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
(Registrants Telephone Number, Including Area Code)
May 31
Date of Fiscal Year End
August 31, 2018
Date of Reporting Period
Item 1. Schedule of Investments
Eaton Vance
Floating-Rate Income Plus Fund
August 31, 2018
PORTFOLIO OF INVESTMENTS (Unaudited)
Senior Floating-Rate Loans 135.0%(1)
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Aerospace and Defense 2.4% |
||||||||
Accudyne Industries, LLC |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing August 18, 2024 |
$ | 162 | $ | 162,443 | ||||
TransDigm, Inc. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 9, 2023 |
1,537 | 1,536,406 | ||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing August 22, 2024 |
1,334 | 1,332,784 | ||||||
Wesco Aircraft Hardware Corp. |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2021 |
205 | 202,746 | ||||||
|
|
|||||||
$ | 3,234,379 | |||||||
|
|
|||||||
Automotive 3.4% |
||||||||
American Axle and Manufacturing, Inc. |
||||||||
Term Loan, 4.37%, (USD LIBOR + 2.25%), Maturing April 6, 2024(2) |
$ | 731 | $ | 732,012 | ||||
Belron Finance US, LLC |
||||||||
Term Loan, 4.84%, (3 mo. USD LIBOR + 2.50%), Maturing November 7, 2024 |
124 | 124,880 | ||||||
Chassix, Inc. |
||||||||
Term Loan, 7.91%, (USD LIBOR + 5.50%), Maturing November 15, 2023(2) |
348 | 352,168 | ||||||
CS Intermediate Holdco 2, LLC |
||||||||
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing November 2, 2023 |
193 | 194,322 | ||||||
Dayco Products, LLC |
||||||||
Term Loan, 6.56%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023 |
245 | 245,940 | ||||||
FCA US, LLC |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2018 |
317 | 317,395 | ||||||
Federal-Mogul Holdings Corporation |
||||||||
Term Loan, 5.81%, (1 mo. USD LIBOR + 3.75%), Maturing April 15, 2021 |
766 | 768,688 | ||||||
Horizon Global Corporation |
||||||||
Term Loan, 8.08%, (1 mo. USD LIBOR + 6.00%), Maturing June 30, 2021 |
93 | 91,130 | ||||||
L&W, Inc. |
||||||||
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.00%), Maturing May 22, 2025 |
175 | 176,859 | ||||||
Sage Automotive Interiors, Inc. |
||||||||
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing October 27, 2022 |
172 | 173,668 | ||||||
Tenneco, Inc. |
||||||||
Term Loan, Maturing June 18, 2025(3) |
825 | 825,252 | ||||||
TI Group Automotive Systems, LLC |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2022 |
239 | 240,172 | ||||||
Tower Automotive Holdings USA, LLC |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024 |
412 | 413,718 | ||||||
|
|
|||||||
$ | 4,656,204 | |||||||
|
|
|||||||
Beverage and Tobacco 0.7% |
||||||||
Arterra Wines Canada, Inc. |
||||||||
Term Loan, 5.07%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023 |
$ | 592 | $ | 594,895 |
1
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Flavors Holdings, Inc. |
||||||||
Term Loan - Second Lien, 12.33%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2021 |
$ | 500 | $ | 412,500 | ||||
|
|
|||||||
$ | 1,007,395 | |||||||
|
|
|||||||
Brokerage/Securities Dealers/Investment Houses 0.6% |
||||||||
Advisor Group, Inc. |
||||||||
Term Loan, Maturing August 15, 2025(3) |
$ | 125 | $ | 125,937 | ||||
Aretec Group, Inc. |
||||||||
Term Loan, 6.33%, (1 mo. USD LIBOR + 4.25%), Maturing November 23, 2020 |
267 | 268,228 | ||||||
Term Loan - Second Lien, 9.58%, (1 mo. USD LIBOR + 7.50% (2.00% Cash, 7.58% PIK)), Maturing May 23, 2021 |
331 | 332,106 | ||||||
OZ Management L.P. |
||||||||
Term Loan, 6.88%, (1 mo. USD LIBOR + 4.75%), Maturing April 11, 2023 |
120 | 120,900 | ||||||
|
|
|||||||
$ | 847,171 | |||||||
|
|
|||||||
Building and Development 3.4% |
||||||||
American Builders & Contractors Supply Co., Inc. |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing October 31, 2023 |
$ | 593 | $ | 590,648 | ||||
Beacon Roofing Supply, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025 |
150 | 149,171 | ||||||
Core & Main L.P. |
||||||||
Term Loan, 5.31%, (3 mo. USD LIBOR + 3.00%), Maturing August 1, 2024 |
174 | 174,663 | ||||||
CPG International, Inc. |
||||||||
Term Loan, 6.25%, (6 mo. USD LIBOR + 3.75%), Maturing May 3, 2024 |
533 | 536,840 | ||||||
DTZ U.S. Borrower, LLC |
||||||||
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.25%), Maturing August 21, 2025 |
1,275 | 1,273,274 | ||||||
GGP, Inc. |
||||||||
Term Loan, Maturing August 27, 2025(3) |
225 | 223,895 | ||||||
Quikrete Holdings, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023 |
601 | 600,999 | ||||||
Realogy Group, LLC |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), Maturing February 8, 2025 |
450 | 452,093 | ||||||
Summit Materials Companies I, LLC |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing November 21, 2024 |
149 | 149,530 | ||||||
Werner FinCo L.P. |
||||||||
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing July 24, 2024 |
348 | 341,540 | ||||||
WireCo WorldGroup, Inc. |
||||||||
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing September 30, 2023 |
147 | 149,217 | ||||||
|
|
|||||||
$ | 4,641,870 | |||||||
|
|
|||||||
Business Equipment and Services 11.8% |
||||||||
Acosta Holdco, Inc. |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021 |
$ | 745 | $ | 582,651 | ||||
Adtalem Global Education, Inc. |
||||||||
Term Loan, 5.06%, (1 mo. USD LIBOR + 3.00%), Maturing April 11, 2025 |
100 | 100,833 | ||||||
AlixPartners, LLP |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing April 4, 2024 |
544 | 545,573 | ||||||
ASGN Incorporated |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing April 2, 2025 |
120 | 119,902 | ||||||
Camelot UK Holdco Limited |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing October 3, 2023 |
270 | 270,587 |
2
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Cast and Crew Payroll, LLC |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024 |
$ | 596 | $ | 596,744 | ||||
Ceridian HCM Holding, Inc. |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing April 5, 2025 |
350 | 350,729 | ||||||
Change Healthcare Holdings LLC |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2024 |
1,564 | 1,566,346 | ||||||
CPM Holdings, Inc. |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing April 11, 2022 |
317 | 319,065 | ||||||
Crossmark Holdings, Inc. |
||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 20, 2019 |
489 | 309,384 | ||||||
Cypress Intermediate Holdings III, Inc. |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing April 27, 2024 |
322 | 322,072 | ||||||
EAB Global, Inc. |
||||||||
Term Loan, 6.25%, (USD LIBOR + 3.75%), Maturing November 15, 2024(2) |
324 | 323,782 | ||||||
Education Management, LLC |
||||||||
Term Loan, 0.00%, Maturing July 2, 2020(4)(5) |
370 | 0 | ||||||
Term Loan, 0.00%, Maturing July 2, 2020(4)(5) |
165 | 31,045 | ||||||
EIG Investors Corp. |
||||||||
Term Loan, 6.06%, (USD LIBOR + 3.75%), Maturing February 9, 2023(2) |
802 | 806,132 | ||||||
Extreme Reach, Inc. |
||||||||
Term Loan, 8.33%, (1 mo. USD LIBOR + 6.25%), Maturing February 7, 2020 |
558 | 557,666 | ||||||
First Data Corporation |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.00%), Maturing July 8, 2022 |
575 | 574,598 | ||||||
Garda World Security Corporation |
||||||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing May 24, 2024 |
465 | 467,056 | ||||||
Global Payments, Inc. |
||||||||
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing April 21, 2023 |
76 | 76,709 | ||||||
IG Investment Holdings, LLC |
||||||||
Term Loan, 5.68%, (USD LIBOR + 3.50%), Maturing May 23, 2025(2) |
590 | 592,234 | ||||||
Information Resources, Inc. |
||||||||
Term Loan, 6.57%, (3 mo. USD LIBOR + 4.25%), Maturing January 18, 2024 |
198 | 198,981 | ||||||
Iron Mountain, Inc. |
||||||||
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026 |
200 | 197,131 | ||||||
J.D. Power and Associates |
||||||||
Term Loan, 6.33%, (1 mo. USD LIBOR + 4.25%), Maturing September 7, 2023 |
541 | 545,327 | ||||||
Kronos Incorporated |
||||||||
Term Loan, 5.34%, (USD LIBOR + 3.00%), Maturing November 1, 2023(2) |
1,383 | 1,387,480 | ||||||
LegalZoom.com, Inc. |
||||||||
Term Loan, 6.32%, (1 mo. USD LIBOR + 4.25%), Maturing November 21, 2024 |
174 | 176,183 | ||||||
Monitronics International, Inc. |
||||||||
Term Loan, 7.83%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022 |
221 | 211,483 | ||||||
PGX Holdings, Inc. |
||||||||
Term Loan, 7.33%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020 |
255 | 249,657 | ||||||
Ping Identity Corporation |
||||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing January 24, 2025 |
75 | 75,188 | ||||||
Pre-Paid Legal Services, Inc. |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2025 |
94 | 94,490 | ||||||
Prime Security Services Borrower, LLC |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022 |
616 | 618,568 |
3
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Red Ventures, LLC |
||||||||
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing November 8, 2024 |
$ | 245 | $ | 248,354 | ||||
Solera, LLC |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023 |
674 | 674,377 | ||||||
Spin Holdco, Inc. |
||||||||
Term Loan, 5.59%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2022 |
772 | 775,862 | ||||||
Tempo Acquisition, LLC |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024 |
198 | 198,718 | ||||||
Trans Union, LLC |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing June 19, 2025 |
100 | 100,455 | ||||||
Travelport Finance (Luxembourg) S.a.r.l. |
||||||||
Term Loan, 4.81%, (3 mo. USD LIBOR + 2.50%), Maturing March 17, 2025 |
472 | 472,816 | ||||||
TriTech Software Systems |
||||||||
Term Loan, Maturing August 15, 2025(3) |
200 | 200,784 | ||||||
Vestcom Parent Holdings, Inc. |
||||||||
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023 |
123 | 123,279 | ||||||
WASH Multifamily Laundry Systems, LLC |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022 |
228 | 229,670 | ||||||
West Corporation |
||||||||
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024 |
274 | 272,143 | ||||||
Worldpay, LLC |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 1.75%), Maturing August 9, 2024 |
449 | 449,561 | ||||||
|
|
|||||||
$ | 16,013,615 | |||||||
|
|
|||||||
Cable and Satellite Television 4.8% |
||||||||
Charter Communications Operating, LLC |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2025 |
$ | 871 | $ | 871,985 | ||||
CSC Holdings, LLC |
||||||||
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025 |
648 | 647,030 | ||||||
Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing January 25, 2026 |
299 | 299,001 | ||||||
Numericable Group S.A. |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), Maturing July 31, 2025 |
444 | 423,961 | ||||||
Radiate Holdco, LLC |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024 |
446 | 444,167 | ||||||
Telenet Financing USD, LLC |
||||||||
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing August 15, 2026 |
600 | 593,625 | ||||||
Unitymedia Finance, LLC |
||||||||
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026 |
225 | 224,879 | ||||||
UPC Financing Partnership |
||||||||
Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026 |
500 | 498,632 | ||||||
Virgin Media Bristol, LLC |
||||||||
Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026 |
1,650 | 1,651,160 | ||||||
Ziggo Secured Finance Partnership |
||||||||
Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025 |
850 | 836,520 | ||||||
|
|
|||||||
$ | 6,490,960 | |||||||
|
|
|||||||
Chemicals and Plastics 7.3% |
||||||||
Alpha 3 B.V. |
||||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024 |
$ | 149 | $ | 149,090 |
4
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Aruba Investments, Inc. |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing February 2, 2022 |
$ | 73 | $ | 73,249 | ||||
Ashland, Inc. |
||||||||
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing May 17, 2024 |
149 | 149,057 | ||||||
Axalta Coating Systems US Holdings, Inc. |
||||||||
Term Loan, 4.08%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024 |
999 | 1,000,994 | ||||||
Emerald Performance Materials, LLC |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021 |
120 | 120,693 | ||||||
Term Loan - Second Lien, 9.83%, (1 mo. USD LIBOR + 7.75%), Maturing |
150 | 150,844 | ||||||
Ferro Corporation |
||||||||
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024 |
74 | 74,486 | ||||||
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024 |
76 | 76,105 | ||||||
Flint Group GmbH |
||||||||
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021 |
38 | 35,554 | ||||||
Flint Group US, LLC |
||||||||
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021 |
227 | 215,072 | ||||||
Gemini HDPE, LLC |
||||||||
Term Loan, 4.85%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024 |
500 | 501,740 | ||||||
H.B. Fuller Company |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing October 20, 2024 |
484 | 484,038 | ||||||
Ineos US Finance, LLC |
||||||||
Term Loan, 4.17%, (2 mo. USD LIBOR + 2.00%), Maturing March 31, 2024 |
796 | 796,622 | ||||||
Invictus US, LLC |
||||||||
Term Loan, 5.20%, (2 mo. USD LIBOR + 3.00%), Maturing March 28, 2025 |
125 | 125,545 | ||||||
Kraton Polymers, LLC |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing March 5, 2025 |
220 | 220,800 | ||||||
LTI Holdings, Inc. |
||||||||
Term Loan, Maturing August 10, 2025(3) |
100 | 100,208 | ||||||
MacDermid, Inc. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 7, 2020 |
350 | 351,779 | ||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023 |
383 | 384,421 | ||||||
Minerals Technologies, Inc. |
||||||||
Term Loan, 4.39%, (USD LIBOR + 2.25%), Maturing February 14, 2024(2) |
228 | 229,314 | ||||||
Orion Engineered Carbons GmbH |
||||||||
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing July 25, 2024 |
296 | 298,314 | ||||||
PQ Corporation |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing February 8, 2025 |
688 | 690,137 | ||||||
Prince Minerals, Inc. |
||||||||
Term Loan, 5.90%, (USD LIBOR + 3.50%), Maturing March 20, 2025(2) |
431 | 417,678 | ||||||
Schenectady International Group, Inc. |
||||||||
Term Loan, Maturing August 10, 2025(3) |
200 | 197,500 | ||||||
Spectrum Holdings III Corp. |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2025 |
136 | 135,818 | ||||||
Tata Chemicals North America, Inc. |
||||||||
Term Loan, 5.13%, (3 mo. USD LIBOR + 2.75%), Maturing August 7, 2020 |
197 | 197,428 | ||||||
Trinseo Materials Operating S.C.A. |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing September 9, 2024 |
1,046 | 1,046,906 | ||||||
Tronox Blocked Borrower, LLC |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing September 22, 2024 |
256 | 256,944 |
5
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Tronox Finance, LLC |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing September 22, 2024 |
$ | 590 | $ | 592,947 | ||||
Unifrax Corporation |
||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing April 4, 2024 |
124 | 124,603 | ||||||
Univar, Inc. |
||||||||
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing July 1, 2024 |
638 | 640,296 | ||||||
|
|
|||||||
$ | 9,838,182 | |||||||
|
|
|||||||
Containers and Glass Products 4.2% |
||||||||
Berlin Packaging, LLC |
||||||||
Term Loan, 5.11%, (USD LIBOR + 3.00%), Maturing November 7, 2025(2) |
$ | 50 | $ | 50,039 | ||||
Berry Global, Inc. |
||||||||
Term Loan, 4.19%, (2 mo. USD LIBOR + 2.00%), Maturing October 1, 2022 |
210 | 209,910 | ||||||
BWAY Holding Company |
||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024 |
248 | 246,701 | ||||||
Consolidated Container Company, LLC |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024 |
99 | 99,582 | ||||||
Flex Acquisition Company, Inc. |
||||||||
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), Maturing December 29, 2023 |
469 | 468,110 | ||||||
Term Loan, 5.75%, (6 mo. USD LIBOR + 3.25%), Maturing June 29, 2025 |
350 | 350,656 | ||||||
Libbey Glass, Inc. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021 |
280 | 278,428 | ||||||
Pelican Products, Inc. |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2025 |
150 | 150,312 | ||||||
Reynolds Group Holdings, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023 |
2,386 | 2,396,644 | ||||||
Ring Container Technologies Group, LLC |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024 |
199 | 199,311 | ||||||
SIG Combibloc US Acquisition, Inc. |
| |||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 13, 2022 |
699 | 702,583 | ||||||
Trident TPI Holdings, Inc. |
| |||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing October 17, 2024 |
522 | 522,111 | ||||||
|
|
|||||||
$ | 5,674,387 | |||||||
|
|
|||||||
Cosmetics/Toiletries 0.3% |
| |||||||
KIK Custom Products, Inc. |
| |||||||
Term Loan, 6.06%, (1 mo. USD LIBOR + 4.00%), Maturing May 15, 2023 |
$ | 434 | $ | 431,742 | ||||
|
|
|||||||
$ | 431,742 | |||||||
|
|
|||||||
Drugs 5.9% |
| |||||||
Albany Molecular Research, Inc. |
| |||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing August 30, 2024 |
$ | 323 | $ | 322,603 | ||||
Amneal Pharmaceuticals, LLC |
| |||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025 |
825 | 828,805 | ||||||
Arbor Pharmaceuticals, Inc. |
| |||||||
Term Loan, 7.49%, (6 mo. USD LIBOR + 5.00%), Maturing July 5, 2023 |
719 | 724,987 | ||||||
Bausch Health Companies, Inc. |
| |||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing June 1, 2025 |
1,521 | 1,527,828 | ||||||
Endo Luxembourg Finance Company I S.a.r.l. |
| |||||||
Term Loan, 6.38%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024 |
1,163 | 1,171,967 |
6
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Horizon Pharma, Inc. |
| |||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.25%), Maturing March 29, 2024 |
$ | 800 | $ | 804,465 | ||||
Jaguar Holding Company II |
| |||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2022 |
1,604 | 1,604,388 | ||||||
Mallinckrodt International Finance S.A. |
| |||||||
Term Loan, 5.20%, (6 mo. USD LIBOR + 2.75%), Maturing September 24, 2024 |
641 | 637,007 | ||||||
Term Loan, 5.52%, (6 mo. USD LIBOR + 3.00%), Maturing February 24, 2025 |
200 | 199,518 | ||||||
PharMerica Corporation |
| |||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 3.50%), Maturing December 6, 2024 |
200 | 201,121 | ||||||
|
|
|||||||
$ | 8,022,689 | |||||||
|
|
|||||||
Ecological Services and Equipment 1.2% |
| |||||||
Advanced Disposal Services, Inc. |
| |||||||
Term Loan, 4.21%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023 |
$ | 477 | $ | 478,196 | ||||
Charah, LLC |
| |||||||
Term Loan, 8.33%, (1 mo. USD LIBOR + 6.25%), Maturing October 25, 2024 |
123 | 125,035 | ||||||
EnergySolutions, LLC |
| |||||||
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing May 9, 2025 |
275 | 276,891 | ||||||
GFL Environmental, Inc. |
| |||||||
Term Loan, 2.75%, Maturing May 30, 2025(6) |
64 | 63,317 | ||||||
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing May 30, 2025 |
511 | 509,706 | ||||||
Wrangler Buyer Corp. |
| |||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024 |
174 | 175,148 | ||||||
|
|
|||||||
$ | 1,628,293 | |||||||
|
|
|||||||
Electronics/Electrical 17.4% |
| |||||||
Almonde, Inc. |
| |||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing June 13, 2024 |
$ | 588 | $ | 586,316 | ||||
Answers Finance, LLC |
| |||||||
Term Loan - Second Lien, 12.90%, (3 mo. USD Prime + 7.90%), Maturing |
77 | 74,979 | ||||||
Applied Systems, Inc. |
| |||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing September 19, 2024 |
546 | 548,946 | ||||||
AppLovin Corporation |
| |||||||
Term Loan, Maturing August 15, 2025(3) |
350 | 352,078 | ||||||
Aptean, Inc. |
| |||||||
Term Loan, 6.59%, (3 mo. USD LIBOR + 4.25%), Maturing December 20, 2022 |
593 | 593,981 | ||||||
Avast Software B.V. |
| |||||||
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing September 30, 2023 |
330 | 331,726 | ||||||
Barracuda Networks, Inc. |
| |||||||
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.25%), Maturing February 12, 2025 |
349 | 349,998 | ||||||
Blackhawk Network Holdings, Inc. |
| |||||||
Term Loan, 5.18%, (1 mo. USD LIBOR + 3.00%), Maturing June 15, 2025 |
175 | 175,809 | ||||||
BMC Software Finance, Inc. |
| |||||||
Term Loan, Maturing September 1, 2025(3) |
675 | 676,477 | ||||||
Campaign Monitor Finance Pty. Limited |
| |||||||
Term Loan, 7.58%, (3 mo. USD LIBOR + 5.25%), Maturing March 18, 2021 |
187 | 187,466 | ||||||
CommScope, Inc. |
| |||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing December 29, 2022 |
97 | 97,903 |
7
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
CPI International, Inc. |
| |||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024 |
$ | 149 | $ | 149,294 | ||||
Cypress Semiconductor Corporation |
| |||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), Maturing July 5, 2021 |
253 | 254,052 | ||||||
DigiCert, Inc. |
| |||||||
Term Loan, 6.83%, (1 mo. USD LIBOR + 4.75%), Maturing October 31, 2024 |
224 | 225,871 | ||||||
Electro Rent Corporation |
| |||||||
Term Loan, 7.19%, (USD LIBOR + 5.00%), Maturing January 31, 2024(2) |
296 | 297,716 | ||||||
Energizer Holdings, Inc. |
| |||||||
Term Loan, Maturing June 20, 2025(3) |
125 | 126,172 | ||||||
Entegris, Inc. |
| |||||||
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2021 |
30 | 29,616 | ||||||
Epicor Software Corporation |
| |||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing June 1, 2022 |
547 | 548,205 | ||||||
Exact Merger Sub, LLC |
| |||||||
Term Loan, 6.58%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024 |
149 | 150,178 | ||||||
EXC Holdings III Corp. |
| |||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 2, 2024 |
124 | 125,720 | ||||||
Eze Castle Software, Inc. |
| |||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing April 6, 2020 |
913 | 916,470 | ||||||
Flexera Software, LLC |
| |||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing February 26, 2025 |
249 | 249,998 | ||||||
GlobalLogic Holdings, Inc. |
| |||||||
Term Loan, 5.42%, (2 mo. USD LIBOR + 3.25%), Maturing August 1, 2025 |
109 | 110,195 | ||||||
Term Loan, Maturing August 1, 2025(3) |
16 | 15,742 | ||||||
Go Daddy Operating Company, LLC |
| |||||||
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing February 15, 2024 |
1,286 | 1,290,311 | ||||||
GTCR Valor Companies, Inc. |
| |||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing June 16, 2023 |
358 | 359,886 | ||||||
Hyland Software, Inc. |
| |||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing July 1, 2022 |
1,065 | 1,072,793 | ||||||
Infoblox, Inc. |
| |||||||
Term Loan, 6.58%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023 |
483 | 487,199 | ||||||
Infor (US), Inc. |
| |||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing February 1, 2022 |
1,856 | 1,859,061 | ||||||
Informatica, LLC |
| |||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing August 5, 2022 |
645 | 649,308 | ||||||
Lattice Semiconductor Corporation |
| |||||||
Term Loan, 6.32%, (1 mo. USD LIBOR + 4.25%), Maturing March 10, 2021 |
464 | 466,395 | ||||||
MA FinanceCo., LLC |
| |||||||
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing November 19, 2021 |
504 | 500,764 | ||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024 |
119 | 117,855 | ||||||
MACOM Technology Solutions Holdings, Inc. |
| |||||||
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024 |
293 | 288,145 | ||||||
Microchip Technology Incorporated |
| |||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing May 29, 2025 |
600 | 599,935 | ||||||
MTS Systems Corporation |
| |||||||
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023 |
277 | 279,433 |
8
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Renaissance Holding Corp. |
| |||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing May 30, 2025 |
$ | 275 | $ | 274,828 | ||||
Rocket Software, Inc. |
| |||||||
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing October 14, 2023 |
295 | 297,939 | ||||||
Seattle Spinco, Inc. |
| |||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024 |
802 | 795,904 | ||||||
SGS Cayman L.P. |
| |||||||
Term Loan, 7.71%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 |
50 | 47,918 | ||||||
SkillSoft Corporation |
| |||||||
Term Loan, 6.83%, (1 mo. USD LIBOR + 4.75%), Maturing April 28, 2021 |
1,238 | 1,200,759 | ||||||
SolarWinds Holdings, Inc. |
| |||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing February 5, 2024 |
249 | 249,717 | ||||||
Southwire Company |
| |||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.00%), Maturing May 15, 2025 |
125 | 125,495 | ||||||
SS&C Technologies Holdings Europe S.a.r.l. |
| |||||||
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025 |
330 | 330,580 | ||||||
SS&C Technologies, Inc. |
| |||||||
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025 |
848 | 849,821 | ||||||
SurveyMonkey, Inc. |
| |||||||
Term Loan, 6.58%, (1 mo. USD LIBOR + 4.50%), Maturing April 13, 2024 |
347 | 347,791 | ||||||
Sutherland Global Services, Inc. |
| |||||||
Term Loan, 7.71%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 |
215 | 205,852 | ||||||
Tibco Software, Inc. |
| |||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing December 4, 2020 |
148 | 148,912 | ||||||
Uber Technologies |
| |||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023 |
909 | 913,925 | ||||||
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing April 4, 2025 |
350 | 352,844 | ||||||
Verifone Systems, Inc. |
| |||||||
Term Loan, 6.32%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025 |
225 | 225,774 | ||||||
Veritas Bermuda Ltd. |
| |||||||
Term Loan, 6.64%, (USD LIBOR + 4.50%), Maturing January 27, 2023(2) |
465 | 441,909 | ||||||
Vero Parent, Inc. |
| |||||||
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing August 16, 2024 |
571 | 572,685 | ||||||
Wall Street Systems Delaware, Inc. |
| |||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing November 21, 2024 |
522 | 522,049 | ||||||
Western Digital Corporation |
| |||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023 |
604 | 605,126 | ||||||
|
|
|||||||
$ | 23,655,821 | |||||||
|
|
|||||||
Equipment Leasing 0.8% |
| |||||||
Avolon TLB Borrower 1 (US), LLC |
| |||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2025 |
$ | 1,017 | $ | 1,017,684 | ||||
IBC Capital Limited |
| |||||||
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023 |
125 | 125,519 | ||||||
|
|
|||||||
$ | 1,143,203 | |||||||
|
|
|||||||
Financial Intermediaries 4.1% |
| |||||||
Clipper Acquisitions Corp. |
| |||||||
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing December 27, 2024 |
$ | 299 | $ | 299,493 |
9
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Ditech Holding Corporation |
| |||||||
Term Loan, 8.08%, (1 mo. USD LIBOR + 6.00%), Maturing June 30, 2022 |
$ | 812 | $ | 774,921 | ||||
Donnelley Financial Solutions, Inc. |
| |||||||
Term Loan, 5.06%, (1 mo. USD LIBOR + 3.00%), Maturing October 2, 2023 |
38 | 38,489 | ||||||
Focus Financial Partners, LLC |
| |||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing July 3, 2024 |
425 | 426,328 | ||||||
Fortress Investment Group, LLC |
| |||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing December 27, 2022 |
233 | 233,902 | ||||||
Franklin Square Holdings L.P. |
| |||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing August 1, 2025 |
125 | 125,625 | ||||||
Freedom Mortgage Corporation |
| |||||||
Term Loan, 6.81%, (1 mo. USD LIBOR + 4.75%), Maturing February 23, 2022 |
267 | 269,325 | ||||||
Greenhill & Co., Inc. |
| |||||||
Term Loan, 5.84%, (USD LIBOR + 3.75%), Maturing October 12, 2022(2) |
244 | 247,102 | ||||||
GreenSky Holdings, LLC |
| |||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.25%), Maturing March 29, 2025 |
349 | 352,180 | ||||||
Guggenheim Partners, LLC |
| |||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023 |
1,464 | 1,473,600 | ||||||
Harbourvest Partners, LLC |
| |||||||
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing March 1, 2025 |
122 | 122,529 | ||||||
LPL Holdings, Inc. |
| |||||||
Term Loan, 4.48%, (USD LIBOR + 2.25%), Maturing September 23, 2024(2) |
322 | 322,628 | ||||||
Ocwen Financial Corporation |
| |||||||
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing December 5, 2020 |
72 | 72,007 | ||||||
StepStone Group L.P. |
| |||||||
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.00%), Maturing March 14, 2025 |
150 | 150,560 | ||||||
Virtus Investment Partners, Inc. |
| |||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 1, 2024 |
169 | 169,800 | ||||||
Walker & Dunlop, Inc. |
| |||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing December 11, 2020 |
462 | 465,189 | ||||||
|
|
|||||||
$ | 5,543,678 | |||||||
|
|
|||||||
Food Products 4.1% |
| |||||||
Alphabet Holding Company, Inc. |
| |||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024 |
$ | 571 | $ | 541,012 | ||||
Badger Buyer Corp. |
| |||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing September 30, 2024 |
399 | 397,499 | ||||||
CHG PPC Parent, LLC |
| |||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025 |
100 | 100,281 | ||||||
Del Monte Foods, Inc. |
| |||||||
Term Loan, 5.56%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021 |
648 | 572,072 | ||||||
Dole Food Company, Inc. |
| |||||||
Term Loan, 4.83%, (USD LIBOR + 2.75%), Maturing April 6, 2024(2) |
414 | 414,213 | ||||||
Hearthside Food Solutions, LLC |
| |||||||
Term Loan, 5.06%, (1 mo. USD LIBOR + 3.00%), Maturing May 23, 2025 |
175 | 173,907 | ||||||
High Liner Foods Incorporated |
| |||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing April 24, 2021 |
201 | 189,892 | ||||||
HLF Financing S.a.r.l. |
| |||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing August 9, 2025 |
250 | 251,250 |
10
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Jacobs Douwe Egberts International B.V. |
| |||||||
Term Loan, 4.63%, (3 mo. USD LIBOR + 2.25%), Maturing July 1, 2022 |
$ | 147 | $ | 147,552 | ||||
JBS USA, LLC |
| |||||||
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing October 30, 2022 |
2,094 | 2,094,843 | ||||||
Nomad Foods Europe Midco Limited |
| |||||||
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024 |
299 | 297,381 | ||||||
Post Holdings, Inc. |
| |||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.00%), Maturing May 24, 2024 |
396 | 396,650 | ||||||
|
|
|||||||
$ | 5,576,552 | |||||||
|
|
|||||||
Food Service 2.4% |
| |||||||
1011778 B.C. Unlimited Liability Company |
| |||||||
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing February 16, 2024 |
$ | 1,590 | $ | 1,591,231 | ||||
Aramark Services, Inc. |
| |||||||
Term Loan, 4.08%, (3 mo. USD LIBOR + 1.75%), Maturing March 11, 2025 |
224 | 225,185 | ||||||
Del Friscos Restaurant Group, Inc. |
| |||||||
Term Loan, Maturing August 6, 2025(3) |
150 | 144,750 | ||||||
IRB Holding Corp. |
| |||||||
Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing February 5, 2025 |
200 | 200,765 | ||||||
KFC Holding Co. |
| |||||||
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing April 3, 2025 |
246 | 245,973 | ||||||
NPC International, Inc. |
| |||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing April 19, 2024 |
223 | 224,560 | ||||||
US Foods, Inc. |
| |||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing June 27, 2023 |
199 | 199,529 | ||||||
Welbilt, Inc. |
| |||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023 |
379 | 381,720 | ||||||
|
|
|||||||
$ | 3,213,713 | |||||||
|
|
|||||||
Food/Drug Retailers 1.7% |
| |||||||
Albertsons, LLC |
| |||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing August 25, 2021 |
$ | 288 | $ | 287,756 | ||||
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), Maturing December 21, 2022 |
493 | 491,989 | ||||||
Term Loan, 5.31%, (3 mo. USD LIBOR + 3.00%), Maturing June 22, 2023 |
1,072 | 1,070,556 | ||||||
Dhanani Group, Inc. |
| |||||||
Term Loan, 5.83%, (2 mo. USD LIBOR + 3.75%), Maturing June 27, 2025 |
150 | 149,250 | ||||||
Diplomat Pharmacy, Inc. |
| |||||||
Term Loan, 6.58%, (1 mo. USD LIBOR + 4.50%), Maturing December 20, 2024 |
122 | 122,335 | ||||||
Supervalu, Inc. |
| |||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024 |
47 | 46,911 | ||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024 |
78 | 78,184 | ||||||
|
|
|||||||
$ | 2,246,981 | |||||||
|
|
|||||||
Forest Products 0.2% |
| |||||||
Expera Specialty Solutions, LLC |
| |||||||
Term Loan, 6.21%, (1 week USD LIBOR + 4.25%), Maturing November 3, 2023 |
$ | 245 | $ | 245,353 | ||||
|
|
|||||||
$ | 245,353 | |||||||
|
|
|||||||
Health Care 13.9% |
| |||||||
ADMI Corp. |
| |||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing April 30, 2025 |
$ | 400 | $ | 402,062 |
11
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Akorn, Inc. |
| |||||||
Term Loan, 6.88%, (1 mo. USD LIBOR + 4.75%), Maturing April 16, 2021 |
$ | 219 | $ | 212,910 | ||||
Alliance Healthcare Services, Inc. |
| |||||||
Term Loan, 6.58%, (1 mo. USD LIBOR + 4.50%), Maturing October 24, 2023 |
248 | 248,222 | ||||||
Auris Luxembourg III S.a.r.l. |
| |||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 17, 2022 |
194 | 193,515 | ||||||
Avantor, Inc. |
| |||||||
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing November 21, 2024 |
796 | 805,867 | ||||||
Beaver-Visitec International, Inc. |
| |||||||
Term Loan, 6.17%, (2 mo. USD LIBOR + 4.00%), Maturing August 21, 2023 |
197 | 197,483 | ||||||
BioClinica, Inc. |
||||||||
Term Loan, 6.62%, (USD LIBOR + 4.25%), Maturing October 20, 2023(2) |
395 | 375,238 | ||||||
Bracket Intermediate Holding Corp. |
||||||||
Term Loan, Maturing September 5, 2025(3) |
200 | 199,750 | ||||||
BW NHHC Holdco, Inc. |
||||||||
Term Loan, 7.06%, (1 mo. USD LIBOR + 5.00%), Maturing May 15, 2025 |
225 | 221,906 | ||||||
Carestream Dental Equipment, Inc. |
||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing September 1, 2024 |
397 | 396,504 | ||||||
CHG Healthcare Services, Inc. |
||||||||
Term Loan, 5.25%, (USD LIBOR + 3.00%), Maturing June 7, 2023(2) |
764 | 767,033 | ||||||
Community Health Systems, Inc. |
||||||||
Term Loan, 5.56%, (3 mo. USD LIBOR + 3.25%), Maturing January 27, 2021 |
273 | 269,367 | ||||||
Concentra, Inc. |
||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing June 1, 2022 |
75 | 75,219 | ||||||
Convatec, Inc. |
||||||||
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing October 31, 2023 |
148 | 148,489 | ||||||
CPI Holdco, LLC |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing March 21, 2024 |
198 | 198,555 | ||||||
CryoLife, Inc. |
||||||||
Term Loan, 6.33%, (3 mo. USD LIBOR + 4.00%), Maturing November 14, 2024 |
124 | 125,515 | ||||||
DJO Finance, LLC |
||||||||
Term Loan, 5.46%, (USD LIBOR + 3.25%), Maturing June 8, 2020(2) |
534 | 534,000 | ||||||
Envision Healthcare Corporation |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing December 1, 2023 |
974 | 975,307 | ||||||
Genoa, a QoL Healthcare Company, LLC |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing October 28, 2023 |
491 | 493,846 | ||||||
Gentiva Health Services, Inc. |
||||||||
Term Loan, 6.13%, (3 mo. USD LIBOR + 3.75%), Maturing July 2, 2025 |
464 | 468,304 | ||||||
GHX Ultimate Parent Corporation |
||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing June 28, 2024 |
199 | 198,500 | ||||||
Greatbatch Ltd. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.00%), Maturing October 27, 2022 |
316 | 317,758 | ||||||
Grifols Worldwide Operations USA, Inc. |
||||||||
Term Loan, 4.21%, (1 week USD LIBOR + 2.25%), Maturing January 31, 2025 |
839 | 843,441 | ||||||
Hanger, Inc. |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing February 26, 2025 |
249 | 249,063 | ||||||
Indivior Finance S.a.r.l. |
||||||||
Term Loan, 6.85%, (3 mo. USD LIBOR + 4.50%), Maturing December 18, 2022 |
697 | 696,500 | ||||||
Inovalon Holdings, Inc. |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.50%), Maturing April 2, 2025 |
300 | 297,250 |
12
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
IQVIA, Inc. |
||||||||
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing January 17, 2025 |
$ | 174 | $ | 173,861 | ||||
Kinetic Concepts, Inc. |
||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2024 |
644 | 646,878 | ||||||
KUEHG Corp. |
||||||||
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing August 13, 2022 |
787 | 788,793 | ||||||
Medical Solutions, LLC |
||||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing June 9, 2024 |
174 | 174,281 | ||||||
MedPlast Holdings, Inc. |
||||||||
Term Loan, 6.09%, (3 mo. USD LIBOR + 3.75%), Maturing July 2, 2025 |
100 | 101,063 | ||||||
MPH Acquisition Holdings, LLC |
||||||||
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing June 7, 2023 |
1,121 | 1,120,911 | ||||||
National Mentor Holdings, Inc. |
||||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2021 |
144 | 144,366 | ||||||
Navicure, Inc. |
||||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing November 1, 2024 |
149 | 149,810 | ||||||
New Millennium Holdco, Inc. |
||||||||
Term Loan, 8.58%, (1 mo. USD LIBOR + 6.50%), Maturing December 21, 2020 |
96 | 52,562 | ||||||
One Call Corporation |
||||||||
Term Loan, 7.31%, (1 mo. USD LIBOR + 5.25%), Maturing November 25, 2022 |
316 | 302,020 | ||||||
Ortho-Clinical Diagnostics S.A. |
||||||||
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025 |
793 | 793,800 | ||||||
Parexel International Corporation |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024 |
1,095 | 1,095,467 | ||||||
Press Ganey Holdings, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing October 23, 2023 |
172 | 172,986 | ||||||
Prospect Medical Holdings, Inc. |
||||||||
Term Loan, 7.63%, (1 mo. USD LIBOR + 5.50%), Maturing February 22, 2024 |
274 | 275,684 | ||||||
R1 RCM, Inc. |
||||||||
Term Loan, 7.43%, (2 mo. USD LIBOR + 5.25%), Maturing May 8, 2025 |
125 | 125,156 | ||||||
RadNet, Inc. |
||||||||
Term Loan, 6.11%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2023 |
367 | 369,528 | ||||||
Select Medical Corporation |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2021 |
395 | 398,124 | ||||||
Sotera Health Holdings, LLC |
||||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing May 15, 2022 |
195 | 195,812 | ||||||
Sound Inpatient Physicians |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing June 27, 2025 |
100 | 100,594 | ||||||
Surgery Center Holdings, Inc. |
||||||||
Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing September 2, 2024 |
248 | 248,164 | ||||||
Syneos Health, Inc. |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing August 1, 2024 |
114 | 114,596 | ||||||
Team Health Holdings, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024 |
494 | 473,794 | ||||||
Tecomet, Inc. |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2024 |
198 | 198,804 | ||||||
U.S. Anesthesia Partners, Inc. |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024 |
297 | 298,456 | ||||||
Verscend Holding Corp. |
||||||||
Term Loan, Maturing August 27, 2025(3) |
350 | 352,734 |
13
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Wink Holdco, Inc. |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing December 2, 2024 |
$ | 124 | $ | 124,336 | ||||
|
|
|||||||
$ | 18,904,184 | |||||||
|
|
|||||||
Home Furnishings 1.0% |
||||||||
Bright Bidco B.V. |
||||||||
Term Loan, 5.75%, (USD LIBOR + 3.50%), Maturing June 30, 2024(2) |
$ | 396 | $ | 393,904 | ||||
Serta Simmons Bedding, LLC |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing November 8, 2023 |
1,059 | 909,639 | ||||||
|
|
|||||||
$ | 1,303,543 | |||||||
|
|
|||||||
Industrial Equipment 5.7% |
||||||||
Apex Tool Group, LLC |
||||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2022 |
$ | 568 | $ | 569,891 | ||||
Clark Equipment Company |
||||||||
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing May 18, 2024 |
400 | 400,308 | ||||||
Delachaux S.A. |
||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing October 28, 2021 |
100 | 100,884 | ||||||
DexKo Global, Inc. |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing July 24, 2024 |
199 | 199,789 | ||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing July 24, 2024 |
300 | 301,405 | ||||||
DXP Enterprises, Inc. |
||||||||
Term Loan, 6.83%, (1 mo. USD LIBOR + 4.75%), Maturing August 29, 2023 |
124 | 124,838 | ||||||
Engineered Machinery Holdings, Inc. |
||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024 |
373 | 372,892 | ||||||
EWT Holdings III Corp. |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing December 20, 2024 |
886 | 892,045 | ||||||
Filtration Group Corporation |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025 |
374 | 375,900 | ||||||
Gardner Denver, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing July 30, 2024 |
297 | 298,790 | ||||||
Gates Global, LLC |
||||||||
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing April 1, 2024 |
971 | 976,770 | ||||||
Hayward Industries, Inc. |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024 |
99 | 99,697 | ||||||
Milacron, LLC |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2023 |
615 | 614,023 | ||||||
Paladin Brands Holding, Inc. |
||||||||
Term Loan, 7.83%, (3 mo. USD LIBOR + 5.50%), Maturing August 15, 2022 |
315 | 315,845 | ||||||
Pro Mach Group, Inc. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.00%), Maturing March 7, 2025 |
50 | 49,675 | ||||||
Reece Limited |
||||||||
Term Loan, 4.34%, (3 mo. USD LIBOR + 2.00%), Maturing July 2, 2025 |
200 | 200,060 | ||||||
Rexnord, LLC |
||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.00%), Maturing August 21, 2024 |
872 | 875,391 | ||||||
Robertshaw US Holding Corp. |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.50%), Maturing February 28, 2025 |
249 | 247,661 | ||||||
Thermon Industries, Inc. |
||||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2024 |
90 | 90,171 |
14
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Titan Acquisition Limited |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025 |
$ | 698 | $ | 663,120 | ||||
|
|
|||||||
$ | 7,769,155 | |||||||
|
|
|||||||
Insurance 4.5% |
||||||||
Alliant Holdings I, Inc. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.00%), Maturing May 9, 2025 |
$ | 533 | $ | 533,950 | ||||
AmWINS Group, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024 |
495 | 495,849 | ||||||
Asurion, LLC |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing August 4, 2022 |
1,330 | 1,337,722 | ||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023 |
466 | 467,974 | ||||||
Term Loan - Second Lien, 8.58%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025 |
575 | 593,688 | ||||||
FrontDoor, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing August 14, 2025 |
100 | 100,375 | ||||||
Hub International Limited |
||||||||
Term Loan, 5.33%, (USD LIBOR + 3.00%), Maturing April 25, 2025(2) |
1,150 | 1,150,078 | ||||||
NFP Corp. |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing January 8, 2024 |
470 | 469,682 | ||||||
Sedgwick Claims Management Services, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2021 |
274 | 273,964 | ||||||
USI, Inc. |
||||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024 |
695 | 694,026 | ||||||
|
|
|||||||
$ | 6,117,308 | |||||||
|
|
|||||||
Leisure Goods/Activities/Movies 4.6% |
||||||||
AMC Entertainment Holdings, Inc. |
||||||||
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2023 |
$ | 123 | $ | 123,382 | ||||
Ancestry.com Operations, Inc. |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing October 19, 2023 |
711 | 712,513 | ||||||
Bombardier Recreational Products, Inc. |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing May 23, 2025 |
1,084 | 1,081,475 | ||||||
CDS U.S. Intermediate Holdings, Inc. |
||||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing July 8, 2022 |
295 | 291,638 | ||||||
ClubCorp Holdings, Inc. |
||||||||
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024 |
441 | 437,457 | ||||||
Crown Finance US, Inc. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing February 28, 2025 |
474 | 472,595 | ||||||
Delta 2 (LUX) S.a.r.l. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2024 |
439 | 436,820 | ||||||
Emerald Expositions Holding, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024 |
263 | 264,074 | ||||||
Lindblad Expeditions, Inc. |
||||||||
Term Loan, 5.95%, (6 mo. USD LIBOR + 3.50%), Maturing March 21, 2025 |
56 | 56,341 | ||||||
Term Loan, 5.95%, (6 mo. USD LIBOR + 3.50%), Maturing March 21, 2025 |
432 | 436,643 | ||||||
Match Group, Inc. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing November 16, 2022 |
131 | 132,235 | ||||||
Sabre GLBL, Inc. |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing February 22, 2024 |
634 | 635,601 |
15
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
SRAM, LLC |
||||||||
Term Loan, 4.95%, (2 mo. USD LIBOR + 2.75%), Maturing March 15, 2024 |
$ | 235 | $ | 236,288 | ||||
Steinway Musical Instruments, Inc. |
||||||||
Term Loan, 5.81%, (1 mo. USD LIBOR + 3.75%), Maturing February 13, 2025 |
200 | 199,999 | ||||||
Travel Leaders Group, LLC |
||||||||
Term Loan, 6.06%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024 |
225 | 226,969 | ||||||
UFC Holdings, LLC |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023 |
442 | 444,612 | ||||||
|
|
|||||||
$ | 6,188,642 | |||||||
|
|
|||||||
Lodging and Casinos 6.1% |
||||||||
Aristocrat Technologies, Inc. |
||||||||
Term Loan, 4.10%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024 |
$ | 292 | $ | 291,567 | ||||
Boyd Gaming Corporation |
||||||||
Term Loan, 4.21%, (1 week USD LIBOR + 2.25%), Maturing September 15, 2023 |
228 | 229,317 | ||||||
CityCenter Holdings, LLC |
||||||||
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing April 18, 2024 |
620 | 620,183 | ||||||
Eldorado Resorts, LLC |
||||||||
Term Loan, 4.41%, (USD LIBOR + 2.25%), Maturing April 17, 2024(2) |
198 | 199,062 | ||||||
ESH Hospitality, Inc. |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing August 30, 2023 |
304 | 304,445 | ||||||
Four Seasons Hotels Limited |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing November 30, 2023 |
222 | 221,942 | ||||||
Golden Nugget, Inc. |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), Maturing October 4, 2023 |
1,761 | 1,770,260 | ||||||
GVC Holdings PLC |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing March 29, 2024 |
249 | 250,037 | ||||||
Hanjin International Corp. |
||||||||
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing October 18, 2020 |
125 | 125,156 | ||||||
Hilton Worldwide Finance, LLC |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 1.75%), Maturing October 25, 2023 |
958 | 962,018 | ||||||
Las Vegas Sands, LLC |
||||||||
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing March 27, 2025 |
249 | 249,304 | ||||||
MGM Growth Properties Operating Partnership L.P. |
||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing March 21, 2025 |
464 | 464,852 | ||||||
Playa Resorts Holding B.V. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024 |
842 | 837,110 | ||||||
Stars Group Holdings B.V. (The) |
||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025 |
950 | 958,312 | ||||||
Tropicana Entertainment, Inc. |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing November 27, 2020 |
21 | 21,105 | ||||||
VICI Properties 1, LLC |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.00%), Maturing December 20, 2024 |
525 | 525,656 | ||||||
Wyndham Hotels & Resorts, Inc. |
||||||||
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing May 30, 2025 |
300 | 300,844 | ||||||
|
|
|||||||
$ | 8,331,170 | |||||||
|
|
|||||||
Nonferrous Metals/Minerals 0.9% |
||||||||
Dynacast International, LLC |
||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022 |
$ | 293 | $ | 292,230 |
16
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Global Brass & Copper, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing May 29, 2025 |
$ | 197 | $ | 197,355 | ||||
Murray Energy Corporation |
||||||||
Term Loan, 9.33%, (1 mo. USD LIBOR + 7.25%), Maturing October 17, 2022 |
478 | 447,093 | ||||||
Noranda Aluminum Acquisition Corporation |
||||||||
Term Loan, 0.00%, Maturing February 28, 2019(4)(5) |
238 | 18,325 | ||||||
Oxbow Carbon, LLC |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing January 4, 2023 |
146 | 147,530 | ||||||
Term Loan - Second Lien, 9.58%, (1 mo. USD LIBOR + 7.50%), Maturing January 4, 2024 |
175 | 178,500 | ||||||
|
|
|||||||
$ | 1,281,033 | |||||||
|
|
|||||||
Oil and Gas 2.4% |
||||||||
Ameriforge Group, Inc. |
||||||||
Term Loan, 9.33%, (3 mo. USD LIBOR + 7.00%), Maturing June 8, 2022 |
$ | 114 | $ | 115,335 | ||||
Apergy Corporation |
||||||||
Term Loan, 4.63%, (2 mo. USD LIBOR + 2.50%), Maturing May 9, 2025 |
75 | 75,391 | ||||||
BCP Raptor, LLC |
||||||||
Term Loan, 6.33%, (1 mo. USD LIBOR + 4.25%), Maturing June 24, 2024 |
173 | 168,399 | ||||||
CITGO Petroleum Corporation |
||||||||
Term Loan, 5.84%, (3 mo. USD LIBOR + 3.50%), Maturing July 29, 2021 |
241 | 241,001 | ||||||
Fieldwood Energy, LLC |
||||||||
Term Loan, 7.33%, (1 mo. USD LIBOR + 5.25%), Maturing April 11, 2022 |
695 | 701,445 | ||||||
Green Plains Renewable Energy, Inc. |
||||||||
Term Loan, 7.57%, (1 mo. USD LIBOR + 5.50%), Maturing August 18, 2023 |
248 | 251,847 | ||||||
McDermott Technology Americas, Inc. |
||||||||
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing May 10, 2025 |
299 | 302,928 | ||||||
MEG Energy Corp. |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing December 31, 2023 |
9 | 9,404 | ||||||
PSC Industrial Holdings Corp. |
||||||||
Term Loan, 5.81%, (1 mo. USD LIBOR + 3.75%), Maturing October 3, 2024 |
174 | 174,724 | ||||||
Sheridan Investment Partners II L.P. |
||||||||
Term Loan, 5.82%, (USD LIBOR + 3.50%), Maturing December 16, 2020(2) |
9 | 8,482 | ||||||
Term Loan, 5.82%, (USD LIBOR + 3.50%), Maturing December 16, 2020(2) |
25 | 22,745 | ||||||
Term Loan, 5.82%, (USD LIBOR + 3.50%), Maturing December 16, 2020(2) |
180 | 163,504 | ||||||
Sheridan Production Partners I, LLC |
||||||||
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
54 | 48,689 | ||||||
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
88 | 79,713 | ||||||
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
667 | 601,573 | ||||||
Ultra Resources, Inc. |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing April 12, 2024 |
350 | 315,328 | ||||||
|
|
|||||||
$ | 3,280,508 | |||||||
|
|
|||||||
Publishing 1.7% |
||||||||
Ascend Learning, LLC |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024 |
$ | 273 | $ | 272,809 | ||||
Getty Images, Inc. |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing October 18, 2019 |
810 | 791,172 | ||||||
Harland Clarke Holdings Corp. |
||||||||
Term Loan, 7.08%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023 |
323 | 303,656 |
17
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
LSC Communications, Inc. |
||||||||
Term Loan, 7.58%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2022 |
$ | 211 | $ | 211,492 | ||||
Merrill Communications, LLC |
||||||||
Term Loan, 7.59%, (3 mo. USD LIBOR + 5.25%), Maturing June 1, 2022 |
92 | 93,145 | ||||||
Multi Color Corporation |
||||||||
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing October 31, 2024 |
75 | 75,045 | ||||||
ProQuest, LLC |
||||||||
Term Loan, 5.92%, (2 mo. USD LIBOR + 3.75%), Maturing October 24, 2021 |
413 | 415,759 | ||||||
Tweddle Group, Inc. |
||||||||
Term Loan, 10.00%, (3 mo. USD Prime + 5.00%), Maturing October 24, 2022(4) |
183 | 86,407 | ||||||
|
|
|||||||
$ | 2,249,485 | |||||||
|
|
|||||||
Radio and Television 3.3% |
||||||||
ALM Media Holdings, Inc. |
||||||||
Term Loan, 6.83%, (3 mo. USD LIBOR + 4.50%), Maturing July 31, 2020 |
$ | 112 | $ | 101,020 | ||||
CBS Radio, Inc. |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), Maturing November 17, 2024 |
352 | 349,181 | ||||||
Cumulus Media New Holdings, Inc. |
||||||||
Term Loan, 6.58%, (1 mo. USD LIBOR + 4.50%), Maturing May 15, 2022 |
776 | 765,189 | ||||||
Entravision Communications Corporation |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024 |
273 | 270,038 | ||||||
Hubbard Radio, LLC |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025 |
143 | 144,057 | ||||||
iHeartCommunications, Inc. |
||||||||
Term Loan, 0.00%, Maturing January 30, 2019(5) |
500 | 375,625 | ||||||
Mission Broadcasting, Inc. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024 |
71 | 71,039 | ||||||
Nexstar Broadcasting, Inc. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024 |
520 | 522,621 | ||||||
Univision Communications, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024 |
1,914 | 1,842,636 | ||||||
|
|
|||||||
$ | 4,441,406 | |||||||
|
|
|||||||
Retailers (Except Food and Drug) 4.0% |
||||||||
Ascena Retail Group, Inc. |
||||||||
Term Loan, 6.63%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022 |
$ | 337 | $ | 316,665 | ||||
Bass Pro Group, LLC |
||||||||
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024 |
298 | 300,616 | ||||||
BJs Wholesale Club, Inc. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.00%), Maturing February 3, 2024 |
232 | 232,444 | ||||||
Coinamatic Canada, Inc. |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022 |
40 | 40,222 | ||||||
Davids Bridal, Inc. |
||||||||
Term Loan, 6.32%, (3 mo. USD LIBOR + 4.00%), Maturing October 11, 2019 |
465 | 422,522 | ||||||
Evergreen Acqco 1 L.P. |
||||||||
Term Loan, 6.10%, (USD LIBOR + 3.75%), Maturing July 9, 2019(2) |
515 | 505,121 | ||||||
Global Appliance, Inc. |
||||||||
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024 |
248 | 247,660 | ||||||
Go Wireless, Inc. |
||||||||
Term Loan, 8.58%, (1 mo. USD LIBOR + 6.50%), Maturing December 22, 2024 |
146 | 141,984 |
18
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Harbor Freight Tools USA, Inc. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2023 |
$ | 98 | $ | 98,262 | ||||
J. Crew Group, Inc. |
||||||||
Term Loan, 5.21%, (USD LIBOR + 3.00%), Maturing March 5, 2021(2)(4) |
739 | 587,145 | ||||||
LSF9 Atlantis Holdings, LLC |
||||||||
Term Loan, 8.08%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023 |
244 | 235,219 | ||||||
Neiman Marcus Group Ltd., LLC |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing October 25, 2020 |
509 | 474,179 | ||||||
Party City Holdings, Inc. |
||||||||
Term Loan, 5.05%, (USD LIBOR + 2.75%), Maturing August 19, 2022(2) |
199 | 200,510 | ||||||
PetSmart, Inc. |
||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing March 11, 2022 |
791 | 678,959 | ||||||
PFS Holding Corporation |
||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2021 |
519 | 302,514 | ||||||
Pier 1 Imports (U.S.), Inc. |
||||||||
Term Loan, 5.95%, (6 mo. USD LIBOR + 3.50%), Maturing April 30, 2021 |
120 | 105,000 | ||||||
Shutterfly, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing August 17, 2024 |
125 | 125,484 | ||||||
Staples, Inc. |
||||||||
Term Loan, 6.34%, (3 mo. USD LIBOR + 4.00%), Maturing September 12, 2024 |
149 | 148,720 | ||||||
Vivid Seats Ltd. |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2024 |
248 | 246,263 | ||||||
|
|
|||||||
$ | 5,409,489 | |||||||
|
|
|||||||
Steel 1.5% |
||||||||
Atkore International, Inc. |
||||||||
Term Loan, 5.09%, (3 mo. USD LIBOR + 2.75%), Maturing December 22, 2023 |
$ | 100 | $ | 99,858 | ||||
GrafTech Finance, Inc. |
||||||||
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2025 |
650 | 655,281 | ||||||
Neenah Foundry Company |
||||||||
Term Loan, 8.68%, (2 mo. USD LIBOR + 6.50%), Maturing December 13, 2022 |
195 | 194,025 | ||||||
Phoenix Services International, LLC |
||||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing March 1, 2025 |
175 | 175,581 | ||||||
Zekelman Industries, Inc. |
||||||||
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing June 14, 2021 |
957 | 958,137 | ||||||
|
|
|||||||
$ | 2,082,882 | |||||||
|
|
|||||||
Surface Transport 0.8% |
||||||||
Agro Merchants NAI Holdings, LLC |
||||||||
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing December 6, 2024 |
$ | 100 | $ | 99,700 | ||||
Hertz Corporation (The) |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2023 |
243 | 242,648 | ||||||
Kenan Advantage Group, Inc. |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022 |
27 | 27,061 | ||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022 |
89 | 88,987 | ||||||
PODS, LLC |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), Maturing December 6, 2024 |
149 | 149,415 | ||||||
Stena International S.a.r.l. |
||||||||
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), Maturing March 3, 2021 |
383 | 375,101 |
19
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
XPO Logistics, Inc. |
||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.00%), Maturing February 24, 2025 |
$ | 150 | $ | 150,610 | ||||
|
|
|||||||
$ | 1,133,522 | |||||||
|
|
|||||||
Telecommunications 5.0% |
||||||||
CenturyLink, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing January 31, 2025 |
$ | 1,244 | $ | 1,230,924 | ||||
Colorado Buyer, Inc. |
||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024 |
198 | 198,907 | ||||||
Digicel International Finance Limited |
||||||||
Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing May 28, 2024 |
174 | 165,872 | ||||||
Frontier Communications Corp. |
||||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing June 15, 2024 |
470 | 455,555 | ||||||
Global Eagle Entertainment, Inc. |
||||||||
Term Loan, 10.02%, (6 mo. USD LIBOR + 7.50%), Maturing January 6, 2023 |
487 | 498,187 | ||||||
Intelsat Jackson Holdings S.A. |
||||||||
Term Loan, 6.56%, (1 mo. USD LIBOR + 4.50%), Maturing January 2, 2024 |
400 | 421,000 | ||||||
IPC Corp. |
||||||||
Term Loan, 6.85%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021 |
220 | 215,204 | ||||||
Lumentum Holdings |
||||||||
Term Loan, Maturing August 7, 2025(3) |
125 | 125,547 | ||||||
Mitel Networks Corporation |
||||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing September 25, 2023 |
94 | 93,901 | ||||||
Onvoy, LLC |
||||||||
Term Loan, 6.83%, (3 mo. USD LIBOR + 4.50%), Maturing February 10, 2024 |
469 | 454,991 | ||||||
Plantronics, Inc. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing July 2, 2025 |
325 | 325,000 | ||||||
Sprint Communications, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024 |
839 | 840,774 | ||||||
Syniverse Holdings, Inc. |
||||||||
Term Loan, 7.07%, (1 mo. USD LIBOR + 5.00%), Maturing March 9, 2023 |
224 | 223,147 | ||||||
TDC A/S |
||||||||
Term Loan, 5.84%, (3 mo. USD LIBOR + 3.50%), Maturing May 31, 2025 |
450 | 454,078 | ||||||
Telesat Canada |
||||||||
Term Loan, 4.84%, (3 mo. USD LIBOR + 2.50%), Maturing November 17, 2023 |
1,104 | 1,107,691 | ||||||
|
|
|||||||
$ | 6,810,778 | |||||||
|
|
|||||||
Utilities 2.9% |
||||||||
Brookfield WEC Holdings, Inc. |
||||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing August 1, 2025 |
$ | 525 | $ | 528,937 | ||||
Calpine Construction Finance Company L.P. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2025 |
92 | 92,384 | ||||||
Calpine Corporation |
||||||||
Term Loan, 4.84%, (3 mo. USD LIBOR + 2.50%), Maturing January 15, 2024 |
800 | 802,391 | ||||||
Granite Acquisition, Inc. |
||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021 |
28 | 28,740 | ||||||
Term Loan, 5.84%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021 |
626 | 631,982 | ||||||
Lightstone Generation, LLC |
||||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024 |
23 | 23,109 | ||||||
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024 |
362 | 360,929 |
20
Borrower/Tranche Description | Principal Amount (000s omitted) |
Value | ||||||
Longview Power, LLC |
||||||||
Term Loan, 8.35%, (3 mo. USD LIBOR + 6.00%), Maturing April 13, 2021 |
$ | 558 | $ | 477,922 | ||||
Talen Energy Supply, LLC |
||||||||
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing July 15, 2023 |
198 | 199,232 | ||||||
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing April 15, 2024 |
172 | 173,020 | ||||||
USIC Holdings, Inc. |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing December 8, 2023 |
300 | 302,127 | ||||||
Vistra Energy Corp. |
||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2025 |
250 | 249,870 | ||||||
|
|
|||||||
$ | 3,870,643 | |||||||
|
|
|||||||
Total Senior Floating-Rate Loans |
$ | 183,285,936 | ||||||
|
|
|||||||
Corporate Bonds & Notes 10.3% |
||||||||
Security | Principal Amount* (000s omitted) |
Value | ||||||
Air Transport 0.3% |
||||||||
Azul Investments LLP |
||||||||
5.875%, 10/26/24(7) |
500 | $ | 430,375 | |||||
|
|
|||||||
$ | 430,375 | |||||||
|
|
|||||||
Banks and Thrifts 0.8% |
||||||||
Australia and New Zealand Banking Group, Ltd. |
||||||||
3.75%, 7/25/19(8) |
AUD | 640 | $ | 465,479 | ||||
Banco Mercantil del Norte S.A./Grand Cayman |
||||||||
5.75% to 10/4/26, 10/4/31(7)(9) |
400 | 381,004 | ||||||
JPMorgan Chase & Co. |
||||||||
4.25%, 11/2/18 |
NZD | 255 | 169,188 | |||||
|
|
|||||||
$ | 1,015,671 | |||||||
|
|
|||||||
Building and Development 0.3% |
||||||||
MDC Holdings, Inc. |
||||||||
6.00%, 1/15/43 |
533 | $ | 461,045 | |||||
|
|
|||||||
$ | 461,045 | |||||||
|
|
|||||||
Chemicals 0.4% |
||||||||
Cydsa SAB de CV |
||||||||
6.25%, 10/4/27(7) |
500 | $ | 474,355 | |||||
|
|
|||||||
$ | 474,355 | |||||||
|
|
|||||||
Computers 0.6% |
||||||||
Seagate HDD Cayman |
||||||||
4.875%, 6/1/27 |
520 | $ | 488,809 | |||||
5.75%, 12/1/34 |
426 | 385,127 | ||||||
|
|
|||||||
$ | 873,936 | |||||||
|
|
21
Security | Principal Amount* (000s omitted) |
Value | ||||||
Diversified Financial Services 0.9% |
||||||||
Jefferies Finance, LLC/JFIN Co-Issuer Corp. |
||||||||
7.25%, 8/15/24(7) |
202 | $ | 199,475 | |||||
Jefferies Group, LLC/Jefferies Group Capital Finance, Inc. |
||||||||
4.15%, 1/23/30 |
330 | 301,289 | ||||||
Synchrony Financial |
||||||||
3.95%, 12/1/27 |
330 | 301,250 | ||||||
UniCredit SpA |
||||||||
5.861% to 6/19/32(7)(9) |
330 | 289,440 | ||||||
Unifin Financiera SAB de CV |
||||||||
8.875% to 1/29/25(7)(9)(10) |
200 | 189,002 | ||||||
|
|
|||||||
$ | 1,280,456 | |||||||
|
|
|||||||
Drugs 0.3% |
||||||||
Bausch Health Companies, Inc. |
||||||||
6.50%, 3/15/22(7) |
173 | $ | 179,487 | |||||
7.00%, 3/15/24(7) |
225 | 238,219 | ||||||
|
|
|||||||
$ | 417,706 | |||||||
|
|
|||||||
Electronics/Electrical 0.2% |
||||||||
Ingram Micro, Inc. |
||||||||
5.45%, 12/15/24 |
310 | $ | 306,681 | |||||
|
|
|||||||
$ | 306,681 | |||||||
|
|
|||||||
Food/Drug Retailers 0.5% |
||||||||
ESAL GmbH |
||||||||
6.25%, 2/5/23(7) |
685 | $ | 665,306 | |||||
|
|
|||||||
$ | 665,306 | |||||||
|
|
|||||||
Leisure Goods/Activities/Movies 0.5% |
||||||||
Mattel, Inc. |
||||||||
3.15%, 3/15/23 |
295 | $ | 259,320 | |||||
6.75%, 12/31/25(7) |
165 | 162,020 | ||||||
6.20%, 10/1/40 |
120 | 100,500 | ||||||
5.45%, 11/1/41 |
155 | 125,550 | ||||||
|
|
|||||||
$ | 647,390 | |||||||
|
|
|||||||
Nonferrous Metals/Minerals 0.5% |
||||||||
First Quantum Minerals, Ltd. |
||||||||
6.875%, 3/1/26(7) |
775 | $ | 724,625 | |||||
|
|
|||||||
$ | 724,625 | |||||||
|
|
|||||||
Oil and Gas 2.4% |
||||||||
Gran Tierra Energy International Holdings, Ltd. |
||||||||
6.25%, 2/15/25(7) |
500 | $ | 482,500 | |||||
Oceaneering International, Inc. |
||||||||
6.00%, 2/1/28 |
500 | 497,037 | ||||||
Petrobras Global Finance B.V. |
||||||||
5.75%, 2/1/29 |
280 | 244,020 | ||||||
5.625%, 5/20/43 |
905 | 720,606 |
22
Security | Principal Amount* (000s omitted) |
Value | ||||||
Rowan Cos., Inc. |
||||||||
4.75%, 1/15/24 |
415 | $ | 358,975 | |||||
5.40%, 12/1/42 |
675 | 480,938 | ||||||
YPF SA |
||||||||
7.00%, 12/15/47(7) |
680 | 493,000 | ||||||
|
|
|||||||
$ | 3,277,076 | |||||||
|
|
|||||||
Pharmaceuticals 0.4% |
||||||||
Teva Pharmaceutical Finance Netherlands III B.V. |
||||||||
3.15%, 10/1/26 |
610 | $ | 506,460 | |||||
|
|
|||||||
$ | 506,460 | |||||||
|
|
|||||||
Real Estate Investment Trusts (REITs) 0.5% |
||||||||
CBL & Associates, L.P. |
||||||||
4.60%, 10/15/24 |
465 | $ | 375,153 | |||||
5.95%, 12/15/26 |
280 | 228,200 | ||||||
|
|
|||||||
$ | 603,353 | |||||||
|
|
|||||||
Retailers (Except Food and Drug) 1.3% |
||||||||
JC Penney Corp., Inc. |
||||||||
6.375%, 10/15/36 |
670 | $ | 321,600 | |||||
Macys Retail Holdings, Inc. |
||||||||
4.30%, 2/15/43 |
1,235 | 932,263 | ||||||
Signet UK Finance PLC |
||||||||
4.70%, 6/15/24 |
519 | 487,839 | ||||||
|
|
|||||||
$ | 1,741,702 | |||||||
|
|
|||||||
Transportation 0.4% |
||||||||
JSL Europe S.A. |
||||||||
7.75%, 7/26/24(7) |
600 | $ | 533,256 | |||||
|
|
|||||||
$ | 533,256 | |||||||
|
|
|||||||
Total Corporate Bonds & Notes |
$ | 13,959,393 | ||||||
|
|
|||||||
Foreign Government Bonds 3.1% |
||||||||
Security | Principal Amount |
Value | ||||||
Argentina 0.1% |
||||||||
Republic of Argentina |
||||||||
6.875%, 1/11/48 |
USD | 115 | $ | 80,788 | ||||
|
|
|||||||
$ | 80,788 | |||||||
|
|
|||||||
Brazil 0.6% |
||||||||
Nota do Tesouro Nacional |
||||||||
10.00%, 1/1/25 |
BRL | 3,525 | $ | 800,379 | ||||
|
|
|||||||
$ | 800,379 | |||||||
|
|
23
Security | Principal Amount |
Value | ||||||
Canada 0.5% |
||||||||
Canada Housing Trust |
||||||||
3.80%, 6/15/21(7) |
CAD | 900 | $ | 719,614 | ||||
|
|
|||||||
$ | 719,614 | |||||||
|
|
|||||||
Malaysia 0.2% |
||||||||
Malaysia Government Bond |
||||||||
3.441%, 2/15/21 |
MYR | 1,200 | $ | 291,489 | ||||
|
|
|||||||
$ | 291,489 | |||||||
|
|
|||||||
Mexico 0.7% |
||||||||
Mexican Bonos |
||||||||
7.75%, 5/29/31 |
MXN | 19,590 | $ | 1,008,198 | ||||
|
|
|||||||
$ | 1,008,198 | |||||||
|
|
|||||||
Supranational 0.9% |
||||||||
European Investment Bank |
||||||||
7.20%, 7/9/19(7) |
IDR | 4,080,000 | $ | 273,400 | ||||
International Bank for Reconstruction & Development |
||||||||
3.50%, 1/22/21 |
NZD | 425 | 289,587 | |||||
International Finance Corp. |
||||||||
7.80%, 6/3/19 |
INR | 24,990 | 354,276 | |||||
8.25%, 6/10/21 |
INR | 18,100 | 260,827 | |||||
|
|
|||||||
$ | 1,178,090 | |||||||
|
|
|||||||
Uruguay 0.1% |
||||||||
Republic of Uruguay |
||||||||
8.50%, 3/15/28(7) |
UYU | 6,900 | $ | 177,832 | ||||
|
|
|||||||
$ | 177,832 | |||||||
|
|
|||||||
Total Foreign Government Bonds |
$ | 4,256,390 | ||||||
|
|
|||||||
Commercial Mortgage-Backed Securities 0.1% |
||||||||
Security | Principal Amount (000s omitted) |
Value | ||||||
JPMBB Commercial Mortgage Securities Trust |
||||||||
Series 2014-C23, Class D, 4.10%, Maturing 9/15/47(7)(11) |
$ | 100 | $ | 88,392 | ||||
|
|
|||||||
Total Commercial Mortgage-Backed Securities |
$ | 88,392 | ||||||
|
|
24
Convertible Bonds 0.6% |
||||||||
Security | Principal Amount (000s omitted) |
Value | ||||||
Oil & Gas 0.6% |
||||||||
Ascent Resources-Utica, LLC/ARU Finance Corp. |
||||||||
6.00%, 3/1/21(7)(12) |
$ | 117 | $ | 162,101 | ||||
Nabors Industries, Inc. |
||||||||
0.75%, 1/15/24 |
890 | 704,557 | ||||||
|
|
|||||||
Total Convertible Bonds |
$ | 866,658 | ||||||
|
|
|||||||
Common Stocks 4.9% |
||||||||
Security | Shares | Value | ||||||
Business Equipment and Services 0.4% |
||||||||
Education Management Corp.(4)(13)(14) |
2,334,705 | $ | 0 | |||||
RCS Capital Corp.(13)(14) |
6,066 | 588,402 | ||||||
|
|
|||||||
$ | 588,402 | |||||||
|
|
|||||||
Consumer Discretionary 0.2% |
||||||||
Lennar Corp., Class A |
4,100 | $ | 211,847 | |||||
|
|
|||||||
$ | 211,847 | |||||||
|
|
|||||||
Diversified Financial Services 0.2% |
||||||||
Medley Capital Corp. |
74,500 | $ | 300,235 | |||||
|
|
|||||||
$ | 300,235 | |||||||
|
|
|||||||
Electronics/Electrical 0.2% |
||||||||
Answers Corp.(4)(13)(14) |
14,876 | $ | 108,446 | |||||
Intel Corp. |
4,500 | 217,935 | ||||||
|
|
|||||||
$ | 326,381 | |||||||
|
|
|||||||
Financial Services 0.2% |
||||||||
Bank of America Corp. |
7,600 | $ | 235,068 | |||||
|
|
|||||||
$ | 235,068 | |||||||
|
|
|||||||
Health Care 0.0%(15) |
||||||||
New Millennium Holdco, Inc.(13)(14) |
10,394 | $ | 1,304 | |||||
|
|
|||||||
$ | 1,304 | |||||||
|
|
|||||||
Investment Companies 2.3% |
||||||||
Ares Capital Corp. |
59,000 | $ | 1,030,140 | |||||
PennantPark Investment Corp. |
72,837 | 566,672 | ||||||
Solar Capital, Ltd. |
43,000 | 935,250 | ||||||
THL Credit, Inc. |
67,000 | 572,850 | ||||||
|
|
|||||||
$ | 3,104,912 | |||||||
|
|
25
Security | Shares | Value | ||||||
Miscellaneous Manufacturing 0.3% |
||||||||
Toshiba Corp.(13) |
148,000 | $ | 441,068 | |||||
|
|
|||||||
$ | 441,068 | |||||||
|
|
|||||||
Oil and Gas 0.6% |
||||||||
AFG Holdings, Inc.(4)(13)(14) |
4,525 | $ | 307,700 | |||||
Fieldwood Energy, Inc.(13)(14) |
2,128 | 113,844 | ||||||
Paragon Offshore Finance Company, Class A(13)(14) |
404 | 480 | ||||||
Paragon Offshore Finance Company, Class B(13)(14) |
202 | 6,868 | ||||||
Royal Dutch Shell PLC, Class B, ADR |
5,150 | 347,007 | ||||||
Southcross Holdings Group, LLC(4)(13)(14) |
15 | 0 | ||||||
Southcross Holdings L.P., Class A(13)(14) |
15 | 3,675 | ||||||
|
|
|||||||
$ | 779,574 | |||||||
|
|
|||||||
Publishing 0.1% |
||||||||
Cumulus Media, Inc., Class A(13)(14) |
9,974 | $ | 208,457 | |||||
|
|
|||||||
$ | 208,457 | |||||||
|
|
|||||||
Transportation 0.4% |
||||||||
A.P. Moller - Maersk A/S, Class B |
315 | $ | 488,184 | |||||
|
|
|||||||
$ | 488,184 | |||||||
|
|
|||||||
Total Common Stocks |
$ | 6,685,432 | ||||||
|
|
|||||||
Convertible Preferred Stocks 1.5% |
||||||||
Security | Shares | Value | ||||||
Business Equipment and Services 0.0% |
||||||||
Education Management Corp., Series A-1, 7.50%(4)(13)(14) |
2,597 | $ | 0 | |||||
|
|
|||||||
$ | 0 | |||||||
|
|
|||||||
Diversified Financial Services 0.3% |
||||||||
AMG Capital Trust II, 5.15% |
6,900 | $ | 405,614 | |||||
|
|
|||||||
$ | 405,614 | |||||||
|
|
|||||||
Oil & Gas 1.0% |
||||||||
Chesapeake Energy Corp., 5.75% |
2,240 | $ | 1,375,012 | |||||
|
|
|||||||
$ | 1,375,012 | |||||||
|
|
|||||||
Pharmaceuticals 0.2% |
||||||||
Teva Pharmaceutical Industries, Ltd., 7.00% |
580 | $ | 246,587 | |||||
|
|
|||||||
$ | 246,587 | |||||||
|
|
|||||||
Total Convertible Preferred Stocks |
$ | 2,027,213 | ||||||
|
|
|||||||
Preferred Stocks 0.3% |
||||||||
Security | Shares | Value | ||||||
Equity Real Estate Investment Trusts (REITs) 0.1% |
||||||||
CBL & Associates Properties, Inc., Series D, 7.375% |
10,475 | $ | 191,692 | |||||
|
|
|||||||
$ | 191,692 | |||||||
|
|
26
Security | Shares | Value | ||||||
Oil, Gas & Consumable Fuels 0.2% |
||||||||
NuStar Energy, L.P., Series B, 7.625% to 6/15/22(9) |
9,200 | $ | 214,176 | |||||
|
|
|||||||
$ | 214,176 | |||||||
|
|
|||||||
Total Preferred Stocks |
$ | 405,868 | ||||||
|
|
|||||||
Short-Term Investments 2.9% |
||||||||
Description | Units | Value | ||||||
Eaton Vance Cash Reserves Fund, LLC, 2.14%(16) |
3,923,324 | $ | 3,923,717 | |||||
|
|
|||||||
Total Short-Term Investments |
$ | 3,923,717 | ||||||
|
|
|||||||
Total Investments 158.7% |
$ | 215,498,999 | ||||||
|
|
|||||||
Less Unfunded Loan Commitments (0.1)% |
$ | (63,536 | ) | |||||
|
|
|||||||
Net Investments 158.6% |
$ | 215,435,463 | ||||||
|
|
|||||||
Notes Payable (42.7)% |
$ | (58,000,000 | ) | |||||
|
|
|||||||
Variable Rate Term Preferred Shares, at Liquidation Value (net of unamortized deferred debt issuance costs) (14.0)% |
$ | (18,961,039 | ) | |||||
|
|
|||||||
Other Assets, Less Liabilities (1.9)% |
$ | (2,669,173 | ) | |||||
|
|
|||||||
Net Assets Applicable to Common Shares 100.0% |
$ | 135,805,251 | ||||||
|
|
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. |
27
(2) | The stated interest rate represents the weighted average interest rate at August 31, 2018 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) | This Senior Loan will settle after August 31, 2018, at which time the interest rate will be determined. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
(5) | 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. |
(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 borrowers discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. |
(7) | 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, 2018, the aggregate value of these securities is $6,863,403 or 5.1% of the Funds net assets applicable to common shares. |
(8) | 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, 2018, the aggregate value of these securities is $465,479 or 0.3% of the Funds net assets applicable to common shares. |
(9) | Security converts to floating rate after the indicated fixed-rate coupon period. |
(10) | Perpetual security with no stated maturity date but may be subject to calls by the issuer. |
(11) | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at August 31, 2018. |
(12) | Represents a payment-in-kind security which may pay interest in additional principal at the issuers discretion. |
(13) | Non-income producing security. |
(14) | Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale. |
(15) | Amount is less than 0.05%. |
(16) | 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, 2018. Net income from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended August 31, 2018 was $20,753. |
Abbreviations:
ADR |
- | American Depositary Receipt | ||
LIBOR |
- | London Interbank Offered Rate | ||
PIK |
- | Payment In Kind |
Currency Abbreviations:
28
The Fund did not have any open derivative instruments at August 31, 2018.
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 funds 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, 2018, the hierarchy of inputs used in valuing the Funds investments, 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) |
$ | | $ | 182,499,478 | $ | 722,922 | $ | 183,222,400 | ||||||||
Corporate Bonds & Notes |
| 13,959,393 | | 13,959,393 | ||||||||||||
Foreign Government Bonds |
| 4,256,390 | | 4,256,390 | ||||||||||||
Commercial Mortgage-Backed Securities |
| 88,392 | | 88,392 | ||||||||||||
Convertible Bonds |
| 866,658 | | 866,658 | ||||||||||||
Common Stocks |
4,625,461 | 1,643,825 | ** | 416,146 | 6,685,432 | |||||||||||
Convertible Preferred Stocks |
| 2,027,213 | 0 | 2,027,213 | ||||||||||||
Preferred Stocks |
405,868 | | | 405,868 | ||||||||||||
Short-Term Investments |
| 3,923,717 | | 3,923,717 | ||||||||||||
Total Investments |
$ | 5,031,329 | $ | 209,265,066 | $ | 1,139,068 | $ | 215,435,463 |
* | 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, 2018 is not presented.
For information on the Funds policy regarding the valuation of investments and other significant accounting policies, please refer to the Funds most recent financial statements included in its semiannual or annual report to shareholders.
29
Item 2. Controls and Procedures
(a) It is the conclusion of the registrants principal executive officer and principal financial officer that the effectiveness of the registrants 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 Commissions 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 registrants principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.
(b) There have been no changes in the registrants 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 registrants 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 22, 2018 |
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 22, 2018 |
By: | /s/ James F. Kirchner | |
James F. Kirchner | ||
Treasurer | ||
Date: | October 22, 2018 |