UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
811-09013
Investment Company Act File Number
Eaton Vance Senior Income 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)
June 30
Date of Fiscal Year End
March 31, 2018
Date of Reporting Period
Item 1. Schedule of Investments
Eaton Vance
Senior Income Trust
March 31, 2018
PORTFOLIO OF INVESTMENTS (Unaudited)
Senior Floating-Rate Loans 141.1%(1)
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Aerospace and Defense 1.9% |
||||||||
Accudyne Industries, LLC |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2024 |
348 | $ | 350,453 | |||||
IAP Worldwide Services, Inc. |
||||||||
Revolving Loan, 1.46%, (3 mo. USD LIBOR + 5.50%), Maturing July 18, 2018(2) |
161 | 161,032 | ||||||
Term Loan - Second Lien, 8.80%, (3 mo. USD LIBOR + 6.50%), Maturing July 18, 2019(3) |
214 | 174,377 | ||||||
TransDigm, Inc. |
||||||||
Term Loan, 4.77%, (USD LIBOR + 2.75%), Maturing June 9, 2023(4) |
2,940 | 2,955,120 | ||||||
Term Loan, 4.71%, (USD LIBOR + 2.50%), Maturing August 22, 2024(4) |
1,226 | 1,230,949 | ||||||
Wesco Aircraft Hardware Corp. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2021 |
439 | 438,826 | ||||||
|
|
|||||||
$ | 5,310,757 | |||||||
|
|
|||||||
Automotive 2.6% |
||||||||
Allison Transmission, Inc. |
||||||||
Term Loan, 3.60%, (1 mo. USD LIBOR + 1.75%), Maturing September 23, 2022 |
1 | $ | 717 | |||||
American Axle and Manufacturing, Inc. |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing April 6, 2024 |
1,453 | 1,460,593 | ||||||
Apro, LLC |
||||||||
Term Loan, 5.69%, (1 mo. USD LIBOR + 4.00%), Maturing August 8, 2024 |
122 | 123,161 | ||||||
Belron Finance US, LLC |
||||||||
Term Loan, 4.29%, (3 mo. USD LIBOR + 2.50%), Maturing November 7, 2024 |
249 | 251,245 | ||||||
Chassix, Inc. |
||||||||
Term Loan, 7.28%, (USD LIBOR + 5.50%), Maturing November 15, 2023(4) |
648 | 655,669 | ||||||
CS Intermediate Holdco 2, LLC |
||||||||
Term Loan, 4.30%, (3 mo. USD LIBOR + 2.00%), Maturing November 2, 2023 |
331 | 333,351 | ||||||
Dayco Products, LLC |
||||||||
Term Loan, 6.98%, (3 mo. USD LIBOR + 5.00%), Maturing May 19, 2023 |
496 | 502,143 | ||||||
FCA US, LLC |
||||||||
Term Loan, 3.86%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2018 |
604 | 606,692 | ||||||
Federal-Mogul Holdings Corporation |
||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.75%), Maturing April 15, 2021 |
1,493 | 1,504,075 | ||||||
Horizon Global Corporation |
||||||||
Term Loan, 6.38%, (1 mo. USD LIBOR + 4.50%), Maturing June 30, 2021 |
178 | 178,958 | ||||||
Sage Automotive Interiors, Inc. |
||||||||
Term Loan, 6.88%, (1 mo. USD LIBOR + 5.00%), Maturing October 27, 2022 |
346 | 349,513 | ||||||
TI Group Automotive Systems, LLC |
||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 2.75%, Floor 0.75%), Maturing June 30, 2022 |
EUR | 366 | 452,484 | |||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2022 |
459 | 461,769 | ||||||
Tower Automotive Holdings USA, LLC |
||||||||
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024 |
316 | 316,527 | ||||||
|
|
|||||||
$ | 7,196,897 | |||||||
|
|
1
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Beverage and Tobacco 0.6% |
||||||||
Arterra Wines Canada, Inc. |
||||||||
Term Loan, 4.95%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023 |
1,037 | $ | 1,042,383 | |||||
Flavors Holdings, Inc. |
||||||||
Term Loan, 8.05%, (3 mo. USD LIBOR + 5.75%), Maturing April 3, 2020 |
309 | 281,531 | ||||||
Term Loan - Second Lien, 12.30%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2021 |
500 | 387,500 | ||||||
|
|
|||||||
$ | 1,711,414 | |||||||
|
|
|||||||
Brokerage/Securities Dealers/Investment Houses 0.8% |
||||||||
Aretec Group, Inc. |
||||||||
Term Loan, 6.13%, (1 mo. USD LIBOR + 4.25%), Maturing November 23, 2020 |
642 | $ | 645,291 | |||||
Term Loan - Second Lien, 7.15%, (1 mo. USD LIBOR + 5.50% (2.00% Cash, 5.15% PIK)), Maturing May 23, 2021 |
952 | 955,214 | ||||||
Resolute Investment Managers, Inc. |
||||||||
Term Loan - Second Lien, 9.27%, (3 mo. USD LIBOR + 7.50%), Maturing April 30, 2023 |
250 | 254,375 | ||||||
Salient Partners L.P. |
||||||||
Term Loan, 10.32%, (1 mo. USD LIBOR + 8.50%), Maturing May 19, 2021 |
342 | 336,870 | ||||||
|
|
|||||||
$ | 2,191,750 | |||||||
|
|
|||||||
Building and Development 3.4% |
||||||||
American Builders & Contractors Supply Co., Inc. |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing October 31, 2023 |
1,386 | $ | 1,391,005 | |||||
Beacon Roofing Supply, Inc. |
||||||||
Term Loan, 3.94%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025 |
275 | 276,681 | ||||||
Core & Main L.P. |
||||||||
Term Loan, 5.12%, (USD LIBOR + 3.00%), Maturing August 1, 2024(4) |
374 | 375,991 | ||||||
CPG International, Inc. |
||||||||
Term Loan, 5.59%, (3 mo. USD LIBOR + 3.75%), Maturing May 3, 2024 |
927 | 936,927 | ||||||
DTZ U.S. Borrower, LLC |
||||||||
Term Loan, 5.18%, (3 mo. USD LIBOR + 3.25%), Maturing November 4, 2021 |
2,078 | 2,069,360 | ||||||
Henry Company, LLC |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.00%), Maturing October 5, 2023 |
198 | 201,092 | ||||||
Quikrete Holdings, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023 |
1,202 | 1,208,684 | ||||||
RE/MAX International, Inc. |
||||||||
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023 |
907 | 912,578 | ||||||
Summit Materials Companies I, LLC |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing November 21, 2024 |
299 | 301,588 | ||||||
Werner FinCo L.P. |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.00%), Maturing July 24, 2024 |
549 | 555,863 | ||||||
WireCo WorldGroup, Inc. |
||||||||
Term Loan, 7.48%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2023 |
271 | 274,854 | ||||||
Term Loan - Second Lien, 10.98%, (3 mo. USD LIBOR + 9.00%), Maturing September 30, 2024 |
650 | 653,250 | ||||||
|
|
|||||||
$ | 9,157,873 | |||||||
|
|
|||||||
Business Equipment and Services 13.2% |
||||||||
Acosta Holdco, Inc. |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021 |
1,474 | $ | 1,250,283 | |||||
AlixPartners, LLP |
||||||||
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing April 4, 2024 |
916 | 920,901 | ||||||
Altisource Solutions S.a.r.l. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing December 9, 2020 |
599 | 597,506 |
2
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Altran Technologies S.A. |
||||||||
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), Maturing January 17, 2025 |
EUR | 925 | $ | 1,138,641 | ||||
Brand Energy & Infrastructure Services, Inc. |
||||||||
Term Loan, 6.00%, (3 mo. USD LIBOR + 4.25%), Maturing June 21, 2024 |
248 | 250,468 | ||||||
Brickman Group Ltd., LLC |
||||||||
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.00%), Maturing December 18, 2020 |
376 | 379,027 | ||||||
Camelot UK Holdco Limited |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing October 3, 2023 |
941 | 947,676 | ||||||
Cast and Crew Payroll, LLC |
||||||||
Term Loan, 5.31%, (3 mo. USD LIBOR + 3.00%), Maturing September 27, 2024 |
198 | 198,500 | ||||||
Change Healthcare Holdings, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2024 |
3,119 | 3,129,546 | ||||||
Corporate Capital Trust, Inc. |
||||||||
Term Loan, 5.56%, (3 mo. USD LIBOR + 3.25%), Maturing May 20, 2019 |
456 | 457,995 | ||||||
CPM Holdings, Inc. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing April 11, 2022 |
121 | 123,047 | ||||||
Crossmark Holdings, Inc. |
||||||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing December 20, 2019 |
698 | 347,094 | ||||||
Cypress Intermediate Holdings III, Inc. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing April 27, 2024 |
620 | 622,962 | ||||||
EAB Global, Inc. |
||||||||
Term Loan, 5.48%, (3 mo. USD LIBOR + 3.75%), Maturing November 15, 2024 |
625 | 628,125 | ||||||
Education Management, LLC |
||||||||
Term Loan, 0.00%, Maturing July 2, 2020(3)(5) |
256 | 0 | ||||||
Term Loan, 10.25%, (3 mo. USD Prime + 5.50%), Maturing July 2, 2020(3) |
114 | 53,962 | ||||||
EIG Investors Corp. |
||||||||
Term Loan, 5.96%, (3 mo. USD LIBOR + 4.00%), Maturing February 9, 2023 |
1,583 | 1,596,856 | ||||||
Element Materials Technology Group US Holdings, Inc. |
||||||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing June 28, 2024 |
175 | 175,763 | ||||||
Extreme Reach, Inc. |
||||||||
Term Loan, 8.13%, (1 mo. USD LIBOR + 6.25%), Maturing February 7, 2020 |
1,039 | 1,039,853 | ||||||
First Data Corporation |
||||||||
Term Loan, 4.12%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022 |
1,214 | 1,217,064 | ||||||
Garda World Security Corporation |
||||||||
Term Loan, 5.51%, (3 mo. USD LIBOR + 3.50%), Maturing May 24, 2024 |
935 | 946,030 | ||||||
Term Loan, 5.92%, (3 mo. USD LIBOR + 4.25%), Maturing May 24, 2024 |
CAD | 422 | 329,861 | |||||
Global Payments, Inc. |
||||||||
Term Loan, 3.63%, (1 mo. USD LIBOR + 1.75%), Maturing April 21, 2023 |
166 | 166,860 | ||||||
GreenSky Holdings, LLC |
||||||||
Term Loan, Maturing March 22, 2025(6) |
650 | 654,062 | ||||||
IG Investment Holdings, LLC |
||||||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing October 29, 2021 |
931 | 941,744 | ||||||
Information Resources, Inc. |
||||||||
Term Loan, 6.19%, (3 mo. USD LIBOR + 4.25%), Maturing January 18, 2024 |
396 | 399,527 | ||||||
ION Trading Technologies S.a.r.l. |
||||||||
Term Loan, 3.75%, (3 mo. EURIBOR + 2.75%, Floor 1.00%), Maturing November 21, 2024 |
EUR | 998 | 1,231,363 | |||||
Iron Mountain, Inc. |
||||||||
Term Loan, 3.62%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026 |
425 | 425,177 | ||||||
J.D. Power and Associates |
||||||||
Term Loan, 6.55%, (3 mo. USD LIBOR + 4.25%), Maturing September 7, 2023 |
1,085 | 1,090,040 | ||||||
KAR Auction Services, Inc. |
||||||||
Term Loan, 4.56%, (3 mo. USD LIBOR + 2.25%), Maturing March 11, 2021 |
881 | 888,812 |
3
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Kronos Incorporated |
||||||||
Term Loan, 4.88%, (3 mo. USD LIBOR + 3.00%), Maturing November 1, 2023 |
2,822 | $ | 2,840,777 | |||||
LegalZoom.com, Inc. |
||||||||
Term Loan, 6.34%, (1 mo. USD LIBOR + 4.50%), Maturing November 21, 2024 |
349 | 352,180 | ||||||
Term Loan - Second Lien, 10.34%, (1 mo. USD LIBOR + 8.50%), Maturing November 21, 2025 |
250 | 252,500 | ||||||
Monitronics International, Inc. |
||||||||
Term Loan, 7.80%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022 |
1,093 | 1,065,953 | ||||||
ON Assignment, Inc. |
||||||||
Term Loan, Maturing February 21, 2025(6) |
225 | 226,069 | ||||||
PGX Holdings, Inc. |
||||||||
Term Loan, 7.13%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020 |
595 | 577,137 | ||||||
Ping Identity Corporation |
||||||||
Term Loan, 5.62%, (1 mo. USD LIBOR + 3.75%), Maturing January 22, 2025 |
175 | 175,875 | ||||||
Prime Security Services Borrower, LLC |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022 |
1,309 | 1,320,722 | ||||||
Red Ventures, LLC |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.00%), Maturing November 8, 2024 |
572 | 578,204 | ||||||
Shutterfly, Inc. |
||||||||
Term Loan, Maturing August 17, 2024(6) |
250 | 251,875 | ||||||
SMG Holdings, Inc. |
||||||||
Term Loan, 5.14%, (1 mo. USD LIBOR + 3.25%), Maturing January 23, 2025 |
125 | 126,380 | ||||||
Solera, LLC |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023 |
374 | 375,361 | ||||||
Spin Holdco, Inc. |
||||||||
Term Loan, 5.08%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2022 |
1,542 | 1,552,548 | ||||||
Techem GmbH |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing October 2, 2024 |
EUR | 625 | 770,061 | |||||
Tempo Acquisition, LLC |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024 |
921 | 925,734 | ||||||
Travelport Finance (Luxembourg) S.a.r.l. |
||||||||
Term Loan, 4.40%, (3 mo. USD LIBOR + 2.50%), Maturing March 17, 2025 |
950 | 952,969 | ||||||
Vantiv, LLC |
||||||||
Term Loan, 3.78%, (1 mo. USD LIBOR + 2.00%), Maturing August 9, 2024 |
600 | 604,000 | ||||||
Vestcom Parent Holdings, Inc. |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023 |
247 | 248,727 | ||||||
WASH Multifamily Laundry Systems, LLC |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022 |
124 | 124,937 | ||||||
West Corporation |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024 |
524 | 528,379 | ||||||
Term Loan, Maturing October 10, 2024(6) |
150 | 151,500 | ||||||
|
|
|||||||
$ | 36,150,633 | |||||||
|
|
|||||||
Cable and Satellite Television 6.2% |
||||||||
Charter Communications Operating, LLC |
||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2025 |
1,696 | $ | 1,703,805 | |||||
CSC Holdings, LLC |
||||||||
Term Loan, 4.04%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025 |
1,733 | 1,732,966 | ||||||
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.50%), Maturing January 25, 2026 |
600 | 600,844 | ||||||
Numericable Group S.A. |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing July 31, 2025 |
EUR | 223 | 264,783 | |||||
Term Loan, 4.52%, (3 mo. USD LIBOR + 2.75%), Maturing July 31, 2025 |
893 | 867,569 |
4
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Radiate Holdco, LLC |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024 |
920 | $ | 915,969 | |||||
Telenet Financing USD, LLC |
||||||||
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.50%), Maturing March 1, 2026 |
1,050 | 1,056,375 | ||||||
Unitymedia Finance, LLC |
||||||||
Term Loan, 4.03%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026 |
450 | 449,930 | ||||||
Unitymedia Hessen GmbH & Co. KG |
||||||||
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing January 15, 2027 |
EUR | 500 | 614,950 | |||||
UPC Financing Partnership |
||||||||
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026 |
1,200 | 1,205,143 | ||||||
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing October 15, 2026 |
EUR | 1,000 | 1,229,425 | |||||
Virgin Media Bristol, LLC |
||||||||
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026 |
3,250 | 3,270,312 | ||||||
Ziggo Secured Finance B.V. |
||||||||
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), Maturing April 15, 2025 |
EUR | 1,075 | 1,318,968 | |||||
Ziggo Secured Finance Partnership |
||||||||
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025 |
1,700 | 1,689,905 | ||||||
|
|
|||||||
$ | 16,920,944 | |||||||
|
|
|||||||
Chemicals and Plastics 6.8% |
||||||||
Alpha 3 B.V. |
||||||||
Term Loan, 5.30%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024 |
273 | $ | 275,326 | |||||
Aruba Investments, Inc. |
||||||||
Term Loan, 5.55%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2022 |
442 | 442,591 | ||||||
Ashland, Inc. |
||||||||
Term Loan, 3.78%, (1 mo. USD LIBOR + 2.00%), Maturing May 17, 2024 |
273 | 275,411 | ||||||
Axalta Coating Systems US Holdings, Inc. |
||||||||
Term Loan, 4.30%, (3 mo. USD LIBOR + 2.00%), Maturing June 1, 2024 |
1,271 | 1,275,647 | ||||||
CeramTec Group GmbH |
||||||||
Term Loan, Maturing March 7, 2025(6) |
EUR | 400 | 491,389 | |||||
Chemours Company (The) |
||||||||
Term Loan, 3.00%, (1 week EURIBOR + 2.25%, Floor 0.75%), Maturing May 12, 2022 |
EUR | 315 | 389,629 | |||||
Term Loan, 6.25%, (3 mo. USD Prime + 1.50%), Maturing May 12, 2022 |
156 | 156,154 | ||||||
Emerald Performance Materials, LLC |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021 |
240 | 242,784 | ||||||
Term Loan - Second Lien, 9.63%, (1 mo. USD LIBOR + 7.75%), Maturing August 1, 2022 |
275 | 275,802 | ||||||
Ferro Corporation |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing February 14, 2024 |
198 | 199,361 | ||||||
Flint Group GmbH |
||||||||
Term Loan, 4.74%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021 |
72 | 67,917 | ||||||
Flint Group US, LLC |
||||||||
Term Loan, 4.74%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021 |
435 | 410,843 | ||||||
Gemini HDPE, LLC |
||||||||
Term Loan, 4.28%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024 |
796 | 801,128 | ||||||
H.B. Fuller Company |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.25%), Maturing October 20, 2024 |
970 | 976,275 | ||||||
Ineos US Finance, LLC |
||||||||
Term Loan, 2.50%, (1 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing March 31, 2024 |
EUR | 1,446 | 1,776,077 | |||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.00%), Maturing March 31, 2024 |
499 | 500,776 |
5
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Invictus US, LLC |
||||||||
Term Loan, Maturing January 24, 2025(6) |
225 | $ | 227,074 | |||||
Kraton Polymers, LLC |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing March 5, 2025 |
387 | 390,410 | ||||||
MacDermid, Inc. |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing June 7, 2020 |
485 | 487,396 | ||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023 |
1,283 | 1,293,467 | ||||||
Minerals Technologies, Inc. |
||||||||
Term Loan, 4.19%, (USD LIBOR + 2.25%), Maturing February 14, 2024(4) |
424 | 428,782 | ||||||
Orion Engineered Carbons GmbH |
||||||||
Term Loan, 4.80%, (3 mo. USD LIBOR + 2.50%), Maturing July 25, 2024 |
486 | 489,170 | ||||||
Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), Maturing July 31, 2024 |
EUR | 368 | 456,268 | |||||
PQ Corporation |
||||||||
Term Loan, 4.29%, (3 mo. USD LIBOR + 2.50%), Maturing February 8, 2025 |
1,455 | 1,461,889 | ||||||
Prince Minerals, Inc. |
||||||||
Term Loan, Maturing March 20, 2025(6) |
175 | 176,422 | ||||||
Solenis International L.P. |
||||||||
Term Loan, 4.50%, (3 mo. EURIBOR + 3.50%, Floor 1.00%), Maturing July 31, 2021 |
EUR | 458 | 564,800 | |||||
Term Loan, 5.23%, (3 mo. USD LIBOR + 3.25%), Maturing July 31, 2021 |
145 | 144,623 | ||||||
Sonneborn Refined Products B.V. |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020 |
30 | 30,076 | ||||||
Sonneborn, LLC |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020 |
169 | 170,428 | ||||||
Spectrum Holdings III Corp. |
||||||||
Term Loan, 1.00%, Maturing January 31, 2025(2) |
16 | 15,829 | ||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2025 |
159 | 160,046 | ||||||
Trinseo Materials Operating S.C.A. |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing September 6, 2024 |
146 | 147,210 | ||||||
Tronox Blocked Borrower, LLC |
||||||||
Term Loan, 5.30%, (3 mo. USD LIBOR + 3.00%), Maturing September 22, 2024 |
490 | 494,798 | ||||||
Tronox Finance, LLC |
||||||||
Term Loan, 5.30%, (3 mo. USD LIBOR + 3.00%), Maturing September 22, 2024 |
1,131 | 1,141,843 | ||||||
Unifrax Corporation |
||||||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing April 4, 2024 |
273 | 275,500 | ||||||
Univar, Inc. |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing July 1, 2024 |
1,358 | 1,368,503 | ||||||
Venator Materials Corporation |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing August 8, 2024 |
174 | 175,268 | ||||||
|
|
|||||||
$ | 18,656,912 | |||||||
|
|
|||||||
Conglomerates 0.1% |
||||||||
Penn Engineering & Manufacturing Corp. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2024 |
124 | $ | 124,683 | |||||
|
|
|||||||
$ | 124,683 | |||||||
|
|
|||||||
Containers and Glass Products 3.6% |
||||||||
Berry Global, Inc. |
||||||||
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2022 |
409 | $ | 411,314 | |||||
BWAY Holding Company |
||||||||
Term Loan, 4.96%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024 |
471 | 474,335 | ||||||
Consolidated Container Company, LLC |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing May 22, 2024 |
174 | 175,432 |
6
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Crown Holdings, Inc. |
||||||||
Term Loan, Maturing January 18, 2025(6) |
EUR | 275 | $ | 341,158 | ||||
Flex Acquisition Company, Inc. |
||||||||
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing December 29, 2023 |
1,613 | 1,622,389 | ||||||
Horizon Holdings III SAS |
||||||||
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing October 29, 2022 |
EUR | 742 | 908,143 | |||||
Libbey Glass, Inc. |
||||||||
Term Loan, 4.72%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021 |
464 | 459,040 | ||||||
Pelican Products, Inc. |
||||||||
Term Loan, 6.13%, (1 mo. USD LIBOR + 4.25%), Maturing April 11, 2020 |
416 | 417,632 | ||||||
Reynolds Group Holdings, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023 |
2,510 | 2,525,333 | ||||||
Ring Container Technologies Group, LLC |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024 |
349 | 350,652 | ||||||
SIG Combibloc PurchaseCo S.a.r.l. |
||||||||
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing March 13, 2022 |
EUR | 946 | 1,169,031 | |||||
SIG Combibloc US Acquisition, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing March 13, 2022 |
538 | 541,665 | ||||||
Tekni-Plex, Inc. |
||||||||
Term Loan, Maturing October 5, 2024(6) |
57 | 57,417 | ||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing October 17, 2024 |
150 | 150,280 | ||||||
Term Loan, Maturing October 17, 2024(6) |
93 | 93,302 | ||||||
|
|
|||||||
$ | 9,697,123 | |||||||
|
|
|||||||
Cosmetics/Toiletries 0.7% |
||||||||
Coty, Inc. |
||||||||
Term Loan, 4.19%, (1 mo. USD LIBOR + 2.50%), Maturing October 27, 2022 |
417 | $ | 415,490 | |||||
Galleria Co. |
||||||||
Term Loan, 4.69%, (1 mo. USD LIBOR + 3.00%), Maturing September 29, 2023 |
821 | 822,927 | ||||||
KIK Custom Products, Inc. |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.00%), Maturing May 15, 2023 |
701 | 708,862 | ||||||
|
|
|||||||
$ | 1,947,279 | |||||||
|
|
|||||||
Drugs 5.6% |
||||||||
Albany Molecular Research, Inc. |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing August 30, 2024 |
323 | $ | 324,588 | |||||
Alkermes, Inc. |
||||||||
Term Loan, 4.13%, (3 mo. USD LIBOR + 2.25%), Maturing March 23, 2023 |
190 | 191,400 | ||||||
Amneal Pharmaceuticals, LLC |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing November 1, 2019 |
1,478 | 1,482,335 | ||||||
Arbor Pharmaceuticals, Inc. |
||||||||
Term Loan, 6.99%, (2 mo. USD LIBOR + 5.00%), Maturing July 5, 2023 |
1,424 | 1,447,064 | ||||||
Endo Luxembourg Finance Company I S.a.r.l. |
||||||||
Term Loan, 6.19%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024 |
2,258 | 2,260,478 | ||||||
Horizon Pharma, Inc. |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing March 29, 2024 |
1,634 | 1,645,567 | ||||||
Jaguar Holding Company II |
||||||||
Term Loan, 4.60%, (USD LIBOR + 2.50%), Maturing August 18, 2022(4) |
3,269 | 3,283,701 | ||||||
Mallinckrodt International Finance S.A. |
||||||||
Term Loan, 5.20%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024 |
1,221 | 1,222,012 | ||||||
Term Loan, 4.82%, (3 mo. USD LIBOR + 3.00%), Maturing February 24, 2025 |
400 | 401,125 |
7
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
PharMerica Corporation |
||||||||
Term Loan, 5.21%, (1 mo. USD LIBOR + 3.50%), Maturing December 6, 2024 |
375 | $ | 377,109 | |||||
Term Loan - Second Lien, 9.46%, (1 mo. USD LIBOR + 7.75%), Maturing December 7, 2025 |
200 | 201,000 | ||||||
Valeant Pharmaceuticals International, Inc. |
||||||||
Term Loan, 5.24%, (1 mo. USD LIBOR + 3.50%), Maturing April 1, 2022 |
2,448 | 2,476,479 | ||||||
|
|
|||||||
$ | 15,312,858 | |||||||
|
|
|||||||
Ecological Services and Equipment 1.4% |
||||||||
Advanced Disposal Services, Inc. |
||||||||
Term Loan, 3.98%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023 |
991 | $ | 995,031 | |||||
Charah, LLC |
||||||||
Term Loan, 8.19%, (USD LIBOR + 6.25%), Maturing October 25, 2024(4) |
294 | 298,423 | ||||||
EnergySolutions, LLC |
||||||||
Term Loan, 6.63%, (1 mo. USD LIBOR + 4.75%), Maturing May 29, 2020 |
1,297 | 1,316,564 | ||||||
GFL Environmental, Inc. |
||||||||
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing September 29, 2023 |
443 | 446,020 | ||||||
Term Loan, 5.47%, (3 mo. USD LIBOR + 3.75%), Maturing September 29, 2023 |
CAD | 714 | 558,451 | |||||
Wrangler Buyer Corp. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing September 27, 2024 |
249 | 251,193 | ||||||
|
|
|||||||
$ | 3,865,682 | |||||||
|
|
|||||||
Electronics/Electrical 16.3% |
||||||||
Almonde, Inc. |
||||||||
Term Loan, 5.48%, (3 mo. USD LIBOR + 3.50%), Maturing June 13, 2024 |
1,269 | $ | 1,269,065 | |||||
Answers Finance, LLC |
||||||||
Term Loan - Second Lien, 9.00%, (3 mo. USD Prime + 7.90%, Cap 1.10%), Maturing September 15, 2021 |
242 | 236,684 | ||||||
Applied Systems, Inc. |
||||||||
Term Loan, 5.55%, (3 mo. USD LIBOR + 3.25%), Maturing September 19, 2024 |
1,070 | 1,079,318 | ||||||
Aptean, Inc. |
||||||||
Term Loan, 6.56%, (3 mo. USD LIBOR + 4.25%), Maturing December 20, 2022 |
1,188 | 1,192,084 | ||||||
Avast Software B.V. |
||||||||
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing September 30, 2023 |
915 | 921,853 | ||||||
Barracuda Networks, Inc. |
||||||||
Term Loan, 5.06%, (3 mo. USD LIBOR + 3.25%), Maturing February 12, 2025 |
575 | 578,145 | ||||||
Campaign Monitor Finance Pty. Limited |
||||||||
Term Loan, 7.55%, (3 mo. USD LIBOR + 5.25%), Maturing March 18, 2021 |
328 | 329,217 | ||||||
CommScope, Inc. |
||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.00%), Maturing December 29, 2022 |
319 | 321,204 | ||||||
CPI International, Inc. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024 |
323 | 324,992 | ||||||
Cypress Semiconductor Corporation |
||||||||
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.25%), Maturing July 5, 2021 |
486 | 489,024 | ||||||
DigiCert, Inc. |
||||||||
Term Loan, 6.52%, (3 mo. USD LIBOR + 4.75%), Maturing October 31, 2024 |
450 | 455,794 | ||||||
Electrical Components International, Inc. |
||||||||
Term Loan, 7.05%, (3 mo. USD LIBOR + 4.75%), Maturing May 28, 2021 |
1,037 | 1,044,484 | ||||||
Electro Rent Corporation |
||||||||
Term Loan, 6.98%, (3 mo. USD LIBOR + 5.00%), Maturing January 31, 2024 |
593 | 596,203 | ||||||
Entegris, Inc. |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2021 |
59 | 59,435 | ||||||
Epicor Software Corporation |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing June 1, 2022 |
600 | 603,076 |
8
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Exact Merger Sub, LLC |
||||||||
Term Loan, 6.55%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024 |
299 | $ | 301,765 | |||||
EXC Holdings III Corp. |
||||||||
Term Loan, 5.16%, (6 mo. USD LIBOR + 3.50%), Maturing December 2, 2024 |
224 | 227,243 | ||||||
Eze Castle Software, Inc. |
||||||||
Term Loan, 5.04%, (USD LIBOR + 3.00%), Maturing April 6, 2020(4) |
1,330 | 1,342,268 | ||||||
Flexera Software, LLC |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing February 26, 2025 |
125 | 125,703 | ||||||
Go Daddy Operating Company, LLC |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing February 15, 2024 |
2,553 | 2,562,851 | ||||||
GTCR Valor Companies, Inc. |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing June 16, 2023 |
846 | 853,877 | ||||||
Hyland Software, Inc. |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing July 1, 2022 |
1,227 | 1,243,659 | ||||||
Infoblox, Inc. |
||||||||
Term Loan, 6.38%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023 |
898 | 912,023 | ||||||
Infor (US), Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing February 1, 2022 |
3,335 | 3,347,983 | ||||||
Informatica Corporation |
||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing August 5, 2022 |
EUR | 150 | 184,748 | |||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing August 5, 2022 |
1,807 | 1,819,374 | ||||||
Lattice Semiconductor Corporation |
||||||||
Term Loan, 5.95%, (1 mo. USD LIBOR + 4.25%), Maturing March 10, 2021 |
240 | 242,767 | ||||||
MA FinanceCo., LLC |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing November 19, 2021 |
1,420 | 1,410,188 | ||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024 |
232 | 229,936 | ||||||
MACOM Technology Solutions Holdings, Inc. |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024 |
588 | 580,315 | ||||||
Microsemi Corporation |
||||||||
Term Loan, 3.74%, (2 mo. USD LIBOR + 2.00%), Maturing January 15, 2023 |
234 | 234,719 | ||||||
MTS Systems Corporation |
||||||||
Term Loan, 4.99%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023 |
557 | 561,550 | ||||||
Prometric Holdings, Inc. |
||||||||
Term Loan, 4.77%, (3 mo. USD LIBOR + 3.00%), Maturing January 29, 2025 |
150 | 151,172 | ||||||
Renaissance Learning, Inc. |
||||||||
Term Loan, 6.05%, (3 mo. USD LIBOR + 3.75%), Maturing April 9, 2021 |
1,070 | 1,076,723 | ||||||
Term Loan - Second Lien, 9.30%, (3 mo. USD LIBOR + 7.00%), Maturing April 11, 2022 |
125 | 125,781 | ||||||
Rocket Software, Inc. |
||||||||
Term Loan, 6.55%, (3 mo. USD LIBOR + 4.25%), Maturing October 14, 2023 |
566 | 569,915 | ||||||
Seattle Spinco, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024 |
1,568 | 1,568,231 | ||||||
SGS Cayman L.P. |
||||||||
Term Loan, 7.68%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 |
96 | 92,075 | ||||||
SkillSoft Corporation |
||||||||
Term Loan, 6.63%, (1 mo. USD LIBOR + 4.75%), Maturing April 28, 2021 |
2,258 | 2,189,740 | ||||||
SolarWinds Holdings, Inc. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing February 21, 2024 |
924 | 928,941 | ||||||
SS&C Technologies Holdings Europe S.a.r.l. |
||||||||
Term Loan, Maturing February 28, 2025(6) |
487 | 489,948 |
9
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
SS&C Technologies, Inc. |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022 |
8 | $ | 7,745 | |||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022 |
675 | 679,802 | ||||||
Term Loan, Maturing February 28, 2025(6) |
1,388 | 1,396,917 | ||||||
SurveyMonkey, Inc. |
||||||||
Term Loan, 6.81%, (3 mo. USD LIBOR + 4.50%), Maturing April 13, 2024 |
645 | 646,738 | ||||||
Sutherland Global Services, Inc. |
||||||||
Term Loan, 7.68%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 |
411 | 395,551 | ||||||
Switch, Ltd. |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing June 27, 2024 |
124 | 124,935 | ||||||
Syncsort Incorporated |
||||||||
Term Loan, 7.30%, (3 mo. USD LIBOR + 5.00%), Maturing August 9, 2024 |
1,219 | 1,224,208 | ||||||
Tibco Software, Inc. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing December 4, 2020 |
248 | 249,325 | ||||||
TTM Technologies, Inc. |
||||||||
Term Loan, Maturing September 27, 2024(6) |
150 | 150,656 | ||||||
Uber Technologies |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.00%), Maturing July 13, 2023 |
2,046 | 2,056,722 | ||||||
Term Loan, Maturing April 4, 2025(6) |
725 | 730,438 | ||||||
Veritas Bermuda Ltd. |
||||||||
Term Loan, 6.80%, (3 mo. USD LIBOR + 4.50%), Maturing January 27, 2023 |
1,050 | 1,046,867 | ||||||
VF Holding Corp. |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2023 |
1,578 | 1,593,273 | ||||||
Wall Street Systems Delaware, Inc. |
||||||||
Term Loan, 4.00%, (3 mo. EURIBOR + 3.00%, Floor 1.00%), Maturing November 21, 2024 |
EUR | 274 | 339,004 | |||||
Term Loan, 5.30%, (3 mo. USD LIBOR + 3.00%), Maturing November 21, 2024 |
349 | 349,852 | ||||||
Western Digital Corporation |
||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.00%), Maturing April 29, 2023 |
802 | 807,799 | ||||||
|
|
|||||||
$ | 44,673,905 | |||||||
|
|
|||||||
Equipment Leasing 0.7% |
||||||||
Avolon TLB Borrower 1 (Luxembourg) S.a.r.l. |
||||||||
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.25%), Maturing April 3, 2022 |
1,985 | $ | 1,988,998 | |||||
|
|
|||||||
$ | 1,988,998 | |||||||
|
|
|||||||
Financial Intermediaries 6.1% |
||||||||
Armor Holding II, LLC |
||||||||
Term Loan, 6.81%, (3 mo. USD LIBOR + 4.50%), Maturing June 26, 2020 |
965 | $ | 969,463 | |||||
Term Loan - Second Lien, 11.31%, (3 mo. USD LIBOR + 9.00%), Maturing December 26, 2020 |
725 | 728,625 | ||||||
Citco Funding, LLC |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing March 31, 2022 |
1,925 | 1,943,327 | ||||||
Clipper Acquisitions Corp. |
||||||||
Term Loan, 4.02%, (3 mo. USD LIBOR + 2.00%), Maturing December 27, 2024 |
574 | 575,535 | ||||||
Ditech Holding Corporation |
||||||||
Term Loan, 7.88%, (1 mo. USD LIBOR + 6.00%), Maturing June 30, 2022 |
1,615 | 1,573,437 | ||||||
Donnelley Financial Solutions, Inc. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing October 2, 2023 |
134 | 134,406 | ||||||
EIG Management Company, LLC |
||||||||
Term Loan, 5.65%, (3 mo. USD LIBOR + 3.75%), Maturing January 30, 2025 |
125 | 126,406 | ||||||
FinCo I, LLC |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing December 27, 2022 |
572 | 579,764 |
10
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Focus Financial Partners, LLC |
||||||||
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing July 3, 2024 |
672 | $ | 676,157 | |||||
Freedom Mortgage Corporation |
||||||||
Term Loan, 6.62%, (1 mo. USD LIBOR + 4.75%), Maturing February 23, 2022 |
928 | 940,851 | ||||||
Greenhill & Co., Inc. |
||||||||
Term Loan, 5.59%, (USD LIBOR + 3.75%), Maturing October 12, 2022(4) |
494 | 498,070 | ||||||
Guggenheim Partners, LLC |
||||||||
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023 |
566 | 570,430 | ||||||
Harbourvest Partners, LLC |
||||||||
Term Loan, 4.55%, (3 mo. USD LIBOR + 2.25%), Maturing February 20, 2025 |
556 | 556,626 | ||||||
LPL Holdings, Inc. |
||||||||
Term Loan, 4.47%, (3 mo. USD LIBOR + 2.25%), Maturing September 23, 2024 |
645 | 647,552 | ||||||
NXT Capital, Inc. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing November 22, 2022 |
1,260 | 1,280,025 | ||||||
Ocwen Financial Corporation |
||||||||
Term Loan, 6.79%, (1 mo. USD LIBOR + 5.00%), Maturing December 5, 2020 |
176 | 177,535 | ||||||
Quality Care Properties, Inc. |
||||||||
Term Loan, 7.13%, (1 mo. USD LIBOR + 5.25%), Maturing October 31, 2022 |
1,259 | 1,274,801 | ||||||
Sesac Holdco II, LLC |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing February 23, 2024 |
272 | 272,761 | ||||||
StepStone Group L.P. |
||||||||
Term Loan, Maturing March 14, 2025(6) |
300 | 300,750 | ||||||
Titan Acquisition Limited |
||||||||
Term Loan, Maturing March 28, 2025(6) |
1,425 | 1,423,776 | ||||||
Victory Capital Management, Inc. |
||||||||
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing February 7, 2025 |
157 | 157,848 | ||||||
Virtus Investment Partners, Inc. |
||||||||
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.50%), Maturing June 1, 2024 |
249 | 250,149 | ||||||
Term Loan, 1.25%, Maturing June 3, 2024(2) |
75 | 75,422 | ||||||
Walker & Dunlop, Inc. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing December 11, 2020 |
1,050 | 1,062,677 | ||||||
|
|
|||||||
$ | 16,796,393 | |||||||
|
|
|||||||
Food Products 4.1% |
||||||||
Alphabet Holding Company, Inc. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024 |
1,144 | $ | 1,067,013 | |||||
American Seafoods Group, LLC |
||||||||
Term Loan, 4.65%, (1 mo. USD LIBOR + 2.75%), Maturing August 21, 2023 |
170 | 170,108 | ||||||
Badger Buyer Corp. |
||||||||
Term Loan, 6.30%, (3 mo. USD LIBOR + 4.00%), Maturing September 26, 2024 |
174 | 175,431 | ||||||
Blue Buffalo Company Ltd. |
||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.00%), Maturing May 27, 2024 |
471 | 472,321 | ||||||
CH Guenther & Son, Incorporated |
||||||||
Term Loan, Maturing March 22, 2025(6) |
225 | 226,512 | ||||||
Del Monte Foods, Inc. |
||||||||
Term Loan, 5.16%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021 |
331 | 285,268 | ||||||
Term Loan - Second Lien, 9.06%, (6 mo. USD LIBOR + 7.25%), Maturing August 18, 2021 |
268 | 189,036 | ||||||
Dole Food Company, Inc. |
||||||||
Term Loan, 4.81%, (1 mo. USD LIBOR + 3.00%), Maturing April 6, 2024 |
810 | 812,124 | ||||||
Froneri International PLC |
||||||||
Term Loan, 2.63%, (1 mo. EURIBOR + 2.63%), Maturing January 22, 2025 |
EUR | 1,200 | 1,481,039 |
11
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
High Liner Foods Incorporated |
||||||||
Term Loan, 5.02%, (3 mo. USD LIBOR + 3.25%), Maturing April 24, 2021 |
380 | $ | 373,868 | |||||
HLF Financing S.a.r.l. |
||||||||
Term Loan, 7.38%, (1 mo. USD LIBOR + 5.50%), Maturing February 15, 2023 |
694 | 701,988 | ||||||
Jacobs Douwe Egberts International B.V. |
||||||||
Term Loan, 2.75%, (3 mo. EURIBOR + 2.00%, Floor 0.75%), Maturing July 2, 2022 |
EUR | 117 | 145,410 | |||||
Term Loan, 4.06%, (3 mo. USD LIBOR + 2.25%), Maturing July 2, 2022 |
935 | 939,270 | ||||||
JBS USA, LLC |
||||||||
Term Loan, 4.68%, (3 mo. USD LIBOR + 2.50%), Maturing October 30, 2022 |
3,020 | 3,014,216 | ||||||
Nomad Foods Europe Midco Limited |
||||||||
Term Loan, 4.03%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024 |
275 | 275,630 | ||||||
Post Holdings, Inc. |
||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.00%), Maturing May 24, 2024 |
794 | 796,667 | ||||||
|
|
|||||||
$ | 11,125,901 | |||||||
|
|
|||||||
Food Service 2.1% |
||||||||
1011778 B.C. Unlimited Liability Company |
||||||||
Term Loan, 4.29%, (USD LIBOR + 2.25%), Maturing February 16, 2024(4) |
2,552 | $ | 2,558,032 | |||||
Aramark Services, Inc. |
||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.00%), Maturing March 11, 2025 |
424 | 428,000 | ||||||
CFSP Acquisition Corp. |
||||||||
Term Loan, 0.00%, Maturing March 6, 2025(2) |
23 | 23,006 | ||||||
Term Loan, 4.82%, (3 mo. USD LIBOR + 3.00%), Maturing March 21, 2025 |
102 | 101,994 | ||||||
IRB Holding Corp. |
||||||||
Term Loan, 4.94%, (1 mo. USD LIBOR + 3.25%), Maturing February 5, 2025 |
400 | 404,583 | ||||||
NPC International, Inc. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing April 19, 2024 |
422 | 428,403 | ||||||
Pizza Hut Holdings, LLC |
||||||||
Term Loan, 3.81%, (1 mo. USD LIBOR + 2.00%), Maturing June 16, 2023 |
468 | 469,800 | ||||||
Seminole Hard Rock Entertainment, Inc. |
||||||||
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing May 14, 2020 |
119 | 120,320 | ||||||
TKC Holdings, Inc. |
||||||||
Term Loan, 6.03%, (3 mo. USD LIBOR + 4.25%), Maturing February 1, 2023 |
495 | 500,569 | ||||||
Welbilt, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023 |
673 | 678,662 | ||||||
|
|
|||||||
$ | 5,713,369 | |||||||
|
|
|||||||
Food/Drug Retailers 1.5% |
||||||||
Albertsons, LLC |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing August 25, 2021 |
577 | $ | 571,757 | |||||
Term Loan, 5.29%, (3 mo. USD LIBOR + 3.00%), Maturing December 21, 2022 |
790 | 783,431 | ||||||
Term Loan, 4.96%, (3 mo. USD LIBOR + 3.00%), Maturing June 22, 2023 |
1,735 | 1,716,643 | ||||||
Diplomat Pharmacy, Inc. |
||||||||
Term Loan, 6.38%, (1 mo. USD LIBOR + 4.50%), Maturing December 20, 2024 |
223 | 225,532 | ||||||
Holland & Barrett International |
||||||||
Term Loan, 5.89%, (3 mo. GBP LIBOR + 5.25%), Maturing August 4, 2024 |
GBP | 200 | 274,287 | |||||
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing August 9, 2024 |
EUR | 200 | 240,984 | |||||
Supervalu, Inc. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024 |
111 | 110,637 | ||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024 |
186 | 184,395 | ||||||
|
|
|||||||
$ | 4,107,666 | |||||||
|
|
12
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Forest Products 0.2% |
||||||||
Expera Specialty Solutions, LLC |
||||||||
Term Loan, 6.13%, (1 mo. USD LIBOR + 4.25%), Maturing November 3, 2023 |
493 | $ | 501,119 | |||||
|
|
|||||||
$ | 501,119 | |||||||
|
|
|||||||
Health Care 14.0% |
||||||||
Acadia Healthcare Company, Inc. |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing February 11, 2022 |
119 | $ | 120,667 | |||||
ADMI Corp. |
||||||||
Term Loan, 5.59%, (USD LIBOR + 3.75%), Maturing April 30, 2022(4) |
244 | 244,978 | ||||||
Akorn, Inc. |
||||||||
Term Loan, 6.19%, (1 mo. USD LIBOR + 4.25%), Maturing April 16, 2021 |
938 | 934,052 | ||||||
Alliance Healthcare Services, Inc. |
||||||||
Term Loan, 6.34%, (USD LIBOR + 4.50%), Maturing October 24, 2023(4) |
398 | 400,481 | ||||||
Term Loan - Second Lien, 11.88%, (USD LIBOR + 10.00%), Maturing April 24, 2024(4) |
225 | 223,875 | ||||||
Argon Medical Devices, Inc. |
||||||||
Term Loan, 6.05%, (3 mo. USD LIBOR + 3.75%), Maturing January 23, 2025 |
425 | 428,188 | ||||||
Auris Luxembourg III S.a.r.l. |
||||||||
Term Loan, 5.30%, (3 mo. USD LIBOR + 3.00%), Maturing January 17, 2022 |
364 | 366,277 | ||||||
Avantor, Inc. |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.00%), Maturing November 21, 2024 |
599 | 605,483 | ||||||
Beaver-Visitec International, Inc. |
||||||||
Term Loan, 7.30%, (3 mo. USD LIBOR + 5.00%), Maturing August 21, 2023 |
369 | 371,222 | ||||||
BioClinica, Inc. |
||||||||
Term Loan, 6.00%, (3 mo. USD LIBOR + 4.25%), Maturing October 20, 2023 |
717 | 702,589 | ||||||
Carestream Dental Equipment, Inc. |
||||||||
Term Loan, 5.55%, (3 mo. USD LIBOR + 3.25%), Maturing September 1, 2024 |
672 | 674,563 | ||||||
Certara L.P. |
||||||||
Term Loan, 6.30%, (3 mo. USD LIBOR + 4.00%), Maturing August 3, 2024 |
498 | 500,609 | ||||||
CHG Healthcare Services, Inc. |
||||||||
Term Loan, 4.77%, (3 mo. USD LIBOR + 3.00%), Maturing June 7, 2023 |
1,204 | 1,215,483 | ||||||
Community Health Systems, Inc. |
||||||||
Term Loan, 4.73%, (3 mo. USD LIBOR + 2.75%), Maturing December 31, 2019 |
886 | 865,633 | ||||||
Term Loan, 4.98%, (3 mo. USD LIBOR + 3.00%), Maturing January 27, 2021 |
1,275 | 1,228,070 | ||||||
Concentra, Inc. |
||||||||
Term Loan, 4.53%, (3 mo. USD LIBOR + 2.75%), Maturing June 1, 2022 |
388 | 389,458 | ||||||
Convatec, Inc. |
||||||||
Term Loan, 4.55%, (3 mo. USD LIBOR + 2.25%), Maturing October 31, 2023 |
272 | 273,678 | ||||||
CPI Holdco, LLC |
||||||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing March 21, 2024 |
322 | 324,164 | ||||||
CryoLife, Inc. |
||||||||
Term Loan, 6.30%, (3 mo. USD LIBOR + 4.00%), Maturing November 14, 2024 |
224 | 227,524 | ||||||
DaVita HealthCare Partners, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing June 24, 2021 |
768 | 775,619 | ||||||
DJO Finance, LLC |
||||||||
Term Loan, 5.03%, (USD LIBOR + 3.25%), Maturing June 8, 2020(4) |
1,024 | 1,030,042 | ||||||
Envision Healthcare Corporation |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing December 1, 2023 |
1,963 | 1,974,965 | ||||||
Equian, LLC |
||||||||
Term Loan, 5.15%, (3 mo. USD LIBOR + 3.25%), Maturing May 20, 2024 |
298 | 300,299 | ||||||
Genoa, a QoL Healthcare Company, LLC |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing October 28, 2023 |
985 | 992,444 |
13
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
GHX Ultimate Parent Corporation |
||||||||
Term Loan, 5.30%, (3 mo. USD LIBOR + 3.00%), Maturing June 28, 2024 |
323 | $ | 323,974 | |||||
Greatbatch Ltd. |
||||||||
Term Loan, 4.99%, (1 mo. USD LIBOR + 3.25%), Maturing October 27, 2022 |
1,016 | 1,025,323 | ||||||
Grifols Worldwide Operations USA, Inc. |
||||||||
Term Loan, 3.99%, (1 week USD LIBOR + 2.25%), Maturing January 31, 2025 |
1,634 | 1,640,901 | ||||||
Hanger, Inc. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing February 26, 2025 |
500 | 500,625 | ||||||
INC Research, LLC |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing August 1, 2024 |
214 | 215,425 | ||||||
Indivior Finance S.a.r.l. |
||||||||
Term Loan, 6.42%, (3 mo. USD LIBOR + 4.50%), Maturing December 18, 2022 |
1,446 | 1,453,607 | ||||||
Kindred Healthcare, Inc. |
||||||||
Term Loan, 5.25%, (3 mo. USD LIBOR + 3.50%), Maturing April 9, 2021 |
698 | 700,976 | ||||||
Kinetic Concepts, Inc. |
||||||||
Term Loan, 5.55%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2024 |
1,290 | 1,297,830 | ||||||
KUEHG Corp. |
||||||||
Term Loan, 6.05%, (3 mo. USD LIBOR + 3.75%), Maturing August 13, 2022 |
1,450 | 1,462,393 | ||||||
Term Loan - Second Lien, 10.55%, (3 mo. USD LIBOR + 8.25%), Maturing August 18, 2025 |
200 | 203,500 | ||||||
Medical Depot Holdings, Inc. |
||||||||
Term Loan, 7.80%, (3 mo. USD LIBOR + 5.50%), Maturing January 3, 2023 |
339 | 317,023 | ||||||
Medical Solutions, LLC |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing June 9, 2024 |
374 | 375,628 | ||||||
MPH Acquisition Holdings, LLC |
||||||||
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing June 7, 2023 |
1,698 | 1,708,255 | ||||||
National Mentor Holdings, Inc. |
||||||||
Term Loan, 5.30%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2021 |
510 | 512,231 | ||||||
Navicure, Inc. |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing November 1, 2024 |
299 | 301,120 | ||||||
New Millennium Holdco, Inc. |
||||||||
Term Loan, 8.38%, (1 mo. USD LIBOR + 6.50%), Maturing December 21, 2020 |
295 | 101,521 | ||||||
Opal Acquisition, Inc. |
||||||||
Term Loan, 6.03%, (3 mo. USD LIBOR + 4.00%), Maturing November 27, 2020 |
1,550 | 1,472,666 | ||||||
Ortho-Clinical Diagnostics S.A. |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing June 30, 2021 |
1,636 | 1,651,441 | ||||||
Parexel International Corporation |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024 |
1,269 | 1,270,528 | ||||||
Press Ganey Holdings, Inc. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing October 21, 2023 |
370 | 372,781 | ||||||
Prospect Medical Holdings, Inc. |
||||||||
Term Loan, 7.19%, (1 mo. USD LIBOR + 5.50%), Maturing February 22, 2024 |
575 | 576,438 | ||||||
Quintiles IMS Incorporated |
||||||||
Term Loan, 4.30%, (3 mo. USD LIBOR + 2.00%), Maturing March 7, 2024 |
694 | 698,703 | ||||||
Term Loan, 4.30%, (3 mo. USD LIBOR + 2.00%), Maturing January 17, 2025 |
473 | 475,481 | ||||||
RadNet, Inc. |
||||||||
Term Loan, 5.22%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2023 |
720 | 729,935 | ||||||
Select Medical Corporation |
||||||||
Term Loan, 4.46%, (3 mo. USD LIBOR + 2.75%), Maturing March 1, 2021 |
792 | 797,445 | ||||||
Sotera Health Holdings, LLC |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing May 15, 2022 |
416 | 417,659 |
14
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Surgery Center Holdings, Inc. |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing September 2, 2024 |
473 | $ | 472,994 | |||||
Team Health Holdings, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024 |
990 | 950,400 | ||||||
Tecomet, Inc. |
||||||||
Term Loan, 5.28%, (3 mo. USD LIBOR + 3.50%), Maturing May 1, 2024 |
372 | 376,065 | ||||||
U.S. Anesthesia Partners, Inc. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024 |
546 | 549,663 | ||||||
Wink Holdco, Inc. |
||||||||
Term Loan, 4.66%, (1 mo. USD LIBOR + 3.00%), Maturing December 2, 2024 |
224 | 223,946 | ||||||
|
|
|||||||
$ | 38,346,840 | |||||||
|
|
|||||||
Home Furnishings 1.0% |
||||||||
Bright Bidco B.V. |
||||||||
Term Loan, 5.73%, (USD LIBOR + 3.50%), Maturing June 30, 2024(4) |
670 | $ | 680,685 | |||||
Serta Simmons Bedding, LLC |
||||||||
Term Loan, 5.22%, (3 mo. USD LIBOR + 3.50%), Maturing November 8, 2023 |
2,153 | 1,968,878 | ||||||
|
|
|||||||
$ | 2,649,563 | |||||||
|
|
|||||||
Industrial Equipment 5.3% |
||||||||
Apex Tool Group, LLC |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2022 |
1,168 | $ | 1,168,843 | |||||
Clark Equipment Company |
||||||||
Term Loan, 4.30%, (3 mo. USD LIBOR + 2.00%), Maturing May 18, 2024 |
984 | 986,170 | ||||||
Coherent Holding GmbH |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 2.25%, Floor 0.75%), Maturing November 7, 2023 |
EUR | 336 | 416,033 | |||||
Delachaux S.A. |
||||||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing October 28, 2021 |
184 | 184,955 | ||||||
DexKo Global, Inc. |
||||||||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024 |
EUR | 15 | 18,454 | |||||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024 |
EUR | 37 | 46,135 | |||||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024(2) |
EUR | 135 | 165,975 | |||||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024(2) |
EUR | 338 | 414,937 | |||||
Term Loan, 5.80%, (2 mo. USD LIBOR + 3.50%), Maturing July 24, 2024 |
399 | 402,741 | ||||||
DXP Enterprises, Inc. |
||||||||
Term Loan, 7.38%, (1 mo. USD LIBOR + 5.50%), Maturing August 29, 2023 |
249 | 249,838 | ||||||
Engineered Machinery Holdings, Inc. |
||||||||
Term Loan, 5.55%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024 |
150 | 149,968 | ||||||
EWT Holdings III Corp. |
||||||||
Term Loan, 5.30%, (3 mo. USD LIBOR + 3.00%), Maturing December 20, 2024 |
717 | 722,609 | ||||||
Filtration Group Corporation |
||||||||
Term Loan, Maturing February 27, 2025(6) |
EUR | 175 | 214,790 | |||||
Term Loan, Maturing March 27, 2025(6) |
775 | 778,391 | ||||||
Gardner Denver, Inc. |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing July 30, 2024 |
EUR | 192 | 235,481 | |||||
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing July 30, 2024 |
622 | 625,719 | ||||||
Gates Global, LLC |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing April 1, 2024 |
EUR | 421 | 517,239 | |||||
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing April 1, 2024 |
2,139 | 2,153,580 | ||||||
Hayward Industries, Inc. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024 |
224 | 225,134 |
15
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Milacron, LLC |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2023 |
1,325 | $ | 1,330,748 | |||||
Paladin Brands Holding, Inc. |
||||||||
Term Loan, 7.80%, (3 mo. USD LIBOR + 5.50%), Maturing August 15, 2022 |
587 | 593,896 | ||||||
Pro Mach Group, Inc. |
||||||||
Term Loan, 5.03%, (3 mo. USD LIBOR + 3.00%), Maturing March 7, 2025 |
125 | 125,346 | ||||||
Rexnord, LLC |
||||||||
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.25%), Maturing August 21, 2024 |
933 | 939,604 | ||||||
Robertshaw US Holding Corp. |
||||||||
Term Loan, 5.44%, (1 mo. USD LIBOR + 3.50%), Maturing February 19, 2025 |
475 | 479,750 | ||||||
Signode Industrial Group US, Inc. |
||||||||
Term Loan, 5.42%, (3 mo. USD LIBOR + 2.75%), Maturing May 4, 2021 |
418 | 417,060 | ||||||
Tank Holding Corp. |
||||||||
Term Loan, 5.19%, (1 mo. USD LIBOR + 3.50%), Maturing March 17, 2022 |
327 | 329,208 | ||||||
Thermon Industries, Inc. |
||||||||
Term Loan, 5.41%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2024 |
158 | 158,878 | ||||||
Wittur GmbH |
||||||||
Term Loan, 5.00%, (3 mo. EURIBOR + 4.00%, Floor 1.00%), Maturing March 31, 2022 |
EUR | 450 | 558,962 | |||||
|
|
|||||||
$ | 14,610,444 | |||||||
|
|
|||||||
Insurance 4.5% |
||||||||
Alliant Holdings I, Inc. |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing August 12, 2022 |
1,145 | $ | 1,153,452 | |||||
AmWINS Group, Inc. |
||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024 |
1,037 | 1,043,809 | ||||||
Asurion, LLC |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing August 4, 2022 |
2,368 | 2,384,253 | ||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing November 3, 2023 |
1,001 | 1,009,186 | ||||||
Term Loan - Second Lien, 7.88%, (1 mo. USD LIBOR + 6.00%), Maturing August 4, 2025 |
775 | 797,766 | ||||||
Cunningham Lindsey U.S., Inc. |
||||||||
Term Loan, 6.05%, (3 mo. USD LIBOR + 3.75%), Maturing December 10, 2019 |
885 | 884,223 | ||||||
Financiere CEP |
||||||||
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing December 13, 2024 |
EUR | 250 | 304,069 | |||||
Hub International Limited |
||||||||
Term Loan, 4.84%, (3 mo. USD LIBOR + 3.00%), Maturing October 2, 2020 |
1,858 | 1,869,298 | ||||||
NFP Corp. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing January 8, 2024 |
943 | 946,751 | ||||||
Sedgwick Claims Management Services, Inc. |
||||||||
Term Loan, Maturing March 1, 2021(6) |
525 | 525,262 | ||||||
USI, Inc. |
||||||||
Term Loan, 5.30%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024 |
1,343 | 1,348,959 | ||||||
|
|
|||||||
$ | 12,267,028 | |||||||
|
|
|||||||
Leisure Goods/Activities/Movies 5.7% |
||||||||
AMC Entertainment, Inc. |
||||||||
Term Loan, 4.03%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2022 |
1,026 | $ | 1,030,133 | |||||
Term Loan, 4.03%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2023 |
248 | 248,312 | ||||||
Ancestry.com Operations, Inc. |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing October 19, 2023 |
1,404 | 1,412,120 | ||||||
Bombardier Recreational Products, Inc. |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2023 |
2,093 | 2,113,023 |
16
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
CDS U.S. Intermediate Holdings, Inc. |
||||||||
Term Loan, 6.05%, (3 mo. USD LIBOR + 3.75%), Maturing July 8, 2022 |
542 | $ | 543,701 | |||||
ClubCorp Club Operations, Inc. |
||||||||
Term Loan, 5.55%, (3 mo. USD LIBOR + 3.25%), Maturing September 18, 2024 |
857 | 863,439 | ||||||
Crown Finance US, Inc. |
||||||||
Term Loan, 2.63%, (1 mo. EURIBOR + 2.63%), Maturing February 28, 2025 |
EUR | 400 | 492,180 | |||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing February 28, 2025 |
975 | 974,939 | ||||||
Delta 2 (LUX) S.a.r.l. |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2024 |
747 | 749,676 | ||||||
Emerald Expositions Holding, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024 |
546 | 551,675 | ||||||
Etraveli Holding AB |
||||||||
Term Loan, 4.75%, (3 mo. EURIBOR + 4.75%), Maturing November 24, 2024 |
EUR | 375 | 461,419 | |||||
Lindblad Expeditions, Inc. |
||||||||
Term Loan, 5.95%, (6 mo. USD LIBOR + 3.50%), Maturing March 21, 2025 |
100 | 101,331 | ||||||
Term Loan, 5.95%, (6 mo. USD LIBOR + 3.50%), Maturing March 21, 2025 |
779 | 785,328 | ||||||
Live Nation Entertainment, Inc. |
||||||||
Term Loan, 3.69%, (1 mo. USD LIBOR + 1.75%), Maturing October 31, 2023 |
1,229 | 1,238,116 | ||||||
Match Group, Inc. |
||||||||
Term Loan, 4.29%, (1 mo. USD LIBOR + 2.50%), Maturing November 16, 2022 |
241 | 242,430 | ||||||
Sabre GLBL, Inc. |
||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.00%), Maturing February 22, 2024 |
474 | 476,356 | ||||||
SeaWorld Parks & Entertainment, Inc. |
||||||||
Term Loan, 5.30%, (3 mo. USD LIBOR + 3.00%), Maturing March 31, 2024 |
821 | 818,930 | ||||||
SRAM, LLC |
||||||||
Term Loan, 5.13%, (2 mo. USD LIBOR + 3.25%), Maturing March 15, 2024 |
855 | 857,405 | ||||||
Steinway Musical Instruments, Inc. |
||||||||
Term Loan, 5.54%, (1 mo. USD LIBOR + 3.75%), Maturing February 13, 2025 |
425 | 428,719 | ||||||
UFC Holdings, LLC |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023 |
691 | 695,894 | ||||||
WMG Acquisition Corp. |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing November 1, 2023 |
464 | 466,758 | ||||||
|
|
|||||||
$ | 15,551,884 | |||||||
|
|
|||||||
Lodging and Casinos 6.0% |
||||||||
Amaya Holdings B.V. |
||||||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing August 1, 2021 |
2,113 | $ | 2,125,820 | |||||
Term Loan - Second Lien, 9.30%, (3 mo. USD LIBOR + 7.00%), Maturing August 1, 2022 |
452 | 454,271 | ||||||
Aristocrat Leisure Limited |
||||||||
Term Loan, 3.74%, (3 mo. USD LIBOR + 2.00%), Maturing October 19, 2024 |
574 | 577,147 | ||||||
Boyd Gaming Corporation |
||||||||
Term Loan, 4.24%, (1 week USD LIBOR + 2.50%), Maturing September 15, 2023 |
460 | 462,571 | ||||||
CityCenter Holdings, LLC |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing April 18, 2024 |
943 | 948,252 | ||||||
Cyan Blue Holdco 3 Limited |
||||||||
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing August 23, 2024 |
124 | 124,568 | ||||||
Eldorado Resorts, LLC |
||||||||
Term Loan, 4.13%, (2 mo. USD LIBOR + 2.25%), Maturing April 17, 2024 |
396 | 397,629 | ||||||
ESH Hospitality, Inc. |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing August 30, 2023 |
587 | 591,024 | ||||||
Four Seasons Hotels Limited |
||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.00%), Maturing November 30, 2023 |
444 | 447,033 |
17
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Gateway Casinos & Entertainment Limited |
||||||||
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.00%), Maturing March 13, 2025 |
125 | $ | 126,094 | |||||
Golden Nugget, Inc. |
||||||||
Term Loan, 4.98%, (USD LIBOR + 3.25%), Maturing October 4, 2023(4) |
2,091 | 2,110,814 | ||||||
GVC Holdings PLC |
||||||||
Term Loan, Maturing March 15, 2024(6) |
GBP | 300 | 421,120 | |||||
Term Loan, Maturing March 15, 2024(6) |
525 | 525,820 | ||||||
Term Loan, Maturing March 15, 2024(6) |
EUR | 600 | 737,743 | |||||
Hanjin International Corp. |
||||||||
Term Loan, 4.23%, (3 mo. USD LIBOR + 2.50%), Maturing October 18, 2020 |
250 | 251,563 | ||||||
Hilton Worldwide Finance, LLC |
||||||||
Term Loan, 3.87%, (1 mo. USD LIBOR + 2.00%), Maturing October 25, 2023 |
2,062 | 2,075,739 | ||||||
La Quinta Intermediate Holdings, LLC |
||||||||
Term Loan, 4.72%, (3 mo. USD LIBOR + 3.00%), Maturing April 14, 2021 |
466 | 468,114 | ||||||
MGM Growth Properties Operating Partnership L.P. |
||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.00%), Maturing April 25, 2023 |
907 | 909,786 | ||||||
Playa Resorts Holding B.V. |
||||||||
Term Loan, 5.00%, (3 mo. USD LIBOR + 3.25%), Maturing April 29, 2024 |
1,019 | 1,026,515 | ||||||
Tropicana Entertainment, Inc. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing November 27, 2020 |
81 | 81,154 | ||||||
VICI Properties 1, LLC |
||||||||
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.00%), Maturing December 20, 2024 |
1,026 | 1,030,768 | ||||||
Wyndham Hotels & Resorts, Inc. |
||||||||
Term Loan, Maturing March 28, 2025(6) |
625 | 625,000 | ||||||
|
|
|||||||
$ | 16,518,545 | |||||||
|
|
|||||||
Nonferrous Metals/Minerals 1.5% |
||||||||
Dynacast International, LLC |
||||||||
Term Loan, 5.55%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022 |
588 | $ | 592,097 | |||||
Fairmount Santrol, Inc. |
||||||||
Term Loan, 8.30%, (3 mo. USD LIBOR + 6.00%), Maturing November 1, 2022 |
845 | 856,654 | ||||||
Global Brass & Copper, Inc. |
||||||||
Term Loan, 5.19%, (1 mo. USD LIBOR + 3.25%), Maturing July 18, 2023 |
394 | 397,940 | ||||||
Murray Energy Corporation |
||||||||
Term Loan, 9.55%, (3 mo. USD LIBOR + 7.25%), Maturing April 16, 2020 |
934 | 795,971 | ||||||
New Day Aluminum, LLC |
||||||||
Term Loan, 10.00%, (4.00% Cash, 6.00% PIK), Maturing October 28, 2020(3)(7) |
31 | 18,722 | ||||||
Noranda Aluminum Acquisition Corporation |
||||||||
Term Loan, 0.00%, Maturing February 28, 2019(3)(5) |
466 | 40,259 | ||||||
Oxbow Carbon, LLC |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing January 4, 2023 |
296 | 300,323 | ||||||
Term Loan - Second Lien, 9.38%, (1 mo. USD LIBOR + 7.50%), Maturing January 4, 2024 |
350 | 356,125 | ||||||
Rain Carbon GmbH |
||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing January 16, 2025 |
EUR | 450 | 555,779 | |||||
United Central Industrial Supply Company, LLC |
||||||||
Term Loan - Second Lien, 15.00%, (0.00% Cash, 15.00% PIK), Maturing April 9, 2019(3)(7) |
333 | 201,131 | ||||||
|
|
|||||||
$ | 4,115,001 | |||||||
|
|
|||||||
Oil and Gas 2.8% |
||||||||
Ameriforge Group, Inc. |
||||||||
Term Loan, 11.30%, (3 mo. USD LIBOR + 9.00% (10.30% Cash, 1.00% PIK)), Maturing June 8, 2022 |
337 | $ | 365,811 |
18
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
BCP Raptor, LLC |
||||||||
Term Loan, 6.04%, (2 mo. USD LIBOR + 4.25%), Maturing June 24, 2024 |
347 | $ | 350,111 | |||||
Bronco Midstream Funding, LLC |
||||||||
Term Loan, 5.87%, (3 mo. USD LIBOR + 4.00%), Maturing August 15, 2020 |
780 | 789,769 | ||||||
CITGO Petroleum Corporation |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing July 29, 2021 |
460 | 460,711 | ||||||
Delek US Holdings, Inc. |
||||||||
Term Loan, Maturing March 13, 2025(6) |
175 | 175,875 | ||||||
Fieldwood Energy, LLC |
||||||||
DIP Loan, 1.00%, Maturing August 14, 2018(2) |
28 | 28,119 | ||||||
Term Loan, 4.75%, (1 mo. USD LIBOR + 2.88%), Maturing September 28, 2018 |
513 | 512,858 | ||||||
Term Loan, 8.88%, (1 mo. USD LIBOR + 7.00%), Maturing August 31, 2020 |
675 | 675,844 | ||||||
Term Loan, 0.00%, Maturing September 30, 2020(5) |
363 | 343,916 | ||||||
Term Loan - Second Lien, 0.00%, Maturing September 30, 2020(5) |
487 | 98,121 | ||||||
Green Plains Renewable Energy, Inc. |
||||||||
Term Loan, 7.38%, (1 mo. USD LIBOR + 5.50%), Maturing August 18, 2023 |
498 | 504,962 | ||||||
Medallion Midland Acquisition, LLC |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing October 30, 2024 |
299 | 299,998 | ||||||
MEG Energy Corp. |
||||||||
Term Loan, 5.81%, (3 mo. USD LIBOR + 3.50%), Maturing December 31, 2023 |
616 | 616,915 | ||||||
Paragon Offshore Finance Company |
||||||||
Term Loan, 0.00%, Maturing July 18, 2021(3)(5) |
3 | 0 | ||||||
PSC Industrial Holdings Corp. |
||||||||
Term Loan, 6.04%, (1 mo. USD LIBOR + 4.25%), Maturing October 3, 2024 |
349 | 352,616 | ||||||
Term Loan - Second Lien, 10.29%, (1 mo. USD LIBOR + 8.50%), Maturing October 3, 2025 |
200 | 199,000 | ||||||
Sheridan Investment Partners II L.P. |
||||||||
Term Loan, 5.49%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
17 | 14,452 | ||||||
Term Loan, 5.49%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
45 | 38,751 | ||||||
Term Loan, 5.49%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
322 | 278,570 | ||||||
Sheridan Production Partners I, LLC |
||||||||
Term Loan, 5.53%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
57 | 48,647 | ||||||
Term Loan, 5.53%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
94 | 79,643 | ||||||
Term Loan, 5.53%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
709 | 601,045 | ||||||
Ultra Resources, Inc. |
||||||||
Term Loan, 4.76%, (1 mo. USD LIBOR + 3.00%), Maturing April 12, 2024 |
700 | 695,625 | ||||||
|
|
|||||||
$ | 7,531,359 | |||||||
|
|
|||||||
Publishing 1.8% |
||||||||
Ascend Learning, LLC |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024 |
547 | $ | 549,587 | |||||
Getty Images, Inc. |
||||||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing October 18, 2019 |
1,706 | 1,638,040 | ||||||
Harland Clarke Holdings Corp. |
||||||||
Term Loan, 7.05%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023 |
411 | 415,549 | ||||||
Lamar Media Corporation |
||||||||
Term Loan, 3.56%, (1 mo. USD LIBOR + 1.75%), Maturing February 16, 2025 |
250 | 251,667 | ||||||
LSC Communications, Inc. |
||||||||
Term Loan, 7.38%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2022 |
520 | 525,200 | ||||||
Merrill Communications, LLC |
||||||||
Term Loan, 7.02%, (3 mo. USD LIBOR + 5.25%), Maturing June 1, 2022 |
262 | 265,779 |
19
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Multi Color Corporation |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing October 31, 2024 |
150 | $ | 150,607 | |||||
ProQuest, LLC |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2021 |
800 | 812,904 | ||||||
Tweddle Group, Inc. |
||||||||
Term Loan, 7.77%, (3 mo. USD LIBOR + 6.00%), Maturing October 24, 2022 |
375 | 318,750 | ||||||
|
|
|||||||
$ | 4,928,083 | |||||||
|
|
|||||||
Radio and Television 4.6% |
||||||||
ALM Media Holdings, Inc. |
||||||||
Term Loan, 6.80%, (3 mo. USD LIBOR + 4.50%), Maturing July 31, 2020 |
205 | $ | 176,569 | |||||
CBS Radio, Inc. |
||||||||
Term Loan, 4.62%, (3 mo. USD LIBOR + 2.75%), Maturing November 17, 2024 |
757 | 761,086 | ||||||
Cumulus Media Holdings, Inc. |
||||||||
Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing December 23, 2020 |
1,953 | 1,671,972 | ||||||
E.W. Scripps Company (The) |
||||||||
Term Loan, 6.00%, (3 mo. USD Prime + 1.25%), Maturing October 2, 2024 |
174 | 174,996 | ||||||
Entravision Communications Corporation |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024 |
522 | 523,354 | ||||||
Gray Television, Inc. |
||||||||
Term Loan, 3.92%, (1 mo. USD LIBOR + 2.25%), Maturing February 7, 2024 |
123 | 124,119 | ||||||
Hubbard Radio, LLC |
||||||||
Term Loan, Maturing March 14, 2025(6) |
75 | 75,492 | ||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025 |
245 | 246,952 | ||||||
iHeartCommunications, Inc. |
||||||||
Term Loan, 0.00%, Maturing January 30, 2019(5) |
1,066 | 852,357 | ||||||
Term Loan, 0.00%, Maturing July 30, 2019(5) |
182 | 145,147 | ||||||
Mission Broadcasting, Inc. |
||||||||
Term Loan, 4.16%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024 |
161 | 161,865 | ||||||
Nexstar Broadcasting, Inc. |
||||||||
Term Loan, 4.16%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024 |
1,252 | 1,257,297 | ||||||
Radio Systems Corporation |
||||||||
Term Loan, 5.14%, (1 mo. USD LIBOR + 3.25%), Maturing May 2, 2024 |
199 | 199,679 | ||||||
Raycom TV Broadcasting, LLC |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing August 23, 2024 |
522 | 523,681 | ||||||
Sinclair Television Group, Inc. |
||||||||
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.25%), Maturing January 3, 2024 |
261 | 262,812 | ||||||
Term Loan, Maturing December 12, 2024(6) |
1,425 | 1,434,077 | ||||||
Univision Communications, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024 |
4,116 | 4,057,512 | ||||||
|
|
|||||||
$ | 12,648,967 | |||||||
|
|
|||||||
Retailers (Except Food and Drug) 6.1% |
||||||||
Ascena Retail Group, Inc. |
||||||||
Term Loan, 6.44%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022 |
972 | $ | 864,876 | |||||
Bass Pro Group, LLC |
||||||||
Term Loan, 6.88%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024 |
622 | 616,667 | ||||||
BJs Wholesale Club, Inc. |
||||||||
Term Loan, 5.19%, (1 mo. USD LIBOR + 3.50%), Maturing February 3, 2024 |
471 | 471,652 | ||||||
CDW, LLC |
||||||||
Term Loan, 4.31%, (3 mo. USD LIBOR + 2.00%), Maturing August 17, 2023 |
2,615 | 2,625,444 | ||||||
Coinamatic Canada, Inc. |
||||||||
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022 |
22 | 21,880 |
20
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Davids Bridal, Inc. |
||||||||
Term Loan, 6.31%, (3 mo. USD LIBOR + 4.00%), Maturing October 11, 2019 |
985 | $ | 848,196 | |||||
Evergreen Acqco 1 L.P. |
||||||||
Term Loan, 5.49%, (3 mo. USD LIBOR + 3.75%), Maturing July 9, 2019 |
1,066 | 1,027,976 | ||||||
Global Appliance, Inc. |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024 |
473 | 480,299 | ||||||
Go Wireless, Inc. |
||||||||
Term Loan, 8.38%, (1 mo. USD LIBOR + 6.50%), Maturing December 22, 2024 |
346 | 345,481 | ||||||
Harbor Freight Tools USA, Inc. |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2023 |
200 | 200,012 | ||||||
J. Crew Group, Inc. |
||||||||
Term Loan, 5.10%, (USD LIBOR + 3.00%), Maturing March 5, 2021(3)(4) |
1,418 | 912,220 | ||||||
LSF9 Atlantis Holdings, LLC |
||||||||
Term Loan, 7.69%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023 |
466 | 460,850 | ||||||
Mens Wearhouse, Inc. (The) |
||||||||
Term Loan, 5.20%, (USD LIBOR + 3.50%), Maturing June 18, 2021(4) |
636 | 638,404 | ||||||
Michaels Stores, Inc. |
||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.75%), Maturing January 30, 2023 |
864 | 869,107 | ||||||
Neiman Marcus Group Ltd., LLC |
||||||||
Term Loan, 4.94%, (1 mo. USD LIBOR + 3.25%), Maturing October 25, 2020 |
1,023 | 886,332 | ||||||
Party City Holdings, Inc. |
||||||||
Term Loan, 4.49%, (USD LIBOR + 2.75%), Maturing August 19, 2022(4) |
574 | 576,492 | ||||||
PetSmart, Inc. |
||||||||
Term Loan, 4.68%, (1 mo. USD LIBOR + 3.00%), Maturing March 11, 2022 |
1,988 | 1,600,685 | ||||||
PFS Holding Corporation |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2021 |
1,042 | 703,532 | ||||||
Pier 1 Imports (U.S.), Inc. |
||||||||
Term Loan, 5.95%, (6 mo. USD LIBOR + 3.50%), Maturing April 30, 2021 |
241 | 229,195 | ||||||
Staples, Inc. |
||||||||
Term Loan, 5.79%, (3 mo. USD LIBOR + 4.00%), Maturing September 12, 2024 |
299 | 297,006 | ||||||
Toys R Us Property Company I, LLC |
||||||||
Term Loan, 0.00%, Maturing August 21, 2019(5) |
1,151 | 959,904 | ||||||
Vivid Seats Ltd. |
||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2024 |
994 | 996,849 | ||||||
|
|
|||||||
$ | 16,633,059 | |||||||
|
|
|||||||
Steel 1.0% |
||||||||
Atkore International, Inc. |
||||||||
Term Loan, 5.06%, (3 mo. USD LIBOR + 2.75%), Maturing December 22, 2023 |
673 | $ | 678,615 | |||||
GrafTech Finance, Inc. |
||||||||
Term Loan, 5.24%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2025 |
875 | 876,094 | ||||||
Neenah Foundry Company |
||||||||
Term Loan, 8.39%, (2 mo. USD LIBOR + 6.50%), Maturing December 13, 2022 |
395 | 404,381 | ||||||
Phoenix Services International, LLC |
||||||||
Term Loan, 5.41%, (1 mo. USD LIBOR + 3.75%), Maturing March 1, 2025 |
400 | 402,500 | ||||||
Zekelman Industries, Inc. |
||||||||
Term Loan, 5.00%, (3 mo. USD LIBOR + 2.75%), Maturing June 14, 2021 |
344 | 345,996 | ||||||
|
|
|||||||
$ | 2,707,586 | |||||||
|
|
|||||||
Surface Transport 0.8% |
||||||||
Agro Merchants NAI Holdings, LLC |
||||||||
Term Loan, 6.05%, (3 mo. USD LIBOR + 3.75%), Maturing December 6, 2024 |
175 | $ | 176,320 |
21
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Hertz Corporation (The) |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2023 |
489 | $ | 489,628 | |||||
Kenan Advantage Group, Inc. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022 |
54 | 54,703 | ||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022 |
179 | 179,885 | ||||||
PODS, LLC |
||||||||
Term Loan, 4.71%, (1 mo. USD LIBOR + 3.00%), Maturing December 6, 2024 |
274 | 275,791 | ||||||
Stena International S.a.r.l. |
||||||||
Term Loan, 5.31%, (3 mo. USD LIBOR + 3.00%), Maturing March 3, 2021 |
720 | 691,200 | ||||||
XPO Logistics, Inc. |
||||||||
Term Loan, 3.92%, (3 mo. USD LIBOR + 2.00%), Maturing February 24, 2025 |
275 | 276,324 | ||||||
|
|
|||||||
$ | 2,143,851 | |||||||
|
|
|||||||
Telecommunications 5.4% |
||||||||
CenturyLink, Inc. |
||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.75%), Maturing January 31, 2025 |
2,469 | $ | 2,434,096 | |||||
Colorado Buyer, Inc. |
||||||||
Term Loan, 4.78%, (3 mo. USD LIBOR + 3.00%), Maturing May 1, 2024 |
397 | 397,951 | ||||||
Consolidated Communications, Inc. |
||||||||
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2023 |
520 | 513,661 | ||||||
Digicel International Finance Limited |
||||||||
Term Loan, 5.02%, (3 mo. USD LIBOR + 3.25%), Maturing May 28, 2024 |
871 | 867,905 | ||||||
eircom Finco S.a.r.l. |
||||||||
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing April 19, 2024 |
EUR | 1,000 | 1,230,450 | |||||
Frontier Communications Corp. |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing June 15, 2024 |
918 | 907,734 | ||||||
Gamma Infrastructure III B.V. |
||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing December 28, 2024 |
EUR | 375 | 462,428 | |||||
Global Eagle Entertainment, Inc. |
||||||||
Term Loan, 9.36%, (6 mo. USD LIBOR + 7.50%), Maturing January 6, 2023 |
1,005 | 1,050,151 | ||||||
Intelsat Jackson Holdings S.A. |
||||||||
Term Loan, 6.46%, (3 mo. USD LIBOR + 4.50%), Maturing January 14, 2024 |
850 | 877,979 | ||||||
IPC Corp. |
||||||||
Term Loan, 6.28%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021 |
557 | 547,123 | ||||||
Mitel Networks Corporation |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing September 25, 2023 |
224 | 225,834 | ||||||
Onvoy, LLC |
||||||||
Term Loan, 6.80%, (3 mo. USD LIBOR + 4.50%), Maturing February 10, 2024 |
842 | 814,151 | ||||||
Sprint Communications, Inc. |
||||||||
Term Loan, 4.44%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024 |
1,658 | 1,660,582 | ||||||
Syniverse Holdings, Inc. |
||||||||
Term Loan, 6.72%, (3 mo. USD LIBOR + 5.00%), Maturing March 9, 2023 |
475 | 481,308 | ||||||
Telesat Canada |
||||||||
Term Loan, 5.31%, (3 mo. USD LIBOR + 3.00%), Maturing November 17, 2023 |
2,266 | 2,279,690 | ||||||
|
|
|||||||
$ | 14,751,043 | |||||||
|
|
|||||||
Utilities 2.7% |
||||||||
Calpine Construction Finance Company L.P. |
||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2025 |
444 | $ | 446,231 | |||||
Calpine Corporation |
||||||||
Term Loan, 4.81%, (3 mo. USD LIBOR + 2.50%), Maturing January 15, 2024 |
1,507 | 1,513,970 | ||||||
Dayton Power & Light Company (The) |
||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.00%), Maturing August 24, 2022 |
272 | 273,005 |
22
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||
Granite Acquisition, Inc. |
||||||||
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021 |
1,186 | $ | 1,204,358 | |||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021 |
54 | 54,563 | ||||||
Invenergy Thermal Operating I, LLC |
||||||||
Term Loan, 7.80%, (3 mo. USD LIBOR + 5.50%), Maturing October 19, 2022 |
489 | 469,544 | ||||||
Lightstone Generation, LLC |
||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024 |
45 | 45,233 | ||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024 |
708 | 712,362 | ||||||
Lonestar Generation, LLC |
||||||||
Term Loan, 6.01%, (3 mo. USD LIBOR + 4.25%), Maturing February 22, 2021 |
556 | 552,781 | ||||||
Longview Power, LLC |
||||||||
Term Loan, 7.78%, (3 mo. USD LIBOR + 6.00%), Maturing April 13, 2021 |
1,337 | 1,113,209 | ||||||
Talen Energy Supply, LLC |
||||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.00%), Maturing July 15, 2023 |
546 | 539,041 | ||||||
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.00%), Maturing April 15, 2024 |
346 | 340,613 | ||||||
|
|
|||||||
$ | 7,264,910 | |||||||
|
|
|||||||
Total Senior Floating-Rate Loans |
$ | 385,820,319 | ||||||
|
|
|||||||
Corporate Bonds & Notes 5.3% |
||||||||
Security | Principal Amount* (000s omitted) |
Value | ||||||
Aerospace and Defense 0.0%(8) |
||||||||
Huntington Ingalls Industries, Inc. |
||||||||
5.00%, 11/15/25(9) |
5 | $ | 5,280 | |||||
Orbital ATK, Inc. |
||||||||
5.25%, 10/1/21 |
20 | 20,475 | ||||||
TransDigm, Inc. |
||||||||
6.00%, 7/15/22 |
30 | 30,675 | ||||||
6.50%, 7/15/24 |
30 | 30,825 | ||||||
|
|
|||||||
$ | 87,255 | |||||||
|
|
|||||||
Automotive 0.0%(8) |
||||||||
General Motors Financial Co., Inc. |
||||||||
3.25%, 5/15/18 |
5 | $ | 5,002 | |||||
|
|
|||||||
$ | 5,002 | |||||||
|
|
|||||||
Building and Development 0.1% |
||||||||
Builders FirstSource, Inc. |
||||||||
5.625%, 9/1/24(9) |
5 | $ | 5,044 | |||||
Hillman Group, Inc. (The) |
||||||||
6.375%, 7/15/22(9) |
20 | 19,400 | ||||||
Reliance Intermediate Holdings, L.P. |
||||||||
6.50%, 4/1/23(9) |
50 | 52,060 | ||||||
Standard Industries, Inc. |
||||||||
6.00%, 10/15/25(9) |
30 | 30,900 | ||||||
TRI Pointe Group, Inc./TRI Pointe Homes, Inc. |
||||||||
4.375%, 6/15/19 |
20 | 20,150 | ||||||
5.875%, 6/15/24 |
25 | 25,492 | ||||||
|
|
|||||||
$ | 153,046 | |||||||
|
|
23
Security | Principal Amount* (000s omitted) |
Value | ||||||
Business Equipment and Services 0.3% |
||||||||
First Data Corp. |
||||||||
7.00%, 12/1/23(9) |
65 | $ | 68,494 | |||||
5.00%, 1/15/24(9) |
10 | 10,038 | ||||||
FTI Consulting, Inc. |
||||||||
6.00%, 11/15/22 |
20 | 20,600 | ||||||
ServiceMaster Co., LLC (The) |
||||||||
7.45%, 8/15/27 |
20 | 21,650 | ||||||
Solera, LLC/Solera Finance, Inc. |
||||||||
10.50%, 3/1/24(9) |
10 | 11,175 | ||||||
Travelport Corporate Finance PLC |
||||||||
6.00%, 3/15/26(9) |
650 | 654,062 | ||||||
|
|
|||||||
$ | 786,019 | |||||||
|
|
|||||||
Cable and Satellite Television 0.2% |
||||||||
Cablevision Systems Corp. |
||||||||
5.875%, 9/15/22 |
5 | $ | 4,974 | |||||
CCO Holdings, LLC/CCO Holdings Capital Corp. |
||||||||
5.25%, 9/30/22 |
80 | 81,351 | ||||||
5.75%, 1/15/24 |
5 | 5,087 | ||||||
5.375%, 5/1/25(9) |
40 | 39,500 | ||||||
5.75%, 2/15/26(9) |
20 | 19,950 | ||||||
CSC Holdings, LLC |
||||||||
5.25%, 6/1/24 |
5 | 4,769 | ||||||
DISH DBS Corp. |
||||||||
6.75%, 6/1/21 |
50 | 50,625 | ||||||
5.875%, 7/15/22 |
15 | 14,381 | ||||||
Virgin Media Secured Finance PLC |
||||||||
5.50%, 1/15/25(9) |
275 | 269,156 | ||||||
|
|
|||||||
$ | 489,793 | |||||||
|
|
|||||||
Chemicals and Plastics 0.6% |
||||||||
Avantor, Inc. |
||||||||
6.00%, 10/1/24(9) |
675 | $ | 673,312 | |||||
Hexion, Inc. |
||||||||
6.625%, 4/15/20 |
900 | 843,750 | ||||||
Platform Specialty Products Corp. |
||||||||
6.50%, 2/1/22(9) |
20 | 20,375 | ||||||
Tronox Finance, LLC |
||||||||
7.50%, 3/15/22(9) |
10 | 10,381 | ||||||
W.R. Grace & Co. |
||||||||
5.125%, 10/1/21(9) |
15 | 15,394 | ||||||
5.625%, 10/1/24(9) |
5 | 5,169 | ||||||
|
|
|||||||
$ | 1,568,381 | |||||||
|
|
|||||||
Conglomerates 0.0%(8) |
||||||||
Spectrum Brands, Inc. |
||||||||
6.625%, 11/15/22 |
20 | $ | 20,700 | |||||
5.75%, 7/15/25 |
30 | 30,750 | ||||||
|
|
|||||||
$ | 51,450 | |||||||
|
|
|||||||
Consumer Products 0.0%(8) |
||||||||
Central Garden & Pet Co. |
||||||||
6.125%, 11/15/23 |
15 | $ | 15,731 | |||||
|
|
|||||||
$ | 15,731 | |||||||
|
|
24
Security | Principal Amount* (000s omitted) |
Value | ||||||
Containers and Glass Products 0.9% |
||||||||
Berry Global, Inc. |
||||||||
6.00%, 10/15/22 |
10 | $ | 10,362 | |||||
Owens-Brockway Glass Container, Inc. |
||||||||
5.875%, 8/15/23(9) |
15 | 15,553 | ||||||
6.375%, 8/15/25(9) |
5 | 5,288 | ||||||
Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC |
||||||||
5.75%, 10/15/20 |
1,914 | 1,940,305 | ||||||
5.22%, (3 mo. USD LIBOR + 3.50%), 7/15/21(9)(10) |
450 | 456,750 | ||||||
|
|
|||||||
$ | 2,428,258 | |||||||
|
|
|||||||
Distribution & Wholesale 0.0%(8) |
||||||||
American Tire Distributors, Inc. |
||||||||
10.25%, 3/1/22(9) |
30 | $ | 30,788 | |||||
|
|
|||||||
$ | 30,788 | |||||||
|
|
|||||||
Drugs 0.7% |
||||||||
Jaguar Holding Co. II/Pharmaceutical Product Development, LLC |
||||||||
6.375%, 8/1/23(9) |
45 | $ | 45,619 | |||||
Valeant Pharmaceuticals International, Inc. |
||||||||
7.50%, 7/15/21(9) |
25 | 25,281 | ||||||
5.625%, 12/1/21(9) |
10 | 9,588 | ||||||
6.50%, 3/15/22(9) |
404 | 418,645 | ||||||
7.00%, 3/15/24(9) |
525 | 549,281 | ||||||
5.50%, 11/1/25(9) |
850 | 830,662 | ||||||
|
|
|||||||
$ | 1,879,076 | |||||||
|
|
|||||||
Ecological Services and Equipment 0.0%(8) |
||||||||
Clean Harbors, Inc. |
||||||||
5.125%, 6/1/21 |
30 | $ | 30,450 | |||||
Covanta Holding Corp. |
||||||||
5.875%, 3/1/24 |
10 | 9,825 | ||||||
|
|
|||||||
$ | 40,275 | |||||||
|
|
|||||||
Electric Utilities 0.0%(8) |
||||||||
NRG Yield Operating, LLC |
||||||||
5.375%, 8/15/24 |
10 | $ | 10,088 | |||||
5.00%, 9/15/26 |
10 | 9,875 | ||||||
|
|
|||||||
$ | 19,963 | |||||||
|
|
|||||||
Electronics/Electrical 0.0%(8) |
||||||||
Anixter, Inc. |
||||||||
5.50%, 3/1/23 |
20 | $ | 20,775 | |||||
Infor (US), Inc. |
||||||||
6.50%, 5/15/22 |
25 | 25,563 | ||||||
SS&C Technologies Holdings, Inc. |
||||||||
5.875%, 7/15/23 |
25 | 26,462 | ||||||
|
|
|||||||
$ | 72,800 | |||||||
|
|
|||||||
Equipment Leasing 0.1% |
||||||||
International Lease Finance Corp. |
||||||||
7.125%, 9/1/18(9) |
175 | $ | 177,932 | |||||
|
|
|||||||
$ | 177,932 | |||||||
|
|
|||||||
Financial Intermediaries 0.0%(8) |
||||||||
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp. |
||||||||
6.25%, 2/1/22 |
15 | $ | 15,300 |
25
Security | Principal Amount* (000s omitted) |
Value | ||||||
JPMorgan Chase & Co. |
||||||||
Series S, 6.75% to 2/1/24(11)(12) |
35 | $ | 38,229 | |||||
Navient Corp. |
||||||||
5.50%, 1/15/19 |
45 | 45,607 | ||||||
5.00%, 10/26/20 |
10 | 10,088 | ||||||
|
|
|||||||
$ | 109,224 | |||||||
|
|
|||||||
Food Products 0.1% |
||||||||
Dean Foods Co. |
||||||||
6.50%, 3/15/23(9) |
15 | $ | 14,306 | |||||
Iceland Bondco PLC |
||||||||
4.772%, (3 mo. GBP LIBOR + 4.25%), 7/15/20(9)(10) |
GBP | 127 | 178,026 | |||||
Post Holdings, Inc. |
||||||||
8.00%, 7/15/25(9) |
5 | 5,631 | ||||||
|
|
|||||||
$ | 197,963 | |||||||
|
|
|||||||
Food Service 0.0%(8) |
||||||||
1011778 B.C. Unlimited Liability Company/New Red Finance, Inc. |
||||||||
4.625%, 1/15/22(9) |
25 | $ | 25,125 | |||||
Yum! Brands, Inc. |
||||||||
5.30%, 9/15/19 |
5 | 5,150 | ||||||
|
|
|||||||
$ | 30,275 | |||||||
|
|
|||||||
Health Care 0.7% |
||||||||
Centene Corp. |
||||||||
4.75%, 5/15/22 |
10 | $ | 10,175 | |||||
CHS/Community Health Systems, Inc. |
||||||||
6.25%, 3/31/23 |
725 | 671,531 | ||||||
Envision Healthcare Corp. |
||||||||
5.625%, 7/15/22 |
10 | 10,095 | ||||||
6.25%, 12/1/24(9) |
10 | 10,375 | ||||||
HCA Healthcare, Inc. |
||||||||
6.25%, 2/15/21 |
40 | 42,100 | ||||||
HCA, Inc. |
||||||||
6.50%, 2/15/20 |
10 | 10,512 | ||||||
5.875%, 2/15/26 |
10 | 10,200 | ||||||
Hologic, Inc. |
||||||||
4.375%, 10/15/25(9) |
10 | 9,675 | ||||||
inVentiv Group Holdings, Inc./inVentiv Health, Inc./inVentiv Health Clinical, Inc. |
||||||||
7.50%, 10/1/24(9) |
9 | 9,608 | ||||||
RegionalCare Hospital Partners Holdings, Inc. |
||||||||
8.25%, 5/1/23(9) |
850 | 888,250 | ||||||
Teleflex, Inc. |
||||||||
5.25%, 6/15/24 |
10 | 10,275 | ||||||
Tenet Healthcare Corp. |
||||||||
6.00%, 10/1/20 |
20 | 20,750 | ||||||
4.375%, 10/1/21 |
300 | 296,250 | ||||||
8.125%, 4/1/22 |
30 | 31,387 | ||||||
6.75%, 6/15/23 |
5 | 4,913 | ||||||
|
|
|||||||
$ | 2,036,096 | |||||||
|
|
|||||||
Insurance 0.0%(8) |
||||||||
Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer |
||||||||
8.25%, 8/1/23(9) |
20 | $ | 20,650 |
26
Security | Principal Amount* (000s omitted) |
Value | ||||||
Hub Holdings, LLC/Hub Holdings Finance, Inc. |
||||||||
8.125%, (8.125% cash or 8.875% PIK), 7/15/19(9)(13) |
20 | $ | 20,050 | |||||
Hub International, Ltd. |
||||||||
7.875%, 10/1/21(9) |
25 | 25,906 | ||||||
|
|
|||||||
$ | 66,606 | |||||||
|
|
|||||||
Internet Software & Services 0.0%(8) |
||||||||
Netflix, Inc. |
||||||||
5.50%, 2/15/22 |
20 | $ | 20,800 | |||||
5.875%, 2/15/25 |
20 | 21,000 | ||||||
Riverbed Technology, Inc. |
||||||||
8.875%, 3/1/23(9) |
15 | 14,306 | ||||||
|
|
|||||||
$ | 56,106 | |||||||
|
|
|||||||
Leisure Goods/Activities/Movies 0.2% |
||||||||
National CineMedia, LLC |
||||||||
6.00%, 4/15/22 |
350 | $ | 355,250 | |||||
Sabre GLBL, Inc. |
||||||||
5.375%, 4/15/23(9) |
10 | 10,138 | ||||||
5.25%, 11/15/23(9) |
20 | 20,306 | ||||||
Viking Cruises, Ltd. |
||||||||
6.25%, 5/15/25(9) |
20 | 20,100 | ||||||
|
|
|||||||
$ | 405,794 | |||||||
|
|
|||||||
Lodging and Casinos 0.1% |
||||||||
ESH Hospitality, Inc. |
||||||||
5.25%, 5/1/25(9) |
15 | $ | 14,630 | |||||
GLP Capital, L.P./GLP Financing II, Inc. |
||||||||
4.875%, 11/1/20 |
35 | 35,810 | ||||||
MGM Growth Properties Operating Partnership, L.P./MGP Finance Co-Issuer, Inc. |
||||||||
5.625%, 5/1/24 |
5 | 5,175 | ||||||
MGM Resorts International |
||||||||
6.625%, 12/15/21 |
40 | 43,250 | ||||||
7.75%, 3/15/22 |
15 | 16,744 | ||||||
6.00%, 3/15/23 |
10 | 10,525 | ||||||
RHP Hotel Properties, L.P./RHP Finance Corp. |
||||||||
5.00%, 4/15/23 |
15 | 15,112 | ||||||
Tunica-Biloxi Gaming Authority |
||||||||
3.78%, 12/15/20(9) |
218 | 60,086 | ||||||
|
|
|||||||
$ | 201,332 | |||||||
|
|
|||||||
Nonferrous Metals/Minerals 0.0%(8) |
||||||||
Eldorado Gold Corp. |
||||||||
6.125%, 12/15/20(9) |
55 | $ | 52,388 | |||||
Imperial Metals Corp. |
||||||||
7.00%, 3/15/19(9) |
10 | 9,250 | ||||||
New Gold, Inc. |
||||||||
6.25%, 11/15/22(9) |
35 | 35,831 | ||||||
|
|
|||||||
$ | 97,469 | |||||||
|
|
|||||||
Oil and Gas 0.3% |
||||||||
Antero Resources Corp. |
||||||||
5.375%, 11/1/21 |
40 | $ | 40,850 | |||||
5.625%, 6/1/23 |
5 | 5,125 |
27
Security | Principal Amount* (000s omitted) |
Value | ||||||
Canbriam Energy, Inc. |
||||||||
9.75%, 11/15/19(9) |
10 | $ | 10,250 | |||||
CITGO Petroleum Corp. |
||||||||
6.25%, 8/15/22(9) |
325 | 323,781 | ||||||
CVR Refining, LLC/Coffeyville Finance, Inc. |
||||||||
6.50%, 11/1/22 |
60 | 61,500 | ||||||
Energy Transfer Equity, L.P. |
||||||||
5.875%, 1/15/24 |
15 | 15,525 | ||||||
Gulfport Energy Corp. |
||||||||
6.625%, 5/1/23 |
15 | 15,225 | ||||||
Matador Resources Co. |
||||||||
6.875%, 4/15/23 |
20 | 20,850 | ||||||
Newfield Exploration Co. |
||||||||
5.625%, 7/1/24 |
65 | 68,900 | ||||||
Parsley Energy, LLC/Parsley Finance Corp. |
||||||||
5.25%, 8/15/25(9) |
5 | 4,981 | ||||||
PBF Logistics, L.P./PBF Logistics Finance Corp. |
||||||||
6.875%, 5/15/23 |
20 | 20,350 | ||||||
RSP Permian, Inc. |
||||||||
6.625%, 10/1/22 |
40 | 41,900 | ||||||
Seven Generations Energy, Ltd. |
||||||||
6.75%, 5/1/23(9) |
25 | 25,937 | ||||||
6.875%, 6/30/23(9) |
15 | 15,638 | ||||||
SM Energy Co. |
||||||||
6.50%, 1/1/23 |
45 | 45,000 | ||||||
Williams Cos., Inc. (The) |
||||||||
4.55%, 6/24/24 |
5 | 5,060 | ||||||
|
|
|||||||
$ | 720,872 | |||||||
|
|
|||||||
Publishing 0.0%(8) |
||||||||
MHGE Parent, LLC/MHGE Parent Finance, Inc. |
||||||||
8.50%, (8.50% cash or 9.25% PIK), 8/1/19(9)(13) |
3 | $ | 2,981 | |||||
Tribune Media Co. |
||||||||
5.875%, 7/15/22 |
20 | 20,375 | ||||||
|
|
|||||||
$ | 23,356 | |||||||
|
|
|||||||
Radio and Television 0.2% |
||||||||
Clear Channel Worldwide Holdings, Inc. |
||||||||
Series A, 6.50%, 11/15/22 |
25 | $ | 25,500 | |||||
Series B, 6.50%, 11/15/22 |
50 | 51,125 | ||||||
iHeartCommunications, Inc. |
||||||||
9.00%, 12/15/19(5) |
451 | 360,236 | ||||||
Nielsen Co. Luxembourg S.a.r.l. (The) |
||||||||
5.50%, 10/1/21(9) |
15 | 15,244 | ||||||
Sirius XM Radio, Inc. |
||||||||
6.00%, 7/15/24(9) |
40 | 41,300 | ||||||
Univision Communications, Inc. |
||||||||
6.75%, 9/15/22(9) |
124 | 128,185 | ||||||
|
|
|||||||
$ | 621,590 | |||||||
|
|
|||||||
Retailers (Except Food and Drug) 0.2% |
||||||||
Dollar Tree, Inc. |
||||||||
5.75%, 3/1/23 |
50 | $ | 52,356 |
28
Security | Principal Amount* (000s omitted) |
Value | ||||||
Fresh Market, Inc. (The) |
||||||||
9.75%, 5/1/23(9) |
575 | $ | 336,375 | |||||
Hot Topic, Inc. |
||||||||
9.25%, 6/15/21(9) |
10 | 9,950 | ||||||
L Brands, Inc. |
||||||||
6.875%, 11/1/35 |
5 | 4,875 | ||||||
Murphy Oil USA, Inc. |
||||||||
6.00%, 8/15/23 |
60 | 62,100 | ||||||
Party City Holdings, Inc. |
||||||||
6.125%, 8/15/23(9) |
25 | 25,594 | ||||||
Vista Outdoor, Inc. |
||||||||
5.875%, 10/1/23 |
5 | 4,687 | ||||||
|
|
|||||||
$ | 495,937 | |||||||
|
|
|||||||
Road & Rail 0.0%(8) |
||||||||
Watco Cos., LLC/Watco Finance Corp. |
||||||||
6.375%, 4/1/23(9) |
20 | $ | 20,575 | |||||
|
|
|||||||
$ | 20,575 | |||||||
|
|
|||||||
Software and Services 0.0%(8) |
||||||||
IHS Markit, Ltd. |
||||||||
5.00%, 11/1/22(9) |
25 | $ | 26,062 | |||||
Infor Software Parent, LLC/Infor Software Parent, Inc. |
||||||||
7.125%, (7.125% cash or 7.875% PIK), 5/1/21(9)(13) |
25 | 25,344 | ||||||
|
|
|||||||
$ | 51,406 | |||||||
|
|
|||||||
Surface Transport 0.0%(8) |
||||||||
Hertz Corp. (The) |
||||||||
6.25%, 10/15/22 |
20 | $ | 18,850 | |||||
XPO Logistics, Inc. |
||||||||
6.50%, 6/15/22(9) |
30 | 31,050 | ||||||
|
|
|||||||
$ | 49,900 | |||||||
|
|
|||||||
Telecommunications 0.4% |
||||||||
CenturyLink, Inc. |
||||||||
6.75%, 12/1/23 |
15 | $ | 14,663 | |||||
CommScope Technologies, LLC |
||||||||
6.00%, 6/15/25(9) |
20 | 20,910 | ||||||
Frontier Communications Corp. |
||||||||
10.50%, 9/15/22 |
10 | 8,413 | ||||||
7.625%, 4/15/24 |
10 | 6,300 | ||||||
6.875%, 1/15/25 |
20 | 11,925 | ||||||
Intelsat Jackson Holdings S.A. |
||||||||
7.25%, 10/15/20 |
45 | 41,850 | ||||||
7.50%, 4/1/21 |
5 | 4,550 | ||||||
5.50%, 8/1/23 |
15 | 12,188 | ||||||
Level 3 Financing, Inc. |
||||||||
5.375%, 1/15/24 |
10 | 9,769 | ||||||
Sprint Communications, Inc. |
||||||||
7.00%, 8/15/20 |
260 | 271,050 | ||||||
6.00%, 11/15/22 |
5 | 4,919 | ||||||
Sprint Corp. |
||||||||
7.25%, 9/15/21 |
110 | 113,987 | ||||||
7.875%, 9/15/23 |
110 | 112,612 | ||||||
7.625%, 2/15/25 |
15 | 14,794 |
29
Security | Principal Amount* (000s omitted) |
Value | ||||||
T-Mobile USA, Inc. |
||||||||
6.375%, 3/1/25 |
15 | $ | 15,712 | |||||
6.50%, 1/15/26 |
45 | 47,925 | ||||||
Wind Tre SpA |
||||||||
2.75%, (3 mo. EURIBOR + 2.75%), 1/20/24(9)(10) |
EUR | 275 | 312,857 | |||||
|
|
|||||||
$ | 1,024,424 | |||||||
|
|
|||||||
Utilities 0.2% |
||||||||
Calpine Corp. |
||||||||
5.25%, 6/1/26(9) |
500 | $ | 484,375 | |||||
Dynegy, Inc. |
||||||||
7.375%, 11/1/22 |
15 | 15,844 | ||||||
7.625%, 11/1/24 |
20 | 21,675 | ||||||
8.125%, 1/30/26(9) |
10 | 11,075 | ||||||
|
|
|||||||
$ | 532,969 | |||||||
|
|
|||||||
Total Corporate Bonds & Notes |
$ | 14,547,663 | ||||||
|
|
|||||||
Asset-Backed Securities 4.7% |
||||||||
Security | Principal Amount (000s omitted) |
Value | ||||||
ALM Loan Funding, Ltd. |
||||||||
Series 2015-16A, Class D, 7.072%, (3 mo. USD LIBOR + 5.35%), 7/15/27(9)(10) |
$ | 500 | $ | 501,798 | ||||
Apidos CLO XVII |
||||||||
Series 2014-17A, Class C, 5.031%, (3 mo. USD LIBOR + 3.30%), 4/17/26(9)(10) |
500 | 502,064 | ||||||
Apidos CLO XXI |
||||||||
Series 2015-21A, Class D, 7.284%, (3 mo. USD LIBOR + 5.55%), 7/18/27(9)(10) |
500 | 502,514 | ||||||
Ares CLO, Ltd. |
||||||||
Series 2014-32A, Class D, 7.539%, (3 mo. USD LIBOR + 5.70%), 11/15/25(9)(10) |
1,000 | 1,001,770 | ||||||
Series 2015-2A, Class E2, 6.96%, (3 mo. USD LIBOR + 5.20%), 7/29/26(9)(10) |
500 | 500,511 | ||||||
Birchwood Park CLO, Ltd. |
||||||||
Series 2014-1A, Class E1, 6.82%, (3 mo. USD LIBOR + 5.10%), 7/15/26(9)(10) |
300 | 295,908 | ||||||
Carlyle Global Market Strategies CLO, Ltd. |
||||||||
Series 2012-3A, Class DR, 9.172%, (3 mo. USD LIBOR + 7.45%), 10/14/28(9)(10) |
600 | 611,426 | ||||||
Series 2014-4A, Class E, 6.922%, (3 mo. USD LIBOR + 5.20%), 10/15/26(9)(10) |
1,000 | 1,004,349 | ||||||
Series 2015-5A, Class D, 7.845%, (3 mo. USD LIBOR + 6.10%), 1/20/28(9)(10) |
500 | 508,904 | ||||||
Cumberland Park CLO, Ltd. |
||||||||
Series 2015-2A, Class E, 6.745%, (3 mo. USD LIBOR + 5.00%), 7/20/26(9)(10) |
1,000 | 999,859 | ||||||
Dryden XL Senior Loan Fund |
||||||||
Series 2015-40A, Class E, 7.789%, (3 mo. USD LIBOR + 5.95%), 8/15/28(9)(10) |
500 | 501,308 | ||||||
Galaxy CLO, Ltd. |
||||||||
Series 2015-21A, Class ER, 6.995%, (3 mo. USD LIBOR + 5.25%), 4/20/31(9)(10) |
500 | 496,561 | ||||||
Golub Capital Partners CLO, Ltd. |
||||||||
Series 2015-23A, Class ER, 7.176%, (3 mo. USD LIBOR + 5.75%), 1/20/31(9)(10) |
600 | 593,984 | ||||||
Oak Hill Credit Partners VIII, Ltd. |
||||||||
Series 2013-8A, Class D, 5.245%, (3 mo. USD LIBOR + 3.50%), 4/20/25(9)(10) |
200 | 200,576 | ||||||
Oak Hill Credit Partners XI, Ltd. |
||||||||
Series 2015-11A, Class E, 8.445%, (3 mo. USD LIBOR + 6.70%), 10/20/28(9)(10) |
500 | 508,599 |
30
Security | Principal Amount (000s omitted) |
Value | ||||||
Octagon Investment Partners XXIII, Ltd. |
||||||||
Series 2015-1A, Class E2, 8.222%, (3 mo. USD LIBOR + 6.50%), 7/15/27(9)(10) |
$ | 1,000 | $ | 1,007,314 | ||||
Palmer Square CLO, Ltd. |
||||||||
Series 2015-2A, Class DR, 8.245%, (3 mo. USD LIBOR + 6.50%), 7/20/30(9)(10) |
600 | 607,265 | ||||||
Recette CLO, LLC |
||||||||
Series 2015-1A, Class E, 7.445%, (3 mo. USD LIBOR + 5.70%), 10/20/27(9)(10) |
500 | 503,458 | ||||||
Voya CLO, Ltd. |
||||||||
Series 2013-1A, Class DR, 8.202%, (3 mo. USD LIBOR + 6.48%), 10/15/30(9)(10) |
1,000 | 1,014,582 | ||||||
Westcott Park CLO, Ltd. |
||||||||
Series 2016-1A, Class E, 8.945%, (3 mo. USD LIBOR + 7.20%), 7/20/28(9)(10) |
800 | 825,409 | ||||||
|
|
|||||||
Total Asset-Backed Securities |
$ | 12,688,159 | ||||||
|
|
|||||||
Common Stocks 2.4% |
||||||||
Security | Shares | Value | ||||||
Aerospace and Defense 0.1% |
||||||||
IAP Global Services, LLC(3)(14)(15) |
29 | $ | 310,905 | |||||
|
|
|||||||
$ | 310,905 | |||||||
|
|
|||||||
Automotive 0.1% |
||||||||
Dayco Products, LLC(14)(15) |
10,159 | $ | 360,645 | |||||
|
|
|||||||
$ | 360,645 | |||||||
|
|
|||||||
Business Equipment and Services 0.7% |
||||||||
Education Management Corp.(3)(14)(15) |
1,612,262 | $ | 0 | |||||
RCS Capital Corp.(14)(15) |
27,470 | 1,922,900 | ||||||
|
|
|||||||
$ | 1,922,900 | |||||||
|
|
|||||||
Electronics/Electrical 0.1% |
||||||||
Answers Corp.(3)(14)(15) |
46,839 | $ | 387,359 | |||||
|
|
|||||||
$ | 387,359 | |||||||
|
|
|||||||
Health Care 0.0%(8) |
||||||||
New Millennium Holdco, Inc.(14)(15) |
35,156 | $ | 1,758 | |||||
|
|
|||||||
$ | 1,758 | |||||||
|
|
|||||||
Lodging and Casinos 0.0%(8) |
||||||||
Caesars Entertainment Corp.(14)(15) |
4,393 | $ | 49,421 | |||||
|
|
|||||||
$ | 49,421 | |||||||
|
|
|||||||
Nonferrous Metals/Minerals 0.0% |
||||||||
ASP United/GHX Holding, LLC(3)(14)(15) |
354 | $ | 0 | |||||
|
|
|||||||
$ | 0 | |||||||
|
|
|||||||
Oil and Gas 0.8% |
||||||||
AFG Holdings, Inc.(3)(14)(15) |
26,177 | $ | 1,557,531 | |||||
Nine Point Energy Holdings, Inc.(3)(14)(16) |
276 | 2,037 | ||||||
Paragon Offshore Finance Company, Class A(14)(15) |
764 | 1,051 | ||||||
Paragon Offshore Finance Company, Class B(14)(15) |
382 | 12,510 | ||||||
Samson Resources II, LLC, Class A(14)(15) |
22,051 | 485,122 | ||||||
Southcross Holdings Group, LLC(3)(14)(15) |
30 | 0 | ||||||
Southcross Holdings L.P., Class A(14)(15) |
30 | 12,000 | ||||||
|
|
|||||||
$ | 2,070,251 | |||||||
|
|
31
Security | Shares | Value | ||||||
Publishing 0.6% |
||||||||
ION Media Networks, Inc.(3)(14)(15) |
2,155 | $ | 1,400,556 | |||||
MediaNews Group, Inc.(14)(15) |
5,771 | 103,881 | ||||||
|
|
|||||||
$ | 1,504,437 | |||||||
|
|
|||||||
Total Common Stocks |
$ | 6,607,676 | ||||||
|
|
|||||||
Convertible Preferred Stocks 0.0%(8) |
||||||||
Security | Shares | Value | ||||||
Business Equipment and Services 0.0% |
||||||||
Education Management Corp., Series A-1, 7.50%(3)(14)(15) |
1,793 | $ | 0 | |||||
|
|
|||||||
$ | 0 | |||||||
|
|
|||||||
Oil and Gas 0.0%(8) |
||||||||
Nine Point Energy Holdings, Inc., Series A, 12.00%(3)(14)(16) |
5 | $ | 7,340 | |||||
|
|
|||||||
$ | 7,340 | |||||||
|
|
|||||||
Total Convertible Preferred Stocks |
$ | 7,340 | ||||||
|
|
|||||||
Closed-End Funds 2.1% |
||||||||
Security | Shares | Value | ||||||
BlackRock Floating Rate Income Strategies Fund, Inc. |
49,400 | $ | 717,782 | |||||
Invesco Senior Income Trust |
238,872 | 1,051,037 | ||||||
Nuveen Credit Strategies Income Fund |
180,539 | 1,433,480 | ||||||
Nuveen Floating Rate Income Fund |
73,198 | 797,126 | ||||||
Nuveen Floating Rate Income Opportunity Fund |
51,054 | 557,510 | ||||||
Voya Prime Rate Trust |
196,084 | 1,021,597 | ||||||
|
|
|||||||
Total Closed-End Funds |
$ | 5,578,532 | ||||||
|
|
|||||||
Miscellaneous 0.0% |
||||||||
Security | Principal Amount/ Shares |
Value | ||||||
Cable and Satellite Television 0.0% |
||||||||
ACC Claims Holdings, LLC(3)(14) |
200,340 | $ | 0 | |||||
|
|
|||||||
$ | 0 | |||||||
|
|
|||||||
Telecommunications 0.0% |
||||||||
Avaya, Inc., Escrow Certificates(3)(14) |
$ | 10,000 | $ | 0 | ||||
|
|
|||||||
$ | 0 | |||||||
|
|
|||||||
Total Miscellaneous |
$ | 0 | ||||||
|
|
32
Short-Term Investments 2.7% |
||||||||
Description | Units | Value | ||||||
Eaton Vance Cash Reserves Fund, LLC, 1.89%(17) |
7,479,434 | $ | 7,477,938 | |||||
|
|
|||||||
Total Short-Term Investments |
$ | 7,477,938 | ||||||
|
|
|||||||
Total Investments 158.3% |
$ | 432,727,627 | ||||||
|
|
|||||||
Less Unfunded Loan Commitments (0.3)% |
$ | (762,173 | ) | |||||
|
|
|||||||
Net Investments 158.0% |
$ | 431,965,454 | ||||||
|
|
|||||||
Other Assets, Less Liabilities (35.5)% |
$ | (96,867,280 | ) | |||||
|
|
|||||||
Auction Preferred Shares Plus Cumulative Unpaid Dividends (22.5)% |
$ | (61,620,481 | ) | |||||
|
|
|||||||
Net Assets Applicable to Common Shares 100.0% |
$ | 273,477,693 | ||||||
|
|
The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares.
* | In U.S. dollars unless otherwise indicated. |
(1) | Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate (LIBOR) and secondarily, the prime rate offered by one or more major United States banks (the Prime Rate). Base lending rates may be subject to a floor, or minimum rate. |
(2) | Unfunded or partially unfunded loan commitments. The Trust may enter into certain loan agreements all or a portion of which may be unfunded. The Trust is obligated to fund these commitments at the borrowers discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion and the commitment fees on the portion of the loan that is unfunded. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
(4) | The stated interest rate represents the weighted average interest rate at March 31, 2018 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period. |
(5) | Issuer is in default with respect to interest and/or principal payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status. |
(6) | This Senior Loan will settle after March 31, 2018, at which time the interest rate will be determined. |
(7) | Fixed-rate loan. |
(8) | Amount is less than 0.05%. |
33
(9) | Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At March 31, 2018, the aggregate value of these securities is $20,480,337 or 7.5% of the Trusts net assets applicable to common shares. |
(10) | Variable rate security. The stated interest rate represents the rate in effect at March 31, 2018. |
(11) | Security converts to floating rate after the indicated fixed-rate coupon period. |
(12) | Perpetual security with no stated maturity date but may be subject to calls by the issuer. |
(13) | Represents a payment-in-kind security which may pay interest in additional principal at the issuers discretion. |
(14) | Non-income producing security. |
(15) | Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale. |
(16) | Restricted security. |
(17) | Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of March 31, 2018. Net income from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended March 31, 2018 was $68,717. |
Forward Foreign Currency Exchange Contracts
Currency Purchased |
Currency Sold |
Counterparty |
Settlement |
Unrealized Appreciation |
Unrealized (Depreciation) |
|||||||||||||||||
USD | 5,569,165 | EUR | 4,467,032 | Goldman Sachs International | 4/30/18 | $ | 62,538 | $ | | |||||||||||||
USD | 185,075 | EUR | 150,000 | HSBC Bank USA, N.A. | 4/30/18 | 166 | | |||||||||||||||
USD | 633,207 | EUR | 505,742 | HSBC Bank USA, N.A. | 4/30/18 | 9,765 | | |||||||||||||||
USD | 872,984 | EUR | 700,000 | HSBC Bank USA, N.A. | 4/30/18 | 10,076 | | |||||||||||||||
USD | 505,887 | EUR | 410,367 | JPMorgan Chase Bank, N.A. | 4/30/18 | 17 | | |||||||||||||||
USD | 541,590 | GBP | 382,346 | State Street Bank and Trust Company | 4/30/18 | 4,566 | | |||||||||||||||
USD | 900,426 | CAD | 1,146,283 | HSBC Bank USA, N.A. | 5/31/18 | 9,746 | | |||||||||||||||
USD | 462,812 | EUR | 373,125 | HSBC Bank USA, N.A. | 5/31/18 | 1,832 | | |||||||||||||||
USD | 499,275 | EUR | 400,000 | State Street Bank and Trust Company | 5/31/18 | 5,092 | | |||||||||||||||
USD | 4,669,349 | EUR | 3,765,331 | State Street Bank and Trust Company | 5/31/18 | 17,446 | | |||||||||||||||
USD | 6,816,205 | EUR | 5,455,779 | Goldman Sachs International | 6/29/18 | 59,960 | | |||||||||||||||
USD | 1,152,968 | EUR | 922,562 | JPMorgan Chase Bank, N.A. | 6/29/18 | 10,499 | | |||||||||||||||
|
|
|
|
|||||||||||||||||||
$ | 191,703 | $ | | |||||||||||||||||||
|
|
|
|
Abbreviations:
DIP |
- | Debtor in Possession | ||
EURIBOR |
- | Euro Interbank Offered Rate | ||
LIBOR |
- | London Interbank Offered Rate | ||
PIK |
- | Payment In Kind | ||
Currency Abbreviations: | ||||
CAD |
- | Canadian Dollar | ||
EUR |
- | Euro | ||
GBP |
- | British Pound Sterling | ||
USD |
- | United States Dollar |
34
At March 31, 2018, the Trust had sufficient cash and/or securities to cover commitments under open derivative contracts.
The Trust is subject to foreign exchange risk in the normal course of pursuing its investment objective. Because the Trust holds foreign currency denominated investments, the value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Trust enters into forward foreign currency exchange contracts.
At March 31, 2018, the aggregate fair value of open derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) in an asset position and whose primary underlying risk exposure is foreign exchange risk was $191,703.
Restricted Securities
At March 31, 2018, the Trust owned the following securities (representing less than 0.01% of net assets applicable to common shares) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Trust has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.
Description | Date of Acquisition |
Shares | Cost | Value | ||||||||||||
Common Stocks |
||||||||||||||||
Nine Point Energy Holdings, Inc. |
7/15/14 | 276 | $ | 15,070 | $ | 2,037 | ||||||||||
Convertible Preferred Stocks |
||||||||||||||||
Nine Point Energy Holdings, Inc., Series A, 12.00% |
5/26/17 | 5 | 5,000 | 7,340 | ||||||||||||
|
|
|
|
|||||||||||||
Total Restricted Securities |
$ | 20,070 | $ | 9,377 | ||||||||||||
|
|
|
|
Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.
| Level 1 quoted prices in active markets for identical investments |
| Level 2 other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
| Level 3 significant unobservable inputs (including a funds own assumptions in determining the fair value of investments) |
In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
35
At March 31, 2018, the hierarchy of inputs used in valuing the Trusts investments and open derivative instruments, which are carried at value, were as follows:
Asset Description | Level 1 | Level 2 | Level 3* | Total | ||||||||||||
Senior Floating-Rate Loans (Less Unfunded Loan Commitments) |
$ | | $ | 383,657,475 | $ | 1,400,671 | $ | 385,058,146 | ||||||||
Corporate Bonds & Notes |
| 14,547,663 | | 14,547,663 | ||||||||||||
Asset-Backed Securities |
| 12,688,159 | | 12,688,159 | ||||||||||||
Common Stocks |
49,421 | 2,899,867 | 3,658,388 | 6,607,676 | ||||||||||||
Convertible Preferred Stocks |
| | 7,340 | 7,340 | ||||||||||||
Closed-End Funds |
5,578,532 | | | 5,578,532 | ||||||||||||
Miscellaneous |
| | 0 | 0 | ||||||||||||
Short-Term Investments |
| 7,477,938 | | 7,477,938 | ||||||||||||
Total Investments |
$ | 5,627,953 | $ | 421,271,102 | $ | 5,066,399 | $ | 431,965,454 | ||||||||
Forward Foreign Currency Exchange Contracts |
$ | | $ | 191,703 | $ | | $ | 191,703 | ||||||||
Total |
$ | 5,627,953 | $ | 421,462,805 | $ | 5,066,399 | $ | 432,157,157 |
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Trust. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended March 31, 2018 is not presented. At March 31, 2018, there were no investments transferred between Level 1 and Level 2 during the fiscal year to date then ended.
For information on the Trusts policy regarding the valuation of investments and other significant accounting policies, please refer to the Trusts most recent financial statements included in its semiannual or annual report to shareholders.
36
Item 2. Controls and Procedures
(a) It is the conclusion of the registrants principal executive officer and principal financial officer that the effectiveness of the registrants current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant on this Form N-Q has been recorded, processed, summarized and reported within the time period specified in the Commissions rules and forms and that the information required to be disclosed by the registrant on this Form N-Q has been accumulated and communicated to the registrants principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.
(b) There have been no changes in the registrants internal controls over financial reporting during the fiscal quarter for which the report is being filed that have materially affected, or are reasonably likely to materially affect the registrants internal control over financial reporting.
Item 3. Exhibits
A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act is attached hereto.
Signatures
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Eaton Vance Senior Income Trust
By: | /s/ Payson F. Swaffield | |
Payson F. Swaffield | ||
President | ||
Date: | May 24, 2018 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ Payson F. Swaffield | |
Payson F. Swaffield | ||
President | ||
Date: | May 24, 2018 |
By: | /s/ James F. Kirchner | |
James F. Kirchner | ||
Treasurer | ||
Date: | May 24, 2018 |