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
(Registrants Telephone Number, Including Area Code)
June 30
Date of Fiscal Year End
March 31, 2013
Date of Reporting Period
Item 1. Schedule of Investments
Eaton Vance
Senior Income Trust
March 31, 2013
PORTFOLIO OF INVESTMENTS (Unaudited)
Senior Floating-Rate Interests 142.5%(1)
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Aerospace and Defense 2.6% |
||||||||
AVIO S.p.A. |
||||||||
Term Loan, 3.08%, Maturing June 14, 2017 |
300 | $ | 300,031 | |||||
Term Loan, 3.87%, Maturing December 14, 2017 |
EUR | 275 | 352,994 | |||||
Term Loan, 3.95%, Maturing December 14, 2017 |
325 | 325,034 | ||||||
Booz Allen Hamilton Inc. |
||||||||
Term Loan, 4.50%, Maturing July 31, 2019 |
423 | 429,430 | ||||||
DAE Aviation Holdings, Inc. |
||||||||
Term Loan, 6.25%, Maturing October 29, 2018 |
342 | 345,954 | ||||||
Term Loan, 6.25%, Maturing November 2, 2018 |
155 | 156,832 | ||||||
Ducommun Incorporated |
||||||||
Term Loan, 5.50%, Maturing June 28, 2017 |
225 | 226,768 | ||||||
Hawker Beechcraft Acquisition Company LLC |
||||||||
Term Loan, 5.75%, Maturing February 14, 2020 |
400 | 402,500 | ||||||
IAP Worldwide Services, Inc. |
||||||||
Term Loan, 10.00%, Maturing December 31, 2015 |
835 | 626,157 | ||||||
Sequa Corporation |
||||||||
Term Loan, 5.25%, Maturing June 19, 2017 |
798 | 811,632 | ||||||
Silver II US Holdings, LLC |
||||||||
Term Loan, 4.00%, Maturing December 5, 2019 |
998 | 1,005,426 | ||||||
TASC, Inc. |
||||||||
Term Loan, 4.50%, Maturing December 18, 2015 |
736 | 738,559 | ||||||
Transdigm, Inc. |
||||||||
Term Loan, 3.75%, Maturing February 28, 2020 |
1,646 | 1,670,734 | ||||||
|
|
|||||||
$ | 7,392,051 | |||||||
|
|
|||||||
Air Transport 0.1% |
||||||||
Evergreen International Aviation, Inc. |
||||||||
Term Loan, 0.00%, Maturing June 30, 2015(2) |
414 | $ | 410,328 | |||||
|
|
|||||||
$ | 410,328 | |||||||
|
|
|||||||
Automotive 6.2% |
||||||||
Allison Transmission, Inc. |
||||||||
Term Loan, 4.25%, Maturing August 23, 2019 |
1,713 | $ | 1,737,100 | |||||
Autoparts Holdings Limited |
||||||||
Term Loan, 6.50%, Maturing July 28, 2017 |
677 | 686,700 | ||||||
Chrysler Group LLC |
||||||||
Term Loan, 6.00%, Maturing May 24, 2017 |
4,057 | 4,141,620 | ||||||
Federal-Mogul Corporation |
||||||||
Term Loan, 2.14%, Maturing December 29, 2014 |
2,180 | 2,043,699 | ||||||
Term Loan, 2.14%, Maturing December 28, 2015 |
570 | 534,226 | ||||||
Goodyear Tire & Rubber Company (The) |
||||||||
Term Loan - Second Lien, 4.75%, Maturing April 30, 2019 |
3,375 | 3,417,161 | ||||||
HHI Holdings LLC |
||||||||
Term Loan, 5.00%, Maturing October 5, 2018 |
1,006 | 1,017,106 | ||||||
Metaldyne Company LLC |
||||||||
Term Loan, 5.00%, Maturing December 18, 2018 |
673 | 685,096 | ||||||
SRAM, LLC |
||||||||
Term Loan, 4.75%, Maturing June 7, 2018 |
576 | 577,072 | ||||||
Tomkins LLC |
||||||||
Term Loan, 3.75%, Maturing September 29, 2016 |
721 | 730,244 | ||||||
TriMas Corporation |
||||||||
Term Loan, 3.75%, Maturing October 10, 2019 |
448 | 451,668 |
1
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Veyance Technologies, Inc. |
||||||||
Term Loan, 5.25%, Maturing September 15, 2017 |
1,450 | $ | 1,457,855 | |||||
|
|
|||||||
$ | 17,479,547 | |||||||
|
|
|||||||
Building and Development 0.6% |
||||||||
Armstrong World Industries, Inc. |
||||||||
Term Loan, 3.50%, Maturing March 16, 2020 |
275 | $ | 277,406 | |||||
Preferred Proppants, LLC |
||||||||
Term Loan, 9.00%, Maturing December 15, 2016 |
370 | 346,242 | ||||||
RE/MAX International, Inc. |
||||||||
Term Loan, 5.50%, Maturing April 15, 2016 |
803 | 811,692 | ||||||
Summit Materials Companies I, LLC |
||||||||
Term Loan, 5.00%, Maturing January 30, 2019 |
248 | 249,626 | ||||||
|
|
|||||||
$ | 1,684,966 | |||||||
|
|
|||||||
Business Equipment and Services 12.5% |
||||||||
ACCO Brands Corporation |
||||||||
Term Loan, 4.25%, Maturing April 30, 2019 |
172 | $ | 174,782 | |||||
Acosta, Inc. |
||||||||
Term Loan, 5.00%, Maturing March 2, 2018 |
985 | 998,706 | ||||||
Acxiom Corporation |
||||||||
Term Loan, 3.29%, Maturing March 15, 2015 |
348 | 351,023 | ||||||
Advantage Sales & Marketing, Inc. |
||||||||
Term Loan, 4.25%, Maturing December 18, 2017 |
1,398 | 1,419,498 | ||||||
Affinion Group, Inc. |
||||||||
Term Loan, 6.50%, Maturing October 9, 2016 |
1,461 | 1,430,742 | ||||||
Allied Security Holdings, LLC |
||||||||
Term Loan, 5.25%, Maturing February 3, 2017 |
490 | 494,295 | ||||||
Altegrity, Inc. |
||||||||
Term Loan, 7.75%, Maturing February 20, 2015 |
336 | 337,928 | ||||||
Term Loan, 3.20%, Maturing February 21, 2015 |
709 | 695,861 | ||||||
Altisource Solutions S.a.r.l. |
||||||||
Term Loan, 5.75%, Maturing November 27, 2019 |
399 | 406,481 | ||||||
Audio Visual Services Group, Inc. |
||||||||
Term Loan, 6.75%, Maturing November 9, 2018 |
546 | 549,924 | ||||||
BAR/BRI Review Courses, Inc. |
||||||||
Term Loan, 6.00%, Maturing June 16, 2017 |
327 | 327,536 | ||||||
Brand Energy & Infrastructure Services, Inc. |
||||||||
Term Loan, 6.25%, Maturing October 16, 2018 |
341 | 342,449 | ||||||
Term Loan, 6.25%, Maturing October 23, 2018 |
82 | 79,609 | ||||||
Brickman Group Holdings Inc. |
||||||||
Term Loan, 5.50%, Maturing October 14, 2016 |
701 | 714,615 | ||||||
Brock Holdings III, Inc. |
||||||||
Term Loan, 6.01%, Maturing March 16, 2017 |
561 | 568,654 | ||||||
ClientLogic Corporation |
||||||||
Term Loan, 6.87%, Maturing January 30, 2017 |
EUR | 586 | 713,073 | |||||
Term Loan, 7.06%, Maturing January 30, 2017 |
303 | 298,939 | ||||||
Corporate Executive Board Company, The |
||||||||
Term Loan, 5.00%, Maturing July 2, 2019 |
274 | 277,056 | ||||||
CPM Acquisition Corp. |
||||||||
Term Loan, 6.25%, Maturing August 29, 2017 |
249 | 251,082 | ||||||
DynCorp International LLC |
||||||||
Term Loan, 6.25%, Maturing July 7, 2016 |
258 | 260,472 | ||||||
Education Management LLC |
||||||||
Term Loan, 8.25%, Maturing March 29, 2018 |
1,039 | 901,660 | ||||||
EIG Investors Corp. |
||||||||
Term Loan, 6.25%, Maturing November 8, 2019 |
1,022 | 1,031,384 | ||||||
Term Loan - Second Lien, 10.25%, Maturing May 8, 2020 |
250 | 251,250 |
2
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Expert Global Solutions, Inc. |
||||||||
Term Loan, 8.50%, Maturing April 3, 2018 |
987 | $ | 996,576 | |||||
Genesys Telecom Holdings, U.S., Inc. |
||||||||
Term Loan, 4.00%, Maturing January 25, 2020 |
257 | 258,503 | ||||||
Genpact International, Inc. |
||||||||
Term Loan, 4.25%, Maturing August 30, 2019 |
821 | 833,872 | ||||||
Go Daddy Operating Company, LLC |
||||||||
Term Loan, 4.25%, Maturing December 17, 2018 |
789 | 794,523 | ||||||
IMS Health Incorporated |
||||||||
Term Loan, 3.75%, Maturing August 25, 2017 |
1,216 | 1,230,815 | ||||||
Kronos Incorporated |
||||||||
Term Loan, 4.50%, Maturing October 30, 2019 |
798 | 808,225 | ||||||
Term Loan - Second Lien, 9.75%, Maturing April 30, 2020 |
450 | 471,375 | ||||||
Language Line, LLC |
||||||||
Term Loan, 6.25%, Maturing June 20, 2016 |
1,008 | 1,003,870 | ||||||
Meritas LLC |
||||||||
Term Loan, 7.50%, Maturing July 28, 2017 |
336 | 336,199 | ||||||
Mitchell International, Inc. |
||||||||
Term Loan - Second Lien, 5.56%, Maturing March 30, 2015 |
500 | 504,000 | ||||||
Monitronics International Inc. |
||||||||
Term Loan, 4.25%, Maturing March 23, 2018 |
421 | 427,063 | ||||||
National CineMedia, LLC |
||||||||
Term Loan, 3.46%, Maturing November 23, 2019 |
250 | 252,396 | ||||||
Quintiles Transnational Corp. |
||||||||
Term Loan, 4.50%, Maturing June 8, 2018 |
2,109 | 2,141,111 | ||||||
Renaissance Learning, Inc. |
||||||||
Term Loan, 5.75%, Maturing November 13, 2018 |
274 | 277,387 | ||||||
Sabre, Inc. |
||||||||
Term Loan, 5.25%, Maturing February 19, 2019 |
599 | 607,100 | ||||||
Sensus USA Inc. |
||||||||
Term Loan, 4.75%, Maturing May 9, 2017 |
343 | 343,858 | ||||||
Softlayer Technologies, Inc. |
||||||||
Term Loan, 7.25%, Maturing November 5, 2016 |
318 | 321,394 | ||||||
SunGard Data Systems, Inc. |
||||||||
Term Loan, 3.96%, Maturing February 28, 2017 |
1,323 | 1,331,730 | ||||||
Term Loan, 4.00%, Maturing March 8, 2020 |
3,575 | 3,624,156 | ||||||
SymphonyIRI Group, Inc. |
||||||||
Term Loan, 4.50%, Maturing December 1, 2017 |
418 | 422,783 | ||||||
Trans Union, LLC |
||||||||
Term Loan, 4.25%, Maturing February 10, 2019 |
1,898 | 1,923,894 | ||||||
Travelport LLC |
||||||||
Term Loan, 4.88%, Maturing August 21, 2015 |
EUR | 371 | 466,144 | |||||
Term Loan, 5.03%, Maturing August 21, 2015 |
95 | 94,742 | ||||||
Term Loan, 5.06%, Maturing August 21, 2015 |
457 | 455,245 | ||||||
U.S. Security Holdings, Inc. |
||||||||
Term Loan, 6.00%, Maturing July 28, 2017 |
61 | 61,157 | ||||||
Term Loan, 6.00%, Maturing July 28, 2017 |
309 | 312,453 | ||||||
West Corporation |
||||||||
Term Loan, 4.25%, Maturing June 29, 2018 |
1,948 | 1,981,899 | ||||||
|
|
|||||||
$ | 35,159,489 | |||||||
|
|
|||||||
Cable and Satellite Television 6.2% |
||||||||
Atlantic Broadband Finance, LLC |
||||||||
Term Loan, 4.50%, Maturing November 29, 2019 |
423 | $ | 430,011 | |||||
BBHI Acquisition LLC |
||||||||
Term Loan, 4.50%, Maturing December 14, 2017 |
582 | 586,638 | ||||||
Bragg Communications Incorporated |
||||||||
Term Loan, 3.50%, Maturing February 28, 2018 |
198 | 199,732 |
3
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Cequel Communications, LLC |
||||||||
Term Loan, 4.00%, Maturing February 14, 2019 |
2,203 | $ | 2,226,326 | |||||
Crown Media Holdings, Inc. |
||||||||
Term Loan, 5.25%, Maturing July 14, 2018 |
205 | 207,321 | ||||||
CSC Holdings, Inc. |
||||||||
Term Loan, 1.95%, Maturing March 29, 2016 |
1,920 | 1,928,544 | ||||||
ION Media Networks, Inc. |
||||||||
Term Loan, 7.25%, Maturing July 31, 2018 |
424 | 427,117 | ||||||
Kabel Deutschland GmbH |
||||||||
Term Loan, 3.25%, Maturing February 1, 2019 |
550 | 553,486 | ||||||
Lavena Holdings 4 GmbH |
||||||||
Term Loan, 2.62%, Maturing March 6, 2015 |
EUR | 521 | 664,366 | |||||
Term Loan, 3.00%, Maturing March 4, 2016 |
EUR | 521 | 664,366 | |||||
Term Loan, 7.37%, Maturing March 6, 2017(3) |
EUR | 220 | 274,970 | |||||
Term Loan - Second Lien, 4.12%, Maturing September 2, 2016 |
EUR | 271 | 340,592 | |||||
MCC Iowa LLC |
||||||||
Term Loan, 1.93%, Maturing January 30, 2015 |
783 | 783,959 | ||||||
Mediacom Broadband LLC |
||||||||
Term Loan, 4.50%, Maturing October 23, 2017 |
729 | 736,973 | ||||||
Mediacom Illinois, LLC |
||||||||
Term Loan, 1.68%, Maturing January 30, 2015 |
995 | 995,110 | ||||||
Term Loan, 4.50%, Maturing October 23, 2017 |
389 | 392,566 | ||||||
UPC Broadband Holding B.V. |
||||||||
Term Loan, 3.87%, Maturing December 31, 2016 |
EUR | 726 | 934,123 | |||||
UPC Financing Partnership |
||||||||
Term Loan, 3.70%, Maturing December 30, 2016 |
379 | 383,274 | ||||||
Term Loan, 3.70%, Maturing December 29, 2017 |
1,037 | 1,045,526 | ||||||
Term Loan, 4.00%, Maturing January 29, 2021 |
400 | 406,000 | ||||||
Virgin Media Investment Holdings Limited |
||||||||
Term Loan, Maturing February 15, 2020(4) |
GBP | 750 | 1,144,098 | |||||
Term Loan, Maturing February 17, 2020(4) |
2,050 | 2,042,312 | ||||||
|
|
|||||||
$ | 17,367,410 | |||||||
|
|
|||||||
Chemicals and Plastics 3.3% |
||||||||
AI Chem & Cy S.C.A. |
||||||||
Term Loan, Maturing August 30, 2019(4) |
148 | $ | 148,694 | |||||
Term Loan, Maturing October 1, 2019(4) |
77 | 76,477 | ||||||
AZ Chem US Inc. |
||||||||
Term Loan, 5.25%, Maturing December 22, 2017 |
528 | 538,326 | ||||||
Emerald Performance Materials, LLC |
||||||||
Term Loan, 6.75%, Maturing May 18, 2018 |
347 | 350,849 | ||||||
General Chemical Corporation |
||||||||
Term Loan, 5.00%, Maturing October 6, 2015 |
244 | 246,589 | ||||||
Ineos US Finance LLC |
||||||||
Term Loan, 6.50%, Maturing May 4, 2018 |
1,733 | 1,762,278 | ||||||
Milacron LLC |
||||||||
Term Loan, Maturing March 28, 2020(4) |
200 | 202,250 | ||||||
PQ Corporation |
||||||||
Term Loan, 4.50%, Maturing August 7, 2017 |
599 | 605,607 | ||||||
Rockwood Specialties Group, Inc. |
||||||||
Term Loan, 3.75%, Maturing February 9, 2018 |
63 | 63,885 | ||||||
Tronox, Inc. |
||||||||
Term Loan, 4.50%, Maturing March 13, 2020 |
1,025 | 1,040,192 | ||||||
U.S. Coatings Acquisition Inc. |
||||||||
Term Loan, 4.75%, Maturing February 3, 2020 |
1,425 | 1,445,566 | ||||||
Univar Inc. |
||||||||
Term Loan, 5.00%, Maturing June 30, 2017 |
2,725 | 2,755,291 | ||||||
|
|
|||||||
$ | 9,236,004 | |||||||
|
|
4
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Clothing/Textiles 0.1% |
||||||||
Wolverine Worldwide, Inc. |
||||||||
Term Loan, 4.00%, Maturing July 31, 2019 |
235 | $ | 238,014 | |||||
|
|
|||||||
$ | 238,014 | |||||||
|
|
|||||||
Conglomerates 2.6% |
||||||||
ISS Holdings A/S |
||||||||
Term Loan, Maturing March 15, 2018(4) |
225 | $ | 225,984 | |||||
Jason Incorporated |
||||||||
Term Loan, 5.00%, Maturing February 28, 2019 |
250 | 251,250 | ||||||
Rexnord LLC |
||||||||
Term Loan, 4.50%, Maturing April 2, 2018 |
1,654 | 1,674,106 | ||||||
RGIS Services, LLC |
||||||||
Term Loan, 4.53%, Maturing October 18, 2016 |
1,414 | 1,430,179 | ||||||
Term Loan, 5.50%, Maturing October 18, 2017 |
693 | 703,828 | ||||||
Rocket Software, Inc. |
||||||||
Term Loan, 5.75%, Maturing February 8, 2018 |
222 | 223,484 | ||||||
Term Loan - Second Lien, 10.25%, Maturing February 8, 2019 |
250 | 249,375 | ||||||
Spectrum Brands, Inc. |
||||||||
Term Loan, 4.50%, Maturing December 17, 2019 |
1,671 | 1,693,960 | ||||||
Walter Energy, Inc. |
||||||||
Term Loan, 5.75%, Maturing April 2, 2018 |
821 | 826,923 | ||||||
|
|
|||||||
$ | 7,279,089 | |||||||
|
|
|||||||
Containers and Glass Products 1.8% |
||||||||
Berry Plastics Holding Corporation |
||||||||
Term Loan, 3.50%, Maturing February 4, 2020 |
1,075 | $ | 1,074,521 | |||||
BWAY Corporation |
||||||||
Term Loan, 4.50%, Maturing August 7, 2017 |
1,347 | 1,364,299 | ||||||
Pelican Products, Inc. |
||||||||
Term Loan, 7.00%, Maturing July 11, 2018 |
248 | 248,745 | ||||||
Reynolds Group Holdings Inc. |
||||||||
Term Loan, 4.75%, Maturing September 28, 2018 |
1,716 | 1,743,346 | ||||||
Sealed Air Corporation |
||||||||
Term Loan, 4.00%, Maturing October 3, 2018 |
271 | 275,362 | ||||||
TricorBraun, Inc. |
||||||||
Term Loan, 5.50%, Maturing May 3, 2018 |
323 | 327,956 | ||||||
|
|
|||||||
$ | 5,034,229 | |||||||
|
|
|||||||
Cosmetics/Toiletries 1.1% |
||||||||
Bausch & Lomb, Inc. |
||||||||
Term Loan, 5.25%, Maturing May 17, 2019 |
1,489 | $ | 1,504,828 | |||||
KIK Custom Products, Inc. |
||||||||
Term Loan - Second Lien, 5.20%, Maturing November 28, 2014 |
525 | 461,125 | ||||||
Sun Products Corporation (The) |
||||||||
Term Loan, 5.50%, Maturing March 18, 2020 |
1,075 | 1,087,766 | ||||||
|
|
|||||||
$ | 3,053,719 | |||||||
|
|
|||||||
Drugs 1.2% |
||||||||
Aptalis Pharma, Inc. |
||||||||
Term Loan, 5.50%, Maturing February 10, 2017 |
248 | $ | 250,594 | |||||
Term Loan, 5.50%, Maturing February 10, 2017 |
782 | 789,820 | ||||||
Par Pharmaceutical Companies, Inc. |
||||||||
Term Loan, 4.25%, Maturing September 30, 2019 |
597 | 604,402 | ||||||
Warner Chilcott Company, LLC |
||||||||
Term Loan, 4.25%, Maturing March 15, 2018 |
227 | 230,772 | ||||||
Warner Chilcott Corporation |
||||||||
Term Loan, 4.25%, Maturing March 15, 2018 |
279 | 283,497 | ||||||
Term Loan, 4.25%, Maturing March 15, 2018 |
642 | 651,256 | ||||||
WC Luxco S.a.r.l. |
||||||||
Term Loan, 4.25%, Maturing March 15, 2018 |
506 | 513,198 | ||||||
|
|
|||||||
$ | 3,323,539 | |||||||
|
|
5
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Ecological Services and Equipment 0.5% |
||||||||
ADS Waste Holdings, Inc. |
||||||||
Term Loan, 4.25%, Maturing October 9, 2019 |
998 | $ | 1,009,844 | |||||
Progressive Waste Solutions Ltd. |
||||||||
Term Loan, 3.50%, Maturing October 24, 2019 |
274 | 278,513 | ||||||
|
|
|||||||
$ | 1,288,357 | |||||||
|
|
|||||||
Electronics/Electrical 9.8% |
||||||||
Aeroflex Incorporated |
||||||||
Term Loan, 5.75%, Maturing May 9, 2018 |
762 | $ | 776,595 | |||||
Aspect Software, Inc. |
||||||||
Term Loan, 7.00%, Maturing May 6, 2016 |
632 | 641,095 | ||||||
Attachmate Corporation |
||||||||
Term Loan, 7.27%, Maturing November 22, 2017 |
1,486 | 1,504,057 | ||||||
Cinedigm Digital Funding I, LLC |
||||||||
Term Loan, 3.75%, Maturing February 28, 2018 |
236 | 237,230 | ||||||
CommScope, Inc. |
||||||||
Term Loan, 3.75%, Maturing January 12, 2018 |
1,054 | 1,065,339 | ||||||
CompuCom Systems, Inc. |
||||||||
Term Loan, 6.50%, Maturing October 4, 2018 |
399 | 404,320 | ||||||
Dealer Computer Services, Inc. |
||||||||
Term Loan, 3.75%, Maturing April 20, 2018 |
667 | 672,813 | ||||||
DG FastChannel, Inc. |
||||||||
Term Loan, 7.25%, Maturing July 26, 2018 |
906 | 897,221 | ||||||
Eagle Parent, Inc. |
||||||||
Term Loan, 4.50%, Maturing May 16, 2018 |
1,302 | 1,319,763 | ||||||
Edwards (Cayman Islands II) Limited |
||||||||
Term Loan, Maturing May 31, 2016(4) |
675 | 676,266 | ||||||
Freescale Semiconductor, Inc. |
||||||||
Term Loan, 5.00%, Maturing March 2, 2020 |
1,450 | 1,461,329 | ||||||
Hyland Software, Inc. |
||||||||
Term Loan, 5.50%, Maturing October 25, 2019 |
175 | 176,090 | ||||||
Infor (US), Inc. |
||||||||
Term Loan, 5.25%, Maturing April 5, 2018 |
2,556 | 2,603,108 | ||||||
Internet Brands, Inc. |
||||||||
Term Loan, 6.25%, Maturing March 15, 2019 |
475 | 476,781 | ||||||
Magic Newco LLC |
||||||||
Term Loan, 7.25%, Maturing December 12, 2018 |
697 | 709,124 | ||||||
Microsemi Corporation |
||||||||
Term Loan, 3.75%, Maturing February 19, 2020 |
715 | 721,925 | ||||||
NXP B.V. |
||||||||
Term Loan, 4.50%, Maturing March 3, 2017 |
851 | 872,048 | ||||||
Term Loan, 4.75%, Maturing January 11, 2020 |
474 | 485,263 | ||||||
Rovi Solutions Corporation |
||||||||
Term Loan, 4.00%, Maturing March 29, 2019 |
369 | 369,255 | ||||||
RP Crown Parent, LLC |
||||||||
Term Loan, 6.75%, Maturing December 21, 2018 |
1,322 | 1,349,773 | ||||||
Term Loan - Second Lien, 11.25%, Maturing December 20, 2019 |
250 | 261,875 | ||||||
Semtech Corporation |
||||||||
Term Loan, 4.25%, Maturing March 20, 2017 |
199 | 200,981 | ||||||
Sensata Technologies Finance Company, LLC |
||||||||
Term Loan, 3.75%, Maturing May 11, 2018 |
1,769 | 1,790,290 | ||||||
Serena Software, Inc. |
||||||||
Term Loan, 4.20%, Maturing March 10, 2016 |
715 | 719,635 | ||||||
Term Loan, 5.00%, Maturing March 10, 2016 |
175 | 176,167 | ||||||
Shield Finance Co. S.A.R.L. |
||||||||
Term Loan, 6.50%, Maturing May 10, 2019 |
496 | 500,282 | ||||||
Sirius Computer Solutions, Inc. |
||||||||
Term Loan, 7.00%, Maturing November 30, 2018 |
277 | 280,038 |
6
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
SkillSoft Corporation |
||||||||
Term Loan, 5.00%, Maturing May 26, 2017 |
608 | $ | 617,275 | |||||
Sophia, L.P. |
||||||||
Term Loan, 4.50%, Maturing July 19, 2018 |
677 | 687,878 | ||||||
Spansion LLC |
||||||||
Term Loan, 5.25%, Maturing December 11, 2018 |
373 | 377,585 | ||||||
SS&C Technologies Inc. |
||||||||
Term Loan, 5.00%, Maturing June 7, 2019 |
62 | 62,537 | ||||||
Term Loan, 5.00%, Maturing June 7, 2019 |
595 | 602,297 | ||||||
SumTotal Systems LLC |
||||||||
Term Loan, 6.25%, Maturing November 16, 2018 |
648 | 658,101 | ||||||
SurveyMonkey.com, LLC |
||||||||
Term Loan, 5.50%, Maturing February 5, 2019 |
275 | 279,812 | ||||||
VeriFone Inc. |
||||||||
Term Loan, 4.25%, Maturing December 28, 2018 |
107 | 107,328 | ||||||
Vertafore, Inc. |
||||||||
Term Loan, 5.25%, Maturing July 29, 2016 |
1,057 | 1,068,207 | ||||||
Wall Street Systems, Inc. |
||||||||
Term Loan, 5.75%, Maturing October 24, 2019 |
599 | 605,981 | ||||||
Term Loan - Second Lien, 9.25%, Maturing April 24, 2020 |
250 | 255,000 | ||||||
Web.com Group, Inc. |
||||||||
Term Loan, 4.50%, Maturing October 27, 2017 |
1,033 | 1,043,206 | ||||||
|
|
|||||||
$ | 27,713,870 | |||||||
|
|
|||||||
Equipment Leasing 1.0% |
||||||||
BakerCorp International, Inc. |
||||||||
Term Loan, 4.25%, Maturing February 14, 2020 |
425 | $ | 427,834 | |||||
Delos Aircraft Inc. |
||||||||
Term Loan, 4.75%, Maturing April 12, 2016 |
650 | 654,875 | ||||||
Flying Fortress Inc. |
||||||||
Term Loan, 5.00%, Maturing June 30, 2017 |
1,700 | 1,710,625 | ||||||
|
|
|||||||
$ | 2,793,334 | |||||||
|
|
|||||||
Financial Intermediaries 6.4% |
||||||||
American Capital Holdings, Inc. |
||||||||
Term Loan, 5.50%, Maturing August 22, 2016 |
425 | $ | 432,438 | |||||
Asset Acceptance Capital Corp. |
||||||||
Term Loan, 8.75%, Maturing November 14, 2017 |
609 | 615,469 | ||||||
Citco Funding LLC |
||||||||
Term Loan, 4.25%, Maturing May 23, 2018 |
1,553 | 1,557,164 | ||||||
Clipper Acquisitions Corp. |
||||||||
Term Loan, 4.00%, Maturing February 6, 2020 |
274 | 277,056 | ||||||
First Data Corporation |
||||||||
Term Loan, 4.20%, Maturing March 23, 2018 |
2,270 | 2,266,577 | ||||||
Term Loan, 5.20%, Maturing September 24, 2018 |
625 | 630,794 | ||||||
Grosvenor Capital Management Holdings, LLP |
||||||||
Term Loan, 4.25%, Maturing December 5, 2016 |
1,067 | 1,062,981 | ||||||
Hamilton Lane Advisors, LLC |
||||||||
Term Loan, 5.25%, Maturing February 23, 2018 |
356 | 358,922 | ||||||
Harbourvest Partners, LLC |
||||||||
Term Loan, 4.75%, Maturing November 21, 2017 |
456 | 459,762 | ||||||
iPayment, Inc. |
||||||||
Term Loan, 5.75%, Maturing May 8, 2017 |
945 | 951,187 | ||||||
LPL Holdings, Inc. |
||||||||
Term Loan, 4.00%, Maturing March 29, 2019 |
1,535 | 1,549,845 | ||||||
Mercury Payment Systems Canada, LLC |
||||||||
Term Loan, 5.50%, Maturing July 3, 2017 |
319 | 324,907 | ||||||
Moneygram International, Inc |
||||||||
Term Loan, Maturing March 20, 2020(4) |
225 | 225,000 | ||||||
Nuveen Investments, Inc. |
||||||||
Term Loan, 5.20%, Maturing May 13, 2017 |
3,171 | 3,232,721 |
7
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Ocwen Financial Corporation |
||||||||
Term Loan, 5.00%, Maturing February 15, 2018 |
625 | $ | 635,937 | |||||
Oz Management LP |
||||||||
Term Loan, 1.70%, Maturing November 15, 2016 |
668 | 618,396 | ||||||
RJO Holdings Corp. |
||||||||
Term Loan, 6.21%, Maturing December 10, 2015(5) |
4 | 3,038 | ||||||
Term Loan, 6.96%, Maturing December 10, 2015(5) |
117 | 89,753 | ||||||
RPI Finance Trust |
||||||||
Term Loan, 3.50%, Maturing May 9, 2018 |
1,738 | 1,758,205 | ||||||
Vantiv, LLC |
||||||||
Term Loan, 3.75%, Maturing March 27, 2019 |
248 | 248,815 | ||||||
Walter Investment Management Corp. |
||||||||
Term Loan, 5.75%, Maturing November 28, 2017 |
614 | 626,137 | ||||||
|
|
|||||||
$ | 17,925,104 | |||||||
|
|
|||||||
Food Products 7.9% |
| |||||||
AdvancePierre Foods, Inc. |
||||||||
Term Loan, 5.75%, Maturing July 10, 2017 |
648 | $ | 658,911 | |||||
Blue Buffalo Company, Ltd. |
||||||||
Term Loan, 4.75%, Maturing August 8, 2019 |
647 | 654,637 | ||||||
Clearwater Seafoods Limited Partnership |
||||||||
Term Loan, 6.76%, Maturing June 6, 2018 |
495 | 499,891 | ||||||
Del Monte Foods Company |
||||||||
Term Loan, 4.00%, Maturing March 8, 2018 |
3,206 | 3,237,939 | ||||||
Dole Food Company Inc. |
||||||||
Term Loan, 6.00%, Maturing July 6, 2018 |
1,171 | 1,175,930 | ||||||
Hearthside Food Solutions, LLC |
||||||||
Term Loan, 6.50%, Maturing June 7, 2018 |
597 | 602,970 | ||||||
High Liner Foods Incorporated |
||||||||
Term Loan, 4.75%, Maturing December 31, 2017 |
303 | 303,292 | ||||||
HJ Heinz Co. |
||||||||
Term Loan, Maturing March 27, 2020(4) |
5,200 | 5,251,350 | ||||||
JBS USA Holdings Inc. |
||||||||
Term Loan, 3.75%, Maturing May 25, 2018 |
985 | 993,625 | ||||||
Michael Foods Group, Inc. |
||||||||
Term Loan, 4.25%, Maturing February 23, 2018 |
771 | 784,331 | ||||||
NBTY, Inc. |
||||||||
Term Loan, 3.50%, Maturing October 1, 2017 |
4,183 | 4,239,957 | ||||||
Pinnacle Foods Finance LLC |
||||||||
Term Loan, 4.75%, Maturing October 17, 2018 |
1,687 | 1,706,834 | ||||||
Solvest Ltd. |
||||||||
Term Loan, 6.00%, Maturing July 6, 2018 |
2,095 | 2,104,299 | ||||||
|
|
|||||||
$ | 22,213,966 | |||||||
|
|
|||||||
Food Service 5.6% |
| |||||||
Aramark Corporation |
||||||||
Term Loan, 3.70%, Maturing July 26, 2016 |
2,386 | $ | 2,404,166 | |||||
Term Loan, 3.71%, Maturing July 26, 2016 |
88 | 88,872 | ||||||
Term Loan, 3.71%, Maturing July 26, 2016 |
157 | 158,110 | ||||||
Term Loan, 3.76%, Maturing July 26, 2016 |
1,081 | 1,089,978 | ||||||
Term Loan, 4.01%, Maturing July 26, 2016 |
GBP | 475 | 710,913 | |||||
Brasa Holdings, Inc. |
||||||||
Term Loan, 7.50%, Maturing July 19, 2019 |
199 | 199,995 | ||||||
Buffets, Inc. |
||||||||
Term Loan, 0.31%, Maturing April 22, 2015(5) |
54 | 54,189 | ||||||
Burger King Corporation |
||||||||
Term Loan, 3.75%, Maturing September 27, 2019 |
1,119 | 1,136,045 | ||||||
DineEquity, Inc. |
||||||||
Term Loan, 3.75%, Maturing October 19, 2017 |
1,197 | 1,215,754 |
8
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Dunkin Brands, Inc. |
||||||||
Term Loan, 3.75%, Maturing February 14, 2020 |
1,330 | $ | 1,347,597 | |||||
Landrys, Inc. |
||||||||
Term Loan, 4.75%, Maturing April 24, 2018 |
1,292 | 1,303,516 | ||||||
NPC International, Inc. |
||||||||
Term Loan, 4.50%, Maturing December 28, 2018 |
297 | 301,927 | ||||||
OSI Restaurant Partners, LLC |
||||||||
Term Loan, 4.75%, Maturing October 24, 2019 |
1,316 | 1,336,537 | ||||||
P.F. Changs China Bistro Inc. |
||||||||
Term Loan, 5.25%, Maturing July 2, 2019 |
199 | 201,736 | ||||||
Sagittarius Restaurants, LLC |
||||||||
Term Loan, Maturing September 28, 2018(4) |
300 | 297,000 | ||||||
US Foods, Inc. |
||||||||
Term Loan, 5.75%, Maturing March 31, 2017 |
2,224 | 2,257,432 | ||||||
Weight Watchers International, Inc. |
||||||||
Term Loan, 4.00%, Maturing March 15, 2019 |
670 | 674,418 | ||||||
Wendys International, Inc. |
||||||||
Term Loan, 4.75%, Maturing May 15, 2019 |
995 | 1,007,078 | ||||||
|
|
|||||||
$ | 15,785,263 | |||||||
|
|
|||||||
Food/Drug Retailers 4.3% |
| |||||||
Albertsons, LLC |
||||||||
Term Loan, 5.75%, Maturing March 21, 2016 |
350 | $ | 356,407 | |||||
Alliance Boots Holdings Limited |
||||||||
Term Loan, 3.99%, Maturing July 10, 2017 |
GBP | 3,275 | 4,927,212 | |||||
General Nutrition Centers, Inc. |
||||||||
Term Loan, 3.75%, Maturing March 2, 2018 |
3,795 | 3,832,766 | ||||||
Pantry, Inc. (The) |
||||||||
Term Loan, 5.75%, Maturing August 2, 2019 |
224 | 227,787 | ||||||
Rite Aid Corporation |
||||||||
Term Loan, 4.25%, Maturing February 21, 2020 |
1,150 | 1,163,537 | ||||||
Term Loan - Second Lien, 5.75%, Maturing August 21, 2020 |
225 | 233,625 | ||||||
Sprouts Farmers Markets Holdings, LLC |
||||||||
Term Loan, 6.00%, Maturing April 18, 2018 |
298 | 299,983 | ||||||
Supervalu Inc. |
||||||||
Term Loan, 6.25%, Maturing March 21, 2019 |
1,125 | 1,146,194 | ||||||
|
|
|||||||
$ | 12,187,511 | |||||||
|
|
|||||||
Health Care 16.5% |
||||||||
Alere, Inc. |
||||||||
Term Loan, 4.25%, Maturing June 30, 2017 |
223 | $ | 225,964 | |||||
Term Loan, 4.25%, Maturing June 30, 2017 |
296 | 299,768 | ||||||
Term Loan, 4.25%, Maturing June 30, 2017 |
1,185 | 1,199,072 | ||||||
Alkermes, Inc. |
||||||||
Term Loan, 3.50%, Maturing September 18, 2019 |
199 | 199,998 | ||||||
Alliance Healthcare Services, Inc. |
||||||||
Term Loan, 7.25%, Maturing June 1, 2016 |
398 | 401,597 | ||||||
Ardent Medical Services, Inc. |
||||||||
Term Loan, 6.75%, Maturing July 2, 2018 |
773 | 787,557 | ||||||
ATI Holdings, Inc. |
||||||||
Term Loan, 5.75%, Maturing December 20, 2019 |
223 | 227,202 | ||||||
Biomet Inc. |
||||||||
Term Loan, 3.97%, Maturing July 25, 2017 |
1,599 | 1,617,165 | ||||||
Catalent Pharma Solutions Inc. |
||||||||
Term Loan, 3.70%, Maturing September 15, 2016 |
1,252 | 1,263,332 | ||||||
Term Loan, 4.25%, Maturing September 15, 2017 |
568 | 574,614 |
9
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
CHG Buyer Corporation |
||||||||
Term Loan, 5.00%, Maturing November 22, 2019 |
321 | $ | 325,377 | |||||
Community Health Systems, Inc. |
||||||||
Term Loan, 3.79%, Maturing January 25, 2017 |
3,182 | 3,219,938 | ||||||
Convatec Inc. |
||||||||
Term Loan, 5.00%, Maturing December 22, 2016 |
589 | 599,289 | ||||||
CRC Health Corporation |
||||||||
Term Loan, 4.78%, Maturing November 16, 2015 |
487 | 489,483 | ||||||
DaVita, Inc. |
||||||||
Term Loan, 4.50%, Maturing October 20, 2016 |
1,466 | 1,484,578 | ||||||
Term Loan, 4.00%, Maturing November 1, 2019 |
1,571 | 1,589,351 | ||||||
DJO Finance LLC |
||||||||
Term Loan, 4.75%, Maturing September 15, 2017 |
1,371 | 1,395,551 | ||||||
Drumm Investors LLC |
||||||||
Term Loan, 5.00%, Maturing May 4, 2018 |
1,477 | 1,431,640 | ||||||
Emdeon, Inc. |
||||||||
Term Loan, 5.00%, Maturing November 2, 2018 |
396 | 401,816 | ||||||
Emergency Medical Services Corporation |
||||||||
Term Loan, 4.00%, Maturing May 25, 2018 |
1,582 | 1,603,516 | ||||||
Grifols Inc. |
||||||||
Term Loan, 4.25%, Maturing June 1, 2017 |
1,446 | 1,462,887 | ||||||
Hanger Orthopedic Group, Inc. |
||||||||
Term Loan, 4.00%, Maturing December 1, 2016 |
317 | 320,098 | ||||||
HCA, Inc. |
||||||||
Term Loan, 3.53%, Maturing March 31, 2017 |
2,218 | 2,240,074 | ||||||
Term Loan, 3.45%, Maturing May 1, 2018 |
925 | 933,680 | ||||||
Health Management Associates, Inc. |
||||||||
Term Loan, 3.50%, Maturing November 16, 2018 |
924 | 933,521 | ||||||
Hologic Inc. |
||||||||
Term Loan, 4.50%, Maturing August 1, 2019 |
945 | 959,527 | ||||||
Iasis Healthcare LLC |
||||||||
Term Loan, 4.50%, Maturing May 3, 2018 |
833 | 845,793 | ||||||
inVentiv Health, Inc. |
||||||||
Term Loan, 7.50%, Maturing August 4, 2016 |
1,243 | 1,233,907 | ||||||
Term Loan, 7.75%, Maturing May 15, 2018 |
307 | 304,700 | ||||||
KAR Auction Services, Inc. |
||||||||
Term Loan, 3.75%, Maturing May 19, 2017 |
1,425 | 1,441,597 | ||||||
Kindred Healthcare, Inc. |
||||||||
Term Loan, 5.25%, Maturing June 1, 2018 |
337 | 340,302 | ||||||
Term Loan, 5.25%, Maturing June 1, 2018 |
399 | 403,239 | ||||||
Kinetic Concepts, Inc. |
||||||||
Term Loan, 5.50%, Maturing May 4, 2018 |
2,222 | 2,264,967 | ||||||
LHP Hospital Group, Inc. |
||||||||
Term Loan, 9.00%, Maturing July 3, 2018 |
273 | 280,102 | ||||||
MedAssets, Inc. |
||||||||
Term Loan, 4.00%, Maturing December 13, 2019 |
284 | 287,093 | ||||||
Medpace, Inc. |
||||||||
Term Loan, 6.50%, Maturing June 16, 2017 |
392 | 392,968 | ||||||
Multiplan, Inc. |
||||||||
Term Loan, 4.00%, Maturing August 18, 2017 |
1,027 | 1,040,257 | ||||||
MX USA, Inc. |
||||||||
Term Loan, 6.50%, Maturing April 28, 2017 |
297 | 298,485 | ||||||
One Call Medical, Inc. |
||||||||
Term Loan, 5.50%, Maturing August 16, 2019 |
449 | 452,803 | ||||||
Onex Carestream Finance LP |
||||||||
Term Loan, 5.00%, Maturing February 25, 2017 |
759 | 763,481 | ||||||
Pharmaceutical Product Development, Inc. |
||||||||
Term Loan, 4.25%, Maturing December 5, 2018 |
973 | 986,240 | ||||||
Physiotherapy Associates Holdings, Inc. |
||||||||
Term Loan, 6.00%, Maturing April 30, 2018 |
149 | 150,085 |
10
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Radnet Management, Inc. |
||||||||
Term Loan, 5.50%, Maturing September 30, 2018 |
746 | $ | 756,045 | |||||
Sage Products, Inc. |
||||||||
Term Loan, 4.25%, Maturing December 13, 2019 |
300 | 303,094 | ||||||
Select Medical Corporation |
||||||||
Term Loan, 5.50%, Maturing June 1, 2018 |
1,498 | 1,513,287 | ||||||
Sheridan Holdings, Inc. |
||||||||
Term Loan, 4.50%, Maturing June 29, 2018 |
323 | 325,985 | ||||||
TriZetto Group, Inc. (The) |
||||||||
Term Loan, 4.75%, Maturing May 2, 2018 |
737 | 743,093 | ||||||
Truven Health Analytics Inc. |
||||||||
Term Loan, 5.75%, Maturing June 1, 2019 |
846 | 860,540 | ||||||
Universal Health Services, Inc. |
||||||||
Term Loan, 3.75%, Maturing November 15, 2016 |
524 | 529,924 | ||||||
Valeant Pharmaceuticals International, Inc. |
||||||||
Term Loan, 3.50%, Maturing February 13, 2019 |
894 | 903,420 | ||||||
Term Loan, 3.50%, Maturing December 11, 2019 |
1,022 | 1,032,529 | ||||||
Vanguard Health Holding Company II, LLC |
||||||||
Term Loan, 3.75%, Maturing January 29, 2016 |
730 | 739,663 | ||||||
VWR Funding, Inc. |
||||||||
Term Loan, 4.20%, Maturing April 3, 2017 |
524 | 530,234 | ||||||
Term Loan, 4.45%, Maturing April 3, 2017 |
727 | 736,260 | ||||||
|
|
|||||||
$ | 46,646,688 | |||||||
|
|
|||||||
Home Furnishings 0.8% |
||||||||
Oreck Corporation |
||||||||
Term Loan - Second Lien, 3.78%, Maturing March 19, 2016(5) |
128 | $ | 116,747 | |||||
Serta Simmons Holdings, LLC |
||||||||
Term Loan, 5.00%, Maturing October 1, 2019 |
850 | 862,927 | ||||||
Sofia III S.a.r.l. |
||||||||
Term Loan, 2.62%, Maturing June 24, 2016 |
EUR | 374 | 440,800 | |||||
Tempur-Pedic International Inc. |
||||||||
Term Loan, 5.00%, Maturing December 12, 2019 |
923 | 936,775 | ||||||
|
|
|||||||
$ | 2,357,249 | |||||||
|
|
|||||||
Industrial Equipment 1.7% |
||||||||
Alliance Laundry Systems LLC |
||||||||
Term Loan, 4.50%, Maturing December 7, 2018 |
174 | $ | 175,311 | |||||
Apex Tool Group, LLC |
||||||||
Term Loan, 4.50%, Maturing January 28, 2020 |
375 | 380,859 | ||||||
Colfax Corporation |
||||||||
Term Loan, 3.25%, Maturing January 11, 2019 |
349 | 351,798 | ||||||
Generac Power Systems, Inc. |
||||||||
Term Loan, 6.25%, Maturing May 30, 2018 |
702 | 720,670 | ||||||
Grede LLC |
||||||||
Term Loan, 7.00%, Maturing April 3, 2017 |
498 | 501,293 | ||||||
Husky Injection Molding Systems Ltd. |
||||||||
Term Loan, 4.25%, Maturing June 29, 2018 |
1,592 | 1,613,562 | ||||||
Manitowoc Company, Inc. (The) |
||||||||
Term Loan, 4.25%, Maturing November 13, 2017 |
66 | 66,873 | ||||||
Schaeffler AG |
||||||||
Term Loan, Maturing January 27, 2017(4) |
400 | 405,000 | ||||||
Tank Holding Corp. |
||||||||
Term Loan, 4.25%, Maturing July 9, 2019 |
488 | 490,000 | ||||||
|
|
|||||||
$ | 4,705,366 | |||||||
|
|
|||||||
Insurance 4.2% |
||||||||
Alliant Holdings I, Inc. |
||||||||
Term Loan, 5.00%, Maturing December 20, 2019 |
998 | $ | 1,009,658 |
11
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
AmWINS Group, Inc. |
||||||||
Term Loan, 5.00%, Maturing September 6, 2019 |
2,020 | $ | 2,046,029 | |||||
Applied Systems, Inc. |
||||||||
Term Loan, 5.50%, Maturing December 8, 2016 |
297 | 298,856 | ||||||
Term Loan, 5.50%, Maturing December 8, 2016 |
660 | 664,751 | ||||||
Asurion LLC |
||||||||
Term Loan, 4.50%, Maturing May 24, 2019 |
4,389 | 4,429,690 | ||||||
CCC Information Services, Inc. |
||||||||
Term Loan, 5.25%, Maturing December 20, 2019 |
150 | 152,243 | ||||||
Compass Investors Inc. |
||||||||
Term Loan, 5.25%, Maturing December 27, 2019 |
1,072 | 1,083,483 | ||||||
Cunningham Lindsey U.S. Inc. |
||||||||
Term Loan, 5.00%, Maturing December 10, 2019 |
349 | 356,108 | ||||||
Hub International Limited |
||||||||
Term Loan, 4.70%, Maturing June 13, 2017 |
957 | 967,182 | ||||||
Term Loan, 6.75%, Maturing December 13, 2017 |
265 | 268,714 | ||||||
Sedgwick CMS Holdings, Inc. |
||||||||
Term Loan, 4.00%, Maturing December 30, 2016 |
495 | 502,018 | ||||||
|
|
|||||||
$ | 11,778,732 | |||||||
|
|
|||||||
Leisure Goods/Activities/Movies 5.6% |
||||||||
AMC Entertainment, Inc. |
||||||||
Term Loan, 4.25%, Maturing December 15, 2016 |
1,886 | $ | 1,904,310 | |||||
Term Loan, 4.75%, Maturing February 22, 2018 |
494 | 498,006 | ||||||
Bombardier Recreational Products, Inc. |
||||||||
Term Loan, 5.00%, Maturing January 22, 2019 |
2,125 | 2,148,685 | ||||||
Bright Horizons Family Solutions, Inc. |
||||||||
Term Loan, 4.00%, Maturing January 16, 2020 |
449 | 452,990 | ||||||
Cedar Fair, L.P. |
||||||||
Term Loan, 3.25%, Maturing March 6, 2020 |
900 | 912,657 | ||||||
ClubCorp Club Operations, Inc. |
||||||||
Term Loan, 5.00%, Maturing November 30, 2016 |
1,728 | 1,759,129 | ||||||
Dave & Busters, Inc. |
||||||||
Term Loan, 5.50%, Maturing June 1, 2016 |
486 | 487,466 | ||||||
Delta 2 (LUX) S.a.r.l. |
||||||||
Term Loan, 6.00%, Maturing April 30, 2019 |
1,015 | 1,029,273 | ||||||
Equinox Holdings, Inc. |
||||||||
Term Loan, 5.50%, Maturing January 31, 2020 |
600 | 610,875 | ||||||
Live Nation Entertainment, Inc. |
||||||||
Term Loan, 4.50%, Maturing November 7, 2016 |
1,289 | 1,300,989 | ||||||
Revolution Studios Distribution Company, LLC |
||||||||
Term Loan, 3.96%, Maturing December 21, 2014(5) |
397 | 329,912 | ||||||
Term Loan - Second Lien, 7.21%, Maturing June 21, 2015(5) |
450 | 239,625 | ||||||
SeaWorld Parks & Entertainment, Inc. |
||||||||
Term Loan, 4.00%, Maturing August 17, 2017 |
1,114 | 1,124,944 | ||||||
Six Flags Theme Parks, Inc. |
||||||||
Term Loan, 4.00%, Maturing December 20, 2018 |
726 | 737,031 | ||||||
Town Sports International Inc. |
||||||||
Term Loan, 5.75%, Maturing May 11, 2018 |
880 | 892,750 | ||||||
Zuffa LLC |
||||||||
Term Loan, 5.75%, Maturing February 25, 2020 |
1,446 | 1,468,071 | ||||||
|
|
|||||||
$ | 15,896,713 | |||||||
|
|
|||||||
Lodging and Casinos 2.4% |
||||||||
Affinity Gaming, LLC |
||||||||
Term Loan, 5.50%, Maturing November 9, 2017 |
223 | $ | 226,230 | |||||
Ameristar Casinos, Inc. |
||||||||
Term Loan, 4.00%, Maturing April 16, 2018 |
515 | 519,404 | ||||||
Caesars Entertainment Operating Company |
||||||||
Term Loan, 9.50%, Maturing October 31, 2016 |
968 | 989,269 | ||||||
Term Loan, 5.45%, Maturing January 26, 2018 |
1,381 | 1,283,214 |
12
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Gala Group LTD |
||||||||
Term Loan, 5.50%, Maturing May 25, 2018 |
GBP | 825 | $ | 1,245,625 | ||||
Isle of Capri Casinos, Inc. |
||||||||
Term Loan, 4.85%, Maturing March 24, 2017 |
139 | 139,860 | ||||||
LodgeNet Entertainment Corporation |
||||||||
Term Loan, 6.75%, Maturing April 4, 2014 |
415 | 323,335 | ||||||
MGM Resorts International |
||||||||
Term Loan, 4.25%, Maturing December 20, 2019 |
1,297 | 1,320,138 | ||||||
Penn National Gaming, Inc. |
||||||||
Term Loan, 3.75%, Maturing July 16, 2018 |
174 | 175,786 | ||||||
Pinnacle Entertainment, Inc. |
||||||||
Term Loan, 4.00%, Maturing March 19, 2019 |
297 | 299,599 | ||||||
Tropicana Entertainment Inc. |
||||||||
Term Loan, 7.50%, Maturing March 16, 2018 |
246 | 249,330 | ||||||
|
|
|||||||
$ | 6,771,790 | |||||||
|
|
|||||||
Nonferrous Metals/Minerals 2.4% |
||||||||
Arch Coal Inc. |
||||||||
Term Loan, 5.75%, Maturing May 16, 2018 |
1,465 | $ | 1,490,988 | |||||
Constellium Holdco B.V. |
||||||||
Term Loan, 6.25%, Maturing March 25, 2020 |
250 | 256,875 | ||||||
Fairmount Minerals LTD |
||||||||
Term Loan, 5.25%, Maturing March 15, 2017 |
1,497 | 1,508,554 | ||||||
Noranda Aluminum Acquisition Corporation |
||||||||
Term Loan, 5.75%, Maturing February 28, 2019 |
520 | 528,521 | ||||||
Novelis, Inc. |
||||||||
Term Loan, 3.75%, Maturing March 10, 2017 |
1,664 | 1,688,895 | ||||||
Oxbow Carbon and Mineral Holdings LLC |
||||||||
Term Loan, 3.70%, Maturing May 8, 2016 |
448 | 451,467 | ||||||
United Distribution Group, Inc. |
||||||||
Term Loan, 7.50%, Maturing October 9, 2018 |
595 | 569,904 | ||||||
Term Loan - Second Lien, 12.50%, Maturing April 12, 2019 |
250 | 238,750 | ||||||
|
|
|||||||
$ | 6,733,954 | |||||||
|
|
|||||||
Oil and Gas 5.5% |
||||||||
Citgo Petroleum Corporation |
||||||||
Term Loan, 8.00%, Maturing June 24, 2015 |
80 | $ | 80,978 | |||||
Term Loan, 9.00%, Maturing June 23, 2017 |
1,085 | 1,109,531 | ||||||
Crestwood Holdings LLC |
||||||||
Term Loan, 9.75%, Maturing March 26, 2018 |
1,010 | 1,030,463 | ||||||
Energy Transfer Equity, L.P. |
||||||||
Term Loan, 3.75%, Maturing March 24, 2017 |
1,325 | 1,333,834 | ||||||
Frac Tech International LLC |
||||||||
Term Loan, 8.50%, Maturing May 6, 2016 |
914 | 870,972 | ||||||
Gibson Energy ULC |
||||||||
Term Loan, 4.75%, Maturing June 15, 2018 |
1,163 | 1,180,699 | ||||||
MEG Energy Corp. |
||||||||
Term Loan, 3.75%, Maturing March 31, 2020 |
3,758 | 3,805,431 | ||||||
Obsidian Natural Gas Trust |
||||||||
Term Loan, 7.00%, Maturing November 2, 2015 |
1,144 | 1,155,364 | ||||||
Plains Exploration & Production |
||||||||
Term Loan, 4.00%, Maturing November 30, 2019 |
1,025 | 1,028,844 | ||||||
Ruby Western Pipeline Holdings, LLC |
||||||||
Term Loan, Maturing March 27, 2020(4) |
225 | 228,094 | ||||||
Samson Investment Company |
||||||||
Term Loan - Second Lien, 6.00%, Maturing September 25, 2018 |
425 | 431,162 | ||||||
Sheridan Production Partners I, LLC |
||||||||
Term Loan, 5.00%, Maturing September 14, 2019 |
1,025 | 1,042,058 | ||||||
Term Loan, 5.00%, Maturing September 25, 2019 |
83 | 84,341 | ||||||
Term Loan, 5.00%, Maturing September 25, 2019 |
136 | 138,081 |
13
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Tallgrass Operations, LLC |
||||||||
Term Loan, 5.25%, Maturing November 13, 2018 |
1,072 | $ | 1,091,971 | |||||
Tervita Corporation |
||||||||
Term Loan, 6.25%, Maturing May 1, 2018 |
825 | 835,957 | ||||||
|
|
|||||||
$ | 15,447,780 | |||||||
|
|
|||||||
Publishing 5.7% |
||||||||
Ascend Learning, Inc. |
||||||||
Term Loan, 7.00%, Maturing May 23, 2017 |
1,714 | $ | 1,712,265 | |||||
Aster Zweite Beteiligungs GmbH |
||||||||
Term Loan, 5.48%, Maturing December 31, 2014 |
EUR | 214 | 275,626 | |||||
Term Loan, 5.48%, Maturing December 31, 2014 |
EUR | 240 | 308,074 | |||||
Term Loan, 5.55%, Maturing December 31, 2014 |
548 | 550,105 | ||||||
Term Loan, 5.55%, Maturing December 31, 2014 |
561 | 562,622 | ||||||
GateHouse Media Operating, Inc. |
||||||||
Term Loan, 2.21%, Maturing August 28, 2014 |
318 | 117,081 | ||||||
Term Loan, 2.21%, Maturing August 28, 2014 |
708 | 261,180 | ||||||
Term Loan, 2.46%, Maturing August 28, 2014 |
342 | 126,087 | ||||||
Getty Images, Inc. |
||||||||
Term Loan, 4.75%, Maturing October 18, 2019 |
2,444 | 2,483,805 | ||||||
Instant Web, Inc. |
||||||||
Term Loan, 3.58%, Maturing August 7, 2014 |
83 | 60,261 | ||||||
Term Loan, 3.58%, Maturing August 7, 2014 |
792 | 578,079 | ||||||
Interactive Data Corporation |
||||||||
Term Loan, 3.75%, Maturing February 11, 2018 |
1,581 | 1,601,193 | ||||||
John Henry Holdings, Inc. |
||||||||
Term Loan, 6.00%, Maturing December 4, 2018 |
299 | 304,487 | ||||||
Laureate Education, Inc. |
||||||||
Term Loan, 5.25%, Maturing June 18, 2018 |
3,342 | 3,381,045 | ||||||
McGraw-Hill Global Education Holdings, LLC |
||||||||
Term Loan, 9.00%, Maturing March 22, 2019 |
425 | 412,250 | ||||||
MediaNews Group |
||||||||
Term Loan, 8.50%, Maturing March 19, 2014 |
25 | 25,410 | ||||||
Merrill Communications, LLC |
||||||||
Term Loan, 7.25%, Maturing March 8, 2018 |
350 | 351,750 | ||||||
Nelson Education Ltd. |
||||||||
Term Loan, 2.78%, Maturing July 3, 2014 |
231 | 183,727 | ||||||
Nielsen Finance LLC |
||||||||
Term Loan, 2.95%, Maturing May 2, 2016 |
1,943 | 1,964,378 | ||||||
Tribune Company |
||||||||
Term Loan, 4.00%, Maturing December 31, 2019 |
848 | 856,990 | ||||||
|
|
|||||||
$ | 16,116,415 | |||||||
|
|
|||||||
Radio and Television 3.6% |
||||||||
Clear Channel Communications, Inc. |
||||||||
Term Loan, 3.85%, Maturing January 29, 2016 |
758 | $ | 673,909 | |||||
Cumulus Media Holdings Inc. |
||||||||
Term Loan, 4.50%, Maturing September 17, 2018 |
2,590 | 2,626,778 | ||||||
Term Loan - Second Lien, 7.50%, Maturing September 16, 2019 |
445 | 462,800 | ||||||
Entercom Radio, LLC |
||||||||
Term Loan, 5.01%, Maturing November 23, 2018 |
243 | 248,432 | ||||||
Foxco Acquisition Sub, LLC |
||||||||
Term Loan, 5.50%, Maturing July 14, 2017 |
697 | 710,141 | ||||||
Gray Television, Inc. |
||||||||
Term Loan, 4.75%, Maturing October 15, 2019 |
241 | 244,907 | ||||||
LIN Television Corp. |
||||||||
Term Loan, 4.00%, Maturing December 21, 2018 |
296 | 300,325 | ||||||
Mission Broadcasting, Inc. |
||||||||
Term Loan, 4.50%, Maturing December 3, 2019 |
208 | 211,900 | ||||||
Nexstar Broadcasting, Inc. |
||||||||
Term Loan, 4.50%, Maturing December 3, 2019 |
492 | 501,225 |
14
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Nine Entertainment Group Limited |
||||||||
Term Loan, 3.50%, Maturing January 17, 2020 |
375 | $ | 376,582 | |||||
Raycom TV Broadcasting, Inc. |
||||||||
Term Loan, 4.25%, Maturing May 31, 2017 |
442 | 448,757 | ||||||
Sinclair Television Group Inc. |
||||||||
Term Loan, 5.25%, Maturing October 28, 2016 |
376 | 377,766 | ||||||
Tyrol Acquisitions 2 SAS |
||||||||
Term Loan, 4.12%, Maturing January 29, 2016 |
EUR | 505 | 605,889 | |||||
Term Loan, 4.12%, Maturing January 29, 2016 |
EUR | 505 | 605,889 | |||||
Univision Communications Inc. |
||||||||
Term Loan, 4.75%, Maturing March 2, 2020 |
1,651 | 1,663,176 | ||||||
|
|
|||||||
$ | 10,058,476 | |||||||
|
|
|||||||
Retailers (Except Food and Drug) 6.4% |
||||||||
99 Cents Only Stores |
||||||||
Term Loan, 5.25%, Maturing January 11, 2019 |
247 | $ | 250,507 | |||||
B&M Retail Limited |
||||||||
Term Loan, 5.99%, Maturing February 18, 2020 |
GBP | 525 | 790,332 | |||||
Bass Pro Group, LLC |
||||||||
Term Loan, 4.04%, Maturing November 20, 2019 |
698 | 706,397 | ||||||
Davids Bridal, Inc. |
||||||||
Term Loan, 5.00%, Maturing October 11, 2019 |
324 | 328,795 | ||||||
Evergreen Acqco 1 LP |
||||||||
Term Loan, 5.00%, Maturing July 9, 2019 |
347 | 353,024 | ||||||
FTD, Inc. |
||||||||
Term Loan, 4.75%, Maturing June 11, 2018 |
603 | 609,461 | ||||||
Harbor Freight Tools USA, Inc. |
||||||||
Term Loan, 5.50%, Maturing November 14, 2017 |
498 | 504,341 | ||||||
J Crew Group, Inc. |
||||||||
Term Loan, 4.00%, Maturing March 7, 2018 |
860 | 870,649 | ||||||
Jo-Ann Stores, Inc. |
||||||||
Term Loan, 4.00%, Maturing March 16, 2018 |
1,372 | 1,384,605 | ||||||
Michaels Stores, Inc. |
||||||||
Term Loan, 3.75%, Maturing January 28, 2020 |
1,275 | 1,290,401 | ||||||
National Vision, Inc. |
||||||||
Term Loan, 7.00%, Maturing August 2, 2018 |
395 | 399,938 | ||||||
Neiman Marcus Group, Inc. (The) |
||||||||
Term Loan, 4.00%, Maturing May 16, 2018 |
2,525 | 2,552,459 | ||||||
Ollies Bargain Outlet, Inc. |
||||||||
Term Loan, 5.43%, Maturing September 27, 2019 |
249 | 251,869 | ||||||
Party City Holdings Inc. |
||||||||
Term Loan, 4.25%, Maturing July 29, 2019 |
698 | 704,360 | ||||||
Pep Boys-Manny, Moe & Jack (The) |
||||||||
Term Loan, 5.00%, Maturing October 11, 2018 |
224 | 228,360 | ||||||
Petco Animal Supplies, Inc. |
||||||||
Term Loan, 4.00%, Maturing November 24, 2017 |
1,598 | 1,620,574 | ||||||
Pilot Travel Centers LLC |
||||||||
Term Loan, 3.75%, Maturing March 30, 2018 |
894 | 904,188 | ||||||
Term Loan, 4.25%, Maturing August 7, 2019 |
299 | 302,185 | ||||||
ServiceMaster Company |
||||||||
Term Loan, 4.46%, Maturing January 31, 2017 |
1,466 | 1,482,797 | ||||||
Term Loan, 4.25%, Maturing April 1, 2017 |
723 | 730,871 | ||||||
Visant Holding Corp. |
||||||||
Term Loan, 5.25%, Maturing December 22, 2016 |
640 | 622,489 | ||||||
Vivarte SA |
||||||||
Term Loan - Second Lien, 3.92%, Maturing September 8, 2016 |
EUR | 13 | 11,917 | |||||
Term Loan - Second Lien, 3.92%, Maturing September 8, 2016 |
EUR | 88 | 83,420 | |||||
Term Loan - Second Lien, 3.92%, Maturing September 8, 2016 |
EUR | 900 | 858,039 |
15
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Wilton Brands LLC |
||||||||
Term Loan, 7.50%, Maturing August 30, 2018 |
317 | $ | 322,420 | |||||
|
|
|||||||
$ | 18,164,398 | |||||||
|
|
|||||||
Steel 2.1% |
||||||||
Ameriforge Group, Inc. |
||||||||
Term Loan, 6.00%, Maturing December 19, 2019 |
274 | $ | 278,256 | |||||
Essar Steel Algoma, Inc. |
||||||||
Term Loan, 8.75%, Maturing September 19, 2014 |
522 | 535,434 | ||||||
FMG America Finance, Inc. |
||||||||
Term Loan, 5.25%, Maturing October 18, 2017 |
2,985 | 3,023,912 | ||||||
JFB Firth Rixson Inc. |
||||||||
Term Loan, 4.25%, Maturing June 30, 2017 |
149 | 150,609 | ||||||
JMC Steel Group, Inc. |
||||||||
Term Loan, 4.75%, Maturing April 3, 2017 |
343 | 346,647 | ||||||
Patriot Coal Corporation |
||||||||
DIP Loan, 9.25%, Maturing October 4, 2013 |
425 | 428,719 | ||||||
SunCoke Energy, Inc. |
||||||||
Term Loan, 4.00%, Maturing July 26, 2018 |
152 | 152,428 | ||||||
Waupaca Foundry, Inc. |
||||||||
Term Loan, 5.75%, Maturing June 29, 2017 |
567 | 575,430 | ||||||
WireCo WorldGroup, Inc. |
||||||||
Term Loan, 6.00%, Maturing February 15, 2017 |
323 | 328,226 | ||||||
|
|
|||||||
$ | 5,819,661 | |||||||
|
|
|||||||
Surface Transport 1.2% |
||||||||
Hertz Corporation (The) |
||||||||
Term Loan, 3.75%, Maturing March 9, 2018 |
1,764 | $ | 1,777,782 | |||||
Term Loan, 3.75%, Maturing March 11, 2018 |
923 | 936,720 | ||||||
Swift Transportation Co. Inc. |
||||||||
Term Loan, 4.00%, Maturing December 21, 2017 |
608 | 617,813 | ||||||
|
|
|||||||
$ | 3,332,315 | |||||||
|
|
|||||||
Telecommunications 6.9% |
||||||||
Alaska Communications Systems Holdings, Inc. |
||||||||
Term Loan, 5.50%, Maturing October 21, 2016 |
456 | $ | 447,353 | |||||
Arris Group, Inc. |
||||||||
Term Loan, Maturing February 7, 2020(4) |
525 | 526,641 | ||||||
Cellular South, Inc. |
||||||||
Term Loan, 4.50%, Maturing July 27, 2017 |
419 | 423,858 | ||||||
Cricket Communications, Inc. |
||||||||
Term Loan, 4.75%, Maturing October 10, 2019 |
249 | 251,323 | ||||||
Term Loan, Maturing February 21, 2020(4) |
1,550 | 1,561,867 | ||||||
Crown Castle International Corporation |
||||||||
Term Loan, 4.00%, Maturing January 31, 2019 |
938 | 950,321 | ||||||
Intelsat Jackson Holdings Ltd. |
||||||||
Term Loan, 4.50%, Maturing April 2, 2018 |
5,122 | 5,208,599 | ||||||
MetroPCS Wireless, Inc. |
||||||||
Term Loan, 4.00%, Maturing March 16, 2018 |
3,011 | 3,025,354 | ||||||
Mitel Networks Corporation |
||||||||
Term Loan, 7.00%, Maturing February 27, 2019 |
375 | 380,625 | ||||||
SBA Finance |
||||||||
Term Loan, 3.75%, Maturing June 29, 2018 |
467 | 472,521 | ||||||
Term Loan, 3.75%, Maturing September 27, 2019 |
224 | 227,804 | ||||||
Syniverse Holdings, Inc. |
||||||||
Term Loan, 1.00%, Maturing April 23, 2019(6) |
625 | 626,562 |
16
Borrower/Tranche Description | Principal (000s omitted) |
Value | ||||||
Term Loan, 5.00%, Maturing April 23, 2019 |
943 | $ | 950,242 | |||||
Telesat LLC |
||||||||
Term Loan, 5.50%, Maturing March 28, 2019 |
3,424 | 3,456,206 | ||||||
TNS, Inc. |
||||||||
Term Loan, 5.00%, Maturing February 15, 2020 |
450 | 450,844 | ||||||
Windstream Corporation |
||||||||
Term Loan, 4.00%, Maturing August 8, 2019 |
471 | 477,330 | ||||||
|
|
|||||||
$ | 19,437,450 | |||||||
|
|
|||||||
Utilities 3.7% |
||||||||
AES Corporation |
||||||||
Term Loan, 3.75%, Maturing June 1, 2018 |
1,346 | $ | 1,367,006 | |||||
Calpine Corporation |
||||||||
Term Loan, 4.00%, Maturing April 2, 2018 |
467 | 473,615 | ||||||
Term Loan, 4.00%, Maturing April 2, 2018 |
2,377 | 2,411,777 | ||||||
Term Loan, 4.00%, Maturing October 9, 2019 |
423 | 429,060 | ||||||
Dynegy Midwest Generation LLC |
||||||||
Term Loan, 9.25%, Maturing August 4, 2016 |
205 | 214,113 | ||||||
Dynegy Power, LLC |
||||||||
Term Loan, 9.25%, Maturing August 4, 2016 |
360 | 376,442 | ||||||
LSP Madison Funding, LLC |
||||||||
Term Loan, 5.50%, Maturing June 28, 2019 |
364 | 369,629 | ||||||
NRG Energy, Inc. |
||||||||
Term Loan, 3.25%, Maturing July 2, 2018 |
2,704 | 2,744,571 | ||||||
Raven Power Finance, LLC |
||||||||
Term Loan, 7.25%, Maturing November 15, 2018 |
249 | 254,986 | ||||||
Texas Competitive Electric Holdings Company, LLC |
||||||||
Term Loan, 4.73%, Maturing October 10, 2017 |
2,601 | 1,853,163 | ||||||
|
|
|||||||
$ | 10,494,362 | |||||||
|
|
|||||||
Total Senior Floating-Rate Interests |
$ | 401,327,139 | ||||||
|
|
|||||||
Corporate Bonds & Notes 10.9% |
||||||||
Security | Principal Amount* (000s omitted) |
Value | ||||||
Aerospace and Defense 0.0%(7) |
||||||||
GenCorp, Inc. |
||||||||
7.125%, 3/15/21(8) |
20 | $ | 21,200 | |||||
|
|
|||||||
$ | 21,200 | |||||||
|
|
|||||||
Automotive 0.1% |
||||||||
American Axle & Manufacturing, Inc., Sr. Notes |
||||||||
9.25%, 1/15/17(8) |
68 | $ | 74,970 | |||||
General Motors Financial Co., Inc., Sr. Notes |
||||||||
4.75%, 8/15/17(8) |
40 | 41,775 | ||||||
Navistar International Corp., Sr. Notes |
||||||||
8.25%, 11/1/21 |
50 | 51,187 | ||||||
|
|
|||||||
$ | 167,932 | |||||||
|
|
|||||||
Beverage and Tobacco 0.0%(7) |
||||||||
Constellation Brands, Inc., Sr. Notes |
||||||||
6.00%, 5/1/22 |
35 | $ | 38,413 | |||||
Innovation Ventures LLC/Innovation Ventures Finance Corp., Sr. Notes |
||||||||
9.50%, 8/15/19(8) |
20 | 16,950 | ||||||
|
|
|||||||
$ | 55,363 | |||||||
|
|
17
Security | Principal Amount* (000s omitted) |
Value | ||||||
Brokers, Dealers and Investment Houses 0.0%(7) |
||||||||
Alliance Data Systems Corp., Sr. Notes |
||||||||
6.375%, 4/1/20(8) |
30 | $ | 32,475 | |||||
E*TRADE Financial Corp., Sr. Notes |
||||||||
6.00%, 11/15/17 |
5 | 5,256 | ||||||
6.375%, 11/15/19 |
25 | 26,563 | ||||||
|
|
|||||||
$ | 64,294 | |||||||
|
|
|||||||
Building and Development 0.1% |
||||||||
Brookfield Residential Properties, Inc., Sr. Notes |
||||||||
6.50%, 12/15/20(8) |
25 | $ | 26,875 | |||||
HD Supply, Inc., Sr. Notes |
||||||||
8.125%, 4/15/19 |
20 | 22,700 | ||||||
7.50%, 7/15/20(8) |
45 | 47,475 | ||||||
11.50%, 7/15/20 |
15 | 17,813 | ||||||
Isabelle Acquisition Sub, Inc., Sr. Notes |
||||||||
10.00%, 11/15/18(3)(8) |
65 | 72,312 | ||||||
Nortek, Inc., Sr. Notes |
||||||||
10.00%, 12/1/18 |
45 | 50,625 | ||||||
8.50%, 4/15/21(8) |
45 | 50,062 | ||||||
|
|
|||||||
$ | 287,862 | |||||||
|
|
|||||||
Business Equipment and Services 0.1% |
||||||||
Education Management, LLC/Education Management Finance Corp., Sr. Notes |
||||||||
15.00%, 7/1/18(8) |
28 | $ | 28,834 | |||||
FTI Consulting, Inc., Sr. Notes |
||||||||
6.00%, 11/15/22(8) |
20 | 21,250 | ||||||
HDTFS, Inc., Sr. Notes |
||||||||
6.25%, 10/15/22 |
25 | 27,250 | ||||||
IMS Health, Inc., Sr. Notes |
||||||||
6.00%, 11/1/20(8) |
40 | 41,800 | ||||||
MDC Partners, Inc., Sr. Notes |
||||||||
6.75%, 4/1/20(8) |
15 | 15,225 | ||||||
TransUnion Holding Co., Inc., Sr. Notes |
||||||||
8.125%, 6/15/18(3)(8) |
55 | 58,988 | ||||||
|
|
|||||||
$ | 193,347 | |||||||
|
|
|||||||
Cable and Satellite Television 0.0%(7) |
||||||||
AMC Networks, Inc., Sr. Notes |
||||||||
4.75%, 12/15/22 |
15 | $ | 15,000 | |||||
CCO Holdings, LLC/CCO Holdings Capital Corp., Sr. Notes |
||||||||
5.25%, 9/30/22 |
100 | 98,750 | ||||||
|
|
|||||||
$ | 113,750 | |||||||
|
|
|||||||
Chemicals and Plastics 1.5% |
||||||||
Ashland, Inc., Sr. Notes |
||||||||
3.00%, 3/15/16(8) |
5 | $ | 5,100 | |||||
Hexion US Finance Corp., Sr. Notes |
||||||||
6.625%, 4/15/20(8) |
475 | 478,562 | ||||||
6.625%, 4/15/20 |
1,000 | 1,007,500 | ||||||
Ineos Finance PLC, Sr. Notes |
||||||||
7.25%, 2/15/19(8)(9) |
EUR | 500 | 679,381 | |||||
8.375%, 2/15/19(8) |
500 | 555,000 | ||||||
7.50%, 5/1/20(8) |
400 | 437,500 | ||||||
LyondellBasell Industries N.V., Sr. Notes |
||||||||
5.00%, 4/15/19 |
200 | 227,000 | ||||||
Milacron, LLC/Mcron Finance Corp., Sr. Notes |
||||||||
7.75%, 2/15/21(8) |
10 | 10,387 | ||||||
PetroLogistics, LP/PetroLogistics Finance Corp., Sr. Notes |
||||||||
6.25%, 4/1/20(8) |
15 | 15,169 |
18
Security | Principal Amount* (000s omitted) |
Value | ||||||
Rockwood Specialties Group, Inc., Sr. Notes |
||||||||
4.625%, 10/15/20 |
65 | $ | 66,869 | |||||
TPC Group, Inc., Sr. Notes |
||||||||
8.75%, 12/15/20(8) |
20 | 20,925 | ||||||
Trinseo Materials Operating S.C.A., Sr. Notes |
||||||||
8.75%, 2/1/19(8) |
750 | 744,375 | ||||||
Tronox Finance, LLC, Sr. Notes |
||||||||
6.375%, 8/15/20(8) |
60 | 58,425 | ||||||
|
|
|||||||
$ | 4,306,193 | |||||||
|
|
|||||||
Clothing/Textiles 0.0%(7) |
||||||||
Levi Strauss & Co., Sr. Notes |
||||||||
6.875%, 5/1/22(8) |
15 | $ | 16,500 | |||||
|
|
|||||||
$ | 16,500 | |||||||
|
|
|||||||
Commercial Services 0.0%(7) |
||||||||
RR Donnelley & Sons Co., Sr. Notes |
||||||||
7.875%, 3/15/21 |
15 | $ | 15,713 | |||||
|
|
|||||||
$ | 15,713 | |||||||
|
|
|||||||
Conglomerates 0.1% |
||||||||
Belden, Inc., Sr. Sub. Notes |
||||||||
5.50%, 9/1/22(8) |
25 | $ | 25,750 | |||||
General Cable Corp., Sr. Notes |
||||||||
5.75%, 10/1/22(8) |
40 | 41,000 | ||||||
Harbinger Group, Inc., Sr. Notes |
||||||||
7.875%, 7/15/19(8) |
15 | 15,900 | ||||||
Spectrum Brands Escrow Corp., Sr. Notes |
||||||||
6.375%, 11/15/20(8) |
25 | 26,906 | ||||||
6.625%, 11/15/22(8) |
40 | 43,500 | ||||||
|
|
|||||||
$ | 153,056 | |||||||
|
|
|||||||
Containers and Glass Products 0.7% |
||||||||
BOE Merger Corp., Sr. Notes |
||||||||
9.50%, 11/1/17(3)(8) |
45 | $ | 48,656 | |||||
Crown Americas, LLC/Crown Americas Capital Corp. IV, Sr. Notes |
||||||||
4.50%, 1/15/23(8) |
40 | 39,000 | ||||||
Reynolds Group Holdings Inc., Sr. Notes |
||||||||
5.75%, 10/15/20 |
1,975 | 2,016,969 | ||||||
Sealed Air Corp., Sr. Notes |
||||||||
8.375%, 9/15/21(8) |
5 | 5,750 | ||||||
|
|
|||||||
$ | 2,110,375 | |||||||
|
|
|||||||
Cosmetics/Toiletries 0.1% |
||||||||
Alphabet Holding Co., Inc., Sr. Notes |
||||||||
7.75%, 11/1/17(3)(8) |
65 | $ | 67,925 | |||||
Party City Holdings, Inc., Sr. Notes |
||||||||
8.875%, 8/1/20(8) |
65 | 71,662 | ||||||
Sun Products Corp. (The), Sr. Notes |
||||||||
7.75%, 3/15/21(8) |
30 | 30,375 | ||||||
|
|
|||||||
$ | 169,962 | |||||||
|
|
|||||||
Diversified Financial Services 0.3% |
||||||||
KION Finance SA, Sr. Notes |
||||||||
4.726%, 2/15/20(8)(9) |
EUR | 650 | $ | 842,577 | ||||
|
|
|||||||
$ | 842,577 | |||||||
|
|
19
Security | Principal Amount* (000s omitted) |
Value | ||||||
Drugs 0.0%(7) |
||||||||
VPI Escrow Corp., Sr. Notes |
||||||||
6.375%, 10/15/20(8) |
65 | $ | 68,819 | |||||
|
|
|||||||
$ | 68,819 | |||||||
|
|
|||||||
Ecological Services and Equipment 0.0%(7) |
||||||||
ADS Waste Holdings, Inc., Sr. Notes |
||||||||
8.25%, 10/1/20(8) |
25 | $ | 27,062 | |||||
Clean Harbors, Inc., Sr. Notes |
||||||||
5.25%, 8/1/20 |
25 | 25,938 | ||||||
5.125%, 6/1/21(8) |
30 | 30,862 | ||||||
|
|
|||||||
$ | 83,862 | |||||||
|
|
|||||||
Electronics/Electrical 0.1% |
||||||||
Ceridian Corp., Sr. Notes |
||||||||
11.00%, 3/15/21(8) |
10 | $ | 10,775 | |||||
Infor US, Inc., Sr. Notes |
||||||||
9.375%, 4/1/19 |
35 | 39,856 | ||||||
NCR Corp., Sr. Notes |
||||||||
5.00%, 7/15/22(8) |
30 | 30,225 | ||||||
Nuance Communications, Inc., Sr. Notes |
||||||||
5.375%, 8/15/20(8) |
60 | 61,050 | ||||||
|
|
|||||||
$ | 141,906 | |||||||
|
|
|||||||
Equipment Leasing 0.6% |
||||||||
Air Lease Corp., Sr. Notes |
||||||||
4.50%, 1/15/16 |
135 | $ | 140,737 | |||||
International Lease Finance Corp., Sr. Notes |
||||||||
5.65%, 6/1/14 |
1,000 | 1,048,750 | ||||||
6.75%, 9/1/16(8) |
175 | 198,625 | ||||||
7.125%, 9/1/18(8) |
175 | 206,500 | ||||||
|
|
|||||||
$ | 1,594,612 | |||||||
|
|
|||||||
Financial Intermediaries 0.6% |
||||||||
Ally Financial, Inc., Sr. Notes |
||||||||
2.487%, 12/1/14(9) |
20 | $ | 20,034 | |||||
0.00%, 6/15/15 |
40 | 37,500 | ||||||
4.625%, 6/26/15 |
275 | 287,884 | ||||||
CIT Group, Inc., Sr. Notes |
||||||||
5.50%, 2/15/19(8) |
25 | 27,563 | ||||||
5.375%, 5/15/20 |
5 | 5,513 | ||||||
5.00%, 8/15/22 |
10 | 10,735 | ||||||
First Data Corp., Sr. Notes |
||||||||
7.375%, 6/15/19(8) |
500 | 534,375 | ||||||
6.75%, 11/1/20(8) |
625 | 654,687 | ||||||
11.25%, 1/15/21(8) |
25 | 26,125 | ||||||
10.625%, 6/15/21(8) |
25 | 25,406 | ||||||
Lender Processing Services, Inc., Sr. Notes |
||||||||
5.75%, 4/15/23 |
40 | 41,900 | ||||||
Nuveen Investments, Inc., Sr. Notes |
||||||||
9.50%, 10/15/20(8) |
70 | 73,500 | ||||||
|
|
|||||||
$ | 1,745,222 | |||||||
|
|
|||||||
Food Products 0.0%(7) |
||||||||
Hawk Acquisition Sub, Inc., Sr. Notes |
||||||||
4.25%, 10/15/20(8) |
30 | $ | 30,075 | |||||
Land OLakes, Inc., Sr. Notes |
||||||||
6.00%, 11/15/22(8) |
25 | 26,750 |
20
Security | Principal Amount* (000s omitted) |
Value | ||||||
Michael Foods Holding, Inc., Sr. Notes |
||||||||
8.50%, 7/15/18(3)(8) |
20 | $ | 20,700 | |||||
Smithfield Foods, Inc., Sr. Notes |
||||||||
6.625%, 8/15/22 |
55 | 60,087 | ||||||
|
|
|||||||
$ | 137,612 | |||||||
|
|
|||||||
Food Service 0.0%(7) |
||||||||
Aramark Corp., Sr. Notes |
||||||||
5.75%, 3/15/20(8) |
15 | $ | 15,413 | |||||
|
|
|||||||
$ | 15,413 | |||||||
|
|
|||||||
Food/Drug Retailers 0.0%(7) |
||||||||
Pantry, Inc., Sr. Notes |
||||||||
8.375%, 8/1/20(8) |
40 | $ | 43,100 | |||||
|
|
|||||||
$ | 43,100 | |||||||
|
|
|||||||
Health Care 0.9% |
||||||||
Alere, Inc., Sr. Notes |
||||||||
8.625%, 10/1/18 |
20 | $ | 21,350 | |||||
Amsurg Corp., Sr. Notes |
||||||||
5.625%, 11/30/20(8) |
15 | 15,863 | ||||||
Biomet, Inc., Sr. Notes |
||||||||
6.50%, 8/1/20(8) |
55 | 58,575 | ||||||
CDRT Holding Corp., Sr. Notes |
||||||||
9.25%, 10/1/17(3)(8) |
45 | 46,912 | ||||||
Community Health Systems, Inc., Sr. Notes |
||||||||
5.125%, 8/15/18 |
1,115 | 1,170,750 | ||||||
7.125%, 7/15/20 |
65 | 70,606 | ||||||
DaVita, Inc., Sr. Notes |
||||||||
5.75%, 8/15/22 |
110 | 114,812 | ||||||
DJO Finance, LLC/DJO Finance Corp., Sr. Notes |
||||||||
8.75%, 3/15/18 |
10 | 11,200 | ||||||
HCA Holdings, Inc., Sr. Notes |
||||||||
6.25%, 2/15/21 |
40 | 42,750 | ||||||
Hologic, Inc., Sr. Notes |
||||||||
6.25%, 8/1/20 |
130 | 138,937 | ||||||
INC Research, LLC., Sr. Notes |
||||||||
11.50%, 7/15/19(8) |
25 | 26,938 | ||||||
inVentiv Health, Inc., Sr. Notes |
||||||||
9.00%, 1/15/18(8) |
625 | 657,812 | ||||||
Kinetic Concepts, Inc./KCI USA, Inc. |
||||||||
10.50%, 11/1/18 |
25 | 27,188 | ||||||
United Surgical Partners International, Inc., Sr. Notes |
||||||||
9.00%, 4/1/20 |
35 | 39,813 | ||||||
Valeant Pharmaceuticals International, Sr. Notes |
||||||||
6.375%, 10/15/20(8) |
50 | 52,844 | ||||||
VWR Funding, Inc., Sr. Notes |
||||||||
7.25%, 9/15/17(8) |
95 | 101,056 | ||||||
|
|
|||||||
$ | 2,597,406 | |||||||
|
|
|||||||
Home Furnishings 0.2% |
||||||||
Libbey Glass, Inc., Sr. Notes |
||||||||
6.875%, 5/15/20 |
333 | $ | 360,889 | |||||
Mead Products, LLC/ACCO Brands Corp., Sr. Notes |
||||||||
6.75%, 4/30/20(8) |
65 | 69,712 | ||||||
Tempur-Pedic International, Inc., Sr. Notes |
||||||||
6.875%, 12/15/20(8) |
15 | 16,088 | ||||||
|
|
|||||||
$ | 446,689 | |||||||
|
|
21
Security | Principal Amount* (000s omitted) |
Value | ||||||
Homebuilders/Real Estate 0.0%(7) |
||||||||
BC Mountain, LLC/BC Mountain Finance, Inc., Sr. Notes |
||||||||
7.00%, 2/1/21(8) |
30 | $ | 31,875 | |||||
|
|
|||||||
$ | 31,875 | |||||||
|
|
|||||||
Industrial Equipment 0.0%(7) |
||||||||
Manitowoc Co., Inc. (The), Sr. Notes |
||||||||
5.875%, 10/15/22 |
35 | $ | 36,838 | |||||
|
|
|||||||
$ | 36,838 | |||||||
|
|
|||||||
Insurance 0.2% |
||||||||
A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub, LLC, Sr. Notes |
||||||||
7.875%, 12/15/20(8) |
20 | $ | 20,650 | |||||
CNO Financial Group, Inc., Sr. Notes |
||||||||
6.375%, 10/1/20(8) |
525 | 561,094 | ||||||
Hub International, Ltd., Sr. Notes |
||||||||
8.125%, 10/15/18(8) |
35 | 37,012 | ||||||
Onex USI Acquisition Corp., Sr. Notes |
||||||||
7.75%, 1/15/21(8) |
50 | 50,375 | ||||||
|
|
|||||||
$ | 669,131 | |||||||
|
|
|||||||
Leisure Goods/Activities/Movies 0.3% |
||||||||
AMC Entertainment, Inc., Sr. Notes |
||||||||
8.75%, 6/1/19 |
60 | $ | 66,150 | |||||
Bombardier, Inc., Sr. Notes |
||||||||
4.25%, 1/15/16(8) |
20 | 20,850 | ||||||
6.125%, 1/15/23(8) |
15 | 15,637 | ||||||
National CineMedia, LLC, Sr. Notes |
||||||||
6.00%, 4/15/22 |
380 | 409,450 | ||||||
NCL Corp., Ltd., Sr. Notes |
||||||||
5.00%, 2/15/18(8) |
10 | 10,238 | ||||||
Regal Entertainment Group, Sr. Notes |
||||||||
5.75%, 2/1/25 |
10 | 9,850 | ||||||
Royal Caribbean Cruises, Sr. Notes |
||||||||
7.00%, 6/15/13 |
50 | 50,562 | ||||||
6.875%, 12/1/13 |
20 | 20,750 | ||||||
7.25%, 6/15/16 |
10 | 11,363 | ||||||
7.25%, 3/15/18 |
20 | 23,000 | ||||||
Seven Seas Cruises, S. de R.L., Sr. Notes |
||||||||
9.125%, 5/15/19 |
35 | 38,062 | ||||||
Viking Cruises, Ltd., Sr. Notes |
||||||||
8.50%, 10/15/22(8) |
35 | 38,675 | ||||||
|
|
|||||||
$ | 714,587 | |||||||
|
|
|||||||
Lodging and Casinos 0.9% |
||||||||
Buffalo Thunder Development Authority, Sr. Notes |
||||||||
9.375%, 12/15/14(2)(8) |
265 | $ | 84,800 | |||||
Caesars Entertainment Operating Co., Inc., Sr. Notes |
||||||||
5.375%, 12/15/13 |
10 | 9,950 | ||||||
8.50%, 2/15/20 |
1,075 | 1,064,922 | ||||||
Caesars Operating Escrow, LLC/Caesars Escrow Corp., Sr. Notes |
||||||||
9.00%, 2/15/20(8) |
275 | 278,094 | ||||||
9.00%, 2/15/20(8) |
575 | 581,469 | ||||||
Inn of the Mountain Gods Resort & Casino, Sr. Notes |
||||||||
8.75%, 11/30/20(8) |
31 | 31,155 | ||||||
MGM Resorts International, Sr. Notes |
||||||||
6.625%, 12/15/21 |
50 | 52,500 | ||||||
7.75%, 3/15/22 |
15 | 16,725 | ||||||
Mohegan Tribal Gaming Authority |
||||||||
10.50%, 12/15/16(8) |
50 | 49,500 |
22
Security | Principal Amount* (000s omitted) |
Value | ||||||
Mohegan Tribal Gaming Authority, Sr. Sub. Notes |
||||||||
11.00%, 9/15/18(8) |
210 | $ | 184,800 | |||||
Station Casinos, LLC, Sr. Notes |
||||||||
7.50%, 3/1/21(8) |
35 | 36,137 | ||||||
Tunica-Biloxi Gaming Authority, Sr. Notes |
||||||||
9.00%, 11/15/15(8) |
165 | 146,850 | ||||||
Waterford Gaming, LLC, Sr. Notes |
||||||||
8.625%, 9/15/14(5)(8) |
84 | 42,665 | ||||||
|
|
|||||||
$ | 2,579,567 | |||||||
|
|
|||||||
Mining, Steel, Iron and Nonprecious Metals 0.1% |
||||||||
ArcelorMittal, Sr. Notes |
||||||||
6.75%, 2/25/22 |
10 | $ | 10,954 | |||||
Eldorado Gold Corp., Sr. Notes |
||||||||
6.125%, 12/15/20(8) |
60 | 62,550 | ||||||
IAMGOLD Corp., Sr. Notes |
||||||||
6.75%, 10/1/20(8) |
70 | 67,725 | ||||||
Inmet Mining Corp., Sr. Notes |
||||||||
8.75%, 6/1/20(8) |
15 | 16,650 | ||||||
7.50%, 6/1/21(8) |
20 | 21,700 | ||||||
|
|
|||||||
$ | 179,579 | |||||||
|
|
|||||||
Nonferrous Metals/Minerals 0.0%(7) |
||||||||
New Gold, Inc., Sr. Notes |
||||||||
7.00%, 4/15/20(8) |
20 | $ | 21,600 | |||||
6.25%, 11/15/22(8) |
35 | 36,838 | ||||||
|
|
|||||||
$ | 58,438 | |||||||
|
|
|||||||
Oil and Gas 0.5% |
||||||||
Atlas Energy Holdings Operating Co., LLC, Sr. Notes |
||||||||
7.75%, 1/15/21(8) |
20 | $ | 19,238 | |||||
Bristow Group, Inc., Sr. Notes |
||||||||
6.25%, 10/15/22 |
45 | 48,769 | ||||||
Chesapeake Energy Corp., Sr. Notes |
||||||||
6.125%, 2/15/21 |
75 | 80,156 | ||||||
5.75%, 3/15/23 |
50 | 50,813 | ||||||
Concho Resources, Inc., Sr. Notes |
||||||||
5.50%, 4/1/23 |
45 | 46,913 | ||||||
Continental Resources, Inc., Sr. Notes |
||||||||
5.00%, 9/15/22 |
140 | 149,450 | ||||||
CVR Refining, LLC/Coffeyville Finance, Inc., Sr. Notes |
||||||||
6.50%, 11/1/22(8) |
65 | 66,787 | ||||||
EP Energy, LLC/EP Energy Finance, Inc., Sr. Notes |
||||||||
6.875%, 5/1/19 |
100 | 110,000 | ||||||
9.375%, 5/1/20 |
70 | 81,200 | ||||||
EP Energy, LLC/Everest Acquisition Finance, Inc., Sr. Notes |
||||||||
7.75%, 9/1/22 |
20 | 22,200 | ||||||
EPL Oil & Gas, Inc., Sr. Notes |
||||||||
8.25%, 2/15/18(8) |
40 | 42,600 | ||||||
FTS International Services, LLC/FTS International Bonds, Inc., Sr. Notes |
||||||||
8.125%, 11/15/18(8) |
20 | 21,050 | ||||||
Kodiak Oil & Gas Corp., Sr. Notes |
||||||||
5.50%, 1/15/21(8) |
5 | 5,244 | ||||||
Laredo Petroleum, Inc., Sr. Notes |
||||||||
7.375%, 5/1/22 |
35 | 38,500 | ||||||
MEG Energy Corp., Sr. Notes |
||||||||
6.375%, 1/30/23(8) |
50 | 52,250 | ||||||
Newfield Exploration Co., Sr. Notes |
||||||||
5.625%, 7/1/24 |
65 | 67,275 | ||||||
Oasis Petroleum, Inc., Sr. Notes |
||||||||
6.875%, 1/15/23 |
75 | 82,875 |
23
Security | Principal Amount* (000s omitted) |
Value | ||||||
Offshore Group Investment, Ltd., Sr. Notes |
||||||||
7.125%, 4/1/23(8) |
20 | $ | 20,500 | |||||
Plains Exploration & Production Co., Sr. Notes |
||||||||
6.875%, 2/15/23 |
105 | 119,437 | ||||||
Rockies Express Pipeline, LLC, Sr. Notes |
||||||||
6.00%, 1/15/19(8) |
30 | 29,475 | ||||||
Sabine Pass LNG, L.P., Sr. Notes |
||||||||
6.50%, 11/1/20(8) |
55 | 58,162 | ||||||
SandRidge Energy, Inc., Sr. Notes |
||||||||
7.50%, 3/15/21 |
15 | 15,675 | ||||||
SM Energy Co., Sr. Notes |
||||||||
6.50%, 1/1/23 |
40 | 44,000 | ||||||
Tesoro Corp., Sr. Notes |
||||||||
5.375%, 10/1/22 |
55 | 57,612 | ||||||
|
|
|||||||
$ | 1,330,181 | |||||||
|
|
|||||||
Publishing 0.2% |
||||||||
Laureate Education, Inc., Sr. Notes |
||||||||
9.25%, 9/1/19(8) |
315 | $ | 351,618 | |||||
Laureate Education, Inc., Sr. Sub Notes |
||||||||
12.75%, 8/15/17(8) |
45 | 48,094 | ||||||
McGraw-Hill Global Education Holdings, LLC/McGraw-Hill Global Education Finance, Sr. Notes |
||||||||
9.75%, 4/1/21(8) |
45 | 44,775 | ||||||
|
|
|||||||
$ | 444,487 | |||||||
|
|
|||||||
Radio and Television 0.7% |
||||||||
Clear Channel Communications, Inc., Sr. Notes |
||||||||
9.00%, 12/15/19(8) |
451 | $ | 435,779 | |||||
11.25%, 3/1/21(8) |
20 | 20,600 | ||||||
Clear Channel Worldwide Holdings, Inc., Series A, Sr. Notes |
||||||||
6.50%, 11/15/22(8) |
25 | 26,188 | ||||||
Clear Channel Worldwide Holdings, Inc., Series B, Sr. Notes |
||||||||
6.50%, 11/15/22(8) |
70 | 74,200 | ||||||
Entravision Communications Corp., Sr. Notes |
||||||||
8.75%, 8/1/17 |
844 | 917,850 | ||||||
LBI Media, Inc., Sr. Notes |
||||||||
13.50%, 4/15/20(8) |
6 | 2,580 | ||||||
Starz, LLC/Starz Finance Corp., Sr. Notes |
||||||||
5.00%, 9/15/19 |
35 | 36,225 | ||||||
Univision Communications, Inc., Sr. Notes |
||||||||
6.75%, 9/15/22(8) |
425 | 461,125 | ||||||
WMG Acquisition Corp., Sr. Notes |
||||||||
6.00%, 1/15/21(8) |
25 | 26,312 | ||||||
|
|
|||||||
$ | 2,000,859 | |||||||
|
|
|||||||
Real Estate Investment Trusts (REITs) 0.0%(7) |
||||||||
RHP Hotel Properties LP/RHP Finance Corp., Sr. Notes |
||||||||
5.00%, 4/15/21(8) |
20 | $ | 20,175 | |||||
|
|
|||||||
$ | 20,175 | |||||||
|
|
|||||||
Retailers (Except Food and Drug) 0.2% |
||||||||
Burlington Holdings, LLC/Burlington Holding Finance, Inc., Sr. Notes |
||||||||
9.00%, 2/15/18(3)(8) |
30 | $ | 30,600 |
24
Security | Principal Amount* (000s omitted) |
Value | ||||||
Claires Stores, Inc., Sr. Notes |
||||||||
8.875%, 3/15/19 |
10 | $ | 10,600 | |||||
9.00%, 3/15/19(8) |
70 | 79,450 | ||||||
6.125%, 3/15/20(8) |
25 | 25,750 | ||||||
Michaels Stores, Inc., Sr. Notes |
||||||||
7.75%, 11/1/18 |
75 | 82,313 | ||||||
New Academy Finance Co., LLC/New Academy Finance Corp., Sr. Notes |
||||||||
8.00%, 6/15/18(3)(8) |
50 | 52,000 | ||||||
Petco Holdings, Inc., Sr. Notes |
||||||||
8.50%, 10/15/17(3)(8) |
110 | 113,987 | ||||||
Radio Systems Corp., Sr. Notes |
||||||||
8.375%, 11/1/19(8) |
30 | 31,800 | ||||||
Sally Holdings, LLC/Sally Capital, Inc., Sr. Notes |
||||||||
5.75%, 6/1/22 |
95 | 99,631 | ||||||
ServiceMaster Co., Sr. Notes |
||||||||
7.00%, 8/15/20(8) |
60 | 62,400 | ||||||
|
|
|||||||
$ | 588,531 | |||||||
|
|
|||||||
Steel 0.0%(7) |
||||||||
AK Steel Corp., Sr. Notes |
||||||||
8.75%, 12/1/18(8) |
15 | $ | 16,594 | |||||
|
|
|||||||
$ | 16,594 | |||||||
|
|
|||||||
Surface Transport 0.0%(7) |
||||||||
Watco Cos., LLC/Watco Finance Corp., Sr. Notes |
||||||||
6.375%, 4/1/23(8) |
15 | $ | 15,506 | |||||
|
|
|||||||
$ | 15,506 | |||||||
|
|
|||||||
Telecommunications 0.9% |
||||||||
Avaya, Inc., Sr. Notes |
||||||||
9.00%, 4/1/19(8) |
20 | $ | 20,900 | |||||
Crown Castle International Corp., Sr. Notes |
||||||||
5.25%, 1/15/23 |
55 | 56,169 | ||||||
Frontier Communications Corp., Sr. Notes |
||||||||
7.625%, 4/15/24 |
20 | 20,625 | ||||||
Intelsat Jackson Holdings SA, Sr. Notes |
||||||||
7.25%, 10/15/20 |
55 | 60,637 | ||||||
Intelsat Luxembourg SA, Sr. Notes |
||||||||
7.75%, 6/1/21(8) |
75 | 76,500 | ||||||
8.125%, 6/1/23(8) |
60 | 61,200 | ||||||
Lynx I Corp., Sr. Notes |
||||||||
5.375%, 4/15/21(8) |
475 | 496,375 | ||||||
6.00%, 4/15/21(8) |
GBP | 475 | 743,571 | |||||
MetroPCS Wireless, Inc., Sr. Notes |
||||||||
6.25%, 4/1/21(8) |
60 | 61,275 | ||||||
6.625%, 4/1/23(8) |
85 | 87,019 | ||||||
SBA Communications Corp., Sr. Notes |
||||||||
5.625%, 10/1/19(8) |
50 | 51,625 | ||||||
SBA Telecommunications, Inc., Sr. Notes |
||||||||
5.75%, 7/15/20(8) |
50 | 52,187 | ||||||
Sprint Nextel Corp., Sr. Notes |
||||||||
7.00%, 8/15/20 |
555 | 613,275 | ||||||
6.00%, 11/15/22 |
50 | 51,625 | ||||||
Windstream Corp., Sr. Notes |
||||||||
6.375%, 8/1/23(8) |
15 | 14,963 | ||||||
|
|
|||||||
$ | 2,467,946 | |||||||
|
|
25
Security | Principal Amount* (000s omitted) |
Value | ||||||
Utilities 1.5% |
||||||||
Calpine Corp., Sr. Notes |
||||||||
7.50%, 2/15/21(8) |
2,138 | $ | 2,357,145 | |||||
7.875%, 1/15/23(8) |
1,530 | 1,705,950 | ||||||
Energy Future Intermediate Holding Co., LLC/EFIH Finance, Inc., Sr. Notes |
||||||||
6.875%, 8/15/17(8) |
20 | 21,150 | ||||||
|
|
|||||||
$ | 4,084,245 | |||||||
|
|
|||||||
Total Corporate Bonds & Notes |
$ | 30,631,304 | ||||||
|
|
|||||||
Asset-Backed Securities 1.2% |
||||||||
Security | Principal (000s omitted) |
Value | ||||||
Avalon Capital Ltd. 3, Series 1A, Class D, 2.238%, 2/24/19(8)(9) |
$ | 295 | $ | 271,886 | ||||
Babson Ltd., Series 2005-1A, Class C1, 2.254%, 4/15/19(8)(9) |
376 | 341,548 | ||||||
Centurion CDO 8 Ltd., Series 2005-8A, Class D, 5.78%, 3/8/17(9) |
492 | 492,894 | ||||||
Centurion CDO 9 Ltd., Series 2005-9A, Class D1, 5.053%, 7/17/19(9) |
500 | 480,513 | ||||||
Madison Park Funding Ltd., Series 2006-2A, Class D, 5.034%, 3/25/20(8)(9) |
1,000 | 982,397 | ||||||
Schiller Park CLO Ltd., Series 2007-1A, Class D, 2.551%, 4/25/21(8)(9) |
1,000 | 900,224 | ||||||
|
|
|||||||
Total Asset-Backed Securities |
$ | 3,469,462 | ||||||
|
|
|||||||
Common Stocks 1.5% |
||||||||
Security | Shares | Value | ||||||
Automotive 0.1% |
||||||||
Dayco Products, LLC(5)(10)(11) |
10,159 | $ | 314,929 | |||||
|
|
|||||||
$ | 314,929 | |||||||
|
|
|||||||
Building and Development 0.1% |
||||||||
Panolam Holdings Co.(5)(11)(12) |
131 | $ | 231,238 | |||||
United Subcontractors, Inc.(5)(10)(11) |
292 | 12,181 | ||||||
|
|
|||||||
$ | 243,419 | |||||||
|
|
|||||||
Financial Intermediaries 0.0%(7) |
||||||||
RTS Investor Corp.(5)(10)(11) |
41 | $ | 4,426 | |||||
|
|
|||||||
$ | 4,426 | |||||||
|
|
|||||||
Food Service 0.1% |
||||||||
Buffets Restaurants Holdings, Inc.(5)(10)(11) |
22,185 | $ | 200,774 | |||||
|
|
|||||||
$ | 200,774 | |||||||
|
|
|||||||
Home Furnishings 0.1% |
||||||||
Oreck Corp.(5)(10)(11) |
2,275 | $ | 39,562 | |||||
Sanitec Europe Oy B Units(5)(10)(11) |
26,265 | 197,967 | ||||||
Sanitec Europe Oy E Units(5)(10)(11) |
25,787 | 0 | ||||||
|
|
|||||||
$ | 237,529 | |||||||
|
|
|||||||
Leisure Goods/Activities/Movies 0.3% |
||||||||
Metro-Goldwyn-Mayer Holdings, Inc.(10)(11) |
22,424 | $ | 927,775 | |||||
|
|
|||||||
$ | 927,775 | |||||||
|
|
26
Security | Shares | Value | ||||||
Lodging and Casinos 0.3% |
||||||||
Affinity Gaming, LLC(5)(10)(11) |
23,498 | $ | 328,976 | |||||
Greektown Superholdings, Inc.(11) |
45 | 4,050 | ||||||
Tropicana Entertainment, Inc.(5)(10)(11) |
25,430 | 397,344 | ||||||
|
|
|||||||
$ | 730,370 | |||||||
|
|
|||||||
Nonferrous Metals/Minerals 0.0%(7) |
||||||||
Euramax International, Inc.(5)(10)(11) |
468 | $ | 105,188 | |||||
|
|
|||||||
$ | 105,188 | |||||||
|
|
|||||||
Oil and Gas 0.0%(7) |
||||||||
SemGroup Corp.(11) |
750 | $ | 38,790 | |||||
|
|
|||||||
$ | 38,790 | |||||||
|
|
|||||||
Publishing 0.5% |
||||||||
Ion Media Networks, Inc.(5)(10) |
2,155 | $ | 1,370,580 | |||||
MediaNews Group, Inc.(5)(10)(11) |
5,771 | 121,079 | ||||||
|
|
|||||||
$ | 1,491,659 | |||||||
|
|
|||||||
Total Common Stocks |
$ | 4,294,859 | ||||||
|
|
|||||||
Warrants 0.0%(7) |
||||||||
Security | Shares | Value | ||||||
Oil and Gas 0.0%(7) |
||||||||
SemGroup Corp., Expires 11/30/14(11) |
789 | $ | 21,378 | |||||
|
|
|||||||
Total Warrants |
$ | 21,378 | ||||||
|
|
|||||||
Miscellaneous 0.0%(7) |
||||||||
Security | Shares | Value | ||||||
Business Equipment and Services 0.0%(7) |
||||||||
NCS Acquisition Corp., Escrow Certificate(5)(11) |
20,000 | $ | 276 | |||||
|
|
|||||||
$ | 276 | |||||||
|
|
|||||||
Cable and Satellite Television 0.0%(7) |
||||||||
Adelphia Recovery Trust(5)(11) |
261,268 | $ | 0 | |||||
Adelphia, Inc., Escrow Certificate(11) |
270,000 | 2,363 | ||||||
|
|
|||||||
$ | 2,363 | |||||||
|
|
|||||||
Oil and Gas 0.0%(7) |
||||||||
SemGroup Corp., Escrow Certificate(11) |
290,000 | $ | 7,612 | |||||
|
|
|||||||
$ | 7,612 | |||||||
|
|
|||||||
Total Miscellaneous |
$ | 10,251 | ||||||
|
|
27
Short-Term Investments 1.3% | ||||||||
Description | Interest (000s omitted) |
Value | ||||||
Eaton Vance Cash Reserves Fund, LLC, 0.11%(13) |
$ | 3,747 | $ | 3,746,828 | ||||
|
|
|||||||
Total Short-Term Investments |
$ | 3,746,828 | ||||||
|
|
|||||||
Total Investments 157.4% |
$ | 443,501,221 | ||||||
|
|
|||||||
Less Unfunded Loan Commitments (0.2)% |
$ | (625,000 | ) | |||||
|
|
|||||||
Net Investments 157.2% |
$ | 442,876,221 | ||||||
|
|
|||||||
Other Assets, Less Liabilities (18.1)% |
$ | (51,110,662 | ) | |||||
|
|
|||||||
Auction Preferred Shares Plus Cumulative Unpaid Dividends (39.1)% |
$ | (110,002,580 | ) | |||||
|
|
|||||||
Net Assets Applicable to Common Shares 100.0% |
$ | 281,762,979 | ||||||
|
|
The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares.
DIP |
- | Debtor in Possession | ||
EUR |
- | Euro | ||
GBP |
- | British Pound Sterling |
* | In U.S. dollars unless otherwise indicated. |
(1) | Senior floating-rate interests (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. Senior Loans typically have rates of interest which are redetermined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base lending rates are primarily the London Interbank Offered Rate (LIBOR) and secondarily, the prime rate offered by one or more major United States banks (the Prime Rate) and the certificate of deposit (CD) rate or other base lending rates used by commercial lenders. |
(2) | Currently the issuer is in default with respect to interest payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status. |
(3) | Represents a payment-in-kind security which may pay all or a portion of interest in additional par. |
(4) | This Senior Loan will settle after March 31, 2013, at which time the interest rate will be determined. |
(5) | For fair value value measurement disclosure purposes, security is categorized as Level 3. |
(6) | Unfunded or partially unfunded loan commitments. The Trust may enter into certain credit agreements all or a portion of which may be unfunded. The Trust is obligated to fund these commitments at the borrowers discretion. |
(7) | Amount is less than 0.05%. |
28
(8) | Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be sold in certain transactions (normally to qualified institutional buyers) and remain exempt from registration. At March 31, 2013, the aggregate value of these securities is $20,937,621 or 7.4% of the Trusts net assets applicable to common shares. |
(9) | Variable rate security. The stated interest rate represents the rate in effect at March 31, 2013. |
(10) | Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale. |
(11) | Non-income producing security. |
(12) | Restricted security. |
(13) | Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate
shown is the annualized seven-day yield as of March 31, 2013. Net income allocated from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended March 31, 2013 was $6,701. |
The cost and unrealized appreciation (depreciation) of investments of the Trust at March 31, 2013, as determined on a federal income tax basis, were as follows:
Aggregate cost |
$ | 437,732,282 | ||
|
|
|||
Gross unrealized appreciation |
$ | 9,272,952 | ||
Gross unrealized depreciation |
(4,129,013 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 5,143,939 | ||
|
|
Restricted Securities
At March 31, 2013, the Trust owned the following securities (representing 0.1% of net assets applicable to common shares) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Trust has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.
Description | Date of Acquisition |
Shares | Cost | Value | ||||||||||||
Common Stocks |
||||||||||||||||
Panolam Holdings Co. |
12/30/09 | 131 | $ | 71,985 | $ | 231,238 | ||||||||||
|
|
|
|
|||||||||||||
Total Restricted Securities |
$ | 71,985 | $ | 231,238 | ||||||||||||
|
|
|
|
A summary of open financial instruments at March 31, 2013 is as follows:
Forward Foreign Currency Exchange Contracts
Sales
Settlement Date |
Deliver |
In Exchange For |
Counterparty |
Net
Unrealized Appreciation (Depreciation) |
||||||
4/30/13 | British Pound Sterling 475,000 |
United States Dollar 737,718 |
Citibank NA | $ | 16,086 | |||||
5/31/13 | British Pound Sterling 3,442,535 |
United States Dollar 5,211,637 |
Goldman Sachs International | (17,516 | ) | |||||
5/31/13 | Euro 2,437,847 |
United States Dollar 3,188,314 |
Citibank NA | 62,088 | ||||||
6/28/13 | British Pound Sterling 2,373,994 |
United States Dollar 3,592,969 |
Citibank NA | (12,597 | ) | |||||
6/28/13 | Euro 4,830,021 |
United States Dollar 6,212,759 |
HSBC Bank USA | 17,529 | ||||||
|
|
|||||||||
$ | 65,590 | |||||||||
|
|
29
At March 31, 2013, the Trust had sufficient cash and/or securities to cover commitments under these contracts.
The Trust is subject to foreign exchange risk in the normal course of pursuing its investment objective. Because the Trust holds foreign currency denominated investments, the value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Trust enters into forward foreign currency exchange contracts. The Trust also enters into such contracts to hedge the currency risk of investments it anticipates purchasing.
At March 31, 2013, the aggregate fair value of open derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) in an asset position and in a liability position and whose primary underlying risk exposure is foreign exchange risk was $95,703 and $30,113, respectively.
Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.
| Level 1 quoted prices in active markets for identical investments |
| Level 2 other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
| Level 3 significant unobservable inputs (including a funds own assumptions in determining the fair value of investments) |
In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
At March 31, 2013, the hierarchy of inputs used in valuing the Trusts investments and open derivative instruments, which are carried at value, were as follows:
Asset Description | Level 1 | Level 2 | Level 3* | Total | ||||||||||||
Senior Floating-Rate Interests (Less Unfunded Loan Commitments) |
$ | | $ | 399,868,875 | $ | 833,264 | $ | 400,702,139 | ||||||||
Corporate Bonds & Notes |
| 30,588,639 | 42,665 | 30,631,304 | ||||||||||||
Asset-Backed Securities |
| 3,469,462 | | 3,469,462 | ||||||||||||
Common Stocks |
38,790 | 931,825 | 3,324,244 | 4,294,859 | ||||||||||||
Warrants |
| 21,378 | | 21,378 | ||||||||||||
Miscellaneous |
| 9,975 | 276 | 10,251 | ||||||||||||
Short-Term Investments |
| 3,746,828 | | 3,746,828 | ||||||||||||
Total Investments |
$ | 38,790 | $ | 438,636,982 | $ | 4,200,449 | $ | 442,876,221 | ||||||||
Forward Foreign Currency Exchange Contracts |
$ | | $ | 95,703 | $ | | $ | 95,703 | ||||||||
Total |
$ | 38,790 | $ | 438,732,685 | $ | 4,200,449 | $ | 442,971,924 | ||||||||
Liability Description | ||||||||||||||||
Forward Foreign Currency Exchange Contracts |
$ | | $ | (30,113 | ) | $ | | $ | (30,113 | ) | ||||||
Total |
$ | | $ | (30,113 | ) | $ | | $ | (30,113 | ) |
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Trust. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended March 31, 2013 is not presented.
At March 31, 2013, there were no investments transferred between Level 1 and Level 2 during the fiscal year to date then ended.
For information on the Trusts policy regarding the valuation of investments and other significant accounting policies, please refer to the Trusts most recent financial statements included in its semiannual or annual report to shareholders.
30
Item 2. Controls and Procedures
(a) It is the conclusion of the registrants principal executive officer and principal financial officer that the effectiveness of the registrants current disclosure controls and procedures
(such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant on this
Form N-Q has been recorded, processed,
summarized and reported within the time period specified in the Commissions rules and forms and that the information required to be disclosed by the registrant on this Form N-Q has been accumulated and communicated to the registrants
principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.
(b) There have been no changes in the registrants internal controls over financial reporting during the fiscal quarter for which the report is being filed that have materially affected, or are reasonably likely to materially affect the registrants internal control over financial reporting.
Signatures
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Eaton Vance Senior Income Trust
By: | /s/ Scott H. Page | |
Scott H. Page | ||
President | ||
Date: | May 24, 2013 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ Scott H. Page | |
Scott H. Page | ||
President | ||
Date: | May 24, 2013 |
By: | /s/ James F. Kirchner | |
James F. Kirchner | ||
Treasurer | ||
Date: | May 24, 2013 |