UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
811-21411
Investment Company Act File Number
Eaton Vance Senior Floating-Rate Trust
(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)
October 31
Date of Fiscal Year End
January 31, 2018
Date of Reporting Period
Item 1. Schedule of Investments
Eaton Vance
Senior Floating-Rate Trust
January 31, 2018
PORTFOLIO OF INVESTMENTS (Unaudited)
Senior Floating-Rate Loans 138.9%(1)
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Aerospace and Defense 1.9% |
||||||||
Accudyne Industries, LLC |
||||||||
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing August 16, 2024 |
698 | $ | 705,295 | |||||
IAP Worldwide Services, Inc. |
||||||||
Revolving Loan, 1.39%, (3 mo. USD LIBOR + 5.50%), Maturing July 18, 2018(2) |
311 | 311,481 | ||||||
Term Loan - Second Lien, 8.19%, (3 mo. USD LIBOR + 6.50%), |
416 | 338,155 | ||||||
TransDigm, Inc. |
||||||||
Term Loan, 4.36%, (USD LIBOR + 2.75%), Maturing June 9, 2023(4) |
6,040 | 6,098,937 | ||||||
Term Loan, 4.67%, (USD LIBOR + 3.00%), Maturing August 22, 2024(4) |
2,577 | 2,602,758 | ||||||
Wesco Aircraft Hardware Corp. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2021 |
914 | 898,066 | ||||||
|
|
|||||||
$ | 10,954,692 | |||||||
|
|
|||||||
Automotive 2.9% |
||||||||
Allison Transmission, Inc. |
||||||||
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing September 23, 2022 |
1 | $ | 1,443 | |||||
American Axle and Manufacturing, Inc. |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing April 6, 2024 |
3,029 | 3,044,492 | ||||||
Apro, LLC |
||||||||
Term Loan, 5.56%, (1 mo. USD LIBOR + 4.00%), Maturing August 8, 2024 |
269 | 272,300 | ||||||
Belron Finance US, LLC |
||||||||
Term Loan, 3.89%, (3 mo. USD LIBOR + 2.50%), Maturing November 7, 2024 |
525 | 531,891 | ||||||
Chassix, Inc. |
||||||||
Term Loan, 7.06%, (USD LIBOR + 5.50%), Maturing November 15, 2023(4) |
675 | 668,250 | ||||||
CS Intermediate Holdco 2, LLC |
||||||||
Term Loan, 3.94%, (3 mo. USD LIBOR + 2.25%), Maturing November 2, 2023 |
594 | 598,612 | ||||||
Dayco Products, LLC |
||||||||
Term Loan, 6.48%, (3 mo. USD LIBOR + 5.00%), Maturing May 19, 2023 |
1,020 | 1,036,448 | ||||||
DexKo Global, Inc. |
||||||||
Term Loan, Maturing July 24, 2024(5) |
EUR | 270 | 337,040 | |||||
Term Loan, Maturing July 24, 2024(5) |
EUR | 675 | 842,600 | |||||
FCA US, LLC |
||||||||
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2018 |
1,209 | 1,213,572 | ||||||
Federal-Mogul Holdings Corporation |
||||||||
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.75%), Maturing April 15, 2021 |
3,005 | 3,032,440 | ||||||
Horizon Global Corporation |
||||||||
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.50%), Maturing June 30, 2021 |
350 | 353,559 | ||||||
Sage Automotive Interiors, Inc. |
||||||||
Term Loan, 6.57%, (1 mo. USD LIBOR + 5.00%), Maturing October 27, 2022 |
718 | 726,273 | ||||||
TI Group Automotive Systems, LLC |
||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 2.75%, Floor 0.75%), |
EUR | 782 | 977,567 | |||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2022 |
957 | 964,888 |
1
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Tower Automotive Holdings USA, LLC |
||||||||
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024 |
1,330 | $ | 1,339,172 | |||||
Visteon Corporation |
||||||||
Term Loan, 3.41%, (3 mo. USD LIBOR + 2.00%), Maturing March 24, 2024 |
627 | 632,080 | ||||||
|
|
|||||||
$ | 16,572,627 | |||||||
|
|
|||||||
Beverage and Tobacco 0.8% |
||||||||
Arterra Wines Canada, Inc. |
||||||||
Term Loan, 4.38%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023 |
2,129 | $ | 2,149,785 | |||||
Flavors Holdings, Inc. |
||||||||
Term Loan, 7.44%, (3 mo. USD LIBOR + 5.75%), Maturing April 3, 2020 |
1,099 | 1,006,030 | ||||||
Term Loan - Second Lien, 11.69%, (3 mo. USD LIBOR + 10.00%), |
1,000 | 775,000 | ||||||
Refresco Group B.V. |
||||||||
Term Loan, Maturing September 26, 2024(5) |
350 | 351,969 | ||||||
|
|
|||||||
$ | 4,282,784 | |||||||
|
|
|||||||
Brokerage/Securities Dealers/Investment Houses 0.9% |
||||||||
Aretec Group, Inc. |
||||||||
Term Loan, 5.82%, (1 mo. USD LIBOR + 4.25%), Maturing November 23, 2020 |
1,430 | $ | 1,436,789 | |||||
Term Loan - Second Lien, 7.07%, (1 mo. USD LIBOR + 5.50% (2.00% Cash, 5.07% PIK)), Maturing May 23, 2021 |
2,326 | 2,334,395 | ||||||
Resolute Investment Managers, Inc. |
||||||||
Term Loan - Second Lien, 9.27%, (3 mo. USD LIBOR + 7.50%), Maturing April 30, 2023 |
550 | 560,312 | ||||||
Salient Partners L.P. |
||||||||
Term Loan, 10.06%, (3 mo. USD LIBOR + 8.50%), Maturing May 19, 2021 |
699 | 678,030 | ||||||
|
|
|||||||
$ | 5,009,526 | |||||||
|
|
|||||||
Building and Development 3.3% |
||||||||
American Builders & Contractors Supply Co., Inc. |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing October 31, 2023 |
2,655 | $ | 2,678,720 | |||||
Beacon Roofing Supply, Inc. |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025 |
575 | 579,877 | ||||||
Core & Main L.P. |
||||||||
Term Loan, 4.46%, (6 mo. USD LIBOR + 3.00%), Maturing August 1, 2024 |
748 | 753,969 | ||||||
CPG International, Inc. |
||||||||
Term Loan, 5.59%, (6 mo. USD LIBOR + 3.75%), Maturing May 3, 2024 |
1,880 | 1,902,638 | ||||||
DTZ U.S. Borrower, LLC |
||||||||
Term Loan, 4.82%, (3 mo. USD LIBOR + 3.25%), Maturing November 4, 2021 |
3,838 | 3,845,792 | ||||||
Henry Company, LLC |
||||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing October 5, 2023 |
397 | 403,948 | ||||||
Quikrete Holdings, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023 |
2,524 | 2,541,391 | ||||||
RE/MAX International, Inc. |
||||||||
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023 |
1,844 | 1,838,523 | ||||||
Realogy Corporation |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing July 20, 2022 |
564 | 569,784 | ||||||
Summit Materials Companies I, LLC |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing November 11, 2024 |
600 | 605,437 | ||||||
Werner FinCo L.P. |
||||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing July 24, 2024 |
1,098 | 1,102,118 |
2
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
WireCo WorldGroup, Inc. |
||||||||
Term Loan, 6.98%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2023 |
568 | $ | 572,076 | |||||
Term Loan - Second Lien, 10.48%, (3 mo. USD LIBOR + 9.00%), |
1,350 | 1,356,750 | ||||||
|
|
|||||||
$ | 18,751,023 | |||||||
|
|
|||||||
Business Equipment and Services 12.2% |
||||||||
Acosta Holdco, Inc. |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021 |
2,947 | $ | 2,572,342 | |||||
AlixPartners, LLP |
||||||||
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing April 4, 2024 |
1,911 | 1,926,684 | ||||||
Altisource Solutions S.a.r.l. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing December 9, 2020 |
1,248 | 1,247,775 | ||||||
Brand Energy & Infrastructure Services, Inc. |
||||||||
Term Loan, 6.00%, (3 mo. USD LIBOR + 4.25%), Maturing June 21, 2024 |
522 | 530,048 | ||||||
Brickman Group Ltd., LLC |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing December 18, 2020 |
778 | 784,140 | ||||||
Camelot UK Holdco Limited |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing October 3, 2023 |
1,936 | 1,955,039 | ||||||
Cast and Crew Payroll, LLC |
||||||||
Term Loan, 4.70%, (3 mo. USD LIBOR + 3.00%), Maturing September 27, 2024 |
397 | 400,727 | ||||||
Change Healthcare Holdings, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2024 |
6,476 | 6,520,080 | ||||||
Corporate Capital Trust, Inc. |
||||||||
Term Loan, 5.00%, (3 mo. USD LIBOR + 3.25%), Maturing May 20, 2019 |
914 | 919,495 | ||||||
CPM Holdings, Inc. |
||||||||
Term Loan, 5.82%, (1 mo. USD LIBOR + 4.25%), Maturing April 11, 2022 |
269 | 273,055 | ||||||
Crossmark Holdings, Inc. |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing December 20, 2019 |
1,132 | 582,673 | ||||||
Cypress Intermediate Holdings III, Inc. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 3.00%), Maturing April 27, 2024 |
1,269 | 1,276,554 | ||||||
EAB Global, Inc. |
||||||||
Term Loan, 5.48%, (3 mo. USD LIBOR + 3.75%), Maturing November 15, 2024 |
1,275 | 1,284,562 | ||||||
Education Management, LLC |
||||||||
Term Loan, 5.85%, (3 mo. USD LIBOR + 4.50%), Maturing July 2, 2020(3) |
225 | 106,640 | ||||||
Term Loan, 0.00%, (3 mo. USD Prime + 8.50%), Maturing July 2, 2020(3)(7) |
505 | 0 | ||||||
EIG Investors Corp. |
||||||||
Term Loan, 5.46%, (3 mo. USD LIBOR + 4.00%), Maturing February 9, 2023 |
3,311 | 3,343,035 | ||||||
Element Materials Technology Group US Holdings, Inc. |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing June 28, 2024 |
375 | 378,750 | ||||||
Extreme Reach, Inc. |
||||||||
Term Loan, 7.95%, (3 mo. USD LIBOR + 6.25%), Maturing February 7, 2020 |
2,173 | 2,173,025 | ||||||
First Data Corporation |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022 |
2,405 | 2,422,541 | ||||||
Garda World Security Corporation |
||||||||
Term Loan, 4.97%, (3 mo. USD LIBOR + 3.50%), Maturing May 24, 2024 |
1,913 | 1,931,119 | ||||||
Term Loan, 5.65%, (3 mo. USD LIBOR + 4.25%), Maturing May 24, 2024 |
CAD | 868 | 711,342 | |||||
Global Payments, Inc. |
||||||||
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing April 21, 2023 |
917 | 924,115 | ||||||
GreenSky Holdings, LLC |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 4.00%), Maturing August 26, 2024 |
1,621 | 1,631,068 |
3
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
IG Investment Holdings, LLC |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing October 29, 2021 |
2,195 | $ | 2,225,203 | |||||
Information Resources, Inc. |
||||||||
Term Loan, 5.81%, (1 mo. USD LIBOR + 4.25%), Maturing January 18, 2024 |
844 | 850,743 | ||||||
ION Trading Technologies S.a.r.l. |
||||||||
Term Loan, 3.75%, (2 mo. EURIBOR + 2.75%, Floor 1.00%), |
EUR | 2,075 | 2,598,222 | |||||
J.D. Power and Associates |
||||||||
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.25%), Maturing September 7, 2023 |
3,268 | 3,297,050 | ||||||
KAR Auction Services, Inc. |
||||||||
Term Loan, 4.00%, (3 mo. USD LIBOR + 2.25%), Maturing March 11, 2021 |
1,731 | 1,745,895 | ||||||
Kronos Incorporated |
||||||||
Term Loan, 4.90%, (3 mo. USD LIBOR + 3.50%), Maturing November 1, 2023 |
5,792 | 5,849,804 | ||||||
LegalZoom.com, Inc. |
||||||||
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.50%), Maturing November 21, 2024 |
725 | 729,531 | ||||||
Term Loan - Second Lien, 9.94%, (3 mo. USD LIBOR + 8.50%), |
550 | 544,500 | ||||||
Monitronics International, Inc. |
||||||||
Term Loan, 7.19%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022 |
2,166 | 2,171,134 | ||||||
PGX Holdings, Inc. |
||||||||
Term Loan, 6.83%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020 |
1,220 | 1,195,814 | ||||||
Prime Security Services Borrower, LLC |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022 |
2,650 | 2,676,195 | ||||||
Red Ventures, LLC |
||||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing November 8, 2024 |
1,197 | 1,212,462 | ||||||
SMG (Stadium Management Group) |
||||||||
Term Loan, 4.89%, (1 mo. USD LIBOR + 3.25%), Maturing January 23, 2025 |
225 | 227,812 | ||||||
Spin Holdco, Inc. |
||||||||
Term Loan, 5.49%, (3 mo. USD LIBOR + 3.75%), Maturing November 14, 2022 |
3,194 | 3,224,833 | ||||||
Techem GmbH |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing October 2, 2024 |
EUR | 1,275 | 1,592,004 | |||||
Tempo Acquisition, LLC |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024 |
846 | 851,036 | ||||||
Travelport Finance (Luxembourg) S.a.r.l. |
||||||||
Term Loan, 4.17%, (3 mo. USD LIBOR + 2.75%), Maturing September 2, 2021 |
1,088 | 1,093,422 | ||||||
Vantiv, LLC |
||||||||
Term Loan, 3.56%, (3 mo. USD LIBOR + 2.00%), Maturing August 9, 2024 |
1,250 | 1,259,722 | ||||||
Vestcom Parent Holdings, Inc. |
||||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023 |
495 | 499,950 | ||||||
WASH Multifamily Laundry Systems, LLC |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022 |
249 | 251,086 | ||||||
West Corporation |
||||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024 |
1,075 | 1,088,437 | ||||||
|
|
|||||||
$ | 69,079,664 | |||||||
|
|
|||||||
Cable and Satellite Television 6.1% |
||||||||
Charter Communications Operating, LLC |
||||||||
Term Loan, 3.58%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2025 |
3,525 | $ | 3,550,888 | |||||
CSC Holdings, LLC |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025 |
3,530 | 3,545,092 | ||||||
Term Loan, 4.14%, (3 mo. USD LIBOR + 2.50%), Maturing January 25, 2026 |
1,250 | 1,259,635 |
4
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Numericable Group S.A. |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing July 31, 2025 |
EUR | 447 | $ | 536,101 | ||||
Term Loan, 4.52%, (3 mo. USD LIBOR + 2.75%), Maturing July 31, 2025 |
1,836 | 1,773,390 | ||||||
Radiate Holdco, LLC |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024 |
695 | 697,645 | ||||||
Term Loan, Maturing February 1, 2024(5) |
1,175 | 1,178,763 | ||||||
Telenet Financing USD, LLC |
||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.50%), Maturing March 1, 2026 |
1,850 | 1,864,452 | ||||||
Unitymedia Finance, LLC |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026 |
950 | 954,454 | ||||||
Unitymedia Hessen GmbH & Co. KG |
||||||||
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing January 15, 2027 |
EUR | 1,000 | 1,247,370 | |||||
UPC Financing Partnership |
||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026 |
2,400 | 2,415,499 | ||||||
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing October 15, 2026 |
EUR | 2,000 | 2,492,875 | |||||
Virgin Media Bristol, LLC |
||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026 |
6,725 | 6,770,636 | ||||||
Ziggo Secured Finance B.V. |
||||||||
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), Maturing April 15, 2025 |
EUR | 2,200 | 2,741,696 | |||||
Ziggo Secured Finance Partnership |
||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025 |
3,475 | 3,477,794 | ||||||
|
|
|||||||
$ | 34,506,290 | |||||||
|
|
|||||||
Chemicals and Plastics 6.7% |
||||||||
Alpha 3 B.V. |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024 |
547 | $ | 552,517 | |||||
Aruba Investments, Inc. |
||||||||
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2022 |
985 | 986,314 | ||||||
Ashland, Inc. |
||||||||
Term Loan, 3.57%, (USD LIBOR + 2.00%), Maturing May 17, 2024(4) |
572 | 578,204 | ||||||
Axalta Coating Systems US Holdings, Inc. |
||||||||
Term Loan, 3.69%, (3 mo. USD LIBOR + 2.00%), Maturing June 1, 2024 |
2,646 | 2,667,636 | ||||||
Chemours Company (The) |
||||||||
Term Loan, 3.00%, (1 mo. EURIBOR + 2.25%, Floor 0.75%), |
EUR | 632 | 792,931 | |||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.50%), Maturing May 12, 2022 |
305 | 308,433 | ||||||
Emerald Performance Materials, LLC |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021 |
504 | 509,001 | ||||||
Term Loan - Second Lien, 9.32%, (1 mo. USD LIBOR + 7.75%), |
550 | 551,604 | ||||||
Ferro Corporation |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing February 14, 2024 |
422 | 425,372 | ||||||
Flint Group GmbH |
||||||||
Term Loan, 4.74%, (USD LIBOR + 3.00%), Maturing September 7, 2021(4) |
144 | 136,787 | ||||||
Flint Group US, LLC |
||||||||
Term Loan, 4.74%, (USD LIBOR + 3.00%), Maturing September 7, 2021(4) |
872 | 827,448 | ||||||
Gemini HDPE, LLC |
||||||||
Term Loan, 4.28%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024 |
2,172 | 2,189,246 | ||||||
H.B. Fuller Company |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing October 20, 2024 |
1,970 | 1,987,984 | ||||||
Ineos US Finance, LLC |
||||||||
Term Loan, 2.50%, (1 mo. EURIBOR + 2.00%, Floor 0.50%), |
EUR | 2,975 | 3,693,610 |
5
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Kraton Polymers, LLC |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing January 6, 2022 |
1,271 | $ | 1,287,302 | |||||
MacDermid, Inc. |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing June 7, 2020 |
1,050 | 1,058,815 | ||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023 |
2,618 | 2,641,666 | ||||||
Minerals Technologies, Inc. |
||||||||
Term Loan, 3.85%, (USD LIBOR + 2.25%), Maturing February 14, 2024(4) |
869 | 879,553 | ||||||
Orion Engineered Carbons GmbH |
||||||||
Term Loan, 4.19%, (3 mo. USD LIBOR + 2.50%), Maturing July 25, 2024 |
1,127 | 1,134,402 | ||||||
Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), Maturing July 31, 2024 |
EUR | 758 | 949,579 | |||||
PolyOne Corporation |
||||||||
Term Loan, 3.56%, (1 mo. USD LIBOR + 2.00%), Maturing November 11, 2022 |
490 | 494,597 | ||||||
PQ Corporation |
||||||||
Term Loan, 5.02%, (3 mo. USD LIBOR + 3.25%), Maturing November 4, 2022 |
2,167 | 2,181,742 | ||||||
Term Loan, Maturing February 8, 2025(5) |
800 | 807,286 | ||||||
Solenis International L.P. |
||||||||
Term Loan, 4.50%, (3 mo. EURIBOR + 3.50%, Floor 1.00%), |
EUR | 943 | 1,177,757 | |||||
Term Loan, 4.73%, (3 mo. USD LIBOR + 3.25%), Maturing July 31, 2021 |
290 | 290,817 | ||||||
Sonneborn Refined Products B.V. |
||||||||
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020 |
65 | 65,107 | ||||||
Sonneborn, LLC |
||||||||
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020 |
369 | 368,939 | ||||||
Spectrum Plastics Group, Inc |
||||||||
Term Loan, Maturing January 17, 2025(5) |
34 | 34,087 | ||||||
Term Loan, Maturing January 17, 2025(5) |
341 | 344,662 | ||||||
Trinseo Materials Operating S.C.A. |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing September 6, 2024 |
318 | 321,318 | ||||||
Tronox Blocked Borrower, LLC |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing September 22, 2024 |
1,020 | 1,031,700 | ||||||
Tronox Finance, LLC |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing September 22, 2024 |
2,355 | 2,380,847 | ||||||
Unifrax Corporation |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing April 4, 2024 |
547 | 552,726 | ||||||
Univar, Inc. |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing July 1, 2024 |
3,177 | 3,212,591 | ||||||
Venator Materials Corporation |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing August 8, 2024 |
374 | 376,167 | ||||||
|
|
|||||||
$ | 37,798,747 | |||||||
|
|
|||||||
Conglomerates 0.1% |
||||||||
Penn Engineering & Manufacturing Corp. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2024 |
249 | $ | 250,305 | |||||
|
|
|||||||
$ | 250,305 | |||||||
|
|
|||||||
Containers and Glass Products 3.6% |
||||||||
Berry Plastics Group, Inc. |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing October 1, 2022 |
837 | $ | 843,977 | |||||
BWAY Holding Company |
||||||||
Term Loan, 4.96%, (USD LIBOR + 3.25%), Maturing April 3, 2024(4) |
970 | 979,018 | ||||||
Consolidated Container Company, LLC |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing May 22, 2024 |
374 | 377,024 |
6
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Flex Acquisition Company, Inc. |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing December 29, 2023 |
3,102 | $ | 3,126,440 | |||||
Horizon Holdings III SAS |
||||||||
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing October 29, 2022 |
EUR | 1,530 | 1,899,423 | |||||
Libbey Glass, Inc. |
||||||||
Term Loan, 4.55%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021 |
1,077 | 1,063,120 | ||||||
Pelican Products, Inc. |
||||||||
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.25%), Maturing April 11, 2020 |
357 | 359,849 | ||||||
Reynolds Group Holdings, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023 |
5,293 | 5,338,022 | ||||||
Ring Container Technologies Group, LLC |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024 |
725 | 729,984 | ||||||
SIG Combibloc PurchaseCo S.a.r.l. |
||||||||
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing March 13, 2022 |
EUR | 1,945 | 2,431,718 | |||||
SIG Combibloc US Acquisition, Inc. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing March 13, 2022 |
1,101 | 1,111,064 | ||||||
Tekni-Plex, Inc. |
||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing October 17, 2024 |
EUR | 1,375 | 1,720,788 | |||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing October 17, 2024 |
300 | 302,437 | ||||||
|
|
|||||||
$ | 20,282,864 | |||||||
|
|
|||||||
Cosmetics/Toiletries 0.7% |
||||||||
Coty, Inc. |
||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.50%), Maturing October 27, 2022 |
860 | $ | 867,244 | |||||
Galleria Co. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 3.00%), Maturing September 29, 2023 |
1,721 | 1,737,894 | ||||||
KIK Custom Products, Inc. |
||||||||
Term Loan, 6.17%, (3 mo. USD LIBOR + 4.50%), Maturing August 26, 2022 |
1,445 | 1,462,632 | ||||||
|
|
|||||||
$ | 4,067,770 | |||||||
|
|
|||||||
Drugs 5.5% |
||||||||
Albany Molecular Research, Inc. |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing August 30, 2024 |
798 | $ | 802,988 | |||||
Term Loan - Second Lien, 8.57%, (1 mo. USD LIBOR + 7.00%), |
500 | 500,625 | ||||||
Alkermes, Inc. |
||||||||
Term Loan, 4.28%, (3 mo. USD LIBOR + 2.75%), Maturing September 25, 2021 |
356 | 359,320 | ||||||
Amneal Pharmaceuticals, LLC |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing November 1, 2019 |
3,111 | 3,125,721 | ||||||
Arbor Pharmaceuticals, Inc. |
||||||||
Term Loan, 6.69%, (3 mo. USD LIBOR + 5.00%), Maturing July 5, 2023 |
2,769 | 2,818,733 | ||||||
Endo Luxembourg Finance Company I S.a.r.l. |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024 |
4,677 | 4,695,987 | ||||||
Horizon Pharma, Inc. |
||||||||
Term Loan, 4.81%, (1 mo. USD LIBOR + 3.25%), Maturing March 29, 2024 |
3,356 | 3,377,938 | ||||||
Jaguar Holding Company II |
||||||||
Term Loan, 4.39%, (USD LIBOR + 2.75%), Maturing August 18, 2022(4) |
6,604 | 6,656,069 | ||||||
Mallinckrodt International Finance S.A. |
||||||||
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024 |
2,492 | 2,489,622 | ||||||
PharMerica Corporation |
||||||||
Term Loan, 5.06%, (1 mo. USD LIBOR + 3.50%), Maturing December 6, 2024 |
775 | 783,558 | ||||||
Term Loan - Second Lien, 9.31%, (3 mo. USD LIBOR + 7.75%), |
400 | 404,500 |
7
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Valeant Pharmaceuticals International, Inc. |
||||||||
Term Loan, 5.06%, (1 mo. USD LIBOR + 3.50%), Maturing April 1, 2022 |
5,078 | $ | 5,159,251 | |||||
|
|
|||||||
$ | 31,174,312 | |||||||
|
|
|||||||
Ecological Services and Equipment 1.4% |
||||||||
Advanced Disposal Services, Inc. |
||||||||
Term Loan, 3.72%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023 |
2,068 | $ | 2,085,139 | |||||
Charah, LLC |
||||||||
Term Loan, 7.71%, (3 mo. USD LIBOR + 6.25%), Maturing October 25, 2024 |
650 | 658,937 | ||||||
EnergySolutions, LLC |
||||||||
Term Loan, 6.45%, (3 mo. USD LIBOR + 4.75%), Maturing May 29, 2020 |
2,676 | 2,736,460 | ||||||
GFL Environmental, Inc. |
||||||||
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing September 29, 2023 |
839 | 845,670 | ||||||
Term Loan, 5.27%, (3 mo. USD LIBOR + 3.75%), Maturing September 29, 2023 |
CAD | 1,383 | 1,132,414 | |||||
Wrangler Buyer Corp. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing September 27, 2024 |
525 | 529,758 | ||||||
|
|
|||||||
$ | 7,988,378 | |||||||
|
|
|||||||
Electronics/Electrical 14.5% |
||||||||
Almonde, Inc. |
||||||||
Term Loan, 4.98%, (3 mo. USD LIBOR + 3.50%), Maturing June 13, 2024 |
2,618 | $ | 2,636,848 | |||||
Answers Finance, LLC |
||||||||
Term Loan - Second Lien, 9.00%, (3 mo. USD Prime + 7.90%, Cap 1.10%), Maturing September 15, 2021 |
484 | 474,563 | ||||||
Applied Systems, Inc. |
||||||||
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing September 19, 2024 |
2,244 | 2,269,974 | ||||||
Aptean, Inc. |
||||||||
Term Loan, 5.95%, (3 mo. USD LIBOR + 4.25%), Maturing December 20, 2022 |
2,506 | 2,524,858 | ||||||
Avast Software B.V. |
||||||||
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing September 30, 2023 |
1,878 | 1,893,378 | ||||||
Barracuda Networks, Inc. |
||||||||
Term Loan, Maturing January 3, 2025(5) |
1,175 | 1,187,778 | ||||||
Campaign Monitor Finance Pty. Limited |
||||||||
Term Loan, 6.94%, (3 mo. USD LIBOR + 5.25%), Maturing March 18, 2021 |
682 | 680,451 | ||||||
CommScope, Inc. |
||||||||
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing December 29, 2022 |
656 | 661,359 | ||||||
CPI International, Inc. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024 |
648 | 653,778 | ||||||
Cypress Semiconductor Corporation |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing July 5, 2021 |
994 | 1,007,841 | ||||||
DigiCert, Inc. |
||||||||
Term Loan, 6.52%, (3 mo. USD LIBOR + 4.75%), Maturing October 31, 2024 |
950 | 967,219 | ||||||
Electrical Components International, Inc. |
||||||||
Term Loan, 6.44%, (3 mo. USD LIBOR + 4.75%), Maturing May 28, 2021 |
1,329 | 1,345,904 | ||||||
Electro Rent Corporation |
||||||||
Term Loan, 6.62%, (2 mo. USD LIBOR + 5.00%), Maturing January 31, 2024 |
1,238 | 1,249,102 | ||||||
Entegris, Inc. |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2021 |
145 | 146,308 | ||||||
Exact Merger Sub, LLC |
||||||||
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024 |
599 | 605,981 | ||||||
EXC Holdings III Corp. |
||||||||
Term Loan, 5.16%, (6 mo. USD LIBOR + 3.50%), Maturing December 2, 2024 |
475 | 480,938 |
8
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Eze Castle Software, Inc. |
||||||||
Term Loan, 4.64%, (USD LIBOR + 3.00%), Maturing April 6, 2020(4) |
2,454 | $ | 2,473,657 | |||||
Flexera Software, LLC |
||||||||
Term Loan, Maturing January 23, 2025(5) |
225 | 227,297 | ||||||
Go Daddy Operating Company, LLC |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing February 15, 2024 |
5,268 | 5,312,808 | ||||||
GTCR Valor Companies, Inc. |
||||||||
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.25%), Maturing June 16, 2023 |
748 | 756,208 | ||||||
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing June 20, 2023 |
EUR | 499 | 621,932 | |||||
Hyland Software, Inc. |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing July 1, 2022 |
2,826 | 2,856,821 | ||||||
Infoblox, Inc. |
||||||||
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023 |
2,015 | 2,040,222 | ||||||
Infor (US), Inc. |
||||||||
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing February 1, 2022 |
5,937 | 5,974,473 | ||||||
Informatica Corporation |
||||||||
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing August 5, 2022 |
3,863 | 3,888,461 | ||||||
Term Loan, Maturing August 5, 2022(5) |
EUR | 300 | 375,072 | |||||
Lattice Semiconductor Corporation |
||||||||
Term Loan, 5.81%, (1 mo. USD LIBOR + 4.25%), Maturing March 10, 2021 |
504 | 510,945 | ||||||
M/A-COM Technology Solutions Holdings, Inc. |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024 |
1,202 | 1,207,109 | ||||||
MA FinanceCo., LLC |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing November 19, 2021 |
2,839 | 2,841,668 | ||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024 |
484 | 485,633 | ||||||
Microsemi Corporation |
||||||||
Term Loan, 3.56%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2023 |
494 | 497,812 | ||||||
MTS Systems Corporation |
||||||||
Term Loan, 4.81%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023 |
1,232 | 1,242,573 | ||||||
Ping Identity Corporation |
||||||||
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.75%), Maturing January 22, 2025 |
350 | 353,500 | ||||||
Renaissance Learning, Inc. |
||||||||
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing April 9, 2021 |
2,147 | 2,164,646 | ||||||
Term Loan - Second Lien, 8.69%, (3 mo. USD LIBOR + 7.00%), |
225 | 226,266 | ||||||
Rocket Software, Inc. |
||||||||
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.25%), Maturing October 14, 2023 |
1,160 | 1,175,977 | ||||||
Seattle Spinco, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024 |
3,266 | 3,279,599 | ||||||
SGS Cayman L.P. |
||||||||
Term Loan, 7.07%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 |
196 | 187,060 | ||||||
SkillSoft Corporation |
||||||||
Term Loan, 6.32%, (USD LIBOR + 4.75%), Maturing April 28, 2021(4) |
4,762 | 4,670,746 | ||||||
SS&C Technologies, Inc. |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022 |
22 | 22,116 | ||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022 |
1,415 | 1,425,037 | ||||||
SurveyMonkey, Inc. |
||||||||
Term Loan, 6.20%, (3 mo. USD LIBOR + 4.50%), Maturing April 13, 2024 |
1,418 | 1,428,509 | ||||||
Sutherland Global Services, Inc. |
||||||||
Term Loan, 7.07%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 |
844 | 803,600 | ||||||
Switch, Ltd. |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing June 27, 2024 |
249 | 250,833 |
9
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Syncsort Incorporated |
||||||||
Term Loan, 6.69%, (3 mo. USD LIBOR + 5.00%), Maturing August 9, 2024 |
2,469 | $ | 2,469,583 | |||||
Tibco Software, Inc. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing December 4, 2020 |
497 | 499,788 | ||||||
Uber Technologies |
||||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing July 13, 2023 |
4,176 | 4,214,005 | ||||||
Veritas Bermuda Ltd. |
||||||||
Term Loan, 6.19%, (3 mo. USD LIBOR + 4.50%), Maturing January 27, 2023 |
2,189 | 2,203,987 | ||||||
VF Holding Corp. |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2023 |
2,767 | 2,795,347 | ||||||
Wall Street Systems Delaware, Inc. |
||||||||
Term Loan, 4.65%, (2 mo. EURIBOR + 3.00%, Floor 1.65%), |
EUR | 575 | 717,014 | |||||
Term Loan, 4.65%, (2 mo. USD LIBOR + 3.00%), Maturing November 21, 2024 |
750 | 752,968 | ||||||
Western Digital Corporation |
||||||||
Term Loan, 3.56%, (1 mo. USD LIBOR + 2.00%), Maturing April 29, 2023 |
1,950 | 1,966,894 | ||||||
|
|
|||||||
$ | 81,706,446 | |||||||
|
|
|||||||
Equipment Leasing 0.7% |
||||||||
Avolon TLB Borrower 1 (Luxembourg) S.a.r.l. |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing April 3, 2022 |
4,080 | $ | 4,078,407 | |||||
|
|
|||||||
$ | 4,078,407 | |||||||
|
|
|||||||
Financial Intermediaries 5.1% |
||||||||
Armor Holding II, LLC |
||||||||
Term Loan, 6.20%, (3 mo. USD LIBOR + 4.50%), Maturing June 26, 2020 |
1,936 | $ | 1,946,179 | |||||
Term Loan - Second Lien, 10.70%, (3 mo. USD LIBOR + 9.00%), |
1,525 | 1,532,625 | ||||||
Citco Funding, LLC |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing March 31, 2022 |
2,523 | 2,548,333 | ||||||
Clipper Acquisitions Corp. |
||||||||
Term Loan, 3.62%, (2 mo. USD LIBOR + 2.00%), Maturing December 11, 2024 |
1,175 | 1,179,040 | ||||||
Donnelley Financial Solutions, Inc. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing October 2, 2023 |
267 | 269,814 | ||||||
EIG Management Company, LLC |
||||||||
Term Loan, Maturing January 30, 2025(5) |
250 | 249,063 | ||||||
FinCo I, LLC |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing December 27, 2022 |
1,147 | 1,163,219 | ||||||
Focus Financial Partners, LLC |
||||||||
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing July 3, 2024 |
1,097 | 1,107,880 | ||||||
Freedom Mortgage Corporation |
||||||||
Term Loan, 6.96%, (6 mo. USD LIBOR + 5.50%), Maturing February 23, 2022 |
1,893 | 1,918,789 | ||||||
Greenhill & Co., Inc. |
||||||||
Term Loan, 5.29%, (USD LIBOR + 3.75%), Maturing October 12, 2022(4) |
1,000 | 1,006,250 | ||||||
Guggenheim Partners, LLC |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023 |
1,135 | 1,143,756 | ||||||
Harbourvest Partners, LLC |
||||||||
Term Loan, 4.05%, (1 mo. USD LIBOR + 2.50%), Maturing February 4, 2021 |
550 | 551,801 | ||||||
LPL Holdings, Inc. |
||||||||
Term Loan, 3.81%, (USD LIBOR + 2.25%), Maturing September 23, 2024(4) |
1,368 | 1,377,540 | ||||||
MIP Delaware, LLC |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing March 9, 2020 |
99 | 99,256 | ||||||
NXT Capital, Inc. |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.50%), Maturing November 22, 2022 |
2,575 | 2,623,274 |
10
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Ocwen Financial Corporation |
||||||||
Term Loan, 6.56%, (1 mo. USD LIBOR + 5.00%), Maturing December 5, 2020 |
356 | $ | 358,345 | |||||
Quality Care Properties, Inc. |
||||||||
Term Loan, 6.82%, (1 mo. USD LIBOR + 5.25%), Maturing October 31, 2022 |
2,574 | 2,602,957 | ||||||
Sesac Holdco II, LLC |
||||||||
Term Loan, 4.81%, (USD LIBOR + 3.25%), Maturing February 23, 2024(4) |
546 | 548,263 | ||||||
Virtus Investment Partners, Inc. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing June 1, 2024 |
498 | 503,719 | ||||||
Walker & Dunlop, Inc. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing December 11, 2020 |
2,103 | 2,131,516 | ||||||
Walter Investment Management Corp. |
||||||||
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing December 18, 2020 |
3,765 | 3,753,421 | ||||||
|
|
|||||||
$ | 28,615,040 | |||||||
|
|
|||||||
Food Products 4.4% |
||||||||
Alphabet Holding Company, Inc. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024 |
2,369 | $ | 2,344,780 | |||||
American Seafoods Group, LLC |
||||||||
Term Loan, 4.76%, (USD LIBOR + 3.25%), Maturing August 21, 2023(4) |
316 | 317,098 | ||||||
Badger Buyer Corp. |
||||||||
Term Loan, 5.69%, (3 mo. USD LIBOR + 4.00%), Maturing September 26, 2024 |
349 | 353,489 | ||||||
Blue Buffalo Company Ltd. |
||||||||
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing May 27, 2024 |
995 | 1,003,706 | ||||||
Del Monte Foods, Inc. |
||||||||
Term Loan, 4.70%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021 |
1,167 | 991,704 | ||||||
Term Loan - Second Lien, 9.06%, (6 mo. USD LIBOR + 7.25%), |
1,500 | 925,000 | ||||||
Dole Food Company, Inc. |
||||||||
Term Loan, 4.32%, (USD LIBOR + 2.75%), Maturing April 6, 2024(4) |
1,703 | 1,711,955 | ||||||
Froneri International PLC |
||||||||
Term Loan, 2.63%, (1 mo. EURIBOR + 3.00%), Maturing January 22, 2025 |
EUR | 1,250 | 1,559,050 | |||||
Term Loan, 2.63%, (1 mo. EURIBOR + 2.63%), Maturing January 22, 2025 |
EUR | 1,425 | 1,784,321 | |||||
High Liner Foods Incorporated |
||||||||
Term Loan, 4.93%, (3 mo. USD LIBOR + 3.25%), Maturing April 24, 2021 |
759 | 766,715 | ||||||
HLF Financing S.a.r.l. |
||||||||
Term Loan, 7.07%, (1 mo. USD LIBOR + 5.50%), Maturing February 15, 2023 |
1,439 | 1,450,613 | ||||||
Jacobs Douwe Egberts International B.V. |
||||||||
Term Loan, 2.75%, (3 mo. EURIBOR + 2.00%, Floor 0.75%), |
EUR | 277 | 347,713 | |||||
Term Loan, 3.69%, (3 mo. USD LIBOR + 2.25%), Maturing July 2, 2022 |
1,882 | 1,891,618 | ||||||
JBS USA, LLC |
||||||||
Term Loan, 4.10%, (3 mo. USD LIBOR + 2.50%), Maturing October 30, 2022 |
6,253 | 6,224,419 | ||||||
Nomad Foods Europe Midco Limited |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024 |
600 | 603,375 | ||||||
Pinnacle Foods Finance, LLC |
||||||||
Term Loan, 3.56%, (1 mo. USD LIBOR + 2.00%), Maturing February 2, 2024 |
792 | 800,085 | ||||||
Post Holdings, Inc. |
||||||||
Term Loan, 3.83%, (1 mo. USD LIBOR + 2.25%), Maturing May 24, 2024 |
1,642 | 1,652,267 | ||||||
|
|
|||||||
$ | 24,727,908 | |||||||
|
|
|||||||
Food Service 2.1% |
||||||||
1011778 B.C. Unlimited Liability Company |
||||||||
Term Loan, 3.87%, (USD LIBOR + 2.25%), Maturing February 16, 2024(4) |
5,461 | $ | 5,494,971 |
11
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Aramark Services, Inc. |
||||||||
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing March 11, 2025 |
900 | $ | 908,438 | |||||
Arbys Restaurant Group, Inc. |
||||||||
Term Loan, Maturing February 5, 2025(5) |
825 | 835,441 | ||||||
NPC International, Inc. |
||||||||
Term Loan, 5.15%, (2 mo. USD LIBOR + 3.50%), Maturing April 19, 2024 |
871 | 880,420 | ||||||
Pizza Hut Holdings, LLC |
||||||||
Term Loan, 3.56%, (1 mo. USD LIBOR + 2.00%), Maturing June 16, 2023 |
963 | 972,237 | ||||||
Seminole Hard Rock Entertainment, Inc. |
||||||||
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing May 14, 2020 |
263 | 265,251 | ||||||
TKC Holdings, Inc. |
||||||||
Term Loan, 6.03%, (USD LIBOR + 4.25%), Maturing February 1, 2023(4) |
1,017 | 1,030,823 | ||||||
Welbilt, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023 |
1,417 | 1,431,704 | ||||||
|
|
|||||||
$ | 11,819,285 | |||||||
|
|
|||||||
Food/Drug Retailers 1.5% |
||||||||
Albertsons, LLC |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing August 25, 2021 |
1,226 | $ | 1,221,019 | |||||
Term Loan, 4.67%, (3 mo. USD LIBOR + 3.00%), Maturing December 21, 2022 |
1,485 | 1,478,756 | ||||||
Term Loan, 4.46%, (3 mo. USD LIBOR + 3.00%), Maturing June 22, 2023 |
3,719 | 3,698,710 | ||||||
Diplomat Pharmacy, Inc. |
||||||||
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.50%), Maturing December 12, 2024 |
575 | 580,750 | ||||||
Holland & Barrett International |
||||||||
Term Loan, 5.77%, (3 mo. GBP LIBOR + 5.25%), Maturing August 4, 2024 |
GBP | 400 | 559,954 | |||||
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing August 9, 2024 |
EUR | 400 | 493,477 | |||||
Supervalu, Inc. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024 |
233 | 230,582 | ||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024 |
388 | 384,303 | ||||||
|
|
|||||||
$ | 8,647,551 | |||||||
|
|
|||||||
Forest Products 0.2% |
||||||||
Expera Specialty Solutions, LLC |
||||||||
Term Loan, 5.82%, (1 mo. USD LIBOR + 4.25%), Maturing November 3, 2023 |
1,037 | $ | 1,055,020 | |||||
|
|
|||||||
$ | 1,055,020 | |||||||
|
|
|||||||
Health Care 14.2% |
||||||||
Acadia Healthcare Company, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing February 11, 2022 |
239 | $ | 240,798 | |||||
ADMI Corp. |
||||||||
Term Loan, 5.43%, (3 mo. USD LIBOR + 3.75%), Maturing April 30, 2022 |
317 | 320,836 | ||||||
Akorn, Inc. |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.25%), Maturing April 16, 2021 |
1,836 | 1,842,757 | ||||||
Alliance Healthcare Services, Inc. |
||||||||
Term Loan, 6.17%, (USD LIBOR + 4.50%), Maturing October 24, 2023(4) |
800 | 802,000 | ||||||
Term Loan - Second Lien, 11.67%, (USD LIBOR + 10.00%), |
475 | 479,750 | ||||||
Ardent Legacy Acquisitions, Inc. |
||||||||
Term Loan, 7.07%, (1 mo. USD LIBOR + 5.50%), Maturing August 4, 2021 |
1,004 | 1,006,859 | ||||||
Argon Medical Devices, Inc. |
||||||||
Term Loan, Maturing October 27, 2024(5) |
775 | 784,688 | ||||||
Auris Luxembourg III S.a.r.l. |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing January 17, 2022 |
754 | 762,215 |
12
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Avantor, Inc. |
||||||||
Term Loan, 5.56%, (1 mo. USD LIBOR + 4.00%), Maturing November 21, 2024 |
1,225 | $ | 1,242,800 | |||||
Beaver-Visitec International, Inc. |
||||||||
Term Loan, 6.69%, (3 mo. USD LIBOR + 5.00%), Maturing August 21, 2023 |
790 | 793,950 | ||||||
BioClinica, Inc. |
||||||||
Term Loan, 6.00%, (3 mo. USD LIBOR + 4.25%), Maturing October 20, 2023 |
1,462 | 1,432,990 | ||||||
Carestream Dental Equipment, Inc. |
||||||||
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing September 1, 2024 |
1,372 | 1,374,706 | ||||||
CeramTec Acquisition Corporation |
||||||||
Term Loan, 4.23%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020 |
32 | 32,042 | ||||||
Certara L.P. |
||||||||
Term Loan, 5.69%, (3 mo. USD LIBOR + 4.00%), Maturing August 3, 2024 |
998 | 1,006,228 | ||||||
CHG Healthcare Services, Inc. |
||||||||
Term Loan, 4.77%, (USD LIBOR + 3.00%), Maturing June 7, 2023(4) |
2,512 | 2,542,839 | ||||||
Community Health Systems, Inc. |
||||||||
Term Loan, 4.23%, (3 mo. USD LIBOR + 2.75%), Maturing December 31, 2019 |
1,869 | 1,848,832 | ||||||
Term Loan, 4.48%, (3 mo. USD LIBOR + 3.00%), Maturing January 27, 2021 |
2,001 | 1,965,692 | ||||||
Concentra, Inc. |
||||||||
Term Loan, 4.49%, (3 mo. USD LIBOR + 3.00%), Maturing June 1, 2022 |
477 | 482,830 | ||||||
Term Loan, Maturing June 1, 2022(5) |
300 | 303,750 | ||||||
Convatec, Inc. |
||||||||
Term Loan, 3.94%, (3 mo. USD LIBOR + 2.25%), Maturing October 31, 2023 |
569 | 572,985 | ||||||
CPI Holdco, LLC |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing March 21, 2024 |
670 | 677,267 | ||||||
CryoLife, Inc. |
||||||||
Term Loan, 5.69%, (3 mo. USD LIBOR + 4.00%), Maturing November 14, 2024 |
500 | 506,719 | ||||||
Davis Vision Incorporated |
||||||||
Term Loan, 4.49%, (3 mo. USD LIBOR + 3.00%), Maturing November 1, 2024 |
475 | 482,125 | ||||||
DaVita HealthCare Partners, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing June 24, 2021 |
3,112 | 3,155,695 | ||||||
DJO Finance, LLC |
||||||||
Term Loan, 4.88%, (USD LIBOR + 3.25%), Maturing June 8, 2020(4) |
2,096 | 2,076,598 | ||||||
Envision Healthcare Corporation |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 3.00%), Maturing December 1, 2023 |
7,032 | 7,068,895 | ||||||
Equian, LLC |
||||||||
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.75%), Maturing May 20, 2024 |
398 | 402,229 | ||||||
Faenza Acquisition GmbH |
||||||||
Term Loan, 4.23%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020 |
76 | 76,424 | ||||||
Term Loan, 4.23%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020 |
249 | 249,571 | ||||||
Genoa, a QoL Healthcare Company, LLC |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing October 28, 2023 |
2,074 | 2,089,382 | ||||||
GHX Ultimate Parent Corporation |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing June 28, 2024 |
647 | 649,175 | ||||||
Greatbatch Ltd. |
||||||||
Term Loan, 4.81%, (1 mo. USD LIBOR + 3.25%), Maturing October 27, 2022 |
2,213 | 2,236,130 | ||||||
Grifols Worldwide Operations USA, Inc. |
||||||||
Term Loan, 3.72%, (1 week USD LIBOR + 2.25%), Maturing January 31, 2025 |
3,375 | 3,399,387 | ||||||
INC Research, LLC |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing August 1, 2024 |
460 | 462,745 |
13
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Indivior Finance S.a.r.l. |
||||||||
Term Loan, 6.11%, (3 mo. USD LIBOR + 4.50%), Maturing December 18, 2022 |
1,550 | $ | 1,564,046 | |||||
Kindred Healthcare, Inc. |
||||||||
Term Loan, 5.25%, (3 mo. USD LIBOR + 3.50%), Maturing April 9, 2021 |
1,448 | 1,456,569 | ||||||
Kinetic Concepts, Inc. |
||||||||
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2024 |
2,662 | 2,670,219 | ||||||
KUEHG Corp. |
||||||||
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing August 13, 2022 |
3,006 | 3,034,125 | ||||||
Term Loan - Second Lien, 9.94%, (1 week USD LIBOR + 8.25%), |
400 | 406,000 | ||||||
Medical Depot Holdings, Inc. |
||||||||
Term Loan, 7.19%, (3 mo. USD LIBOR + 5.50%), Maturing January 3, 2023 |
707 | 667,555 | ||||||
Medical Solutions, LLC |
||||||||
Term Loan, 5.82%, (1 mo. USD LIBOR + 4.25%), Maturing June 9, 2024 |
448 | 453,347 | ||||||
MMM Holdings, Inc. |
||||||||
Term Loan, 10.32%, (3 mo. USD LIBOR + 8.75%), Maturing June 30, 2019 |
412 | 399,270 | ||||||
MPH Acquisition Holdings, LLC |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing June 7, 2023 |
3,493 | 3,520,375 | ||||||
MSO of Puerto Rico, Inc. |
||||||||
Term Loan, 10.32%, (3 mo. USD LIBOR + 8.75%), Maturing June 30, 2019 |
299 | 290,267 | ||||||
National Mentor Holdings, Inc. |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2021 |
998 | 1,011,046 | ||||||
Navicure, Inc. |
||||||||
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing November 1, 2024 |
625 | 628,906 | ||||||
New Millennium Holdco, Inc. |
||||||||
Term Loan, 8.07%, (1 mo. USD LIBOR + 6.50%), Maturing December 21, 2020 |
496 | 187,069 | ||||||
Opal Acquisition, Inc. |
||||||||
Term Loan, 5.69%, (3 mo. USD LIBOR + 4.00%), Maturing November 27, 2020 |
3,002 | 2,906,622 | ||||||
Ortho-Clinical Diagnostics S.A. |
||||||||
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2021 |
3,312 | 3,340,695 | ||||||
Parexel International Corporation |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024 |
2,594 | 2,614,572 | ||||||
Press Ganey Holdings, Inc. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing October 21, 2023 |
743 | 751,472 | ||||||
Quintiles IMS Incorporated |
||||||||
Term Loan, 3.69%, (3 mo. USD LIBOR + 2.00%), Maturing March 7, 2024 |
1,095 | 1,103,018 | ||||||
Term Loan, 3.69%, (3 mo. USD LIBOR + 2.00%), Maturing January 17, 2025 |
923 | 929,320 | ||||||
RadNet, Inc. |
||||||||
Term Loan, 5.49%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2023 |
1,531 | 1,552,747 | ||||||
Select Medical Corporation |
||||||||
Term Loan, 5.21%, (USD LIBOR + 3.50%), Maturing March 1, 2021(4) |
1,613 | 1,629,424 | ||||||
Sotera Health Holdings, LLC |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing May 15, 2022 |
834 | 837,183 | ||||||
Surgery Center Holdings, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 3.25%), Maturing September 2, 2024 |
998 | 990,330 | ||||||
Team Health Holdings, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024 |
2,010 | 1,955,799 | ||||||
Tecomet, Inc. |
||||||||
Term Loan, 4.89%, (3 mo. USD LIBOR + 3.50%), Maturing May 1, 2024 |
771 | 781,487 | ||||||
U.S. Anesthesia Partners, Inc. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024 |
1,145 | 1,146,556 | ||||||
|
|
|||||||
$ | 80,199,908 | |||||||
|
|
14
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Home Furnishings 1.0% |
||||||||
Bright Bidco B.V. |
||||||||
Term Loan, 6.17%, (USD LIBOR + 4.50%), Maturing June 30, 2024(4) |
1,368 | $ | 1,384,372 | |||||
Serta Simmons Bedding, LLC |
||||||||
Term Loan, 5.13%, (3 mo. USD LIBOR + 3.50%), Maturing November 8, 2023 |
4,406 | 4,312,275 | ||||||
|
|
|||||||
$ | 5,696,647 | |||||||
|
|
|||||||
Industrial Equipment 5.2% |
||||||||
Apex Tool Group, LLC |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2020 |
2,417 | $ | 2,425,721 | |||||
Clark Equipment Company |
||||||||
Term Loan, 4.19%, (3 mo. USD LIBOR + 2.50%), Maturing May 18, 2024 |
2,043 | 2,064,080 | ||||||
Coherent Holding GmbH |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 2.25%, Floor 0.75%), |
EUR | 782 | 986,566 | |||||
Delachaux S.A. |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing October 28, 2021 |
411 | 415,451 | ||||||
Dragon Merger Sub, LLC |
||||||||
Term Loan, 5.69%, (3 mo. USD LIBOR + 4.00%), Maturing July 24, 2024 |
848 | 857,944 | ||||||
Term Loan, Maturing July 31, 2024(5) |
EUR | 30 | 37,380 | |||||
Term Loan, Maturing July 31, 2024(5) |
EUR | 75 | 93,450 | |||||
DXP Enterprises, Inc. |
||||||||
Term Loan, 7.07%, (1 mo. USD LIBOR + 5.50%), Maturing August 29, 2023 |
499 | 503,738 | ||||||
Engineered Machinery Holdings, Inc. |
||||||||
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024 |
250 | 250,547 | ||||||
EWT Holdings III Corp. |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing December 20, 2024 |
1,480 | 1,498,986 | ||||||
Filtration Group Corporation |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing November 21, 2020 |
593 | 600,753 | ||||||
Gardner Denver, Inc. |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing July 30, 2024 |
EUR | 384 | 478,142 | |||||
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing July 30, 2024 |
1,297 | 1,305,035 | ||||||
Gates Global, LLC |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing April 1, 2024 |
EUR | 868 | 1,085,904 | |||||
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing April 1, 2024 |
4,217 | 4,256,946 | ||||||
Hayward Industries, Inc. |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024 |
449 | 452,803 | ||||||
Husky Injection Molding Systems Ltd. |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2021 |
2,488 | 2,506,784 | ||||||
Milacron, LLC |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing September 28, 2023 |
2,772 | 2,790,190 | ||||||
Paladin Brands Holding, Inc. |
||||||||
Term Loan, 7.19%, (1 mo. USD LIBOR + 5.50%), Maturing August 15, 2022 |
963 | 979,662 | ||||||
Rexnord, LLC |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing August 21, 2024 |
1,897 | 1,913,361 | ||||||
Robertshaw US Holding Corp. |
||||||||
Term Loan, 6.13%, (1 mo. USD LIBOR + 4.50%), Maturing August 10, 2024 |
449 | 451,681 | ||||||
Signode Industrial Group US, Inc. |
||||||||
Term Loan, 4.38%, (USD LIBOR + 2.75%), Maturing May 4, 2021(4) |
893 | 898,708 | ||||||
Tank Holding Corp. |
||||||||
Term Loan, 5.93%, (USD LIBOR + 4.25%), Maturing March 16, 2022(4) |
1,054 | 1,065,019 |
15
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Thermon Industries, Inc. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2024 |
375 | $ | 378,281 | |||||
Wittur GmbH |
||||||||
Term Loan, 5.00%, (3 mo. EURIBOR + 4.00%, Floor 1.00%), |
EUR | 900 | 1,128,968 | |||||
|
|
|||||||
$ | 29,426,100 | |||||||
|
|
|||||||
Insurance 4.5% |
||||||||
Alliant Holdings I, Inc. |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing August 12, 2022 |
2,345 | $ | 2,364,844 | |||||
AmWINS Group, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024 |
2,153 | 2,168,952 | ||||||
Asurion, LLC |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing August 4, 2022 |
4,842 | 4,886,050 | ||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023 |
2,154 | 2,172,254 | ||||||
Term Loan - Second Lien, 7.57%, (1 mo. USD LIBOR + 6.00%), |
1,575 | 1,628,813 | ||||||
Cunningham Lindsey U.S., Inc. |
||||||||
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing December 10, 2019 |
738 | 738,309 | ||||||
Term Loan - Second Lien, 9.69%, (3 mo. USD LIBOR + 8.00%), |
1,000 | 998,750 | ||||||
Financiere CEP |
||||||||
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing December 13, 2024 |
EUR | 500 | 614,257 | |||||
Hub International Limited |
||||||||
Term Loan, 4.41%, (3 mo. USD LIBOR + 3.00%), Maturing October 2, 2020 |
3,774 | 3,804,545 | ||||||
NFP Corp. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing January 8, 2024 |
2,065 | 2,085,868 | ||||||
Sedgwick Claims Management Services, Inc. |
||||||||
Term Loan, Maturing February 26, 2021(5) |
1,075 | 1,081,181 | ||||||
USI, Inc. |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024 |
2,818 | 2,834,963 | ||||||
|
|
|||||||
$ | 25,378,786 | |||||||
|
|
|||||||
Leisure Goods/Activities/Movies 5.5% |
||||||||
AMC Entertainment, Inc. |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2022 |
2,126 | $ | 2,136,102 | |||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2023 |
545 | 546,882 | ||||||
Ancestry.com Operations, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 3.25%), Maturing October 19, 2023 |
2,882 | 2,900,412 | ||||||
Bombardier Recreational Products, Inc. |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2023 |
4,334 | 4,386,851 | ||||||
Bright Horizons Family Solutions, Inc. |
||||||||
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing November 7, 2023 |
1,406 | 1,414,852 | ||||||
CDS U.S. Intermediate Holdings, Inc. |
||||||||
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing July 8, 2022 |
1,211 | 1,213,595 | ||||||
ClubCorp Club Operations, Inc. |
||||||||
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing September 18, 2024 |
1,738 | 1,753,139 | ||||||
Delta 2 (LUX) S.a.r.l. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024 |
1,538 | 1,548,770 | ||||||
Emerald Expositions Holding, Inc. |
||||||||
Term Loan, 4.42%, (3 mo. USD LIBOR + 2.75%), Maturing May 22, 2024 |
1,144 | 1,155,335 | ||||||
Etraveli Holding AB |
||||||||
Term Loan, Maturing November 24, 2024(5) |
EUR | 775 | 946,164 |
16
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Lindblad Expeditions, Inc. |
||||||||
Term Loan, 6.34%, (6 mo. USD LIBOR + 4.50%), Maturing May 8, 2021 |
195 | $ | 197,261 | |||||
Term Loan, 6.34%, (6 mo. USD LIBOR + 4.50%), Maturing May 8, 2021 |
1,514 | 1,528,773 | ||||||
Live Nation Entertainment, Inc. |
||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.25%), Maturing October 31, 2023 |
2,463 | 2,489,671 | ||||||
Match Group, Inc. |
||||||||
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.50%), Maturing November 16, 2022 |
503 | 506,898 | ||||||
Sabre GLBL, Inc. |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing February 22, 2024 |
951 | 958,899 | ||||||
SeaWorld Parks & Entertainment, Inc. |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing March 31, 2024 |
1,707 | 1,707,331 | ||||||
SRAM, LLC |
||||||||
Term Loan, 4.82%, (USD LIBOR + 3.25%), Maturing March 15, 2024(4) |
1,853 | 1,857,370 | ||||||
Steinway Musical Instruments, Inc. |
||||||||
Term Loan, 5.52%, (3 mo. USD LIBOR + 3.75%), Maturing September 19, 2019 |
1,834 | 1,835,989 | ||||||
UFC Holdings, LLC |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023 |
1,407 | 1,417,364 | ||||||
WMG Acquisition Corp. |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing November 1, 2023 |
788 | 793,410 | ||||||
|
|
|||||||
$ | 31,295,068 | |||||||
|
|
|||||||
Lodging and Casinos 5.2% |
||||||||
Amaya Holdings B.V. |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing August 1, 2021 |
4,261 | $ | 4,300,489 | |||||
Term Loan - Second Lien, 8.69%, (3 mo. USD LIBOR + 7.00%), |
903 | 911,629 | ||||||
Aristocrat Leisure Limited |
||||||||
Term Loan, 3.74%, (3 mo. USD LIBOR + 2.00%), Maturing October 19, 2024 |
1,175 | 1,184,730 | ||||||
Boyd Gaming Corporation |
||||||||
Term Loan, 3.97%, (1 week USD LIBOR + 2.50%), Maturing September 15, 2023 |
946 | 953,387 | ||||||
CityCenter Holdings, LLC |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing April 18, 2024 |
1,965 | 1,982,626 | ||||||
Cyan Blue Holdco 3 Limited |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing August 23, 2024 |
274 | 276,361 | ||||||
Eldorado Resorts, LLC |
||||||||
Term Loan, 3.84%, (1 mo. USD LIBOR + 2.25%), Maturing April 17, 2024 |
808 | 810,478 | ||||||
ESH Hospitality, Inc. |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing August 30, 2023 |
1,284 | 1,295,542 | ||||||
Four Seasons Hotels Limited |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing November 30, 2023 |
916 | 925,251 | ||||||
Gateway Casinos & Entertainment Limited |
||||||||
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing February 22, 2023 |
398 | 404,468 | ||||||
Golden Nugget, Inc. |
||||||||
Term Loan, 4.88%, (USD LIBOR + 3.25%), Maturing October 4, 2023(4) |
4,290 | 4,345,771 | ||||||
Hanjin International Corp. |
||||||||
Term Loan, 4.23%, (3 mo. USD LIBOR + 2.50%), Maturing September 20, 2020 |
500 | 503,906 | ||||||
Hilton Worldwide Finance, LLC |
||||||||
Term Loan, 3.56%, (1 mo. USD LIBOR + 2.00%), Maturing October 25, 2023 |
4,215 | 4,251,878 | ||||||
La Quinta Intermediate Holdings, LLC |
||||||||
Term Loan, 4.47%, (3 mo. USD LIBOR + 2.75%), Maturing April 14, 2021 |
762 | 766,515 | ||||||
MGM Growth Properties Operating Partnership L.P. |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing April 25, 2023 |
1,891 | 1,907,523 |
17
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Playa Resorts Holding B.V. |
||||||||
Term Loan, 5.00%, (USD LIBOR + 3.25%), Maturing April 5, 2024(4) |
2,167 | $ | 2,184,537 | |||||
Tropicana Entertainment, Inc. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing November 27, 2020 |
173 | 174,009 | ||||||
VICI Properties 1, LLC |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing December 20, 2024 |
2,225 | 2,245,087 | ||||||
|
|
|||||||
$ | 29,424,187 | |||||||
|
|
|||||||
Nonferrous Metals/Minerals 1.5% |
||||||||
Dynacast International, LLC |
||||||||
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022 |
1,203 | $ | 1,222,513 | |||||
Fairmount Santrol, Inc. |
||||||||
Term Loan, 7.69%, (3 mo. USD LIBOR + 6.00%), Maturing November 1, 2022 |
1,750 | 1,775,520 | ||||||
Global Brass & Copper, Inc. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.25%), Maturing July 18, 2023 |
815 | 822,834 | ||||||
Murray Energy Corporation |
||||||||
Term Loan, 8.94%, (3 mo. USD LIBOR + 7.25%), Maturing April 16, 2020 |
1,898 | 1,728,093 | ||||||
New Day Aluminum, LLC |
||||||||
Term Loan, 10.00%, (4.00% Cash, 6.00% PIK), Maturing October 28, 2020(3)(6) |
61 | 36,443 | ||||||
Noranda Aluminum Acquisition Corporation |
||||||||
Term Loan, 0.00%, Maturing February 28, 2019(3)(7) |
946 | 103,060 | ||||||
Oxbow Carbon, LLC |
||||||||
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing December 14, 2022 |
650 | 658,938 | ||||||
Term Loan - Second Lien, 9.07%, (1 mo. USD LIBOR + 7.50%), |
725 | 735,875 | ||||||
Rain Carbon GmbH |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing December 31, 2024 |
EUR | 925 | 1,150,946 | |||||
United Central Industrial Supply Company, LLC |
||||||||
Term Loan - Second Lien, 15.00%, (0.00% Cash, 15.00% PIK), |
641 | 392,469 | ||||||
|
|
|||||||
$ | 8,626,691 | |||||||
|
|
|||||||
Oil and Gas 4.2% |
||||||||
Ameriforge Group, Inc. |
||||||||
Term Loan, 10.69%, (3 mo. USD LIBOR + 9.00% (9.69% Cash, 1.00% PIK)), Maturing June 8, 2022 |
736 | $ | 794,514 | |||||
BCP Raptor, LLC |
||||||||
Term Loan, 5.73%, (3 mo. USD LIBOR + 4.25%), Maturing June 24, 2024 |
697 | 703,320 | ||||||
Bronco Midstream Funding, LLC |
||||||||
Term Loan, 5.44%, (3 mo. USD LIBOR + 4.00%), Maturing August 15, 2020 |
1,582 | 1,607,777 | ||||||
CITGO Holding, Inc. |
||||||||
Term Loan, 10.19%, (3 mo. USD LIBOR + 8.50%), Maturing May 12, 2018 |
641 | 643,565 | ||||||
CITGO Petroleum Corporation |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing July 29, 2021 |
943 | 943,312 | ||||||
Crestwood Holdings, LLC |
||||||||
Term Loan, 9.44%, (3 mo. USD LIBOR + 8.00%), Maturing June 19, 2019 |
1,645 | 1,654,345 | ||||||
Fieldwood Energy, LLC |
||||||||
Term Loan, 0.00%, Maturing September 30, 2020(7) |
727 | 472,487 | ||||||
Term Loan, 4.57%, (3 mo. USD LIBOR + 2.88%), Maturing September 28, 2018 |
1,027 | 1,014,162 | ||||||
Term Loan, 8.69%, (3 mo. USD LIBOR + 7.00%), Maturing August 31, 2020 |
1,350 | 1,292,625 | ||||||
Term Loan - Second Lien, 0.00%, Maturing September 30, 2020(7) |
973 | 153,263 | ||||||
Green Plains Renewable Energy, Inc. |
||||||||
Term Loan, 7.07%, (1 mo. USD LIBOR + 5.50%), Maturing August 18, 2023 |
998 | 1,008,722 |
18
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Medallion Midland Acquisition, LLC |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing October 30, 2024 |
600 | $ | 605,625 | |||||
MEG Energy Corp. |
||||||||
Term Loan, 5.20%, (3 mo. USD LIBOR + 3.50%), Maturing December 31, 2023 |
6,795 | 6,834,316 | ||||||
Paragon Offshore Finance Company |
||||||||
Term Loan, 0.00%, Maturing July 18, 2021(3)(7) |
7 | 0 | ||||||
Term Loan, 7.73%, (3 mo. USD LIBOR + 6.00% (1.00% Cash, 6.73% PIK)), Maturing July 18, 2022 |
54 | 45,446 | ||||||
PSC Industrial Holdings Corp. |
||||||||
Term Loan, 5.81%, (1 mo. USD LIBOR + 4.25%), Maturing October 3, 2024 |
700 | 703,500 | ||||||
Term Loan - Second Lien, 10.06%, (1 mo. USD LIBOR + 8.50%), Maturing October 3, 2025 |
375 | 369,375 | ||||||
Seadrill Partners Finco, LLC |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing February 21, 2021 |
1,453 | 1,271,647 | ||||||
Sheridan Investment Partners II L.P. |
||||||||
Term Loan, 4.98%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
34 | 30,360 | ||||||
Term Loan, 4.98%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
93 | 81,405 | ||||||
Term Loan, 4.98%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
665 | 585,195 | ||||||
Sheridan Production Partners I, LLC |
||||||||
Term Loan, 5.01%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
113 | 97,166 | ||||||
Term Loan, 5.01%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
185 | 159,078 | ||||||
Term Loan, 5.01%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
1,399 | 1,200,518 | ||||||
Ultra Resources, Inc. |
||||||||
Term Loan, 4.41%, (3 mo. USD LIBOR + 3.00%), Maturing April 12, 2024 |
1,450 | 1,453,173 | ||||||
|
|
|||||||
$ | 23,724,896 | |||||||
|
|
|||||||
Packaging & Containers 0.2% |
||||||||
Crown Holdings, Inc. |
||||||||
Term Loan, Maturing January 3, 2025(5) |
625 | $ | 633,091 | |||||
Term Loan, Maturing January 18, 2025(5) |
EUR | 575 | 723,485 | |||||
|
|
|||||||
$ | 1,356,576 | |||||||
|
|
|||||||
Publishing 1.8% |
||||||||
Ascend Learning, LLC |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024 |
1,097 | $ | 1,103,766 | |||||
Getty Images, Inc. |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing October 18, 2019 |
3,860 | 3,669,515 | ||||||
Harland Clarke Holdings Corp. |
||||||||
Term Loan, 6.44%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023 |
834 | 846,217 | ||||||
LSC Communications, Inc. |
||||||||
Term Loan, 7.07%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022 |
1,042 | 1,048,828 | ||||||
Merrill Communications, LLC |
||||||||
Term Loan, 7.02%, (3 mo. USD LIBOR + 5.25%), Maturing June 1, 2022 |
525 | 531,558 | ||||||
Multi Color Corporation |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing October 31, 2024 |
325 | 327,234 | ||||||
Prometric Holdings, Inc. |
||||||||
Term Loan, 4.77%, (3 mo. USD LIBOR + 3.00%), Maturing January 29, 2025 |
300 | 303,563 | ||||||
ProQuest, LLC |
||||||||
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2021 |
1,629 | 1,652,167 | ||||||
Tweddle Group, Inc. |
||||||||
Term Loan, 7.77%, (3 mo. USD LIBOR + 6.00%), Maturing October 24, 2022 |
760 | 748,600 | ||||||
|
|
|||||||
$ | 10,231,448 | |||||||
|
|
19
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Radio and Television 4.6% |
||||||||
ALM Media Holdings, Inc. |
||||||||
Term Loan, 6.19%, (3 mo. USD LIBOR + 4.50%), Maturing July 31, 2020 |
390 | $ | 341,660 | |||||
CBS Radio, Inc. |
||||||||
Term Loan, 4.17%, (3 mo. USD LIBOR + 2.75%), Maturing November 17, 2024 |
1,513 | 1,523,608 | ||||||
Cumulus Media Holdings, Inc. |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 3.25%), Maturing December 23, 2020 |
3,950 | 3,412,006 | ||||||
E.W. Scripps Company (The) |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing October 2, 2024 |
374 | 377,102 | ||||||
Entravision Communications Corporation |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024 |
1,072 | 1,079,685 | ||||||
Gray Television, Inc. |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.25%), Maturing February 7, 2024 |
223 | 224,745 | ||||||
Hubbard Radio, LLC |
||||||||
Term Loan, 4.83%, (1 mo. USD LIBOR + 3.25%), Maturing May 27, 2022 |
490 | 494,389 | ||||||
iHeartCommunications, Inc. |
||||||||
Term Loan, 8.44%, (3 mo. USD LIBOR + 6.75%), Maturing January 30, 2019 |
2,132 | 1,633,500 | ||||||
Term Loan, 9.19%, (3 mo. USD LIBOR + 7.50%), Maturing July 30, 2019 |
364 | 278,771 | ||||||
Mission Broadcasting, Inc. |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024 |
312 | 313,895 | ||||||
Nexstar Broadcasting, Inc. |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024 |
2,476 | 2,492,728 | ||||||
Radio Systems Corporation |
||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing May 2, 2024 |
423 | 425,518 | ||||||
Raycom TV Broadcasting, LLC |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing August 23, 2024 |
1,072 | 1,075,664 | ||||||
Sinclair Television Group, Inc. |
||||||||
Term Loan, 3.83%, (1 mo. USD LIBOR + 2.25%), Maturing January 3, 2024 |
476 | 479,506 | ||||||
Term Loan, Maturing December 12, 2024(5) |
2,925 | 2,954,835 | ||||||
Univision Communications, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024 |
8,653 | 8,670,947 | ||||||
|
|
|||||||
$ | 25,778,559 | |||||||
|
|
|||||||
Retailers (Except Food and Drug) 6.3% |
||||||||
Ascena Retail Group, Inc. |
||||||||
Term Loan, 6.13%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022 |
2,161 | $ | 1,937,978 | |||||
Bass Pro Group, LLC |
||||||||
Term Loan, 6.57%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024 |
1,297 | 1,303,072 | ||||||
BJs Wholesale Club, Inc. |
||||||||
Term Loan, 4.95%, (2 mo. USD LIBOR + 3.50%), Maturing February 3, 2024 |
970 | 970,731 | ||||||
CDW, LLC |
||||||||
Term Loan, 3.70%, (3 mo. USD LIBOR + 2.00%), Maturing August 17, 2023 |
4,742 | 4,779,957 | ||||||
Coinamatic Canada, Inc. |
||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022 |
44 | 43,973 | ||||||
Davids Bridal, Inc. |
||||||||
Term Loan, 5.70%, (3 mo. USD LIBOR + 4.00%), Maturing October 11, 2019 |
2,012 | 1,805,608 | ||||||
Evergreen Acqco 1 L.P. |
||||||||
Term Loan, 5.49%, (3 mo. USD LIBOR + 3.75%), Maturing July 9, 2019 |
2,115 | 2,036,191 | ||||||
Global Appliance, Inc. |
||||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024 |
948 | 967,146 | ||||||
Go Wireless, Inc. |
||||||||
Term Loan, 8.16%, (3 mo. USD LIBOR + 6.50%), Maturing December 20, 2024 |
725 | 727,719 |
20
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Harbor Freight Tools USA, Inc. |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2023 |
449 | $ | 451,520 | |||||
J. Crew Group, Inc. |
||||||||
Term Loan, 4.63%, (USD LIBOR + 3.00%), Maturing March 5, 2021(3)(4) |
2,883 | 1,793,643 | ||||||
LSF9 Atlantis Holdings, LLC |
||||||||
Term Loan, 7.57%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023 |
988 | 995,112 | ||||||
Mens Wearhouse, Inc. (The) |
||||||||
Term Loan, 5.09%, (USD LIBOR + 3.50%), Maturing June 18, 2021(4) |
1,390 | 1,398,873 | ||||||
Michaels Stores, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing January 30, 2023 |
1,749 | 1,763,015 | ||||||
Neiman Marcus Group Ltd., LLC |
||||||||
Term Loan, 4.81%, (1 mo. USD LIBOR + 3.25%), Maturing October 25, 2020 |
2,112 | 1,810,553 | ||||||
Party City Holdings, Inc. |
||||||||
Term Loan, 4.72%, (3 mo. USD LIBOR + 3.00%), Maturing August 19, 2022 |
2,440 | 2,457,407 | ||||||
PetSmart, Inc. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing March 11, 2022 |
3,925 | 3,211,125 | ||||||
PFS Holding Corporation |
||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2021 |
2,160 | 1,533,846 | ||||||
Pier 1 Imports (U.S.), Inc. |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing April 30, 2021 |
507 | 481,294 | ||||||
Rent-A-Center, Inc. |
||||||||
Term Loan, 4.58%, (1 mo. USD LIBOR + 3.00%), Maturing March 19, 2021 |
108 | 107,712 | ||||||
Staples, Inc. |
||||||||
Term Loan, 5.49%, (3 mo. USD LIBOR + 4.00%), Maturing September 12, 2024 |
600 | 598,265 | ||||||
Toys R Us Property Company I, LLC |
||||||||
Term Loan, 6.57%, (1 mo. USD LIBOR + 5.00%), Maturing August 21, 2019 |
2,417 | 2,135,853 | ||||||
Vivid Seats Ltd. |
||||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing June 30, 2024 |
2,017 | 2,020,520 | ||||||
|
|
|||||||
$ | 35,331,113 | |||||||
|
|
|||||||
Steel 0.7% |
||||||||
Atkore International, Inc. |
||||||||
Term Loan, Maturing December 22, 2023(5) |
1,375 | $ | 1,385,312 | |||||
Neenah Foundry Company |
||||||||
Term Loan, 8.11%, (USD LIBOR + 6.50%), Maturing December 13, 2022(4) |
800 | 796,000 | ||||||
Phoenix Services International, LLC |
||||||||
Term Loan, Maturing January 26, 2025(5) |
850 | 845,750 | ||||||
Zekelman Industries, Inc. |
||||||||
Term Loan, 4.41%, (3 mo. USD LIBOR + 2.75%), Maturing June 14, 2021 |
664 | 670,160 | ||||||
|
|
|||||||
$ | 3,697,222 | |||||||
|
|
|||||||
Surface Transport 0.7% |
||||||||
Agro Merchants NAI Holdings, LLC |
||||||||
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing December 6, 2024 |
375 | $ | 379,688 | |||||
Hertz Corporation (The) |
||||||||
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2023 |
1,007 | 1,008,881 | ||||||
Kenan Advantage Group, Inc. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022 |
109 | 109,755 | ||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022 |
359 | 360,915 | ||||||
PODS, LLC |
||||||||
Term Loan, 4.56%, (1 mo. USD LIBOR + 3.00%), Maturing December 6, 2024 |
623 | 630,451 | ||||||
Stena International S.a.r.l. |
||||||||
Term Loan, 4.70%, (3 mo. USD LIBOR + 3.00%), Maturing March 3, 2021 |
1,516 | 1,445,825 | ||||||
|
|
|||||||
$ | 3,935,515 | |||||||
|
|
21
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Telecommunications 6.1% |
||||||||
CenturyLink, Inc. |
||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing January 31, 2025 |
5,100 | $ | 5,033,063 | |||||
Colorado Buyer, Inc. |
||||||||
Term Loan, 4.38%, (3 mo. USD LIBOR + 3.00%), Maturing May 1, 2024 |
1,621 | 1,634,652 | ||||||
Consolidated Communications, Inc. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2023 |
1,043 | 1,030,958 | ||||||
Digicel International Finance Limited |
||||||||
Term Loan, 5.52%, (3 mo. USD LIBOR + 3.25%), Maturing May 28, 2024 |
1,496 | 1,507,783 | ||||||
eircom Finco S.a.r.l. |
||||||||
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing April 19, 2024 |
EUR | 1,900 | 2,369,817 | |||||
Epicor Software |
||||||||
Term Loan, Maturing June 1, 2022(5) |
225 | 226,828 | ||||||
Frontier Communications Corp. |
||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.75%), Maturing June 15, 2024 |
1,891 | 1,858,598 | ||||||
Gamma Infrastructure III B.V. |
||||||||
Term Loan, Maturing January 9, 2025(5) |
EUR | 750 | 929,805 | |||||
Global Eagle Entertainment, Inc. |
||||||||
Term Loan, 9.36%, (6 mo. USD LIBOR + 7.50%), Maturing January 6, 2023 |
2,097 | 2,136,274 | ||||||
Intelsat Jackson Holdings S.A. |
||||||||
Term Loan, 6.19%, (3 mo. USD LIBOR + 4.50%), Maturing January 14, 2024 |
1,700 | 1,725,235 | ||||||
IPC Corp. |
||||||||
Term Loan, 6.28%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021 |
2,115 | 2,104,612 | ||||||
Mitel Networks Corporation |
||||||||
Term Loan, 5.40%, (2 mo. USD LIBOR + 3.75%), Maturing September 25, 2023 |
449 | 454,954 | ||||||
Onvoy, LLC |
||||||||
Term Loan, 6.19%, (3 mo. USD LIBOR + 4.50%), Maturing February 10, 2024 |
1,712 | 1,540,856 | ||||||
Sprint Communications, Inc. |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024 |
3,424 | 3,436,431 | ||||||
Syniverse Holdings, Inc. |
||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing April 23, 2019 |
1,733 | 1,726,883 | ||||||
Term Loan, 4.57%, (3 mo. USD LIBOR + 3.00%), Maturing April 23, 2019 |
1,940 | 1,933,042 | ||||||
Telesat Canada |
||||||||
Term Loan, 4.70%, (3 mo. USD LIBOR + 3.00%), Maturing November 17, 2023 |
4,789 | 4,823,420 | ||||||
|
|
|||||||
$ | 34,473,211 | |||||||
|
|
|||||||
Utilities 2.6% |
||||||||
Calpine Construction Finance Company L.P. |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2025 |
891 | $ | 896,781 | |||||
Calpine Corporation |
||||||||
Term Loan, 4.20%, (3 mo. USD LIBOR + 2.50%), Maturing January 15, 2024 |
3,096 | 3,114,542 | ||||||
Dayton Power & Light Company (The) |
||||||||
Term Loan, 3.58%, (1 mo. USD LIBOR + 2.00%), Maturing August 24, 2022 |
545 | 547,392 | ||||||
Granite Acquisition, Inc. |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021 |
109 | 110,133 | ||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021 |
2,395 | 2,430,965 | ||||||
Invenergy Thermal Operating I, LLC |
||||||||
Term Loan, 7.19%, (3 mo. USD LIBOR + 5.50%), Maturing October 19, 2022 |
956 | 908,505 | ||||||
Lightstone Generation, LLC |
||||||||
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.50%), Maturing January 30, 2024 |
91 | 92,087 | ||||||
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.50%), Maturing January 30, 2024 |
1,438 | 1,450,254 | ||||||
Lonestar Generation, LLC |
||||||||
Term Loan, 6.01%, (3 mo. USD LIBOR + 4.25%), Maturing February 22, 2021 |
1,285 | 1,277,399 |
22
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Longview Power, LLC |
||||||||
Term Loan, 7.78%, (3 mo. USD LIBOR + 6.00%), Maturing April 13, 2021 |
2,706 | $ | 2,205,085 | |||||
Talen Energy Supply, LLC |
||||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing July 15, 2023 |
1,094 | 1,105,602 | ||||||
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing April 15, 2024 |
718 | 725,121 | ||||||
|
|
|||||||
$ | 14,863,866 | |||||||
|
|
|||||||
Total Senior Floating-Rate Loans |
$ | 784,808,432 | ||||||
|
|
|||||||
Corporate Bonds & Notes 5.7% |
||||||||
Security | Principal Amount* (000s omitted) |
Value | ||||||
Aerospace and Defense 0.0%(8) |
||||||||
Huntington Ingalls Industries, Inc. |
||||||||
5.00%, 11/15/25(9) |
10 | $ | 10,763 | |||||
Orbital ATK, Inc. |
||||||||
5.25%, 10/1/21 |
45 | 46,237 | ||||||
TransDigm, Inc. |
||||||||
6.00%, 7/15/22 |
85 | 87,444 | ||||||
6.50%, 7/15/24 |
80 | 82,500 | ||||||
|
|
|||||||
$ | 226,944 | |||||||
|
|
|||||||
Automotive 0.0%(8) |
||||||||
General Motors Financial Co., Inc. |
||||||||
3.25%, 5/15/18 |
10 | $ | 10,036 | |||||
|
|
|||||||
$ | 10,036 | |||||||
|
|
|||||||
Brokerage/Securities Dealers/Investment Houses 0.0%(8) |
||||||||
Alliance Data Systems Corp. |
||||||||
6.375%, 4/1/20(9) |
30 | $ | 30,300 | |||||
|
|
|||||||
$ | 30,300 | |||||||
|
|
|||||||
Building and Development 0.1% |
||||||||
HD Supply, Inc. |
||||||||
5.75%, 4/15/24(9) |
15 | $ | 16,088 | |||||
Hillman Group, Inc. (The) |
||||||||
6.375%, 7/15/22(9) |
55 | 54,587 | ||||||
Reliance Intermediate Holdings, L.P. |
||||||||
6.50%, 4/1/23(9) |
120 | 126,300 | ||||||
Standard Industries, Inc. |
||||||||
6.00%, 10/15/25(9) |
50 | 53,375 | ||||||
TRI Pointe Group, Inc./TRI Pointe Homes, Inc. |
||||||||
4.375%, 6/15/19 |
45 | 45,844 | ||||||
5.875%, 6/15/24 |
60 | 63,858 | ||||||
USG Corp. |
||||||||
5.50%, 3/1/25(9) |
5 | 5,281 | ||||||
VICI Properties 1, LLC/VICI FC, Inc. |
||||||||
8.00%, 10/15/23 |
18 | 19,862 | ||||||
|
|
|||||||
$ | 385,195 | |||||||
|
|
23
Security | Principal Amount* (000s omitted) |
Value | ||||||
Business Equipment and Services 0.1% |
||||||||
First Data Corp. |
||||||||
7.00%, 12/1/23(9) |
155 | $ | 163,623 | |||||
5.00%, 1/15/24(9) |
20 | 20,600 | ||||||
FTI Consulting, Inc. |
||||||||
6.00%, 11/15/22 |
40 | 41,250 | ||||||
ServiceMaster Co., LLC (The) |
||||||||
7.45%, 8/15/27 |
45 | 49,050 | ||||||
|
|
|||||||
$ | 274,523 | |||||||
|
|
|||||||
Cable and Satellite Television 0.2% |
||||||||
Cablevision Systems Corp. |
||||||||
5.875%, 9/15/22 |
15 | $ | 15,188 | |||||
CCO Holdings, LLC/CCO Holdings Capital Corp. |
||||||||
5.25%, 9/30/22 |
155 | 158,972 | ||||||
5.75%, 1/15/24 |
10 | 10,325 | ||||||
5.375%, 5/1/25(9) |
95 | 96,662 | ||||||
5.75%, 2/15/26(9) |
45 | 46,688 | ||||||
CSC Holdings, LLC |
||||||||
5.25%, 6/1/24 |
10 | 9,775 | ||||||
DISH DBS Corp. |
||||||||
6.75%, 6/1/21 |
120 | 126,000 | ||||||
5.875%, 7/15/22 |
30 | 29,963 | ||||||
5.875%, 11/15/24 |
5 | 4,759 | ||||||
Virgin Media Secured Finance PLC |
||||||||
5.50%, 1/15/25(9) |
550 | 562,897 | ||||||
|
|
|||||||
$ | 1,061,229 | |||||||
|
|
|||||||
Chemicals and Plastics 0.6% |
||||||||
Avantor, Inc. |
||||||||
6.00%, 10/1/24(9) |
1,375 | $ | 1,390,469 | |||||
Hexion, Inc. |
||||||||
6.625%, 4/15/20 |
1,900 | 1,738,500 | ||||||
Platform Specialty Products Corp. |
||||||||
6.50%, 2/1/22(9) |
45 | 46,532 | ||||||
Scotts Miracle-Gro Co. (The) |
||||||||
6.00%, 10/15/23 |
15 | 15,900 | ||||||
Tronox Finance, LLC |
||||||||
7.50%, 3/15/22(9) |
20 | 20,800 | ||||||
W.R. Grace & Co. |
||||||||
5.125%, 10/1/21(9) |
30 | 31,500 | ||||||
5.625%, 10/1/24(9) |
10 | 10,813 | ||||||
|
|
|||||||
$ | 3,254,514 | |||||||
|
|
|||||||
Conglomerates 0.0%(8) |
||||||||
Spectrum Brands, Inc. |
||||||||
6.625%, 11/15/22 |
30 | $ | 31,163 | |||||
5.75%, 7/15/25 |
70 | 74,025 | ||||||
|
|
|||||||
$ | 105,188 | |||||||
|
|
|||||||
Consumer Products 0.0%(8) |
||||||||
Central Garden & Pet Co. |
||||||||
6.125%, 11/15/23 |
25 | $ | 26,531 | |||||
|
|
|||||||
$ | 26,531 | |||||||
|
|
24
Security | Principal Amount* (000s omitted) |
Value | ||||||
Containers and Glass Products 0.9% |
||||||||
Berry Global, Inc. |
||||||||
6.00%, 10/15/22 |
25 | $ | 26,157 | |||||
Owens-Brockway Glass Container, Inc. |
||||||||
5.875%, 8/15/23(9) |
35 | 37,253 | ||||||
6.375%, 8/15/25(9) |
15 | 16,603 | ||||||
Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC |
||||||||
5.75%, 10/15/20 |
3,755 | 3,821,010 | ||||||
5.222%, (3 mo. USD LIBOR + 3.50%), 7/15/21(9)(10) |
950 | 969,000 | ||||||
|
|
|||||||
$ | 4,870,023 | |||||||
|
|
|||||||
Distribution & Wholesale 0.0%(8) |
||||||||
American Tire Distributors, Inc. |
||||||||
10.25%, 3/1/22(9) |
50 | $ | 52,000 | |||||
|
|
|||||||
$ | 52,000 | |||||||
|
|
|||||||
Drugs 0.7% |
||||||||
Jaguar Holding Co. II/Pharmaceutical Product Development, LLC |
||||||||
6.375%, 8/1/23(9) |
105 | $ | 108,937 | |||||
Valeant Pharmaceuticals International, Inc. |
||||||||
7.50%, 7/15/21(9) |
50 | 50,313 | ||||||
5.625%, 12/1/21(9) |
30 | 29,027 | ||||||
6.50%, 3/15/22(9) |
807 | 847,592 | ||||||
7.00%, 3/15/24(9) |
1,049 | 1,118,171 | ||||||
5.50%, 11/1/25(9) |
1,725 | 1,749,581 | ||||||
|
|
|||||||
$ | 3,903,621 | |||||||
|
|
|||||||
Ecological Services and Equipment 0.0%(8) |
||||||||
Clean Harbors, Inc. |
||||||||
5.125%, 6/1/21 |
25 | $ | 25,315 | |||||
Covanta Holding Corp. |
||||||||
5.875%, 3/1/24 |
25 | 25,437 | ||||||
|
|
|||||||
$ | 50,752 | |||||||
|
|
|||||||
Electric Utilities 0.0%(8) |
||||||||
NRG Yield Operating, LLC |
||||||||
5.375%, 8/15/24 |
20 | $ | 20,286 | |||||
5.00%, 9/15/26 |
30 | 30,300 | ||||||
|
|
|||||||
$ | 50,586 | |||||||
|
|
|||||||
Electronics/Electrical 0.3% |
||||||||
Anixter, Inc. |
||||||||
5.50%, 3/1/23 |
45 | $ | 48,094 | |||||
Infor (US), Inc. |
||||||||
5.75%, 8/15/20(9) |
20 | 20,554 | ||||||
6.50%, 5/15/22 |
50 | 51,812 | ||||||
SS&C Technologies Holdings, Inc. |
||||||||
5.875%, 7/15/23 |
65 | 68,494 | ||||||
Western Digital Corp. |
||||||||
7.375%, 4/1/23(9) |
1,425 | 1,555,031 | ||||||
|
|
|||||||
$ | 1,743,985 | |||||||
|
|
|||||||
Equipment Leasing 0.1% |
||||||||
International Lease Finance Corp. |
||||||||
7.125%, 9/1/18(9) |
350 | $ | 359,307 | |||||
|
|
|||||||
$ | 359,307 | |||||||
|
|
25
Security | Principal Amount* (000s omitted) |
Value | ||||||
Financial Intermediaries 0.0%(8) |
||||||||
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp. |
||||||||
6.25%, 2/1/22(9) |
40 | $ | 41,300 | |||||
JPMorgan Chase & Co. |
||||||||
Series S, 6.75% to 2/1/24(11)(12) |
80 | 89,500 | ||||||
Navient Corp. |
||||||||
5.50%, 1/15/19 |
115 | 117,183 | ||||||
5.00%, 10/26/20 |
25 | 25,507 | ||||||
|
|
|||||||
$ | 273,490 | |||||||
|
|
|||||||
Financial Services 0.0%(8) |
||||||||
Solera, LLC/Solera Finance, Inc. |
||||||||
10.50%, 3/1/24(9) |
10 | $ | 11,263 | |||||
|
|
|||||||
$ | 11,263 | |||||||
|
|
|||||||
Food Products 0.1% |
||||||||
Dean Foods Co. |
||||||||
6.50%, 3/15/23(9) |
30 | $ | 29,775 | |||||
Iceland Bondco PLC |
||||||||
4.772%, (3 mo. GBP LIBOR + 4.25%), 7/15/20(9)(10) |
GBP | 371 | 524,927 | |||||
Post Holdings, Inc. |
||||||||
8.00%, 7/15/25(9) |
15 | 16,856 | ||||||
|
|
|||||||
$ | 571,558 | |||||||
|
|
|||||||
Food Service 0.0%(8) |
||||||||
1011778 B.C. Unlimited Liability Company/New Red Finance, Inc. |
||||||||
4.625%, 1/15/22(9) |
65 | $ | 66,544 | |||||
Yum! Brands, Inc. |
||||||||
5.30%, 9/15/19 |
10 | 10,337 | ||||||
3.875%, 11/1/23 |
5 | 5,019 | ||||||
|
|
|||||||
$ | 81,900 | |||||||
|
|
|||||||
Health Care 1.0% |
||||||||
Centene Corp. |
||||||||
4.75%, 5/15/22 |
20 | $ | 20,900 | |||||
CHS/Community Health Systems, Inc. |
||||||||
6.25%, 3/31/23 |
1,500 | 1,395,000 | ||||||
Envision Healthcare Corp. |
||||||||
5.625%, 7/15/22 |
25 | 25,563 | ||||||
6.25%, 12/1/24(9) |
20 | 21,275 | ||||||
HCA Healthcare, Inc. |
||||||||
6.25%, 2/15/21 |
85 | 90,844 | ||||||
HCA, Inc. |
||||||||
6.50%, 2/15/20 |
15 | 16,031 | ||||||
4.75%, 5/1/23 |
1,050 | 1,093,575 | ||||||
5.875%, 2/15/26 |
25 | 26,219 | ||||||
Hologic, Inc. |
||||||||
5.25%, 7/15/22(9) |
40 | 41,549 | ||||||
4.375%, 10/15/25(9) |
30 | 30,075 | ||||||
inVentiv Group Holdings, Inc./inVentiv Health, Inc./inVentiv Health Clinical, Inc. |
||||||||
7.50%, 10/1/24(9) |
27 | 29,430 |
26
Security | Principal Amount* (000s omitted) |
Value | ||||||
RegionalCare Hospital Partners Holdings, Inc. |
||||||||
8.25%, 5/1/23(9) |
1,750 | $ | 1,846,250 | |||||
Teleflex, Inc. |
||||||||
5.25%, 6/15/24 |
20 | 20,800 | ||||||
Tenet Healthcare Corp. |
||||||||
6.00%, 10/1/20 |
55 | 57,853 | ||||||
4.375%, 10/1/21 |
600 | 603,000 | ||||||
8.125%, 4/1/22 |
70 | 72,494 | ||||||
6.75%, 6/15/23 |
5 | 4,950 | ||||||
|