|
|
|
|
|
|
|
|
Floating
Rate Loan Interests (b)
|
|
Par
(000)
|
|
Value
|
|
Media (concluded)
|
|
|
|
|
|
|
|
UPC Broadband Holding B.V., Term
U, 5.24%, 12/31/17
|
|
EUR
|
1,246
|
|
$
|
1,788,611
|
|
Univision Communications, Inc.,
Extended First Lien Term Loan,
4.44%, 3/31/17
|
|
USD
|
2,677
|
|
|
2,584,599
|
|
Weather Channel, Term Loan B,
4.25%, 2/13/17
|
|
|
1,696
|
|
|
1,704,936
|
|
|
|
|
|
|
|
48,131,188
|
|
Metals & Mining 1.8%
|
|
|
|
|
|
|
|
Novelis Inc., Term Loan, 4.00%,
3/10/17
|
|
|
3,142
|
|
|
3,154,891
|
|
Walter Energy, Inc., Term Loan B,
4.00%, 4/02/18
|
|
|
5,100
|
|
|
5,110,430
|
|
|
|
|
|
|
|
8,265,321
|
|
Multi-Utilities 0.1%
|
|
|
|
|
|
|
|
FirstLight Power Resources, Inc.
(FKA NE Energy, Inc.), Term B
Advance (First Lien), 2.81%,
11/01/13
|
|
|
421
|
|
|
416,258
|
|
Multiline Retail 1.4%
|
|
|
|
|
|
|
|
Dollar General Corp., Tranche B-2
Term Loan, 2.94%, 7/07/14
|
|
|
1,439
|
|
|
1,435,032
|
|
Hema Holding BV:
|
|
|
|
|
|
|
|
Facility B, 3.25%, 7/06/15
|
|
EUR
|
369
|
|
|
527,318
|
|
Facility C, 4.00%, 7/05/16
|
|
|
369
|
|
|
527,318
|
|
Facility D, 6.25%, 1/05/17
|
|
|
2,900
|
|
|
4,121,221
|
|
|
|
|
|
|
|
6,610,889
|
|
Oil, Gas & Consumable
Fuels 0.9%
|
|
|
|
|
|
|
|
Obsidian Natural Gas Trust, Term
Loan, 7.00%, 11/02/15
|
|
USD
|
3,981
|
|
|
4,040,278
|
|
Paper & Forest Products 0.9%
|
|
|
|
|
|
|
|
Verso Paper Finance Holdings LLC,
Term Loan with PIK Option
6.52%, 2/01/13 (h)
|
|
|
4,424
|
|
|
3,981,913
|
|
Personal Products 0.1%
|
|
|
|
|
|
|
|
NBTY, Inc., Term Loan B, 4.25%,
10/02/17
|
|
|
381
|
|
|
380,772
|
|
Pharmaceuticals 1.1%
|
|
|
|
|
|
|
|
Axcan Pharma, Inc., Term Loan,
5.50%, 2/10/17
|
|
|
1,796
|
|
|
1,786,522
|
|
Quinteles Transnational Corp.,
Term Loan, 5.75%, 6/08/18
|
|
|
1,150
|
|
|
1,142,094
|
|
Warner Chilcott Corp.:
|
|
|
|
|
|
|
|
Term Loan B-1, 4.25%,
3/15/18
|
|
|
960
|
|
|
961,794
|
|
Term Loan B-2, 4.25%,
3/15/18
|
|
|
480
|
|
|
480,897
|
|
Term Loan B-3, 4.25%,
3/15/18
|
|
|
660
|
|
|
661,279
|
|
|
|
|
|
|
|
5,032,586
|
|
Floating Rate Loan Interests (b)
|
|
Par
(000)
|
|
Value
|
|
Professional Services 0.8%
|
|
|
|
|
|
|
|
Booz Allen Hamilton, Inc., Tranche
B Term Loan, 4.00%, 8/03/17
|
|
USD
|
1,650
|
|
$
|
1,657,366
|
|
Fifth Third Processing Solutions,
LLC, Term Loan B (First Lien),
4.75%, 11/03/16
|
|
|
2,095
|
|
|
2,095,797
|
|
|
|
|
|
|
|
3,753,163
|
|
Real Estate Investment Trusts
(REITs) 1.0%
|
|
|
|
|
|
|
|
iStar Financial, Inc., Term Loan
(Second Lien), 5.00%, 6/28/13
|
|
|
4,429
|
|
|
4,405,899
|
|
Real Estate Management &
Development 1.3%
|
|
|
|
|
|
|
|
Realogy Corp.:
|
|
|
|
|
|
|
|
Extended Synthetic Letter of
Credit Loan, 4.64%, 10/10/16
|
|
|
671
|
|
|
623,729
|
|
Extended Term Loan B, 4.52%,
10/10/16
|
|
|
5,956
|
|
|
5,535,820
|
|
|
|
|
|
|
|
6,159,549
|
|
Semiconductors & Semiconductor
Equipment 0.4%
|
|
|
|
|
|
|
|
Freescale Semiconductor, Inc.,
Extended Maturity Term Loan,
4.46%, 12/01/16
|
|
|
733
|
|
|
729,765
|
|
Microsemi Corp., Term Loan B,
4.00%, 11/02/17
|
|
|
1,297
|
|
|
1,301,072
|
|
|
|
|
|
|
|
2,030,837
|
|
Software 0.1%
|
|
|
|
|
|
|
|
Telcordia Technologies, Inc., Term
Loan, 6.75%, 4/09/16
|
|
|
481
|
|
|
480,719
|
|
Specialty Retail 3.2%
|
|
|
|
|
|
|
|
Burlington Coat Factory
Warehouse Corp., Term Loan B,
6.25%, 2/18/17
|
|
|
1,421
|
|
|
1,420,727
|
|
General Nutrition Centers, Inc.,
Term Loan B, 4.25%, 3/02/18
|
|
|
2,175
|
|
|
2,176,631
|
|
J. Crew Group, Inc., Term Loan B,
4.75%, 3/07/18
|
|
|
655
|
|
|
642,105
|
|
Jo-Ann Stores, Inc., Term Loan B,
4.75%, 3/16/18
|
|
|
800
|
|
|
791,400
|
|
Michaels Stores, Inc.:
|
|
|
|
|
|
|
|
Term Loan B-1, 2.56%,
10/31/13
|
|
|
980
|
|
|
967,428
|
|
Term Loan B-2, 4.81%,
7/31/16
|
|
|
502
|
|
|
503,560
|
|
Petco Animal Supplies, Inc., Term
Loan B, 4.50%, 11/24/17
|
|
|
2,708
|
|
|
2,705,232
|
|
Sensata Technologies Finance
Company, LLC, New Term Loan,
4.00%, 5/11/18
|
|
|
2,760
|
|
|
2,764,024
|
|
Toys R Us Delaware, Inc.:
Initial Loan, 4.25%, 9/01/16
|
|
|
1,727
|
|
|
1,729,338
|
|