Floating Rate Loan Interests (b)
|
|
Par
(000)
|
|
Value
|
|
|
Insurance — 2.3%
|
|
Alliant Holdings I, Inc., Term Loan B, 5.00%, 12/20/19
|
USD
|
424
|
$
|
426,057
|
|
Asurion LLC, Term Loan B1, 4.50%, 5/24/19
|
|
648
|
|
651,040
|
|
CNO Financial Group, Inc.:
|
|
|
Term Loan B1, 3.00%, 9/28/16
|
|
369
|
|
371,078
|
|
|
Term Loan B2, 3.75%, 9/20/18
|
|
535
|
|
537,905
|
|
Cooper Gay Swett & Crawford Ltd, First Lien Term Loan, 5.00%, 4/06/20
|
|
420
|
|
424,725
|
|
Cooper Gay Swett & Crawford Ltd., Second Lien Term Loan, 8.25%, 10/05/20
|
|
200
|
|
203,500
|
|
Cunningham Lindsey US, Inc., First Lien Term Loan, 5.00%, 12/10/19
|
|
369
|
|
372,304
|
|
|
|
|
2,986,609
|
|
|
Internet Software & Services — 0.4%
|
|
Web.com Group, Inc., Term Loan B, 4.50%, 10/27/17
|
|
512
|
|
518,364
|
|
|
IT Services — 4.9%
|
|
CCC Information Services, Inc., Term Loan, 4.00%, 12/20/19
|
|
214
|
|
215,535
|
|
Ceridian Corp., Extended Term Loan, 5.95%, 5/09/17
|
|
954
|
|
960,622
|
|
First Data Corp.:
|
|
|
2018 Term Loan, 4.20%, 9/24/18
|
|
445
|
|
442,713
|
|
|
Extended 2018 Term Loan B, 4.20%, 3/23/18
|
|
2,250
|
|
2,239,208
|
|
Genpact International, Inc., Term Loan B, 3.50%, 8/30/19
|
|
661
|
|
666,733
|
|
InfoGroup, Inc., Term Loan, 7.50%, 5/25/18
|
|
245
|
|
222,945
|
|
SunGard Data Systems, Inc.:
|
|
|
Term Loan D, 4.50%, 1/31/20
|
|
264
|
|
267,642
|
|
|
Term Loan E, 4.00%, 3/08/20
|
|
145
|
|
146,541
|
|
TransUnion LLC, Term Loan, 4.25%, 2/10/19
|
|
1,256
|
|
1,264,840
|
|
|
|
|
6,426,779
|
|
|
Leisure Equipment & Products — 0.2%
|
|
FGI Operating Co. LLC, Term Loan, 5.50%, 4/19/19
|
|
207
|
|
207,144
|
|
|
Life Sciences Tools & Services — 0.2%
|
|
Patheon, Inc., Term Loan, 7.25%, 12/06/18
|
|
274
|
|
277,045
|
|
|
Machinery — 2.7%
|
|
Alliance Laundry Systems LLC:
|
|
|
Second Lien Term Loan, 9.50%, 12/10/19
|
|
131
|
|
133,527
|
|
Floating Rate Loan Interests (b)
|
|
Par
(000)
|
|
Value
|
|
|
Machinery (concluded)
|
|
Alliance Laundry Systems LLC (concluded):
|
|
|
Term Loan, 4.50%, 12/07/18
|
USD
|
229
|
$
|
230,410
|
|
Dematic SA, Term Loan, 5.25%, 12/27/19
|
|
569
|
|
572,839
|
|
Generac Power Systems, Inc., Term Loan B, 3.50%, 5/29/20
|
|
785
|
|
784,670
|
|
Intelligrated, Inc., First Lien Term Loan, 4.50%, 7/30/18
|
|
398
|
|
400,488
|
|
Navistar International Corp., Term Loan B, 5.75%, 8/07/17
|
|
206
|
|
209,467
|
|
Rexnord LLC, Term Loan B, 3.75%, 4/02/18
|
|
196
|
|
198,497
|
|
Silver II US Holdings LLC, Term Loan, 4.00%, 12/13/19
|
|
648
|
|
648,511
|
|
Terex Corp., Term Loan B, 5.00%, 4/28/17
|
EUR
|
34
|
|
44,597
|
|
Wabash National Corp., Term Loan B, 4.50%, 5/02/19
|
USD
|
340
|
|
341,725
|
|
|
|
|
3,564,731
|
|
|
Media — 14.0%
|
|
AMC Entertainment, Inc., Term Loan, 3.50%, 4/30/20
|
|
265
|
|
265,538
|
|
BBHI Acquisition LLC, Term Loan B, 5.25%, 12/14/17
|
|
455
|
|
455,461
|
|
Capsugel Holdings US, Inc., Term Loan B, 4.75%, 8/01/18
|
|
530
|
|
534,743
|
|
Catalina Marketing Corp., 2017 Term Loan B, 5.69%, 9/29/17
|
|
508
|
|
515,479
|
|
Cengage Learning Acquisitions, Inc.:
|
|
|
Non Extended Term Loan, 2.70%, 7/03/14
|
|
226
|
|
177,608
|
|
|
Tranche 1 Incremental, 7.50%, 7/03/14
|
|
366
|
|
287,850
|
|
Charter Communications Operating LLC, Term Loan E, 3.00%, 4/10/20
|
|
465
|
|
462,177
|
|
Clear Channel Communications, Inc.:
|
|
|
Term Loan B, 3.84%, 1/29/16
|
|
373
|
|
345,835
|
|
|
Term Loan C, 3.84%, 1/29/16
|
|
42
|
|
39,035
|
|
|
Term Loan D, 6.94%, 1/22/19
|
|
1,339
|
|
1,249,544
|
|
Cumulus Media, Inc., First Lien Term Loan, 4.50%, 9/17/18
|
|
581
|
|
586,010
|
|
EMI Music Publishing Ltd., Term Loan B, 4.25%, 6/29/18
|
|
358
|
|
360,328
|
|
Fender Musical Instrument Corp., Term Loan B, 5.75%, 4/03/19
|
|
70
|
|
69,854
|
|
Foxco Acquisition Sub LLC, Term Loan B, 5.50%, 7/14/17
|
|
692
|
|
700,461
|
|
Getty Images, Inc., Term Loan B, 4.75%, 10/18/19
|
|
329
|
|
330,356
|
|
Gray Television, Inc., Term Loan B, 4.75%, 10/15/19
|
|
392
|
|
397,019
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|