|
|
Par
(000)
|
|
Value
|
|
Floating
Rate Loan Interests (h)
|
|
|
Media
— 3.4%
|
|
Cengage
Learning Acquisitions, Inc.:
|
|
|
Non
Extended Term Loan, 2.70%, 7/03/14
|
USD
|
493
|
$
|
387,514
|
|
|
Tranche
1 Incremental, 7.50%, 7/03/14
|
|
2,520
|
|
1,979,502
|
|
Clear
Channel Communications, Inc.:
|
|
|
Term
Loan B, 3.84%, 1/29/16
|
|
520
|
|
482,645
|
|
|
Term
Loan C, 3.84%, 1/29/16
|
|
156
|
|
144,036
|
|
|
Term
Loan D, 6.94%, 1/30/19
|
|
1,995
|
|
1,861,548
|
|
EMI
Music Publishing Ltd., Term Loan B, 4.25%, 6/29/18
|
|
672
|
|
675,614
|
|
Getty
Images, Inc., Term Loan B, 4.75%, 10/18/19
|
|
633
|
|
636,522
|
|
Intelsat
Jackson Holdings SA, Term Loan B1, 4.25%, 4/02/18
|
|
8,391
|
|
8,440,648
|
|
Interactive
Data Corp., Term Loan B, 3.75%, 2/11/18
|
|
635
|
|
636,090
|
|
Univision
Communications, Inc., Converted Extended Term Loan, 4.50%, 3/02/20
|
|
386
|
|
384,682
|
|
Virgin
Media Investment Holdings, Term Loan B, 3.50%, 2/17/20
|
|
185
|
|
184,643
|
|
|
|
|
15,813,444
|
|
|
Metals
& Mining — 1.0%
|
|
Constellium
Holdco BV, Term Loan B, 6.25%, 3/25/20
|
1,380
|
|
1,402,425
|
|
FMG
America Finance, Inc., Term Loan, 5.25%, 10/18/17
|
|
3,453
|
|
3,468,360
|
|
|
|
|
4,870,785
|
|
|
Multiline
Retail — 0.5%
|
|
HEMA
Holding BV, Mezzanine, 8.62%, 7/05/17 (f)
|
EUR
|
1,798
|
|
2,103,700
|
|
|
Oil,
Gas & Consumable Fuels — 1.5%
|
|
Chesapeake
Energy Corp., Unsecured Term Loan, 5.75%, 12/01/17
|
USD
|
3,435
|
|
3,518,917
|
|
Obsidian
Natural Gas Trust, Term Loan, 7.00%, 11/02/15
|
|
1,183
|
|
1,188,952
|
|
Samson
Investment Co., Second Lien Term Loan, 6.00%, 9/25/18
|
|
360
|
|
361,890
|
|
Vantage
Drilling Co.:
|
|
|
Term
Loan, 6.25%, 10/26/17
|
|
1,348
|
|
1,360,146
|
|
|
Term
Loan B, 5.75%, 3/22/19
|
|
565
|
|
571,594
|
|
|
|
|
7,001,499
|
|
|
Pharmaceuticals
— 0.7%
|
|
Aptalis
Pharma, Inc., Term Loan B, 5.50%, 2/10/17
|
|
1,466
|
|
1,470,532
|
|
|
|
Par
(000)
|
|
Value
|
|
Floating
Rate Loan Interests (h)
|
|
|
Pharmaceuticals
(concluded)
|
|
Par
Pharmaceutical, Term Loan B, 4.25%, 9/30/19
|
USD
|
1,104
|
$
|
1,105,550
|
|
Pharmaceutical
Product Development, Inc., Term Loan B, 4.25%, 12/05/18
|
483
|
|
486,648
|
|
|
|
|
3,062,730
|
|
|
Professional
Services — 0.1%
|
|
Truven
Health Analytics, Inc., Term Loan B, 4.50%, 6/01/19
|
|
571
|
|
571,641
|
|
|
Real
Estate Investment Trusts (REITs) — 0.3%
|
|
iStar
Financial, Inc., Term Loan, 4.50%, 9/28/17
|
|
1,538
|
|
1,552,743
|
|
|
Real
Estate Management & Development — 0.2%
|
|
Realogy
Corp.:
|
|
|
Extended
Letter of Credit, 4.45%, 10/10/16
|
138
|
|
139,168
|
|
|
Extended
Term Loan, 4.50%, 3/05/20
|
1,020
|
|
1,029,139
|
|
|
|
|
1,168,307
|
|
|
Road
& Rail — 0.1%
|
|
Genesee
& Wyoming, Inc., Term Loan A, 2.20%, 9/29/17
|
|
434
|
|
435,094
|
|
|
Software
— 0.6%
|
|
GCA
Services Group, Inc., Second Lien Term Loan, 9.25%, 10/22/20
|
90
|
|
91,350
|
|
Infor
US, Inc., Term Loan B2, 5.25% - 6.25%, 4/05/18
|
|
1,891
|
|
1,908,698
|
|
Kronos,
Inc., Second Lien Term Loan, 9.75%, 4/30/20
|
|
795
|
|
830,775
|
|
|
|
|
2,830,823
|
|
|
Specialty
Retail — 0.2%
|
|
David's
Bridal, Inc., Term Loan B, 5.00% - 6.25%, 10/11/19
|
|
833
|
|
837,768
|
|
|
Textiles,
Apparel & Luxury Goods — 0.5%
|
|
Ascend
Performance Materials LLC, Term Loan B, 6.75%, 4/10/18
|
1,733
|
|
1,741,163
|
|
Phillips-Van
Heusen Corp., Term Loan B, 3.25%, 2/13/20
|
|
680
|
|
682,890
|
|
|
|
|
2,424,053
|
|
|
Thrifts
& Mortgage Finance — 0.2%
|
|
Ocwen
Financial Corp., Term Loan, 5.00%, 2/15/18
|
|
940
|
|
950,970
|
|
|
Wireless
Telecommunication Services — 0.9%
|
|
Vodafone
Americas Finance 2, Inc., Term Loan B, 6.25%, 7/11/16 (f)
|
4,022
|
|
4,122,422
|
|
|
Total
Floating Rate Loan Interests – 23.2%
|
|
107,388,833
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|