|
|
|
|
|
|
|
|
Floating Rate Loan Interests (b)
|
|
Par
(000)
|
|
Value
|
|
Construction & Engineering (concluded)
|
|
|
|
|
|
|
|
Safway Services LLC, First Out
Tranche Loan, 9.00%, 12/16/17
|
|
USD
|
1,500
|
|
$
|
1,500,000
|
|
|
|
|
|
|
|
2,172,339
|
|
Construction Materials 0.9%
|
|
|
|
|
|
|
|
HD Supply, Inc., Senior Debt B,
7.25%, 10/12/17
|
|
|
2,115
|
|
|
2,123,460
|
|
Consumer Finance 0.6%
|
|
|
|
|
|
|
|
Springleaf Finance Corp., Term
Loan, 5.50%, 5/10/17
|
|
|
1,610
|
|
|
1,484,549
|
|
Containers & Packaging 0.4%
|
|
|
|
|
|
|
|
Sealed Air Corp., Term Loan B,
4.75%, 10/03/18
|
|
|
909
|
|
|
909,494
|
|
Diversified Consumer Services 2.7%
|
|
|
|
|
|
|
|
Coinmach Service Corp., Term
Loan, 3.24%, 11/20/14
|
|
|
2,160
|
|
|
2,008,591
|
|
Education Management LLC, Term
Loan C3, 8.25%, 3/29/18
|
|
|
575
|
|
|
562,925
|
|
Laureate Education, Inc., Extended
Term Loan, 5.25%, 8/15/18
|
|
|
2,142
|
|
|
2,052,308
|
|
ServiceMaster Co.:
|
|
|
|
|
|
|
|
Delayed Draw Term Loan,
2.74%, 7/24/14
|
|
|
86
|
|
|
84,147
|
|
Term Loan, 2.79%, 7/24/14
|
|
|
868
|
|
|
845,019
|
|
Weight Watchers International,
Inc., Term Loan F, 4.00%,
3/12/19
|
|
|
630
|
|
|
618,345
|
|
|
|
|
|
|
|
6,171,335
|
|
Diversified Financial Services 1.2%
|
|
|
|
|
|
|
|
Reynolds Group Holdings, Inc.:
|
|
|
|
|
|
|
|
Tranche B Term Loan, 6.50%,
2/09/18
|
|
|
450
|
|
|
450,677
|
|
Tranche C Term Loan, 6.50%,
8/09/18
|
|
|
2,198
|
|
|
2,203,940
|
|
|
|
|
|
|
|
2,654,617
|
|
Diversified Telecommunication Services 3.0%
|
|
|
|
|
|
|
|
Hawaiian Telcom Communications,
Inc., Term Loan B, 7.00%,
2/28/17
|
|
|
870
|
|
|
858,037
|
|
Integra Telecom Holdings, Inc.,
Term Loan B, 9.25%, 4/15/15
|
|
|
909
|
|
|
880,221
|
|
Level 3 Financing, Inc.:
|
|
|
|
|
|
|
|
Term Loan B2, 5.75%,
9/03/18
|
|
|
2,050
|
|
|
2,030,607
|
|
Term Loan B3, 5.75%,
8/31/18
|
|
|
775
|
|
|
767,669
|
|
Tranche A Term Loan, 2.49% -
2.72%, 3/13/14
|
|
|
1,100
|
|
|
1,070,212
|
|
US Telepacific Corp., Term Loan B,
5.75%, 2/23/17
|
|
|
1,368
|
|
|
1,288,020
|
|
|
|
|
|
|
|
6,894,766
|
|
|
|
|
|
|
|
|
|
Floating
Rate Loan Interests (b)
|
|
Par
(000)
|
|
Value
|
|
Electronic Equipment, Instruments & Components
0.5%
|
|
|
|
|
|
|
|
CDW LLC, Extended Term Loan,
4.00%, 7/14/17
|
|
USD
|
431
|
|
$
|
411,869
|
|
Sensata Technologies Finance Co.
LLC, Term Loan, 4.00%,
5/11/18
|
|
|
775
|
|
|
762,260
|
|
|
|
|
|
|
|
1,174,129
|
|
Energy Equipment & Services 2.2%
|
|
|
|
|
|
|
|
Dynegy Midwest Generation LLC,
Coal Co. Term Loan, 9.25%,
8/04/16
|
|
|
861
|
|
|
878,031
|
|
Dynegy Power LLC, Gas Co. Term
Loan, 9.25%, 8/04/16
|
|
|
1,576
|
|
|
1,624,366
|
|
MEG Energy Corp., Term Loan B,
4.00%, 3/16/18
|
|
|
1,552
|
|
|
1,533,636
|
|
Tervita Corp., Term Loan B, 3.24%,
11/14/14
|
|
|
1,203
|
|
|
1,153,659
|
|
|
|
|
|
|
|
5,189,692
|
|
Food & Staples Retailing 0.3%
|
|
|
|
|
|
|
|
US Foods, Inc. (FKA US
Foodservice, Inc.), Term Loan B,
2.74%, 7/03/14
|
|
|
643
|
|
|
621,048
|
|
Food Products 2.0%
|
|
|
|
|
|
|
|
Advance Pierre Foods, Term Loan
(First Lien), 7.00%, 9/30/16
|
|
|
2,278
|
|
|
2,279,913
|
|
Del Monte Corp., Term Loan,
4.50%, 3/08/18
|
|
|
1,042
|
|
|
1,015,100
|
|
Pinnacle Foods Finance LLC:
|
|
|
|
|
|
|
|
Term Loan E, 4.75%,
10/17/18
|
|
|
733
|
|
|
726,515
|
|
Tranche B Term Loan, 3.97%,
10/03/16
|
|
|
119
|
|
|
117,830
|
|
Solvest Ltd. (Dole):
|
|
|
|
|
|
|
|
Tranche B-2 Term Loan,
5.00% - 6.00%, 7/06/18
|
|
|
203
|
|
|
202,367
|
|
Tranche C-2 Term Loan,
5.00% - 6.00%, 7/06/18
|
|
|
364
|
|
|
362,131
|
|
|
|
|
|
|
|
4,703,856
|
|
Health Care Equipment & Supplies 1.9%
|
|
|
|
|
|
|
|
Bausch & Lomb, Inc., Term Loan B,
5.25%, 5/17/19
|
|
|
1,135
|
|
|
1,114,525
|
|
DJO Finance LLC:
|
|
|
|
|
|
|
|
Term Loan B2, 5.24%,
11/01/16
|
|
|
356
|
|
|
352,820
|
|
Term Loan B3, 6.25%,
9/15/17
|
|
|
1,235
|
|
|
1,220,081
|
|
Hupah Finance Inc., Term Loan B,
6.25%, 1/21/19
|
|
|
675
|
|
|
677,113
|
|
Immucor, Inc., Term Loan B,
7.25%, 8/17/18
|
|
|
975
|
|
|
973,276
|
|
|
|
|
|
|
|
4,337,815
|
|