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N/A Sprint Communications, Inc. 2018 Term Loan B 85208EAD2 297750.00000000 PA USD 297561.52000000 0.133376638248 Long LON CORP US N 2 2024-02-02 Floating 5.06000000 N N N N N N Wink Holdco, Inc N/A Wink Holdco, Inc 1st Lien Term Loan B 97417AAB6 171937.50000000 PA USD 169412.08000000 0.075935939932 Long LON CORP US N 2 2024-12-02 Floating 5.04000000 N N N N N N Athenahealth, Inc. N/A Athenahealth, Inc. 2019 Term Loan B 04685YAK5 746250.00000000 PA USD 743296.34000000 0.333169312521 Long LON CORP US N 2 2026-02-11 Floating 6.68000000 N N N N N N GHX Ultimate Parent Corporation 549300DSS2JT4D8XDT30 GHX Ultimate Parent Corporation 2017 1st Lien Term Loan 36172KAC5 1369487.35000000 PA USD 1360928.05000000 0.610011698443 Long LON CORP US N 2 2024-06-28 Floating 5.35000000 N N N N N N Seattle Spinco, Inc. 213800AAQDP1DDU8BK05 Seattle Spinco, Inc. USD Term Loan B3 81271EAB7 1665628.49000000 PA USD 1648277.64000000 0.738811021407 Long LON CORP US N 2 2024-06-21 Floating 4.54000000 N N N N N N Pelican Products, Inc. 5493008CRWH2WFODTF44 Pelican Products, Inc. 2018 1st Lien Term Loan 70583GAW2 246875.00000000 PA USD 237308.59000000 0.106369338218 Long LON CORP US N 2 2025-05-01 Floating 5.54000000 N N N N N N Diplomat Pharmacy, Inc. 549300JMF6BE0NGN4Q45 Diplomat Pharmacy, Inc. 2017 Term Loan B 25456QAG3 179437.50000000 PA USD 168372.13000000 0.075469800913 Long LON CORP US N 2 2024-12-20 Floating 6.55000000 N N N N N N Aristocrat Technologies, Inc. 549300FMN7FEICZ8D332 Aristocrat Technologies, Inc. 2018 1st Lien Term Loan 04044PAF1 209492.80000000 PA USD 210458.35000000 0.094334197561 Long LON CORP AU N 2 2024-10-19 Floating 4.03000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. 2017 Term Loan B3 L5137LAF2 900000.00000000 PA USD 902700.00000000 0.404619156894 Long LON CORP LU N 2 2023-11-27 Floating 5.80000000 N N N N N N Delta 2 (LUX) S.a.r.l. 549300BBG8Z3D6QSYP53 Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan L2465BAQ9 1000000.00000000 PA USD 989994.00000000 0.443747133721 Long LON CORP LU N 2 2024-02-01 Floating 4.54000000 N N N N N N Western Digital Corporation 549300QQXOOYEF89IC56 Western Digital Corporation 2018 Term Loan B4 95810DAR2 1061209.09000000 PA USD 1060637.10000000 0.475411641932 Long LON CORP US N 2 2023-04-29 Floating 3.86000000 N N N N N N Axalta Coating Systems US Holdings Inc. 549300NZ43V4QV4UGN28 Axalta Coating Systems US Holdings Inc. USD Term Loan B3 90347BAH1 2888512.50000000 PA USD 2894153.76000000 1.297252746530 Long LON CORP NL N 2 2024-06-01 Floating 3.85000000 N N N N N N Gentiva Health Services, Inc. 549300STP29LPEN7S547 Gentiva Health Services, Inc. 2018 1st Lien Term Loan 37249UAN6 972083.71000000 PA USD 978755.12000000 0.438709506436 Long LON CORP US N 2 2025-07-02 Floating 5.81000000 N N N N N N PetSmart, Inc. N/A PetSmart, Inc. Consenting Term Loan 71677HAG0 1225000.00000000 PA USD 1196417.08000000 0.536272593556 Long LON CORP US N 2 2022-03-11 Floating 6.04000000 N N N N N N Getty Images, Inc. N/A Getty Images, Inc. 2019 USD Term Loan B 37427UAJ9 721058.73000000 PA USD 718805.42000000 0.322191694927 Long LON CORP US N 2 2026-02-19 Floating 6.56000000 N N N N N N Cypress Intermediate Holdings III, Inc. 549300B6MA7UGSCNXP23 Cypress Intermediate Holdings III, Inc. 2017 1st Lien Term Loan 124886AH5 692911.40000000 PA USD 691179.12000000 0.309808699232 Long LON CORP US N 2 2024-04-26 Floating 4.80000000 N N N N N N CROWN FINANCE US INC 2019 INCREMENTAL TERM LOAN N/A CROWN FINANCE US INC 2019 INCREMENTAL TERM LOAN 000000000 575000.00000000 PA USD 573706.25000000 0.257153582784 Long LON CORP US N 2 2026-09-20 None 0.00000000 N N N N N N Trident TPI Holdings, Inc. N/A Trident TPI Holdings, Inc. 2017 USD Term Loan B1 00216EAB5 765271.00000000 PA USD 740718.81000000 0.332013980722 Long LON CORP US N 2 2024-10-17 Floating 5.29000000 N N N N N N Colorado Buyer Inc N/A Colorado Buyer Inc Term Loan B 19633FAD3 733125.00000000 PA USD 663936.33000000 0.297597605047 Long LON CORP US N 2 2024-05-01 Floating 5.04000000 N N N N N N Carbonite, Inc 5493000SNSOGP6ZC5R33 Carbonite, Inc Term Loan B 14133HAB9 176363.64000000 PA USD 176767.87000000 0.079233041459 Long LON CORP US N 2 2026-03-26 Floating 6.01000000 N N N N N N Safeway Inc 549300NKZ6VCN5P3K723 Safeway Inc 786514BS7 100000.00000000 PA USD 100500.00000000 0.045047330528 Long DBT CORP US N 2 2020-08-15 Fixed 3.95000000 N N N N N N Mallinckrodt International Finance S.A. 549300MQQ92LN1A0B514 Mallinckrodt International Finance S.A. 2018 Term Loan B L6232UAH0 219164.06000000 PA USD 165286.30000000 0.074086632715 Long LON CORP LU N 2 2025-02-24 Floating 5.18000000 N N N N N N LSF9 Atlantis Holdings, LLC N/A LSF9 Atlantis Holdings, LLC 2017 Term Loan 50226BAD0 371188.30000000 PA USD 347061.06000000 0.155563923216 Long LON CORP US N 2 2023-05-01 Floating 8.04000000 N N N N N N Del Monte Foods, Inc. 549300U9K7TD84Q24R17 Del Monte Foods, Inc. 1st Lien Term Loan 24521TAB2 834947.00000000 PA USD 630384.99000000 0.282558815965 Long LON CORP US N 2 2021-02-18 Floating 7.25000000 N N N N N N Viant Medical Holdings, Inc. 549300E68YOWU15QSF58 Viant Medical Holdings, Inc. 2018 1st Lien Term Loan 000000000 198000.00000000 PA USD 185377.50000000 0.083092154378 Long LON CORP US N 2 2025-07-02 Floating 5.85000000 N N N N N N Hanger, Inc. N/A Hanger, Inc. 2018 1st Lien Term Loan 41043BAF5 418625.00000000 PA USD 420325.45000000 0.188403377866 Long LON CORP US N 2 2025-03-06 Floating 5.54000000 N N N N N N Accelerated Health Systems, LLC 549300FAKU4HJQC25564 Accelerated Health Systems, LLC Term Loan B 04747LAJ2 223875.00000000 PA USD 224434.69000000 0.100598842412 Long LON CORP US N 2 2025-10-31 Floating 5.54000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 2018 Term Loan F 89364MBP8 2932647.08000000 PA USD 2931042.92000000 1.313787653828 Long LON CORP US N 2 2023-06-09 Floating 4.54000000 N N N N N N AI Alpine AT Bidco GmbH N/A AI Alpine AT Bidco GmbH 2018 USD Term Loan B 000000000 99250.00000000 PA USD 97140.94000000 0.043541691860 Long LON CORP AT N 2 2025-10-31 Floating 4.80000000 N N N N N N Carlisle Foodservice Products Inc. N/A Carlisle Foodservice Products Inc. 2018 1st Lien Term Loan 14235UAB7 98640.82000000 PA USD 94325.28000000 0.042279622540 Long LON CORP US N 2 2025-03-20 Floating 5.04000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 CSC Holdings, LLC 2018 Term Loan B 64072UAG7 469062.50000000 PA USD 470379.63000000 0.210839270312 Long LON CORP US N 2 2026-01-25 Floating 4.53000000 N N N N N N Blackstone CQP Holdco LP N/A Blackstone CQP Holdco LP Term Loan B 000000000 399000.00000000 PA USD 401431.51000000 0.179934506621 Long LON CORP US N 2 2024-09-30 Floating 5.66000000 N N N N N N Gray Television, Inc. N/A Gray Television, Inc. 2018 Term Loan C 389376AY0 272937.50000000 PA USD 274375.33000000 0.122983842580 Long LON CORP US N 2 2026-01-02 Floating 4.83000000 N N N N N N Boyd Gaming Corporation 254900787YGRYS2A1Z35 Boyd Gaming Corporation Term Loan B3 10330JAU2 2537478.96000000 PA USD 2548755.52000000 1.142434152688 Long LON CORP US N 2 2023-09-15 Floating 4.17000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 US Foods, Inc. 2019 Term Loan B 000000000 650000.00000000 PA USD 653402.10000000 0.292875824542 Long LON CORP US N 2 2026-09-13 Floating 4.05000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2017 Term Loan B4 04649VAT7 1183865.74000000 PA USD 1188601.20000000 0.532769264902 Long LON CORP US N 2 2022-08-04 Floating 5.04000000 N N N N N N Vero Parent, Inc. N/A Vero Parent, Inc. 2018 Term Loan B 92484PAF3 1274130.00000000 PA USD 1269352.01000000 0.568964373643 Long LON CORP US N 2 2024-08-16 Floating 6.54000000 N N N N N N Talen Energy Supply, LLC K5K33XN0PQAU1XF7NN66 Talen Energy Supply, LLC 2019 Term Loan B 87422LAM2 300000.00000000 PA USD 299617.50000000 0.134298194572 Long LON CORP US N 2 2026-07-08 Floating 5.79000000 N N N N N N McDermott Technology Americas Inc N/A McDermott Technology Americas Inc 2018 1st Lien Term Loan 58004GAB4 492500.00000000 PA USD 314926.17000000 0.141160032557 Long LON CORP US N 2 2025-05-09 Floating 7.10000000 N N N N N N Financial & Risk US Holdings, Inc. N/A Financial & Risk US Holdings, Inc. 2018 USD Term Loan 31740MAC5 446625.00000000 PA USD 449591.04000000 0.201521156034 Long LON CORP US N 2 2025-10-01 Floating 5.79000000 N N N N N N Onvoy, LLC 549300LHK9RYYM718X74 Onvoy, LLC 2017 1st Lien Term Loan B 68339FAE5 781954.91000000 PA USD 658797.01000000 0.295293996621 Long LON CORP US N 2 2024-02-10 Floating 6.54000000 N N N N N N Electro Rent Corporation 549300L5Z681EV5LDY95 Electro Rent Corporation 1st Lien Term Loan 28521VAF9 733040.21000000 PA USD 736705.41000000 0.330215045833 Long LON CORP US N 2 2024-01-31 Floating 7.28000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 Calpine Corporation Term Loan B5 13134MBE2 1954081.64000000 PA USD 1963852.05000000 0.880261615969 Long LON CORP US N 2 2024-01-15 Floating 4.61000000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 1011778 B.C. Unlimited Liability Company Term Loan B3 000000000 2836198.14000000 PA USD 2848890.13000000 1.276964132584 Long LON CORP CA N 2 2024-02-16 Floating 4.29000000 N N N N N N Great Western Petroleum LLC / Great Western Finance Corp 549300SI11E2L0GH4T34 Great Western Petroleum LLC / Great Western Finance Corp 39143GAA8 500000.00000000 PA USD 437500.00000000 0.196101563244 Long DBT CORP US N 2 2021-09-30 Fixed 9.00000000 N N N N N N Teva Pharmaceutical Finance IV LLC 529900KCE2ZG6KQY0441 Teva Pharmaceutical Finance IV LLC 88166HAD9 1000000.00000000 PA USD 988750.00000000 0.443189532933 Long DBT CORP US N 2 2020-03-18 Fixed 2.25000000 N N N N N N Allied Universal Holdco LLC N/A Allied Universal Holdco LLC 2019 Delayed Draw Term Loan 000000000 119369.37000000 PA USD 119692.62000000 0.053650079750 Long LON CORP US N 2 2026-07-10 Fixed 2.13000000 N N N N N N Celestica Inc. 549300J3CG5T6RZWLN53 Celestica Inc. 2018 Add On Term Loan B C2348CAD9 124375.00000000 PA USD 122664.84000000 0.054982324295 Long LON CORP CA N 2 2025-06-27 Floating 4.55000000 N N N N N N KIK Custom Products, Inc. 54930093YQIEW0FV8L89 KIK Custom Products, Inc. 2015 Term Loan B 49387TAR7 250000.00000000 PA USD 237578.00000000 0.106490096440 Long LON CORP US N 2 2023-05-15 Floating 6.26000000 N N N N N N IRI Holdings, Inc. 5493006U4KVBN1X1PI38 IRI Holdings, Inc. 2018 1st Lien Term Loan 45004KAC0 620312.50000000 PA USD 597567.50000000 0.267848962044 Long LON CORP US N 2 2025-12-01 Floating 6.62000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 TransDigm Inc 893647AW7 1000000.00000000 PA USD 1017500.00000000 0.456076207089 Long DBT CORP US N 2 2022-07-15 Fixed 6.00000000 N N N N N N Infoblox Inc. N/A Infoblox Inc. 2018 1st Lien Term Loan 45673MAF9 717382.46000000 PA USD 721417.74000000 0.323362620723 Long LON CORP US N 2 2023-11-07 Floating 6.54000000 N N N N N N PODS, LLC N/A PODS, LLC 2018 1st Lien Term Loan 00190NAJ8 220501.20000000 PA USD 220409.25000000 0.098794510808 Long LON CORP US N 2 2024-12-06 Floating 5.05000000 N N N N N N Ferro Corporation 1YTO5R7OHOPE81ZNYD08 Ferro Corporation 2018 USD Term Loan B2 315409AM4 136893.80000000 PA USD 137171.83000000 0.061484823534 Long LON CORP US N 2 2024-02-14 Floating 4.35000000 N N N N N N Eagle Holding Co II LLC N/A Eagle Holding Co II LLC 26959XAA1 455000.00000000 PA USD 459550.00000000 0.205985082032 Long DBT CORP US N 2 2022-05-15 Fixed 7.63000000 N N Y N N N US ECOLOGY INC TERM LOAN B 549300DG4KZA2L1YBS33 US ECOLOGY INC TERM LOAN B 000000000 100000.00000000 PA USD 100718.80000000 0.045145403721 Long LON CORP US N 2 2026-08-14 None 0.00000000 N N N N N N Garrett LX III S.a r.l. N/A Garrett LX III S.a r.l. 2018 USD Term Loan B 000000000 99000.00000000 PA USD 98381.25000000 0.044097638671 Long LON CORP CH N 2 2025-09-27 Floating 4.60000000 N N N N N N Altice Luxembourg SA 2221006ZDZREFLFIFQ42 Altice Luxembourg SA 02154VAA9 219000.00000000 PA USD 224201.25000000 0.100494207100 Long DBT CORP LU N 2 2022-05-15 Fixed 7.75000000 N N N N N N Concentra Inc. N/A Concentra Inc. 2018 1st Lien Term Loan 20589KAD4 146348.80000000 PA USD 147080.54000000 0.065926225867 Long LON CORP US N 2 2022-06-01 Floating 4.54000000 N N N N N N 2019-10-21 Eaton Vance Floating-Rate 2022 Target Term Trust James Kirchner James Kirchner Treasurer XXXX NPORT-EX 2 EVFR2022TarTermTrust.HTM HTML

Eaton Vance

Floating-Rate 2022 Target Term Trust

September 30, 2019

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 130.7%(1)

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Aerospace and Defense — 1.5%

      

TransDigm, Inc.

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing June 9, 2023

    $ 2,933      $ 2,931,043  

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing August 22, 2024

      199        199,056  

WP CPP Holdings, LLC

      

Term Loan, 6.01%, (3 mo. USD LIBOR + 3.75%), Maturing April 30, 2025

      248        248,571  
     

 

 

  
      $ 3,378,670  
     

 

 

  

Automotive — 2.4%

      

Adient US, LLC

      

Term Loan, 6.46%, (3 mo. USD LIBOR + 4.25%), Maturing May 6, 2024

    $ 524      $ 516,923  

Belron Finance US, LLC

      

Term Loan, 4.46%, (3 mo. USD LIBOR + 2.25%), Maturing November 7, 2024

      221        222,024  

Bright Bidco B.V.

      

Term Loan, 5.58%, (USD LIBOR + 3.50%), Maturing June 30, 2024(2)

      1,345        645,429  

Chassix, Inc.

      

Term Loan, 7.88%, (USD LIBOR + 5.50%), Maturing November 15, 2023(2)

      246        237,028  

Garrett LX III S.a.r.l.

      

Term Loan, 4.60%, (3 mo. USD LIBOR + 2.50%), Maturing September 27, 2025

      99        98,381  

IAA, Inc.

      

Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing August 28, 2026

      222        223,559  

L&W, Inc.

      

Term Loan, 6.04%, (1 mo. USD LIBOR + 4.00%), Maturing May 22, 2025

      296        287,363  

Panther BF Aggregator 2 L.P.

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing April 30, 2026

      1,425        1,417,281  

Tenneco, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025

      1,414        1,332,548  

Thor Industries, Inc.

      

Term Loan, 5.88%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2026

      433        422,955  
     

 

 

  
      $ 5,403,491  
     

 

 

  

Beverage and Tobacco — 0.1%

      

Arterra Wines Canada, Inc.

      

Term Loan, 4.91%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023

    $ 148      $ 147,814  
     

 

 

  
      $ 147,814  
     

 

 

  

Brokerage/Securities Dealers/Investment Houses — 0.1%

      

Blackstone Mortgage Trust, Inc.

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing April 23, 2026

    $ 150      $ 150,465  

OZ Management L.P.

      

Term Loan, 6.81%, (1 mo. USD LIBOR + 4.75%), Maturing April 10, 2023

      50        50,000  
     

 

 

  
      $ 200,465  
     

 

 

  

Building and Development — 3.0%

      

Advanced Drainage Systems, Inc.

      

Term Loan, Maturing September 19, 2026(3)

    $ 125      $ 125,703  

 

1

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

APi Group DE, Inc.

      

Term Loan, Maturing September 25, 2026(3)

    $ 575      $ 577,875  

Beacon Roofing Supply, Inc.

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025

      222        221,411  

Brookfield Property REIT, Inc.

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing August 27, 2025

      371        366,344  

Core & Main L.P.

      

Term Loan, 4.86%, (USD LIBOR + 2.75%), Maturing August 1, 2024(2)

      125        124,058  

DTZ U.S. Borrower, LLC

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing August 21, 2025

      2,178        2,187,518  

NCI Building Systems, Inc.

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing April 12, 2025

      297        291,177  

Quikrete Holdings, Inc.

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023

      1,933        1,926,902  

Werner FinCo L.P.

      

Term Loan, 6.04%, (1 mo. USD LIBOR + 4.00%), Maturing July 24, 2024

      858        838,506  
     

 

 

  
      $ 6,659,494  
     

 

 

  

Business Equipment and Services — 10.2%

      

Adtalem Global Education, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing April 11, 2025

    $ 148      $ 148,727  

AlixPartners, LLP

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing April 4, 2024

      1,394        1,397,143  

Allied Universal Holdco, LLC

      

Term Loan, 2.13%, Maturing July 10, 2026(4)

      119        119,693  

Term Loan, 6.51%, (6 mo. USD LIBOR + 4.25%), Maturing July 10, 2026

      1,206        1,208,895  

AppLovin Corporation

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing August 15, 2025

      869        869,846  

ASGN Incorporated

      

Term Loan, 4.04%, (1 mo. USD LIBOR + 2.00%), Maturing April 2, 2025

      168        168,264  

Belfor Holdings, Inc.

      

Term Loan, 6.04%, (1 mo. USD LIBOR + 4.00%), Maturing April 6, 2026

      200        200,747  

Bracket Intermediate Holding Corp.

      

Term Loan, 6.29%, (1 mo. USD LIBOR + 4.25%), Maturing September 5, 2025

      347        345,850  

Camelot UK Holdco Limited

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing October 3, 2023

      438        441,328  

Ceridian HCM Holding, Inc.

      

Term Loan, 5.05%, (1 mo. USD LIBOR + 3.00%), Maturing April 30, 2025

      569        571,473  

Change Healthcare Holdings, LLC

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing March 1, 2024

      3,140        3,128,771  

Cypress Intermediate Holdings III, Inc.

      

Term Loan, 4.80%, (1 mo. USD LIBOR + 2.75%), Maturing April 26, 2024

      693        691,179  

Deerfield Dakota Holding, LLC

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing February 13, 2025

      497        489,391  

EAB Global, Inc.

      

Term Loan, 6.38%, (6 mo. USD LIBOR + 3.75%), Maturing November 15, 2024

      542        536,332  

EIG Investors Corp.

      

Term Loan, 5.88%, (3 mo. USD LIBOR + 3.75%), Maturing February 9, 2023

      1,699        1,667,260  

IG Investment Holdings, LLC

      

Term Loan, 6.04%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025

      173        172,308  

IRI Holdings, Inc.

      

Term Loan, 6.62%, (3 mo. USD LIBOR + 4.50%), Maturing December 1, 2025

      620        597,567  

 

2

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Iron Mountain, Inc.

      

Term Loan, 3.79%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026

    $ 345      $ 342,380  

J.D. Power and Associates

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing September 7, 2023

      1,271        1,273,719  

KAR Auction Services, Inc.

      

Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing September 19, 2026

      250        251,953  

Kronos Incorporated

      

Term Loan, 5.25%, (3 mo. USD LIBOR + 3.00%), Maturing November 1, 2023

      2,445        2,452,163  

KUEHG Corp.

      

Term Loan, 5.85%, (3 mo. USD LIBOR + 3.75%), Maturing February 21, 2025

      1,393        1,393,606  

Ping Identity Corporation

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing January 24, 2025

      39        38,503  

Pre-Paid Legal Services, Inc.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2025

      202        202,407  

Prime Security Services Borrower, LLC

      

Term Loan, 5.21%, (1 week USD LIBOR + 3.25%), Maturing September 23, 2026

      1,114        1,102,760  

Prometric Holdings, Inc.

      

Term Loan, 5.05%, (1 mo. USD LIBOR + 3.00%), Maturing January 29, 2025

      99        97,274  

Red Ventures, LLC

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing November 8, 2024

      428        430,524  

SMG US Midco 2, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing January 23, 2025

      99        98,192  

Spin Holdco, Inc.

      

Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2022

      1,419        1,395,503  

Trans Union, LLC

      

Term Loan, 4.04%, (1 mo. USD LIBOR + 2.00%), Maturing June 19, 2025

      173        173,659  

Vungle, Inc.

      

Term Loan, Maturing September 19, 2026(3)

      275        272,594  

West Corporation

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing October 10, 2024

      123        109,602  

Term Loan, 6.04%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024

      393        351,080  
     

 

 

  
      $ 22,740,693  
     

 

 

  

Cable and Satellite Television — 5.2%

      

Altice France S.A.

      

Term Loan, 5.72%, (1 mo. USD LIBOR + 3.69%), Maturing January 31, 2026

    $ 1,277      $ 1,270,225  

Term Loan, 6.03%, (1 mo. USD LIBOR + 4.00%), Maturing August 14, 2026

      499        498,014  

Charter Communications Operating, LLC

      

Term Loan, 4.05%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2025

      1,302        1,311,058  

CSC Holdings, LLC

      

Term Loan, 4.28%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026

      398        398,373  

Term Loan, 4.53%, (1 mo. USD LIBOR + 2.50%), Maturing January 25, 2026

      469        470,380  

Radiate Holdco, LLC

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024

      584        582,665  

Telenet Financing USD, LLC

      

Term Loan, 4.28%, (1 mo. USD LIBOR + 2.25%), Maturing August 15, 2026

      1,325        1,327,760  

Virgin Media Bristol, LLC

      

Term Loan, 4.53%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026

      3,100        3,104,359  

Ziggo Secured Finance Partnership

      

Term Loan, 4.53%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025

      2,650        2,648,344  
     

 

 

  
      $ 11,611,178  
     

 

 

  

 

3

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Chemicals and Plastics — 7.4%

      

Alpha 3 B.V.

      

Term Loan, 5.10%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024

    $ 1,248      $ 1,233,855  

Axalta Coating Systems US Holdings, Inc.

      

Term Loan, 3.85%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024

      2,889        2,894,154  

Ferro Corporation

      

Term Loan, 4.35%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024

      134        134,253  

Term Loan, 4.35%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024

      137        137,172  

Hexion, Inc.

      

Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing July 1, 2026

      299        299,250  

INEOS Enterprises Holdings US Finco, LLC

      

Term Loan, 6.12%, (3 mo. USD LIBOR + 4.00%), Maturing August 28, 2026

      100        100,500  

Ineos US Finance, LLC

      

Term Loan, 4.04%, (1 mo. USD LIBOR + 2.00%), Maturing March 31, 2024

      1,277        1,268,469  

Invictus U.S., LLC

      

Term Loan, 5.15%, (2 mo. USD LIBOR + 3.00%), Maturing March 28, 2025

      97        92,816  

Kraton Polymers, LLC

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing March 5, 2025

      1,012        1,011,848  

Messer Industries GmbH

      

Term Loan, 4.60%, (3 mo. USD LIBOR + 2.50%), Maturing March 1, 2026

      1,021        1,019,952  

Momentive Performance Materials, Inc.

      

Term Loan, 5.30%, (1 mo. USD LIBOR + 3.25%), Maturing May 15, 2024

      673        669,736  

Platform Specialty Products Corporation

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing January 30, 2026

      248        249,288  

PMHC II, Inc.

      

Term Loan, 5.60%, (3 mo. USD LIBOR + 3.50%), Maturing March 31, 2025

      743        602,005  

Polar US Borrower, LLC

      

Term Loan, 7.06%, (3 mo. USD LIBOR + 4.75%), Maturing October 15, 2025

      297        289,681  

PQ Corporation

      

Term Loan, 4.76%, (3 mo. USD LIBOR + 2.50%), Maturing February 8, 2025

      1,909        1,915,002  

Pregis TopCo Corporation

      

Term Loan, 6.25%, (3 mo. USD LIBOR + 4.00%), Maturing July 31, 2026

      250        249,688  

Proampac PG Borrower, LLC

      

Term Loan, 5.66%, (USD LIBOR + 3.50%), Maturing November 18, 2023(2)

      723        693,883  

Spectrum Holdings III Corp.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2025

      134        118,990  

Starfruit Finco B.V.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025

      1,119        1,098,736  

Tronox Finance, LLC

      

Term Loan, 4.82%, (USD LIBOR + 2.75%), Maturing September 23, 2024(2)

      1,271        1,272,652  

Venator Materials Corporation

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing August 8, 2024

      1,274        1,254,890  
     

 

 

  
      $ 16,606,820  
     

 

 

  

Conglomerates — 1.1%

      

Kronos Acquisition Holdings, Inc.

      

Term Loan, 9.26%, (3 mo. USD LIBOR + 7.00%), Maturing May 15, 2023

    $ 622      $ 618,765  

Penn Engineering & Manufacturing Corp.

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2024

      1,785        1,758,343  
     

 

 

  
      $ 2,377,108  
     

 

 

  

 

4

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Containers and Glass Products — 5.0%

      

Berlin Packaging, LLC

      

Term Loan, 5.10%, (USD LIBOR + 3.00%), Maturing November 7, 2025(2)

    $ 99      $ 97,189  

Berry Global, Inc.

      

Term Loan, 4.55%, (1 mo. USD LIBOR + 2.50%), Maturing July 1, 2026

      374        376,294  

BWAY Holding Company

      

Term Loan, 5.59%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024

      733        719,226  

Flex Acquisition Company, Inc.

      

Term Loan, 5.32%, (3 mo. USD LIBOR + 3.00%), Maturing December 29, 2023

      2,395        2,307,767  

Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing June 29, 2025

      587        566,562  

Libbey Glass, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021

      1,852        1,440,090  

Pelican Products, Inc.

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2025

      247        237,309  

Reynolds Group Holdings, Inc.

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023

      4,421        4,432,787  

Ring Container Technologies Group, LLC

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024

      341        338,731  

Trident TPI Holdings, Inc.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing October 17, 2024

      765        740,719  
     

 

 

  
      $ 11,256,674  
     

 

 

  

Cosmetics/Toiletries — 0.1%

      

KIK Custom Products, Inc.

      

Term Loan, 6.26%, (3 mo. USD LIBOR + 4.00%), Maturing May 15, 2023

    $ 250      $ 237,578  
     

 

 

  
      $ 237,578  
     

 

 

  

Drugs — 5.0%

      

Akorn, Inc.

      

Term Loan, 9.06%, (8.31% cash (1 mo. USD LIBOR + 6.25%), 0.75% PIK), Maturing April 16, 2021

    $ 510      $ 472,027  

Albany Molecular Research, Inc.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing August 30, 2024

      735        723,975  

Term Loan - Second Lien, 9.04%, (1 mo. USD LIBOR + 7.00%), Maturing August 30, 2025

      500        497,500  

Amneal Pharmaceuticals, LLC

      

Term Loan, 5.56%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025

      1,382        1,187,520  

Bausch Health Companies, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing June 2, 2025

      452        454,529  

Catalent Pharma Solutions, Inc.

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing May 18, 2026

      323        324,857  

Endo Luxembourg Finance Company I S.a.r.l.

      

Term Loan, 6.31%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024

      2,933        2,674,440  

Jaguar Holding Company II

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2022

      2,931        2,937,351  

Mallinckrodt International Finance S.A.

      

Term Loan, 4.85%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024

      2,382        1,821,538  

Term Loan, 5.18%, (3 mo. USD LIBOR + 3.00%), Maturing February 24, 2025

      219        164,868  
     

 

 

  
      $ 11,258,605  
     

 

 

  

 

5

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Ecological Services and Equipment — 2.2%

      

Advanced Disposal Services, Inc.

      

Term Loan, 4.20%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023

    $ 2,813      $ 2,824,360  

EnergySolutions, LLC

      

Term Loan, 5.85%, (3 mo. USD LIBOR + 3.75%), Maturing May 9, 2025

      668        621,291  

GFL Environmental, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing May 30, 2025

      1,362        1,351,854  

US Ecology, Inc.

      

Term Loan, Maturing August 14, 2026(3)

      100        100,719  
     

 

 

  
      $ 4,898,224  
     

 

 

  

Electronics/Electrical — 19.1%

      

Almonde, Inc.

      

Term Loan, 5.70%, (6 mo. USD LIBOR + 3.50%), Maturing June 13, 2024

    $ 1,408      $ 1,372,777  

Applied Systems, Inc.

      

Term Loan, 5.10%, (3 mo. USD LIBOR + 3.00%), Maturing September 19, 2024

      1,926        1,925,509  

Aptean, Inc.

      

Term Loan, 6.35%, (3 mo. USD LIBOR + 4.25%), Maturing April 23, 2026

      199        198,503  

Avast Software B.V.

      

Term Loan, 4.35%, (3 mo. USD LIBOR + 2.25%), Maturing September 30, 2023

      462        464,922  

Banff Merger Sub, Inc.

      

Term Loan, 6.29%, (1 mo. USD LIBOR + 4.25%), Maturing October 2, 2025

      1,390        1,340,324  

Barracuda Networks, Inc.

      

Term Loan, 5.40%, (3 mo. USD LIBOR + 3.25%), Maturing February 12, 2025

      867        868,821  

Canyon Valor Companies, Inc.

      

Term Loan, 4.85%, (3 mo. USD LIBOR + 2.75%), Maturing June 16, 2023

      699        698,943  

Carbonite, Inc.

      

Term Loan, 6.01%, (3 mo. USD LIBOR + 3.75%), Maturing March 26, 2026

      176        176,768  

Celestica, Inc.

      

Term Loan, 4.55%, (1 mo. USD LIBOR + 2.50%), Maturing June 27, 2025

      124        122,357  

Cohu, Inc.

      

Term Loan, 5.20%, (6 mo. USD LIBOR + 3.00%), Maturing October 1, 2025

      297        282,150  

CommScope, Inc.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing April 6, 2026

      700        698,828  

CPI International, Inc.

      

Term Loan, 5.55%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024

      735        723,363  

Datto, Inc.

      

Term Loan, 6.29%, (1 mo. USD LIBOR + 4.25%), Maturing April 2, 2026

      125        125,986  

DigiCert, Inc.

      

Term Loan, 6.04%, (1 mo. USD LIBOR + 4.00%), Maturing October 31, 2024

      1,607        1,608,444  

ECI Macola/Max Holding, LLC

      

Term Loan, 6.35%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024

      320        319,500  

Electro Rent Corporation

      

Term Loan, 7.28%, (3 mo. USD LIBOR + 5.00%), Maturing January 31, 2024

      733        736,705  

Energizer Holdings, Inc.

      

Term Loan, 4.38%, (1 mo. USD LIBOR + 2.25%), Maturing December 17, 2025

      221        221,474  

Epicor Software Corporation

      

Term Loan, 5.30%, (1 mo. USD LIBOR + 3.25%), Maturing June 1, 2022

      2,562        2,565,118  

EXC Holdings III Corp.

      

Term Loan, 5.60%, (3 mo. USD LIBOR + 3.50%), Maturing December 2, 2024

      172        172,578  

Financial & Risk US Holdings, Inc.

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing October 1, 2025

      447        449,591  

 

6

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Flexera Software, LLC

      

Term Loan, 5.55%, (1 mo. USD LIBOR + 3.50%), Maturing February 26, 2025

    $ 665      $ 667,277  

GlobalLogic Holdings, Inc.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing August 1, 2025

      173        174,116  

Hyland Software, Inc.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing July 1, 2024

      2,758        2,761,082  

Infoblox, Inc.

      

Term Loan, 6.54%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023

      717        721,418  

Infor (US), Inc.

      

Term Loan, 4.85%, (3 mo. USD LIBOR + 2.75%), Maturing February 1, 2022

      2,929        2,935,782  

Informatica, LLC

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing August 5, 2022

      249        250,052  

MA FinanceCo., LLC

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024

      247        244,175  

MACOM Technology Solutions Holdings, Inc.

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024

      577        526,193  

Marcel LUX IV S.a.r.l.

      

Term Loan, Maturing March 15, 2026(3)

      600        593,250  

Microchip Technology Incorporated

      

Term Loan, 4.05%, (1 mo. USD LIBOR + 2.00%), Maturing May 29, 2025

      604        607,404  

MKS Instruments, Inc.

      

Term Loan, 3.79%, (1 mo. USD LIBOR + 1.75%), Maturing February 2, 2026

      141        141,753  

NCR Corporation

      

Term Loan, 0.50%, Maturing August 8, 2026(4)

      200        200,500  

Term Loan, 4.55%, (1 mo. USD LIBOR + 2.50%), Maturing August 8, 2026

      175        175,438  

Renaissance Holding Corp.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing May 30, 2025

      494        485,932  

Seattle Spinco, Inc.

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024

      1,666        1,648,278  

SGS Cayman L.P.

      

Term Loan, 7.48%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021

      149        147,533  

SkillSoft Corporation

      

Term Loan, 6.95%, (6 mo. USD LIBOR + 4.75%), Maturing April 28, 2021

      1,969        1,593,164  

SolarWinds Holdings, Inc.

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2024

      1,440        1,442,986  

Solera, LLC

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023

      2,523        2,514,822  

SS&C Technologies Holdings Europe S.a.r.l.

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025

      335        337,307  

SS&C Technologies, Inc.

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025

      508        510,666  

Sutherland Global Services, Inc.

      

Term Loan, 7.48%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021

      639        633,796  

TriTech Software Systems

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing August 29, 2025

      323        303,209  

TTM Technologies, Inc.

      

Term Loan, 4.60%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2024

      106        106,481  

Uber Technologies

      

Term Loan, 5.55%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023

      1,955        1,943,053  

Term Loan, 6.03%, (1 mo. USD LIBOR + 4.00%), Maturing April 4, 2025

      593        590,463  

Ultimate Software Group, Inc. (The)

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing May 4, 2026

      650        654,144  

 

7

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Ultra Clean Holdings, Inc.

      

Term Loan, 6.54%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025

    $ 316      $ 309,925  

Verifone Systems, Inc.

      

Term Loan, 6.14%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025

      1,117        1,070,982  

Veritas Bermuda, Ltd.

      

Term Loan, 6.55%, (USD LIBOR + 4.50%), Maturing January 27, 2023(2)

      733        694,290  

Vero Parent, Inc.

      

Term Loan, 6.54%, (1 mo. USD LIBOR + 4.50%), Maturing August 16, 2024

      1,274        1,269,352  

Wall Street Systems Delaware, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing November 21, 2024

      250        248,913  

Western Digital Corporation

      

Term Loan, 3.86%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023

      1,061        1,060,637  
     

 

 

  
      $ 42,637,034  
     

 

 

  

Equipment Leasing — 0.9%

      

Avolon TLB Borrower 1 (US), LLC

      

Term Loan, 3.79%, (1 mo. USD LIBOR + 1.75%), Maturing January 15, 2025

    $ 1,883      $ 1,893,522  

IBC Capital Limited

      

Term Loan, 5.90%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023

      222        220,609  
     

 

 

  
      $ 2,114,131  
     

 

 

  

Financial Intermediaries — 3.1%

      

Apollo Commercial Real Estate Finance, Inc.

      

Term Loan, 4.78%, (1 mo. USD LIBOR + 2.75%), Maturing May 15, 2026

    $ 150      $ 149,434  

Aretec Group, Inc.

      

Term Loan, 6.29%, (1 mo. USD LIBOR + 4.25%), Maturing October 1, 2025

      1,019        985,634  

Claros Mortgage Trust, Inc.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing August 10, 2026

      300        300,368  

Clipper Acquisitions Corp.

      

Term Loan, 3.82%, (1 mo. USD LIBOR + 1.75%), Maturing December 27, 2024

      442        442,125  

Donnelley Financial Solutions, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing October 2, 2023

      406        406,758  

EIG Management Company, LLC

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing February 22, 2025

      99        98,869  

Focus Financial Partners, LLC

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing July 3, 2024

      1,140        1,146,144  

Franklin Square Holdings L.P.

      

Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing August 1, 2025

      198        198,990  

Greenhill & Co., Inc.

      

Term Loan, 5.28%, (1 mo. USD LIBOR + 3.25%), Maturing April 12, 2024

      536        532,898  

GreenSky Holdings, LLC

      

Term Loan, 5.31%, (1 mo. USD LIBOR + 3.25%), Maturing March 31, 2025

      1,330        1,328,088  

Harbourvest Partners, LLC

      

Term Loan, 4.28%, (1 mo. USD LIBOR + 2.25%), Maturing March 1, 2025

      178        178,580  

Starwood Property Trust, Inc.

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing July 27, 2026

      200        200,745  

StepStone Group L.P.

      

Term Loan, 6.04%, (1 mo. USD LIBOR + 4.00%), Maturing March 27, 2025

      246        246,866  

Victory Capital Holdings, Inc.

      

Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing July 1, 2026

      519        521,497  

Virtus Investment Partners, Inc.

      

Term Loan, 4.34%, (1 mo. USD LIBOR + 2.25%), Maturing June 1, 2024

      62        62,498  
     

 

 

  
      $ 6,799,494  
     

 

 

  

 

8

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Food Products — 2.8%

      

Alphabet Holding Company, Inc.

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024

    $ 1,372      $ 1,273,817  

B&G Foods, Inc.

      

Term Loan, Maturing September 17, 2026(3)

      100        100,562  

Badger Buyer Corp.

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing September 30, 2024

      492        423,518  

CHG PPC Parent, LLC

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025

      198        197,747  

Del Monte Foods, Inc.

      

Term Loan, 5.40%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021

      835        630,385  

Hearthside Food Solutions, LLC

      

Term Loan, 5.73%, (1 mo. USD LIBOR + 3.69%), Maturing May 23, 2025

      669        630,663  

Term Loan, 6.04%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025

      174        165,437  

HLF Financing S.a.r.l.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2025

      421        421,990  

JBS USA Lux S.A.

      

Term Loan, 4.55%, (1 mo. USD LIBOR + 2.50%), Maturing May 1, 2026

      2,116        2,129,377  

Nomad Foods Europe Midco Limited

      

Term Loan, 4.28%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024

      247        247,770  
     

 

 

  
      $ 6,221,266  
     

 

 

  

Food Service — 2.3%

      

1011778 B.C. Unlimited Liability Company

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing February 16, 2024

    $ 2,836      $ 2,848,890  

Aramark Services, Inc.

      

Term Loan, 3.79%, (1 mo. USD LIBOR + 1.75%), Maturing March 11, 2025

      326        327,656  

Dhanani Group, Inc.

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing July 20, 2025

      197        181,241  

IRB Holding Corp.

      

Term Loan, 5.55%, (3 mo. USD LIBOR + 3.25%), Maturing February 5, 2025

      716        713,841  

Restaurant Technologies, Inc.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025

      74        74,577  

US Foods, Inc.

      

Term Loan, 4.04%, (1 mo. USD LIBOR + 2.00%), Maturing June 27, 2023

      320        321,472  

Term Loan, 4.05%, (1 mo. USD LIBOR + 2.00%), Maturing September 13, 2026

      650        653,402  
     

 

 

  
      $ 5,121,079  
     

 

 

  

Food/Drug Retailers — 0.9%

      

Albertsons, LLC

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing August 17, 2026

    $ 1,755      $ 1,767,680  

Diplomat Pharmacy, Inc.

      

Term Loan, 6.55%, (1 mo. USD LIBOR + 4.50%), Maturing December 20, 2024

      179        168,372  
     

 

 

  
      $ 1,936,052  
     

 

 

  

Health Care — 13.1%

      

ADMI Corp.

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing April 30, 2025

    $ 691      $ 685,634  

Alliance Healthcare Services, Inc.

      

Term Loan, 6.54%, (1 mo. USD LIBOR + 4.50%), Maturing October 24, 2023

      239        227,109  

athenahealth, Inc.

      

Term Loan, 6.68%, (3 mo. USD LIBOR + 4.50%), Maturing February 11, 2026

      746        743,296  

 

9

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Athletico Management, LLC

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing October 31, 2025

    $ 223      $ 223,871  

Avantor, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing November 21, 2024

      200        201,254  

BioClinica, Inc.

      

Term Loan, 6.44%, (2 mo. USD LIBOR + 4.25%), Maturing October 20, 2023

      733        706,468  

BW NHHC Holdco, Inc.

      

Term Loan, 7.05%, (1 mo. USD LIBOR + 5.00%), Maturing May 15, 2025

      395        337,725  

Carestream Dental Equipment, Inc.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing September 1, 2024

      735        717,084  

Certara L.P.

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing August 15, 2024

      980        976,325  

CHG Healthcare Services, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023

      2,301        2,300,510  

Concentra, Inc.

      

Term Loan, 4.54%, (3 mo. USD LIBOR + 2.50%), Maturing June 1, 2022

      146        147,081  

CryoLife, Inc.

      

Term Loan, 5.35%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2024

      172        173,012  

DaVita, Inc.

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing August 12, 2026

      350        352,358  

Ensemble RCM, LLC

      

Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), Maturing August 3, 2026

      200        200,500  

Envision Healthcare Corporation

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025

      2,510        2,053,651  

Gentiva Health Services, Inc.

      

Term Loan, 5.81%, (1 mo. USD LIBOR + 3.75%), Maturing July 2, 2025

      972        978,755  

GHX Ultimate Parent Corporation

      

Term Loan, 5.35%, (3 mo. USD LIBOR + 3.25%), Maturing June 28, 2024

      1,369        1,360,928  

Greatbatch Ltd.

      

Term Loan, 5.05%, (1 mo. USD LIBOR + 3.00%), Maturing October 27, 2022

      634        637,958  

Hanger, Inc.

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing March 6, 2025

      419        420,325  

Inovalon Holdings, Inc.

      

Term Loan, 5.56%, (1 mo. USD LIBOR + 3.50%), Maturing April 2, 2025

      495        498,480  

IQVIA, Inc.

      

Term Loan, 4.10%, (3 mo. USD LIBOR + 2.00%), Maturing March 7, 2024

      1,344        1,351,222  

MPH Acquisition Holdings, LLC

      

Term Loan, 4.85%, (3 mo. USD LIBOR + 2.75%), Maturing June 7, 2023

      1,802        1,720,027  

National Mentor Holdings, Inc.

      

Term Loan, 6.30%, (1 mo. USD LIBOR + 4.25%), Maturing March 9, 2026

      10        10,268  

Term Loan, 6.30%, (1 mo. USD LIBOR + 4.25%), Maturing March 9, 2026

      164        164,489  

Navicure, Inc.

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing November 1, 2024

      246        246,026  

Term Loan, Maturing September 18, 2026(3)

      375        375,117  

One Call Corporation

      

Term Loan, 7.41%, (3 mo. USD LIBOR + 5.25%), Maturing November 25, 2022

      481        389,755  

Ortho-Clinical Diagnostics S.A.

      

Term Loan, 5.56%, (3 mo. USD LIBOR + 3.25%), Maturing June 30, 2025

      1,790        1,736,109  

Parexel International Corporation

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024

      861        820,168  

Phoenix Guarantor, Inc.

      

Term Loan, 6.57%, (1 mo. USD LIBOR + 4.50%), Maturing March 5, 2026

      748        750,697  

 

10

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Radiology Partners Holdings, LLC

      

Term Loan, 7.22%, (USD LIBOR + 4.75%), Maturing July 9, 2025(2)

    $ 199      $ 196,449  

Select Medical Corporation

      

Term Loan, 4.58%, (USD LIBOR + 2.50%), Maturing March 6, 2025(2)

      2,071        2,074,655  

Sotera Health Holdings, LLC

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing May 15, 2022

      920        910,723  

Sound Inpatient Physicians

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2025

      198        196,636  

Surgery Center Holdings, Inc.

      

Term Loan, 5.30%, (1 mo. USD LIBOR + 3.25%), Maturing September 2, 2024

      729        714,267  

Team Health Holdings, Inc.

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024

      741        613,382  

Tecomet, Inc.

      

Term Loan, 5.28%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2024

      1,271        1,265,720  

U.S. Anesthesia Partners, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024

      720        705,275  

Verscend Holding Corp.

      

Term Loan, 6.54%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025

      594        596,847  

Viant Medical Holdings, Inc.

      

Term Loan, 5.85%, (3 mo. USD LIBOR + 3.75%), Maturing July 2, 2025

      198        185,378  

Wink Holdco, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing December 2, 2024

      172        169,412  
     

 

 

  
      $ 29,134,946  
     

 

 

  

Home Furnishings — 0.6%

      

Serta Simmons Bedding, LLC

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing November 8, 2023

    $ 2,209      $ 1,367,839  
     

 

 

  
      $ 1,367,839  
     

 

 

  

Industrial Equipment — 6.8%

      

AI Alpine AT Bidco GmbH

      

Term Loan, 4.80%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2025

    $ 99      $ 97,141  

Altra Industrial Motion Corp.

      

Term Loan, 4.04%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2025

      275        275,543  

Apex Tool Group, LLC

      

Term Loan, 7.54%, (1 mo. USD LIBOR + 5.50%), Maturing August 1, 2024

      933        908,092  

Carlisle Foodservice Products, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing March 20, 2025

      99        94,325  

Clark Equipment Company

      

Term Loan, 4.10%, (3 mo. USD LIBOR + 2.00%), Maturing May 18, 2024

      1,591        1,596,156  

CPM Holdings, Inc.

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing November 15, 2025

      124        122,279  

Delachaux Group S.A.

      

Term Loan, 6.82%, (3 mo. USD LIBOR + 4.50%), Maturing March 28, 2026

      175        174,453  

DXP Enterprises, Inc.

      

Term Loan, 6.79%, (1 mo. USD LIBOR + 4.75%), Maturing August 29, 2023

      196        197,715  

Dynacast International, LLC

      

Term Loan, 5.35%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022

      1,270        1,222,449  

Engineered Machinery Holdings, Inc.

      

Term Loan, 5.35%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024

      860        845,359  

EWT Holdings III Corp.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing December 20, 2024

      1,910        1,919,314  

 

11

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Filtration Group Corporation

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025

    $ 1,115      $ 1,118,817  

Gardner Denver, Inc.

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing July 30, 2024

      343        344,172  

Gates Global, LLC

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing April 1, 2024

      1,955        1,930,649  

Hayward Industries, Inc.

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024

      735        712,721  

LTI Holdings, Inc.

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing September 6, 2025

      173        164,371  

Term Loan, 6.79%, (1 mo. USD LIBOR + 4.75%), Maturing July 24, 2026

      75        73,313  

Pro Mach Group, Inc.

      

Term Loan, 4.81%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2025

      99        96,062  

Rexnord, LLC

      

Term Loan, 4.04%, (1 mo. USD LIBOR + 2.00%), Maturing August 21, 2024

      1,361        1,370,329  

Robertshaw US Holding Corp.

      

Term Loan, 5.31%, (1 mo. USD LIBOR + 3.25%), Maturing February 28, 2025

      394        361,495  

Shape Technologies Group, Inc.

      

Term Loan, 5.26%, (3 mo. USD LIBOR + 3.00%), Maturing April 21, 2025

      99        90,850  

Tank Holding Corp.

      

Term Loan, 6.52%, (USD LIBOR + 4.00%), Maturing March 26, 2026(2)

      200        200,667  

Thermon Industries, Inc.

      

Term Loan, 5.85%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2024

      98        97,869  

Titan Acquisition Limited

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025

      1,157        1,111,080  
     

 

 

  
      $ 15,125,221  
     

 

 

  

Insurance — 4.4%

      

Alliant Holdings Intermediate, LLC

      

Term Loan, 5.05%, (1 mo. USD LIBOR + 3.00%), Maturing May 9, 2025

    $ 883      $ 868,964  

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing May 9, 2025

      175        173,526  

AmWINS Group, Inc.

      

Term Loan, 4.80%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024

      521        521,735  

Asurion, LLC

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing August 4, 2022

      1,184        1,188,601  

Term Loan - Second Lien, 8.54%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025

      1,875        1,907,031  

FrontDoor, Inc.

      

Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing August 16, 2025

      173        174,329  

Hub International Limited

      

Term Loan, 5.27%, (3 mo. USD LIBOR + 3.00%), Maturing April 25, 2025

      1,901        1,882,521  

NFP Corp.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing January 8, 2024

      1,391        1,369,185  

Sedgwick Claims Management Services, Inc.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing December 31, 2025

      471        464,720  

USI, Inc.

      

Term Loan, 5.10%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024

      1,274        1,253,829  
     

 

 

  
      $ 9,804,441  
     

 

 

  

Leisure Goods/Activities/Movies — 4.3%

      

AMC Entertainment Holdings, Inc.

      

Term Loan, 5.23%, (6 mo. USD LIBOR + 3.00%), Maturing April 22, 2026

    $ 721      $ 725,433  

Ancestry.com Operations, Inc.

      

Term Loan, 6.30%, (1 mo. USD LIBOR + 4.25%), Maturing August 27, 2026

      1,596        1,587,354  

 

12

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

BidFair MergeRight, Inc.

      

Term Loan, Maturing January 23, 2027(3)

    $ 275      $ 272,594  

ClubCorp Holdings, Inc.

      

Term Loan, 4.85%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024

      661        591,105  

Crown Finance US, Inc.

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing February 28, 2025

      615        611,539  

Term Loan, Maturing September 20, 2026(3)

      575        573,706  

Delta 2 (LUX) S.a.r.l.

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2024

      1,000        989,994  

Live Nation Entertainment, Inc.

      

Term Loan, 3.69%, (1 week USD LIBOR + 1.75%), Maturing October 31, 2023

      2,932        2,948,215  

NASCAR Holdings, Inc.

      

Term Loan, Maturing July 27, 2026(3)

      300        302,508  

Steinway Musical Instruments, Inc.

      

Term Loan, 5.78%, (1 mo. USD LIBOR + 3.75%), Maturing February 14, 2025

      345        342,595  

Travel Leaders Group, LLC

      

Term Loan, 6.05%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024

      370        370,775  

UFC Holdings, LLC

      

Term Loan, 5.30%, (1 mo. USD LIBOR + 3.25%), Maturing April 29, 2026

      175        175,387  
     

 

 

  
      $ 9,491,205  
     

 

 

  

Lodging and Casinos — 6.2%

      

Aimbridge Acquisition Co., Inc.

      

Term Loan, 5.82%, (1 mo. USD LIBOR + 3.75%), Maturing February 2, 2026

    $ 100      $ 99,500  

Aristocrat Technologies, Inc.

      

Term Loan, 4.03%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024

      209        210,458  

Boyd Gaming Corporation

      

Term Loan, 4.17%, (1 week USD LIBOR + 2.25%), Maturing September 15, 2023

      2,537        2,548,755  

CCM Merger, Inc.

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing August 8, 2021

      866        868,507  

CityCenter Holdings, LLC

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing April 18, 2024

      197        197,681  

Four Seasons Hotels Limited

      

Term Loan, 4.04%, (1 mo. USD LIBOR + 2.00%), Maturing November 30, 2023

      2,932        2,949,440  

Golden Nugget, Inc.

      

Term Loan, 4.80%, (1 mo. USD LIBOR + 2.75%), Maturing October 4, 2023

      3,092        3,090,821  

GVC Holdings PLC

      

Term Loan, 4.45%, (6 mo. USD LIBOR + 2.25%), Maturing March 29, 2024

      419        419,802  

Hanjin International Corp.

      

Term Loan, 4.55%, (1 mo. USD LIBOR + 2.50%), Maturing October 18, 2020

      200        200,500  

Playa Resorts Holding B.V.

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024

      466        454,093  

Stars Group Holdings B.V. (The)

      

Term Loan, 5.60%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025

      1,468        1,475,515  

VICI Properties 1, LLC

      

Term Loan, 4.05%, (1 mo. USD LIBOR + 2.00%), Maturing December 20, 2024

      811        814,519  

Wyndham Hotels & Resorts, Inc.

      

Term Loan, 3.79%, (1 mo. USD LIBOR + 1.75%), Maturing May 30, 2025

      495        497,991  
     

 

 

  
      $ 13,827,582  
     

 

 

  

 

13

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Nonferrous Metals/Minerals — 0.2%

      

Murray Energy Corporation

      

Term Loan, 9.35%, (3 mo. USD LIBOR + 7.25%), Maturing October 17, 2022

    $ 735      $ 291,999  

Oxbow Carbon, LLC

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing January 4, 2023

      228        228,125  
     

 

 

  
      $ 520,124  
     

 

 

  

Oil and Gas — 3.5%

      

Apergy Corporation

      

Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing May 9, 2025

    $ 107      $ 106,937  

Blackstone CQP Holdco L.P.

      

Term Loan, 5.66%, (3 mo. USD LIBOR + 3.50%), Maturing September 30, 2024

      399        401,432  

Centurion Pipeline Company, LLC

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing September 29, 2025

      99        99,498  

CITGO Holding, Inc.

      

Term Loan, 9.04%, (1 mo. USD LIBOR + 7.00%), Maturing July 24, 2023

      100        102,188  

CITGO Petroleum Corporation

      

Term Loan, 6.60%, (3 mo. USD LIBOR + 4.50%), Maturing July 29, 2021

      1,954        1,963,496  

Term Loan, 7.10%, (3 mo. USD LIBOR + 5.00%), Maturing March 28, 2024

      970        976,188  

Delek US Holdings, Inc.

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing March 31, 2025

      75        74,622  

Equitrans Midstream Corporation

      

Term Loan, 6.55%, (1 mo. USD LIBOR + 4.50%), Maturing January 31, 2024

      744        744,840  

Fieldwood Energy, LLC

      

Term Loan, 7.51%, (3 mo. USD LIBOR + 5.25%), Maturing April 11, 2022

      1,500        1,304,062  

McDermott Technology Americas, Inc.

      

Term Loan, 7.10%, (3 mo. USD LIBOR + 5.00%), Maturing May 9, 2025

      493        314,926  

Prairie ECI Acquiror L.P.

      

Term Loan, 6.85%, (3 mo. USD LIBOR + 4.75%), Maturing March 11, 2026

      1,146        1,126,186  

PSC Industrial Holdings Corp.

      

Term Loan, 5.78%, (1 mo. USD LIBOR + 3.75%), Maturing October 3, 2024

      295        294,197  

UGI Energy Services, LLC

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing August 13, 2026

      399        402,491  
     

 

 

  
      $ 7,911,063  
     

 

 

  

Publishing — 1.6%

      

Ascend Learning, LLC

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024

    $ 1,274      $ 1,271,014  

Getty Images, Inc.

      

Term Loan, 6.56%, (1 mo. USD LIBOR + 4.50%), Maturing February 19, 2026

      721        718,805  

Harland Clarke Holdings Corp.

      

Term Loan, 6.85%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023

      576        454,587  

ProQuest, LLC

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing October 24, 2021

      1,036        1,037,860  
     

 

 

  
      $ 3,482,266  
     

 

 

  

Radio and Television — 4.0%

      

Cumulus Media New Holdings, Inc.

      

Term Loan, Maturing March 17, 2026(3)

    $ 200      $ 200,792  

Diamond Sports Group, LLC

      

Term Loan, 5.30%, (1 mo. USD LIBOR + 3.25%), Maturing August 24, 2026

      1,675        1,686,254  

E.W. Scripps Company (The)

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing May 1, 2026

      124        124,670  

 

14

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

Entercom Media Corp.

      

Term Loan, 4.80%, (1 mo. USD LIBOR + 2.75%), Maturing November 18, 2024

    $ 847      $ 848,951  

Entravision Communications Corporation

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024

      346        337,025  

Gray Television, Inc.

      

Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing January 2, 2026

      273        274,375  

Hubbard Radio, LLC

      

Term Loan, 5.55%, (1 mo. USD LIBOR + 3.50%), Maturing March 28, 2025

      1,206        1,206,626  

iHeartCommunications, Inc.

      

Term Loan, 6.10%, (1 mo. USD LIBOR + 4.00%), Maturing May 1, 2026

      1,064        1,072,721  

Mission Broadcasting, Inc.

      

Term Loan, 4.35%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024

      133        133,715  

Nexstar Broadcasting, Inc.

      

Term Loan, 4.29%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024

      670        671,237  

Term Loan, 4.81%, (1 mo. USD LIBOR + 2.75%), Maturing September 18, 2026

      200        201,229  

Sinclair Television Group, Inc.

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing September 30, 2026

      250        251,485  

Univision Communications, Inc.

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024

      1,914        1,863,143  
     

 

 

  
      $ 8,872,223  
     

 

 

  

Retailers (Except Food and Drug) — 2.5%

      

Apro, LLC

      

Term Loan, 6.04%, (1 mo. USD LIBOR + 4.00%), Maturing August 8, 2024

    $ 1,250      $ 1,251,729  

Ascena Retail Group, Inc.

      

Term Loan, 6.56%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022

      860        484,148  

BJ’s Wholesale Club, Inc.

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing February 3, 2024

      1,092        1,096,288  

Global Appliance, Inc.

      

Term Loan, 6.05%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024

      380        379,219  

Hoya Midco, LLC

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2024

      730        721,818  

LSF9 Atlantis Holdings, LLC

      

Term Loan, 8.04%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023

      371        347,061  

PetSmart, Inc.

      

Term Loan, 6.04%, (1 mo. USD LIBOR + 4.00%), Maturing March 11, 2022

      1,225        1,196,417  
     

 

 

  
      $ 5,476,680  
     

 

 

  

Steel — 2.3%

      

Atkore International, Inc.

      

Term Loan, 4.86%, (3 mo. USD LIBOR + 2.75%), Maturing December 22, 2023

    $ 1,982      $ 1,988,620  

GrafTech Finance, Inc.

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2025

      1,034        1,008,947  

Phoenix Services International, LLC

      

Term Loan, 5.78%, (1 mo. USD LIBOR + 3.75%), Maturing March 1, 2025

      345        335,270  

Zekelman Industries, Inc.

      

Term Loan, 4.30%, (1 mo. USD LIBOR + 2.25%), Maturing June 14, 2021

      1,747        1,749,401  
     

 

 

  
      $ 5,082,238  
     

 

 

  

Surface Transport — 0.8%

      

Agro Merchants NAI Holdings, LLC

      

Term Loan, 5.85%, (3 mo. USD LIBOR + 3.75%), Maturing December 6, 2024

    $ 147      $ 148,185  

Kenan Advantage Group, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022

      297        284,572  

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022

      974        934,341  

 

15

 

 

                                                 
Borrower/Tranche Description    Principal
Amount
(000’s omitted)		      Value  

PODS, LLC

      

Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing December 6, 2024

    $ 221      $ 220,409  

XPO Logistics, Inc.

      

Term Loan, 4.04%, (1 mo. USD LIBOR + 2.00%), Maturing February 24, 2025

      225        226,375  
     

 

 

  
      $ 1,813,882  
     

 

 

  

Telecommunications — 5.3%

      

CenturyLink, Inc.

      

Term Loan, 4.79%, (1 mo. USD LIBOR + 2.75%), Maturing January 31, 2025

    $ 2,080      $ 2,068,151  

Colorado Buyer, Inc.

      

Term Loan, 5.04%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024

      733        663,936  

Global Eagle Entertainment, Inc.

      

Term Loan, 9.71%, (6 mo. USD LIBOR + 7.50%), Maturing January 6, 2023

      757        701,921  

Intelsat Jackson Holdings S.A.

      

Term Loan, 5.80%, (1 mo. USD LIBOR + 3.75%), Maturing November 27, 2023

      900        902,700  

Onvoy, LLC

      

Term Loan, 6.54%, (1 mo. USD LIBOR + 4.50%), Maturing February 10, 2024

      782        658,797  

Plantronics, Inc.

      

Term Loan, 4.54%, (1 mo. USD LIBOR + 2.50%), Maturing July 2, 2025

      495        494,549  

Sprint Communications, Inc.

      

Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024

      2,932        2,914,737  

Term Loan, 5.06%, (1 mo. USD LIBOR + 3.00%), Maturing February 2, 2024

      298        297,562  

Syniverse Holdings, Inc.

      

Term Loan, 7.03%, (1 mo. USD LIBOR + 5.00%), Maturing March 9, 2023

      369        348,251  

Telesat Canada

      

Term Loan, 4.61%, (3 mo. USD LIBOR + 2.50%), Maturing November 17, 2023

      2,805        2,817,050  
     

 

 

  
      $ 11,867,654  
     

 

 

  

Utilities — 2.7%

      

Brookfield WEC Holdings, Inc.

      

Term Loan, 5.54%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2025

    $ 1,291      $ 1,296,571  

Calpine Corporation

      

Term Loan, 4.61%, (3 mo. USD LIBOR + 2.50%), Maturing January 15, 2024

      1,954        1,963,852  

Term Loan, 4.86%, (3 mo. USD LIBOR + 2.75%), Maturing April 5, 2026

      349        350,725  

Granite Acquisition, Inc.

      

Term Loan, 5.60%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021

      49        49,378  

Term Loan, 5.60%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021

      1,226        1,230,994  

Pike Corporation

      

Term Loan, 5.30%, (1 mo. USD LIBOR + 3.25%), Maturing July 19, 2026

      195        196,468  

Talen Energy Supply, LLC

      

Term Loan, 5.79%, (1 mo. USD LIBOR + 3.75%), Maturing July 8, 2026

      300        299,617  

USIC Holdings, Inc.

      

Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing December 8, 2023

      320        318,223  

Vistra Operations Company, LLC

      

Term Loan, 4.04%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2025

      394        395,789  
     

 

 

  
      $ 6,101,617  
     

 

 

  

Total Senior Floating-Rate Loans
(identified cost $298,553,396)

       $ 291,484,851  
     

 

 

  

 

16

 

 

                                                 

Corporate Bonds & Notes — 24.6%

      
Security    Principal
Amount
(000’s omitted)		      Value  

Aerospace and Defense — 2.6%

      

Air Canada

      

7.75%, 4/15/21(5)

    $ 2,000      $ 2,152,500  

American Airlines Group, Inc.

      

5.00%, 6/1/22(5)

      500        519,800  

Bombardier, Inc.

      

6.125%, 1/15/23(5)

      1,000        1,021,000  

TransDigm, Inc.

      

6.00%, 7/15/22

      1,000        1,017,500  

United Airlines Holdings, Inc.

      

4.25%, 10/1/22

      1,000        1,035,550  
     

 

 

  
      $ 5,746,350  
     

 

 

  

Automotive — 0.2%

      

ZF North America Capital, Inc.

      

4.50%, 4/29/22(5)

    $ 545      $ 557,903  
     

 

 

  
      $ 557,903  
     

 

 

  

Building and Development — 1.4%

      

Griffon Corp.

      

5.25%, 3/1/22

    $ 1,150      $ 1,164,375  

Reliance Intermediate Holdings, L.P.

      

6.50%, 4/1/23(5)

      1,000        1,032,500  

Standard Industries, Inc.

      

5.50%, 2/15/23(5)

      1,000        1,022,500  
     

 

 

  
      $ 3,219,375  
     

 

 

  

Cable and Satellite Television — 1.8%

      

Cablevision Systems Corp.

      

5.875%, 9/15/22

    $ 925      $ 999,000  

CCO Holdings, LLC/CCO Holdings Capital Corp.

      

5.125%, 2/15/23

      1,000        1,018,750  

CSC Holdings, LLC

      

5.125%, 12/15/21(5)

      1,000        1,001,450  

DISH DBS Corp.

      

5.00%, 3/15/23

      1,000        1,014,050  
     

 

 

  
      $ 4,033,250  
     

 

 

  

Consumer Products — 0.2%

      

Mattel, Inc.

      

2.35%, 8/15/21

    $ 475      $ 464,313  
     

 

 

  
      $ 464,313  
     

 

 

  

Containers and Glass Products — 0.4%

      

Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.

      

4.25%, 9/15/22(5)

    $ 1,000      $ 1,015,480  
     

 

 

  
      $ 1,015,480  
     

 

 

  

Drugs — 1.0%

      

Bausch Health Companies, Inc.

      

6.50%, 3/15/22(5)

    $ 1,000      $ 1,035,000  

 

17

 

 

                                                 
Security    Principal
Amount
(000’s omitted)		      Value  

Teva Pharmaceutical Finance Co., B.V.

      

3.65%, 11/10/21

    $ 250      $ 232,188  

Teva Pharmaceutical Finance IV, LLC

      

2.25%, 3/18/20

      1,000        988,750  
     

 

 

  
      $ 2,255,938  
     

 

 

  

Ecological Services and Equipment — 0.4%

      

GFL Environmental, Inc.

      

5.375%, 3/1/23(5)

    $ 1,000      $ 1,017,300  
     

 

 

  
      $ 1,017,300  
     

 

 

  

Electronics/Electrical — 1.5%

      

Anixter, Inc.

      

5.50%, 3/1/23

    $ 1,000      $ 1,085,000  

CommScope, Inc.

      

5.00%, 6/15/21(5)

      900        903,645  

Infor (US), Inc.

      

6.50%, 5/15/22

      1,000        1,020,000  

Veritas US, Inc./Veritas Bermuda, Ltd.

      

7.50%, 2/1/23(5)

      338        335,784  
     

 

 

  
      $ 3,344,429  
     

 

 

  

Energy — 0.5%

      

Sunoco, L.P./Sunoco Finance Corp.

      

4.875%, 1/15/23

    $ 1,000      $ 1,028,750  
     

 

 

  
      $ 1,028,750  
     

 

 

  

Financial Intermediaries — 1.3%

      

Ally Financial, Inc.

      

4.625%, 5/19/22

    $ 1,000      $ 1,040,000  

Ford Motor Credit Co., LLC

      

5.875%, 8/2/21

      300        314,314  

Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.

      

6.25%, 2/1/22

      500        514,250  

Navient Corp.

      

5.50%, 1/25/23

      1,007        1,043,504  
     

 

 

  
      $ 2,912,068  
     

 

 

  

Food/Drug Retailers — 0.0%(6)

      

Safeway, Inc.

      

3.95%, 8/15/20

   $ 100      $ 100,500  

4.75%, 12/1/21

     9        9,180  
     

 

 

  
      $ 109,680  
     

 

 

  

Health Care — 1.2%

      

Eagle Holding Co. II, LLC

      

7.625%, (7.625% cash or 8.375% PIK), 5/15/22(5)(7)

    $ 455      $ 459,550  

7.75%, (7.75% cash or 8.50% PIK), 5/15/22(5)(7)

      206        208,060  

HCA, Inc.

      

7.50%, 2/15/22

      1,000        1,110,800  

Kinetic Concepts, Inc./KCI USA, Inc.

      

12.50%, 11/1/21(5)

      836        890,340  
     

 

 

  
      $ 2,668,750  
     

 

 

  

 

18

 

 

                                                 
Security    Principal
Amount
(000’s omitted)		      Value  

Internet Software & Services — 0.5%

      

Netflix, Inc.

      

5.50%, 2/15/22

    $ 1,000      $ 1,060,000  
     

 

 

  
      $ 1,060,000  
     

 

 

  

Leisure Goods/Activities/Movies — 0.5%

      

Sabre GLBL, Inc.

      

5.375%, 4/15/23(5)

    $ 1,000      $ 1,025,000  
     

 

 

  
      $ 1,025,000  
     

 

 

  

Lodging and Casinos — 1.3%

      

MGM Resorts International

      

6.625%, 12/15/21

    $ 1,000      $ 1,087,000  

RHP Hotel Properties, L.P./RHP Finance Corp.

      

5.00%, 4/15/23

      676        692,900  

Studio City Co., Ltd.

      

7.25%, 11/30/21(5)

      1,000        1,026,500  
     

 

 

  
      $ 2,806,400  
     

 

 

  

Metals/Mining — 0.5%

      

Hecla Mining Co.

      

6.875%, 5/1/21

    $ 65      $ 64,675  

Hudbay Minerals, Inc.

      

7.25%, 1/15/23(5)

      1,000        1,036,250  
     

 

 

  
      $ 1,100,925  
     

 

 

  

Nonferrous Metals/Minerals — 0.1%

      

First Quantum Minerals, Ltd.

      

7.25%, 4/1/23(5)

    $ 200      $ 198,000  

New Gold, Inc.

      

6.25%, 11/15/22(5)

      62        62,477  
     

 

 

  
      $ 260,477  
     

 

 

  

Oil and Gas — 2.8%

      

Antero Resources Corp.

      

5.125%, 12/1/22

    $ 1,000      $ 882,500  

Ascent Resources Utica Holdings, LLC/ARU Finance Corp.

      

10.00%, 4/1/22(5)

      775        778,642  

Energy Transfer Operating, L.P.

      

4.25%, 3/15/23

      1,000        1,045,621  

Great Western Petroleum, LLC/Great Western Finance Corp.

      

9.00%, 9/30/21(5)

      500        437,500  

Precision Drilling Corp.

      

6.50%, 12/15/21

      236        232,554  

Tervita Escrow Corp.

      

7.625%, 12/1/21(5)

      1,287        1,314,349  

Transocean, Inc.

      

8.375%, 12/15/21

      750        772,500  

Whiting Petroleum Corp.

      

5.75%, 3/15/21

      836        801,540  
     

 

 

  
      $ 6,265,206  
     

 

 

  

 

19

 

 

                                                 
Security    Principal
Amount
(000’s omitted)		      Value  

Real Estate Investment Trusts (REITs) — 0.3%

      

iStar, Inc.

      

5.25%, 9/15/22

    $ 600      $ 614,250  
     

 

 

  
      $ 614,250  
     

 

 

  

Road & Rail — 0.7%

      

Watco Cos., LLC/Watco Finance Corp.

      

6.375%, 4/1/23(5)

    $ 1,500      $ 1,530,000  
     

 

 

  
      $ 1,530,000  
     

 

 

  

Steel — 0.5%

      

Allegheny Technologies, Inc.

      

5.95%, 1/15/21

    $ 1,000      $ 1,026,875  
     

 

 

  
      $ 1,026,875  
     

 

 

  

Surface Transport — 1.3%

      

DAE Funding, LLC

      

5.25%, 11/15/21(5)

    $ 1,000      $ 1,042,500  

Park Aerospace Holdings, Ltd.

      

5.25%, 8/15/22(5)

      1,000        1,056,400  

XPO Logistics, Inc.

      

6.50%, 6/15/22(5)

      750        765,000  
     

 

 

  
      $ 2,863,900  
     

 

 

  

Technology — 0.5%

      

Dell International, LLC/EMC Corp.

      

5.875%, 6/15/21(5)

    $ 1,000      $ 1,017,250  
     

 

 

  
      $ 1,017,250  
     

 

 

  

Telecommunications — 3.1%

      

Altice Financing S.A.

      

6.625%, 2/15/23(5)

    $ 335      $ 344,631  

Altice Luxembourg S.A.

      

7.75%, 5/15/22(5)

      219        224,201  

CenturyLink, Inc.

      

5.80%, 3/15/22

      1,000        1,058,750  

Hughes Satellite Systems Corp.

      

7.625%, 6/15/21

      1,000        1,080,000  

SBA Communications Corp.

      

4.00%, 10/1/22

      90        92,250  

Sprint Communications, Inc.

      

6.00%, 11/15/22

      2,000        2,130,000  

T-Mobile USA, Inc.

      

6.00%, 3/1/23

      1,000        1,021,190  

Zayo Group, LLC/Zayo Capital, Inc.

      

6.00%, 4/1/23

      1,000        1,031,250  
     

 

 

  
      $ 6,982,272  
     

 

 

  

Total Corporate Bonds & Notes
(identified cost $54,384,620)

       $ 54,926,141  
     

 

 

  

 

20

 

 

                                                 

Convertible Bonds — 0.1%

      
Security    Principal
Amount
(000’s omitted)		      Value  

Technology — 0.1%

 

Rovi Corp.

      

0.50%, 3/1/20

    $ 292      $ 287,810  
     

 

 

  

Total Convertible Bonds
(identified cost $287,432)

       $ 287,810  
     

 

 

  

Short-Term Investments — 0.9%

 

Description    Units      Value  

Eaton Vance Cash Reserves Fund, LLC, 2.09%(8)

      1,959,587      $ 1,959,391  
     

 

 

  

Total Short-Term Investments
(identified cost $1,959,391)

      $ 1,959,391  
     

 

 

  

Total Investments — 156.3%
(identified cost $355,184,839)

       $ 348,658,193  
     

 

 

  

Less Unfunded Loan Commitments — (0.2)%

       $ (319,369 ) 
     

 

 

  

Net Investments — 156.1%
(identified cost $354,865,470)

       $ 348,338,824  
     

 

 

  

Notes Payable — (42.1)%

       $ (94,000,000 ) 
     

 

 

  

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

       $ (31,965,235 ) 
     

 

 

  

Other Assets, Less Liabilities — 0.3%

 

    $ 725,287  
     

 

 

  

Net Assets Applicable to Common Shares — 100.0%

 

    $ 223,098,876  
     

 

 

  

The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares.

 

(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)

The stated interest rate represents the weighted average interest rate at September 30, 2019 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

 

(3)

This Senior Loan will settle after September 30, 2019, at which time the interest rate will be determined.

 

21

 

 

(4)

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 borrower’s discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At September 30, 2019, the total value of unfunded loan commitments is $320,193.

 

(5)

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 September 30, 2019, the aggregate value of these securities is $25,031,512 or 11.2% of the Trust’s net assets applicable to common shares.

 

(6)

Amount is less than 0.05%.

 

(7)

Represents a payment-in-kind security which may pay interest in additional principal at the issuer’s discretion.

 

(8)

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 September 30, 2019.

Abbreviations:

 

LIBOR

   -   London Interbank Offered Rate

PIK

   -   Payment In Kind

Currency Abbreviations:

 

USD

   -   United States Dollar

The Trust did not have any open derivative instruments at September 30, 2019.

At September 30, 2019, the value of the Trust’s investment in affiliated funds was $1,959,391, which represents 0.9% of the Trust’s net assets applicable to common shares. Transactions in affiliated funds by the Trust for the fiscal year to date ended September 30, 2019 were as follows:

 

Name of

affiliated fund

    Value,
beginning of
period		     Purchases      Sales
proceeds		    

Net
realized
gain (loss)

    Change in
unrealized
appreciation
(depreciation)		      Value, end
of period		      Dividend
income		      Units, end
of period		  

Short-Term Investments

 

Eaton Vance Cash Reserves Fund, LLC, 2.09%

    $ 6,727,116     $ 26,400,115      $ (31,166,627 )    $(1,213)    $ —      $ 1,959,391      $ 48,857        1,959,587  

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

 

•  

Level 1 — quoted prices in active markets for identical investments

 

•  

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

 

•  

Level 3 — significant unobservable inputs (including a fund’s own assumptions in determining the fair value of investments)

 

22

 

 

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At September 30, 2019, the hierarchy of inputs used in valuing the Trust’s investments, which are carried at value, were as follows:

 

Asset Description    Level 1      Level 2      Level 3      Total  

Senior Floating-Rate Loans (Less Unfunded Loan Commitments)

    $ —      $ 291,165,482      $ —      $ 291,165,482  

Corporate Bonds & Notes

      —        54,926,141        —        54,926,141  

Convertible Bonds

      —        287,810        —        287,810  

Short-Term Investments

      —        1,959,391        —        1,959,391  

Total Investments

    $ —      $     348,338,824      $ —      $     348,338,824  

For information on the Trust’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Trust’s most recent financial statements included in its semiannual or annual report to shareholders.

 

23