|
|
|
|
|
|
|
|
Floating Rate Loan Interests (g)
|
|
Par
(000)
|
|
Value
|
|
Health
Care Providers & Services (concluded)
|
|
|
|
|
|
|
|
inVentiv Health, Inc., Combined
Term Loan, 6.50%, 8/04/16
|
|
USD
|
215
|
|
$
|
201,365
|
|
Wolverine Healthcare, Term Loan
B, 6.75%, 5/14/17
|
|
|
135
|
|
|
132,807
|
|
|
|
|
|
|
|
633,069
|
|
Hotels, Restaurants & Leisure 1.1%
|
|
|
|
|
|
|
|
Caesars Entertainment Operating Co.,
Inc.:
|
|
|
|
|
|
|
|
Extended Term Loan B6,
5.49%, 1/26/18
|
|
|
75
|
|
|
66,012
|
|
Incremental Term Loan B4,
9.50%, 10/31/16
|
|
|
80
|
|
|
80,309
|
|
Term Loan B1, 3.24%,
1/28/15
|
|
|
194
|
|
|
176,945
|
|
Term Loan B2, 3.24%,
1/28/15
|
|
|
109
|
|
|
99,767
|
|
Term Loan B3, 3.24 3.47%,
1/28/15
|
|
|
349
|
|
|
318,863
|
|
OSI Restaurant Partners LLC:
|
|
|
|
|
|
|
|
Revolver, 2.54 2.72%,
6/14/13
|
|
|
4
|
|
|
3,507
|
|
Term Loan B, 2.56%, 6/14/14
|
|
|
36
|
|
|
35,463
|
|
Station Casinos, Inc., Term Loan
B1, 3.24%, 6/17/16
|
|
|
311
|
|
|
292,322
|
|
|
|
|
|
|
|
1,073,188
|
|
Industrial Conglomerates 0.2%
|
|
|
|
|
|
|
|
Sequa Corp., Incremental Term
Loan, 6.25%, 12/03/14
|
|
|
160
|
|
|
159,201
|
|
IT Services 0.3%
|
|
|
|
|
|
|
|
First Data Corp., Extended Term
Loan B, 4.24%, 3/23/18
|
|
|
285
|
|
|
257,466
|
|
Leisure Equipment & Products 0.2%
|
|
|
|
|
|
|
|
Eastman Kodak Co., DIP Term
Loan B, 8.50%, 7/19/13
|
|
|
240
|
|
|
239,913
|
|
Machinery 0.2%
|
|
|
|
|
|
|
|
Rexnord Corp., Term Loan B,
5.00%, 4/02/18
|
|
|
214
|
|
|
213,176
|
|
Media 4.4%
|
|
|
|
|
|
|
|
Affinion Group, Inc., Term Loan B,
5.00%, 7/16/15
|
|
|
20
|
|
|
18,382
|
|
Cengage Learning Acquisitions, Inc.:
|
|
|
|
|
|
|
|
Non-Extended Term Loan,
2.49%, 7/03/14
|
|
|
40
|
|
|
36,028
|
|
Tranche 1 Incremental Term
Loan, 7.50%, 7/03/14
|
|
|
481
|
|
|
460,498
|
|
Clear Channel Communications, Inc.:
|
|
|
|
|
|
|
|
Term Loan B, 3.89%, 1/28/16
|
|
|
541
|
|
|
421,094
|
|
Term Loan C, 3.89%, 1/28/16
|
|
|
54
|
|
|
41,828
|
|
EMI Music Publishing Ltd., Term
Loan B, 1.00%, 11/14/17
|
|
|
135
|
|
|
134,156
|
|
|
|
|
|
|
|
|
|
Floating
Rate Loan Interests (g)
|
|
Par
(000)
|
|
Value
|
|
Media (concluded)
|
|
|
|
|
|
|
|
Intelsat Jackson Holdings SA (FKA
Intelsat Jackson Holdings Ltd.),
Tranche B Term Loan, 5.25%,
4/02/18
|
|
USD
|
2,475
|
|
$
|
2,452,824
|
|
Interactive Data Corp., Term Loan
B, 4.50%, 2/12/18
|
|
|
150
|
|
|
147,004
|
|
Newsday LLC, Fixed Rate Term
Loan, 10.50%, 8/01/13
|
|
|
550
|
|
|
560,659
|
|
|
|
|
|
|
|
4,272,473
|
|
Metals & Mining 0.2%
|
|
|
|
|
|
|
|
Constellium Holding Co. BV, Term
Loan B, 9.25%, 5/22/18
|
|
|
150
|
|
|
146,250
|
|
Oil, Gas & Consumable Fuels 0.5%
|
|
|
|
|
|
|
|
Chesapeake Energy Corp.,
Unsecured Term Loan, 8.50%,
12/01/17
|
|
|
120
|
|
|
117,780
|
|
Obsidian Natural Gas Trust, Term
Loan, 7.00%, 11/02/15
|
|
|
406
|
|
|
405,785
|
|
|
|
|
|
|
|
523,565
|
|
Paper & Forest Products 0.3%
|
|
|
|
|
|
|
|
NewPage Corp., DIP Term Loan,
8.00%, 3/07/13 (a)(e)
|
|
|
250
|
|
|
251,980
|
|
Pharmaceuticals 0.1%
|
|
|
|
|
|
|
|
Pharmaceutical Product
Development, Inc., Term Loan B,
6.25%, 12/05/18
|
|
|
145
|
|
|
144,664
|
|
Real Estate Investment Trusts (REITs) 0.4%
|
|
|
|
|
|
|
|
iStar Financial, Inc., Term Loan A1,
5.00%, 6/28/13
|
|
|
346
|
|
|
344,047
|
|
Real Estate Management & Development 0.5%
|
|
|
|
|
|
|
|
Realogy Corp.:
|
|
|
|
|
|
|
|
Extended Letter of Credit
Loan, 4.49%, 10/10/16
|
|
|
60
|
|
|
54,919
|
|
Extended Term Loan, 4.49%,
10/10/16
|
|
|
426
|
|
|
388,076
|
|
Stockbridge SBE Holdings LLC,
Term Loan B, 13.00%, 5/02/17
|
|
|
65
|
|
|
64,025
|
|
|
|
|
|
|
|
507,020
|
|
Software 0.5%
|
|
|
|
|
|
|
|
Lawson Software, Inc., Term Loan
B, 6.25%, 4/05/18
|
|
|
445
|
|
|
444,128
|
|
Magic Newco LLC, Second Lien
Term Loan, 12.00%, 12/06/19
|
|
|
90
|
|
|
86,924
|
|
|
|
|
|
|
|
531,052
|
|
Specialty Retail 0.1%
|
|
|
|
|
|
|
|
Claires Stores, Inc., Term Loan B,
2.99 3.22%, 5/29/14
|
|
|
142
|
|
|
132,471
|
|