Eaton Vance Senior Floating-Rate Trust

 

 

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

(Registrant’s 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*
(000’s 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%),
Maturing July 18, 2019(3)

     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%),
Maturing June 30, 2022

   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*
(000’s 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%),
Maturing October 3, 2021

     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*
(000’s 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%),
Maturing September 30, 2024

     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*
(000’s 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%),
Maturing November 21, 2024

   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%),
Maturing November 21, 2025

     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*
(000’s 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%),
Maturing May 12, 2022

   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%),
Maturing August 1, 2022

     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%),
Maturing March 31, 2024

   EUR  2,975        3,693,610  

 

5

 

 


                                                 
Borrower/Tranche Description    Principal
Amount*
(000’s 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%),
Maturing July 31, 2021

   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*
(000’s 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%),
Maturing August 30, 2025

     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%),
Maturing December 7, 2025

     400        404,500  

 

7

 

 


                                                 
Borrower/Tranche Description    Principal
Amount*
(000’s 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*
(000’s 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%),
Maturing April 11, 2022

     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*
(000’s 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%),
Maturing November 21, 2024

   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%),
Maturing December 26, 2020

     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*
(000’s 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%),
Maturing August 18, 2021

     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%),
Maturing July 2, 2022

   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*
(000’s omitted)
     Value  

Aramark Services, Inc.

     

Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing March 11, 2025

     900      $ 908,438  

Arby’s 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%),
Maturing April 24, 2024(4)

     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*
(000’s 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*
(000’s 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%),
Maturing August 18, 2025

     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*
(000’s 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%),
Maturing November 7, 2023

   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*
(000’s 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%),
Maturing March 31, 2022

   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%),
Maturing August 4, 2025

     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%),
Maturing June 10, 2020

     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*
(000’s 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%),
Maturing August 1, 2022

     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*
(000’s 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%),
Maturing December 14, 2023

     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),
Maturing April 9, 2019(3)(6)

     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*
(000’s 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*
(000’s 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  

BJ’s 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  

David’s 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*
(000’s 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  

Men’s 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*
(000’s 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*
(000’s 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
(identified cost $786,352,535)

      $ 784,808,432  
     

 

 

 

Corporate Bonds & Notes — 5.7%

     
Security    Principal
Amount*
(000’s 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*
(000’s 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*
(000’s 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*
(000’s 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*
(000’s 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