|
|
|
|
|
|
|
|
Floating
Rate Loan Interests (a)
|
|
Par
(000)
|
|
Value
|
|
|
|
|
|
|
|
|
|
Independent Power Producers &
Energy Traders (concluded)
|
|
|
|
|
|
|
|
Texas Competitive Electric Holdings Co.,
LLC (TXU) (concluded):
|
|
|
|
|
|
|
|
Initial Tranche B-3 Term Loan,
3.75% - 3.79%, 10/10/14
|
|
USD
|
196
|
|
$
|
150,815
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,167,715
|
|
|
|
|
|
|
|
|
|
Industrial Conglomerates 0.9%
|
|
|
|
|
|
|
|
Sequa Corp., Term Loan, 3.54% -
3.55%, 12/03/14
|
|
|
1,393
|
|
|
1,321,195
|
|
Tomkins Plc, Term Loan B, 6.25%,
9/16/16
|
|
|
2,500
|
|
|
2,527,345
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,848,540
|
|
|
|
|
|
|
|
|
|
Insurance 0.1%
|
|
|
|
|
|
|
|
Alliant Holdings I, Inc., Term Loan,
3.29%, 8/21/14
|
|
|
581
|
|
|
563,671
|
|
|
|
|
|
|
|
|
|
Internet & Catalog Retail 0.2%
|
|
|
|
|
|
|
|
FTD Group, Inc., Tranche B Term
Loan, 6.75%, 8/26/14
|
|
|
1,096
|
|
|
1,097,569
|
|
|
|
|
|
|
|
|
|
Media 9.1%
|
|
|
|
|
|
|
|
Affinion Group, Inc., Tranche B
Term Loan, 5.00%, 10/09/16
|
|
|
995
|
|
|
987,953
|
|
Cengage Learning Acquisitions, Inc.
(Thomson Learning):
|
|
|
|
|
|
|
|
Term Loan, 2.54%, 7/03/14
|
|
|
1,250
|
|
|
1,152,031
|
|
Tranche 1 Incremental Term
Loan, 7.50%, 7/03/14
|
|
|
1,270
|
|
|
1,272,731
|
|
Charter Communications Operating,
LLC:
|
|
|
|
|
|
|
|
Term Loan B1, 7.25%,
3/06/14
|
|
|
1,486
|
|
|
1,540,682
|
|
Term Loan C, 3.54%, 9/06/16
|
|
|
3,693
|
|
|
3,611,475
|
|
EB Sports Corp., Loan, 11.50%,
5/01/12
|
|
|
1,551
|
|
|
1,519,750
|
|
Ellis Communications KDOC, LLC,
Loan, 10.00%, 12/30/11
|
|
|
6,303
|
|
|
2,363,533
|
|
Getty Images, Inc., Term Loan B,
5.25%, 10/29/16
|
|
|
2,800
|
|
|
2,821,700
|
|
HMH Publishing Co., Ltd., Tranche
A Term Loan, 5.75%, 6/12/14
|
|
|
2,421
|
|
|
2,236,730
|
|
Hanley-Wood, LLC (FSC
Acquisition), Term Loan, 2.56%,
3/10/14
|
|
|
740
|
|
|
327,293
|
|
Interactive Data Corp., Term Loan,
6.75%, 1/29/17
|
|
|
1,297
|
|
|
1,314,029
|
|
Lavena Holding 3 GmbH
(Prosiebensat.1 Media AG):
|
|
|
|
|
|
|
|
Facility B1, 3.52%, 6/30/15
|
|
EUR
|
337
|
|
|
351,616
|
|
Facility C1, 3.77%, 6/30/16
|
|
|
674
|
|
|
703,233
|
|
Mediacom Illinois, LLC (FKA
Mediacom Communications,
LLC), Tranche D Term Loan,
5.50%, 3/31/17
|
|
USD
|
990
|
|
|
980,100
|
|
Newsday, LLC, Fixed Rate Term
Loan, 10.50%, 8/01/13
|
|
|
4,250
|
|
|
4,505,000
|
|
Sinclair Television Group, Inc., New
Tranche B Term Loan, 5.50%,
10/29/15
|
|
|
1,587
|
|
|
1,607,121
|
|
Springer Science+Business Media
SA, Facility A1, 6.75%, 7/01/16
|
|
EUR
|
1,900
|
|
|
2,450,869
|
|
|
|
|
|
|
|
|
|
Floating Rate Loan Interests (a)
|
|
Par
(000)
|
|
Value
|
|
|
|
|
|
|
|
|
|
Media (concluded)
|
|
|
|
|
|
|
|
Sunshine Acquisition Ltd. (FKA HIT
Entertainment), Term Facility,
5.54%, 6/01/12
|
|
USD
|
1,432
|
|
$
|
1,385,759
|
|
TWCC Holdings Corp.,
Replacement Term Loans,
5.00%, 9/14/15
|
|
|
1,917
|
|
|
1,925,938
|
|
UPC Financing Partnership,
Facility U, 4.85%, 12/31/17
|
|
EUR
|
1,600
|
|
|
1,943,822
|
|
Univision Communications, Inc.,
Exit Term Loan, 4.51%, 3/31/17
|
|
|
1,950
|
|
|
1,816,191
|
|
Virgin Media Investment Holdings
Ltd., Facility B, 4.78%,
12/31/15
|
|
GBP
|
1,250
|
|
|
1,922,791
|
|
Yell Group Plc/Yell Finance (UK)
Ltd., Facility A3, 2.76%, 8/09/11
|
|
USD
|
1,266
|
|
|
1,227,656
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
39,968,003
|
|
|
|
|
|
|
|
|
|
Metals & Mining 0.5%
|
|
|
|
|
|
|
|
Euramax International, Inc., Domestic
Term Loan:
|
|
|
|
|
|
|
|
10.00%, 6/29/13
|
|
|
1,286
|
|
|
1,222,113
|
|
14.00%, 6/29/13
|
|
|
1,219
|
|
|
1,157,962
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,380,075
|
|
|
|
|
|
|
|
|
|
Multi-Utilities 0.1%
|
|
|
|
|
|
|
|
FirstLight Power Resources, Inc. (FKA
NE Energy, Inc.):
|
|
|
|
|
|
|
|
Synthetic Letter of Credit,
0.16%, 11/01/13
|
|
|
9
|
|
|
8,218
|
|
Term B Advance (First Lien),
2.81%, 11/01/13
|
|
|
466
|
|
|
447,142
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
455,360
|
|
|
|
|
|
|
|
|
|
Multiline Retail 1.6%
|
|
|
|
|
|
|
|
Dollar General Corp., Tranche B-2
Term Loan, 3.00% - 3.01%,
7/07/14
|
|
|
1,439
|
|
|
1,430,952
|
|
Hema Holding BV:
|
|
|
|
|
|
|
|
Facility B, 2.85%, 7/06/15
|
|
EUR
|
369
|
|
|
458,666
|
|
Facility C, 3.60%, 7/05/16
|
|
|
369
|
|
|
458,667
|
|
Facility D, 5.85%, 1/01/17
|
|
|
2,900
|
|
|
3,613,754
|
|
The Neiman Marcus Group, Inc.,
Term Loan B, 4.30%, 4/06/16
|
|
USD
|
961
|
|
|
940,993
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,903,032
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable
Fuels 2.2%
|
|
|
|
|
|
|
|
Big West Oil, LLC, Term Loan,
12.00%, 7/23/15
|
|
|
1,187
|
|
|
1,209,766
|
|
Obsidian Natural Gas Trust, Term
Loan, 7.00%, 11/30/15
|
|
|
4,043
|
|
|
4,123,860
|
|
Turbo Beta Ltd., Dollar Facility,
14.25%, 3/15/18
|
|
|
6,226
|
|
|
4,358,350
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,691,976
|
|
|
|
|
|
|
|
|
|
Paper & Forest Products 0.8%
|
|
|
|
|
|
|
|
Georgia-Pacific LLC, Term Loan B,
2.29%, 12/23/12
|
|
|
156
|
|
|
155,893
|
|
Verso Paper Finance Holdings LLC,
7.29%, 2/01/13 (d)
|
|
|
4,278
|
|
|
3,422,670
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,578,563
|
|
|
|
|
|
|
|
|
|