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

February 28, 2019

Date of Reporting Period

Item 1. Schedule of Investments

Eaton Vance

Floating-Rate Income Plus Fund

February 28, 2019

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 133.2%⁽¹⁾


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 2.9%
DAE Aviation Holdings, Inc.
Term Loan, Maturing January 23, 2026⁽²⁾	$	61	$	61,429
Term Loan, Maturing January 23, 2026⁽²⁾		114		114,258
TransDigm, Inc.
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing June 9, 2023		1,529		1,512,609
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing August 22, 2024		1,327		1,310,393
Wesco Aircraft Hardware Corp.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing November 30, 2020		200		196,692
WP CPP Holdings, LLC
Term Loan, 6.51%, (USD LIBOR + 3.75%), Maturing April 30, 2025⁽³⁾		700		698,980

			$	3,894,361

Automotive — 2.6%
American Axle and Manufacturing, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing April 6, 2024	$	729	$	714,966
Belron Finance US, LLC
Term Loan, 4.99%, (3 mo. USD LIBOR + 2.25%), Maturing November 7, 2024		124		122,822
Chassix, Inc.
Term Loan, 8.29%, (USD LIBOR + 5.50%), Maturing November 15, 2023⁽³⁾		347		344,768
Dayco Products, LLC
Term Loan, 6.88%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023		245		238,747
Horizon Global Corporation
Term Loan, 8.80%, (3 mo. USD LIBOR + 6.00%), Maturing June 30, 2021		91		88,252
L&W, Inc.
Term Loan, 6.49%, (1 mo. USD LIBOR + 4.00%), Maturing May 22, 2025		174		172,601
Tenneco, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing October 1, 2025		825		819,157
Thor Industries, Inc.
Term Loan, 6.31%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2026		343		335,455
TI Group Automotive Systems, LLC
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2022		239		235,662
Tower Automotive Holdings USA, LLC
Term Loan, 5.31%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024		409		397,975

			$	3,470,405

Beverage and Tobacco — 0.7%
Arterra Wines Canada, Inc.
Term Loan, 5.54%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023	$	589	$	588,930
Flavors Holdings, Inc.
Term Loan - Second Lien, 12.80%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2021		500		402,500

			$	991,430


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Brokerage/Securities Dealers/Investment Houses — 0.3%
Advisor Group, Inc.
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing August 15, 2025	$	125	$	125,155
Aretec Group, Inc.
Term Loan, 6.74%, (1 mo. USD LIBOR + 4.25%), Maturing October 1, 2025		275		272,422
OZ Management L.P.
Term Loan, 7.31%, (1 mo. USD LIBOR + 4.75%), Maturing April 10, 2023		60		60,000

			$	457,577

Building and Development — 3.6%
American Builders & Contractors Supply Co., Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing October 31, 2023	$	590	$	586,860
Beacon Roofing Supply, Inc.
Term Loan, 4.77%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025		149		147,814
Brookfield Property REIT, Inc.
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing August 27, 2025		224		219,668
Core & Main L.P.
Term Loan, 5.72%, (3 mo. USD LIBOR + 3.00%), Maturing August 1, 2024		173		171,805
CPG International, Inc.
Term Loan, 6.63%, (6 mo. USD LIBOR + 3.75%), Maturing May 5, 2024		530		526,387
DTZ U.S. Borrower, LLC
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing August 21, 2025		1,272		1,267,361
NCI Building Systems, Inc.
Term Loan, 6.55%, (3 mo. USD LIBOR + 3.75%), Maturing April 12, 2025		175		170,416
Quikrete Holdings, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023		601		593,950
Realogy Group, LLC
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing February 8, 2025		448		438,425
Summit Materials Companies I, LLC
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing November 21, 2024		149		147,850
Werner FinCo L.P.
Term Loan, 6.80%, (3 mo. USD LIBOR + 4.00%), Maturing July 24, 2024		346		334,632
WireCo WorldGroup, Inc.
Term Loan, 7.49%, (1 mo. USD LIBOR + 5.00%), Maturing September 30, 2023		147		146,930

			$	4,752,098

Business Equipment and Services — 10.9%
Acosta Holdco, Inc.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021	$	516	$	264,784
Adtalem Global Education, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing April 11, 2025		100		99,251
AlixPartners, LLP
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing April 4, 2024		541		540,984
AppLovin Corporation
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing August 15, 2025		550		552,750
ASGN Incorporated
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing April 2, 2025		120		119,129
Bracket Intermediate Holding Corp.
Term Loan, 7.00%, (3 mo. USD LIBOR + 4.25%), Maturing September 5, 2025		200		198,253
Camelot UK Holdco Limited
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing October 3, 2023		263		262,960
Ceridian HCM Holding, Inc.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing April 30, 2025		349		349,125


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Change Healthcare Holdings, LLC
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2024	$	1,540	$	1,530,615
Crossmark Holdings, Inc.
DIP Loan, 9.99%, (1 mo. USD LIBOR + 7.50%), Maturing April 15, 2019		42		41,574
Term Loan, 0.00%, Maturing December 20, 2019⁽⁴⁾		488		133,549
Cypress Intermediate Holdings III, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing April 26, 2024		320		317,474
EAB Global, Inc.
Term Loan, 6.41%, (USD LIBOR + 3.75%), Maturing November 15, 2024⁽³⁾		323		314,498
Education Management, LLC
Term Loan, 0.00%, Maturing July 2, 2020⁽⁴⁾⁽⁵⁾		297		56,087
Term Loan, 0.00%, Maturing July 2, 2020⁽⁴⁾⁽⁵⁾		238		0
EIG Investors Corp.
Term Loan, 6.39%, (USD LIBOR + 3.75%), Maturing February 9, 2023⁽³⁾		776		773,949
Extreme Reach, Inc.
Term Loan, 8.75%, (1 mo. USD LIBOR + 6.25%), Maturing February 7, 2020		515		509,567
Garda World Security Corporation
Term Loan, 6.24%, (3 mo. USD LIBOR + 3.50%), Maturing May 24, 2024		463		460,304
Global Payments, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 1.75%), Maturing April 21, 2023		76		75,745
IG Investment Holdings, LLC
Term Loan, 6.12%, (USD LIBOR + 3.50%), Maturing May 23, 2025⁽³⁾		587		586,308
Information Resources, Inc.
Term Loan, 7.13%, (3 mo. USD LIBOR + 4.50%), Maturing December 1, 2025		350		346,063
Iron Mountain, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026		199		195,026
J.D. Power and Associates
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing September 7, 2023		538		536,835
Kronos Incorporated
Term Loan, 5.74%, (3 mo. USD LIBOR + 3.00%), Maturing November 1, 2023		1,362		1,359,436
Monitronics International, Inc.
Term Loan, 8.30%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022		220		193,316
PGX Holdings, Inc.
Term Loan, 7.75%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020		251		244,886
Ping Identity Corporation
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing January 24, 2025		75		74,625
Pre-Paid Legal Services, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2025		92		90,833
Prime Security Services Borrower, LLC
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022		613		612,092
Red Ventures, LLC
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing November 8, 2024		245		244,561
Solera, LLC
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023		671		667,867
Spin Holdco, Inc.
Term Loan, 6.03%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2022		843		835,221
Tempo Acquisition, LLC
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		197		197,164
Trans Union, LLC
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing June 19, 2025		100		99,090
Travelport Finance (Luxembourg) S.a.r.l.
Term Loan, 5.18%, (3 mo. USD LIBOR + 2.50%), Maturing March 17, 2025		468		468,170


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Vestcom Parent Holdings, Inc.
Term Loan, 6.49%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023	$	123	$	118,222
WASH Multifamily Laundry Systems, LLC
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		227		219,119
West Corporation
Term Loan, 6.63%, (USD LIBOR + 4.00%), Maturing October 10, 2024⁽³⁾		272		258,694
Worldpay, LLC
Term Loan, 4.21%, (USD LIBOR + 1.75%), Maturing August 9, 2024⁽³⁾		447		444,308

			$	14,392,434

Cable and Satellite Television — 5.1%
Charter Communications Operating, LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2025	$	866	$	864,858
CSC Holdings, LLC
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025		645		639,527
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026		225		223,875
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing January 25, 2026		298		296,261
Numericable Group S.A.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing July 31, 2025		442		427,203
Radiate Holdco, LLC
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024		444		442,461
Telenet Financing USD, LLC
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing August 15, 2026		600		593,250
Unitymedia Finance, LLC
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026		225		224,086
UPC Financing Partnership
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026		500		499,669
Virgin Media Bristol, LLC
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026		1,650		1,641,544
Ziggo Secured Finance Partnership
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025		850		839,110

			$	6,691,844

Chemicals and Plastics — 7.4%
Alpha 3 B.V.
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024	$	146	$	144,065
Aruba Investments, Inc.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing February 2, 2022		73		72,190
Ashland, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 1.75%), Maturing May 17, 2024		148		147,504
Axalta Coating Systems US Holdings, Inc.
Term Loan, 4.55%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024		994		985,455
Emerald Performance Materials, LLC
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021		119		117,755
Term Loan - Second Lien, 10.24%, (1 mo. USD LIBOR + 7.75%), Maturing August 1, 2022		150		147,000
Ferro Corporation
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		74		72,901
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		75		74,485
Flint Group GmbH
Term Loan, 5.78%, (USD LIBOR + 3.00%), Maturing September 7, 2021⁽³⁾		37		35,206
Flint Group US, LLC
Term Loan, 5.78%, (USD LIBOR + 3.00%), Maturing September 7, 2021⁽³⁾		226		212,966


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Gemini HDPE, LLC
Term Loan, 5.25%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024	$	489	$	486,104
H.B. Fuller Company
Term Loan, 4.48%, (1 mo. USD LIBOR + 2.00%), Maturing October 20, 2024		454		450,974
Ineos US Finance, LLC
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing March 31, 2024		792		783,667
Invictus U.S., LLC
Term Loan, 5.58%, (2 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		124		123,830
Kraton Polymers, LLC
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing March 5, 2025		215		213,794
Messer Industries GmbH
Term Loan, Maturing October 1, 2025⁽²⁾		325		323,832
Minerals Technologies, Inc.
Term Loan, 4.81%, (USD LIBOR + 2.25%), Maturing February 14, 2024⁽³⁾		221		221,442
Orion Engineered Carbons GmbH
Term Loan, 4.80%, (3 mo. USD LIBOR + 2.00%), Maturing July 25, 2024		294		291,302
Platform Specialty Products Corporation
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing January 30, 2026		150		149,906
PMHC II, Inc.
Term Loan, 6.15%, (USD LIBOR + 3.50%), Maturing March 31, 2025⁽³⁾		429		421,664
Polar US Borrower, LLC
Term Loan, 7.54%, (3 mo. USD LIBOR + 4.75%), Maturing October 15, 2025		200		200,000
PQ Corporation
Term Loan, 5.24%, (3 mo. USD LIBOR + 2.50%), Maturing February 8, 2025		632		629,379
Spectrum Holdings III Corp.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2025		135		130,396
Starfruit Finco B.V.
Term Loan, 5.76%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		675		673,312
Tata Chemicals North America, Inc.
Term Loan, 5.56%, (3 mo. USD LIBOR + 2.75%), Maturing August 7, 2020		197		196,199
Trinseo Materials Operating S.C.A.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing September 9, 2024		1,040		1,030,904
Tronox Blocked Borrower, LLC
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing September 23, 2024		254		254,025
Tronox Finance, LLC
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing September 23, 2024		587		586,212
Univar, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing July 1, 2024		638		637,560

			$	9,814,029

Containers and Glass Products — 3.7%
Berlin Packaging, LLC
Term Loan, 5.54%, (USD LIBOR + 3.00%), Maturing November 7, 2025⁽³⁾	$	50	$	48,991
Berry Global, Inc.
Term Loan, 4.61%, (2 mo. USD LIBOR + 2.00%), Maturing October 1, 2022		210		209,383
BWAY Holding Company
Term Loan, 6.03%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024		246		242,064
Consolidated Container Company, LLC
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		99		97,888
Flex Acquisition Company, Inc.
Term Loan, 5.51%, (1 mo. USD LIBOR + 3.00%), Maturing December 29, 2023		467		461,554
Term Loan, 5.76%, (1 mo. USD LIBOR + 3.25%), Maturing June 29, 2025		348		344,637


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Libbey Glass, Inc.
Term Loan, 5.52%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021	$	278	$	262,750
Pelican Products, Inc.
Term Loan, 6.01%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2025		149		147,664
Reynolds Group Holdings, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023		2,374		2,367,366
Ring Container Technologies Group, LLC
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024		223		219,593
Trident TPI Holdings, Inc.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing October 17, 2024		520		508,441

			$	4,910,331

Cosmetics/Toiletries — 0.8%
KIK Custom Products, Inc.
Term Loan, 6.49%, (1 mo. USD LIBOR + 4.00%), Maturing May 15, 2023	$	434	$	410,700
Kronos Acquisition Holdings, Inc.
Term Loan, 9.49%, (1 mo. USD LIBOR + 7.00%), Maturing May 15, 2023		625		621,875

			$	1,032,575

Drugs — 6.2%
Albany Molecular Research, Inc.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing August 30, 2024	$	321	$	317,327
Amneal Pharmaceuticals, LLC
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025		821		821,710
Arbor Pharmaceuticals, Inc.
Term Loan, 7.80%, (3 mo. USD LIBOR + 5.00%), Maturing July 5, 2023		515		455,942
Bausch Health Companies, Inc.
Term Loan, 5.51%, (1 mo. USD LIBOR + 3.00%), Maturing June 2, 2025		1,461		1,463,674
Endo Luxembourg Finance Company I S.a.r.l.
Term Loan, 6.75%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024		1,157		1,160,268
Horizon Pharma, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2024		975		976,378
Jaguar Holding Company II
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2022		1,596		1,591,723
Mallinckrodt International Finance S.A.
Term Loan, 5.55%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024		628		603,837
Term Loan, 5.69%, (3 mo. USD LIBOR + 3.00%), Maturing February 24, 2025		140		136,487
PharMerica Corporation
Term Loan, 5.98%, (1 mo. USD LIBOR + 3.50%), Maturing December 6, 2024		199		198,500
Phoenix Guarantor, Inc.
Term Loan, Maturing February 8, 2026⁽²⁾		390		387,392
Term Loan, Maturing February 12, 2026⁽²⁾		35		35,217

			$	8,148,455

Ecological Services and Equipment — 1.0%
Advanced Disposal Services, Inc.
Term Loan, 4.67%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023	$	462	$	462,681
Belfor Holdings, Inc.
Term Loan, Maturing February 14, 2026⁽²⁾		100		100,625
EnergySolutions, LLC
Term Loan, 6.55%, (3 mo. USD LIBOR + 3.75%), Maturing May 9, 2025		274		243,526


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
GFL Environmental, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing May 30, 2025	$	572	$	564,653

			$	1,371,485

Electronics/Electrical — 18.5%
Almonde, Inc.
Term Loan, 6.30%, (3 mo. USD LIBOR + 3.50%), Maturing June 13, 2024	$	834	$	827,746
Applied Systems, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing September 19, 2024		693		688,417
Aptean, Inc.
Term Loan, 7.06%, (3 mo. USD LIBOR + 4.25%), Maturing December 20, 2022		276		276,125
Avast Software B.V.
Term Loan, 5.30%, (3 mo. USD LIBOR + 2.50%), Maturing September 30, 2023		322		321,317
Barracuda Networks, Inc.
Term Loan, 5.73%, (1 mo. USD LIBOR + 3.25%), Maturing February 12, 2025		347		346,289
Blackhawk Network Holdings, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing June 15, 2025		174		172,863
BMC Software Finance, Inc.
Term Loan, 7.05%, (3 mo. USD LIBOR + 4.25%), Maturing October 2, 2025		825		821,625
Campaign Monitor Finance Pty. Limited
Term Loan, 8.05%, (3 mo. USD LIBOR + 5.25%), Maturing March 18, 2021		186		181,552
Cohu, Inc.
Term Loan, 5.81%, (3 mo. USD LIBOR + 3.00%), Maturing September 20, 2025		175		171,944
CommScope, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing December 29, 2022		52		52,191
Term Loan, Maturing February 6, 2026⁽²⁾		400		402,250
CPI International, Inc.
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024		148		146,921
Cypress Semiconductor Corporation
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing July 5, 2021		252		250,873
DigiCert, Inc.
Term Loan, 6.49%, (1 mo. USD LIBOR + 4.00%), Maturing October 31, 2024		748		743,359
Electro Rent Corporation
Term Loan, 7.78%, (USD LIBOR + 5.00%), Maturing January 31, 2024⁽³⁾		294		295,837
Energizer Holdings, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing December 17, 2025		125		124,766
Epicor Software Corporation
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing June 1, 2022		1,043		1,033,388
Exact Merger Sub, LLC
Term Loan, 7.06%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024		148		147,940
EXC Holdings III Corp.
Term Loan, 6.30%, (3 mo. USD LIBOR + 3.50%), Maturing December 2, 2024		124		123,592
Financial & Risk US Holdings, Inc.
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing October 1, 2025		275		271,190
Flexera Software, LLC
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing February 26, 2025		273		271,635
GlobalLogic Holdings, Inc.
Term Loan, 3.25%, Maturing August 1, 2025⁽⁶⁾		16		15,605
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing August 1, 2025		109		108,962
Go Daddy Operating Company, LLC
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing February 15, 2024		1,279		1,278,791
GTCR Valor Companies, Inc.
Term Loan, 5.55%, (3 mo. USD LIBOR + 2.75%), Maturing June 16, 2023		352		348,675


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Hyland Software, Inc.
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing July 1, 2024	$	1,741	$	1,743,932
Infoblox, Inc.
Term Loan, 6.99%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023		481		479,888
Infor (US), Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing February 1, 2022		1,856		1,859,200
Informatica, LLC
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing August 5, 2022		642		643,503
Lattice Semiconductor Corporation
Term Loan, 6.76%, (1 mo. USD LIBOR + 4.25%), Maturing March 10, 2021		389		391,333
MA FinanceCo., LLC
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing November 19, 2021		502		498,645
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		118		117,151
MACOM Technology Solutions Holdings, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024		292		276,242
Microchip Technology Incorporated
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing May 29, 2025		429		428,532
MTS Systems Corporation
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023		276		272,285
Renaissance Holding Corp.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing May 30, 2025		274		268,153
Seattle Spinco, Inc.
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		798		791,148
SGS Cayman L.P.
Term Loan, 8.18%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021		50		47,979
SkillSoft Corporation
Term Loan, 7.24%, (1 mo. USD LIBOR + 4.75%), Maturing April 28, 2021		1,232		999,443
SolarWinds Holdings, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2024		248		246,417
Southwire Company
Term Loan, 4.48%, (1 mo. USD LIBOR + 2.00%), Maturing May 19, 2025		124		123,364
SS&C Technologies Holdings Europe S.a.r.l.
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025		304		303,272
SS&C Technologies, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025		794		791,719
SurveyMonkey, Inc.
Term Loan, 6.17%, (1 week USD LIBOR + 3.75%), Maturing October 10, 2025		256		255,065
Sutherland Global Services, Inc.
Term Loan, 8.18%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021		214		206,117
Tibco Software, Inc.
Term Loan, 6.01%, (1 mo. USD LIBOR + 3.50%), Maturing December 4, 2020		147		147,299
TriTech Software Systems
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing August 29, 2025		200		197,875
Uber Technologies
Term Loan, 5.98%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023		904		903,057
Term Loan, 6.52%, (1 mo. USD LIBOR + 4.00%), Maturing April 4, 2025		548		549,033
Ultra Clean Holdings, Inc.
Term Loan, 6.99%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		199		189,806
VeriFone Systems, Inc.
Term Loan, 6.68%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025		224		224,063
Veritas Bermuda, Ltd.
Term Loan, 7.07%, (USD LIBOR + 4.50%), Maturing January 27, 2023⁽³⁾		463		435,914


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Vero Parent, Inc.
Term Loan, 6.99%, (1 mo. USD LIBOR + 4.50%), Maturing August 16, 2024	$	568	$	566,052
Wall Street Systems Delaware, Inc.
Term Loan, 5.63%, (2 mo. USD LIBOR + 3.00%), Maturing November 21, 2024		476		461,204
Western Digital Corporation
Term Loan, 4.23%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023		601		592,304

			$	24,433,848

Equipment Leasing — 0.8%
Avolon TLB Borrower 1 (US), LLC
Term Loan, 4.48%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2025	$	937	$	937,102
IBC Capital Limited
Term Loan, 6.55%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023		124		122,046

			$	1,059,148

Financial Intermediaries — 4.0%
Clipper Acquisitions Corp.
Term Loan, 4.26%, (1 mo. USD LIBOR + 1.75%), Maturing December 27, 2024	$	297	$	294,394
Ditech Holding Corporation
Term Loan, 12.50%, (3 mo. USD Prime + 7.00%), Maturing June 30, 2022		745		509,932
Donnelley Financial Solutions, Inc.
Term Loan, 5.51%, (1 mo. USD LIBOR + 3.00%), Maturing October 2, 2023		26		25,569
Focus Financial Partners, LLC
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing July 3, 2024		423		422,082
Fortress Investment Group, LLC
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing December 27, 2022		233		231,677
Franklin Square Holdings L.P.
Term Loan, 5.06%, (1 mo. USD LIBOR + 2.50%), Maturing August 1, 2025		125		124,840
Freedom Mortgage Corporation
Term Loan, 7.24%, (1 mo. USD LIBOR + 4.75%), Maturing February 23, 2022		264		265,850
Greenhill & Co., Inc.
Term Loan, 6.46%, (USD LIBOR + 3.75%), Maturing October 12, 2022⁽³⁾		234		235,840
GreenSky Holdings, LLC
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing March 31, 2025		347		345,204
Guggenheim Partners, LLC
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023		1,455		1,458,345
Harbourvest Partners, LLC
Term Loan, 4.85%, (2 mo. USD LIBOR + 2.25%), Maturing March 1, 2025		116		115,332
LPL Holdings, Inc.
Term Loan, 4.73%, (1 mo. USD LIBOR + 2.25%), Maturing September 23, 2024		320		318,268
Ocwen Financial Corporation
Term Loan, 7.49%, (1 mo. USD LIBOR + 5.00%), Maturing December 5, 2020		69		69,450
StepStone Group L.P.
Term Loan, 6.49%, (1 mo. USD LIBOR + 4.00%), Maturing March 14, 2025		149		148,689
Virtus Investment Partners, Inc.
Term Loan, 4.76%, (1 mo. USD LIBOR + 2.25%), Maturing June 1, 2024		163		163,184
Walker & Dunlop, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing October 31, 2025		500		498,750

			$	5,227,406

Food Products — 4.2%
Alphabet Holding Company, Inc.
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024	$	568	$	544,390
Badger Buyer Corp.
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing September 30, 2024		397		388,053


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
CHG PPC Parent, LLC
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025	$	100	$	98,878
Del Monte Foods, Inc.
Term Loan, 5.91%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021		644		522,477
Dole Food Company, Inc.
Term Loan, 5.25%, (USD LIBOR + 2.75%), Maturing April 6, 2024⁽³⁾		409		404,972
Hearthside Food Solutions, LLC
Term Loan, 6.18%, (1 mo. USD LIBOR + 3.69%), Maturing May 23, 2025		374		370,664
Term Loan, 6.49%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025		100		99,917
High Liner Foods Incorporated
Term Loan, 6.04%, (3 mo. USD LIBOR + 3.25%), Maturing April 24, 2021		201		168,794
HLF Financing S.a.r.l.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2025		249		249,731
JBS USA Lux S.A.
Term Loan, 5.26%, (USD LIBOR + 2.50%), Maturing October 30, 2022⁽³⁾		2,083		2,079,191
Nomad Foods Europe Midco Limited
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024		299		295,515
Post Holdings, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing May 24, 2024		238		237,796
Restaurant Technologies, Inc.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		50		50,125

			$	5,510,503

Food Service — 2.7%
1011778 B.C. Unlimited Liability Company
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing February 16, 2024	$	1,585	$	1,575,855
Aramark Services, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 1.75%), Maturing March 11, 2025		210		209,237
Del Frisco’s Restaurant Group, Inc.
Term Loan, 8.50%, (1 mo. USD LIBOR + 6.00%), Maturing June 27, 2025		149		146,265
Dhanani Group, Inc.
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing July 20, 2025		149		147,571
IRB Holding Corp.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing February 5, 2025		448		445,313
KFC Holding Co.
Term Loan, 4.23%, (1 mo. USD LIBOR + 1.75%), Maturing April 3, 2025		244		243,804
NPC International, Inc.
Term Loan, 6.05%, (USD LIBOR + 3.50%), Maturing April 19, 2024⁽³⁾		222		208,605
US Foods, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing June 27, 2023		198		197,605
Welbilt, Inc.
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing October 23, 2025		360		358,928

			$	3,533,183

Food/Drug Retailers — 1.4%
Albertsons, LLC
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.00%), Maturing December 21, 2022	$	490	$	489,690
Term Loan, 5.48%, (1 mo. USD LIBOR + 3.00%), Maturing June 22, 2023		1,067		1,064,399
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing November 17, 2025		243		242,184
Diplomat Pharmacy, Inc.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing December 20, 2024		121		111,090

			$	1,907,363


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Health Care — 13.1%
ADMI Corp.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing April 30, 2025	$	398	$	395,264
Agiliti Health, Inc.
Term Loan, 5.56%, (1 mo. USD LIBOR + 3.00%), Maturing January 4, 2026		100		100,123
Akorn, Inc.
Term Loan, 8.00%, (1 mo. USD LIBOR + 5.50%), Maturing April 16, 2021		219		177,334
Alliance Healthcare Services, Inc.
Term Loan, 6.99%, (1 mo. USD LIBOR + 4.50%), Maturing October 24, 2023		195		194,025
Athletico Management, LLC
Term Loan, 6.01%, (1 mo. USD LIBOR + 3.50%), Maturing October 31, 2025		125		125,000
Avantor, Inc.
Term Loan, 6.57%, (3 mo. USD LIBOR + 3.75%), Maturing November 21, 2024		753		756,615
BioClinica, Inc.
Term Loan, 7.00%, (USD LIBOR + 4.25%), Maturing October 20, 2023⁽³⁾		393		359,579
BW NHHC Holdco, Inc.
Term Loan, 7.48%, (1 mo. USD LIBOR + 5.00%), Maturing May 15, 2025		224		218,838
Carestream Dental Equipment, Inc.
Term Loan, 6.05%, (3 mo. USD LIBOR + 3.25%), Maturing September 1, 2024		395		381,175
CHG Healthcare Services, Inc.
Term Loan, 5.65%, (USD LIBOR + 3.00%), Maturing June 7, 2023⁽³⁾		764		760,846
Civitas Solutions, Inc.
Term Loan, Maturing February 5, 2026⁽²⁾		6		5,850
Term Loan, Maturing February 5, 2026⁽²⁾		94		94,181
Community Health Systems, Inc.
Term Loan, 5.88%, (3 mo. USD LIBOR + 3.25%), Maturing January 27, 2021		246		246,088
Concentra, Inc.
Term Loan, 5.27%, (1 mo. USD LIBOR + 2.75%), Maturing June 1, 2022		73		72,627
Convatec, Inc.
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.25%), Maturing October 31, 2023		147		146,081
CPI Holdco, LLC
Term Loan, 6.24%, (3 mo. USD LIBOR + 3.50%), Maturing March 21, 2024		197		195,089
CryoLife, Inc.
Term Loan, 6.05%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2024		124		124,291
Envision Healthcare Corporation
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025		1,075		1,037,543
Gentiva Health Services, Inc.
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing July 2, 2025		463		464,818
GHX Ultimate Parent Corporation
Term Loan, 6.06%, (3 mo. USD LIBOR + 3.25%), Maturing June 28, 2024		197		194,658
Greatbatch Ltd.
Term Loan, 5.51%, (1 mo. USD LIBOR + 3.00%), Maturing October 27, 2022		285		284,721
Grifols Worldwide Operations USA, Inc.
Term Loan, 4.67%, (1 week USD LIBOR + 2.25%), Maturing January 31, 2025		835		833,385
Hanger, Inc.
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing March 6, 2025		248		247,815
Inovalon Holdings, Inc.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing April 2, 2025		299		298,127
IQVIA, Inc.
Term Loan, 4.80%, (3 mo. USD LIBOR + 2.00%), Maturing January 17, 2025		173		172,543
Kinetic Concepts, Inc.
Term Loan, 6.05%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2024		640		639,983


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
KUEHG Corp.
Term Loan, 6.55%, (3 mo. USD LIBOR + 3.75%), Maturing February 21, 2025	$	832	$	827,563
Medical Solutions, LLC
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing June 9, 2024		173		173,191
MPH Acquisition Holdings, LLC
Term Loan, 5.55%, (3 mo. USD LIBOR + 2.75%), Maturing June 7, 2023		1,078		1,069,475
National Mentor Holdings, Inc.
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2021		143		142,875
Navicure, Inc.
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing November 1, 2024		173		171,641
New Millennium Holdco, Inc.
Term Loan, 8.99%, (1 mo. USD LIBOR + 6.50%), Maturing December 21, 2020		95		47,768
One Call Corporation
Term Loan, 7.74%, (1 mo. USD LIBOR + 5.25%), Maturing November 25, 2022		315		271,913
Ortho-Clinical Diagnostics S.A.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025		1,481		1,468,878
Parexel International Corporation
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024		590		573,394
Press Ganey Holdings, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing October 23, 2023		172		170,643
Prospect Medical Holdings, Inc.
Term Loan, 8.00%, (1 mo. USD LIBOR + 5.50%), Maturing February 22, 2024		273		248,373
R1 RCM, Inc.
Term Loan, 7.74%, (1 mo. USD LIBOR + 5.25%), Maturing May 8, 2025		124		124,220
Radiology Partners Holdings, LLC
Term Loan, 7.42%, (USD LIBOR + 4.75%), Maturing June 21, 2025⁽³⁾		100		100,500
RadNet, Inc.
Term Loan, 6.55%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2023		357		357,175
Select Medical Corporation
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing March 6, 2025		359		356,380
Sotera Health Holdings, LLC
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing May 15, 2022		194		190,406
Sound Inpatient Physicians
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2025		100		99,313
Surgery Center Holdings, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing September 2, 2024		247		241,629
Syneos Health, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing August 1, 2024		93		91,569
Team Health Holdings, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024		491		447,038
Tecomet, Inc.
Term Loan, 6.02%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2024		197		195,769
U.S. Anesthesia Partners, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024		395		395,000
Verscend Holding Corp.
Term Loan, 6.99%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		349		349,670
Viant Medical Holdings, Inc.
Term Loan, 6.55%, (3 mo. USD LIBOR + 3.75%), Maturing July 2, 2025		100		99,812
VVC Holding Corp.
Term Loan, 7.20%, (3 mo. USD LIBOR + 4.50%), Maturing February 11, 2026		450		446,063


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Wink Holdco, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing December 2, 2024	$	124	$	122,667

			$	17,309,524

Home Furnishings — 0.9%
Bright Bidco B.V.
Term Loan, 6.20%, (USD LIBOR + 3.50%), Maturing June 30, 2024⁽³⁾	$	394	$	324,703
Serta Simmons Bedding, LLC
Term Loan, 6.01%, (1 mo. USD LIBOR + 3.50%), Maturing November 8, 2023		1,054		882,965

			$	1,207,668

Industrial Equipment — 6.0%
AI Alpine AT Bidco GmbH
Term Loan, 5.99%, (3 mo. USD LIBOR + 3.25%), Maturing October 31, 2025	$	50	$	49,250
Altra Industrial Motion Corp.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2025		171		169,371
Apex Tool Group, LLC
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2022		561		544,507
Clark Equipment Company
Term Loan, 4.80%, (3 mo. USD LIBOR + 2.00%), Maturing May 18, 2024		397		393,963
CPM Holdings, Inc.
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing November 15, 2025		75		74,344
Delachaux S.A.
Term Loan, 6.31%, (3 mo. USD LIBOR + 3.50%), Maturing October 28, 2021		99		97,647
DexKo Global, Inc.
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing July 24, 2024		496		493,430
DXP Enterprises, Inc.
Term Loan, 7.24%, (1 mo. USD LIBOR + 4.75%), Maturing August 29, 2023		123		123,438
Engineered Machinery Holdings, Inc.
Term Loan, 6.05%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024		371		357,792
EWT Holdings III Corp.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing December 20, 2024		882		882,867
Filtration Group Corporation
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025		372		371,722
Gardner Denver, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing July 30, 2024		241		241,085
Gates Global, LLC
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing April 1, 2024		966		964,343
Hamilton Holdco, LLC
Term Loan, 4.81%, (3 mo. USD LIBOR + 2.00%), Maturing July 2, 2025		199		198,746
Hayward Industries, Inc.
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024		99		97,670
LTI Holdings, Inc.
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing September 6, 2025		100		97,817
Milacron, LLC
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2023		593		584,507
Paladin Brands Holding, Inc.
Term Loan, 8.31%, (3 mo. USD LIBOR + 5.50%), Maturing August 15, 2022		307		305,749
Pro Mach Group, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing March 7, 2025		50		48,834
Rexnord, LLC
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing August 21, 2024		790		789,274


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Robertshaw US Holding Corp.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing February 28, 2025	$	248	$	233,858
Thermon Industries, Inc.
Term Loan, 6.26%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2024		88		88,129
Titan Acquisition Limited
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		695		668,002

			$	7,876,345

Insurance — 4.7%
Alliant Holdings I, Inc.
Term Loan, 5.23%, (1 mo. USD LIBOR + 2.75%), Maturing May 9, 2025	$	531	$	525,506
AmWINS Group, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024		492		490,700
Asurion, LLC
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing August 4, 2022		1,209		1,210,575
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023		464		464,585
Term Loan - Second Lien, 8.99%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025		575		586,260
FrontDoor, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing August 14, 2025		100		99,623
Hub International, Ltd.
Term Loan, 5.51%, (USD LIBOR + 2.75%), Maturing April 25, 2025⁽³⁾		1,144		1,137,528
NFP Corp.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing January 8, 2024		792		784,111
Sedgwick Claims Management Services, Inc.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing December 31, 2025		275		274,141
USI, Inc.
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024		691		686,066

			$	6,259,095

Leisure Goods/Activities/Movies — 4.5%
AMC Entertainment Holdings, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2023	$	123	$	121,627
Ancestry.com Operations, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing October 19, 2023		707		705,701
Bombardier Recreational Products, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing May 23, 2025		1,078		1,068,521
CDS U.S. Intermediate Holdings, Inc.
Term Loan, 6.39%, (USD LIBOR + 3.75%), Maturing July 8, 2022⁽³⁾		244		230,976
ClubCorp Holdings, Inc.
Term Loan, 5.55%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024		441		429,287
Crown Finance US, Inc.
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing February 28, 2025		450		447,871
Delta 2 (LUX) S.a.r.l.
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2024		439		431,603
Emerald Expositions Holding, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		261		257,223
Lindblad Expeditions, Inc.
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing March 21, 2025		97		97,013
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing March 21, 2025		388		388,050
Match Group, Inc.
Term Loan, 5.09%, (2 mo. USD LIBOR + 2.50%), Maturing November 16, 2022		131		130,922


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Sabre GLBL, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing February 22, 2024	$	631	$	630,357
SRAM, LLC
Term Loan, 5.39%, (2 mo. USD LIBOR + 2.75%), Maturing March 15, 2024		210		208,817
Steinway Musical Instruments, Inc.
Term Loan, 6.23%, (1 mo. USD LIBOR + 3.75%), Maturing February 13, 2025		199		194,530
Travel Leaders Group, LLC
Term Loan, 6.48%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024		224		225,274
UFC Holdings, LLC
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023		440		440,791

			$	6,008,563

Lodging and Casinos — 6.1%
Aristocrat Technologies, Inc.
Term Loan, 4.53%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024	$	278	$	276,588
Boyd Gaming Corporation
Term Loan, 4.66%, (1 week USD LIBOR + 2.25%), Maturing September 15, 2023		227		226,529
CityCenter Holdings, LLC
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing April 18, 2024		617		611,450
Eldorado Resorts, LLC
Term Loan, 4.87%, (USD LIBOR + 2.25%), Maturing April 17, 2024⁽³⁾		198		197,201
ESH Hospitality, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing August 30, 2023		284		282,490
Four Seasons Hotels Limited
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing November 30, 2023		221		219,425
Golden Nugget, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing October 4, 2023		1,689		1,686,223
GVC Holdings PLC
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing March 29, 2024		248		248,125
Hanjin International Corp.
Term Loan, 4.98%, (1 mo. USD LIBOR + 2.50%), Maturing October 18, 2020		125		123,906
Hilton Worldwide Finance, LLC
Term Loan, 4.24%, (1 mo. USD LIBOR + 1.75%), Maturing October 25, 2023		874		874,991
Las Vegas Sands, LLC
Term Loan, 4.24%, (1 mo. USD LIBOR + 1.75%), Maturing March 27, 2025		248		246,663
MGM Growth Properties Operating Partnership L.P.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing March 21, 2025		462		460,398
Playa Resorts Holding B.V.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024		838		821,016
Stars Group Holdings B.V. (The)
Term Loan, 6.30%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025		919		920,891
VICI Properties 1, LLC
Term Loan, 4.48%, (1 mo. USD LIBOR + 2.00%), Maturing December 20, 2024		525		522,900
Wyndham Hotels & Resorts, Inc.
Term Loan, 4.24%, (1 mo. USD LIBOR + 1.75%), Maturing May 30, 2025		299		298,409

			$	8,017,205

Nonferrous Metals/Minerals — 0.9%
Dynacast International, LLC
Term Loan, 5.85%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022	$	291	$	288,170
Global Brass & Copper, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing May 29, 2025		196		195,256
Murray Energy Corporation
Term Loan, 9.88%, (3 mo. USD LIBOR + 7.25%), Maturing October 17, 2022		476		394,305


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Noranda Aluminum Acquisition Corporation
Term Loan, 0.00%, Maturing February 28, 2020⁽⁴⁾	$	238	$	891
Oxbow Carbon, LLC
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing January 4, 2023		143		142,678
Term Loan - Second Lien, 9.99%, (1 mo. USD LIBOR + 7.50%), Maturing January 4, 2024		175		175,437

			$	1,196,737

Oil and Gas — 2.1%
Ameriforge Group, Inc.
Term Loan, 9.80%, (3 mo. USD LIBOR + 7.00%), Maturing June 8, 2022	$	114	$	114,000
Apergy Corporation
Term Loan, 5.16%, (USD LIBOR + 2.50%), Maturing May 9, 2025⁽³⁾		67		66,949
Citgo Petroleum Corporation
Term Loan, 6.30%, (3 mo. USD LIBOR + 3.50%), Maturing July 29, 2021		239		234,987
Equitrans Midstream Corporation
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing January 31, 2024		450		451,687
Fieldwood Energy, LLC
Term Loan, 7.74%, (1 mo. USD LIBOR + 5.25%), Maturing April 11, 2022		695		635,468
McDermott Technology Americas, Inc.
Term Loan, 7.49%, (1 mo. USD LIBOR + 5.00%), Maturing May 10, 2025		298		287,329
MEG Energy Corp.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing December 31, 2023		9		9,091
PSC Industrial Holdings Corp.
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing October 3, 2024		173		170,218
Sheridan Investment Partners II L.P.
Term Loan, 6.13%, (USD LIBOR + 3.50%), Maturing December 16, 2020⁽³⁾		9		7,926
Term Loan, 6.13%, (USD LIBOR + 3.50%), Maturing December 16, 2020⁽³⁾		25		21,252
Term Loan, 6.13%, (USD LIBOR + 3.50%), Maturing December 16, 2020⁽³⁾		179		152,776
Sheridan Production Partners I, LLC
Term Loan, 6.24%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		27		23,375
Term Loan, 6.24%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		44		38,269
Term Loan, 6.24%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		332		288,802
Ultra Resources, Inc.
Term Loan, 6.48%, (1 mo. USD LIBOR + 4.00%), Maturing April 12, 2024		350		315,000

			$	2,817,129

Publishing — 1.3%
Ascend Learning, LLC
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024	$	272	$	269,017
Getty Images, Inc.
Term Loan, 7.06%, (1 mo. USD LIBOR + 4.50%), Maturing February 19, 2026		400		399,000
Harland Clarke Holdings Corp.
Term Loan, 7.55%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023		314		296,523
LSC Communications, Inc.
Term Loan, 7.99%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2022		194		194,360
Multi Color Corporation
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing October 31, 2024		74		73,507
ProQuest, LLC
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing October 24, 2021		411		410,867
Tweddle Group, Inc.
Term Loan, 6.98%, (1 mo. USD LIBOR + 4.50%), Maturing September 17, 2023		54		50,868

			$	1,694,142


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Radio and Television — 3.3%
ALM Media Holdings, Inc.
Term Loan, 7.30%, (3 mo. USD LIBOR + 4.50%), Maturing July 31, 2020	$	112	$	105,764
CBS Radio, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing November 18, 2024		344		343,404
Cumulus Media New Holdings, Inc.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing May 15, 2022		772		757,154
Entravision Communications Corporation
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024		226		215,571
Gray Television, Inc.
Term Loan, 5.01%, (1 mo. USD LIBOR + 2.50%), Maturing January 2, 2026		150		149,000
Hubbard Radio, LLC
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing March 28, 2025		138		137,715
iHeartCommunications, Inc.
Term Loan, 0.00%, Maturing January 30, 2020⁽⁴⁾		500		352,656
Mission Broadcasting, Inc.
Term Loan, 4.76%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		79		78,209
Nexstar Broadcasting, Inc.
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		437		430,710
Univision Communications, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024		1,851		1,727,990

			$	4,298,173

Retailers (Except Food and Drug) — 3.2%
Ascena Retail Group, Inc.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022	$	337	$	310,702
Bass Pro Group, LLC
Term Loan, 7.49%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024		296		296,250
BJ’s Wholesale Club, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing February 3, 2024		231		230,399
Coinamatic Canada, Inc.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		40		38,374
David’s Bridal, Inc.
Term Loan, 10.29%, (3 mo. USD LIBOR + 7.50%), Maturing July 17, 2023		61		61,647
Term Loan, 10.79%, (3 mo. USD LIBOR + 8.00%), Maturing January 18, 2026		232		201,198
Evergreen Acqco 1 L.P.
Term Loan, 6.53%, (USD LIBOR + 3.75%), Maturing July 9, 2019⁽³⁾		513		487,061
Global Appliance, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024		238		237,903
Harbor Freight Tools USA, Inc.
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2023		98		97,216
Hoya Midco, LLC
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2024		246		241,171
J. Crew Group, Inc.
Term Loan, 5.79%, (3 mo. USD LIBOR + 3.00%), Maturing March 5, 2021⁽⁵⁾		735		488,194
LSF9 Atlantis Holdings, LLC
Term Loan, 8.51%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023		241		217,766
Party City Holdings, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing August 19, 2022		198		197,447
PetSmart, Inc.
Term Loan, 5.52%, (1 mo. USD LIBOR + 3.00%), Maturing March 11, 2022		787		673,224
PFS Holding Corporation
Term Loan, 6.02%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2021		517		271,228


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Pier 1 Imports (U.S.), Inc.
Term Loan, 6.38%, (3 mo. USD LIBOR + 3.50%), Maturing April 30, 2021	$	119	$	60,284
Staples, Inc.
Term Loan, 6.51%, (1 mo. USD LIBOR + 4.00%), Maturing September 12, 2024		148		147,400

			$	4,257,464

Steel — 1.5%
Atkore International, Inc.
Term Loan, 5.56%, (3 mo. USD LIBOR + 2.75%), Maturing December 22, 2023	$	97	$	96,422
GrafTech Finance, Inc.
Term Loan, 5.99%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2025		598		597,639
Neenah Foundry Company
Term Loan, 9.10%, (2 mo. USD LIBOR + 6.50%), Maturing December 13, 2022		178		175,952
Phoenix Services International, LLC
Term Loan, 6.27%, (1 mo. USD LIBOR + 3.75%), Maturing March 1, 2025		174		172,168
Zekelman Industries, Inc.
Term Loan, 4.73%, (1 mo. USD LIBOR + 2.25%), Maturing June 14, 2021		938		931,064

			$	1,973,245

Surface Transport — 0.8%
Agro Merchants NAI Holdings, LLC
Term Loan, 6.55%, (3 mo. USD LIBOR + 3.75%), Maturing December 6, 2024	$	99	$	98,037
Hertz Corporation (The)
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2023		241		237,166
Kenan Advantage Group, Inc.
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		27		26,584
Term Loan, 5.49%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		89		87,421
PODS, LLC
Term Loan, 5.27%, (1 mo. USD LIBOR + 2.75%), Maturing December 6, 2024		148		147,632
Stena International S.a.r.l.
Term Loan, 5.81%, (3 mo. USD LIBOR + 3.00%), Maturing March 3, 2021		381		376,714
XPO Logistics, Inc.
Term Loan, 4.49%, (1 mo. USD LIBOR + 2.00%), Maturing February 24, 2025		150		148,812

			$	1,122,366

Telecommunications — 5.1%
CenturyLink, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 2.75%), Maturing January 31, 2025	$	1,238	$	1,220,794
Colorado Buyer, Inc.
Term Loan, 5.52%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		197		194,599
Digicel International Finance Limited
Term Loan, 5.88%, (3 mo. USD LIBOR + 3.25%), Maturing May 28, 2024		173		153,588
Frontier Communications Corp.
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing June 15, 2024		468		452,084
Global Eagle Entertainment, Inc.
Term Loan, 10.01%, (6 mo. USD LIBOR + 7.50%), Maturing January 6, 2023		481		487,754
Intelsat Jackson Holdings S.A.
Term Loan, 6.23%, (1 mo. USD LIBOR + 3.75%), Maturing November 27, 2023		600		600,750
Term Loan, 6.98%, (1 mo. USD LIBOR + 4.50%), Maturing January 2, 2024		400		405,750
IPC Corp.
Term Loan, 7.25%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021		220		177,227
Onvoy, LLC
Term Loan, 7.30%, (3 mo. USD LIBOR + 4.50%), Maturing February 10, 2024		467		422,352


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Plantronics, Inc.
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing July 2, 2025	$	299	$	295,710
Sprint Communications, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024		835		825,709
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing February 2, 2024		175		173,797
Syniverse Holdings, Inc.
Term Loan, 7.49%, (1 mo. USD LIBOR + 5.00%), Maturing March 9, 2023		223		211,798
Telesat Canada
Term Loan, 5.31%, (3 mo. USD LIBOR + 2.50%), Maturing November 17, 2023		1,099		1,099,516

			$	6,721,428

Utilities — 2.9%
Brookfield WEC Holdings, Inc.
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing August 1, 2025	$	525	$	526,559
Calpine Construction Finance Company L.P.
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2025		92		91,098
Calpine Corporation
Term Loan, 5.31%, (3 mo. USD LIBOR + 2.50%), Maturing January 15, 2024		796		792,855
Granite Acquisition, Inc.
Term Loan, 6.30%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021		28		28,488
Term Loan, 6.30%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021		624		624,393
Lightstone Holdco, LLC
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024		20		19,291
Term Loan, 6.24%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024		356		349,908
Longview Power, LLC
Term Loan, 8.75%, (3 mo. USD LIBOR + 6.00%), Maturing April 13, 2021		555		495,920
Talen Energy Supply, LLC
Term Loan, 6.49%, (1 mo. USD LIBOR + 4.00%), Maturing July 15, 2023		197		196,155
Term Loan, 6.49%, (1 mo. USD LIBOR + 4.00%), Maturing April 15, 2024		171		170,549
USIC Holdings, Inc.
Term Loan, 5.74%, (1 mo. USD LIBOR + 3.25%), Maturing December 8, 2023		298		294,818
Vistra Energy Corp.
Term Loan, 4.48%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2025		249		248,128

			$	3,838,162


Total Senior Floating-Rate Loans (identified cost $181,137,958)			$	176,195,721


Corporate Bonds & Notes — 12.2%

Security	Principal Amount* (000’s omitted)		Value
Air Transport — 0.5%
Azul Investments LLP
5.875%, 10/26/24⁽⁷⁾		710	$	684,972

			$	684,972

Banks and Thrifts — 1.0%
Australia and New Zealand Banking Group, Ltd.
3.75%, 7/25/19⁽⁸⁾	AUD	640	$	456,739


Security	Principal Amount* (000’s omitted)		Value
Banco Mercantil del Norte S.A./Grand Cayman
5.75% to 10/4/26, 10/4/31⁽⁷⁾⁽⁹⁾		400	$	374,004
Yapi ve Kredi Bankasi AS
13.875% to 1/15/24^(7)(9)(10)		500		538,163

			$	1,368,906

Building and Development — 0.3%
MDC Holdings, Inc.
6.00%, 1/15/43		533	$	455,715

			$	455,715

Chemicals and Plastics — 0.4%
Cydsa SAB de CV
6.25%, 10/4/27⁽⁷⁾		500	$	478,125

			$	478,125

Computers — 0.7%
Seagate HDD Cayman
4.875%, 6/1/27		520	$	485,438
5.75%, 12/1/34		426		378,269

			$	863,707

Diversified Financial Services — 1.2%
Credito Real, SAB de CV, SOFOM ER
9.50%, 2/7/26⁽⁷⁾		470	$	489,247
Jefferies Finance, LLC/JFIN Co-Issuer Corp.
7.25%, 8/15/24⁽⁷⁾		202		197,455
UniCredit SpA
5.861% to 6/19/27, 6/19/32⁽⁷⁾⁽⁹⁾		765		685,533
Unifin Financiera, SAB de CV, SOFOM ENR
8.875% to 1/29/25^(7)(9)(10)		200		172,800

			$	1,545,035

Drugs — 0.3%
Bausch Health Companies, Inc.
6.50%, 3/15/22⁽⁷⁾		173	$	179,488
7.00%, 3/15/24⁽⁷⁾		225		237,656

			$	417,144

Electronics/Electrical — 0.5%
Enel Finance International NV
3.625%, 5/25/27⁽⁷⁾		345	$	318,381
Ingram Micro, Inc.
5.45%, 12/15/24		310		304,271

			$	622,652

Homebuilders/Real Estate — 0.4%
PulteGroup, Inc.
5.00%, 1/15/27		540	$	519,075

			$	519,075

Leisure Goods/Activities/Movies — 0.5%
Mattel, Inc.
3.15%, 3/15/23		475	$	421,562
6.20%, 10/1/40		120		97,650
5.45%, 11/1/41		155		119,350

			$	638,562


Security	Principal Amount* (000’s omitted)		Value
Nonferrous Metals/Minerals — 0.7%
First Quantum Minerals, Ltd.
6.875%, 3/1/26⁽⁷⁾		975	$	915,281

			$	915,281

Oil and Gas — 3.2%
Gran Tierra Energy International Holdings, Ltd.
6.25%, 2/15/25⁽⁷⁾		500	$	476,875
Oceaneering International, Inc.
4.65%, 11/15/24		600		557,250
6.00%, 2/1/28		500		475,000
Petrobras Global Finance B.V.
5.75%, 2/1/29		525		525,787
5.625%, 5/20/43		285		260,419
Petroleos Mexicanos
6.75%, 9/21/47		570		495,672
Rowan Cos., Inc.
4.75%, 1/15/24		415		336,150
5.40%, 12/1/42		675		435,375
YPF SA
7.00%, 12/15/47⁽⁷⁾		900		722,259

			$	4,284,787

Pharmaceuticals — 0.2%
Teva Pharmaceutical Finance Netherlands III B.V.
3.15%, 10/1/26		300	$	249,844

			$	249,844

Real Estate Investment Trusts (REITs) — 0.4%
CBL & Associates, L.P.
4.60%, 10/15/24		465	$	358,050
5.95%, 12/15/26		280		214,900

			$	572,950

Retail — 0.2%
JC Penney Corp., Inc.
8.625%, 3/15/25⁽⁷⁾		425	$	255,000

			$	255,000

Retailers (Except Food and Drug) — 1.0%
Macy’s Retail Holdings, Inc.
4.30%, 2/15/43		1,235	$	905,679
Signet UK Finance PLC
4.70%, 6/15/24		519		445,043

			$	1,350,722

Telecommunications — 0.2%
CommScope Technologies, LLC
5.00%, 3/15/27⁽⁷⁾		330	$	296,274

			$	296,274


Security	Principal Amount* (000’s omitted)		Value
Transportation — 0.5%
JSL Europe SA
7.75%, 7/26/24⁽⁷⁾		600	$	609,000

			$	609,000


Total Corporate Bonds & Notes (identified cost $16,390,204)			$	16,127,751


Foreign Government Bonds— 3.8%

Security	Principal Amount (000’s omitted)		Value
Argentina — 0.4%
Republic of Argentina
6.875%, 1/11/48	USD	645	$	486,336

			$	486,336

Australia — 0.1%
Queensland Treasury Corp.
5.50%, 6/21/21⁽⁸⁾	AUD	225	$	172,461

			$	172,461

Brazil — 0.5%
Nota do Tesouro Nacional
10.00%, 1/1/25	BRL	2,125	$	599,966

			$	599,966

Canada — 0.5%
Canada Housing Trust
3.80%, 6/15/21⁽⁷⁾	CAD	900	$	712,545

			$	712,545

Malaysia — 0.2%
Malaysia Government Bond
3.441%, 2/15/21	MYR	1,200	$	294,623

			$	294,623

Mexico — 0.5%
Mexican Bonos
7.75%, 5/29/31	MXN	12,010	$	593,412

			$	593,412

Supranational — 1.5%
European Investment Bank
7.20%, 7/9/19⁽⁷⁾	IDR	10,780,000	$	765,003
International Bank for Reconstruction & Development
3.50%, 1/22/21	NZD	675		471,976
International Finance Corp.
7.80%, 6/3/19	INR	24,990		352,015
8.25%, 6/10/21	INR	18,100		259,887
6.30%, 11/25/24	INR	6,420		86,329

			$	1,935,210


Security	Principal Amount (000’s omitted)		Value
Uruguay — 0.1%
Republic of Uruguay
8.50%, 3/15/28⁽⁷⁾	UYU	6,900	$	187,891

			$	187,891


Total Foreign Government Bonds (identified cost $5,067,502)			$	4,982,444


Convertible Bonds — 0.6%

Security	Principal Amount (000’s omitted)		Value
Oil & Gas — 0.6%
Ascent Resources-Utica, LLC/ARU Finance Corp.
6.50%, 3/1/21^(7)(11)	$	120	$	167,021
Nabors Industries, Inc.
0.75%, 1/15/24		890		626,607


Total Convertible Bonds (identified cost $861,678)			$	793,628


Common Stocks — 2.2%

Security	Shares		Value
Consumer Discretionary — 0.3%
Lennar Corp., Class A		6,815	$	326,984

			$	326,984

Electronics/Electrical — 0.2%
Answers Corp.^(5)(12)(13)		14,876	$	29,008
Intel Corp.		4,500		238,320

			$	267,328

Entertainment — 0.2%
Walt Disney Co. (The)		2,600	$	293,384

			$	293,384

Health Care — 0.0%⁽¹⁴⁾
New Millennium Holdco, Inc.^(12)(13)		10,394	$	884

			$	884

Metals/Mining — 0.2%
Newmont Mining Corp.		9,260	$	315,951

			$	315,951

Oil and Gas — 0.6%
AFG Holdings, Inc.^(5)(12)(13)		4,525	$	336,886
Fieldwood Energy, Inc.^(12)(13)		2,148		70,884
Paragon Offshore Finance Company, Class A^(12)(13)		404		379
Paragon Offshore Finance Company, Class B^(12)(13)		202		7,373
Royal Dutch Shell PLC, Class B ADR		5,150		327,591


Security	Shares		Value
Southcross Holdings Group, LLC^(5)(12)(13)		15	$	0
Southcross Holdings L.P., Class A^(12)(13)		15		7,688

			$	750,801

Pharmaceuticals — 0.3%
Teva Pharmaceutical Industries, Ltd. ADR⁽¹²⁾		22,165	$	373,037

			$	373,037

Publishing — 0.0%⁽¹⁴⁾
Tweddle Group, Inc.^(5)(12)		444	$	17,223

			$	17,223

Radio and Television — 0.1%
Cumulus Media, Inc., Class A^(12)(13)		9,974	$	177,637

			$	177,637

Retailers (Except Food and Drug) — 0.0%⁽¹⁴⁾
David’s Bridal, Inc.^(12)(13)		4,447	$	35,576

			$	35,576

Transportation — 0.3%
A.P. Moller - Maersk A/S, Class B		315	$	423,789

			$	423,789


Total Common Stocks (identified cost $2,956,074)			$	2,982,594


Convertible Preferred Stocks — 1.0%

Security	Shares		Value
Oil & Gas — 1.0%
Chesapeake Energy Corp., 5.75%		2,240	$	1,271,529


Total Convertible Preferred Stocks (identified cost $1,080,600)			$	1,271,529


Preferred Stocks — 0.3%

Security	Shares		Value
Equity Real Estate Investment Trusts (REITs) — 0.2%
CBL & Associates Properties, Inc., Series D, 7.375%		10,475	$	136,803
CBL & Associates Properties, Inc., Series E, 6.625%		7,600		93,176

			$	229,979

Oil, Gas & Consumable Fuels — 0.1%
NuStar Energy, L.P., Series B, 7.625% to 6/15/22⁽⁹⁾		9,200	$	197,432

			$	197,432


Total Preferred Stocks (identified cost $542,613)			$	427,411



Short-Term Investments — 2.4%

Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 2.62%⁽¹⁵⁾		3,135,265	$	3,135,579


Total Short-Term Investments (identified cost $3,135,503)			$	3,135,579


Total Investments — 155.7% (identified cost $211,172,132)			$	205,916,657


Less Unfunded Loan Commitments — (0.0)%⁽¹⁴⁾			$	(15,625	)


Net Investments — 155.7% (identified cost $211,156,507)			$	205,901,032


Notes Payable — (40.8)%			$	(54,000,000	)


Variable Rate Term Preferred Shares, at Liquidation Value (net of unamortized deferred debt issuance costs) — (14.3)%			$	(18,978,846	)


Other Assets, Less Liabilities — (0.6)%			$	(658,395	)


Net Assets Applicable to Common Shares — 100.0%			$	132,263,791

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)	This Senior Loan will settle after February 28, 2019, at which time the interest rate will be determined.

(3)

The stated interest rate represents the weighted average interest rate at February 28, 2019 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.

(4)	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.

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

(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, 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 February 28, 2019, the aggregate value of these securities is $9,462,973 or 7.2% of the Fund’s 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 February 28, 2019, the aggregate value of these securities is $629,200 or 0.5% of the Fund’s 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)	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 February 28, 2019. Net income from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended February 28, 2019 was $57,447.

Abbreviations:


ADR	-	American Depositary Receipt

DIP	-	Debtor In Possession

LIBOR	-	London Interbank Offered Rate

Currency Abbreviations:


AUD	-	Australian Dollar

BRL	-	Brazilian Real

CAD	-	Canadian Dollar

IDR	-	Indonesian Rupiah

INR	-	Indian Rupee



MXN	-	Mexican Peso

MYR	-	Malaysian Ringgit

NZD	-	New Zealand Dollar

USD	-	United States Dollar

UYU	-	Uruguayan Peso

The Fund did not have any open derivative instruments at February 28, 2019.

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 February 28, 2019, the hierarchy of inputs used in valuing the Fund’s 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)	$	—	$	175,635,815		$	544,281	$	176,180,096
Corporate Bonds & Notes		—		16,127,751			—		16,127,751
Foreign Government Bonds		—		4,982,444			—		4,982,444
Convertible Bonds		—		793,628			—		793,628
Common Stocks		2,052,904		546,573	**		383,117		2,982,594
Convertible Preferred Stocks		—		1,271,529			—		1,271,529
Preferred Stocks		427,411		—			—		427,411
Short-Term Investments		—		3,135,579			—		3,135,579
Total Investments	$	2,480,315	$	202,493,319		$	927,398	$	205,901,032

*	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 February 28, 2019 is not presented.

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:		April 25, 2019

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:		April 25, 2019

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

Date:		April 25, 2019