|
Par
(000)
|
|
Value
|
|
Floating
Rate Loan Interests (i)
|
|
|
Food
Products (concluded)
|
|
Pinnacle
Foods Finance LLC, Term Loan G, 3.25%, 4/29/20
|
USD
|
160
|
$
|
160,000
|
|
|
|
|
395,634
|
|
|
Health
Care Equipment & Supplies — 0.5%
|
|
Bausch
& Lomb, Inc., Term Loan, 4.00%, 5/17/19
|
|
134
|
|
134,206
|
|
Capital
Safety North America Holding, Inc., Term Loan, 4.50%, 1/21/19
|
|
277
|
|
277,726
|
|
LHP
Hospital Group, Inc., Term Loan, 9.00%, 7/03/18
|
|
104
|
|
106,297
|
|
|
|
|
518,229
|
|
|
Health
Care Providers & Services — 0.1%
|
|
inVentiv
Health, Inc., Combined Term Loan, 7.50%, 8/04/16
|
|
107
|
|
106,151
|
|
|
Hotels,
Restaurants & Leisure — 3.4%
|
|
Harrah's
Property Co., Mezzanine Term Loan, 3.69%, 2/13/14
|
|
2,305
|
|
2,103,312
|
|
MGM
Resorts International, Term Loan B, 3.50%, 12/20/19
|
|
764
|
|
765,552
|
|
Station
Casinos, Inc., Term Loan B, 5.00%, 3/01/20
|
|
625
|
|
630,781
|
|
|
|
|
3,499,645
|
|
|
Industrial
Conglomerates — 0.2%
|
|
Sequa
Corp., Term Loan B, 5.25%, 6/19/17
|
|
208
|
|
210,256
|
|
|
Insurance
— 0.1%
|
|
Alliant
Holdings I, Inc., Term Loan B, 5.00%, 12/20/19
|
|
120
|
|
120,299
|
|
|
IT
Services — 0.3%
|
|
First
Data Corp., Extended 2018 Term Loan B, 4.20%, 3/23/18
|
|
285
|
|
283,695
|
|
|
Life
Sciences Tools & Services — 0.1%
|
|
Patheon,
Inc., Term Loan, 7.25%, 12/06/18
|
|
75
|
|
75,558
|
|
|
Machinery
— 0.4%
|
|
Rexnord
LLC, Term Loan B, 3.75%, 4/02/18
|
|
178
|
|
180,335
|
|
Silver
II US Holdings LLC, Term Loan, 4.00%, 12/13/19
|
|
214
|
|
214,470
|
|
|
|
|
394,805
|
|
|
Media
— 3.8%
|
|
Cengage
Learning Acquisitions, Inc.:
|
|
|
Non
Extended Term Loan, 2.70%, 7/03/14
|
|
39
|
|
31,001
|
|
|
Tranche
1 Incremental, 7.50%, 7/03/14
|
|
476
|
|
374,156
|
|
Clear
Channel Communications, Inc.:
|
|
|
Term
Loan B, 3.84%, 1/29/16
|
|
365
|
|
338,838
|
|
|
Term
Loan C, 3.84%, 1/29/16
|
|
20
|
|
18,363
|
|
|
Par
(000)
|
|
Value
|
|
Floating
Rate Loan Interests (i)
|
|
|
Media
(concluded)
|
|
Clear
Channel Communications, Inc. (concluded):
|
|
|
Term
Loan D, 3.84%, 1/29/16
|
USD
|
325
|
$
|
303,548
|
|
EMI
Music Publishing Ltd., Term Loan B, 4.25%, 6/29/18
|
|
104
|
|
105,096
|
|
Getty
Images, Inc., Term Loan B, 4.75%, 10/18/19
|
|
234
|
|
235,584
|
|
Intelsat
Jackson Holdings SA, Term Loan B1, 4.25%, 4/02/18
|
|
2,367
|
|
2,381,143
|
|
Interactive
Data Corp., Term Loan B, 3.75%, 2/11/18
|
|
150
|
|
149,995
|
|
Virgin
Media Investment Holdings, Term Loan B, 3.50%, 2/17/20
|
|
40
|
|
39,923
|
|
|
|
|
3,977,647
|
|
|
Metals
& Mining — 1.1%
|
|
Constellium
Holdco BV, Term Loan B, 6.25%, 3/25/20
|
|
310
|
|
315,037
|
|
FMG
America Finance, Inc., Term Loan, 5.25%, 10/18/17
|
|
851
|
|
854,596
|
|
|
|
|
1,169,633
|
|
|
Oil,
Gas & Consumable Fuels — 1.8%
|
|
Chesapeake
Energy Corp., Unsecured Term Loan, 5.75%, 12/01/17
|
|
765
|
|
783,689
|
|
Obsidian
Natural Gas Trust, Term Loan, 7.00%, 11/02/15
|
|
283
|
|
284,740
|
|
Samson
Investment Co., Second Lien Term Loan, 6.00%, 9/25/18
|
|
85
|
|
85,446
|
|
Vantage
Drilling Co.:
|
|
|
Term
Loan, 6.25%, 10/26/17
|
|
316
|
|
319,218
|
|
|
Term
Loan B, 5.75%, 3/22/19
|
|
380
|
|
384,435
|
|
|
|
|
1,857,528
|
|
|
Pharmaceuticals
— 0.1%
|
|
Pharmaceutical
Product Development, Inc., Term Loan B, 4.25%, 12/05/18
|
|
109
|
|
109,250
|
|
|
Professional
Services — 0.1%
|
|
Truven
Health Analytics, Inc., Term Loan B, 4.50%, 6/01/19
|
|
134
|
|
134,211
|
|
|
Real
Estate Investment Trusts (REITs) — 0.2%
|
|
iStar
Financial, Inc., Term Loan, 4.50%, 9/28/17
|
|
190
|
|
192,065
|
|
|
Real
Estate Management & Development — 0.3%
|
|
Realogy
Corp.:
|
|
|
Extended
Letter of Credit, 4.45%, 10/10/16
|
|
50
|
|
50,515
|
|
|
Extended
Term Loan, 4.50%, 3/05/20
|
|
235
|
|
237,105
|
|
|
|
|
287,620
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|