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

March 31, 2015

Date of Reporting Period

 

 

 


Item 1. Schedule of Investments


Eaton Vance

Senior Income Trust

March 31, 2015

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 143.3%(1)

 

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

Aerospace and Defense — 2.1%

     

Atlantic Aviation FBO, Inc.

     

Term Loan, 3.25%, Maturing June 1, 2020

     271       $ 269,887   

BE Aerospace, Inc.

     

Term Loan, 4.00%, Maturing December 16, 2021

     499         503,424   

DAE Aviation Holdings, Inc.

     

Term Loan, 5.00%, Maturing November 2, 2018

     331         330,800   

Ducommun Incorporated

     

Term Loan, 4.75%, Maturing June 28, 2017

     116         116,368   

IAP Worldwide Services, Inc.

     

Revolving Loan, Maturing July 18, 2018(2)

     161         160,871   

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

     221         176,741   

Silver II US Holdings, LLC

     

Term Loan, 4.00%, Maturing December 13, 2019

     915         870,749   

Standard Aero Limited

     

Term Loan, 5.00%, Maturing November 2, 2018

     150         149,961   

Transdigm, Inc.

     

Term Loan, 3.75%, Maturing February 28, 2020

     2,251         2,251,267   

Term Loan, 3.75%, Maturing June 4, 2021

     893         893,064   
     

 

 

 
      $ 5,723,132   
     

 

 

 

Air Transport — 0.4%

     

Virgin America, Inc.

     

Term Loan, 4.50%, Maturing April 4, 2019

     1,150       $ 1,052,020   
     

 

 

 
      $ 1,052,020   
     

 

 

 

Automotive — 5.4%

     

Affinia Group Intermediate Holdings, Inc.

     

Term Loan, 4.75%, Maturing April 27, 2020

     743       $ 745,031   

Allison Transmission, Inc.

     

Term Loan, 3.50%, Maturing August 23, 2019

     1,679         1,682,021   

Chrysler Group, LLC

     

Term Loan, 3.50%, Maturing May 24, 2017

     2,422         2,423,760   

Term Loan, 3.25%, Maturing December 31, 2018

     1,040         1,039,284   

CS Intermediate Holdco 2, LLC

     

Term Loan, 4.00%, Maturing April 4, 2021

     323         322,280   

Dayco Products, LLC

     

Term Loan, 5.25%, Maturing December 12, 2019

     470         471,132   

Federal-Mogul Holdings Corporation

     

Term Loan, 4.75%, Maturing April 15, 2021

     1,940         1,937,339   

Goodyear Tire & Rubber Company (The)

     

Term Loan - Second Lien, 4.75%, Maturing April 30, 2019

     2,813         2,841,064   

INA Beteiligungsgesellschaft GmbH

     

Term Loan, 4.25%, Maturing May 15, 2020

     500         504,140   

MPG Holdco I, Inc.

     

Term Loan, 4.25%, Maturing October 20, 2021

     1,277         1,285,585   

TI Group Automotive Systems, LLC

     

Term Loan, 4.25%, Maturing July 2, 2021

     422         422,164   

Tower Automotive Holdings USA, LLC

     

Term Loan, 4.00%, Maturing April 23, 2020

     371         371,327   

Visteon Corporation

     

Term Loan, 3.50%, Maturing April 9, 2021

     521         520,981   
     

 

 

 
      $ 14,566,108   
     

 

 

 

 

1

 

 


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

Beverage and Tobacco — 0.3%

     

Flavors Holdings, Inc.

     

Term Loan, 6.75%, Maturing April 3, 2020

     366       $ 354,656   

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

     500         482,500   
     

 

 

 
      $ 837,156   
     

 

 

 

Brokerage/Securities Dealers/Investment Houses — 0.2%

     

American Beacon Advisors, Inc.

     

Term Loan, 4.75%, Maturing November 22, 2019

     157       $ 157,099   

Astro AB Borrower, Inc.

     

Term Loan, Maturing March 3, 2022(2)

     150         151,125   

Term Loan - Second Lien, Maturing March 3, 2023(2)

     125         125,938   
     

 

 

 
      $ 434,162   
     

 

 

 

Building and Development — 1.3%

     

ABC Supply Co., Inc.

     

Term Loan, 3.50%, Maturing April 16, 2020

     616       $ 614,279   

CPG International, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     296         291,560   

Gates Global, Inc.

     

Term Loan, 4.25%, Maturing July 5, 2021

     746         744,326   

Headwaters, Inc.

     

Term Loan, 4.50%, Maturing March 24, 2022

     100         100,562   

Quikrete Holdings, Inc.

     

Term Loan, 4.00%, Maturing September 28, 2020

     449         449,320   

RE/MAX International, Inc.

     

Term Loan, 4.25%, Maturing July 31, 2020

     755         751,328   

Summit Materials Companies I, LLC

     

Term Loan, 5.00%, Maturing January 30, 2019

     243         243,973   

WireCo WorldGroup, Inc.

     

Term Loan, 6.00%, Maturing February 15, 2017

     314         313,875   
     

 

 

 
      $ 3,509,223   
     

 

 

 

Business Equipment and Services — 12.4%

     

Acosta Holdco, Inc.

     

Term Loan, 5.00%, Maturing September 26, 2021

     1,646       $ 1,661,758   

Altisource Solutions S.a.r.l.

     

Term Loan, 4.50%, Maturing December 9, 2020

     1,307         960,894   

AVSC Holding Corp.

     

Term Loan, 4.50%, Maturing January 24, 2021

     198         198,000   

BakerCorp International, Inc.

     

Term Loan, 4.25%, Maturing February 14, 2020

     417         394,151   

Brickman Group Ltd., LLC

     

Term Loan, 4.00%, Maturing December 18, 2020

     395         393,416   

Brock Holdings III, Inc.

     

Term Loan, 6.00%, Maturing March 16, 2017

     544         538,211   

CCC Information Services, Inc.

     

Term Loan, 4.00%, Maturing December 20, 2019

     220         219,640   

Ceridian, LLC

     

Term Loan, 4.50%, Maturing September 15, 2020

     308         305,519   

ClientLogic Corporation

     

Term Loan, 7.24%, Maturing January 30, 2017

   EUR 586         617,033   

Term Loan, 7.50%, Maturing January 30, 2017

     303         301,591   

Corporate Capital Trust, Inc.

     

Term Loan, 4.00%, Maturing May 15, 2019

     470         470,532   

CPM Acquisition Corp.

     

Term Loan, 6.25%, Maturing August 29, 2017

     223         223,111   

Crossmark Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 20, 2019

     721         694,004   

Education Management, LLC

     

Term Loan, 5.50%, Maturing July 2, 2020

     135         124,450   

Term Loan, 8.50%, Maturing July 2, 2020

     224         183,311   

 

2

 

 


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

EIG Investors Corp.

     

Term Loan, 5.00%, Maturing November 9, 2019

     1,199       $ 1,205,798   

Emdeon Business Services, LLC

     

Term Loan, 3.75%, Maturing November 2, 2018

     706         707,920   

Expert Global Solutions, Inc.

     

Term Loan, 8.50%, Maturing April 3, 2018

     330         330,281   

Extreme Reach, Inc.

     

Term Loan, 6.75%, Maturing February 7, 2020

     349         350,353   

Garda World Security Corporation

     

Term Loan, 4.00%, Maturing November 6, 2020

     55         55,157   

Term Loan, 4.00%, Maturing November 6, 2020

     216         215,613   

Term Loan, 4.75%, Maturing November 6, 2020

   CAD 296         225,717   

IG Investment Holdings, LLC

     

Term Loan, 6.00%, Maturing October 29, 2021

     224         224,987   

IMS Health Incorporated

     

Term Loan, 3.50%, Maturing March 17, 2021

     1,203         1,201,186   

Information Resources, Inc.

     

Term Loan, 4.75%, Maturing September 30, 2020

     591         596,910   

ION Trading Technologies S.a.r.l.

     

Term Loan, 4.50%, Maturing June 10, 2021

   EUR 563         609,617   

Term Loan - Second Lien, 7.25%, Maturing June 10, 2022

     500         494,687   

KAR Auction Services, Inc.

     

Term Loan, 3.50%, Maturing March 11, 2021

     1,373         1,372,562   

Kronos Incorporated

     

Term Loan, 4.50%, Maturing October 30, 2019

     1,195         1,199,064   

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

     549         564,254   

Language Line, LLC

     

Term Loan, 6.25%, Maturing June 20, 2016

     626         623,750   

MCS AMS Sub-Holdings, LLC

     

Term Loan, 7.00%, Maturing October 15, 2019

     509         489,672   

Monitronics International, Inc.

     

Term Loan, 4.25%, Maturing March 23, 2018

     584         585,608   

PGX Holdings, Inc.

     

Term Loan, 6.25%, Maturing September 29, 2020

     272         273,429   

Quintiles Transnational Corp.

     

Term Loan, 3.75%, Maturing June 8, 2018

     2,570         2,577,650   

RCS Capital Corporation

     

Term Loan, 6.50%, Maturing April 29, 2019

     749         747,111   

Term Loan - Second Lien, 10.50%, Maturing April 29, 2021

     250         245,625   

Sensus USA, Inc.

     

Term Loan, 4.50%, Maturing May 9, 2017

     336         336,434   

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

     500         492,500   

ServiceMaster Company

     

Term Loan, 4.25%, Maturing July 1, 2021

     1,194         1,197,229   

SunGard Data Systems, Inc.

     

Term Loan, 3.93%, Maturing February 28, 2017

     1,240         1,242,171   

Term Loan, 4.00%, Maturing March 8, 2020

     3,116         3,127,186   

TNS, Inc.

     

Term Loan, 5.00%, Maturing February 14, 2020

     446         446,869   

TransUnion, LLC

     

Term Loan, 4.00%, Maturing April 9, 2021

     2,054         2,056,818   

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

     

Term Loan, 5.75%, Maturing September 2, 2021

     574         579,513   

West Corporation

     

Term Loan, 3.25%, Maturing June 30, 2018

     1,689         1,688,242   
     

 

 

 
      $ 33,349,534   
     

 

 

 

 

3

 

 


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

Cable and Satellite Television — 3.1%

     

Cequel Communications, LLC

     

Term Loan, 3.50%, Maturing February 14, 2019

     802       $ 804,253   

Crown Media Holdings, Inc.

     

Term Loan, 4.00%, Maturing July 14, 2018

     119         118,072   

MCC Iowa, LLC

     

Term Loan, 3.25%, Maturing January 29, 2021

     491         488,641   

Term Loan, 3.75%, Maturing June 30, 2021

     422         419,176   

Mediacom Illinois, LLC

     

Term Loan, 3.15%, Maturing October 23, 2017

     381         380,571   

Term Loan, 3.75%, Maturing June 30, 2021

     249         248,489   

Numericable U.S., LLC

     

Term Loan, 4.50%, Maturing May 21, 2020

     509         511,118   

Term Loan, 4.50%, Maturing May 21, 2020

     588         590,795   

Sterling Entertainment Enterprises, LLC

     

Term Loan, 3.18%, Maturing December 28, 2017

     360         344,772   

Virgin Media Bristol, LLC

     

Term Loan, 3.50%, Maturing June 7, 2020

     2,180         2,179,915   

Virgin Media Investment Holdings Limited

     

Term Loan, 4.25%, Maturing June 30, 2023

   GBP 750         1,115,071   

Ziggo B.V.

     

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 191         205,749   

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 297         319,381   

Term Loan, 3.75%, Maturing January 15, 2022

   EUR 537         578,084   
     

 

 

 
      $ 8,304,087   
     

 

 

 

Chemicals and Plastics — 6.9%

     

Allnex (Luxembourg) & Cy S.C.A.

     

Term Loan, 4.50%, Maturing October 3, 2019

     146       $ 146,057   

Allnex USA, Inc.

     

Term Loan, 4.50%, Maturing October 3, 2019

     75         75,782   

Aruba Investments, Inc.

     

Term Loan, 5.25%, Maturing February 2, 2022

     150         151,313   

Axalta Coating Systems US Holdings, Inc.

     

Term Loan, 3.75%, Maturing February 1, 2020

     1,808         1,799,401   

AZ Chem US, Inc.

     

Term Loan, 4.50%, Maturing June 12, 2021

     1,284         1,287,777   

ECO Services Operations, LLC

     

Term Loan, 4.75%, Maturing December 4, 2021

     200         200,747   

Emerald Performance Materials, LLC

     

Term Loan, 4.50%, Maturing August 1, 2021

     249         249,268   

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

     275         270,188   

Flint Group GmbH

     

Term Loan, 4.75%, Maturing September 7, 2021

     74         74,151   

Flint Group US, LLC

     

Term Loan, 4.75%, Maturing September 7, 2021

     448         448,551   

Gemini HDPE, LLC

     

Term Loan, 4.75%, Maturing August 7, 2021

     821         821,905   

Huntsman International, LLC

     

Term Loan, 3.75%, Maturing August 12, 2021

     973         979,249   

Ineos US Finance, LLC

     

Term Loan, 3.75%, Maturing May 4, 2018

     2,516         2,505,661   

Term Loan, 4.25%, Maturing March 31, 2022

   EUR 225         241,856   

Term Loan, 4.25%, Maturing March 31, 2022

     350         350,656   

Kronos Worldwide, Inc.

     

Term Loan, 4.75%, Maturing February 18, 2020

     149         149,335   

MacDermid, Inc.

     

Term Loan, 4.50%, Maturing June 7, 2020

     642         645,542   

Term Loan, 4.75%, Maturing June 7, 2020

     299         301,644   

 

4

 

 


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

Minerals Technologies, Inc.

     

Term Loan, 4.00%, Maturing May 9, 2021

     893       $ 898,576   

Orion Engineered Carbons GmbH

     

Term Loan, 5.00%, Maturing July 25, 2021

     274         275,221   

Term Loan, 5.00%, Maturing July 25, 2021

   EUR 473         513,780   

OXEA Finance, LLC

     

Term Loan, 4.25%, Maturing January 15, 2020

     346         336,336   

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

     500         466,250   

Polarpak, Inc.

     

Term Loan, Maturing June 7, 2020(2)

   CAD 1,050         821,770   

PQ Corporation

     

Term Loan, 4.00%, Maturing August 7, 2017

     587         585,101   

Solenis International L.P.

     

Term Loan, 4.25%, Maturing July 31, 2021

     149         149,110   

Term Loan, 4.50%, Maturing July 31, 2021

   EUR 473         511,493   

Sonneborn Refined Products B.V.

     

Term Loan, 5.50%, Maturing December 10, 2020

     34         33,876   

Sonneborn, LLC

     

Term Loan, 5.50%, Maturing December 10, 2020

     191         191,964   

Tronox Pigments (Netherlands) B.V.

     

Term Loan, 4.00%, Maturing March 19, 2020

     1,496         1,497,948   

Univar, Inc.

     

Term Loan, 5.00%, Maturing June 30, 2017

     1,685         1,685,016   
     

 

 

 
      $ 18,665,524   
     

 

 

 

Conglomerates — 1.3%

     

Bestway UK Holdco Limited

     

Term Loan, 5.26%, Maturing October 6, 2021

   GBP 880       $ 1,314,511   

RGIS Services, LLC

     

Term Loan, 5.50%, Maturing October 18, 2017

     1,386         1,274,873   

Spectrum Brands Europe GmbH

     

Term Loan, 3.75%, Maturing September 4, 2019

   EUR 469         507,433   

Spectrum Brands, Inc.

     

Term Loan, 3.50%, Maturing September 4, 2019

     517         517,965   
     

 

 

 
      $ 3,614,782   
     

 

 

 

Containers and Glass Products — 2.0%

     

Berry Plastics Holding Corporation

     

Term Loan, 3.50%, Maturing February 8, 2020

     1,054       $ 1,052,249   

Term Loan, 3.75%, Maturing January 6, 2021

     294         295,018   

Crown Americas, LLC

     

Term Loan, 4.00%, Maturing October 22, 2021

     748         756,249   

Hilex Poly Co., LLC

     

Term Loan, 6.00%, Maturing December 5, 2021

     750         756,556   

Libbey Glass, Inc.

     

Term Loan, 3.75%, Maturing April 9, 2021

     199         198,004   

Pelican Products, Inc.

     

Term Loan, 5.25%, Maturing April 10, 2020

     434         432,908   

Reynolds Group Holdings, Inc.

     

Term Loan, 4.50%, Maturing December 1, 2018

     1,648         1,656,236   

TricorBraun, Inc.

     

Term Loan, 4.01%, Maturing May 3, 2018

     301         300,500   
     

 

 

 
      $ 5,447,720   
     

 

 

 

Cosmetics/Toiletries — 0.7%

     

Prestige Brands, Inc.

     

Term Loan, 4.50%, Maturing September 3, 2021

     298       $ 299,481   

Revlon Consumer Products Corporation

     

Term Loan, 4.00%, Maturing October 8, 2019

     582         582,482   

Sun Products Corporation (The)

     

Term Loan, 5.50%, Maturing March 23, 2020

     1,043         1,009,225   
     

 

 

 
      $ 1,891,188   
     

 

 

 

 

5

 

 


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

Drugs — 3.8%

     

Alkermes, Inc.

     

Term Loan, 3.50%, Maturing September 18, 2019

     195       $ 195,977   

AMAG Pharmaceuticals, Inc.

     

Term Loan, 7.25%, Maturing November 12, 2020

     293         296,156   

DPx Holdings B.V.

     

Term Loan, 4.25%, Maturing March 11, 2021

     422         420,494   

Term Loan, 4.50%, Maturing March 11, 2021

   EUR 324         350,466   

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

     

Term Loan, 3.25%, Maturing March 1, 2021

     198         198,421   

Ikaria, Inc.

     

Term Loan, 5.00%, Maturing February 12, 2021

     809         811,120   

Par Pharmaceutical Companies, Inc.

     

Term Loan, 4.00%, Maturing September 30, 2019

     934         933,985   

Salix Pharmaceuticals Ltd.

     

Term Loan, 5.50%, Maturing January 2, 2020

     1,302         1,303,535   

Valeant Pharmaceuticals International, Inc.

     

Term Loan, 3.50%, Maturing February 13, 2019

     765         765,060   

Term Loan, 3.50%, Maturing December 11, 2019

     1,302         1,302,482   

Term Loan, 3.50%, Maturing August 5, 2020

     1,553         1,554,040   

Term Loan, Maturing March 10, 2022(2)

     781         785,236   

Term Loan, Maturing March 13, 2022(2)

     1,019         1,025,170   

VWR Funding, Inc.

     

Term Loan, 3.43%, Maturing April 3, 2017

     317         317,209   
     

 

 

 
      $ 10,259,351   
     

 

 

 

Ecological Services and Equipment — 0.5%

     

ADS Waste Holdings, Inc.

     

Term Loan, 3.75%, Maturing October 9, 2019

     969       $ 960,535   

EnergySolutions, LLC

     

Term Loan, 6.75%, Maturing May 29, 2020

     399         401,081   
     

 

 

 
      $ 1,361,616   
     

 

 

 

Electronics/Electrical — 12.6%

     

Allflex Holdings III, Inc.

     

Term Loan, 4.25%, Maturing July 17, 2020

     320       $ 320,525   

Answers Corporation

     

Term Loan, 6.25%, Maturing October 3, 2021

     549         525,994   

Applied Systems, Inc.

     

Term Loan, 4.29%, Maturing January 25, 2021

     420         420,369   

Avago Technologies Cayman Ltd.

     

Term Loan, 3.75%, Maturing May 6, 2021

     2,655         2,664,111   

Blue Coat Systems, Inc.

     

Term Loan - Second Lien, 9.50%, Maturing June 28, 2020

     400         410,500   

Campaign Monitor Finance Pty Limited

     

Term Loan, 6.25%, Maturing March 18, 2021

     347         345,417   

Carros Finance Luxembourg S.a.r.l.

     

Term Loan, 4.50%, Maturing September 30, 2021

     174         174,778   

Cinedigm Digital Funding I, LLC

     

Term Loan, 3.75%, Maturing February 28, 2018

     119         119,186   

CompuCom Systems, Inc.

     

Term Loan, 4.25%, Maturing May 11, 2020

     358         334,955   

Dealertrack Technologies, Inc.

     

Term Loan, 3.25%, Maturing February 28, 2021

     239         237,833   

Dell, Inc.

     

Term Loan, 4.50%, Maturing April 29, 2020

     4,123         4,153,784   

Eagle Parent, Inc.

     

Term Loan, 4.00%, Maturing May 16, 2018

     1,709         1,710,728   

Entegris, Inc.

     

Term Loan, 3.50%, Maturing April 30, 2021

     209         208,419   

 

6

 

 


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

Excelitas Technologies Corp.

     

Term Loan, 6.00%, Maturing October 31, 2020

     414       $ 416,515   

Eze Castle Software, Inc.

     

Term Loan, Maturing April 6, 2020(2)

     858         857,060   

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

     

Term Loan, 6.25%, Maturing December 24, 2020

     380         381,187   

Freescale Semiconductor, Inc.

     

Term Loan, 4.25%, Maturing February 28, 2020

     927         930,533   

Go Daddy Operating Company, LLC

     

Term Loan, 4.75%, Maturing May 13, 2021

     2,380         2,392,228   

Hyland Software, Inc.

     

Term Loan, 4.75%, Maturing February 19, 2021

     221         222,641   

Infor (US), Inc.

     

Term Loan, 3.75%, Maturing June 3, 2020

     2,626         2,606,540   

Lattice Semiconductor Corporation

     

Term Loan, 5.25%, Maturing March 10, 2021

     275         274,828   

M/A-COM Technology Solutions Holdings, Inc.

     

Term Loan, 4.50%, Maturing May 7, 2021

     248         250,761   

MA FinanceCo., LLC

     

Term Loan, 4.50%, Maturing November 20, 2019

     550         547,823   

Term Loan, 5.25%, Maturing November 19, 2021

     485         486,608   

Magic Newco, LLC

     

Term Loan, 5.00%, Maturing December 12, 2018

     683         684,731   

MH Sub I, LLC

     

Term Loan, 5.00%, Maturing July 8, 2021

     422         422,784   

Microsemi Corporation

     

Term Loan, 3.25%, Maturing February 19, 2020

     637         637,117   

Orbotech, Inc.

     

Term Loan, 5.00%, Maturing August 6, 2020

     224         221,771   

Renaissance Learning, Inc.

     

Term Loan, 4.50%, Maturing April 9, 2021

     347         340,003   

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

     125         121,875   

Rocket Software, Inc.

     

Term Loan, 5.75%, Maturing February 8, 2018

     216         216,524   

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

     250         250,937   

RP Crown Parent, LLC

     

Term Loan, 6.00%, Maturing December 21, 2018

     2,228         2,198,395   

SGS Cayman L.P.

     

Term Loan, 6.00%, Maturing April 23, 2021

     99         99,315   

Shield Finance Co. S.a.r.l.

     

Term Loan, 5.00%, Maturing January 29, 2021

     347         348,305   

Sirius Computer Solutions, Inc.

     

Term Loan, 7.00%, Maturing December 7, 2018

     214         215,911   

SkillSoft Corporation

     

Term Loan, 5.75%, Maturing April 28, 2021

     1,070         1,058,661   

Smart Technologies ULC

     

Term Loan, 10.50%, Maturing January 31, 2018

     288         286,995   

Sophia L.P.

     

Term Loan, 4.00%, Maturing July 19, 2018

     619         619,142   

SunEdison Semiconductor B.V.

     

Term Loan, 6.50%, Maturing May 27, 2019

     422         418,649   

SurveyMonkey.com, LLC

     

Term Loan, 5.50%, Maturing February 5, 2019

     264         266,482   

Sutherland Global Services, Inc.

     

Term Loan, 6.00%, Maturing April 23, 2021

     424         426,652   

Sybil Software, LLC

     

Term Loan, 4.75%, Maturing March 20, 2020

     1,019         1,024,938   

Vantiv, LLC

     

Term Loan, 3.75%, Maturing June 13, 2021

     382         384,487   

 

7

 

 


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

Vertafore, Inc.

     

Term Loan, 4.25%, Maturing October 3, 2019

     1,016       $ 1,017,671   

Wall Street Systems Delaware, Inc.

     

Term Loan, 4.50%, Maturing April 30, 2021

     665         662,439   

Zebra Technologies Corporation

     

Term Loan, 4.75%, Maturing October 27, 2021

     1,026         1,039,391   
     

 

 

 
      $ 33,956,498   
     

 

 

 

Equipment Leasing — 0.5%

     

Flying Fortress, Inc.

     

Term Loan, 3.50%, Maturing June 30, 2017

     1,417       $ 1,419,914   
     

 

 

 
      $ 1,419,914   
     

 

 

 

Financial Intermediaries — 5.7%

     

Armor Holding II, LLC

     

Term Loan, 5.75%, Maturing June 26, 2020

     496       $ 496,151   

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

     500         501,250   

CITGO Funding, LLC

     

Term Loan, 4.25%, Maturing June 29, 2018

     1,522         1,522,206   

Clipper Acquisitions Corp.

     

Term Loan, 3.00%, Maturing February 6, 2020

     269         266,074   

First Data Corporation

     

Term Loan, 3.67%, Maturing March 24, 2018

     2,695         2,696,662   

Term Loan, 3.67%, Maturing September 24, 2018

     950         950,831   

Grosvenor Capital Management Holdings, LLP

     

Term Loan, 3.75%, Maturing January 4, 2021

     582         577,787   

Guggenheim Partners, LLC

     

Term Loan, 4.25%, Maturing July 22, 2020

     667         670,070   

Hamilton Lane Advisors, LLC

     

Term Loan, 4.00%, Maturing February 28, 2018

     259         259,027   

Harbourvest Partners, LLC

     

Term Loan, 3.25%, Maturing February 4, 2021

     400         396,358   

Home Loan Servicing Solutions Ltd.

     

Term Loan, 4.50%, Maturing June 26, 2020

     516         505,806   

LPL Holdings, Inc.

     

Term Loan, 3.25%, Maturing March 29, 2019

     1,871         1,873,243   

Medley, LLC

     

Term Loan, 6.50%, Maturing June 15, 2019

     238         236,312   

Moneygram International, Inc.

     

Term Loan, 4.25%, Maturing March 27, 2020

     221         208,648   

NXT Capital, Inc.

     

Term Loan, 6.25%, Maturing September 4, 2018

     49         49,745   

Term Loan, 6.25%, Maturing September 4, 2018

     345         346,474   

Ocwen Financial Corporation

     

Term Loan, 5.00%, Maturing February 15, 2018

     1,854         1,809,227   

Sesac Holdco II, LLC

     

Term Loan, 5.00%, Maturing February 8, 2019

     492         492,115   

Starwood Property Trust, Inc.

     

Term Loan, 3.50%, Maturing April 17, 2020

     123         121,505   

Walker & Dunlop, Inc.

     

Term Loan, 5.25%, Maturing December 11, 2020

     321         321,740   

Walter Investment Management Corp.

     

Term Loan, 4.75%, Maturing December 19, 2020

     1,205         1,109,447   
     

 

 

 
      $ 15,410,678   
     

 

 

 

Food Products — 7.0%

     

AdvancePierre Foods, Inc.

     

Term Loan, 5.75%, Maturing July 10, 2017

     1,528       $ 1,532,053   

Blue Buffalo Company Ltd.

     

Term Loan, 3.75%, Maturing August 8, 2019

     634         633,266   

 

8

 

 


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

Charger OpCo B.V.

     

Term Loan, 3.50%, Maturing July 23, 2021

   EUR 350       $ 379,160   

Term Loan, 3.50%, Maturing July 23, 2021

     1,075         1,072,984   

Clearwater Seafoods Limited Partnership

     

Term Loan, 4.75%, Maturing June 26, 2019

     467         467,466   

Del Monte Foods, Inc.

     

Term Loan, 4.25%, Maturing February 18, 2021

     596         568,063   

Diamond Foods, Inc.

     

Term Loan, 4.25%, Maturing August 20, 2018

     99         99,103   

Dole Food Company, Inc.

     

Term Loan, 4.50%, Maturing November 1, 2018

     644         644,465   

H.J. Heinz Company

     

Term Loan, 3.25%, Maturing June 5, 2020

     3,407         3,413,247   

High Liner Foods Incorporated

     

Term Loan, 4.25%, Maturing April 24, 2021

     421         418,646   

JBS USA Holdings, Inc.

     

Term Loan, 3.75%, Maturing May 25, 2018

     864         865,291   

Term Loan, 3.75%, Maturing September 18, 2020

     763         764,806   

Meldrew Participations B.V.

     

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

   EUR 333         341,632   

Term Loan, 4.50%, Maturing December 19, 2022(4)(5)

   EUR 209         208,768   

NBTY, Inc.

     

Term Loan, 3.50%, Maturing October 1, 2017

     4,183         4,134,601   

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

     

Term Loan, 5.25%, Maturing March 13, 2022

   EUR 975         1,061,296   

Onex Wizard US Acquisition, Inc.

     

Term Loan, 5.25%, Maturing March 13, 2022

     600         606,656   

Pinnacle Foods Finance, LLC

     

Term Loan, 3.00%, Maturing April 29, 2020

     345         343,826   

Term Loan, 3.00%, Maturing April 29, 2020

     900         897,551   

Post Holdings, Inc.

     

Term Loan, 3.75%, Maturing June 2, 2021

     548         550,106   
     

 

 

 
      $ 19,002,986   
     

 

 

 

Food Service — 3.9%

     

1011778 B.C. Unlimited Liability Company

     

Term Loan, 4.50%, Maturing December 12, 2021

     3,172       $ 3,207,132   

Aramark Services, Inc.

     

Term Loan, 3.67%, Maturing July 26, 2016

     88         87,780   

Term Loan, 3.67%, Maturing July 26, 2016

     157         156,223   

Buffets, Inc.

     

Term Loan, 0.15%, Maturing April 22, 2015(3)

     48         38,242   

CEC Entertainment, Inc.

     

Term Loan, 4.00%, Maturing February 14, 2021

     371         367,491   

Centerplate, Inc.

     

Term Loan, 4.75%, Maturing November 26, 2019

     249         246,877   

Darling International, Inc.

     

Term Loan, 3.50%, Maturing January 6, 2021

   EUR 470         507,126   

Landry’s, Inc.

     

Term Loan, 4.00%, Maturing April 24, 2018

     1,116         1,119,822   

NPC International, Inc.

     

Term Loan, 4.00%, Maturing December 28, 2018

     340         334,832   

P.F. Chang’s China Bistro, Inc.

     

Term Loan, 4.25%, Maturing July 2, 2019

     191         186,453   

Seminole Hard Rock Entertainment, Inc.

     

Term Loan, 3.50%, Maturing May 14, 2020

     123         122,429   

US Foods, Inc.

     

Term Loan, 4.50%, Maturing March 31, 2019

     2,358         2,361,157   

 

9

 

 


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

Weight Watchers International, Inc.

     

Term Loan, 4.00%, Maturing April 2, 2020

     3,528       $ 1,899,609   
     

 

 

 
      $ 10,635,173   
     

 

 

 

Food/Drug Retailers — 4.2%

     

Albertson’s Holdings, LLC

     

Term Loan, 5.00%, Maturing August 25, 2019

     1,600       $ 1,612,125   

Term Loan, 5.50%, Maturing August 25, 2021

     450         454,250   

Albertson’s, LLC

     

Term Loan, 5.38%, Maturing March 21, 2019

     1,016         1,023,105   

General Nutrition Centers, Inc.

     

Term Loan, 3.25%, Maturing March 4, 2019

     3,277         3,258,225   

New Albertson’s, Inc.

     

Term Loan, 4.75%, Maturing June 27, 2021

     2,267         2,275,242   

Rite Aid Corporation

     

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

     725         731,948   

Supervalu, Inc.

     

Term Loan, 4.50%, Maturing March 21, 2019

     2,095         2,104,135   
     

 

 

 
      $ 11,459,030   
     

 

 

 

Health Care — 16.4%

     

Acadia Healthcare Company, Inc.

     

Term Loan, 4.25%, Maturing February 11, 2022

     125       $ 126,090   

Akorn, Inc.

     

Term Loan, 4.50%, Maturing April 16, 2021

     547         549,986   

Alere, Inc.

     

Term Loan, 4.25%, Maturing June 30, 2017

     1,313         1,317,994   

Alliance Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing June 3, 2019

     614         612,914   

Amneal Pharmaceuticals, LLC

     

Term Loan, 5.00%, Maturing November 1, 2019

     741         745,127   

Amsurg Corp.

     

Term Loan, 3.75%, Maturing July 16, 2021

     298         298,867   

Ardent Medical Services, Inc.

     

Term Loan, 6.75%, Maturing July 2, 2018

     1,433         1,440,151   

ATI Holdings, Inc.

     

Term Loan, 5.25%, Maturing December 20, 2019

     469         472,278   

Auris Luxembourg III S.a.r.l.

     

Term Loan, 5.50%, Maturing January 17, 2022

     375         379,219   

Biomet, Inc.

     

Term Loan, 3.67%, Maturing July 25, 2017

     3,316         3,316,049   

BioScrip, Inc.

     

Term Loan, 6.50%, Maturing July 31, 2020

     506         503,086   

Term Loan, 6.50%, Maturing July 31, 2020

     844         838,477   

Capella Healthcare, Inc.

     

Term Loan, 5.25%, Maturing December 31, 2021

     374         377,336   

CareCore National, LLC

     

Term Loan, 5.50%, Maturing March 5, 2021

     723         727,126   

CeramTec Acquisition Corporation

     

Term Loan, 4.25%, Maturing August 30, 2020

     16         15,647   

CHG Healthcare Services, Inc.

     

Term Loan, 4.25%, Maturing November 19, 2019

     390         392,055   

Community Health Systems, Inc.

     

Term Loan, 4.25%, Maturing January 27, 2021

     3,494         3,515,498   

CPI Buyer, LLC

     

Term Loan, 5.50%, Maturing August 18, 2021

     498         498,744   

DaVita HealthCare Partners, Inc.

     

Term Loan, 3.50%, Maturing June 24, 2021

     1,563         1,568,910   

DJO Finance, LLC

     

Term Loan, 4.25%, Maturing September 15, 2017

     1,343         1,347,762   

 

10

 

 


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

Envision Healthcare Corporation

     

Term Loan, 4.00%, Maturing May 25, 2018

     1,550       $ 1,556,571   

Faenza Acquisition GmbH

     

Term Loan, 4.25%, Maturing August 30, 2020

     46         46,311   

Term Loan, 4.25%, Maturing August 30, 2020

     156         156,213   

Grifols Worldwide Operations USA, Inc.

     

Term Loan, 3.18%, Maturing February 27, 2021

     2,327         2,326,937   

Iasis Healthcare, LLC

     

Term Loan, 4.50%, Maturing May 3, 2018

     816         819,090   

Impax Laboratories, Inc.

     

Term Loan, 5.50%, Maturing December 2, 2020

     400         403,375   

Indivior Finance S.a.r.l.

     

Term Loan, 7.00%, Maturing December 11, 2019

     494         469,063   

inVentiv Health, Inc.

     

Term Loan, 7.75%, Maturing May 15, 2018

     1,243         1,249,447   

Term Loan, 7.75%, Maturing May 15, 2018

     304         304,523   

Kindred Healthcare, Inc.

     

Term Loan, 4.25%, Maturing April 9, 2021

     720         723,910   

Kinetic Concepts, Inc.

     

Term Loan, 4.50%, Maturing May 4, 2018

     2,449         2,458,137   

LHP Hospital Group, Inc.

     

Term Loan, 9.00%, Maturing July 3, 2018

     844         816,881   

Mallinckrodt International Finance S.A.

     

Term Loan, 3.25%, Maturing March 19, 2021

     743         741,638   

MedAssets, Inc.

     

Term Loan, 4.00%, Maturing December 13, 2019

     175         174,561   

Millennium Laboratories, Inc.

     

Term Loan, 5.25%, Maturing April 16, 2021

     2,533         2,556,592   

National Mentor Holdings, Inc.

     

Term Loan, 4.25%, Maturing January 31, 2021

     272         272,846   

Onex Carestream Finance L.P.

     

Term Loan, 5.00%, Maturing June 7, 2019

     1,652         1,660,036   

Opal Acquisition, Inc.

     

Term Loan, 5.00%, Maturing November 27, 2020

     815         816,433   

Ortho-Clinical Diagnostics, Inc.

     

Term Loan, 4.75%, Maturing June 30, 2021

     1,538         1,526,717   

Pharmaceutical Product Development, LLC

     

Term Loan, 4.00%, Maturing December 5, 2018

     953         954,424   

PRA Holdings, Inc.

     

Term Loan, 4.50%, Maturing September 23, 2020

     501         502,407   

Radnet Management, Inc.

     

Term Loan, 4.25%, Maturing October 10, 2018

     869         871,123   

RegionalCare Hospital Partners, Inc.

     

Term Loan, 6.00%, Maturing April 19, 2019

     795         798,847   

Sage Products Holdings III, LLC

     

Term Loan, 5.00%, Maturing December 13, 2019

     553         560,033   

Select Medical Corporation

     

Term Loan, 3.01%, Maturing December 20, 2016

     97         96,786   

Term Loan, 3.75%, Maturing June 1, 2018

     555         555,880   

Steward Health Care System, LLC

     

Term Loan, 6.75%, Maturing April 12, 2020

     172         171,667   

Tecomet, Inc.

     

Term Loan, 5.75%, Maturing December 5, 2021

     574         562,091   

Truven Health Analytics, Inc.

     

Term Loan, 4.50%, Maturing June 6, 2019

     829         829,073   

U.S. Renal Care, Inc.

     

Term Loan, 4.25%, Maturing July 3, 2019

     172         172,984   
     

 

 

 
      $ 44,197,912   
     

 

 

 

 

11

 

 


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

Home Furnishings — 0.6%

     

Interline Brands, Inc.

     

Term Loan, 4.00%, Maturing March 17, 2021

     124       $ 123,363   

Serta Simmons Holdings, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

     779         781,292   

Tempur-Pedic International, Inc.

     

Term Loan, 3.50%, Maturing March 18, 2020

     617         618,365   
     

 

 

 
      $ 1,523,020   
     

 

 

 

Industrial Equipment — 4.0%

     

Alliance Laundry Systems, LLC

     

Term Loan, 4.25%, Maturing December 10, 2018

     151       $ 152,057   

Apex Tool Group, LLC

     

Term Loan, 4.50%, Maturing January 31, 2020

     368         361,414   

Delachaux S.A.

     

Term Loan, 5.25%, Maturing October 28, 2021

     275         277,406   

Doosan Infracore International, Inc.

     

Term Loan, 4.50%, Maturing May 28, 2021

     504         509,862   

Filtration Group Corporation

     

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

     300         302,000   

Gardner Denver, Inc.

     

Term Loan, 4.25%, Maturing July 30, 2020

     1,608         1,528,919   

Term Loan, 4.75%, Maturing July 30, 2020

   EUR 197         206,831   

Husky Injection Molding Systems Ltd.

     

Term Loan, 4.25%, Maturing June 30, 2021

     1,368         1,366,903   

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

     325         319,042   

Milacron, LLC

     

Term Loan, 4.00%, Maturing March 28, 2020

     221         218,838   

NN, Inc.

     

Term Loan, 6.00%, Maturing August 27, 2021

     316         317,678   

Paladin Brands Holding, Inc.

     

Term Loan, 6.75%, Maturing August 16, 2019

     347         348,325   

Rexnord, LLC

     

Term Loan, 4.00%, Maturing August 21, 2020

     2,241         2,244,476   

Signode Industrial Group US, Inc.

     

Term Loan, 3.75%, Maturing May 1, 2021

     573         569,740   

STS Operating, Inc.

     

Term Loan, 4.75%, Maturing February 12, 2021

     149         146,273   

Tank Holding Corp.

     

Term Loan, 5.25%, Maturing March 16, 2022

     394         395,444   

Terex Corporation

     

Term Loan, 4.00%, Maturing August 13, 2021

   EUR 771         832,884   

Virtuoso US, LLC

     

Term Loan, 4.75%, Maturing February 11, 2021

     223         222,298   

Wittur GmbH

     

Term Loan, Maturing February 10, 2022(2)

   EUR 450         478,765   
     

 

 

 
      $ 10,799,155   
     

 

 

 

Insurance — 4.2%

     

Alliant Holdings I, Inc.

     

Term Loan, 5.00%, Maturing December 20, 2019

     967       $ 968,318   

AmWINS Group, LLC

     

Term Loan, 5.25%, Maturing September 6, 2019

     2,398         2,417,553   

Asurion, LLC

     

Term Loan, 5.00%, Maturing May 24, 2019

     4,197         4,216,438   

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

     500         503,437   

CGSC of Delaware Holding Corporation

     

Term Loan, 5.00%, Maturing April 16, 2020

     246         230,887   

Cunningham Lindsey U.S., Inc.

     

Term Loan, 5.00%, Maturing December 10, 2019

     465         456,488   

 

12

 

 


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

Hub International Limited

     

Term Loan, 4.00%, Maturing October 2, 2020

     1,379       $ 1,369,876   

USI, Inc.

     

Term Loan, 4.25%, Maturing December 27, 2019

     1,199         1,193,429   
     

 

 

 
      $ 11,356,426   
     

 

 

 

Leisure Goods/Activities/Movies — 5.0%

     

Aufinco Pty Limited

     

Term Loan, 4.00%, Maturing May 29, 2020

     221       $ 220,648   

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

     500         493,750   

Bombardier Recreational Products, Inc.

     

Term Loan, 4.00%, Maturing January 30, 2019

     1,603         1,603,190   

Bright Horizons Family Solutions, Inc.

     

Term Loan, 4.00%, Maturing January 30, 2020

     440         441,433   

ClubCorp Club Operations, Inc.

     

Term Loan, 4.50%, Maturing July 24, 2020

     1,923         1,935,847   

Dave & Buster’s, Inc.

     

Term Loan, 4.25%, Maturing July 25, 2020

     61         61,153   

Emerald Expositions Holding, Inc.

     

Term Loan, 4.75%, Maturing June 17, 2020

     479         482,333   

Equinox Holdings, Inc.

     

Term Loan, 5.00%, Maturing January 31, 2020

     635         638,492   

Fender Musical Instruments Corporation

     

Term Loan, 5.75%, Maturing April 3, 2019

     171         170,588   

Kasima, LLC

     

Term Loan, 3.25%, Maturing May 17, 2021

     419         419,380   

Live Nation Entertainment, Inc.

     

Term Loan, 3.50%, Maturing August 17, 2020

     1,267         1,263,678   

Nord Anglia Education Finance, LLC

     

Term Loan, 4.50%, Maturing March 31, 2021

     670         670,775   

Sabre, Inc.

     

Term Loan, 4.00%, Maturing February 19, 2019

     587         587,783   

SeaWorld Parks & Entertainment, Inc.

     

Term Loan, 3.00%, Maturing May 14, 2020

     1,351         1,320,074   

Sonifi Solutions, Inc.

     

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

     432         27,672   

SRAM, LLC

     

Term Loan, 4.01%, Maturing April 10, 2020

     837         836,778   

Town Sports International, Inc.

     

Term Loan, 4.50%, Maturing November 15, 2020

     591         499,696   

WMG Acquisition Corp.

     

Term Loan, 3.75%, Maturing July 1, 2020

     271         264,916   

Zuffa, LLC

     

Term Loan, 3.75%, Maturing February 25, 2020

     1,417         1,411,776   
     

 

 

 
      $ 13,349,962   
     

 

 

 

Lodging and Casinos — 5.2%

     

Affinity Gaming, LLC

     

Term Loan, 5.25%, Maturing November 9, 2017

     206       $ 207,644   

Amaya Holdings B.V.

     

Term Loan, 5.00%, Maturing August 1, 2021

     1,343         1,332,615   

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

     375         375,469   

Boyd Gaming Corporation

     

Term Loan, 4.00%, Maturing August 14, 2020

     233         233,608   

Caesars Entertainment Operating Company

     

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

     597         548,627   

CityCenter Holdings, LLC

     

Term Loan, 4.25%, Maturing October 16, 2020

     386         388,450   

Four Seasons Holdings, Inc.

     

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

     1,800         1,815,750   

 

13

 

 


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

Gala Group Ltd.

     

Term Loan, 5.50%, Maturing May 27, 2018

   GBP 825       $ 1,228,722   

Golden Nugget, Inc.

     

Term Loan, 5.50%, Maturing November 21, 2019

     66         66,476   

Term Loan, 5.50%, Maturing November 21, 2019

     154         155,111   

Hilton Worldwide Finance, LLC

     

Term Loan, 3.50%, Maturing October 26, 2020

     2,457         2,462,832   

La Quinta Intermediate Holdings, LLC

     

Term Loan, 4.00%, Maturing April 14, 2021

     500         502,190   

MGM Resorts International

     

Term Loan, 3.50%, Maturing December 20, 2019

     1,271         1,268,499   

Pinnacle Entertainment, Inc.

     

Term Loan, 3.75%, Maturing August 13, 2020

     329         329,764   

Playa Resorts Holding B.V.

     

Term Loan, 4.00%, Maturing August 9, 2019

     246         246,019   

RHP Hotel Properties L.P.

     

Term Loan, 3.75%, Maturing January 15, 2021

     323         325,049   

Scientific Games International, Inc.

     

Term Loan, 6.00%, Maturing October 18, 2020

     1,802         1,808,946   

Term Loan, 6.00%, Maturing October 1, 2021

     424         425,468   

Tropicana Entertainment, Inc.

     

Term Loan, 4.00%, Maturing November 27, 2020

     172         172,160   
     

 

 

 
      $ 13,893,399   
     

 

 

 

Nonferrous Metals/Minerals — 2.4%

     

Alpha Natural Resources, LLC

     

Term Loan, 3.50%, Maturing May 22, 2020

     392       $ 274,890   

Arch Coal, Inc.

     

Term Loan, 6.25%, Maturing May 16, 2018

     1,435         1,114,046   

Dynacast International, LLC

     

Term Loan, 5.25%, Maturing January 28, 2022

     300         302,059   

Fairmount Minerals Ltd.

     

Term Loan, 4.50%, Maturing September 5, 2019

     985         870,494   

Murray Energy Corporation

     

Term Loan, 5.25%, Maturing December 5, 2019

     668         659,730   

Noranda Aluminum Acquisition Corporation

     

Term Loan, 5.75%, Maturing February 28, 2019

     509         476,149   

Novelis, Inc.

     

Term Loan, 3.75%, Maturing March 10, 2017

     1,630         1,631,050   

Oxbow Carbon, LLC

     

Term Loan, 4.25%, Maturing July 19, 2019

     205         197,185   

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

     375         312,187   

United Central Industrial Supply Company, LLC

     

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

     250         237,500   

Walter Energy, Inc.

     

Term Loan, 7.25%, Maturing April 2, 2018

     821         501,672   
     

 

 

 
      $ 6,576,962   
     

 

 

 

Oil and Gas — 5.8%

     

Ameriforge Group, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2019

     590       $ 522,904   

Bronco Midstream Funding, LLC

     

Term Loan, 5.00%, Maturing August 15, 2020

     814         795,398   

CITGO Holding, Inc.

     

Term Loan, 9.50%, Maturing May 12, 2018

     973         968,105   

CITGO Petroleum Corporation

     

Term Loan, 4.50%, Maturing July 29, 2021

     473         468,096   

Crestwood Holdings, LLC

     

Term Loan, 7.00%, Maturing June 19, 2019

     915         867,407   

 

14

 

 


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

Drillships Ocean Ventures, Inc.

     

Term Loan, 5.50%, Maturing July 25, 2021

     1,022       $ 851,638   

Energy Transfer Equity L.P.

     

Term Loan, 4.00%, Maturing December 2, 2019

     200         199,625   

Fieldwood Energy, LLC

     

Term Loan, 3.88%, Maturing September 28, 2018

     517         485,097   

Floatel International Ltd.

     

Term Loan, 6.00%, Maturing June 27, 2020

     1,092         807,977   

MEG Energy Corp.

     

Term Loan, 3.75%, Maturing March 31, 2020

     3,682         3,533,680   

Obsidian Natural Gas Trust

     

Term Loan, 7.00%, Maturing November 2, 2015

     281         279,929   

Paragon Offshore Finance Company

     

Term Loan, 3.75%, Maturing July 18, 2021

     423         287,606   

Samson Investment Company

     

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

     925         487,938   

Seadrill Partners Finco, LLC

     

Term Loan, 4.00%, Maturing February 21, 2021

     2,201         1,754,886   

Seventy Seven Operating, LLC

     

Term Loan, 3.75%, Maturing June 25, 2021

     249         218,651   

Sheridan Investment Partners II L.P.

     

Term Loan, 4.25%, Maturing December 16, 2020

     17         15,069   

Term Loan, 4.25%, Maturing December 16, 2020

     46         40,406   

Term Loan, 4.25%, Maturing December 16, 2020

     329         290,465   

Sheridan Production Partners I, LLC

     

Term Loan, 4.25%, Maturing October 1, 2019

     104         97,026   

Term Loan, 4.25%, Maturing October 1, 2019

     170         158,850   

Term Loan, 4.25%, Maturing October 1, 2019

     1,282         1,198,792   

Southcross Holdings Borrower L.P.

     

Term Loan, 6.00%, Maturing August 4, 2021

     199         189,071   

Tallgrass Operations, LLC

     

Term Loan, 4.25%, Maturing November 13, 2018

     31         30,599   

Targa Resources Corp.

     

Term Loan, 5.75%, Maturing February 25, 2022

     197         197,962   

Tervita Corporation

     

Term Loan, 6.25%, Maturing May 15, 2018

     934         860,146   
     

 

 

 
      $ 15,607,323   
     

 

 

 

Publishing — 3.3%

     

Ascend Learning, LLC

     

Term Loan, 6.00%, Maturing July 31, 2019

     867       $ 870,212   

Getty Images, Inc.

     

Term Loan, 4.75%, Maturing October 18, 2019

     2,889         2,443,001   

Interactive Data Corporation

     

Term Loan, 4.75%, Maturing May 2, 2021

     769         773,875   

Laureate Education, Inc.

     

Term Loan, 5.00%, Maturing June 15, 2018

     2,616         2,472,129   

McGraw-Hill Global Education Holdings, LLC

     

Term Loan, 5.75%, Maturing March 22, 2019

     356         360,056   

Merrill Communications, LLC

     

Term Loan, 5.75%, Maturing March 8, 2018

     303         305,559   

Multi Packaging Solutions, Inc.

     

Term Loan, 4.25%, Maturing September 30, 2020

     173         172,673   

Nelson Education Ltd.

     

Term Loan, 6.75%, Maturing July 3, 2014(7)

     216         174,207   

Penton Media, Inc.

     

Term Loan, 5.50%, Maturing October 3, 2019

     296         297,593   

ProQuest, LLC

     

Term Loan, 5.25%, Maturing October 24, 2021

     324         325,336   

 

15

 

 


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

Springer Science+Business Media Deutschland GmbH

     

Term Loan, 4.75%, Maturing August 14, 2020

     542       $ 542,909   

Term Loan, Maturing August 14, 2020(2)

     150         150,000   
     

 

 

 
      $ 8,887,550   
     

 

 

 

Radio and Television — 2.7%

     

ALM Media Holdings, Inc.

     

Term Loan, 5.50%, Maturing July 31, 2020

     222       $ 215,055   

AP NMT Acquisition B.V.

     

Term Loan, 6.75%, Maturing August 13, 2021

     224         223,035   

Block Communications, Inc.

     

Term Loan, 4.25%, Maturing November 7, 2021

     124         124,841   

Clear Channel Communications, Inc.

     

Term Loan, 6.93%, Maturing January 30, 2019

     566         539,947   

Term Loan, 7.68%, Maturing July 30, 2019

     182         176,069   

Cumulus Media Holdings, Inc.

     

Term Loan, 4.25%, Maturing December 23, 2020

     2,045         2,013,207   

Entercom Radio, LLC

     

Term Loan, 4.00%, Maturing November 23, 2018

     192         192,062   

Gray Television, Inc.

     

Term Loan, 3.75%, Maturing June 10, 2021

     134         133,612   

Media General, Inc.

     

Term Loan, 4.25%, Maturing July 31, 2020

     709         712,599   

Mission Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     322         322,341   

Nexstar Broadcasting, Inc.

     

Term Loan, 3.75%, Maturing October 1, 2020

     366         365,540   

Raycom TV Broadcasting, LLC

     

Term Loan, 3.75%, Maturing August 4, 2021

     434         431,060   

Sinclair Television Group, Inc.

     

Term Loan, 3.00%, Maturing April 9, 2020

     270         268,117   

Univision Communications, Inc.

     

Term Loan, 4.00%, Maturing March 1, 2020

     1,618         1,617,471   
     

 

 

 
      $ 7,334,956   
     

 

 

 

Retailers (Except Food and Drug) — 8.8%

     

99 Cents Only Stores

     

Term Loan, 4.50%, Maturing January 11, 2019

     487       $ 488,166   

B&M Retail Limited

     

Term Loan, 3.81%, Maturing May 21, 2019

   GBP 175         257,350   

Term Loan, 4.31%, Maturing April 28, 2020

   GBP 150         221,230   

Bass Pro Group, LLC

     

Term Loan, 3.75%, Maturing November 20, 2019

     1,157         1,155,803   

CDW, LLC

     

Term Loan, 3.25%, Maturing April 29, 2020

     2,696         2,673,727   

David’s Bridal, Inc.

     

Term Loan, 5.25%, Maturing October 11, 2019

     311         302,498   

Dollar Tree, Inc.

     

Term Loan, 4.25%, Maturing March 9, 2022

     1,400         1,416,407   

Evergreen Acqco 1 L.P.

     

Term Loan, 5.00%, Maturing July 9, 2019

     341         335,440   

Harbor Freight Tools USA, Inc.

     

Term Loan, 4.75%, Maturing July 26, 2019

     524         527,608   

Hudson’s Bay Company

     

Term Loan, 4.75%, Maturing November 4, 2020

     626         628,020   

J. Crew Group, Inc.

     

Term Loan, 4.00%, Maturing March 5, 2021

     1,414         1,316,018   

Jo-Ann Stores, Inc.

     

Term Loan, 4.00%, Maturing March 16, 2018

     1,299         1,293,911   

Men’s Wearhouse, Inc. (The)

     

Term Loan, 4.50%, Maturing June 18, 2021

     697         699,765   

 

16

 

 


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

Michaels Stores, Inc.

     

Term Loan, 3.75%, Maturing January 28, 2020

     1,253       $ 1,253,806   

Term Loan, 4.00%, Maturing January 28, 2020

     498         498,788   

Neiman Marcus Group, Inc. (The)

     

Term Loan, 4.25%, Maturing October 25, 2020

     2,098         2,093,840   

Party City Holdings, Inc.

     

Term Loan, 4.00%, Maturing July 27, 2019

     684         684,093   

Pep Boys-Manny, Moe & Jack (The)

     

Term Loan, 4.25%, Maturing October 11, 2018

     220         220,075   

Petco Animal Supplies, Inc.

     

Term Loan, 4.00%, Maturing November 24, 2017

     1,566         1,567,892   

PetSmart, Inc.

     

Term Loan, 5.00%, Maturing March 11, 2022

     2,350         2,370,029   

PFS Holding Corporation

     

Term Loan, 4.50%, Maturing January 31, 2021

     421         373,416   

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

     

Term Loan, 4.50%, Maturing April 30, 2021

     248         245,023   

Pilot Travel Centers, LLC

     

Term Loan, 4.25%, Maturing October 1, 2021

     995         1,004,950   

Spin Holdco, Inc.

     

Term Loan, 4.25%, Maturing November 14, 2019

     1,281         1,277,248   

Toys ‘R’ Us Property Company I, LLC

     

Term Loan, 6.00%, Maturing August 21, 2019

     395         377,719   

Vivarte SA

     

Term Loan, 11.00%, (4.00% Cash, 7.00% PIK), Maturing October 29, 2019(8)

   EUR 145         148,823   

Term Loan, 5.00%, (1.25% Cash, 3.75% PIK), Maturing October 29, 2020(9)

   EUR 164         81,347   

Wilton Brands, LLC

     

Term Loan, 7.55%, Maturing August 30, 2018

     280         268,764   
     

 

 

 
      $ 23,781,756   
     

 

 

 

Steel — 1.8%

     

FMG Resources (August 2006) Pty. Ltd.

     

Term Loan, 3.75%, Maturing June 30, 2019

     4,020       $ 3,645,184   

JMC Steel Group, Inc.

     

Term Loan, 4.75%, Maturing April 1, 2017

     336         335,317   

Neenah Foundry Company

     

Term Loan, 6.75%, Maturing April 26, 2017

     188         186,845   

Patriot Coal Corporation

     

Term Loan, 9.00%, Maturing December 15, 2018

     741         679,524   
     

 

 

 
      $ 4,846,870   
     

 

 

 

Surface Transport — 0.8%

     

Hertz Corporation (The)

     

Term Loan, 4.00%, Maturing March 11, 2018

     904       $ 905,036   

Stena International S.a.r.l.

     

Term Loan, 4.00%, Maturing March 3, 2021

     743         671,963   

Swift Transportation Co., LLC

     

Term Loan, 3.75%, Maturing June 9, 2021

     569         571,740   
     

 

 

 
      $ 2,148,739   
     

 

 

 

Telecommunications — 4.2%

     

Cellular South, Inc.

     

Term Loan, 3.25%, Maturing May 23, 2020

     196       $ 194,653   

CWC Cayman Finance Limited

     

Term Loan, 5.50%, Maturing April 28, 2017

     200         200,498   

Intelsat Jackson Holdings S.A.

     

Term Loan, 3.75%, Maturing June 30, 2019

     3,700         3,690,288   

IPC Systems, Inc.

     

Term Loan, 6.50%, Maturing August 6, 2021

     675         680,484   

SBA Senior Finance II, LLC

     

Term Loan, 3.25%, Maturing March 24, 2021

     893         889,821   

 

17

 

 


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

Syniverse Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2019

     606       $ 574,643   

Term Loan, 4.00%, Maturing April 23, 2019

     912         864,723   

Telesat Canada

     

Term Loan, 3.50%, Maturing March 28, 2019

     3,356         3,353,518   

Windstream Corporation

     

Term Loan, 3.50%, Maturing August 8, 2019

     954         953,383   
     

 

 

 
      $ 11,402,011   
     

 

 

 

Utilities — 3.8%

     

Calpine Construction Finance Company L.P.

     

Term Loan, 3.00%, Maturing May 3, 2020

     516       $ 509,768   

Term Loan, 3.25%, Maturing January 31, 2022

     197         195,064   

Calpine Corporation

     

Term Loan, 4.00%, Maturing April 1, 2018

     457         458,997   

Term Loan, 4.00%, Maturing April 1, 2018

     2,328         2,337,538   

Term Loan, 4.00%, Maturing October 9, 2019

     414         416,044   

Dynegy Holdings, Inc.

     

Term Loan, 4.00%, Maturing April 23, 2020

     469         469,957   

EFS Cogen Holdings I, LLC

     

Term Loan, 3.75%, Maturing December 17, 2020

     244         244,141   

Electrical Components International, Inc.

     

Term Loan, 5.75%, Maturing May 28, 2021

     672         676,075   

Energy Future Intermediate Holding Co., LLC

     

DIP Loan, 4.25%, Maturing June 19, 2016

     850         854,604   

Equipower Resources Holdings, LLC

     

Term Loan, 4.25%, Maturing December 31, 2019

     295         294,936   

Granite Acquisition, Inc.

     

Term Loan, 5.00%, Maturing December 19, 2021

     54         54,407   

Term Loan, 5.00%, Maturing December 19, 2021

     1,218         1,233,439   

La Frontera Generation, LLC

     

Term Loan, 4.50%, Maturing September 30, 2020

     775         777,721   

Lonestar Generation, LLC

     

Term Loan, 5.25%, Maturing February 20, 2021

     274         270,884   

PowerTeam Services, LLC

     

Term Loan, 4.25%, Maturing May 6, 2020

     7         6,978   

Term Loan, 4.25%, Maturing May 6, 2020

     131         130,345   

TPF II Power, LLC

     

Term Loan, 5.50%, Maturing October 2, 2021

     673         682,851   

WTG Holdings III Corp.

     

Term Loan, 4.75%, Maturing January 15, 2021

     198         197,377   

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

     400         394,000   
     

 

 

 
      $ 10,205,126   
     

 

 

 

Total Senior Floating-Rate Interests
(identified cost $395,026,001)

      $ 386,811,049   
     

 

 

 

Corporate Bonds & Notes — 10.8%

     
Security    Principal
Amount*
(000’s omitted)
     Value  

Aerospace and Defense — 0.0%(10)

     

CBC Ammo, LLC/CBC FinCo, Inc.

     

7.25%, 11/15/21(11)

     30       $ 25,650   

Orbital ATK, Inc.

     

5.25%, 10/1/21(11)

     20         20,400   

 

18

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

TransDigm, Inc.

     

7.50%, 7/15/21

     10       $ 10,800   

6.00%, 7/15/22

     30         30,113   

6.50%, 7/15/24

     30         30,300   
     

 

 

 
      $ 117,263   
     

 

 

 

Automotive — 0.0%(10)

     

American Axle & Manufacturing, Inc.

     

5.125%, 2/15/19

     10       $ 10,350   

General Motors Financial Co., Inc.

     

4.75%, 8/15/17

     40         42,292   

3.25%, 5/15/18

     5         5,106   

Navistar International Corp.

     

8.25%, 11/1/21

     50         48,813   
     

 

 

 
      $ 106,561   
     

 

 

 

Beverage and Tobacco — 0.0%(10)

     

Constellation Brands, Inc.

     

6.00%, 5/1/22

     35       $ 40,075   

4.25%, 5/1/23

     40         41,250   

Cott Beverages, Inc.

     

5.375%, 7/1/22(11)

     25         24,156   
     

 

 

 
      $ 105,481   
     

 

 

 

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

     

Alliance Data Systems Corp.

     

6.375%, 4/1/20(11)

     30       $ 31,163   
     

 

 

 
      $ 31,163   
     

 

 

 

Building and Development — 0.2%

     

Building Materials Corp. of America

     

5.375%, 11/15/24(11)

     40       $ 40,800   

Greystar Real Estate Partners, LLC

     

8.25%, 12/1/22(11)

     20         21,050   

HD Supply, Inc.

     

7.50%, 7/15/20

     45         48,375   

5.25%, 12/15/21(11)

     15         15,488   

Hillman Group, Inc. (The)

     

6.375%, 7/15/22(11)

     30         30,150   

Interline Brands, Inc.

     

10.00%, 11/15/18(4)

     51         53,677   

NCI Building Systems, Inc.

     

8.25%, 1/15/23(11)

     10         10,625   

Nortek, Inc.

     

10.00%, 12/1/18

     45         47,745   

8.50%, 4/15/21

     20         21,500   

Reliance Intermediate Holdings, L.P.

     

6.50%, 4/1/23(11)

     50         51,313   

TRI Pointe Holdings, Inc.

     

4.375%, 6/15/19(11)

     20         19,646   

5.875%, 6/15/24(11)

     25         24,531   

USG Corp.

     

5.875%, 11/1/21(11)

     20         21,350   

5.50%, 3/1/25(11)

     10         10,225   
     

 

 

 
      $ 416,475   
     

 

 

 

Business Equipment and Services — 0.1%

     

Acosta, Inc.

     

7.75%, 10/1/22(11)

     60       $ 62,175   

Audatex North America, Inc.

     

6.00%, 6/15/21(11)

     30         31,875   

 

19

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

FTI Consulting, Inc.

     

6.00%, 11/15/22

     20       $ 21,125   

IMS Health, Inc.

     

6.00%, 11/1/20(11)

     40         41,750   

ServiceMaster Co. (The)

     

7.00%, 8/15/20

     10         10,675   

7.45%, 8/15/27

     15         15,263   

TransUnion Holding Co., Inc.

     

8.125%, 6/15/18

     60         61,725   

United Rentals North America, Inc.

     

8.375%, 9/15/20

     10         10,756   

7.625%, 4/15/22

     15         16,485   

6.125%, 6/15/23

     15         15,937   
     

 

 

 
      $ 287,766   
     

 

 

 

Cable and Satellite Television — 0.8%

     

AMC Networks, Inc.

     

7.75%, 7/15/21

     20       $ 21,800   

4.75%, 12/15/22

     15         15,009   

CCO Holdings, LLC/CCO Holdings Capital Corp.

     

5.25%, 9/30/22

     80         82,100   

5.75%, 1/15/24

     5         5,238   

CCOH Safari, LLC

     

5.50%, 12/1/22

     35         35,875   

5.75%, 12/1/24

     40         41,300   

CSC Holdings, LLC

     

5.25%, 6/1/24(11)

     5         5,113   

DISH DBS Corp.

     

6.75%, 6/1/21

     85         90,737   

5.875%, 7/15/22

     15         15,281   

5.875%, 11/15/24

     10         10,038   

IAC/InterActiveCorp

     

4.875%, 11/30/18

     20         20,700   

Numericable Group SA

     

4.875%, 5/15/19(11)

     200         199,750   

Virgin Media Secured Finance PLC

     

5.375%, 4/15/21(11)

     427         449,951   

6.00%, 4/15/21(11)

   GBP 475         742,241   

5.50%, 1/15/25(11)

     275         285,656   
     

 

 

 
      $ 2,020,789   
     

 

 

 

Chemicals and Plastics — 1.5%

     

Evolution Escrow Issuer, LLC

     

7.50%, 3/15/22(11)

     15       $ 15,225   

Hexion US Finance Corp.

     

6.625%, 4/15/20

     2,225         2,047,000   

Ineos Finance PLC

     

8.375%, 2/15/19(11)

     500         532,225   

7.50%, 5/1/20(11)

     400         423,500   

Platform Specialty Products Corp.

     

6.50%, 2/1/22(11)

     25         26,250   

Rockwood Specialties Group, Inc.

     

4.625%, 10/15/20

     65         67,844   

Trinseo Materials Operating S.C.A.

     

8.75%, 2/1/19

     900         954,000   

Tronox Finance, LLC

     

6.375%, 8/15/20

     60         58,950   

 

20

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

W. R. Grace & Co.

     

5.125%, 10/1/21(11)

     15       $ 15,600   

5.625%, 10/1/24(11)

     5         5,356   
     

 

 

 
      $ 4,145,950   
     

 

 

 

Conglomerates — 0.1%

     

Belden, Inc.

     

5.50%, 9/1/22(11)

     10       $ 10,300   

Harbinger Group, Inc.

     

7.875%, 7/15/19

     30         31,725   

Spectrum Brands, Inc.

     

6.375%, 11/15/20

     25         26,625   

6.625%, 11/15/22

     20         21,500   

TMS International Corp.

     

7.625%, 10/15/21(11)

     30         30,150   
     

 

 

 
      $ 120,300   
     

 

 

 

Containers and Glass Products — 0.8%

     

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

     

5.625%, 12/15/16(11)

     5       $ 5,025   

Reynolds Group Holdings, Inc.

     

5.75%, 10/15/20

     1,975         2,046,594   

Sealed Air Corp.

     

8.375%, 9/15/21(11)

     5         5,650   

Signode Industrial Group Lux SA/Signode Industrial Group US, Inc.

     

6.375%, 5/1/22(11)

     15         14,981   
     

 

 

 
      $ 2,072,250   
     

 

 

 

Cosmetics/Toiletries — 0.1%

     

Alphabet Holding Co., Inc.

     

7.75%, 11/1/17(4)

     105       $ 103,162   

Party City Holdings, Inc.

     

8.875%, 8/1/20

     65         70,363   
     

 

 

 
      $ 173,525   
     

 

 

 

Distribution & Wholesale — 0.0%(10)

     

American Tire Distributors, Inc.

     

10.25%, 3/1/22(11)

     25       $ 26,125   
     

 

 

 
      $ 26,125   
     

 

 

 

Drugs — 0.1%

     

Valeant Pharmaceuticals International, Inc.

     

6.375%, 10/15/20(11)

     90       $ 93,825   

7.50%, 7/15/21(11)

     25         27,133   

5.50%, 3/1/23(11)

     10         10,162   
     

 

 

 
      $ 131,120   
     

 

 

 

Ecological Services and Equipment — 0.0%(10)

     

ADS Waste Holdings, Inc.

     

8.25%, 10/1/20

     25       $ 26,250   

Clean Harbors, Inc.

     

5.25%, 8/1/20

     25         25,688   

5.125%, 6/1/21

     30         30,673   

Covanta Holding Corp.

     

5.875%, 3/1/24

     10         10,400   
     

 

 

 
      $ 93,011   
     

 

 

 

Electronics/Electrical — 0.1%

     

Alcatel-Lucent USA, Inc.

     

4.625%, 7/1/17(11)

     10       $ 10,263   

 

21

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

BMC Software Finance, Inc.

     

8.125%, 7/15/21(11)

     15       $ 13,800   

CommScope Holding Co., Inc.

     

6.625%, 6/1/20(4)(11)

     25         25,750   

Freescale Semiconductor, Inc.

     

6.00%, 1/15/22(11)

     20         21,750   

Infor US, Inc.

     

9.375%, 4/1/19

     35         37,581   

Micron Technology, Inc.

     

5.25%, 8/1/23(11)

     30         30,600   

Nuance Communications, Inc.

     

5.375%, 8/15/20(11)

     60         60,900   

Open Text Corp.

     

5.625%, 1/15/23(11)

     15         15,600   

Sensata Technologies B.V.

     

5.625%, 11/1/24(11)

     5         5,344   

Zebra Technologies Corp.

     

7.25%, 10/15/22(11)

     45         48,600   
     

 

 

 
      $ 270,188   
     

 

 

 

Equipment Leasing — 0.5%

     

International Lease Finance Corp.

     

8.625%, 9/15/15

     1,000       $ 1,030,000   

6.75%, 9/1/16(11)

     175         186,375   

7.125%, 9/1/18(11)

     175         196,875   
     

 

 

 
      $ 1,413,250   
     

 

 

 

Financial Intermediaries — 0.5%

     

CIT Group, Inc.

     

5.50%, 2/15/19(11)

     25       $ 26,063   

5.375%, 5/15/20

     5         5,275   

First Data Corp.

     

7.375%, 6/15/19(11)

     500         523,750   

6.75%, 11/1/20(11)

     406         433,405   

11.25%, 1/15/21

     16         18,240   

10.625%, 6/15/21

     16         18,280   

11.75%, 8/15/21

     17         19,161   

Icahn Enterprises, LP/Icahn Enterprises Finance Corp.

     

3.50%, 3/15/17

     20         20,200   

6.00%, 8/1/20

     15         15,638   

JPMorgan Chase & Co.

     

6.75% to 2/1/24, 1/29/49(12)

     35         38,150   

Navient Corp.

     

5.50%, 1/15/19

     65         66,462   

5.00%, 10/26/20

     15         14,756   

5.875%, 10/25/24

     15         14,063   
     

 

 

 
      $ 1,213,443   
     

 

 

 

Food Products — 0.8%

     

Dean Foods Co.

     

6.50%, 3/15/23(11)

     20       $ 20,150   

Iceland Bondco PLC

     

4.81%, 7/15/20(11)(13)

   GBP 1,750         2,137,505   

Pilgrim’s Pride Corp.

     

5.75%, 3/15/25(11)

     25         25,625   

Post Holdings, Inc.

     

6.75%, 12/1/21(11)

     15         15,188   

6.00%, 12/15/22(11)

     15         14,531   

 

22

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

WhiteWave Foods Co. (The)

     

5.375%, 10/1/22

     10       $ 10,775   
     

 

 

 
      $ 2,223,774   
     

 

 

 

Food/Drug Retailers — 0.0%(10)

     

Pantry, Inc. (The)

     

8.375%, 8/1/20

     26       $ 29,575   

Rite Aid Corp.

     

6.125%, 4/1/23(11)(14)

     50         51,500   
     

 

 

 
      $ 81,075   
     

 

 

 

Health Care — 1.1%

     

Alere, Inc.

     

8.625%, 10/1/18

     20       $ 20,850   

6.50%, 6/15/20

     15         15,600   

Amsurg Corp.

     

5.625%, 11/30/20

     30         30,750   

5.625%, 7/15/22

     20         20,550   

Biomet, Inc.

     

6.50%, 8/1/20

     80         85,000   

Capsugel SA

     

7.00%, 5/15/19(4)(11)

     10         10,181   

Centene Corp.

     

4.75%, 5/15/22

     10         10,388   

CHS/Community Health Systems, Inc.

     

5.125%, 8/15/18

     1,115         1,152,631   

7.125%, 7/15/20

     65         68,981   

6.875%, 2/1/22

     45         48,094   

HCA Holdings, Inc.

     

6.25%, 2/15/21

     40         43,348   

HCA, Inc.

     

6.50%, 2/15/20

     10         11,285   

Hologic, Inc.

     

6.25%, 8/1/20

     130         135,525   

inVentiv Health, Inc.

     

9.00%, 1/15/18(11)

     625         659,375   

Kinetic Concepts, Inc./KCI USA, Inc.

     

10.50%, 11/1/18

     25         27,125   

MPH Acquisition Holdings, LLC

     

6.625%, 4/1/22(11)

     70         72,712   

Opal Acquisition, Inc.

     

8.875%, 12/15/21(11)

     25         25,531   

Salix Pharmaceuticals, Ltd.

     

6.50%, 1/15/21(11)

     40         44,450   

Surgical Care Affiliates, Inc.

     

6.00%, 4/1/23(11)

     15         15,188   

Teleflex, Inc.

     

5.25%, 6/15/24(11)

     10         10,225   

Tenet Healthcare Corp.

     

5.00%, 3/1/19(11)

     10         9,950   

6.00%, 10/1/20

     20         21,225   

4.375%, 10/1/21

     300         294,750   

8.125%, 4/1/22

     45         49,725   

United Surgical Partners International, Inc.

     

9.00%, 4/1/20

     35         37,756   

VWR Funding, Inc.

     

7.25%, 9/15/17

     50         52,375   

 

23

 

 


                                                 
Security    Principal
Amount*
(000’s omitted)
     Value  

WellCare Health Plans, Inc.

     

5.75%, 11/15/20

     35       $ 36,925   
     

 

 

 
      $ 3,010,495   
     

 

 

 

Holding Company – Diversified — 0.0%(10)

     

Argos Merger Sub, Inc.

     

7.125%, 3/15/23(11)

     45       $ 46,744   
     

 

 

 
      $ 46,744   
     

 

 

 

Home Furnishings — 0.0%(10)

     

Tempur Sealy International, Inc.

     

6.875%, 12/15/20

     15       $ 16,088   
     

 

 

 
      $ 16,088   
     

 

 

 

Industrial Equipment — 0.0%(10)

     

BlueLine Rental Finance Corp.

     

7.00%, 2/1/19(11)

     20       $ 20,650   

Erikson Air-Crane, Inc., Promissory Note

     

6.00%, 11/2/20(3)(15)

     37         22,019   

Manitowoc Co., Inc. (The)

     

5.875%, 10/15/22

     20         21,600   

Vander Intermediate Holding II Corp.

     

9.75%, 2/1/19(4)(11)

     25         25,250   
     

 

 

 
      $ 89,519   
     

 

 

 

Insurance — 0.3%

     

A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub, LLC

     

7.875%, 12/15/20(11)

     25       $ 25,875   

CNO Financial Group, Inc.

     

6.375%, 10/1/20(11)

     525         556,500   

Hub Holdings, LLC/Hub Holdings Finance, Inc.

     

8.125%, 7/15/19(4)(11)

     20         19,950   

Hub International, Ltd.

     

7.875%, 10/1/21(11)

     25         25,687   

USI, Inc.

     

7.75%, 1/15/21(11)

     40         41,200   
     

 

 

 
      $ 669,212   
     

 

 

 

Internet Software & Services — 0.0%(10)

     

Netflix, Inc.

     

5.50%, 2/15/22(11)

     35       $ 35,963   

5.875%, 2/15/25(11)

     45         46,406