SANKATY ADVISORS, LLC Information

JOHN HANCOCK TOWER, BOSTON, Massachusetts, 02116, (617) 516-2000

Report Date: 12/31/2014

Position Statistics

Total Positions 13
New Positions 0
Increased Positions 9
Decreased Positions 3
Positions with Activity 12
Sold Out Positions 2
Total Mkt Value (in $ millions) 47

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy 4.1%
Financial 95.9%
Healthcare
Services
Technology
Transportation
Utilities

13 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
FIRST TR SR FLG RTE INCM FD II COM 4,900 70 1.45 354,790
EATON VANCE FLTING RATE INC TR COM 4,848 1,564 47.64 332,514
VOYA PRIME RATE TR SH BEN INT 4,818 -1 (0.02) 868,182
INVESCO SR INCOME TR COM 4,809 34 .70 1,008,203
BLACKSTONE GSO FLTING RTE FUND COM 4,796 1,205 33.55 277,369
PIONEER FLOATING RATE TR COM 4,756 1,862 64.32 405,818
BLACKROCK FLOAT RATE OME STRAT COM 4,754 71 1.51 340,774
EATON VANCE SR INCOME TR SH BEN INT 4,749 1,523 47.24 729,428
EATON VANCE SR FLTNG RTE TR COM 4,726 729 18.24 327,301
ALPHA NATURAL RESOURCES INC COM 1,921 New 2,050,000
LMP CORPORATE LN FD INC COM 1,820 92 5.30 162,931
ISHARES IBOXX HI YD ETF -33,866 Sold Out 0
SPDR SERIES TRUST BRC HGH YLD BD -21,577 Sold Out 0