Edgar Filing: Eaton Vance Floating-Rate Income Plus Fund

Eaton Vance Floating-Rate Income Plus Fund

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

811-22821

Investment Company Act File Number

Eaton Vance Floating-Rate Income Plus Fund

(Exact Name of Registrant as Specified in Charter)

Two International Place, Boston, Massachusetts 02110

(Address of Principal Executive Offices)

Maureen A. Gemma

Two International Place, Boston, Massachusetts 02110

(Name and Address of Agent for Services)

(617) 482-8260

(Registrant’s Telephone Number, Including Area Code)

May 31

Date of Fiscal Year End

August 31, 2017

Date of Reporting Period

Item 1. Schedule of Investments

Eaton Vance

Floating-Rate Income Plus Fund

August 31, 2017

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 131.2%⁽¹⁾


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 2.4%
Accudyne Industries, LLC
Term Loan, 5.01%, (2 mo. USD LIBOR + 3.75%), Maturing August 2, 2024	$	175	$	175,465
TransDigm, Inc.
Term Loan, 4.29%, (USD LIBOR + 3.00%), Maturing June 4, 2021⁽²⁾		461		462,190
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing June 9, 2023		1,092		1,094,395
Term Loan, 4.26%, (3 mo. USD LIBOR + 3.00%), Maturing August 15, 2024		1,347		1,349,896
Wesco Aircraft Hardware Corp.
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2021		217		216,382

			$	3,298,328

Automotive — 2.9%
American Axle and Manufacturing, Inc.
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing April 6, 2024	$	743	$	741,340
CS Intermediate Holdco 2, LLC
Term Loan, 3.55%, (3 mo. USD LIBOR + 2.25%), Maturing October 26, 2023		195		196,079
Dayco Products, LLC
Term Loan, 6.32%, (3 mo. USD LIBOR + 5.00%), Maturing May 19, 2023		249		251,245
FCA US, LLC
Term Loan, 3.23%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2018		317		317,989
Federal-Mogul Holdings Corporation
Term Loan, 4.98%, (1 mo. USD LIBOR + 3.75%), Maturing April 15, 2021		766		768,848
Horizon Global Corporation
Term Loan, 5.74%, (1 mo. USD LIBOR + 4.50%), Maturing June 30, 2021		98		99,366
Sage Automotive Interiors, Inc.
Term Loan, 6.24%, (1 mo. USD LIBOR + 5.00%), Maturing October 27, 2022		174		175,866
TI Group Automotive Systems, LLC
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2022		295		296,040
Tower Automotive Holdings USA, LLC
Term Loan, 4.00%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024		989		992,759
Visteon Corporation
Term Loan, 3.55%, (3 mo. USD LIBOR + 2.25%), Maturing March 24, 2024		160		161,119

			$	4,000,651

Beverage and Tobacco — 0.7%
Arterra Wines Canada, Inc.
Term Loan, 4.06%, (2 mo. USD LIBOR + 2.75%), Maturing December 15, 2023	$	522	$	525,640
Flavors Holdings, Inc.
Term Loan - Second Lien, 11.30%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2021		500		375,000

			$	900,640

Brokerage/Securities Dealers/Investment Houses — 0.6%
Aretec Group, Inc.
Term Loan, 8.00%, Maturing November 23, 2020⁽³⁾	$	197	$	200,504
Term Loan - Second Lien, 6.50%, (2.00% Cash, 4.50% PIK), Maturing May 23, 2021		510		508,357


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Salient Partners L.P.
Term Loan, 9.80%, (3 mo. USD LIBOR + 8.50%), Maturing May 19, 2021	$	180	$	174,357

			$	883,218

Building and Development — 2.9%
American Builders & Contractors Supply Co., Inc.
Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing October 31, 2023	$	599	$	600,370
Auction.com, LLC
Term Loan, 6.24%, (1 mo. USD LIBOR + 5.00%), Maturing May 12, 2019		269		269,149
CPG International, Inc.
Term Loan, 5.05%, (3 mo. USD LIBOR + 3.75%), Maturing May 3, 2024		538		538,511
DTZ U.S. Borrower, LLC
Term Loan, 4.56%, (3 mo. USD LIBOR + 3.25%), Maturing November 4, 2021		736		738,792
HD Supply Waterworks Ltd.
Term Loan, 4.46%, (6 mo. USD LIBOR + 3.00%), Maturing August 1, 2024		175		176,094
Quikrete Holdings, Inc.
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023		622		620,398
Realogy Corporation
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing July 20, 2022		455		457,789
Summit Materials Companies I, LLC
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing July 17, 2022		147		148,348
Werner FinCo L.P.
Term Loan, 5.26%, (2 mo. USD LIBOR + 4.00%), Maturing July 24, 2024		250		250,937
WireCo WorldGroup, Inc.
Term Loan, 6.82%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2023		149		150,488

			$	3,950,876

Business Equipment and Services — 10.5%
Acosta Holdco, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021	$	750	$	675,572
AlixPartners, LLP
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing April 4, 2024		474		477,451
Altisource Solutions S.a.r.l.
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing December 9, 2020		351		310,388
Brickman Group Ltd., LLC
Term Loan, 4.23%, (1 mo. USD LIBOR + 3.00%), Maturing December 18, 2020		213		214,065
Camelot UK Holdco Limited
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing October 3, 2023		273		274,598
Cast and Crew Payroll, LLC
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing August 12, 2022		100		99,966
Change Healthcare Holdings, Inc.
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2024		1,596		1,598,771
Corporate Capital Trust, Inc.
Term Loan, 4.56%, (3 mo. USD LIBOR + 3.25%), Maturing May 20, 2019		242		243,834
CPM Holdings, Inc.
Term Loan, 5.48%, (1 mo. USD LIBOR + 4.25%), Maturing April 11, 2022		321		325,439
Crossmark Holdings, Inc.
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing December 20, 2019		494		359,310
Cypress Intermediate Holdings III, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing April 27, 2024		325		325,000
Education Management, LLC
Term Loan, 5.80%, (3 mo. USD LIBOR + 4.50%), Maturing July 2, 2020⁽⁴⁾		195		109,304
Term Loan, 8.80%, (3 mo. USD LIBOR + 7.50%), Maturing July 2, 2020⁽⁴⁾		370		0


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
EIG Investors Corp.
Term Loan, 5.32%, (USD LIBOR + 4.00%), Maturing February 9, 2023⁽²⁾	$	868	$	876,999
Extreme Reach, Inc.
Term Loan, 7.55%, (3 mo. USD LIBOR + 6.25%), Maturing February 7, 2020		641		643,203
First Data Corporation
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022		641		641,695
Garda World Security Corporation
Term Loan, 5.32%, (3 mo. USD LIBOR + 4.00%), Maturing May 24, 2024		470		474,870
Global Payments, Inc.
Term Loan, 3.24%, (1 mo. USD LIBOR + 2.00%), Maturing April 22, 2023		77		77,497
GreenSky Holdings, LLC
Term Loan, 5.25%, (1 mo. USD LIBOR + 4.00%), Maturing August 26, 2024		400		400,000
IG Investment Holdings, LLC
Term Loan, 5.30%, (3 mo. USD LIBOR + 4.00%), Maturing October 31, 2021		492		496,520
Information Resources, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 4.25%), Maturing January 18, 2024		200		200,934
ION Trading Finance Limited
Term Loan, 4.05%, (3 mo. USD LIBOR + 2.75%), Maturing August 11, 2023		760		757,286
J.D. Power and Associates
Term Loan, 5.55%, (2 mo. USD LIBOR + 4.25%), Maturing September 7, 2023		546		548,828
Kronos Incorporated
Term Loan, 4.81%, (3 mo. USD LIBOR + 3.50%), Maturing November 1, 2023		1,393		1,406,305
Monitronics International, Inc.
Term Loan, 6.80%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022		223		218,428
PGX Holdings, Inc.
Term Loan, 6.49%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020		268		267,804
Prime Security Services Borrower, LLC
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022		622		626,468
Spin Holdco, Inc.
Term Loan, 5.01%, (2 mo. USD LIBOR + 3.75%), Maturing November 14, 2022		780		782,886
Tempo Acquisition, LLC
Term Loan, 4.23%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		200		200,708
Travelport Finance (Luxembourg) S.a.r.l.
Term Loan, 4.06%, (3 mo. USD LIBOR + 2.75%), Maturing September 2, 2021		285		285,423
Vestcom Parent Holdings, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023		124		125,308
WASH Multifamily Laundry Systems, LLC
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		231		230,885

			$	14,275,745

Cable and Satellite Television — 4.2%
Charter Communications Operating, LLC
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2024	$	518	$	521,282
CSC Holdings, LLC
Term Loan, 3.48%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025		655		652,922
Numericable Group S.A.
Term Loan, 4.06%, (3 mo. USD LIBOR + 2.75%), Maturing July 31, 2025		449		447,913
Radiate Holdco, LLC
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024		175		172,365
Telenet Financing USD, LLC
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2025		750		752,410
UPC Financing Partnership
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.75%), Maturing April 15, 2025		650		652,302


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Virgin Media Bristol, LLC
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.75%), Maturing January 31, 2025	$	1,650	$	1,655,673
Ziggo Secured Finance Partnership
Term Loan, 3.73%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025		850		849,882

			$	5,704,749

Chemicals and Plastics — 7.0%
Alpha 3 B.V.
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024	$	125	$	125,521
Aruba Investments, Inc.
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing February 2, 2022		74		74,097
Ashland, Inc.
Term Loan, 3.24%, (USD LIBOR + 2.00%), Maturing May 17, 2024⁽²⁾		150		150,687
Axalta Coating Systems US Holdings, Inc.
Term Loan, 3.30%, (3 mo. USD LIBOR + 2.00%), Maturing June 1, 2024		1,025		1,028,950
Emerald Performance Materials, LLC
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021		120		120,953
Term Loan - Second Lien, 8.99%, (1 mo. USD LIBOR + 7.75%), Maturing August 1, 2022		150		150,234
Flint Group GmbH
Term Loan, 4.31%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021		38		37,441
Flint Group US, LLC
Term Loan, 4.31%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021		229		226,487
Gemini HDPE, LLC
Term Loan, 4.31%, (3 mo. USD LIBOR + 3.00%), Maturing August 7, 2021		512		515,182
Huntsman International, LLC
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing April 1, 2023		200		201,454
Ineos US Finance, LLC
Term Loan, 4.01%, (2 mo. USD LIBOR + 2.75%), Maturing March 31, 2022		171		171,892
Term Loan, 4.01%, (2 mo. USD LIBOR + 2.75%), Maturing April 1, 2024		149		150,090
Kraton Polymers, LLC
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing January 6, 2022		315		318,219
Kronos Worldwide, Inc.
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing February 18, 2020		266		267,060
MacDermid, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing June 7, 2020		379		382,286
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023		414		416,349
Minerals Technologies, Inc.
Term Loan, 3.50%, (USD LIBOR + 2.25%), Maturing February 14, 2024⁽²⁾		247		248,070
Orion Engineered Carbons GmbH
Term Loan, 3.80%, (3 mo. USD LIBOR + 2.50%), Maturing July 25, 2021		300		302,041
PolyOne Corporation
Term Loan, 3.23%, (1 mo. USD LIBOR + 2.00%), Maturing November 11, 2022		123		123,703
PQ Corporation
Term Loan, 4.56%, (3 mo. USD LIBOR + 3.25%), Maturing November 4, 2022		494		498,146
Solenis International L.P.
Term Loan, 4.57%, (3 mo. USD LIBOR + 3.25%), Maturing July 31, 2021		335		336,120
Tata Chemicals North America, Inc.
Term Loan, 4.06%, (3 mo. USD LIBOR + 2.75%), Maturing August 7, 2020		197		198,043
Trinseo Materials Operating S.C.A.
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing November 5, 2021		1,054		1,060,084
Tronox Pigments (Netherlands) B.V.
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing March 19, 2020		1,426		1,432,240


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Unifrax Corporation
Term Loan, 5.05%, (3 mo. USD LIBOR + 3.75%), Maturing April 4, 2024	$	125	$	126,172
Univar, Inc.
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing July 1, 2022		835		838,506

			$	9,500,027

Containers and Glass Products — 3.6%
Berry Plastics Group, Inc.
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing October 1, 2022	$	223	$	223,516
BWAY Holding Company
Term Loan, 4.48%, (1 mo. USD LIBOR + 3.25%), Maturing April 3, 2024		250		250,625
Consolidated Container Company, LLC
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing May 22, 2024		100		100,906
Flex Acquisition Company, Inc.
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing December 29, 2023		474		473,220
Libbey Glass, Inc.
Term Loan, 4.23%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021		290		264,791
Pelican Products, Inc.
Term Loan, 5.55%, (3 mo. USD LIBOR + 4.25%), Maturing April 11, 2020		361		363,775
Reynolds Group Holdings, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing February 5, 2023		2,411		2,416,730
SIG Combibloc US Acquisition, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing March 13, 2022		742		746,514

			$	4,840,077

Cosmetics/Toiletries — 0.8%
Coty, Inc.
Term Loan, 3.73%, (1 mo. USD LIBOR + 2.50%), Maturing October 27, 2022	$	222	$	223,654
Galleria Co.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.00%), Maturing September 29, 2023		450		452,740
KIK Custom Products, Inc.
Term Loan, 5.79%, (3 mo. USD LIBOR + 4.50%), Maturing August 26, 2022		359		362,871

			$	1,039,265

Drugs — 6.1%
Amneal Pharmaceuticals, LLC
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing November 1, 2019	$	992	$	999,283
Arbor Pharmaceuticals, Inc.
Term Loan, 6.30%, (3 mo. USD LIBOR + 5.00%), Maturing July 5, 2023		738		750,092
Endo Luxembourg Finance Company I S.a.r.l.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024		1,175		1,182,133
Horizon Pharma, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 3.75%), Maturing March 29, 2024		830		836,801
Jaguar Holding Company II
Term Loan, 4.02%, (USD LIBOR + 2.75%), Maturing August 18, 2022⁽²⁾		1,621		1,628,098
Mallinckrodt International Finance S.A.
Term Loan, 4.05%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024		737		739,042
Valeant Pharmaceuticals International, Inc.
Term Loan, 5.99%, (1 mo. USD LIBOR + 4.75%), Maturing April 1, 2022		2,169		2,207,794

			$	8,343,243

Ecological Services and Equipment — 1.0%
Advanced Disposal Services, Inc.
Term Loan, 3.94%, (1 week USD LIBOR + 2.75%), Maturing November 10, 2023	$	489	$	492,721


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
EnergySolutions, LLC
Term Loan, 5.99%, (1 mo. USD LIBOR + 4.75%), Maturing May 29, 2020	$	650	$	660,428
GFL Environmental, Inc.
Term Loan, 4.05%, (3 mo. USD LIBOR + 2.75%), Maturing September 29, 2023		199		199,740

			$	1,352,889

Electronics/Electrical — 14.7%
Almonde, Inc.
Term Loan, 4.82%, (3 mo. USD LIBOR + 3.50%), Maturing June 13, 2024	$	625	$	627,031
Answers Finance, LLC
Term Loan - Second Lien, 9.00%, (3 mo. USD Prime + 7.90%, Cap 1.10%), Maturing September 15, 2021		77		74,965
Applied Systems, Inc.
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing January 25, 2021		322		325,158
Aptean, Inc.
Term Loan, 5.55%, (3 mo. USD LIBOR + 4.25%), Maturing December 20, 2022		599		603,887
Avast Software B.V.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.25%), Maturing September 29, 2023		463		466,866
Campaign Monitor Finance Pty. Limited
Term Loan, 6.55%, (3 mo. USD LIBOR + 5.25%), Maturing March 18, 2021		189		182,104
CommScope, Inc.
Term Loan, 3.30%, (3 mo. USD LIBOR + 2.00%), Maturing December 29, 2022		219		219,969
CPI International, Inc.
Term Loan, 4.73%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024		150		149,875
Cypress Semiconductor Corporation
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.75%), Maturing July 5, 2021		261		263,013
Electrical Components International, Inc.
Term Loan, 6.05%, (3 mo. USD LIBOR + 4.75%), Maturing May 28, 2021		121		121,681
Electro Rent Corporation
Term Loan, 6.24%, (1 mo. USD LIBOR + 5.00%), Maturing January 19, 2024		299		301,299
Entegris, Inc.
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2021		50		50,292
Excelitas Technologies Corp.
Term Loan, 6.30%, (3 mo. USD LIBOR + 5.00%), Maturing October 31, 2020		214		214,043
Eze Castle Software, Inc.
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing April 6, 2020		923		927,397
Go Daddy Operating Company, LLC
Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing February 15, 2024		1,299		1,303,961
GTCR Valor Companies, Inc.
Term Loan, 5.50%, (3 mo. USD LIBOR + 4.25%), Maturing June 16, 2023		175		176,706
Hyland Software, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing July 1, 2022		975		983,258
Infoblox, Inc.
Term Loan, 6.24%, (1 mo. USD LIBOR + 5.00%), Maturing November 7, 2023		499		502,179
Infor (US), Inc.
Term Loan, 4.05%, (3 mo. USD LIBOR + 2.75%), Maturing February 1, 2022		1,894		1,891,929
Informatica Corporation
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing August 5, 2022		762		764,632
Lattice Semiconductor Corporation
Term Loan, 5.48%, (1 mo. USD LIBOR + 4.25%), Maturing March 10, 2021		486		486,949
M/A-COM Technology Solutions Holdings, Inc.
Term Loan, 3.48%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024		296		295,804


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
MA FinanceCo., LLC
Term Loan, 3.81%, (3 mo. USD LIBOR + 2.50%), Maturing November 19, 2021	$	507	$	507,827
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024		119		119,342
MH Sub I, LLC
Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing July 8, 2021		466		466,965
Term Loan, Maturing August 15, 2024⁽⁵⁾		125		124,594
MTS Systems Corporation
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023		323		325,385
Renaissance Learning, Inc.
Term Loan, 5.05%, (3 mo. USD LIBOR + 3.75%), Maturing April 9, 2021		856		861,491
Rocket Software, Inc.
Term Loan, 5.55%, (3 mo. USD LIBOR + 4.25%), Maturing October 14, 2023		273		275,980
Seattle Spinco, Inc.
Term Loan, 4.03%, (3 mo. USD LIBOR + 2.75%), Maturing June 21, 2024		806		805,947
SGS Cayman L.P.
Term Loan, 6.67%, (3 mo. USD LIBOR + 5.375%), Maturing April 23, 2021		50		48,542
SkillSoft Corporation
Term Loan, 5.99%, (1 mo. USD LIBOR + 4.75%), Maturing April 28, 2021		992		925,624
SS&C Technologies, Inc.
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022		21		21,308
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022		406		408,577
SurveyMonkey, Inc.
Term Loan, 5.80%, (3 mo. USD LIBOR + 4.50%), Maturing April 13, 2024		350		355,250
Sutherland Global Services, Inc.
Term Loan, 6.67%, (3 mo. USD LIBOR + 5.375%), Maturing April 23, 2021		217		208,534
Synchronoss Technologies, Inc.
Term Loan, 5.76%, (3 mo. USD LIBOR + 4.50%), Maturing January 19, 2024		200		198,752
Syncsort Incorporated
Term Loan, Maturing August 9, 2024⁽⁵⁾		375		372,305
Tibco Software, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing December 4, 2020		150		150,518
Uber Technologies
Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing July 13, 2023		918		918,866
Veritas Bermuda Ltd.
Term Loan, 5.80%, (3 mo. USD LIBOR + 4.50%), Maturing January 27, 2023		470		473,189
VF Holding Corp.
Term Loan, 4.55%, (3 mo. USD LIBOR + 3.25%), Maturing June 30, 2023		571		573,229
Wall Street Systems Delaware, Inc.
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing August 26, 2023		163		163,569
Western Digital Corporation
Term Loan, 3.98%, (3 mo. USD LIBOR + 2.75%), Maturing April 29, 2023		733		738,743

			$	19,977,535

Equipment Leasing — 0.8%
Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.75%), Maturing March 20, 2022	$	1,025	$	1,029,414

			$	1,029,414

Farming/Agriculture — 0.2%
Green Plains Renewable Energy, Inc.
Term Loan, Maturing August 18, 2023⁽⁵⁾	$	250	$	250,938

			$	250,938


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Financial Intermediaries — 4.5%
Armor Holding II, LLC
Term Loan, 5.80%, (3 mo. USD LIBOR + 4.50%), Maturing June 26, 2020	$	875	$	881,036
Donnelley Financial Solutions, Inc.
Term Loan, 5.20%, (1 week USD LIBOR + 4.00%), Maturing September 30, 2023		71		72,075
FinCo I, LLC
Term Loan, 1.38%, (1 mo. USD LIBOR + 1.375%), Maturing June 14, 2022		275		277,750
Focus Financial Partners, LLC
Term Loan, 4.55%, (3 mo. USD LIBOR + 3.25%), Maturing July 3, 2024		275		278,094
Freedom Mortgage Corporation
Term Loan, 6.96%, (6 mo. USD LIBOR + 5.50%), Maturing February 23, 2022		274		278,503
Guggenheim Partners, LLC
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023		1,075		1,083,079
LPL Holdings, Inc.
Term Loan, 3.82%, (USD LIBOR + 2.50%), Maturing March 11, 2024⁽²⁾		324		326,011
NXT Capital, Inc.
Term Loan, 5.74%, (1 mo. USD LIBOR + 4.50%), Maturing November 22, 2022		622		633,012
Ocwen Financial Corporation
Term Loan, 6.23%, (1 mo. USD LIBOR + 5.00%), Maturing December 5, 2020		98		97,236
Quality Care Properties, Inc.
Term Loan, 6.49%, (1 mo. USD LIBOR + 5.25%), Maturing October 31, 2022		672		674,983
Virtus Investment Partners, Inc.
Term Loan, 4.95%, (3 mo. USD LIBOR + 3.75%), Maturing June 1, 2024		125		126,797
Walker & Dunlop, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 4.25%), Maturing December 11, 2020		465		469,450
Walter Investment Management Corp.
Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing December 18, 2020		1,004		930,114

			$	6,128,140

Food Products — 3.8%
Blue Buffalo Company Ltd.
Term Loan, 3.23%, (1 mo. USD LIBOR + 2.00%), Maturing May 27, 2024	$	250	$	251,875
Del Monte Foods, Inc.
Term Loan, 4.58%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021		654		538,798
Dole Food Company, Inc.
Term Loan, 4.01%, (USD LIBOR + 2.75%), Maturing April 6, 2024⁽²⁾		425		426,918
High Liner Foods Incorporated
Term Loan, 4.54%, (3 mo. USD LIBOR + 3.25%), Maturing April 24, 2021		201		202,138
HLF Financing S.a.r.l.
Term Loan, 6.74%, (1 mo. USD LIBOR + 5.50%), Maturing February 15, 2023		368		371,495
Jacobs Douwe Egberts International B.V.
Term Loan, 3.56%, (3 mo. USD LIBOR + 2.25%), Maturing July 2, 2022		175		175,984
JBS USA, LLC
Term Loan, 3.80%, (USD LIBOR + 2.50%), Maturing October 30, 2022⁽²⁾		1,571		1,560,998
Nature’s Bounty Co. (The)
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing May 5, 2023		916		915,037
Nomad Foods Europe Midco Limited
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.75%), Maturing May 15, 2024		150		150,750
Pinnacle Foods Finance, LLC
Term Loan, 3.23%, (1 mo. USD LIBOR + 2.00%), Maturing February 2, 2024		199		199,788
Post Holdings, Inc.
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing May 24, 2024		400		401,333

			$	5,195,114


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Food Service — 2.8%
1011778 B.C. Unlimited Liability Company
Term Loan, 3.51%, (USD LIBOR + 2.25%), Maturing February 16, 2024⁽²⁾	$	1,606	$	1,605,880
Landry’s, Inc.
Term Loan, 3.98%, (USD LIBOR + 2.75%), Maturing October 4, 2023⁽²⁾		591		590,007
NPC International, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing April 19, 2024		225		226,688
Pizza Hut Holdings, LLC
Term Loan, 3.23%, (1 mo. USD LIBOR + 2.00%), Maturing June 16, 2023		248		249,627
TKC Holdings, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 4.25%), Maturing February 1, 2023		249		250,778
Weight Watchers International, Inc.
Term Loan, 4.53%, (USD LIBOR + 3.25%), Maturing April 2, 2020⁽²⁾		480		470,201
Welbilt, Inc.
Term Loan, 4.24%, (1 week USD LIBOR + 3.00%), Maturing March 3, 2023		379		382,317

			$	3,775,498

Food/Drug Retailers — 1.4%
Albertsons, LLC
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing August 25, 2021	$	291	$	284,413
Term Loan, 4.29%, (3 mo. USD LIBOR + 3.00%), Maturing December 21, 2022		498		487,287
Term Loan, 4.32%, (3 mo. USD LIBOR + 3.00%), Maturing June 22, 2023		1,083		1,054,654
Supervalu, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024		56		54,286
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024		94		90,476

			$	1,971,116

Forest Products — 0.2%
Expera Specialty Solutions, LLC
Term Loan, 5.99%, (1 mo. USD LIBOR + 4.75%), Maturing November 3, 2023	$	248	$	249,676

			$	249,676

Health Care — 13.9%
ADMI Corp.
Term Loan, 5.06%, (3 mo. USD LIBOR + 3.75%), Maturing April 30, 2022	$	246	$	249,118
Akorn, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.25%), Maturing April 16, 2021		219		221,528
Alere, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing June 18, 2022		411		411,653
Ardent Legacy Acquisitions, Inc.
Term Loan, 6.80%, (3 mo. USD LIBOR + 5.50%), Maturing August 4, 2021		122		122,798
Auris Luxembourg III S.a.r.l.
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing January 17, 2022		196		195,999
Beaver-Visitec International, Inc.
Term Loan, 6.30%, (3 mo. USD LIBOR + 5.00%), Maturing August 21, 2023		199		199,493
BioClinica, Inc.
Term Loan, 5.56%, (3 mo. USD LIBOR + 4.25%), Maturing October 20, 2023		399		392,347
CareCore National, LLC
Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing March 5, 2021		685		695,013
Carestream Dental Equiment, Inc.
Term Loan, Maturing September 1, 2024⁽⁵⁾		100		99,844
CeramTec Acquisition Corporation
Term Loan, 4.07%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020		52		52,546


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
CHG Healthcare Services, Inc.
Term Loan, 4.56%, (USD LIBOR + 3.25%), Maturing June 7, 2023⁽²⁾	$	519	$	523,913
Community Health Systems, Inc.
Term Loan, 4.07%, (3 mo. USD LIBOR + 2.75%), Maturing December 31, 2019		191		191,113
Term Loan, 4.32%, (3 mo. USD LIBOR + 3.00%), Maturing January 27, 2021		353		352,275
Convatec, Inc.
Term Loan, 3.80%, (3 mo. USD LIBOR + 2.50%), Maturing October 31, 2023		149		149,810
CPI Holdco, LLC
Term Loan, 5.30%, (3 mo. USD LIBOR + 4.00%), Maturing March 21, 2024		175		175,654
DJO Finance, LLC
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing June 8, 2020		539		537,383
Envision Healthcare Corporation
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing December 1, 2023		1,717		1,731,164
Faenza Acquisition GmbH
Term Loan, 4.07%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020		128		128,295
Term Loan, 4.07%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020		422		423,024
Genoa, a QoL Healthcare Company, LLC
Term Loan, 4.51%, (3 mo. USD LIBOR + 3.25%), Maturing October 28, 2023		496		499,041
GHX Ultimate Parent Corporation
Term Loan, 4.55%, (3 mo. USD LIBOR + 3.25%), Maturing June 28, 2024		150		150,094
Greatbatch Ltd.
Term Loan, 4.73%, (1 mo. USD LIBOR + 3.50%), Maturing October 27, 2022		410		411,811
Grifols Worldwide Operations USA, Inc.
Term Loan, 3.44%, (1 week USD LIBOR + 2.25%), Maturing January 31, 2025		848		850,139
Iasis Healthcare, LLC
Term Loan, 5.30%, (3 mo. USD LIBOR + 4.00%), Maturing February 16, 2021		688		693,276
INC Research, LLC
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing August 1, 2024		125		125,449
Indivior Finance S.a.r.l.
Term Loan, 7.32%, (3 mo. USD LIBOR + 6.00%), Maturing December 19, 2019		217		219,887
Kindred Healthcare, Inc.
Term Loan, 4.81%, (3 mo. USD LIBOR + 3.50%), Maturing April 9, 2021		1,354		1,354,193
Kinetic Concepts, Inc.
Term Loan, 4.55%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2024		650		645,260
KUEHG Corp.
Term Loan, 5.05%, (3 mo. USD LIBOR + 3.75%), Maturing August 13, 2022		543		544,290
Medical Depot Holdings, Inc.
Term Loan, 6.80%, (3 mo. USD LIBOR + 5.50%), Maturing January 3, 2023		173		161,472
Medical Solutions, LLC
Term Loan, 5.49%, (3 mo. USD LIBOR + 4.25%), Maturing June 9, 2024		100		100,625
MMM Holdings, Inc.
Term Loan, 10.25%, (3 mo. USD LIBOR + 8.75%), Maturing June 30, 2019		276		270,191
MPH Acquisition Holdings, LLC
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing June 7, 2023		1,211		1,217,122
MSO of Puerto Rico, Inc.
Term Loan, 10.25%, (3 mo. USD LIBOR + 8.75%), Maturing June 30, 2019		200		196,427
National Mentor Holdings, Inc.
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2021		145		146,145
New Millennium Holdco, Inc.
Term Loan, 7.74%, (1 mo. USD LIBOR + 6.50%), Maturing December 21, 2020		97		54,274
Onex Carestream Finance L.P.
Term Loan, 5.27%, (USD LIBOR + 4.00%), Maturing June 7, 2019⁽²⁾		234		234,138


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Opal Acquisition, Inc.
Term Loan, 5.30%, (3 mo. USD LIBOR + 4.00%), Maturing November 27, 2020	$	403	$	379,206
Ortho-Clinical Diagnostics SA
Term Loan, 5.05%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2021		801		803,018
Parexel International Corporation
Term Loan, Maturing August 7, 2024⁽⁵⁾		650		652,031
Press Ganey Holdings, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing October 21, 2023		174		175,050
RadNet, Inc.
Term Loan, 5.09%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2023		387		387,359
Select Medical Corporation
Term Loan, 4.81%, (USD LIBOR + 3.50%), Maturing March 1, 2021⁽²⁾		399		403,402
Sterigenics-Nordion Holdings, LLC
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing May 15, 2022		172		171,998
Surgery Center Holdings, Inc.
Term Loan, Maturing June 6, 2024⁽⁵⁾		250		247,852
Team Health Holdings, Inc.
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024		499		494,074
Tecomet, Inc.
Term Loan, 5.07%, (3 mo. USD LIBOR + 3.75%), Maturing May 2, 2024		200		200,958
U.S. Anesthesia Partners, Inc.
Term Loan, 4.49%, (3 mo. USD LIBOR + 3.25%), Maturing June 23, 2024		250		251,042

			$	18,892,794

Home Furnishings — 1.0%
Bright Bidco B.V.
Term Loan, 5.80%, (3 mo. USD LIBOR + 4.50%), Maturing June 30, 2024	$	350	$	354,010
Serta Simmons Bedding, LLC
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing November 8, 2023		1,070		1,042,617

			$	1,396,627

Industrial Equipment — 6.6%
Apex Tool Group, LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2020	$	941	$	907,026
Clark Equipment Company
Term Loan, 4.01%, (1 mo. USD LIBOR + 2.75%), Maturing May 18, 2024		549		551,425
Delachaux S.A.
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing October 28, 2021		109		109,554
Dragon Merger Sub, LLC
Term Loan, 5.31%, (3 mo. USD LIBOR + 4.00%), Maturing July 24, 2024		200		201,875
DXP Enterprises, Inc.
Term Loan, Maturing August 14, 2023⁽⁵⁾		125		124,687
Engineered Machinery Holdings, Inc.
Term Loan, 3.83%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024⁽⁶⁾		35		34,535
Term Loan, 4.73%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024		265		265,653
EWT Holdings III Corp.
Term Loan, 5.05%, (3 mo. USD LIBOR + 3.75%), Maturing January 15, 2021		894		905,061
Filtration Group Corporation
Term Loan, 4.26%, (2 mo. USD LIBOR + 3.00%), Maturing November 21, 2020		149		150,133
Gardner Denver, Inc.
Term Loan, 4.01%, (3 mo. USD LIBOR + 2.75%), Maturing July 30, 2024		325		325,029
Gates Global, LLC
Term Loan, 4.55%, (3 mo. USD LIBOR + 3.25%), Maturing April 1, 2024		981		985,588


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Hayward Industries, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024	$	100	$	100,667
Husky Injection Molding Systems Ltd.
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2021		644		647,839
Milacron, LLC
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing September 28, 2023		672		674,144
Paladin Brands Holding, Inc.
Term Loan, 7.30%, (3 mo. USD LIBOR + 6.00%), Maturing August 16, 2019		400		400,111
Rexnord, LLC
Term Loan, 4.05%, (3 mo. USD LIBOR + 2.75%), Maturing August 21, 2023		1,742		1,747,772
Robertshaw US Holding Corp.
Term Loan, 5.75%, (1 mo. USD LIBOR + 4.50%), Maturing August 10, 2024		100		100,781
Signode Industrial Group US, Inc.
Term Loan, 4.02%, (USD LIBOR + 2.75%), Maturing May 4, 2021⁽²⁾		397		397,748
STS Operating, Inc.
Term Loan, 4.98%, (1 mo. USD LIBOR + 3.75%), Maturing February 12, 2021		351		354,146

			$	8,983,774

Insurance — 4.4%
Alliant Holdings I, Inc.
Term Loan, 4.56%, (3 mo. USD LIBOR + 3.25%), Maturing August 12, 2022	$	490	$	490,923
AmWINS Group, Inc.
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024		348		349,401
AssuredPartners, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing October 21, 2022		321		322,571
Asurion, LLC
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing August 4, 2022		1,384		1,390,473
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023		485		487,973
Term Loan - Second Lien, 7.24%, (1 mo. USD LIBOR + 6.00%), Maturing August 4, 2025		375		383,906
Cunningham Lindsey U.S., Inc.
Term Loan, 5.05%, (3 mo. USD LIBOR + 3.75%), Maturing December 10, 2019		583		553,580
Hub International Limited
Term Loan, 4.31%, (3 mo. USD LIBOR + 3.00%), Maturing October 2, 2020		846		851,237
NFP Corp.
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing January 8, 2024		475		477,960
USI Holdings Corporation
Term Loan, Maturing July 26, 2024⁽⁵⁾		150		149,531
USI, Inc.
Term Loan, 4.31%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024		550		547,766

			$	6,005,321

Leisure Goods/Activities/Movies — 3.8%
AMC Entertainment, Inc.
Term Loan, 3.48%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2023	$	124	$	123,792
Ancestry.com Operations, Inc.
Term Loan, 4.48%, (1 mo. USD LIBOR + 3.25%), Maturing October 19, 2023		520		523,756
Bombardier Recreational Products, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing June 30, 2023		1,089		1,096,973
Bright Horizons Family Solutions, Inc.
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing November 7, 2023		125		125,441
CDS U.S. Intermediate Holdings, Inc.
Term Loan, 5.05%, (3 mo. USD LIBOR + 3.75%), Maturing July 8, 2022		298		297,784


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Delta 2 (LUX) S.a.r.l.
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing February 1, 2024	$	500	$	502,216
Emerald Expositions Holding, Inc.
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing May 22, 2024		275		277,750
Lindblad Expeditions, Inc.
Term Loan, 5.95%, (6 mo. USD LIBOR + 4.50%), Maturing May 8, 2021		56		56,420
Term Loan, 5.95%, (6 mo. USD LIBOR + 4.50%), Maturing May 8, 2021		434		437,255
Match Group, Inc.
Term Loan, 3.81%, (3 mo. USD LIBOR + 2.50%), Maturing November 16, 2022		131		132,399
Nord Anglia Education Finance, LLC
Term Loan, 4.70%, (3 mo. USD LIBOR + 3.50%), Maturing March 31, 2021		291		291,407
Sabre GLBL, Inc.
Term Loan, 3.49%, (3 mo. USD LIBOR + 2.25%), Maturing February 22, 2024		640		643,305
SRAM, LLC
Term Loan, 4.76%, (2 mo. USD LIBOR + 3.50%), Maturing March 15, 2024		275		277,434
UFC Holdings, LLC
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023		447		448,858

			$	5,234,790

Lodging and Casinos — 4.1%
Amaya Holdings B.V.
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing August 1, 2021	$	1,350	$	1,356,098
Term Loan - Second Lien, 8.30%, (3 mo. USD LIBOR + 7.00%), Maturing August 1, 2022		43		42,872
Boyd Gaming Corporation
Term Loan, 3.70%, (1 week USD LIBOR + 2.50%), Maturing September 15, 2023		246		246,638
CityCenter Holdings, LLC
Term Loan, 3.73%, (3 mo. USD LIBOR + 2.50%), Maturing April 18, 2024		500		501,719
Eldorado Resorts, LLC
Term Loan, 3.56%, (3 mo. USD LIBOR + 2.25%), Maturing April 17, 2024		299		298,938
ESH Hospitality, Inc.
Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing August 30, 2023		323		324,135
Four Seasons Hotels Limited
Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing November 30, 2023		224		224,994
Golden Nugget, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing November 21, 2019		26		26,193
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing November 21, 2019		61		61,117
Hilton Worldwide Finance, LLC
Term Loan, 3.23%, (USD LIBOR + 2.00%), Maturing October 25, 2023⁽²⁾		1,106		1,111,562
La Quinta Intermediate Holdings, LLC
Term Loan, 4.05%, (3 mo. USD LIBOR + 2.75%), Maturing April 14, 2021		245		246,693
MGM Growth Properties Operating Partnership L.P.
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.25%), Maturing April 25, 2023		469		470,675
Playa Resorts Holding B.V.
Term Loan, 4.32%, (3 mo. USD LIBOR + 3.00%), Maturing April 5, 2024		550		552,200
Tropicana Entertainment, Inc.
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing November 27, 2020		96		96,972

			$	5,560,806

Nonferrous Metals/Minerals — 1.3%
Dynacast International, LLC
Term Loan, 4.55%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022	$	296	$	297,100
Fairmount Santrol, Inc.
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing September 5, 2019		452		436,592


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Global Brass & Copper, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.25%), Maturing July 18, 2023	$	199	$	200,237
Murray Energy Corporation
Term Loan, 8.55%, (3 mo. USD LIBOR + 7.25%), Maturing April 16, 2020		483		444,916
New Day Aluminum, LLC
Term Loan, 10.00%, (4.00% Cash, 6.00% PIK), Maturing October 28, 2020⁽⁴⁾		16		9,463
Noranda Aluminum Acquisition Corporation
Term Loan, 0.00%, Maturing February 28, 2019⁽⁴⁾⁽⁷⁾		266		42,400
Oxbow Carbon, LLC
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing January 19, 2020		173		174,108
Term Loan - Second Lien, 8.24%, (1 mo. USD LIBOR + 7.00%), Maturing January 17, 2020		175		175,766

			$	1,780,582

Oil and Gas — 2.9%
Ameriforge Group, Inc.
Term Loan, 14.30%, (9.30% Cash, 5.00% PIK), Maturing June 8, 2022	$	113	$	117,825
BCP Raptor, LLC
Term Loan, 5.51%, (2 mo. USD LIBOR + 4.25%), Maturing June 24, 2024		175		176,750
Bronco Midstream Funding, LLC
Term Loan, 5.32%, (3 mo. USD LIBOR + 4.00%), Maturing August 15, 2020		737		748,433
CITGO Holding, Inc.
Term Loan, 9.80%, (3 mo. USD LIBOR + 8.50%), Maturing May 12, 2018		172		173,441
CITGO Petroleum Corporation
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing July 29, 2021		243		243,935
Fieldwood Energy, LLC
Term Loan, 4.17%, (3 mo. USD LIBOR + 2.875%), Maturing September 28, 2018		245		229,830
Term Loan, 8.30%, (3 mo. USD LIBOR + 7.00%), Maturing August 31, 2020		450		418,500
Term Loan, 8.42%, (3 mo. USD LIBOR + 7.125%), Maturing September 30, 2020		66		48,240
Term Loan - Second Lien, 8.42%, (3 mo. USD LIBOR + 7.125%), Maturing September 30, 2020		109		51,736
MEG Energy Corp.
Term Loan, 4.73%, (1 mo. USD LIBOR + 3.50%), Maturing December 31, 2023		50		49,545
Paragon Offshore Finance Company
Term Loan, 0.00%, Maturing July 18, 2021⁽⁴⁾⁽⁷⁾		2		0
Term Loan, 7.30%, (3 mo. USD LIBOR + 6.00%), Maturing July 18, 2022		14		11,547
Seadrill Partners Finco, LLC
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing February 21, 2021		817		531,243
Sheridan Investment Partners II L.P.
Term Loan, 4.82%, (USD LIBOR + 3.50%), Maturing December 16, 2020⁽²⁾		9		7,980
Term Loan, 4.82%, (USD LIBOR + 3.50%), Maturing December 16, 2020⁽²⁾		25		21,398
Term Loan, 4.82%, (USD LIBOR + 3.50%), Maturing December 16, 2020⁽²⁾		182		153,821
Sheridan Production Partners I, LLC
Term Loan, 4.73%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		55		46,954
Term Loan, 4.73%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		89		76,872
Term Loan, 4.73%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		675		580,129
Southcross Holdings Borrower L.P.
Term Loan, 9.00%, (3.50% Cash, 5.50% PIK), Maturing April 13, 2023		14		12,291
Ultra Resources, Inc.
Term Loan, 4.31%, (3 mo. USD LIBOR + 3.00%), Maturing April 12, 2024		300		300,437

			$	4,000,907


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Publishing — 1.9%
Ascend Learning, LLC
Term Loan, 4.53%, (3 mo. USD LIBOR + 3.25%), Maturing July 12, 2024	$	275	$	276,203
Getty Images, Inc.
Term Loan, 4.80%, (1 week USD LIBOR + 3.50%), Maturing October 18, 2019		1,120		975,115
Harland Clarke Holdings Corp.
Term Loan, 6.80%, (3 mo. USD LIBOR + 5.50%), Maturing February 9, 2022		99		99,744
LSC Communications, Inc.
Term Loan, 7.24%, (1 mo. USD LIBOR + 6.00%), Maturing September 30, 2022		229		230,885
Merrill Communications, LLC
Term Loan, 6.56%, (3 mo. USD LIBOR + 5.25%), Maturing June 1, 2022		147		147,488
ProQuest, LLC
Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2021		417		421,411
Springer Science+Business Media Deutschland GmbH
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing August 14, 2020		285		285,675
Tweddle Group, Inc.
Term Loan, 7.31%, (3 mo. USD LIBOR + 6.00%), Maturing October 24, 2022		195		196,463

			$	2,632,984

Radio and Television — 4.5%
ALM Media Holdings, Inc.
Term Loan, 5.80%, (3 mo. USD LIBOR + 4.50%), Maturing July 31, 2020	$	116	$	108,258
AP NMT Acquisition B.V.
Term Loan, 7.05%, (3 mo. USD LIBOR + 5.75%), Maturing August 13, 2021		513		486,891
CBS Radio, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing October 17, 2023		293		295,154
Term Loan, Maturing October 17, 2023⁽⁵⁾		100		101,125
Cumulus Media Holdings, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing December 23, 2020		1,032		849,831
E.W. Scripps Company (The)
Term Loan, Maturing August 16, 2024⁽⁵⁾		100		100,375
Entercom Radio, LLC
Term Loan, 4.72%, (USD LIBOR + 3.50%), Maturing November 1, 2023⁽²⁾		239		239,406
Entravision Communications Corporation
Term Loan, 3.80%, (3 mo. USD LIBOR + 2.50%), Maturing May 31, 2020		776		777,409
Hubbard Radio, LLC
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing May 27, 2022		134		134,502
iHeartCommunications, Inc.
Term Loan, 7.99%, (1 mo. USD LIBOR + 6.75%), Maturing January 30, 2019		500		404,063
Mission Broadcasting, Inc.
Term Loan, 3.73%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024		72		71,734
Nexstar Broadcasting, Inc.
Term Loan, 3.73%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024		576		577,658
Univision Communications, Inc.
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024		1,935		1,922,713

			$	6,069,119

Retailers (Except Food and Drug) — 5.5%
Ascena Retail Group, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022	$	387	$	300,673
Bass Pro Group, LLC
Term Loan, 4.48%, (1 mo. USD LIBOR + 3.25%), Maturing June 5, 2020		562		560,189
Term Loan, 6.30%, (3 mo. USD LIBOR + 5.00%), Maturing December 16, 2023		300		287,062


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
BJ’s Wholesale Club, Inc.
Term Loan, 4.97%, (3 mo. USD LIBOR + 3.75%), Maturing February 3, 2024	$	249	$	241,582
Coinamatic Canada, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		40		40,435
David’s Bridal, Inc.
Term Loan, 5.30%, (3 mo. USD LIBOR + 4.00%), Maturing October 11, 2019		475		378,595
Evergreen Acqco 1 L.P.
Term Loan, 5.06%, (3 mo. USD LIBOR + 3.75%), Maturing July 9, 2019		521		489,645
Harbor Freight Tools USA, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023		417		418,253
J. Crew Group, Inc.
Term Loan, 4.27%, (USD LIBOR + 3.00%), Maturing March 5, 2021⁽²⁾⁽⁴⁾		749		382,291
LSF9 Atlantis Holdings, LLC
Term Loan, 7.23%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023		250		251,562
Men’s Wearhouse, Inc. (The)
Term Loan, 4.77%, (USD LIBOR + 3.50%), Maturing June 18, 2021⁽²⁾		217		208,447
Michaels Stores, Inc.
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.75%), Maturing January 30, 2023		747		746,187
Neiman Marcus Group Ltd., LLC
Term Loan, 4.48%, (1 mo. USD LIBOR + 3.25%), Maturing October 25, 2020		514		381,001
Party City Holdings, Inc.
Term Loan, 4.32%, (3 mo. USD LIBOR + 3.00%), Maturing August 19, 2022		636		637,659
PetSmart, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing March 11, 2022		799		708,133
PFS Holding Corporation
Term Loan, 4.74%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2021		525		491,963
Pier 1 Imports (U.S.), Inc.
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.50%), Maturing April 30, 2021		121		117,006
Staples, Inc.
Term Loan, Maturing August 6, 2024⁽⁵⁾		150		149,168
Toys ‘R’ Us Property Company I, LLC
Term Loan, 6.24%, (1 mo. USD LIBOR + 5.00%), Maturing August 21, 2019		436		416,725
Vivid Seats Ltd.
Term Loan, 5.30%, (3 mo. USD LIBOR + 4.00%), Maturing June 30, 2024		250		250,625

			$	7,457,201

Steel — 1.0%
Neenah Foundry Company
Term Loan, 7.76%, (2 mo. USD LIBOR + 6.50%), Maturing April 26, 2019	$	362	$	359,516
Zekelman Industries, Inc.
Term Loan, 4.79%, (3 mo. USD LIBOR + 3.50%), Maturing June 14, 2021		966		968,621

			$	1,328,137

Surface Transport — 0.6%
Hertz Corporation (The)
Term Loan, 3.99%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2023	$	248	$	246,727
Kenan Advantage Group, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		27		27,428
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		90		90,192
PODS, LLC
Term Loan, 4.48%, (1 mo. USD LIBOR + 3.25%), Maturing February 2, 2022		75		75,153


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Stena International S.a.r.l.
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing March 3, 2021	$	387	$	337,174

			$	776,674

Telecommunications — 5.7%
CenturyLink, Inc.
Term Loan, 2.75%, Maturing January 31, 2025⁽³⁾	$	1,250	$	1,224,219
Colorado Buyer, Inc.
Term Loan, 4.31%, (3 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		200		201,325
Consolidated Communications, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2023		150		147,774
Digicel International Finance Limited
Term Loan, 5.07%, (3 mo. USD LIBOR + 3.75%), Maturing May 28, 2024		175		176,914
Frontier Communications Corp.
Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing June 15, 2024		475		453,736
Global Eagle Entertainment, Inc.
Term Loan, 8.46%, (1 week USD LIBOR + 7.00%), Maturing January 6, 2023		298		288,809
Intelsat Jackson Holdings S.A.
Term Loan, 4.00%, (3 mo. USD LIBOR + 2.75%), Maturing June 30, 2019		1,450		1,446,375
IPC Corp.
Term Loan, 5.82%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021		415		396,743
Onvoy, LLC
Term Loan, 5.80%, (3 mo. USD LIBOR + 4.50%), Maturing February 10, 2024		474		474,207
Sprint Communications, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024		848		850,260
Syniverse Holdings, Inc.
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing April 23, 2019		1,029		992,993
Telesat Canada
Term Loan, 4.30%, (3 mo. USD LIBOR + 3.00%), Maturing November 17, 2023		1,166		1,175,920

			$	7,829,275

Utilities — 2.9%
Calpine Construction Finance Company L.P.
Term Loan, 3.74%, (1 mo. USD LIBOR + 2.50%), Maturing January 31, 2022	$	145	$	144,581
Calpine Corporation
Term Loan, 4.05%, (3 mo. USD LIBOR + 2.75%), Maturing January 15, 2024		809		808,050
Granite Acquisition, Inc.
Term Loan, 5.30%, (3 mo. USD LIBOR + 4.00%), Maturing December 19, 2021		28		28,705
Term Loan, 5.30%, (3 mo. USD LIBOR + 4.00%), Maturing December 19, 2021		631		636,342
Helix Gen Funding, LLC
Term Loan, 4.96%, (3 mo. USD LIBOR + 3.75%), Maturing June 2, 2024		175		177,066
Invenergy Thermal Operating I, LLC
Term Loan, 6.80%, (3 mo. USD LIBOR + 5.50%), Maturing October 19, 2022		241		232,084
Lightstone Generation, LLC
Term Loan, 5.74%, (1 mo. USD LIBOR + 4.50%), Maturing January 30, 2024		23		23,092
Term Loan, 5.74%, (1 mo. USD LIBOR + 4.50%), Maturing January 30, 2024		372		370,604
Lonestar Generation, LLC
Term Loan, 5.57%, (3 mo. USD LIBOR + 4.25%), Maturing February 22, 2021		535		513,978
Longview Power, LLC
Term Loan, 7.24%, (1 mo. USD LIBOR + 6.00%), Maturing April 13, 2021		564		326,830
Talen Energy Supply, LLC
Term Loan, Maturing July 15, 2023⁽⁵⁾		200		197,167
Term Loan, 5.24%, (1 mo. USD LIBOR + 4.00%), Maturing April 15, 2024		174		171,858


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
TPF II Power, LLC
Term Loan, 4.99%, (1 mo. USD LIBOR + 3.75%), Maturing October 2, 2023	$	298	$	299,151

			$	3,929,508

Total Senior Floating-Rate Loans (identified cost $181,310,222)			$	178,545,638


Corporate Bonds & Notes — 10.5%

Security	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 0.5%
Bombardier, Inc.
7.45%, 5/1/34⁽⁸⁾		640	$	651,200

			$	651,200

Banks and Thrifts — 0.5%
Australia and New Zealand Banking Group, Ltd.
3.75%, 7/25/19⁽⁹⁾	AUD	640	$	521,171
JPMorgan Chase & Co.
4.25%, 11/2/18	NZD	255		186,066

			$	707,237

Building and Development — 0.5%
CalAtlantic Group, Inc.
5.00%, 6/15/27		125	$	125,625
MDC Holdings, Inc.
6.00%, 1/15/43		533		513,013

			$	638,638

Chemicals and Plastics — 0.5%
CF Industries, Inc.
4.95%, 6/1/43		820	$	713,400

			$	713,400

Computers — 0.7%
Seagate HDD Cayman
4.875%, 6/1/27		830	$	785,011
5.75%, 12/1/34		126		117,629

			$	902,640

Diversified Financial Services — 0.9%
Jefferies Finance, LLC/JFIN Co-Issuer Corp.
7.25%, 8/15/24⁽⁸⁾		202	$	201,495
Och-Ziff Finance Co., LLC
4.50%, 11/20/19⁽⁸⁾		1,080		1,036,800

			$	1,238,295

Drugs — 0.3%
Valeant Pharmaceuticals International, Inc.
6.50%, 3/15/22⁽⁸⁾		173	$	181,866
7.00%, 3/15/24⁽⁸⁾		225		239,344

			$	421,210


Security	Principal Amount* (000’s omitted)		Value
Food/Drug Retailers — 0.5%
ESAL GmbH
6.25%, 2/5/23⁽⁸⁾		685	$	666,505

			$	666,505

Forest Products — 0.4%
Suzano Austria GmbH
7.00%, 3/16/47⁽⁸⁾		486	$	528,525

			$	528,525

Nonferrous Metals/Minerals — 1.3%
Freeport-McMoRan, Inc.
5.45%, 3/15/43		750	$	703,125
Teck Resources, Ltd.
5.20%, 3/1/42		1,150		1,138,500

			$	1,841,625

Oil and Gas — 1.9%
Ecopetrol S.A.
5.875%, 5/28/45		450	$	439,582
Ensco PLC
5.20%, 3/15/25		706		529,500
Petrobras Global Finance B.V.
5.625%, 5/20/43		905		797,079
Rowan Cos., Inc.
4.75%, 1/15/24		415		336,150
5.40%, 12/1/42		675		479,250

			$	2,581,561

Real Estate Investment Trusts (REITs) — 0.4%
CBL & Associates, L.P.
4.60%, 10/15/24		530	$	506,199

			$	506,199

Retailers (Except Food and Drug) — 1.7%
JC Penney Corp., Inc.
6.375%, 10/15/36		670	$	485,750
Macy’s Retail Holdings, Inc.
4.30%, 2/15/43		1,155		927,334
Signet UK Finance PLC
4.70%, 6/15/24		915		902,731

			$	2,315,815

Telecommunications — 0.1%
Oi Brasil Holdings Cooperatief UA
5.75%, 2/10/22⁽⁷⁾⁽⁸⁾		425	$	147,688

			$	147,688

Transportation — 0.3%
JSL Europe S.A.
7.75%, 7/26/24⁽⁸⁾		400	$	419,500

			$	419,500


Total Corporate Bonds & Notes (identified cost $13,427,332)			$	14,280,038



Foreign Government Bonds— 3.3%

Security	Principal Amount (000’s omitted)		Value
Argentina — 0.4%
Republic of Argentina
7.82%, 12/31/33	EUR	413	$	546,179

			$	546,179

Brazil — 0.5%
Nota do Tesouro Nacional
10.00%, 1/1/25	BRL	2,150	$	691,735

			$	691,735

Canada — 0.6%
Canada Housing Trust
3.80%, 6/15/21⁽⁸⁾	CAD	900	$	775,827

			$	775,827

Mexico — 0.8%
Mexican Bonos
7.75%, 5/29/31	MXN	19,590	$	1,168,524

			$	1,168,524

Supranational — 1.0%
European Investment Bank
7.20%, 7/9/19⁽⁸⁾	IDR	4,080,000	$	312,752
International Bank for Reconstruction & Development
3.50%, 1/22/21	NZD	425		312,781
International Finance Corp.
7.80%, 6/3/19	INR	24,990		406,392
8.25%, 6/10/21	INR	18,100		307,996

			$	1,339,921


Total Foreign Government Bonds (identified cost $4,034,589)			$	4,522,186


Commercial Mortgage-Backed Securities — 0.1%

Security	Principal Amount (000’s omitted)		Value
JPMBB Commercial Mortgage Securities Trust
Series 2014-C23, Class D, 4.11%, Maturing 9/15/47^(8)(10)	$	100	$	87,447


Total Commercial Mortgage-Backed Securities (identified cost $89,170)			$	87,447



Convertible Bonds — 0.1%

Security	Principal Amount (000’s omitted)		Value
Oil & Gas — 0.1%
Ascent Resources Utica Holdings, LLC/ARU Finance Corp.
5.00%, 3/1/21^(8)(11)	$	111	$	113,461


Total Convertible Bonds (identified cost $110,954)			$	113,461


Common Stocks — 5.3%

Security	Shares		Value
Building and Development — 0.2%
CalAtlantic Group, Inc.		6,950	$	241,513

			$	241,513

Business Equipment and Services — 0.1%
Education Management Corp.^(4)(12)(13)		2,334,705	$	0
RCS Capital Corp.^(12)(13)		6,066		120,562

			$	120,562

Diversified Financial Services — 0.3%
Medley Capital Corp.		74,500	$	447,745

			$	447,745

Electronics/Electrical — 0.3%
Answers Corp.^(12)(13)		14,876	$	232,437
Intel Corp.		4,500		157,815

			$	390,252

Financial Services — 0.2%
Bank of America Corp.		7,600	$	181,564
Regions Financial Corp.		10,000		141,100

			$	322,664

Health Care — 0.0%⁽¹⁴⁾
New Millennium Holdco, Inc.^(12)(13)		10,394	$	14,941

			$	14,941

Investment Companies — 2.2%
Ares Capital Corp.		59,000	$	947,540
PennantPark Investment Corp.		72,837		547,006
Solar Capital, Ltd.		43,000		918,910
THL Credit, Inc.		67,000		616,400

			$	3,029,856

Miscellaneous Manufacturing — 0.3%
Toshiba Corp.⁽¹²⁾		148,000	$	412,853

			$	412,853

Nonferrous Metals/Minerals — 0.3%
Cleveland-Cliffs, Inc.⁽¹²⁾		45,260	$	378,374
Freeport-McMoRan, Inc.⁽¹²⁾		4,945		73,087

			$	451,461


Security	Shares		Value
Oil and Gas — 0.5%
Ameriforge Group, Inc.^(4)(12)(13)		8,874	$	310,590
Paragon Offshore Finance Company, Class A^(12)(13)		404		374
Paragon Offshore Finance Company, Class B^(4)(12)(13)		202		3,636
Paragon Offshore, Ltd.^(12)(13)		404		6,666
Royal Dutch Shell PLC, Class B, ADR		5,150		291,644
Southcross Holdings Group, LLC^(4)(12)(13)		15		0
Southcross Holdings L.P., Class A^(12)(13)		15		9,188

			$	622,098

Retail — 0.3%
Signet Jewelers, Ltd.		6,300	$	397,341

			$	397,341

Semiconductors & Semiconductor Equipment — 0.1%
QUALCOMM, Inc.		2,425	$	126,755

			$	126,755

Transportation — 0.5%
A.P. Moller - Maersk A/S, Class B		315	$	650,677

			$	650,677


Total Common Stocks (identified cost $8,836,689)			$	7,228,718


Convertible Preferred Stocks — 1.8%

Security	Shares		Value
Business Equipment and Services — 0.0%
Education Management Corp., Series A-1, 7.50%^(4)(12)(13)		2,597	$	0

			$	0

Diversified Financial Services — 0.3%
AMG Capital Trust II, 5.15%		6,900	$	419,865

			$	419,865

Oil & Gas — 1.0%
Chesapeake Energy Corp., 5.75%		2,240	$	1,317,400

			$	1,317,400

Pharmaceuticals — 0.1%
Teva Pharmaceutical Industries, Ltd., 7.00%		580	$	185,455

			$	185,455

Real Estate Investment Trusts (REITs) — 0.4%
iStar, Inc., Series J, 4.50%		11,500	$	569,595

			$	569,595


Total Convertible Preferred Stocks (identified cost $2,508,784)			$	2,492,315



Preferred Stocks — 0.0%⁽¹⁴⁾

Security	Shares		Value
Equity Real Estate Investment Trusts (REITs) — 0.0%⁽¹⁴⁾
CBL & Associates Properties, Inc., Series D, 7.375%		575	$	14,070


Total Preferred Stocks (identified cost $13,311)			$	14,070


Short-Term Investments — 3.9%

Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 1.32%⁽¹⁵⁾		5,233,821	$	5,234,868


Total Short-Term Investments (identified cost $5,234,558)			$	5,234,868


Total Investments — 156.2% (identified cost $215,565,609)			$	212,518,741


Less Unfunded Loan Commitments — (0.0)%⁽¹⁴⁾			$	(7,965	)


Net Investments — 156.2% (identified cost $215,557,644)			$	212,510,776


Notes Payable — (41.2)%			$	(56,000,000	)


Variable Rate Term Preferred Shares, at Liquidation Value (net of unamortized deferred debt issuance costs) — (13.9)%			$	(18,925,128	)


Other Assets, Less Liabilities — (1.1)%			$	(1,547,509	)


Net Assets Applicable to Common Shares — 100.0%			$	136,038,139

The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares.

*	In U.S. dollars unless otherwise indicated.

(1)

Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”). Base lending rates may be subject to a floor, or minimum rate.

(2)

The stated interest rate represents the weighted average interest rate at August 31, 2017 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

(3)	Fixed-rate loan.

(4)	For fair value measurement disclosure purposes, security is categorized as Level 3.

(5)	This Senior Loan will settle after August 31, 2017, at which time the interest rate will be determined.

(6)

Unfunded or partially unfunded loan commitments. The Fund may enter into certain loan agreements all or a portion of which may be unfunded. The Fund is obligated to fund these commitments at the borrower’s discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion and the commitment fees on the portion of the loan that is unfunded.

(7)	Currently the issuer is in default with respect to interest and/or principal payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

(8)

Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At August 31, 2017, the aggregate value of these securities is $5,362,410 or 3.9% of the Fund’s net assets applicable to common shares.

(9)

Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At August 31, 2017, the aggregate value of these securities is $521,171 or 0.4% of the Fund’s net assets applicable to common shares.

(10)	Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at August 31, 2017.

(11)	Represents a payment-in-kind security which may pay interest in additional principal at the issuer’s discretion.

(12)	Non-income producing security.

(13)	Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale.

(14)	Amount is less than 0.05% or (0.05)%, as applicable.

(15)

Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of August 31, 2017. Net income from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended August 31, 2017 was $14,303.

Forward Foreign Currency Exchange Contracts


Currency Purchased		Currency Sold		Counterparty	Settlement Date	Unrealized Appreciation		Unrealized (Depreciation)
JPY	9,028,000	USD	81,890	Bank of America, N.A.	10/31/17	$	443	$	—
USD	358,676	JPY	39,723,200	Bank of America, N.A.	10/31/17		—		(3,590	)
USD	65,541	JPY	7,192,800	Bank of America, N.A.	10/31/17		—		(56	)
USD	42,043	JPY	4,588,000	Bank of America, N.A.	10/31/17		201		—
USD	44,855	JPY	4,884,000	Bank of America, N.A.	10/31/17		315		—

						$	959	$	(3,646	)

Abbreviations:



ADR	-	American Depositary Receipt

LIBOR	-	London Interbank Offered Rate

PIK	-	Payment In Kind

Currency Abbreviations:



AUD	-	Australian Dollar

BRL	-	Brazilian Real

CAD	-	Canadian Dollar

EUR	-	Euro

IDR	-	Indonesian Rupiah



INR	-	Indian Rupee

JPY	-	Japanese Yen

MXN	-	Mexican Peso

NZD	-	New Zealand Dollar

USD	-	United States Dollar

At August 31, 2017, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

The Fund is subject to foreign exchange risk in the normal course of pursuing its investment objective. Because the Fund holds foreign currency denominated investments, the value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Fund enters into forward foreign currency exchange contracts.

At August 31, 2017, the aggregate fair value of open derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) in an asset position and in a liability position and whose primary underlying risk exposure is foreign exchange risk was $959 and $3,646, respectively.

The cost and unrealized appreciation (depreciation) of investments, including open derivative contracts, of the Fund at August 31, 2017, as determined on a federal income tax basis, were as follows:


Aggregate cost	$	215,640,026

Gross unrealized appreciation	$	3,487,421
Gross unrealized depreciation		(6,619,358	)

Net unrealized depreciation	$	(3,131,937	)

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

•

Level 1 — quoted prices in active markets for identical investments

•

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

•

Level 3 — significant unobservable inputs (including a fund’s own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At August 31, 2017, the hierarchy of inputs used in valuing the Fund’s investments and open derivative instruments, which are carried at value, were as follows:


Asset Description	Level 1		Level 2			Level 3*		Total
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)	$	—	$	177,994,215		$	543,458	$	178,537,673
Corporate Bonds & Notes		—		14,280,038			—		14,280,038
Foreign Government Bonds		—		4,522,186			—		4,522,186
Commercial Mortgage-Backed Securities		—		87,447			—		87,447
Convertible Bonds		—		113,461			—		113,461
Common Stocks		5,466,794		1,447,698	**		314,226		7,228,718
Convertible Preferred Stocks		605,320		1,886,995			0		2,492,315
Preferred Stocks		14,070		—			—		14,070
Short-Term Investments		—		5,234,868			—		5,234,868
Total Investments	$	6,086,184	$	205,566,908		$	857,684	$	212,510,776
Forward Foreign Currency Exchange Contracts	$	—	$	959		$	—	$	959
Total	$	6,086,184	$	205,567,867		$	857,684	$	212,511,735

Liability Description
Forward Foreign Currency Exchange Contracts	$	—	$	(3,646	)	$	—	$	(3,646	)
Total	$	—	$	(3,646	)	$	—	$	(3,646	)

*	None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund.

**	Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended August 31, 2017 is not presented. At August 31, 2017, there were no investments transferred between Level 1 and Level 2 during the fiscal year to date then ended.

For information on the Fund’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to shareholders.

Item 2. Controls and Procedures

(a) It is the conclusion of the registrant’s principal executive officer and principal financial officer that the effectiveness of the registrant’s current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant on this Form N-Q has been recorded, processed, summarized and reported within the time period specified in the Commission’s rules and forms and that the information required to be disclosed by the registrant on this Form N-Q has been accumulated and communicated to the registrant’s principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.

(b) There have been no changes in the registrant’s internal controls over financial reporting during the fiscal quarter for which the report is being filed that have materially affected, or are reasonably likely to materially affect the registrant’s internal control over financial reporting.

Item 3. Exhibits

A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act is attached hereto.

Signatures

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Eaton Vance Floating-Rate Income Plus Fund



By:		/s/ Payson F. Swaffield
		Payson F. Swaffield
		President

Date:		October 24, 2017

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.



By:		/s/ Payson F. Swaffield
		Payson F. Swaffield
		President

Date:		October 24, 2017



By:		/s/ James F. Kirchner
		James F. Kirchner
		Treasurer

Date:		October 24, 2017