Edgar Filing: Eaton Vance Floating-Rate Income Plus Fund

Eaton Vance Floating-Rate Income Plus Fund

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

811-22821

Investment Company Act File Number

Eaton Vance Floating-Rate Income Plus Fund

(Exact Name of Registrant as Specified in Charter)

Two International Place, Boston, Massachusetts 02110

(Address of Principal Executive Offices)

Maureen A. Gemma

Two International Place, Boston, Massachusetts 02110

(Name and Address of Agent for Services)

(617) 482-8260

(Registrant’s Telephone Number, Including Area Code)

May 31

Date of Fiscal Year End

August 31, 2018

Date of Reporting Period

Item 1. Schedule of Investments

Eaton Vance

Floating-Rate Income Plus Fund

August 31, 2018

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 135.0%⁽¹⁾


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 2.4%
Accudyne Industries, LLC
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing August 18, 2024	$	162	$	162,443
TransDigm, Inc.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 9, 2023		1,537		1,536,406
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing August 22, 2024		1,334		1,332,784
Wesco Aircraft Hardware Corp.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2021		205		202,746

			$	3,234,379

Automotive — 3.4%
American Axle and Manufacturing, Inc.
Term Loan, 4.37%, (USD LIBOR + 2.25%), Maturing April 6, 2024⁽²⁾	$	731	$	732,012
Belron Finance US, LLC
Term Loan, 4.84%, (3 mo. USD LIBOR + 2.50%), Maturing November 7, 2024		124		124,880
Chassix, Inc.
Term Loan, 7.91%, (USD LIBOR + 5.50%), Maturing November 15, 2023⁽²⁾		348		352,168
CS Intermediate Holdco 2, LLC
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing November 2, 2023		193		194,322
Dayco Products, LLC
Term Loan, 6.56%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023		245		245,940
FCA US, LLC
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2018		317		317,395
Federal-Mogul Holdings Corporation
Term Loan, 5.81%, (1 mo. USD LIBOR + 3.75%), Maturing April 15, 2021		766		768,688
Horizon Global Corporation
Term Loan, 8.08%, (1 mo. USD LIBOR + 6.00%), Maturing June 30, 2021		93		91,130
L&W, Inc.
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.00%), Maturing May 22, 2025		175		176,859
Sage Automotive Interiors, Inc.
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing October 27, 2022		172		173,668
Tenneco, Inc.
Term Loan, Maturing June 18, 2025⁽³⁾		825		825,252
TI Group Automotive Systems, LLC
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2022		239		240,172
Tower Automotive Holdings USA, LLC
Term Loan, 4.88%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024		412		413,718

			$	4,656,204

Beverage and Tobacco — 0.7%
Arterra Wines Canada, Inc.
Term Loan, 5.07%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023	$	592	$	594,895


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Flavors Holdings, Inc.
Term Loan - Second Lien, 12.33%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2021	$	500	$	412,500

			$	1,007,395

Brokerage/Securities Dealers/Investment Houses — 0.6%
Advisor Group, Inc.
Term Loan, Maturing August 15, 2025⁽³⁾	$	125	$	125,937
Aretec Group, Inc.
Term Loan, 6.33%, (1 mo. USD LIBOR + 4.25%), Maturing November 23, 2020		267		268,228
Term Loan - Second Lien, 9.58%, (1 mo. USD LIBOR + 7.50% (2.00% Cash, 7.58% PIK)), Maturing May 23, 2021		331		332,106
OZ Management L.P.
Term Loan, 6.88%, (1 mo. USD LIBOR + 4.75%), Maturing April 11, 2023		120		120,900

			$	847,171

Building and Development — 3.4%
American Builders & Contractors Supply Co., Inc.
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing October 31, 2023	$	593	$	590,648
Beacon Roofing Supply, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025		150		149,171
Core & Main L.P.
Term Loan, 5.31%, (3 mo. USD LIBOR + 3.00%), Maturing August 1, 2024		174		174,663
CPG International, Inc.
Term Loan, 6.25%, (6 mo. USD LIBOR + 3.75%), Maturing May 3, 2024		533		536,840
DTZ U.S. Borrower, LLC
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.25%), Maturing August 21, 2025		1,275		1,273,274
GGP, Inc.
Term Loan, Maturing August 27, 2025⁽³⁾		225		223,895
Quikrete Holdings, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023		601		600,999
Realogy Group, LLC
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), Maturing February 8, 2025		450		452,093
Summit Materials Companies I, LLC
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing November 21, 2024		149		149,530
Werner FinCo L.P.
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing July 24, 2024		348		341,540
WireCo WorldGroup, Inc.
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing September 30, 2023		147		149,217

			$	4,641,870

Business Equipment and Services — 11.8%
Acosta Holdco, Inc.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021	$	745	$	582,651
Adtalem Global Education, Inc.
Term Loan, 5.06%, (1 mo. USD LIBOR + 3.00%), Maturing April 11, 2025		100		100,833
AlixPartners, LLP
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing April 4, 2024		544		545,573
ASGN Incorporated
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing April 2, 2025		120		119,902
Camelot UK Holdco Limited
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing October 3, 2023		270		270,587


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Cast and Crew Payroll, LLC
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024	$	596	$	596,744
Ceridian HCM Holding, Inc.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing April 5, 2025		350		350,729
Change Healthcare Holdings LLC
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2024		1,564		1,566,346
CPM Holdings, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing April 11, 2022		317		319,065
Crossmark Holdings, Inc.
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 20, 2019		489		309,384
Cypress Intermediate Holdings III, Inc.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing April 27, 2024		322		322,072
EAB Global, Inc.
Term Loan, 6.25%, (USD LIBOR + 3.75%), Maturing November 15, 2024⁽²⁾		324		323,782
Education Management, LLC
Term Loan, 0.00%, Maturing July 2, 2020⁽⁴⁾⁽⁵⁾		370		0
Term Loan, 0.00%, Maturing July 2, 2020⁽⁴⁾⁽⁵⁾		165		31,045
EIG Investors Corp.
Term Loan, 6.06%, (USD LIBOR + 3.75%), Maturing February 9, 2023⁽²⁾		802		806,132
Extreme Reach, Inc.
Term Loan, 8.33%, (1 mo. USD LIBOR + 6.25%), Maturing February 7, 2020		558		557,666
First Data Corporation
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.00%), Maturing July 8, 2022		575		574,598
Garda World Security Corporation
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing May 24, 2024		465		467,056
Global Payments, Inc.
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing April 21, 2023		76		76,709
IG Investment Holdings, LLC
Term Loan, 5.68%, (USD LIBOR + 3.50%), Maturing May 23, 2025⁽²⁾		590		592,234
Information Resources, Inc.
Term Loan, 6.57%, (3 mo. USD LIBOR + 4.25%), Maturing January 18, 2024		198		198,981
Iron Mountain, Inc.
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026		200		197,131
J.D. Power and Associates
Term Loan, 6.33%, (1 mo. USD LIBOR + 4.25%), Maturing September 7, 2023		541		545,327
Kronos Incorporated
Term Loan, 5.34%, (USD LIBOR + 3.00%), Maturing November 1, 2023⁽²⁾		1,383		1,387,480
LegalZoom.com, Inc.
Term Loan, 6.32%, (1 mo. USD LIBOR + 4.25%), Maturing November 21, 2024		174		176,183
Monitronics International, Inc.
Term Loan, 7.83%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022		221		211,483
PGX Holdings, Inc.
Term Loan, 7.33%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020		255		249,657
Ping Identity Corporation
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing January 24, 2025		75		75,188
Pre-Paid Legal Services, Inc.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2025		94		94,490
Prime Security Services Borrower, LLC
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022		616		618,568


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Red Ventures, LLC
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing November 8, 2024	$	245	$	248,354
Solera, LLC
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023		674		674,377
Spin Holdco, Inc.
Term Loan, 5.59%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2022		772		775,862
Tempo Acquisition, LLC
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		198		198,718
Trans Union, LLC
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing June 19, 2025		100		100,455
Travelport Finance (Luxembourg) S.a.r.l.
Term Loan, 4.81%, (3 mo. USD LIBOR + 2.50%), Maturing March 17, 2025		472		472,816
TriTech Software Systems
Term Loan, Maturing August 15, 2025⁽³⁾		200		200,784
Vestcom Parent Holdings, Inc.
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023		123		123,279
WASH Multifamily Laundry Systems, LLC
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		228		229,670
West Corporation
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024		274		272,143
Worldpay, LLC
Term Loan, 3.81%, (1 mo. USD LIBOR + 1.75%), Maturing August 9, 2024		449		449,561

			$	16,013,615

Cable and Satellite Television — 4.8%
Charter Communications Operating, LLC
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2025	$	871	$	871,985
CSC Holdings, LLC
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025		648		647,030
Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing January 25, 2026		299		299,001
Numericable Group S.A.
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), Maturing July 31, 2025		444		423,961
Radiate Holdco, LLC
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024		446		444,167
Telenet Financing USD, LLC
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing August 15, 2026		600		593,625
Unitymedia Finance, LLC
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026		225		224,879
UPC Financing Partnership
Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026		500		498,632
Virgin Media Bristol, LLC
Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026		1,650		1,651,160
Ziggo Secured Finance Partnership
Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025		850		836,520

			$	6,490,960

Chemicals and Plastics — 7.3%
Alpha 3 B.V.
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024	$	149	$	149,090


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Aruba Investments, Inc.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing February 2, 2022	$	73	$	73,249
Ashland, Inc.
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing May 17, 2024		149		149,057
Axalta Coating Systems US Holdings, Inc.
Term Loan, 4.08%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024		999		1,000,994
Emerald Performance Materials, LLC
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021		120		120,693
Term Loan - Second Lien, 9.83%, (1 mo. USD LIBOR + 7.75%), Maturing August 1, 2022		150		150,844
Ferro Corporation
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		74		74,486
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		76		76,105
Flint Group GmbH
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021		38		35,554
Flint Group US, LLC
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021		227		215,072
Gemini HDPE, LLC
Term Loan, 4.85%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024		500		501,740
H.B. Fuller Company
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing October 20, 2024		484		484,038
Ineos US Finance, LLC
Term Loan, 4.17%, (2 mo. USD LIBOR + 2.00%), Maturing March 31, 2024		796		796,622
Invictus US, LLC
Term Loan, 5.20%, (2 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		125		125,545
Kraton Polymers, LLC
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing March 5, 2025		220		220,800
LTI Holdings, Inc.
Term Loan, Maturing August 10, 2025⁽³⁾		100		100,208
MacDermid, Inc.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 7, 2020		350		351,779
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023		383		384,421
Minerals Technologies, Inc.
Term Loan, 4.39%, (USD LIBOR + 2.25%), Maturing February 14, 2024⁽²⁾		228		229,314
Orion Engineered Carbons GmbH
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing July 25, 2024		296		298,314
PQ Corporation
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing February 8, 2025		688		690,137
Prince Minerals, Inc.
Term Loan, 5.90%, (USD LIBOR + 3.50%), Maturing March 20, 2025⁽²⁾		431		417,678
Schenectady International Group, Inc.
Term Loan, Maturing August 10, 2025⁽³⁾		200		197,500
Spectrum Holdings III Corp.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2025		136		135,818
Tata Chemicals North America, Inc.
Term Loan, 5.13%, (3 mo. USD LIBOR + 2.75%), Maturing August 7, 2020		197		197,428
Trinseo Materials Operating S.C.A.
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing September 9, 2024		1,046		1,046,906
Tronox Blocked Borrower, LLC
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing September 22, 2024		256		256,944


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Tronox Finance, LLC
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing September 22, 2024	$	590	$	592,947
Unifrax Corporation
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing April 4, 2024		124		124,603
Univar, Inc.
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing July 1, 2024		638		640,296

			$	9,838,182

Containers and Glass Products — 4.2%
Berlin Packaging, LLC
Term Loan, 5.11%, (USD LIBOR + 3.00%), Maturing November 7, 2025⁽²⁾	$	50	$	50,039
Berry Global, Inc.
Term Loan, 4.19%, (2 mo. USD LIBOR + 2.00%), Maturing October 1, 2022		210		209,910
BWAY Holding Company
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024		248		246,701
Consolidated Container Company, LLC
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		99		99,582
Flex Acquisition Company, Inc.
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), Maturing December 29, 2023		469		468,110
Term Loan, 5.75%, (6 mo. USD LIBOR + 3.25%), Maturing June 29, 2025		350		350,656
Libbey Glass, Inc.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021		280		278,428
Pelican Products, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2025		150		150,312
Reynolds Group Holdings, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023		2,386		2,396,644
Ring Container Technologies Group, LLC
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024		199		199,311
SIG Combibloc US Acquisition, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 13, 2022		699		702,583
Trident TPI Holdings, Inc.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing October 17, 2024		522		522,111

			$	5,674,387

Cosmetics/Toiletries — 0.3%
KIK Custom Products, Inc.
Term Loan, 6.06%, (1 mo. USD LIBOR + 4.00%), Maturing May 15, 2023	$	434	$	431,742

			$	431,742

Drugs — 5.9%
Albany Molecular Research, Inc.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing August 30, 2024	$	323	$	322,603
Amneal Pharmaceuticals, LLC
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025		825		828,805
Arbor Pharmaceuticals, Inc.
Term Loan, 7.49%, (6 mo. USD LIBOR + 5.00%), Maturing July 5, 2023		719		724,987
Bausch Health Companies, Inc.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing June 1, 2025		1,521		1,527,828
Endo Luxembourg Finance Company I S.a.r.l.
Term Loan, 6.38%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024		1,163		1,171,967


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Horizon Pharma, Inc.
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.25%), Maturing March 29, 2024	$	800	$	804,465
Jaguar Holding Company II
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2022		1,604		1,604,388
Mallinckrodt International Finance S.A.
Term Loan, 5.20%, (6 mo. USD LIBOR + 2.75%), Maturing September 24, 2024		641		637,007
Term Loan, 5.52%, (6 mo. USD LIBOR + 3.00%), Maturing February 24, 2025		200		199,518
PharMerica Corporation
Term Loan, 5.57%, (1 mo. USD LIBOR + 3.50%), Maturing December 6, 2024		200		201,121

			$	8,022,689

Ecological Services and Equipment — 1.2%
Advanced Disposal Services, Inc.
Term Loan, 4.21%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023	$	477	$	478,196
Charah, LLC
Term Loan, 8.33%, (1 mo. USD LIBOR + 6.25%), Maturing October 25, 2024		123		125,035
EnergySolutions, LLC
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing May 9, 2025		275		276,891
GFL Environmental, Inc.
Term Loan, 2.75%, Maturing May 30, 2025⁽⁶⁾		64		63,317
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing May 30, 2025		511		509,706
Wrangler Buyer Corp.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024		174		175,148

			$	1,628,293

Electronics/Electrical — 17.4%
Almonde, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing June 13, 2024	$	588	$	586,316
Answers Finance, LLC
Term Loan - Second Lien, 12.90%, (3 mo. USD Prime + 7.90%), Maturing September 15, 2021		77		74,979
Applied Systems, Inc.
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing September 19, 2024		546		548,946
AppLovin Corporation
Term Loan, Maturing August 15, 2025⁽³⁾		350		352,078
Aptean, Inc.
Term Loan, 6.59%, (3 mo. USD LIBOR + 4.25%), Maturing December 20, 2022		593		593,981
Avast Software B.V.
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing September 30, 2023		330		331,726
Barracuda Networks, Inc.
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.25%), Maturing February 12, 2025		349		349,998
Blackhawk Network Holdings, Inc.
Term Loan, 5.18%, (1 mo. USD LIBOR + 3.00%), Maturing June 15, 2025		175		175,809
BMC Software Finance, Inc.
Term Loan, Maturing September 1, 2025⁽³⁾		675		676,477
Campaign Monitor Finance Pty. Limited
Term Loan, 7.58%, (3 mo. USD LIBOR + 5.25%), Maturing March 18, 2021		187		187,466
CommScope, Inc.
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing December 29, 2022		97		97,903


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
CPI International, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024	$	149	$	149,294
Cypress Semiconductor Corporation
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), Maturing July 5, 2021		253		254,052
DigiCert, Inc.
Term Loan, 6.83%, (1 mo. USD LIBOR + 4.75%), Maturing October 31, 2024		224		225,871
Electro Rent Corporation
Term Loan, 7.19%, (USD LIBOR + 5.00%), Maturing January 31, 2024⁽²⁾		296		297,716
Energizer Holdings, Inc.
Term Loan, Maturing June 20, 2025⁽³⁾		125		126,172
Entegris, Inc.
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2021		30		29,616
Epicor Software Corporation
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing June 1, 2022		547		548,205
Exact Merger Sub, LLC
Term Loan, 6.58%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024		149		150,178
EXC Holdings III Corp.
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 2, 2024		124		125,720
Eze Castle Software, Inc.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing April 6, 2020		913		916,470
Flexera Software, LLC
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing February 26, 2025		249		249,998
GlobalLogic Holdings, Inc.
Term Loan, 5.42%, (2 mo. USD LIBOR + 3.25%), Maturing August 1, 2025		109		110,195
Term Loan, Maturing August 1, 2025⁽³⁾		16		15,742
Go Daddy Operating Company, LLC
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing February 15, 2024		1,286		1,290,311
GTCR Valor Companies, Inc.
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing June 16, 2023		358		359,886
Hyland Software, Inc.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing July 1, 2022		1,065		1,072,793
Infoblox, Inc.
Term Loan, 6.58%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023		483		487,199
Infor (US), Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing February 1, 2022		1,856		1,859,061
Informatica, LLC
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing August 5, 2022		645		649,308
Lattice Semiconductor Corporation
Term Loan, 6.32%, (1 mo. USD LIBOR + 4.25%), Maturing March 10, 2021		464		466,395
MA FinanceCo., LLC
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing November 19, 2021		504		500,764
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		119		117,855
MACOM Technology Solutions Holdings, Inc.
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024		293		288,145
Microchip Technology Incorporated
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing May 29, 2025		600		599,935
MTS Systems Corporation
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023		277		279,433


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Renaissance Holding Corp.
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing May 30, 2025	$	275	$	274,828
Rocket Software, Inc.
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing October 14, 2023		295		297,939
Seattle Spinco, Inc.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		802		795,904
SGS Cayman L.P.
Term Loan, 7.71%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021		50		47,918
SkillSoft Corporation
Term Loan, 6.83%, (1 mo. USD LIBOR + 4.75%), Maturing April 28, 2021		1,238		1,200,759
SolarWinds Holdings, Inc.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing February 5, 2024		249		249,717
Southwire Company
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.00%), Maturing May 15, 2025		125		125,495
SS&C Technologies Holdings Europe S.a.r.l.
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025		330		330,580
SS&C Technologies, Inc.
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025		848		849,821
SurveyMonkey, Inc.
Term Loan, 6.58%, (1 mo. USD LIBOR + 4.50%), Maturing April 13, 2024		347		347,791
Sutherland Global Services, Inc.
Term Loan, 7.71%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021		215		205,852
Tibco Software, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing December 4, 2020		148		148,912
Uber Technologies
Term Loan, 5.57%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023		909		913,925
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing April 4, 2025		350		352,844
Verifone Systems, Inc.
Term Loan, 6.32%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025		225		225,774
Veritas Bermuda Ltd.
Term Loan, 6.64%, (USD LIBOR + 4.50%), Maturing January 27, 2023⁽²⁾		465		441,909
Vero Parent, Inc.
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing August 16, 2024		571		572,685
Wall Street Systems Delaware, Inc.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing November 21, 2024		522		522,049
Western Digital Corporation
Term Loan, 3.82%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023		604		605,126

			$	23,655,821

Equipment Leasing — 0.8%
Avolon TLB Borrower 1 (US), LLC
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2025	$	1,017	$	1,017,684
IBC Capital Limited
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023		125		125,519

			$	1,143,203

Financial Intermediaries — 4.1%
Clipper Acquisitions Corp.
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing December 27, 2024	$	299	$	299,493


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Ditech Holding Corporation
Term Loan, 8.08%, (1 mo. USD LIBOR + 6.00%), Maturing June 30, 2022	$	812	$	774,921
Donnelley Financial Solutions, Inc.
Term Loan, 5.06%, (1 mo. USD LIBOR + 3.00%), Maturing October 2, 2023		38		38,489
Focus Financial Partners, LLC
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing July 3, 2024		425		426,328
Fortress Investment Group, LLC
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing December 27, 2022		233		233,902
Franklin Square Holdings L.P.
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing August 1, 2025		125		125,625
Freedom Mortgage Corporation
Term Loan, 6.81%, (1 mo. USD LIBOR + 4.75%), Maturing February 23, 2022		267		269,325
Greenhill & Co., Inc.
Term Loan, 5.84%, (USD LIBOR + 3.75%), Maturing October 12, 2022⁽²⁾		244		247,102
GreenSky Holdings, LLC
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.25%), Maturing March 29, 2025		349		352,180
Guggenheim Partners, LLC
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023		1,464		1,473,600
Harbourvest Partners, LLC
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing March 1, 2025		122		122,529
LPL Holdings, Inc.
Term Loan, 4.48%, (USD LIBOR + 2.25%), Maturing September 23, 2024⁽²⁾		322		322,628
Ocwen Financial Corporation
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing December 5, 2020		72		72,007
StepStone Group L.P.
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.00%), Maturing March 14, 2025		150		150,560
Virtus Investment Partners, Inc.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing June 1, 2024		169		169,800
Walker & Dunlop, Inc.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing December 11, 2020		462		465,189

			$	5,543,678

Food Products — 4.1%
Alphabet Holding Company, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024	$	571	$	541,012
Badger Buyer Corp.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing September 30, 2024		399		397,499
CHG PPC Parent, LLC
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025		100		100,281
Del Monte Foods, Inc.
Term Loan, 5.56%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021		648		572,072
Dole Food Company, Inc.
Term Loan, 4.83%, (USD LIBOR + 2.75%), Maturing April 6, 2024⁽²⁾		414		414,213
Hearthside Food Solutions, LLC
Term Loan, 5.06%, (1 mo. USD LIBOR + 3.00%), Maturing May 23, 2025		175		173,907
High Liner Foods Incorporated
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing April 24, 2021		201		189,892
HLF Financing S.a.r.l.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing August 9, 2025		250		251,250


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Jacobs Douwe Egberts International B.V.
Term Loan, 4.63%, (3 mo. USD LIBOR + 2.25%), Maturing July 1, 2022	$	147	$	147,552
JBS USA, LLC
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing October 30, 2022		2,094		2,094,843
Nomad Foods Europe Midco Limited
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024		299		297,381
Post Holdings, Inc.
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.00%), Maturing May 24, 2024		396		396,650

			$	5,576,552

Food Service — 2.4%
1011778 B.C. Unlimited Liability Company
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing February 16, 2024	$	1,590	$	1,591,231
Aramark Services, Inc.
Term Loan, 4.08%, (3 mo. USD LIBOR + 1.75%), Maturing March 11, 2025		224		225,185
Del Frisco’s Restaurant Group, Inc.
Term Loan, Maturing August 6, 2025⁽³⁾		150		144,750
IRB Holding Corp.
Term Loan, 5.29%, (1 mo. USD LIBOR + 3.25%), Maturing February 5, 2025		200		200,765
KFC Holding Co.
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing April 3, 2025		246		245,973
NPC International, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing April 19, 2024		223		224,560
US Foods, Inc.
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing June 27, 2023		199		199,529
Welbilt, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023		379		381,720

			$	3,213,713

Food/Drug Retailers — 1.7%
Albertsons, LLC
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing August 25, 2021	$	288	$	287,756
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), Maturing December 21, 2022		493		491,989
Term Loan, 5.31%, (3 mo. USD LIBOR + 3.00%), Maturing June 22, 2023		1,072		1,070,556
Dhanani Group, Inc.
Term Loan, 5.83%, (2 mo. USD LIBOR + 3.75%), Maturing June 27, 2025		150		149,250
Diplomat Pharmacy, Inc.
Term Loan, 6.58%, (1 mo. USD LIBOR + 4.50%), Maturing December 20, 2024		122		122,335
Supervalu, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024		47		46,911
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024		78		78,184

			$	2,246,981

Forest Products — 0.2%
Expera Specialty Solutions, LLC
Term Loan, 6.21%, (1 week USD LIBOR + 4.25%), Maturing November 3, 2023	$	245	$	245,353

			$	245,353

Health Care — 13.9%
ADMI Corp.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing April 30, 2025	$	400	$	402,062


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Akorn, Inc.
Term Loan, 6.88%, (1 mo. USD LIBOR + 4.75%), Maturing April 16, 2021	$	219	$	212,910
Alliance Healthcare Services, Inc.
Term Loan, 6.58%, (1 mo. USD LIBOR + 4.50%), Maturing October 24, 2023		248		248,222
Auris Luxembourg III S.a.r.l.
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 17, 2022		194		193,515
Avantor, Inc.
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing November 21, 2024		796		805,867
Beaver-Visitec International, Inc.
Term Loan, 6.17%, (2 mo. USD LIBOR + 4.00%), Maturing August 21, 2023		197		197,483
BioClinica, Inc.
Term Loan, 6.62%, (USD LIBOR + 4.25%), Maturing October 20, 2023⁽²⁾		395		375,238
Bracket Intermediate Holding Corp.
Term Loan, Maturing September 5, 2025⁽³⁾		200		199,750
BW NHHC Holdco, Inc.
Term Loan, 7.06%, (1 mo. USD LIBOR + 5.00%), Maturing May 15, 2025		225		221,906
Carestream Dental Equipment, Inc.
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing September 1, 2024		397		396,504
CHG Healthcare Services, Inc.
Term Loan, 5.25%, (USD LIBOR + 3.00%), Maturing June 7, 2023⁽²⁾		764		767,033
Community Health Systems, Inc.
Term Loan, 5.56%, (3 mo. USD LIBOR + 3.25%), Maturing January 27, 2021		273		269,367
Concentra, Inc.
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing June 1, 2022		75		75,219
Convatec, Inc.
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing October 31, 2023		148		148,489
CPI Holdco, LLC
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing March 21, 2024		198		198,555
CryoLife, Inc.
Term Loan, 6.33%, (3 mo. USD LIBOR + 4.00%), Maturing November 14, 2024		124		125,515
DJO Finance, LLC
Term Loan, 5.46%, (USD LIBOR + 3.25%), Maturing June 8, 2020⁽²⁾		534		534,000
Envision Healthcare Corporation
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing December 1, 2023		974		975,307
Genoa, a QoL Healthcare Company, LLC
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing October 28, 2023		491		493,846
Gentiva Health Services, Inc.
Term Loan, 6.13%, (3 mo. USD LIBOR + 3.75%), Maturing July 2, 2025		464		468,304
GHX Ultimate Parent Corporation
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing June 28, 2024		199		198,500
Greatbatch Ltd.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.00%), Maturing October 27, 2022		316		317,758
Grifols Worldwide Operations USA, Inc.
Term Loan, 4.21%, (1 week USD LIBOR + 2.25%), Maturing January 31, 2025		839		843,441
Hanger, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing February 26, 2025		249		249,063
Indivior Finance S.a.r.l.
Term Loan, 6.85%, (3 mo. USD LIBOR + 4.50%), Maturing December 18, 2022		697		696,500
Inovalon Holdings, Inc.
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.50%), Maturing April 2, 2025		300		297,250


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
IQVIA, Inc.
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing January 17, 2025	$	174	$	173,861
Kinetic Concepts, Inc.
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2024		644		646,878
KUEHG Corp.
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing August 13, 2022		787		788,793
Medical Solutions, LLC
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing June 9, 2024		174		174,281
MedPlast Holdings, Inc.
Term Loan, 6.09%, (3 mo. USD LIBOR + 3.75%), Maturing July 2, 2025		100		101,063
MPH Acquisition Holdings, LLC
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing June 7, 2023		1,121		1,120,911
National Mentor Holdings, Inc.
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2021		144		144,366
Navicure, Inc.
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing November 1, 2024		149		149,810
New Millennium Holdco, Inc.
Term Loan, 8.58%, (1 mo. USD LIBOR + 6.50%), Maturing December 21, 2020		96		52,562
One Call Corporation
Term Loan, 7.31%, (1 mo. USD LIBOR + 5.25%), Maturing November 25, 2022		316		302,020
Ortho-Clinical Diagnostics S.A.
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025		793		793,800
Parexel International Corporation
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024		1,095		1,095,467
Press Ganey Holdings, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing October 23, 2023		172		172,986
Prospect Medical Holdings, Inc.
Term Loan, 7.63%, (1 mo. USD LIBOR + 5.50%), Maturing February 22, 2024		274		275,684
R1 RCM, Inc.
Term Loan, 7.43%, (2 mo. USD LIBOR + 5.25%), Maturing May 8, 2025		125		125,156
RadNet, Inc.
Term Loan, 6.11%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2023		367		369,528
Select Medical Corporation
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2021		395		398,124
Sotera Health Holdings, LLC
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing May 15, 2022		195		195,812
Sound Inpatient Physicians
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing June 27, 2025		100		100,594
Surgery Center Holdings, Inc.
Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing September 2, 2024		248		248,164
Syneos Health, Inc.
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing August 1, 2024		114		114,596
Team Health Holdings, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024		494		473,794
Tecomet, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2024		198		198,804
U.S. Anesthesia Partners, Inc.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024		297		298,456
Verscend Holding Corp.
Term Loan, Maturing August 27, 2025⁽³⁾		350		352,734


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Wink Holdco, Inc.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing December 2, 2024	$	124	$	124,336

			$	18,904,184

Home Furnishings — 1.0%
Bright Bidco B.V.
Term Loan, 5.75%, (USD LIBOR + 3.50%), Maturing June 30, 2024⁽²⁾	$	396	$	393,904
Serta Simmons Bedding, LLC
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing November 8, 2023		1,059		909,639

			$	1,303,543

Industrial Equipment — 5.7%
Apex Tool Group, LLC
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2022	$	568	$	569,891
Clark Equipment Company
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing May 18, 2024		400		400,308
Delachaux S.A.
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing October 28, 2021		100		100,884
DexKo Global, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing July 24, 2024		199		199,789
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing July 24, 2024		300		301,405
DXP Enterprises, Inc.
Term Loan, 6.83%, (1 mo. USD LIBOR + 4.75%), Maturing August 29, 2023		124		124,838
Engineered Machinery Holdings, Inc.
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024		373		372,892
EWT Holdings III Corp.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing December 20, 2024		886		892,045
Filtration Group Corporation
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025		374		375,900
Gardner Denver, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing July 30, 2024		297		298,790
Gates Global, LLC
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing April 1, 2024		971		976,770
Hayward Industries, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024		99		99,697
Milacron, LLC
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2023		615		614,023
Paladin Brands Holding, Inc.
Term Loan, 7.83%, (3 mo. USD LIBOR + 5.50%), Maturing August 15, 2022		315		315,845
Pro Mach Group, Inc.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.00%), Maturing March 7, 2025		50		49,675
Reece Limited
Term Loan, 4.34%, (3 mo. USD LIBOR + 2.00%), Maturing July 2, 2025		200		200,060
Rexnord, LLC
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.00%), Maturing August 21, 2024		872		875,391
Robertshaw US Holding Corp.
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.50%), Maturing February 28, 2025		249		247,661
Thermon Industries, Inc.
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2024		90		90,171


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Titan Acquisition Limited
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025	$	698	$	663,120

			$	7,769,155

Insurance — 4.5%
Alliant Holdings I, Inc.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.00%), Maturing May 9, 2025	$	533	$	533,950
AmWINS Group, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024		495		495,849
Asurion, LLC
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing August 4, 2022		1,330		1,337,722
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023		466		467,974
Term Loan - Second Lien, 8.58%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025		575		593,688
FrontDoor, Inc.
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing August 14, 2025		100		100,375
Hub International Limited
Term Loan, 5.33%, (USD LIBOR + 3.00%), Maturing April 25, 2025⁽²⁾		1,150		1,150,078
NFP Corp.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing January 8, 2024		470		469,682
Sedgwick Claims Management Services, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2021		274		273,964
USI, Inc.
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024		695		694,026

			$	6,117,308

Leisure Goods/Activities/Movies — 4.6%
AMC Entertainment Holdings, Inc.
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2023	$	123	$	123,382
Ancestry.com Operations, Inc.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing October 19, 2023		711		712,513
Bombardier Recreational Products, Inc.
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing May 23, 2025		1,084		1,081,475
CDS U.S. Intermediate Holdings, Inc.
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing July 8, 2022		295		291,638
ClubCorp Holdings, Inc.
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024		441		437,457
Crown Finance US, Inc.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing February 28, 2025		474		472,595
Delta 2 (LUX) S.a.r.l.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2024		439		436,820
Emerald Expositions Holding, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		263		264,074
Lindblad Expeditions, Inc.
Term Loan, 5.95%, (6 mo. USD LIBOR + 3.50%), Maturing March 21, 2025		56		56,341
Term Loan, 5.95%, (6 mo. USD LIBOR + 3.50%), Maturing March 21, 2025		432		436,643
Match Group, Inc.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing November 16, 2022		131		132,235
Sabre GLBL, Inc.
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing February 22, 2024		634		635,601


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
SRAM, LLC
Term Loan, 4.95%, (2 mo. USD LIBOR + 2.75%), Maturing March 15, 2024	$	235	$	236,288
Steinway Musical Instruments, Inc.
Term Loan, 5.81%, (1 mo. USD LIBOR + 3.75%), Maturing February 13, 2025		200		199,999
Travel Leaders Group, LLC
Term Loan, 6.06%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024		225		226,969
UFC Holdings, LLC
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023		442		444,612

			$	6,188,642

Lodging and Casinos — 6.1%
Aristocrat Technologies, Inc.
Term Loan, 4.10%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024	$	292	$	291,567
Boyd Gaming Corporation
Term Loan, 4.21%, (1 week USD LIBOR + 2.25%), Maturing September 15, 2023		228		229,317
CityCenter Holdings, LLC
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing April 18, 2024		620		620,183
Eldorado Resorts, LLC
Term Loan, 4.41%, (USD LIBOR + 2.25%), Maturing April 17, 2024⁽²⁾		198		199,062
ESH Hospitality, Inc.
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing August 30, 2023		304		304,445
Four Seasons Hotels Limited
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing November 30, 2023		222		221,942
Golden Nugget, Inc.
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), Maturing October 4, 2023		1,761		1,770,260
GVC Holdings PLC
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing March 29, 2024		249		250,037
Hanjin International Corp.
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing October 18, 2020		125		125,156
Hilton Worldwide Finance, LLC
Term Loan, 3.81%, (1 mo. USD LIBOR + 1.75%), Maturing October 25, 2023		958		962,018
Las Vegas Sands, LLC
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing March 27, 2025		249		249,304
MGM Growth Properties Operating Partnership L.P.
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing March 21, 2025		464		464,852
Playa Resorts Holding B.V.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024		842		837,110
Stars Group Holdings B.V. (The)
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025		950		958,312
Tropicana Entertainment, Inc.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing November 27, 2020		21		21,105
VICI Properties 1, LLC
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.00%), Maturing December 20, 2024		525		525,656
Wyndham Hotels & Resorts, Inc.
Term Loan, 3.83%, (1 mo. USD LIBOR + 1.75%), Maturing May 30, 2025		300		300,844

			$	8,331,170

Nonferrous Metals/Minerals — 0.9%
Dynacast International, LLC
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022	$	293	$	292,230


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Global Brass & Copper, Inc.
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing May 29, 2025	$	197	$	197,355
Murray Energy Corporation
Term Loan, 9.33%, (1 mo. USD LIBOR + 7.25%), Maturing October 17, 2022		478		447,093
Noranda Aluminum Acquisition Corporation
Term Loan, 0.00%, Maturing February 28, 2019⁽⁴⁾⁽⁵⁾		238		18,325
Oxbow Carbon, LLC
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing January 4, 2023		146		147,530
Term Loan - Second Lien, 9.58%, (1 mo. USD LIBOR + 7.50%), Maturing January 4, 2024		175		178,500

			$	1,281,033

Oil and Gas — 2.4%
Ameriforge Group, Inc.
Term Loan, 9.33%, (3 mo. USD LIBOR + 7.00%), Maturing June 8, 2022	$	114	$	115,335
Apergy Corporation
Term Loan, 4.63%, (2 mo. USD LIBOR + 2.50%), Maturing May 9, 2025		75		75,391
BCP Raptor, LLC
Term Loan, 6.33%, (1 mo. USD LIBOR + 4.25%), Maturing June 24, 2024		173		168,399
CITGO Petroleum Corporation
Term Loan, 5.84%, (3 mo. USD LIBOR + 3.50%), Maturing July 29, 2021		241		241,001
Fieldwood Energy, LLC
Term Loan, 7.33%, (1 mo. USD LIBOR + 5.25%), Maturing April 11, 2022		695		701,445
Green Plains Renewable Energy, Inc.
Term Loan, 7.57%, (1 mo. USD LIBOR + 5.50%), Maturing August 18, 2023		248		251,847
McDermott Technology Americas, Inc.
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing May 10, 2025		299		302,928
MEG Energy Corp.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing December 31, 2023		9		9,404
PSC Industrial Holdings Corp.
Term Loan, 5.81%, (1 mo. USD LIBOR + 3.75%), Maturing October 3, 2024		174		174,724
Sheridan Investment Partners II L.P.
Term Loan, 5.82%, (USD LIBOR + 3.50%), Maturing December 16, 2020⁽²⁾		9		8,482
Term Loan, 5.82%, (USD LIBOR + 3.50%), Maturing December 16, 2020⁽²⁾		25		22,745
Term Loan, 5.82%, (USD LIBOR + 3.50%), Maturing December 16, 2020⁽²⁾		180		163,504
Sheridan Production Partners I, LLC
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		54		48,689
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		88		79,713
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		667		601,573
Ultra Resources, Inc.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing April 12, 2024		350		315,328

			$	3,280,508

Publishing — 1.7%
Ascend Learning, LLC
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024	$	273	$	272,809
Getty Images, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing October 18, 2019		810		791,172
Harland Clarke Holdings Corp.
Term Loan, 7.08%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023		323		303,656


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
LSC Communications, Inc.
Term Loan, 7.58%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2022	$	211	$	211,492
Merrill Communications, LLC
Term Loan, 7.59%, (3 mo. USD LIBOR + 5.25%), Maturing June 1, 2022		92		93,145
Multi Color Corporation
Term Loan, 4.33%, (1 mo. USD LIBOR + 2.25%), Maturing October 31, 2024		75		75,045
ProQuest, LLC
Term Loan, 5.92%, (2 mo. USD LIBOR + 3.75%), Maturing October 24, 2021		413		415,759
Tweddle Group, Inc.
Term Loan, 10.00%, (3 mo. USD Prime + 5.00%), Maturing October 24, 2022⁽⁴⁾		183		86,407

			$	2,249,485

Radio and Television — 3.3%
ALM Media Holdings, Inc.
Term Loan, 6.83%, (3 mo. USD LIBOR + 4.50%), Maturing July 31, 2020	$	112	$	101,020
CBS Radio, Inc.
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), Maturing November 17, 2024		352		349,181
Cumulus Media New Holdings, Inc.
Term Loan, 6.58%, (1 mo. USD LIBOR + 4.50%), Maturing May 15, 2022		776		765,189
Entravision Communications Corporation
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024		273		270,038
Hubbard Radio, LLC
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		143		144,057
iHeartCommunications, Inc.
Term Loan, 0.00%, Maturing January 30, 2019⁽⁵⁾		500		375,625
Mission Broadcasting, Inc.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024		71		71,039
Nexstar Broadcasting, Inc.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024		520		522,621
Univision Communications, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024		1,914		1,842,636

			$	4,441,406

Retailers (Except Food and Drug) — 4.0%
Ascena Retail Group, Inc.
Term Loan, 6.63%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022	$	337	$	316,665
Bass Pro Group, LLC
Term Loan, 7.08%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024		298		300,616
BJ’s Wholesale Club, Inc.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.00%), Maturing February 3, 2024		232		232,444
Coinamatic Canada, Inc.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		40		40,222
David’s Bridal, Inc.
Term Loan, 6.32%, (3 mo. USD LIBOR + 4.00%), Maturing October 11, 2019		465		422,522
Evergreen Acqco 1 L.P.
Term Loan, 6.10%, (USD LIBOR + 3.75%), Maturing July 9, 2019⁽²⁾		515		505,121
Global Appliance, Inc.
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024		248		247,660
Go Wireless, Inc.
Term Loan, 8.58%, (1 mo. USD LIBOR + 6.50%), Maturing December 22, 2024		146		141,984


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Harbor Freight Tools USA, Inc.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2023	$	98	$	98,262
J. Crew Group, Inc.
Term Loan, 5.21%, (USD LIBOR + 3.00%), Maturing March 5, 2021⁽²⁾⁽⁴⁾		739		587,145
LSF9 Atlantis Holdings, LLC
Term Loan, 8.08%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023		244		235,219
Neiman Marcus Group Ltd., LLC
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing October 25, 2020		509		474,179
Party City Holdings, Inc.
Term Loan, 5.05%, (USD LIBOR + 2.75%), Maturing August 19, 2022⁽²⁾		199		200,510
PetSmart, Inc.
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing March 11, 2022		791		678,959
PFS Holding Corporation
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2021		519		302,514
Pier 1 Imports (U.S.), Inc.
Term Loan, 5.95%, (6 mo. USD LIBOR + 3.50%), Maturing April 30, 2021		120		105,000
Shutterfly, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing August 17, 2024		125		125,484
Staples, Inc.
Term Loan, 6.34%, (3 mo. USD LIBOR + 4.00%), Maturing September 12, 2024		149		148,720
Vivid Seats Ltd.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2024		248		246,263

			$	5,409,489

Steel — 1.5%
Atkore International, Inc.
Term Loan, 5.09%, (3 mo. USD LIBOR + 2.75%), Maturing December 22, 2023	$	100	$	99,858
GrafTech Finance, Inc.
Term Loan, 5.58%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2025		650		655,281
Neenah Foundry Company
Term Loan, 8.68%, (2 mo. USD LIBOR + 6.50%), Maturing December 13, 2022		195		194,025
Phoenix Services International, LLC
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing March 1, 2025		175		175,581
Zekelman Industries, Inc.
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing June 14, 2021		957		958,137

			$	2,082,882

Surface Transport — 0.8%
Agro Merchants NAI Holdings, LLC
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing December 6, 2024	$	100	$	99,700
Hertz Corporation (The)
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2023		243		242,648
Kenan Advantage Group, Inc.
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		27		27,061
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		89		88,987
PODS, LLC
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), Maturing December 6, 2024		149		149,415
Stena International S.a.r.l.
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), Maturing March 3, 2021		383		375,101


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
XPO Logistics, Inc.
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.00%), Maturing February 24, 2025	$	150	$	150,610

			$	1,133,522

Telecommunications — 5.0%
CenturyLink, Inc.
Term Loan, 4.83%, (1 mo. USD LIBOR + 2.75%), Maturing January 31, 2025	$	1,244	$	1,230,924
Colorado Buyer, Inc.
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		198		198,907
Digicel International Finance Limited
Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing May 28, 2024		174		165,872
Frontier Communications Corp.
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing June 15, 2024		470		455,555
Global Eagle Entertainment, Inc.
Term Loan, 10.02%, (6 mo. USD LIBOR + 7.50%), Maturing January 6, 2023		487		498,187
Intelsat Jackson Holdings S.A.
Term Loan, 6.56%, (1 mo. USD LIBOR + 4.50%), Maturing January 2, 2024		400		421,000
IPC Corp.
Term Loan, 6.85%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021		220		215,204
Lumentum Holdings
Term Loan, Maturing August 7, 2025⁽³⁾		125		125,547
Mitel Networks Corporation
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing September 25, 2023		94		93,901
Onvoy, LLC
Term Loan, 6.83%, (3 mo. USD LIBOR + 4.50%), Maturing February 10, 2024		469		454,991
Plantronics, Inc.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing July 2, 2025		325		325,000
Sprint Communications, Inc.
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024		839		840,774
Syniverse Holdings, Inc.
Term Loan, 7.07%, (1 mo. USD LIBOR + 5.00%), Maturing March 9, 2023		224		223,147
TDC A/S
Term Loan, 5.84%, (3 mo. USD LIBOR + 3.50%), Maturing May 31, 2025		450		454,078
Telesat Canada
Term Loan, 4.84%, (3 mo. USD LIBOR + 2.50%), Maturing November 17, 2023		1,104		1,107,691

			$	6,810,778

Utilities — 2.9%
Brookfield WEC Holdings, Inc.
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing August 1, 2025	$	525	$	528,937
Calpine Construction Finance Company L.P.
Term Loan, 4.58%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2025		92		92,384
Calpine Corporation
Term Loan, 4.84%, (3 mo. USD LIBOR + 2.50%), Maturing January 15, 2024		800		802,391
Granite Acquisition, Inc.
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021		28		28,740
Term Loan, 5.84%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021		626		631,982
Lightstone Generation, LLC
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024		23		23,109
Term Loan, 5.83%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024		362		360,929


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Longview Power, LLC
Term Loan, 8.35%, (3 mo. USD LIBOR + 6.00%), Maturing April 13, 2021	$	558	$	477,922
Talen Energy Supply, LLC
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing July 15, 2023		198		199,232
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing April 15, 2024		172		173,020
USIC Holdings, Inc.
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing December 8, 2023		300		302,127
Vistra Energy Corp.
Term Loan, 4.06%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2025		250		249,870

			$	3,870,643


Total Senior Floating-Rate Loans (identified cost $185,714,780)			$	183,285,936


Corporate Bonds & Notes — 10.3%

Security	Principal Amount* (000’s omitted)		Value
Air Transport — 0.3%
Azul Investments LLP
5.875%, 10/26/24⁽⁷⁾		500	$	430,375

			$	430,375

Banks and Thrifts — 0.8%
Australia and New Zealand Banking Group, Ltd.
3.75%, 7/25/19⁽⁸⁾	AUD	640	$	465,479
Banco Mercantil del Norte S.A./Grand Cayman
5.75% to 10/4/26, 10/4/31⁽⁷⁾⁽⁹⁾		400		381,004
JPMorgan Chase & Co.
4.25%, 11/2/18	NZD	255		169,188

			$	1,015,671

Building and Development — 0.3%
MDC Holdings, Inc.
6.00%, 1/15/43		533	$	461,045

			$	461,045

Chemicals — 0.4%
Cydsa SAB de CV
6.25%, 10/4/27⁽⁷⁾		500	$	474,355

			$	474,355

Computers — 0.6%
Seagate HDD Cayman
4.875%, 6/1/27		520	$	488,809
5.75%, 12/1/34		426		385,127

			$	873,936


Security	Principal Amount* (000’s omitted)		Value
Diversified Financial Services — 0.9%
Jefferies Finance, LLC/JFIN Co-Issuer Corp.
7.25%, 8/15/24⁽⁷⁾		202	$	199,475
Jefferies Group, LLC/Jefferies Group Capital Finance, Inc.
4.15%, 1/23/30		330		301,289
Synchrony Financial
3.95%, 12/1/27		330		301,250
UniCredit SpA
5.861% to 6/19/32⁽⁷⁾⁽⁹⁾		330		289,440
Unifin Financiera SAB de CV
8.875% to 1/29/25^(7)(9)(10)		200		189,002

			$	1,280,456

Drugs — 0.3%
Bausch Health Companies, Inc.
6.50%, 3/15/22⁽⁷⁾		173	$	179,487
7.00%, 3/15/24⁽⁷⁾		225		238,219

			$	417,706

Electronics/Electrical — 0.2%
Ingram Micro, Inc.
5.45%, 12/15/24		310	$	306,681

			$	306,681

Food/Drug Retailers — 0.5%
ESAL GmbH
6.25%, 2/5/23⁽⁷⁾		685	$	665,306

			$	665,306

Leisure Goods/Activities/Movies — 0.5%
Mattel, Inc.
3.15%, 3/15/23		295	$	259,320
6.75%, 12/31/25⁽⁷⁾		165		162,020
6.20%, 10/1/40		120		100,500
5.45%, 11/1/41		155		125,550

			$	647,390

Nonferrous Metals/Minerals — 0.5%
First Quantum Minerals, Ltd.
6.875%, 3/1/26⁽⁷⁾		775	$	724,625

			$	724,625

Oil and Gas — 2.4%
Gran Tierra Energy International Holdings, Ltd.
6.25%, 2/15/25⁽⁷⁾		500	$	482,500
Oceaneering International, Inc.
6.00%, 2/1/28		500		497,037
Petrobras Global Finance B.V.
5.75%, 2/1/29		280		244,020
5.625%, 5/20/43		905		720,606


Security	Principal Amount* (000’s omitted)		Value
Rowan Cos., Inc.
4.75%, 1/15/24		415	$	358,975
5.40%, 12/1/42		675		480,938
YPF SA
7.00%, 12/15/47⁽⁷⁾		680		493,000

			$	3,277,076

Pharmaceuticals — 0.4%
Teva Pharmaceutical Finance Netherlands III B.V.
3.15%, 10/1/26		610	$	506,460

			$	506,460

Real Estate Investment Trusts (REITs) — 0.5%
CBL & Associates, L.P.
4.60%, 10/15/24		465	$	375,153
5.95%, 12/15/26		280		228,200

			$	603,353

Retailers (Except Food and Drug) — 1.3%
JC Penney Corp., Inc.
6.375%, 10/15/36		670	$	321,600
Macy’s Retail Holdings, Inc.
4.30%, 2/15/43		1,235		932,263
Signet UK Finance PLC
4.70%, 6/15/24		519		487,839

			$	1,741,702

Transportation — 0.4%
JSL Europe S.A.
7.75%, 7/26/24⁽⁷⁾		600	$	533,256

			$	533,256


Total Corporate Bonds & Notes (identified cost $14,655,358)			$	13,959,393


Foreign Government Bonds— 3.1%

Security	Principal Amount (000’s omitted)		Value
Argentina — 0.1%
Republic of Argentina
6.875%, 1/11/48	USD	115	$	80,788

			$	80,788

Brazil — 0.6%
Nota do Tesouro Nacional
10.00%, 1/1/25	BRL	3,525	$	800,379

			$	800,379


Security	Principal Amount (000’s omitted)		Value
Canada — 0.5%
Canada Housing Trust
3.80%, 6/15/21⁽⁷⁾	CAD	900	$	719,614

			$	719,614

Malaysia — 0.2%
Malaysia Government Bond
3.441%, 2/15/21	MYR	1,200	$	291,489

			$	291,489

Mexico — 0.7%
Mexican Bonos
7.75%, 5/29/31	MXN	19,590	$	1,008,198

			$	1,008,198

Supranational — 0.9%
European Investment Bank
7.20%, 7/9/19⁽⁷⁾	IDR	4,080,000	$	273,400
International Bank for Reconstruction & Development
3.50%, 1/22/21	NZD	425		289,587
International Finance Corp.
7.80%, 6/3/19	INR	24,990		354,276
8.25%, 6/10/21	INR	18,100		260,827

			$	1,178,090

Uruguay — 0.1%
Republic of Uruguay
8.50%, 3/15/28⁽⁷⁾	UYU	6,900	$	177,832

			$	177,832


Total Foreign Government Bonds (identified cost $4,545,747)			$	4,256,390


Commercial Mortgage-Backed Securities — 0.1%

Security	Principal Amount (000’s omitted)		Value
JPMBB Commercial Mortgage Securities Trust
Series 2014-C23, Class D, 4.10%, Maturing 9/15/47^(7)(11)	$	100	$	88,392


Total Commercial Mortgage-Backed Securities (identified cost $90,829)			$	88,392



Convertible Bonds — 0.6%

Security	Principal Amount (000’s omitted)		Value
Oil & Gas — 0.6%
Ascent Resources-Utica, LLC/ARU Finance Corp.
6.00%, 3/1/21^(7)(12)	$	117	$	162,101
Nabors Industries, Inc.
0.75%, 1/15/24		890		704,557


Total Convertible Bonds (identified cost $844,874)			$	866,658


Common Stocks — 4.9%

Security	Shares		Value
Business Equipment and Services — 0.4%
Education Management Corp.^(4)(13)(14)		2,334,705	$	0
RCS Capital Corp.^(13)(14)		6,066		588,402

			$	588,402

Consumer Discretionary — 0.2%
Lennar Corp., Class A		4,100	$	211,847

			$	211,847

Diversified Financial Services — 0.2%
Medley Capital Corp.		74,500	$	300,235

			$	300,235

Electronics/Electrical — 0.2%
Answers Corp.^(4)(13)(14)		14,876	$	108,446
Intel Corp.		4,500		217,935

			$	326,381

Financial Services — 0.2%
Bank of America Corp.		7,600	$	235,068

			$	235,068

Health Care — 0.0%⁽¹⁵⁾
New Millennium Holdco, Inc.^(13)(14)		10,394	$	1,304

			$	1,304

Investment Companies — 2.3%
Ares Capital Corp.		59,000	$	1,030,140
PennantPark Investment Corp.		72,837		566,672
Solar Capital, Ltd.		43,000		935,250
THL Credit, Inc.		67,000		572,850

			$	3,104,912


Security	Shares		Value
Miscellaneous Manufacturing — 0.3%
Toshiba Corp.⁽¹³⁾		148,000	$	441,068

			$	441,068

Oil and Gas — 0.6%
AFG Holdings, Inc.^(4)(13)(14)		4,525	$	307,700
Fieldwood Energy, Inc.^(13)(14)		2,128		113,844
Paragon Offshore Finance Company, Class A^(13)(14)		404		480
Paragon Offshore Finance Company, Class B^(13)(14)		202		6,868
Royal Dutch Shell PLC, Class B, ADR		5,150		347,007
Southcross Holdings Group, LLC^(4)(13)(14)		15		0
Southcross Holdings L.P., Class A^(13)(14)		15		3,675

			$	779,574

Publishing — 0.1%
Cumulus Media, Inc., Class A^(13)(14)		9,974	$	208,457

			$	208,457

Transportation — 0.4%
A.P. Moller - Maersk A/S, Class B		315	$	488,184

			$	488,184


Total Common Stocks (identified cost $7,012,052)			$	6,685,432


Convertible Preferred Stocks — 1.5%

Security	Shares		Value
Business Equipment and Services — 0.0%
Education Management Corp., Series A-1, 7.50%^(4)(13)(14)		2,597	$	0

			$	0

Diversified Financial Services — 0.3%
AMG Capital Trust II, 5.15%		6,900	$	405,614

			$	405,614

Oil & Gas — 1.0%
Chesapeake Energy Corp., 5.75%		2,240	$	1,375,012

			$	1,375,012

Pharmaceuticals — 0.2%
Teva Pharmaceutical Industries, Ltd., 7.00%		580	$	246,587

			$	246,587


Total Convertible Preferred Stocks (identified cost $1,913,659)			$	2,027,213


Preferred Stocks — 0.3%

Security	Shares		Value
Equity Real Estate Investment Trusts (REITs) — 0.1%
CBL & Associates Properties, Inc., Series D, 7.375%		10,475	$	191,692

			$	191,692


Security	Shares		Value
Oil, Gas & Consumable Fuels — 0.2%
NuStar Energy, L.P., Series B, 7.625% to 6/15/22⁽⁹⁾		9,200	$	214,176

			$	214,176


Total Preferred Stocks (identified cost $442,293)			$	405,868


Short-Term Investments — 2.9%

Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 2.14%⁽¹⁶⁾		3,923,324	$	3,923,717


Total Short-Term Investments (identified cost $3,923,326)			$	3,923,717


Total Investments — 158.7% (identified cost $219,142,918)			$	215,498,999


Less Unfunded Loan Commitments — (0.1)%			$	(63,536	)


Net Investments — 158.6% (identified cost $219,079,382)			$	215,435,463


Notes Payable — (42.7)%			$	(58,000,000	)


Variable Rate Term Preferred Shares, at Liquidation Value (net of unamortized deferred debt issuance costs) — (14.0)%			$	(18,961,039	)


Other Assets, Less Liabilities — (1.9)%			$	(2,669,173	)


Net Assets Applicable to Common Shares — 100.0%			$	135,805,251

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)

The stated interest rate represents the weighted average interest rate at August 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.

(3)	This Senior Loan will settle after August 31, 2018, at which time the interest rate will be determined.

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

(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)

Unfunded or partially unfunded loan commitments. The Fund may enter into certain loan agreements all or a portion of which may be unfunded. The Fund is obligated to fund these commitments at the borrower’s discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded.

(7)

Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At August 31, 2018, the aggregate value of these securities is $6,863,403 or 5.1% of the Fund’s net assets applicable to common shares.

(8)

Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At August 31, 2018, the aggregate value of these securities is $465,479 or 0.3% of the Fund’s net assets applicable to common shares.

(9)	Security converts to floating rate after the indicated fixed-rate coupon period.

(10)	Perpetual security with no stated maturity date but may be subject to calls by the issuer.

(11)	Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at August 31, 2018.

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

(13)	Non-income producing security.

(14)	Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale.

(15)	Amount is less than 0.05%.

(16)

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 August 31, 2018. Net income from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended August 31, 2018 was $20,753.

Abbreviations:



ADR	-	American Depositary Receipt

LIBOR	-	London Interbank Offered Rate

PIK	-	Payment In Kind

Currency Abbreviations:



AUD	-	Australian Dollar

BRL	-	Brazilian Real

CAD	-	Canadian Dollar

IDR	-	Indonesian Rupiah

INR	-	Indian Rupee



MXN	-	Mexican Peso

MYR	-	Malaysian Ringgit

NZD	-	New Zealand Dollar

USD	-	United States Dollar

UYU	-	Uruguayan Peso

The Fund did not have any open derivative instruments at August 31, 2018.

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

•

Level 1 — quoted prices in active markets for identical investments

•

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

•

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

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

At August 31, 2018, the hierarchy of inputs used in valuing the Fund’s investments, which are carried at value, were as follows:


Asset Description	Level 1		Level 2			Level 3*		Total
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)	$	—	$	182,499,478		$	722,922	$	183,222,400
Corporate Bonds & Notes		—		13,959,393			—		13,959,393
Foreign Government Bonds		—		4,256,390			—		4,256,390
Commercial Mortgage-Backed Securities		—		88,392			—		88,392
Convertible Bonds		—		866,658			—		866,658
Common Stocks		4,625,461		1,643,825	**		416,146		6,685,432
Convertible Preferred Stocks		—		2,027,213			0		2,027,213
Preferred Stocks		405,868		—			—		405,868
Short-Term Investments		—		3,923,717			—		3,923,717
Total Investments	$	5,031,329	$	209,265,066		$	1,139,068	$	215,435,463

*	None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund.

**	Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended August 31, 2018 is not presented.

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

Item 2. Controls and Procedures

(a) It is the conclusion of the registrant’s principal executive officer and principal financial officer that the effectiveness of the registrant’s current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant on this Form N-Q has been recorded, processed, summarized and reported within the time period specified in the Commission’s rules and forms and that the information required to be disclosed by the registrant on this Form N-Q has been accumulated and communicated to the registrant’s principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.

(b) There have been no changes in the registrant’s internal controls over financial reporting during the fiscal quarter for which the report is being filed that have materially affected, or are reasonably likely to materially affect the registrant’s internal control over financial reporting.

Item 3. Exhibits

A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act is attached hereto.

Signatures

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Eaton Vance Floating-Rate Income Plus Fund



By:		/s/ Payson F. Swaffield
		Payson F. Swaffield
		President

Date:		October 22, 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:		October 22, 2018



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

Date:		October 22, 2018