         3,571,205   

Valeant Pharmaceuticals International, Inc.

     

Term Loan, 3.75%, Maturing December 11, 2019

     2,774         2,770,032   

Term Loan, 3.75%, Maturing August 5, 2020

     3,543         3,538,331   

Term Loan, 4.00%, Maturing April 1, 2022

     4,040         4,046,072   
     

 

 

 
   $ 20,591,244   
     

 

 

 

Ecological Services and Equipment — 0.5%

     

ADS Waste Holdings, Inc.

     

Term Loan, 3.75%, Maturing October 9, 2019

     2,090       $ 2,078,505   

EnergySolutions, LLC

     

Term Loan, 6.75%, Maturing May 29, 2020

     891         896,904   
     

 

 

 
   $ 2,975,409   
     

 

 

 

Electronics/Electrical — 13.6%

     

Answers Corporation

     

Term Loan, 6.25%, Maturing October 3, 2021

     2,216       $ 1,706,604   

Avago Technologies Cayman Ltd.

     

Term Loan, 3.75%, Maturing May 6, 2021

     5,919         5,923,587   

Campaign Monitor Finance Pty Limited

     

Term Loan, 6.25%, Maturing March 18, 2021

     1,083         1,077,841   

Carros Finance Luxembourg S.a.r.l.

     

Term Loan, 4.50%, Maturing September 30, 2021

     372         373,118   

CommScope, Inc.

     

Term Loan, 3.75%, Maturing December 29, 2022

     1,025         1,023,711   

CompuCom Systems, Inc.

     

Term Loan, 4.25%, Maturing May 11, 2020

     1,265         1,132,193   

Dealertrack Technologies, Inc.

     

Term Loan, 3.50%, Maturing February 28, 2021

     525         523,722   

Dell International, LLC

     

Term Loan, 4.00%, Maturing April 29, 2020

     6,534         6,519,741   

Deltek, Inc.

     

Term Loan, 5.00%, Maturing June 25, 2022

     350         350,438   

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

     450         454,125   

Entegris, Inc.

  

Term Loan, 3.50%, Maturing April 30, 2021

     399         397,173   

 

6

 

 


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

Excelitas Technologies Corp.

     

Term Loan, 6.00%, Maturing October 31, 2020

     923       $ 898,080   

Eze Castle Software, Inc.

     

Term Loan, 4.00%, Maturing April 6, 2020

     1,485         1,483,462   

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

     

Term Loan, 6.25%, Maturing December 24, 2020

     628         627,750   

Freescale Semiconductor, Inc.

     

Term Loan, 4.25%, Maturing February 28, 2020

     2,168         2,168,132   

Go Daddy Operating Company, LLC

     

Term Loan, 4.25%, Maturing May 13, 2021

     4,816         4,819,479   

Hyland Software, Inc.

     

Term Loan, 4.75%, Maturing July 1, 2022

     639         639,689   

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

     625         622,917   

Infor (US), Inc.

     

Term Loan, 3.75%, Maturing June 3, 2020

     6,775         6,594,526   

Informatica Corporation

     

Term Loan, 4.50%, Maturing August 5, 2022

     3,475         3,459,362   

Lattice Semiconductor Corporation

     

Term Loan, 5.25%, Maturing March 10, 2021

     623         614,865   

M/A-COM Technology Solutions Holdings, Inc.

     

Term Loan, 4.50%, Maturing May 7, 2021

     569         569,250   

MA FinanceCo., LLC

     

Term Loan, 4.50%, Maturing November 20, 2019

     1,194         1,194,375   

Term Loan, 5.25%, Maturing November 19, 2021

     2,075         2,081,286   

Magic Newco, LLC

     

Term Loan, 5.00%, Maturing December 12, 2018

     1,528         1,530,970   

MH Sub I, LLC

     

Term Loan, 4.75%, Maturing July 8, 2021

     1,365         1,365,116   

Microsemi Corporation

     

Term Loan, 3.25%, Maturing February 19, 2020

     661         658,597   

Orbotech, Inc.

     

Term Loan, 5.00%, Maturing August 6, 2020

     452         450,809   

Renaissance Learning, Inc.

     

Term Loan, 4.50%, Maturing April 9, 2021

     2,262         2,211,583   

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

     250         244,063   

Rocket Software, Inc.

     

Term Loan, 5.75%, Maturing February 8, 2018

     1,434         1,436,484   

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

     750         752,812   

RP Crown Parent, LLC

     

Term Loan, 6.00%, Maturing December 21, 2018

     6,207         5,707,035   

SGS Cayman L.P.

     

Term Loan, 6.00%, Maturing April 23, 2021

     220         221,442   

Sirius Computer Solutions, Inc.

     

Term Loan, 6.25%, Maturing December 7, 2018

     396         397,111   

SkillSoft Corporation

     

Term Loan, 5.75%, Maturing April 28, 2021

     3,998         3,840,801   

Smart Technologies ULC

     

Term Loan, 10.50%, Maturing January 31, 2018

     608         608,125   

Sophia L.P.

     

Term Loan, 4.00%, Maturing July 19, 2018

     1,388         1,389,423   

SS&C Technologies, Inc.

     

Term Loan, 4.00%, Maturing July 8, 2022

     371         371,852   

Term Loan, 4.00%, Maturing July 8, 2022

     2,288         2,295,227   

SunEdison Semiconductor B.V.

     

Term Loan, 6.50%, Maturing May 27, 2019

     2,437         2,442,813   

SurveyMonkey.com, LLC

     

Term Loan, 6.25%, Maturing February 5, 2019

     2,335         2,305,961   

Sutherland Global Services, Inc.

     

Term Loan, 6.00%, Maturing April 23, 2021

     946         951,305   

 

7

 

 


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

Sybil Software, LLC

     

Term Loan, 4.25%, Maturing March 20, 2020

     1,732       $ 1,735,136   

Vantiv, LLC

     

Term Loan, 3.75%, Maturing June 13, 2021

     847         850,055   

Vertafore, Inc.

     

Term Loan, 4.25%, Maturing October 3, 2019

     1,004         1,003,988   

Wall Street Systems Delaware, Inc.

     

Term Loan, 4.50%, Maturing April 30, 2021

     1,465         1,464,051   

Zebra Technologies Corporation

     

Term Loan, 4.75%, Maturing October 27, 2021

     2,211         2,226,152   
     

 

 

 
   $ 81,716,337   
     

 

 

 

Financial Intermediaries — 5.4%

     

Armor Holding II, LLC

     

Term Loan, 5.75%, Maturing June 26, 2020

     2,486       $ 2,478,091   

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

     1,425         1,439,250   

Citco Funding, LLC

     

Term Loan, 4.25%, Maturing June 29, 2018

     2,263         2,268,727   

Clipper Acquisitions Corp.

     

Term Loan, 3.00%, Maturing February 6, 2020

     585         579,590   

First Data Corporation

     

Term Loan, 3.70%, Maturing March 24, 2018

     5,061         5,039,354   

Term Loan, 3.70%, Maturing September 24, 2018

     2,100         2,089,500   

Term Loan, 3.95%, Maturing July 8, 2022

     850         847,237   

Grosvenor Capital Management Holdings, LLP

     

Term Loan, 3.75%, Maturing January 4, 2021

     1,334         1,329,931   

Guggenheim Partners, LLC

     

Term Loan, 4.25%, Maturing July 22, 2020

     1,478         1,485,685   

Hamilton Lane Advisors, LLC

     

Term Loan, 4.25%, Maturing July 9, 2022

     575         577,875   

Harbourvest Partners, LLC

     

Term Loan, 3.25%, Maturing February 4, 2021

     869         867,000   

LPL Holdings, Inc.

     

Term Loan, 3.25%, Maturing March 29, 2019

     2,514         2,507,781   

Medley, LLC

     

Term Loan, 6.50%, Maturing June 15, 2019

     540         539,773   

MIP Delaware, LLC

     

Term Loan, 4.00%, Maturing March 9, 2020

     482         482,555   

Moneygram International, Inc.

     

Term Loan, 4.25%, Maturing March 27, 2020

     464         437,228   

NXT Capital, Inc.

     

Term Loan, 6.25%, Maturing September 4, 2018

     148         149,226   

Term Loan, 6.25%, Maturing September 4, 2018

     723         728,584   

Term Loan, 6.25%, Maturing September 4, 2018

     811         816,642   

Ocwen Financial Corporation

  

Term Loan, 5.00%, Maturing February 15, 2018

     3,462         3,458,114   

Sesac Holdco II, LLC

     

Term Loan, 5.25%, Maturing February 8, 2019

     964         963,205   

Starwood Property Trust, Inc.

     

Term Loan, 3.50%, Maturing April 17, 2020

     293         292,028   

Walker & Dunlop, Inc.

     

Term Loan, 5.25%, Maturing December 11, 2020

     700         705,322   

Walter Investment Management Corp.

     

Term Loan, 4.75%, Maturing December 19, 2020

     2,540         2,410,848   
     

 

 

 
   $ 32,493,546   
     

 

 

 

Food Products — 4.9%

     

AdvancePierre Foods, Inc.

     

Term Loan, 5.75%, Maturing July 10, 2017

     3,985       $ 3,998,277   

Blue Buffalo Company Ltd.

     

Term Loan, 3.75%, Maturing August 8, 2019

     1,435         1,436,068   

 

8

 

 


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

Charger OpCo B.V.

     

Term Loan, 4.25%, Maturing July 2, 2022

   EUR 800       $ 900,464   

Term Loan, 4.25%, Maturing July 2, 2022

     2,400         2,398,001   

Clearwater Seafoods Limited Partnership

     

Term Loan, 4.75%, Maturing June 26, 2019

     1,049         1,049,038   

Del Monte Foods, Inc.

     

Term Loan, 4.26%, Maturing February 18, 2021

     2,775         2,681,136   

Diamond Foods, Inc.

     

Term Loan, 4.25%, Maturing August 20, 2018

     222         221,348   

Dole Food Company, Inc.

     

Term Loan, 4.50%, Maturing November 1, 2018

     1,363         1,365,530   

High Liner Foods, Incorporated

     

Term Loan, 4.25%, Maturing April 24, 2021

     938         937,539   

JBS USA, LLC

     

Term Loan, 3.75%, Maturing May 25, 2018

     969         967,353   

Term Loan, 3.75%, Maturing September 18, 2020

     1,719         1,720,450   

Term Loan, Maturing August 6, 2022(2)

     750         748,594   

NBTY, Inc.

     

Term Loan, 3.50%, Maturing October 1, 2017

     6,809         6,778,272   

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

     

Term Loan, 4.25%, Maturing March 13, 2022

   EUR  2,195         2,469,913   

Onex Wizard US Acquisition, Inc.

     

Term Loan, 4.25%, Maturing March 13, 2022

     1,347         1,348,215   

Post Holdings, Inc.

     

Term Loan, 3.75%, Maturing June 2, 2021

     295         295,549   
     

 

 

 
   $ 29,315,747   
     

 

 

 

Food Service — 3.5%

     

1011778 B.C. Unlimited Liability Company

     

Term Loan, 3.75%, Maturing December 12, 2021

     5,219       $ 5,222,621   

Aramark Services, Inc.

     

Term Loan, 3.69%, Maturing July 26, 2016

     194         191,841   

Term Loan, 3.69%, Maturing July 26, 2016

     348         345,162   

ARG IH Corporation

     

Term Loan, 4.75%, Maturing November 15, 2020

     290         290,984   

CEC Entertainment, Inc.

     

Term Loan, 4.00%, Maturing February 14, 2021

     815         795,678   

Centerplate, Inc.

     

Term Loan, 4.75%, Maturing November 26, 2019

     1,109         1,105,186   

Landry’s, Inc.

     

Term Loan, 4.00%, Maturing April 24, 2018

     2,451         2,460,743   

NPC International, Inc.

     

Term Loan, 4.00%, Maturing December 28, 2018

     1,718         1,705,048   

P.F. Chang’s China Bistro, Inc.

     

Term Loan, 4.25%, Maturing July 2, 2019

     452         444,769   

Seminole Hard Rock Entertainment, Inc.

     

Term Loan, 3.50%, Maturing May 14, 2020

     294         292,163   

US Foods, Inc.

     

Term Loan, 4.50%, Maturing March 31, 2019

     4,459         4,468,270   

Weight Watchers International, Inc.

     

Term Loan, 4.00%, Maturing April 2, 2020

     7,453         3,804,361   
     

 

 

 
      $ 21,126,826   
     

 

 

 

Food/Drug Retailers — 3.9%

     

Albertsons, LLC

     

Term Loan, 5.38%, Maturing March 21, 2019

     2,434       $ 2,439,718   

Term Loan, 5.00%, Maturing August 25, 2019

     3,440         3,446,703   

Term Loan, 5.50%, Maturing August 25, 2021

     993         994,705   

General Nutrition Centers, Inc.

     

Term Loan, 3.25%, Maturing March 4, 2019

     3,668         3,640,172   

New Albertsons, Inc.

     

Term Loan, 4.75%, Maturing June 27, 2021

     4,845         4,843,942   

 

9

 

 


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

Rite Aid Corporation

     

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

     1,500       $ 1,516,250   

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

     1,500         1,503,984   

Supervalu, Inc.

     

Term Loan, 4.50%, Maturing March 21, 2019

     5,120         5,138,261   
     

 

 

 
      $ 23,523,735   
     

 

 

 

Health Care — 14.7%

     

Acadia Healthcare Company, Inc.

     

Term Loan, 4.25%, Maturing February 11, 2022

     274       $ 275,588   

ADMI Corp.

     

Term Loan, 5.50%, Maturing April 30, 2022

     375         377,735   

Akorn, Inc.

     

Term Loan, 5.50%, Maturing April 16, 2021

     1,166         1,168,132   

Alere, Inc.

     

Term Loan, 4.25%, Maturing June 18, 2022

     1,925         1,925,930   

Alliance Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing June 3, 2019

     2,306         2,303,352   

Amneal Pharmaceuticals, LLC

     

Term Loan, 4.50%, Maturing November 1, 2019

     1,949         1,956,313   

Amsurg Corp.

     

Term Loan, 3.50%, Maturing July 16, 2021

     668         669,037   

Ardent Legacy Acquisitions, Inc.

     

Term Loan, 6.50%, Maturing July 21, 2021

     575         577,875   

ATI Holdings, Inc.

     

Term Loan, 5.25%, Maturing December 20, 2019

     985         990,057   

Auris Luxembourg III S.a.r.l.

     

Term Loan, 4.25%, Maturing January 15, 2022

     848         850,525   

BioScrip, Inc.

     

Term Loan, 6.50%, Maturing July 31, 2020

     1,013         966,937   

Term Loan, 6.50%, Maturing July 31, 2020

     1,688         1,611,562   

BSN Medical, Inc.

     

Term Loan, 4.00%, Maturing August 28, 2019

     643         643,079   

CareCore National, LLC

     

Term Loan, 5.50%, Maturing March 5, 2021

     3,891         3,813,370   

CeramTec Acquisition Corporation

     

Term Loan, 4.25%, Maturing August 30, 2020

     36         36,233   

CHG Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing November 19, 2019

     1,300         1,298,366   

Community Health Systems, Inc.

     

Term Loan, 3.75%, Maturing December 31, 2019

     2,673         2,674,645   

Term Loan, 4.00%, Maturing January 27, 2021

     4,919         4,935,860   

Concentra, Inc.

     

Term Loan, 4.00%, Maturing June 1, 2022

     175         174,889   

Concordia Healthcare Corp.

     

Term Loan, 4.75%, Maturing April 21, 2022

     275         275,688   

Convatec, Inc.

     

Term Loan, 4.25%, Maturing June 15, 2020

     1,449         1,448,592   

CPI Buyer, LLC

     

Term Loan, 5.50%, Maturing August 18, 2021

     1,117         1,113,774   

DaVita HealthCare Partners, Inc.

     

Term Loan, 3.50%, Maturing June 24, 2021

     3,539         3,542,570   

DJO Finance, LLC

     

Term Loan, 4.25%, Maturing June 8, 2020

     2,425         2,425,504   

Envision Healthcare Corporation

     

Term Loan, 4.00%, Maturing May 25, 2018

     1,982         1,983,601   

Faenza Acquisition GmbH

     

Term Loan, 4.25%, Maturing August 30, 2020

     107         106,679   

Term Loan, 4.25%, Maturing August 30, 2020

     352         352,470   

Horizon Pharma Holdings USA, Inc.

     

Term Loan, 4.50%, Maturing April 22, 2021

     1,250         1,253,906   

 

10

 

 


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

Iasis Healthcare, LLC

     

Term Loan, 4.50%, Maturing May 3, 2018

     1,820       $ 1,825,390   

Indivior Finance S.a.r.l.

     

Term Loan, 7.00%, Maturing December 19, 2019

     1,097         1,069,453   

inVentiv Health, Inc.

     

Term Loan, 7.75%, Maturing May 15, 2018

     2,139         2,142,915   

Term Loan, 7.75%, Maturing May 15, 2018

     2,457         2,458,451   

Kindred Healthcare, Inc.

     

Term Loan, 4.25%, Maturing April 9, 2021

     1,634         1,638,585   

Kinetic Concepts, Inc.

     

Term Loan, 4.50%, Maturing May 4, 2018

     5,055         5,058,116   

Knowledge Universe Education, LLC

     

Term Loan, 6.00%, Maturing July 28, 2022

     1,250         1,231,250   

LHP Hospital Group, Inc.

     

Term Loan, 9.00%, Maturing July 3, 2018

     2,158         2,114,655   

MedAssets, Inc.

     

Term Loan, 4.00%, Maturing December 13, 2019

     403         401,561   

Millennium Health, LLC

     

Term Loan, 5.25%, Maturing April 16, 2021

     6,872         3,431,927   

MMM Holdings, Inc.

     

Term Loan, 9.75%, Maturing December 12, 2017

     591         459,260   

MSO of Puerto Rico, Inc.

     

Term Loan, 9.75%, Maturing December 12, 2017

     429         333,880   

National Mentor Holdings, Inc.

     

Term Loan, 4.25%, Maturing January 31, 2021

     593         591,204   

Onex Carestream Finance L.P.

     

Term Loan, 5.00%, Maturing June 7, 2019

     3,534         3,517,528   

Opal Acquisition, Inc.

     

Term Loan, 5.00%, Maturing November 27, 2020

     3,798         3,741,498   

Ortho-Clinical Diagnostics, Inc.

     

Term Loan, 4.75%, Maturing June 30, 2021

     3,465         3,419,830   

Physio-Control International, Inc.

     

Term Loan, 5.50%, Maturing June 6, 2022

     500         501,250   

PRA Holdings, Inc.

     

Term Loan, 4.50%, Maturing September 23, 2020

     1,103         1,105,042   

Radnet Management, Inc.

     

Term Loan, 4.27%, Maturing October 10, 2018

     2,197         2,188,478   

RegionalCare Hospital Partners, Inc.

     

Term Loan, 5.25%, Maturing April 19, 2019

     2,358         2,342,027   

Sage Products Holdings III, LLC

     

Term Loan, 4.25%, Maturing December 13, 2019

     1,231         1,233,005   

Select Medical Corporation

     

Term Loan, 3.04%, Maturing December 20, 2016

     241         241,156   

Term Loan, 3.75%, Maturing June 1, 2018

     1,231         1,230,285   

Sterigenics-Nordion Holdings, LLC

     

Term Loan, 4.25%, Maturing May 15, 2022

     775         774,031   

Steward Health Care System, LLC

     

Term Loan, 6.75%, Maturing April 12, 2020

     961         952,426   

Tecomet, Inc.

     

Term Loan, 5.75%, Maturing December 5, 2021

     1,269         1,253,560   

Truven Health Analytics, Inc.

     

Term Loan, 4.50%, Maturing June 6, 2019

     2,388         2,381,091   

U.S. Renal Care, Inc.

     

Term Loan, 4.25%, Maturing July 3, 2019

     814         813,441   
     

 

 

 
      $ 88,203,564   
     

 

 

 

Home Furnishings — 0.4%

     

Serta Simmons Holdings, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

     1,638       $ 1,640,561   

Tempur-Pedic International, Inc.

     

Term Loan, 3.50%, Maturing March 18, 2020

     498         498,898   
     

 

 

 
      $ 2,139,459   
     

 

 

 

 

11

 

 


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

Industrial Equipment — 4.2%

     

Apex Tool Group, LLC

     

Term Loan, 4.50%, Maturing January 31, 2020

     2,267       $ 2,201,714   

Delachaux S.A.

     

Term Loan, 4.50%, Maturing October 28, 2021

     477         477,564   

Doosan Infracore International, Inc.

     

Term Loan, 4.50%, Maturing May 28, 2021

     1,119         1,122,714   

Filtration Group Corporation

     

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

     262         263,941   

Gardner Denver, Inc.

     

Term Loan, 4.25%, Maturing July 30, 2020

     3,404         3,255,323   

Term Loan, 4.75%, Maturing July 30, 2020

   EUR 442         472,564   

Husky Injection Molding Systems Ltd.

     

Term Loan, 4.25%, Maturing June 30, 2021

     3,049         3,025,304   

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

     477         475,881   

Milacron, LLC

     

Term Loan, 4.50%, Maturing September 28, 2020

     1,255         1,256,873   

NN, Inc.

     

Term Loan, 6.00%, Maturing August 27, 2021

     1,047         1,049,420   

Paladin Brands Holding, Inc.

     

Term Loan, 6.75%, Maturing August 16, 2019

     750         750,874   

Rexnord, LLC

     

Term Loan, 4.00%, Maturing August 21, 2020

     5,035         5,006,541   

Signode Industrial Group US, Inc.

     

Term Loan, 3.75%, Maturing May 1, 2021

     1,209         1,198,311   

STS Operating, Inc.

     

Term Loan, 4.75%, Maturing February 12, 2021

     321         321,339   

Tank Holding Corp.

     

Term Loan, 5.25%, Maturing March 16, 2022

     840         840,090   

Terex Corporation

     

Term Loan, 3.50%, Maturing August 13, 2021

   EUR 1,737         1,944,163   

Unifrax Corporation

     

Term Loan, 4.25%, Maturing November 28, 2018

     305         304,943   

VAT Lux III S.a.r.l.

     

Term Loan, 4.25%, Maturing February 11, 2021

     417         417,472   

Wittur GmbH

     

Term Loan, 6.00%, Maturing February 10, 2022

   EUR 1,000         1,099,006   
     

 

 

 
      $ 25,484,037   
     

 

 

 

Insurance — 4.7%

     

Alliant Holdings I, Inc.

     

Term Loan, 4.50%, Maturing July 15, 2022

     2,075       $ 2,073,184   

AmWINS Group, LLC

     

Term Loan, 5.25%, Maturing September 6, 2019

     5,321         5,366,688   

Asurion, LLC

     

Term Loan, 5.00%, Maturing May 24, 2019

     4,623         4,603,033   

Term Loan, 5.00%, Maturing August 4, 2022

     5,675         5,628,891   

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

     2,550         2,514,938   

CGSC of Delaware Holding Corporation

     

Term Loan, 5.00%, Maturing April 16, 2020

     539         490,490   

Cunningham Lindsey U.S., Inc.

     

Term Loan, 5.00%, Maturing December 10, 2019

     980         943,140   

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

     1,000         885,000   

Hub International Limited

     

Term Loan, 4.00%, Maturing October 2, 2020

     3,071         3,044,495   

USI, Inc.

     

Term Loan, 4.25%, Maturing December 27, 2019

     2,862         2,854,826   
     

 

 

 
      $ 28,404,685   
     

 

 

 

 

12

 

 


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

Leisure Goods/Activities/Movies — 5.8%

     

Aufinco Pty Limited

     

Term Loan, 4.00%, Maturing May 29, 2020

     515       $ 511,927   

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

     1,000         1,000,000   

Bombardier Recreational Products, Inc.

     

Term Loan, 3.75%, Maturing January 30, 2019

     3,583         3,588,296   

Bright Horizons Family Solutions, Inc.

     

Term Loan, 3.75%, Maturing January 30, 2020

     999         1,000,178   

CDS U.S. Intermediate Holdings, Inc.

     

Term Loan, 5.00%, Maturing July 8, 2022

     475         476,534   

ClubCorp Club Operations, Inc.

     

Term Loan, 4.25%, Maturing June 24, 2020

     3,048         3,064,619   

Emerald Expositions Holding, Inc.

     

Term Loan, 4.75%, Maturing June 17, 2020

     1,032         1,037,018   

Equinox Holdings, Inc.

     

Term Loan, 5.00%, Maturing January 31, 2020

     1,235         1,241,044   

Fender Musical Instruments Corporation

     

Term Loan, 5.75%, Maturing April 3, 2019

     329         329,536   

Kasima, LLC

     

Term Loan, 3.25%, Maturing May 17, 2021

     838         836,471   

Lindblad Expeditions, Inc.

     

Term Loan, 5.50%, Maturing June 17, 2022

     140         139,825   

Term Loan, 5.50%, Maturing June 17, 2022

     1,085         1,083,644   

Live Nation Entertainment, Inc.

     

Term Loan, 3.50%, Maturing August 16, 2020

     2,884         2,875,262   

LTF Merger Sub, Inc.

     

Term Loan, 4.25%, Maturing June 10, 2022

     1,500         1,490,157   

Nord Anglia Education Finance, LLC

     

Term Loan, 4.50%, Maturing March 31, 2021

     1,855         1,848,759   

Sabre, Inc.

     

Term Loan, 4.00%, Maturing February 19, 2019

     1,292         1,291,741   

SeaWorld Parks & Entertainment, Inc.

     

Term Loan, 3.00%, Maturing May 14, 2020

     3,021         2,899,844   

Sonifi Solutions, Inc.

     

Term Loan, 6.75%, (1.00% Cash, 5.75% PIK), Maturing March 28, 2018(3)

     1,357         237,461   

SRAM, LLC

     

Term Loan, 4.02%, Maturing April 10, 2020

     1,876         1,815,477   

Steinway Musical Instruments, Inc.

     

Term Loan, 4.75%, Maturing September 19, 2019

     2,182         2,190,248   

Town Sports International, Inc.

     

Term Loan, 4.50%, Maturing November 15, 2020

     1,298         940,826   

WMG Acquisition Corp.

     

Term Loan, 3.75%, Maturing July 1, 2020

     1,964         1,931,479   

Zuffa, LLC

     

Term Loan, 3.75%, Maturing February 25, 2020

     3,144         3,112,961   
     

 

 

 
      $ 34,943,307   
     

 

 

 

Lodging and Casinos — 5.4%

     

Affinity Gaming, LLC

     

Term Loan, 5.25%, Maturing November 9, 2017

     457       $ 458,918   

Amaya Holdings B.V.

     

Term Loan, 5.00%, Maturing August 1, 2021

     3,752         3,724,765   

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

     917         921,909   

Boyd Gaming Corporation

     

Term Loan, 4.00%, Maturing August 14, 2020

     486         486,355   

Caesars Entertainment Operating Company

  

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

     1,370         1,307,051   

CityCenter Holdings, LLC

     

Term Loan, 4.25%, Maturing October 16, 2020

     887         887,562   

Four Seasons Holdings, Inc.

     

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

     3,950         3,964,813   

 

13

 

 


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

Gala Group Ltd.

     

Term Loan, 5.51%, Maturing May 27, 2018

   GBP 2,850       $ 4,385,002   

Golden Nugget, Inc.

     

Term Loan, 5.50%, Maturing November 21, 2019

     152         152,899   

Term Loan, 5.50%, Maturing November 21, 2019

     355         356,765   

Hilton Worldwide Finance, LLC

     

Term Loan, 3.50%, Maturing October 26, 2020

     4,965         4,966,361   

La Quinta Intermediate Holdings, LLC

     

Term Loan, 3.75%, Maturing April 14, 2021

     1,084         1,083,310   

MGM Resorts International

     

Term Loan, 3.50%, Maturing December 20, 2019

     2,681         2,663,095   

Pinnacle Entertainment, Inc.

     

Term Loan, 3.75%, Maturing August 13, 2020

     657         656,984   

Playa Resorts Holding B.V.

     

Term Loan, 4.00%, Maturing August 9, 2019

     540         538,686   

RHP Hotel Properties L.P.

     

Term Loan, 3.50%, Maturing January 15, 2021

     743         744,236   

Scientific Games International, Inc.

     

Term Loan, 6.00%, Maturing October 18, 2020

     3,989         3,952,784   

Term Loan, 6.00%, Maturing October 1, 2021

     945         936,783   

Tropicana Entertainment, Inc.

     

Term Loan, 4.00%, Maturing November 27, 2020

     393         392,018   
     

 

 

 
   $ 32,580,296   
     

 

 

 

Nonferrous Metals/Minerals — 2.7%

     

Alpha Natural Resources, LLC

     

DIP Loan, 3.33%, Maturing January 31, 2017(5)

     375       $ 368,437   

Term Loan, 3.50%, Maturing May 22, 2020

     2,476         1,361,618   

Arch Coal, Inc.

     

Term Loan, 6.25%, Maturing May 16, 2018

     3,911         2,114,590   

Dynacast International, LLC

     

Term Loan, 4.50%, Maturing January 28, 2022

     673         673,312   

Fairmount Minerals Ltd.

     

Term Loan, 4.50%, Maturing September 5, 2019

     2,785         2,464,891   

Murray Energy Corporation

     

Term Loan, 7.00%, Maturing April 16, 2017

     325         299,000   

Term Loan, 7.50%, Maturing April 16, 2020

     2,075         1,563,166   

Noranda Aluminum Acquisition Corporation

     

Term Loan, 5.75%, Maturing February 28, 2019

     1,113         778,142   

Novelis, Inc.

     

Term Loan, 4.00%, Maturing June 2, 2022

     2,950         2,920,193   

Oxbow Carbon, LLC

     

Term Loan, 4.25%, Maturing July 19, 2019

     1,459         1,430,841   

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

     2,225         2,058,125   

United Central Industrial Supply Company, LLC

     

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

     500         445,000   
     

 

 

 
   $ 16,477,315   
     

 

 

 

Oil and Gas — 5.4%

  

Ameriforge Group, Inc.

  

Term Loan, 5.00%, Maturing December 19, 2019

     1,274       $ 909,065   

Term Loan - Second Lien, 8.75%, Maturing December 19, 2020(3)

     2,800         1,750,000   

Bronco Midstream Funding, LLC

     

Term Loan, 5.00%, Maturing August 15, 2020

     2,130         2,066,117   

CITGO Holding, Inc.

     

Term Loan, 9.50%, Maturing May 12, 2018

     1,552         1,555,454   

CITGO Petroleum Corporation

     

Term Loan, 4.50%, Maturing July 29, 2021

     1,092         1,091,068   

Crestwood Holdings, LLC

     

Term Loan, 7.00%, Maturing June 19, 2019

     1,032         947,259   

Drillships Ocean Ventures, Inc.

     

Term Loan, 5.50%, Maturing July 25, 2021

     2,183         1,691,805   

 

14

 

 


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

Energy Transfer Equity L.P.

     

Term Loan, 4.00%, Maturing December 2, 2019

     418       $ 414,314   

Fieldwood Energy, LLC

     

Term Loan, 3.88%, Maturing September 28, 2018

     1,131         993,481   

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

     1,700         648,834   

Floatel International Ltd.

     

Term Loan, 6.00%, Maturing June 27, 2020

     2,095         1,495,267   

MEG Energy Corp.

     

Term Loan, 3.75%, Maturing March 31, 2020

     8,122         7,626,999   

Obsidian Natural Gas Trust

     

Term Loan, 7.00%, Maturing November 2, 2015

     234         233,764   

Paragon Offshore Finance Company

     

Term Loan, 3.75%, Maturing July 18, 2021

     943         604,618   

Samson Investment Company

     

Term Loan - Second Lien, 5.00%, Maturing September 25, 2018(18)

     1,950         281,126   

Seadrill Partners Finco, LLC

     

Term Loan, 4.00%, Maturing February 21, 2021

     5,058         3,497,590   

Seventy Seven Operating, LLC

     

Term Loan, 3.75%, Maturing June 25, 2021

     569         489,555   

Sheridan Investment Partners II L.P.

     

Term Loan, 4.25%, Maturing December 16, 2020

     39         32,478   

Term Loan, 4.25%, Maturing December 16, 2020

     106         87,086   

Term Loan, 4.25%, Maturing December 16, 2020

     761         626,032   

Sheridan Production Partners I, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

     224         193,107   

Term Loan, 4.25%, Maturing October 1, 2019

     366         316,151   

Term Loan, 4.25%, Maturing October 1, 2019

     2,764         2,385,898   

Southcross Holdings Borrower L.P.

     

Term Loan, 6.00%, Maturing August 4, 2021

     446         365,310   

Targa Resources Corp.

     

Term Loan, 5.75%, Maturing February 25, 2022

     288         289,634   

Tervita Corporation

     

Term Loan, 6.25%, Maturing May 15, 2018

     1,978         1,651,308   
     

 

 

 
   $ 32,243,320   
     

 

 

 

Publishing — 3.2%

     

Ascend Learning, LLC

     

Term Loan, 5.50%, Maturing July 31, 2019

     1,901       $ 1,905,853   

Getty Images, Inc.

     

Term Loan, 4.75%, Maturing October 18, 2019

     6,007         3,862,749   

Houghton Mifflin Harcourt Publishing Company

     

Term Loan, 4.00%, Maturing May 31, 2021

     400         397,000   

Interactive Data Corporation

     

Term Loan, 4.75%, Maturing May 2, 2021

     1,757         1,758,788   

Laureate Education, Inc.

     

Term Loan, 5.00%, Maturing June 15, 2018

     5,723         5,150,334   

McGraw-Hill Global Education Holdings, LLC

     

Term Loan, 4.75%, Maturing March 22, 2019

     774         778,187   

Merrill Communications, LLC

     

Term Loan, 6.25%, Maturing June 1, 2022

     675         673,312   

Multi Packaging Solutions, Inc.

     

Term Loan, 4.25%, Maturing September 30, 2020

     395         391,873   

Nelson Education Ltd.

     

Term Loan, 0.00%, Maturing July 7, 2016(3)(4)

     431         291,244   

Penton Media, Inc.

     

Term Loan, 5.00%, Maturing October 3, 2019

     701         703,138   

ProQuest, LLC

     

Term Loan, 5.25%, Maturing October 24, 2021

     1,746         1,751,339   

Springer Science+Business Media Deutschland GmbH

     

Term Loan, 4.75%, Maturing August 14, 2020

     1,577         1,575,395   
     

 

 

 
      $ 19,239,212   
     

 

 

 

 

15

 

 


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

Radio and Television — 4.1%

     

ALM Media Holdings, Inc.

     

Term Loan, 5.50%, Maturing July 31, 2020

     466       $ 445,679   

AP NMT Acquisition B.V.

     

Term Loan, 6.75%, Maturing August 13, 2021

     2,020         1,981,935   

Block Communications, Inc.

     

Term Loan, 4.00%, Maturing November 7, 2021

     248         249,055   

Clear Channel Communications, Inc.

     

Term Loan, 6.95%, Maturing January 30, 2019

     1,132         1,000,238   

Term Loan, 7.70%, Maturing July 30, 2019

     364         326,092   

Cumulus Media Holdings, Inc.

     

Term Loan, 4.25%, Maturing December 23, 2020

     4,607         4,247,569   

Entercom Radio, LLC

     

Term Loan, 4.03%, Maturing November 23, 2018

     428         428,251   

Gray Television, Inc.

     

Term Loan, 3.75%, Maturing June 10, 2021

     289         289,408   

Hubbard Radio, LLC

     

Term Loan, 4.25%, Maturing May 15, 2020

     764         763,042   

Media General, Inc.

     

Term Loan, 4.00%, Maturing July 31, 2020

     1,527         1,525,405   

Mission Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     712         709,656   

Nexstar Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     808         804,762   

Raycom TV Broadcasting, LLC

     

Term Loan, 3.75%, Maturing August 4, 2021

     963         959,717   

Sinclair Television Group, Inc.

     

Term Loan, 3.00%, Maturing April 9, 2020

     562         555,759   

TWCC Holding Corp.

     

Term Loan, 5.75%, Maturing February 11, 2020

     1,963         1,952,098   

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

     1,900         1,793,720   

Univision Communications, Inc.

     

Term Loan, 4.00%, Maturing March 1, 2020

     6,399         6,366,677   
     

 

 

 
      $ 24,399,063   
     

 

 

 

Retailers (Except Food and Drug) — 8.6%

     

99 Cents Only Stores

     

Term Loan, 4.50%, Maturing January 11, 2019

     2,033       $ 1,932,741   

B&M Retail Limited

     

Term Loan, 3.82%, Maturing May 21, 2019

   GBP 400         604,900   

Term Loan, 4.32%, Maturing April 28, 2020

   GBP 325         495,752   

Bass Pro Group, LLC

     

Term Loan, 4.00%, Maturing June 5, 2020

     2,627         2,622,003   

CDW, LLC

     

Term Loan, 3.25%, Maturing April 29, 2020

     5,109         5,073,512   

David’s Bridal, Inc.

     

Term Loan, 5.25%, Maturing October 11, 2019

     717         674,784   

Dollar Tree, Inc.

     

Term Loan, 3.50%, Maturing July 6, 2022

     3,207         3,213,312   

Evergreen Acqco 1 L.P.

     

Term Loan, 5.00%, Maturing July 9, 2019

     728         681,474   

Harbor Freight Tools USA, Inc.

     

Term Loan, 4.75%, Maturing July 26, 2019

     1,181         1,188,131   

J. Crew Group, Inc.

     

Term Loan, 4.00%, Maturing March 5, 2021

     3,160         2,508,250   

Jo-Ann Stores, Inc.

     

Term Loan, 4.00%, Maturing March 16, 2018

     1,816         1,784,388   

Men’s Wearhouse, Inc. (The)

     

Term Loan, 4.50%, Maturing June 18, 2021

     1,005         1,008,703   

Michaels Stores, Inc.

     

Term Loan, 3.75%, Maturing January 28, 2020

     2,786         2,781,348   

Term Loan, 4.00%, Maturing January 28, 2020

     1,089         1,092,063   

 

16

 

 


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

Neiman Marcus Group, Inc. (The)

     

Term Loan, 4.25%, Maturing October 25, 2020

     4,692       $ 4,649,687   

Party City Holdings, Inc.

     

Term Loan, 4.25%, Maturing August 19, 2022

     3,000         3,002,343   

Pep Boys-Manny, Moe & Jack (The)

     

Term Loan, 4.25%, Maturing October 11, 2018

     512         512,515   

Petco Animal Supplies, Inc.

     

Term Loan, 4.00%, Maturing November 24, 2017

     2,302         2,303,877   

PetSmart, Inc.

     

Term Loan, 4.25%, Maturing March 11, 2022

     5,262         5,260,318   

PFS Holding Corporation

     

Term Loan, 4.50%, Maturing January 31, 2021

     1,736         1,618,453   

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

     

Term Loan, 4.50%, Maturing April 30, 2021

     569         566,404   

Pilot Travel Centers, LLC

     

Term Loan, 4.25%, Maturing October 1, 2021

     2,228         2,245,030   

Rent-A-Center, Inc.

     

Term Loan, 3.75%, Maturing March 19, 2021

     568         567,103   

Spin Holdco, Inc.

     

Term Loan, 4.25%, Maturing November 14, 2019

     2,753         2,724,397   

Toys ‘R’ Us Property Company I, LLC

     

Term Loan, 6.00%, Maturing August 21, 2019

     849         795,177   

Vivarte SA

     

Term Loan, 11.00%, (4.00% Cash, 7.00% PIK), Maturing October 29, 2019(6)

   EUR 589         634,531   

Term Loan, 5.00%, (1.25% Cash, 3.75% PIK), Maturing October 29, 2020(7)

   EUR 910         474,495   

Wilton Brands, LLC

     

Term Loan, 8.50%, Maturing August 30, 2018

     585         573,729   
     

 

 

 
      $ 51,589,420   
     

 

 

 

Steel — 1.7%

     

FMG Resources (August 2006) Pty Ltd.

     

Term Loan, 3.75%, Maturing June 30, 2019

     9,770       $ 7,933,759   

JMC Steel Group, Inc.

     

Term Loan, 4.75%, Maturing April 1, 2017

     1,242         1,235,117   

Neenah Foundry Company

     

Term Loan, 6.75%, Maturing April 26, 2017

     428         424,384   

Patriot Coal Corporation

     

Term Loan, 0.00%, Maturing December 15, 2018(3)(4)

     1,531         644,087   
     

 

 

 
      $ 10,237,347   
     

 

 

 

Surface Transport — 0.7%

     

Hertz Corporation (The)

     

Term Loan, 3.75%, Maturing March 11, 2018

     1,999       $ 1,993,753   

Kenan Advantage Group, Inc.

     

Term Loan, 1.50%, Maturing July 31, 2022(5)

     53         52,626   

Term Loan, 4.00%, Maturing July 31, 2022

     120         120,197   

Term Loan, 4.00%, Maturing July 31, 2022

     377         376,833   

Stena International S.a.r.l.

     

Term Loan, 4.00%, Maturing March 3, 2021

     1,728         1,559,633   
     

 

 

 
      $ 4,103,042   
     

 

 

 

Telecommunications — 4.1%

     

Intelsat Jackson Holdings S.A.

     

Term Loan, 3.75%, Maturing June 30, 2019

     8,350       $ 8,201,270   

IPC Corp.

     

Term Loan, 5.50%, Maturing August 6, 2021

     2,369         2,372,024   

Mitel US Holdings, Inc.

     

Term Loan, 5.00%, Maturing March 31, 2022

     825         822,593   

Syniverse Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2019

     2,016         1,879,580   

Term Loan, 4.00%, Maturing April 23, 2019

     2,160         2,014,135   

Telesat Canada

     

Term Loan, 3.50%, Maturing March 28, 2019

     7,567         7,543,668   

 

17

 

 


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

Windstream Corporation

     

Term Loan, 3.50%, Maturing August 8, 2019

     2,001       $ 1,946,322   
     

 

 

 
      $ 24,779,592   
     

 

 

 

Utilities — 3.9%

     

Calpine Construction Finance Company L.P.

     

Term Loan, 3.00%, Maturing May 3, 2020

     1,127       $ 1,107,278   

Term Loan, 3.25%, Maturing January 31, 2022

     417         409,100   

Calpine Corporation

     

Term Loan, 4.00%, Maturing October 9, 2019

     924         924,773   

Term Loan, 3.50%, Maturing May 27, 2022

     3,525         3,491,953   

Dynegy Holdings, Inc.

  

Term Loan, 4.00%, Maturing April 23, 2020

     1,055         1,054,725   

EFS Cogen Holdings I, LLC

     

Term Loan, 3.75%, Maturing December 17, 2020

     526         528,040   

Electrical Components International, Inc.

     

Term Loan, 5.75%, Maturing May 28, 2021

     1,391         1,396,474   

Energy Future Intermediate Holding Co., LLC

     

DIP Loan, 4.25%, Maturing June 19, 2016

     1,925         1,927,406   

Granite Acquisition, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2021

     121         121,509   

Term Loan, 5.00%, Maturing December 19, 2021

     2,740         2,747,770   

La Frontera Generation, LLC

     

Term Loan, 4.50%, Maturing September 30, 2020

     1,610         1,563,794   

Lonestar Generation, LLC

     

Term Loan, 5.25%, Maturing February 20, 2021

     1,390         1,327,156   

Longview Power, LLC

     

Term Loan, 7.00%, Maturing April 13, 2021

     3,300         3,320,625   

TPF II Power, LLC

     

Term Loan, 5.50%, Maturing October 2, 2021

     1,483         1,489,725   

WTG Holdings III Corp.

     

Term Loan, 4.75%, Maturing January 15, 2021

     443         442,142   

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

     1,800         1,777,500   
     

 

 

 
   $ 23,629,970   
     

 

 

 

Total Senior Floating-Rate Interests
(identified cost $891,930,687)

      $ 857,515,618   
     

 

 

 

Corporate Bonds & Notes — 9.7%

     
Security    Principal
Amount*
(000’s omitted)
     Value  

Aerospace and Defense — 0.1%

     

Aerojet Rocketdyne Holdings, Inc.

     

7.125%, 3/15/21

     70       $ 74,025   

CBC Ammo, LLC/CBC FinCo, Inc.

     

7.25%, 11/15/21(8)

     75         70,875   

Orbital ATK, Inc.

     

5.25%, 10/1/21

     45         46,125   

TransDigm, Inc.

     

7.50%, 7/15/21

     10         10,700   

6.00%, 7/15/22

     85         83,619   

6.50%, 7/15/24

     80         78,600   
     

 

 

 
   $ 363,944   
     

 

 

 

Automotive — 0.1%

     

American Axle & Manufacturing, Inc.

     

5.125%, 2/15/19

     20       $ 20,325   

FCA US, LLC/CG Co-Issuer, Inc.

     

8.25%, 6/15/21

     200         215,040   

 

18

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

General Motors Financial Co., Inc.

     

4.75%, 8/15/17

     75       $ 77,802   

3.25%, 5/15/18

     10         10,062   

Navistar International Corp.

     

8.25%, 11/1/21

     105         92,138   

ZF North America Capital, Inc.

     

4.50%, 4/29/22(8)

     150         146,250   
     

 

 

 
   $ 561,617   
     

 

 

 

Beverage and Tobacco — 0.0%(9)

     

Constellation Brands, Inc.

     

6.00%, 5/1/22

     70       $ 77,350   

4.25%, 5/1/23

     105         105,893   
     

 

 

 
   $ 183,243   
     

 

 

 

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

     

Alliance Data Systems Corp.

     

6.375%, 4/1/20(8)

     55       $ 56,856   
     

 

 

 
   $ 56,856   
     

 

 

 

Building and Development — 0.1%

     

Builders FirstSource, Inc.

     

10.75%, 8/15/23(8)

     35       $ 35,700   

Building Materials Corp. of America

     

5.375%, 11/15/24(8)

     95         95,950   

Greystar Real Estate Partners, LLC

     

8.25%, 12/1/22(8)

     50         52,375   

HD Supply, Inc.

     

7.50%, 7/15/20

     110         117,975   

5.25%, 12/15/21(8)

     40         41,450   

Hillman Group, Inc. (The)

     

6.375%, 7/15/22(8)

     75         70,687   

Nortek, Inc.

     

8.50%, 4/15/21

     40         43,050   

Reliance Intermediate Holdings, L.P.

     

6.50%, 4/1/23(8)

     120         124,800   

TRI Pointe Holdings, Inc.

     

4.375%, 6/15/19

     45         44,831   

5.875%, 6/15/24

     60         59,400   

USG Corp.

     

5.875%, 11/1/21(8)

     40         41,744   

5.50%, 3/1/25(8)

     5         4,994   
     

 

 

 
   $ 732,956   
     

 

 

 

Business Equipment and Services — 0.1%

     

Acosta, Inc.

     

7.75%, 10/1/22(8)

     145       $ 144,002   

Audatex North America, Inc.

     

6.00%, 6/15/21(8)

     70         68,615   

FTI Consulting, Inc.

     

6.00%, 11/15/22

     40         42,150   

IMS Health, Inc.

     

6.00%, 11/1/20(8)

     80         82,400   

ServiceMaster Co., LLC (The)

  

7.45%, 8/15/27

     45         45,450   

United Rentals North America, Inc.

     

7.625%, 4/15/22

     40         43,100   

6.125%, 6/15/23

     35         35,788   
     

 

 

 
   $ 461,505   
     

 

 

 

 

19

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Cable and Satellite Television — 0.9%

     

AMC Networks, Inc.

     

7.75%, 7/15/21

     45       $ 48,262   

4.75%, 12/15/22

     35         34,627   

Cable One, Inc.

     

5.75%, 6/15/22(8)

     30         30,375   

CCO Holdings, LLC/CCO Holdings Capital Corp.

     

5.25%, 9/30/22

     160         161,680   

5.75%, 1/15/24

     10         10,225   

5.375%, 5/1/25(8)

     95         92,506   

CSC Holdings, LLC

     

5.25%, 6/1/24

     10         9,305   

DISH DBS Corp.

     

6.75%, 6/1/21

     185         186,184   

5.875%, 7/15/22

     35         33,185   

5.875%, 11/15/24

     25         22,844   

IAC/InterActiveCorp

     

4.875%, 11/30/18

     60         61,875   

Numericable-SFR SAS

     

4.875%, 5/15/19(8)

     400         404,000   

Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH

     

5.50%, 1/15/23(8)

     1,000         1,031,250   

Virgin Media Secured Finance PLC

     

5.375%, 4/15/21(8)

     923         949,022   

6.00%, 4/15/21(8)

   GBP 945         1,502,814   

5.50%, 1/15/25(8)

     625         634,375   
     

 

 

 
   $ 5,212,529   
     

 

 

 

Chemicals and Plastics — 0.8%

     

Chemours Co. (The)

     

6.625%, 5/15/23(8)

     20       $ 17,450   

7.00%, 5/15/25(8)

     35         30,012   

Hexion, Inc.

     

6.625%, 4/15/20

     4,575         4,254,750   

Platform Specialty Products Corp.

     

6.50%, 2/1/22(8)

     60         58,400   

Rockwood Specialties Group, Inc.

     

4.625%, 10/15/20

     130         134,956   

Tronox Finance, LLC

     

6.375%, 8/15/20

     135         111,375   

7.50%, 3/15/22(8)

     25         20,313   

Univar USA, Inc.

     

6.75%, 7/15/23(8)

     30         29,925   

W.R. Grace & Co.

     

5.125%, 10/1/21(8)

     30         30,450   

5.625%, 10/1/24(8)

     15         15,525   
     

 

 

 
   $ 4,703,156   
     

 

 

 

Commercial Services — 0.0%(9)

     

CEB, Inc.

     

5.625%, 6/15/23(8)

     15       $ 15,038   

ExamWorks Group, Inc.

     

5.625%, 4/15/23

     35         35,962   
     

 

 

 
   $ 51,000   
     

 

 

 

Conglomerates — 0.0%(9)

     

Belden, Inc.

     

5.50%, 9/1/22(8)

     20       $ 19,800   

Spectrum Brands, Inc.

     

6.375%, 11/15/20

     50         53,187   

6.625%, 11/15/22

     35         37,756   

5.75%, 7/15/25(8)

     75         77,625   

 

20

 

 


                                                 
Security   Principal
Amount*
(000’s omitted)
     Value  

TMS International Corp.

    

7.625%, 10/15/21(8)

    45       $ 43,200   
    

 

 

 
   $ 231,568   
    

 

 

 

Containers and Glass Products — 0.8%

    

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

    

5.625%, 12/15/16(8)

    15       $ 14,981   

Owens-Brockway Glass Container, Inc.

    

5.875%, 8/15/23(8)

    35         35,678   

6.375%, 8/15/25(8)

    15         15,366   

Reynolds Group Holdings, Inc.

    

5.75%, 10/15/20

    4,350         4,496,813   
    

 

 

 
   $ 4,562,838   
    

 

 

 

Cosmetics/Toiletries — 0.1%

    

Alphabet Holding Co., Inc.

    

7.75%, 11/1/17(10)

    245       $ 245,000   
    

 

 

 
   $ 245,000   
    

 

 

 

Distribution & Wholesale — 0.0%(9)

    

American Tire Distributors, Inc.

    

10.25%, 3/1/22(8)

    85       $ 87,975   
    

 

 

 
   $ 87,975   
    

 

 

 

Diversified Financial Services — 0.0%(9)

    

Quicken Loans, Inc.

    

5.75%, 5/1/25(8)

    35       $ 34,256   
    

 

 

 
   $ 34,256   
    

 

 

 

Drugs — 0.2%

    

AMAG Pharmaceuticals, Inc.

    

7.875%, 9/1/23(8)

    40       $ 41,156   

ConvaTec Finance International SA

  

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

    200         197,750   

Jaguar Holding Co. II/Pharmaceutical Product Development, LLC

    

6.375%, 8/1/23(8)

    95         94,525   

Valeant Pharmaceuticals International, Inc.

    

6.375%, 10/15/20(8)

    205         214,225   

7.50%, 7/15/21(8)

    50         53,812   

5.50%, 3/1/23(8)

    30         30,488   

5.875%, 5/15/23(8)

    160         164,200   

6.125%, 4/15/25(8)

    160         165,200   
    

 

 

 
   $ 961,356   
    

 

 

 

Ecological Services and Equipment — 0.0%(9)

    

ADS Waste Holdings, Inc.

    

8.25%, 10/1/20

    55       $ 57,200   

Clean Harbors, Inc.

    

5.25%, 8/1/20

    50         51,125   

5.125%, 6/1/21

    25         25,373   

Covanta Holding Corp.

    

5.875%, 3/1/24

    25         24,500   
    

 

 

 
   $ 158,198   
    

 

 

 

Electric Utilities — 0.0%(9)

    

Dynegy, Inc.

    

6.75%, 11/1/19

    80       $ 83,350   

7.375%, 11/1/22

    65         68,250   

7.625%, 11/1/24

    55         57,475   
    

 

 

 
   $ 209,075   
    

 

 

 

 

21

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Electronics/Electrical — 0.1%

     

Alcatel-Lucent USA, Inc.

     

4.625%, 7/1/17(8)

     35       $ 36,050   

8.875%, 1/1/20(8)

     260         283,237   

Anixter, Inc.

     

5.50%, 3/1/23(8)

     50         50,125   

CommScope Holding Co., Inc.

     

6.625%, 6/1/20(8)(10)

     55         57,338   

Freescale Semiconductor, Inc.

     

6.00%, 1/15/22(8)

     55         57,613   

Infor US, Inc.

     

5.75%, 8/15/20(8)

     35         35,175   

6.50%, 5/15/22(8)

     30         28,200   

Nuance Communications, Inc.

     

5.375%, 8/15/20(8)

     120         121,200   

Zebra Technologies Corp.

     

7.25%, 10/15/22(8)

     105         112,612   
     

 

 

 
   $ 781,550   
     

 

 

 

Equipment Leasing — 0.3%

     

International Lease Finance Corp.

     

8.625%, 9/15/15

     1,000       $ 1,001,900   

6.75%, 9/1/16(8)

     400         416,580   

7.125%, 9/1/18(8)

     400         443,068   
     

 

 

 
      $ 1,861,548   
     

 

 

 

Financial Intermediaries — 0.3%

     

CIT Group, Inc.

     

5.50%, 2/15/19(8)

     45       $ 47,419   

5.375%, 5/15/20

     10         10,475   

First Data Corp.

     

6.75%, 11/1/20(8)

     1,066         1,127,295   

11.25%, 1/15/21

     42         46,515   

10.625%, 6/15/21

     42         46,567   

11.75%, 8/15/21

     56         62,659   

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

     

3.50%, 3/15/17

     45         44,888   

6.00%, 8/1/20

     40         41,544   

JPMorgan Chase & Co.

     

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

     80         84,500   

Navient Corp.

     

5.50%, 1/15/19

     135         130,072   

5.00%, 10/26/20

     30         26,775   

5.875%, 10/25/24

     35         29,663   
     

 

 

 
      $ 1,698,372   
     

 

 

 

Food Products — 0.8%

     

Dean Foods Co.

     

6.50%, 3/15/23(8)

     50       $ 50,625   

Iceland Bondco PLC

     

4.834%, 7/15/20(8)(12)

   GBP 3,750         4,776,132   

Pilgrim’s Pride Corp.

     

5.75%, 3/15/25(8)

     65         66,463   

Post Holdings, Inc.

     

6.75%, 12/1/21(8)

     15         15,131   

6.00%, 12/15/22(8)

     35         33,906   

7.75%, 3/15/24(8)

     40         41,400   

8.00%, 7/15/25(8)

     20         20,700   

WhiteWave Foods Co. (The)

     

5.375%, 10/1/22

     25         25,906   
     

 

 

 
      $ 5,030,263   
     

 

 

 

 

22

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

Food/Drug Retailers — 0.0%(9)

     

Rite Aid Corp.

     

6.125%, 4/1/23(8)

     120       $ 123,600   
     

 

 

 
      $ 123,600   
     

 

 

 

Health Care — 1.0%

     

Alere, Inc.

     

7.25%, 7/1/18

     15       $ 15,731   

8.625%, 10/1/18

     45         46,198   

6.50%, 6/15/20

     35         36,473   

6.375%, 7/1/23(8)

     65         66,788   

AmSurg Corp.

     

5.625%, 11/30/20

     50         51,500   

5.625%, 7/15/22

     45         46,097   

Capsugel SA

     

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

     25         25,234   

Centene Corp.

     

4.75%, 5/15/22

     20         20,362   

CHS/Community Health Systems, Inc.

     

5.125%, 8/15/18

     2,445         2,509,181   

7.125%, 7/15/20

     130         137,800   

6.875%, 2/1/22

     110         117,287   

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

     

8.125%, 6/15/21(8)

     55         57,035   

HCA Holdings, Inc.

     

6.25%, 2/15/21

     90         97,875   

HCA, Inc.

     

6.50%, 2/15/20

     20         22,150   

4.75%, 5/1/23

     1,200         1,219,488   

HealthSouth Corp.

     

5.75%, 11/1/24(8)

     25         25,410   

Hill-Rom Holdings, Inc.

     

5.75%, 9/1/23(8)(13)

     25         25,563   

Hologic, Inc.

     

5.25%, 7/15/22(8)

     70         71,925   

Kinetic Concepts, Inc./KCI USA, Inc.

     

10.50%, 11/1/18

     50         52,875   

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

     

4.875%, 4/15/20(8)

     30         30,413   

5.50%, 4/15/25(8)

     30         29,850   

MPH Acquisition Holdings, LLC

     

6.625%, 4/1/22(8)

     155         159,650   

Opal Acquisition, Inc.

     

8.875%, 12/15/21(8)

     60         59,025   

Sterigenics-Nordion Holdings, LLC

     

6.50%, 5/15/23(8)

     50         51,124   

Surgical Care Affiliates, Inc.

     

6.00%, 4/1/23(8)

     40         40,600   

Teleflex, Inc.

     

5.25%, 6/15/24

     20         20,150   

Tenet Healthcare Corp.

     

6.00%, 10/1/20

     55         58,988   

4.375%, 10/1/21

     675         675,844   

8.125%, 4/1/22

     105         116,550   

6.75%, 6/15/23

     60         62,100   

VWR Funding, Inc.

     

7.25%, 9/15/17

     95         98,116   

WellCare Health Plans, Inc.

     

5.75%, 11/15/20

     120         126,300   
     

 

 

 
      $ 6,173,682   
     

 

 

 

 

23

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value