|
|
|
|
|
|
|
|
Floating Rate Loan Interests (g)
|
Par
(000)
|
|
Value
|
|
|
|
|
|
|
|
|
|
Chemicals
0.1%
|
|
|
|
|
|
|
|
PQ Corp. (FKA Niagara Acquisition,
Inc.), Term Loan (First Lien),
3.51% - 3.54%, 7/30/14
|
USD
|
|
420
|
|
$
|
399,543
|
|
|
|
|
|
|
|
|
|
Commercial
Services & Supplies 1.3%
|
|
|
|
|
|
|
|
AWAS Finance Luxembourg Sarl,
Term Loan B, 7.75%, 6/10/16
|
|
|
1,500
|
|
|
1,527,499
|
|
Delos Aircraft, Inc., Term Loan 2,
7.00%, 3/17/16
|
|
|
975
|
|
|
989,800
|
|
International Lease Finance Corp.,
Term Loan 1, 6.75%, 3/17/15
|
|
|
1,350
|
|
|
1,367,357
|
|
Volume Services America, Inc.
(Centerplate), Term Loan B,
10.75%, 8/24/16
|
|
|
1,600
|
|
|
1,596,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,480,656
|
|
|
|
|
|
|
|
|
|
Construction
& Engineering 0.8%
|
|
|
|
|
|
|
|
Safway Services, LLC, Last Out
Term Loan, 15.63%, 12/14/17
|
|
|
3,250
|
|
|
3,250,000
|
|
|
|
|
|
|
|
|
|
Consumer
Finance 1.6%
|
|
|
|
|
|
|
|
AGFS Funding Co., Term Loan,
7.25%, 4/21/15
|
|
|
6,500
|
|
|
6,547,736
|
|
|
|
|
|
|
|
|
|
Electric
Utilities 0.5%
|
|
|
|
|
|
|
|
New Development Holdings LLC,
Term Loan, 7.00%, 7/03/17
|
|
|
2,020
|
|
|
2,052,014
|
|
|
|
|
|
|
|
|
|
Food
Products 0.3%
|
|
|
|
|
|
|
|
Advance Pierre Foods, Term Loan
(Second Lien), 11.25%, 9/29/17
|
|
|
1,300
|
|
|
1,309,750
|
|
|
|
|
|
|
|
|
|
Health
Care Providers & Services 0.7%
|
|
|
|
|
|
|
|
Harden Healthcare, Inc.:
|
|
|
|
|
|
|
|
Add-on
Term Loan, 7.75%,
3/02/15
|
|
|
878
|
|
|
859,950
|
|
Tranche
A Term Loan, 8.50%,
2/22/15
|
|
|
673
|
|
|
659,651
|
|
inVentiv Health, Inc. (FKA Ventive
Health, Inc.), Term Loan B,
6.50%, 7/31/16
|
|
|
1,397
|
|
|
1,403,483
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,923,084
|
|
|
|
|
|
|
|
|
|
Hotels,
Restaurants & Leisure 1.2%
|
|
|
|
|
|
|
|
Travelport LLC (FKA Travelport,
Inc.), Loan, 8.28%, 3/27/12 (d)
|
|
|
5,440
|
|
|
5,045,331
|
|
|
|
|
|
|
|
|
|
Household
Durables 0.4%
|
|
|
|
|
|
|
|
Visant Corp. (FKA Jostens), Term
Loan B, 7.00%, 12/20/16
|
|
|
1,600
|
|
|
1,613,000
|
|
|
|
|
|
|
|
|
|
IT
Services 0.4%
|
|
|
|
|
|
|
|
First Data Corp.:
|
|
|
|
|
|
|
|
Initial
Tranche B-1 Term Loan,
3.00%, 9/24/14
|
|
|
254
|
|
|
228,999
|
|
Initial
Tranche B-2 Term Loan,
3.00%, 9/24/14
|
|
|
642
|
|
|
577,615
|
|
Initial
Tranche B-3 Term Loan,
3.00%, 9/24/14
|
|
|
1,162
|
|
|
1,047,621
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,854,235
|
|
|
|
|
|
|
|
|
|
Independent
Power Producers &
Energy Traders 0.9%
|
|
|
|
|
|
|
|
Texas Competitive Electric Holdings Co.,
LLC (TXU):
|
|
|
|
|
|
|
|
Initial
Tranche B-1 Term Loan,
3.75% - 3.79%, 10/10/14
|
|
|
341
|
|
|
263,411
|
|
|
|
|
|
|
|
|
|
Floating Rate Loan Interests (g)
|
|
Par
(000)
|
|
Value
|
|
|
|
|
|
|
|
|
|
Independent
Power Producers &
Energy Traders (concluded)
|
|
|
|
|
|
|
|
Texas Competitive Electric Holdings Co.,
LLC (TXU) (concluded):
|
|
|
|
|
|
|
|
Initial
Tranche B-2 Term Loan,
3.75% - 3.79%, 10/10/14
|
USD
|
|
214
|
|
$
|
165,335
|
|
Initial
Tranche B-3 Term Loan,
3.75% - 3.79%,, 10/10/14
|
|
|
4,530
|
|
|
3,486,382
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,915,128
|
|
|
|
|
|
|
|
|
|
Media
1.6%
|
|
|
|
|
|
|
|
Cengage Learning Acquisitions,
Inc. (Thomson Learning),
Tranche 1 Incremental Term
Loan, 7.50%, 7/03/14
|
|
|
2,688
|
|
|
2,694,845
|
|
HMH Publishing Co., Ltd., Tranche
A Term Loan, 5.75%, 6/12/14
|
|
|
1,487
|
|
|
1,373,166
|
|
Newsday, LLC, Fixed Rate Term
Loan, 10.50%, 8/01/13
|
|
|
2,450
|
|
|
2,597,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,665,011
|
|
|
|
|
|
|
|
|
|
Multiline
Retail 0.6%
|
|
|
|
|
|
|
|
Hema Holding BV, Mezzanine,
4.35% - 5.00%, 1/29/17 (d)
|
EUR
|
|
1,584
|
|
|
1,989,790
|
|
The Neiman Marcus Group, Inc.,
Term Loan B, 4.29%, 4/06/16
|
USD
|
|
388
|
|
|
379,682
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,369,472
|
|
|
|
|
|
|
|
|
|
Oil, Gas
& Consumable Fuels 1.6%
|
|
|
|
|
|
|
|
Obsidian Natural Gas Trust, Term
Loan, 7.00%, 11/30/15
|
|
|
3,797
|
|
|
3,872,940
|
|
Turbo Beta Ltd., Dollar Facility,
2.50% - 12.00%, 3/15/18 (d)
|
|
|
3,799
|
|
|
2,659,332
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,532,272
|
|
|
|
|
|
|
|
|
|
Paper
& Forest Products 0.4%
|
|
|
|
|
|
|
|
Verso Paper Finance Holdings LLC,
6.54% - 7.29%, 2/01/13 (d)
|
|
|
2,054
|
|
|
1,643,466
|
|
|
|
|
|
|
|
|
|
Real
Estate Investment Trusts (REITs) 0.1%
|
|
|
|
|
|
|
|
iStar Financial, Inc., Term Loan
(Second Lien), 1.75%, 6/28/11
|
|
|
350
|
|
|
334,930
|
|
|
|
|
|
|
|
|
|
Real
Estate Management & Development 0.8%
|
|
|
|
|
|
|
|
Realogy Corp.:
|
|
|
|
|
|
|
|
Initial
Term Loan B, 3.29%,
10/10/13
|
|
|
1,683
|
|
|
1,545,436
|
|
Synthetic
Letter of Credit,
0.11% - 3.15%, 10/10/13
|
|
|
229
|
|
|
210,657
|
|
Term
Loan (Second Lien),
13.50%, 10/15/17
|
|
|
1,575
|
|
|
1,706,906
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,462,999
|
|
|
|
|
|
|
|
|
|
Specialty
Retail 0.2%
|
|
|
|
|
|
|
|
Claires Stores, Inc., Term Loan B,
3.01% - 3.04%, 5/29/14
|
|
|
235
|
|
|
205,465
|
|
Michaels Stores, Inc., Term Loan
B-1, 2.56%, 10/31/13
|
|
|
558
|
|
|
537,642
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
743,107
|
|
|
|
|
|
|
|
|
|
Total
Floating Rate Loan Interests 15.1%
|
|
|
|
|
|
62,829,457
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|