|
|
|
|
|
|
|
|
Floating
Rate Loan Interests (f)
|
|
Par
(000)
|
|
Value
|
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies (concluded)
|
|
|
|
|
|
|
|
International Lease Finance Corp.:
|
|
|
|
|
|
|
|
Term Loan 1, 6.75%, 2/23/15 USD
|
|
|
2,800
|
|
$
|
2,734,200
|
|
Term Loan 2, 7.00%, 3/05/16
|
|
|
975
|
|
|
948,675
|
|
Synagro Technologies, Inc., Term
Loan (First Lien), 2.34% - 2.36%,
4/02/14
|
|
|
788
|
|
|
708,069
|
|
West Corp., Incremental Term
Loan B-3, 7.25%, 10/24/13
|
|
|
1,535
|
|
|
1,533,749
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,726,294
|
|
|
|
|
|
|
|
|
|
Construction & Engineering 0.6%
|
|
|
|
|
|
|
|
Safway Services, LLC, First Out
Term Loan, 9.00%, 12/14/17
|
|
|
2,750
|
|
|
2,750,000
|
|
|
|
|
|
|
|
|
|
Consumer Finance 2.7%
|
|
|
|
|
|
|
|
American General Finance Corp.,
Term Loan, 7.25%, 4/16/16
|
|
|
5,000
|
|
|
4,840,000
|
|
Chrysler Financial Corp., Term
Loan (Second Lien), 6.84%,
8/02/13
|
|
|
6,865
|
|
|
6,775,508
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,615,508
|
|
|
|
|
|
|
|
|
|
Containers & Packaging 0.7%
|
|
|
|
|
|
|
|
Anchor Glass Container Corp.,
Term Loan B, 6.00%, 2/18/16
|
|
|
751
|
|
|
743,290
|
|
BWAY Corp.:
|
|
|
|
|
|
|
|
Term Loan, 5.50%, 5/21/17
|
|
|
1,371
|
|
|
1,364,021
|
|
Term
Loan Canada, 5.50%,
5/20/17
|
|
|
129
|
|
|
128,228
|
|
Berry Plastics Holding Corp.,
Term Loan C, 2.26%, 4/03/15
|
|
|
895
|
|
|
801,867
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,037,406
|
|
|
|
|
|
|
|
|
|
Diversified Consumer Services 2.0%
|
|
|
|
|
|
|
|
Coinmach Service Corp., Term
Loan, 3.47%, 11/14/14
|
|
|
5,145
|
|
|
4,472,706
|
|
Laureate Education, Series A New
Term Loan, 7.00%, 8/15/14
|
|
|
4,308
|
|
|
4,254,733
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,727,439
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services 1.7%
|
|
|
|
|
|
|
|
CIT Group, Inc., Tranche 2A Term
Loan, 9.50%, 1/20/12
|
|
|
2,335
|
|
|
2,384,319
|
|
MSCI, Inc., Term Loan B, 4.75%,
6/30/16
|
|
|
2,150
|
|
|
2,141,937
|
|
Reynolds Group Holdings, Inc.:
|
|
|
|
|
|
|
|
Term
Loan (First Lien), 5.75%,
5/05/16
|
|
|
1,400
|
|
|
1,389,500
|
|
US
Term Loan, 6.25%,
5/05/16
|
|
|
1,193
|
|
|
1,173,619
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,089,375
|
|
|
|
|
|
|
|
|
|
Diversified Telecommunication Services 1.7
%
|
|
|
|
|
|
|
|
Hawaiian Telcom Communications,
Inc., Tranche C Term Loan,
4.75%, 5/30/14
|
|
|
4,616
|
|
|
3,254,434
|
|
|
|
|
|
|
|
|
|
Floating
Rate Loan Interests (f)
|
|
Par
(000)
|
|
Value
|
|
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (concluded)
|
|
|
|
|
|
|
|
Level 3 Communications,
Incremental Term Loan, 2.55%,
3/13/14
|
|
USD
|
2,250
|
|
$
|
2,022,590
|
|
US Telepacific Corp., Term Loan
(Second Lien), 9.25%, 7/25/15
|
|
|
775
|
|
|
773,547
|
|
Wind Telecomunicazioni SpA:
|
|
|
|
|
|
|
|
Term
Loan B2 Facility, 4.66%,
5/26/14
|
|
|
573
|
|
|
548,169
|
|
Term
Loan C2 Facility, 3.66%,
5/24/13
|
|
|
573
|
|
|
548,169
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,146,909
|
|
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components
0.5%
|
|
|
|
|
|
|
|
CDW Computer Centers, Inc., Term
Loan B, 3.30%, 10/10/14
|
|
|
2,265
|
|
|
1,993,200
|
|
|
|
|
|
|
|
|
|
Energy Equipment & Services 0.4%
|
|
|
|
|
|
|
|
MEG Energy Corp., Term Loan D,
6.00%, 4/03/16
|
|
|
1,917
|
|
|
1,888,371
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing 2.1%
|
|
|
|
|
|
|
|
AB Acquisitions UK Topco 2 Ltd.
(FKA Alliance Boots), Facility B1,
3.56%, 7/09/15
|
|
GBP
|
1,700
|
|
|
2,211,846
|
|
DSW Holdings, Inc., Term Loan,
4.34%, 3/02/12
|
|
USD
|
800
|
|
|
768,000
|
|
Pierre Foods, Term Loan B, 7.00%,
2/17/16
|
|
|
1,121
|
|
|
1,126,417
|
|
Pilot Travel Centers, Term Loan B,
5.25%, 11/18/15
|
|
|
2,500
|
|
|
2,495,982
|
|
Rite Aid Corp., Tranche 4 Term
Loan, 9.50%, 6/10/15
|
|
|
2,242
|
|
|
2,273,660
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,875,905
|
|
|
|
|
|
|
|
|
|
Food Products 2.0%
|
|
|
|
|
|
|
|
Dole Food Co., Inc.:
|
|
|
|
|
|
|
|
Credit-Linked
Deposit, 8.07%,
4/12/13
|
|
|
288
|
|
|
287,876
|
|
Term
Loan B, 5.00% - 5.50%,
2/10/17
|
|
|
1,045
|
|
|
1,043,393
|
|
Term
Loan C, 5.00% - 5.50%,
2/10/17
|
|
|
2,595
|
|
|
2,591,526
|
|
Pilgrims Pride Corp., Term Loan A,
5.29%, 12/01/12
|
|
|
1,430
|
|
|
1,415,700
|
|
Pinnacle Foods Finance LLC,
Tranche C Term Loan, 7.50%,
4/02/14
|
|
|
3,200
|
|
|
3,163,002
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,501,497
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies 0.7%
|
|
|
|
|
|
|
|
DJO Finance LLC (ReAble
Therapeutics Finance LLC), Term
Loan, 3.35%, 5/20/14
|
|
|
3,082
|
|
|
2,963,321
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services 3.4
%
|
|
|
|
|
|
|
|
Ardent Health Services, Inc., Term
Loan, 6.50%, 8/10/15
|
|
|
1,200
|
|
|
1,173,000
|
|