Principal Amount (000) | | Description (1) | Coupon (2) | Reference Rate (2) | Spread (2) | Maturity (3) | Ratings (4) | Value |
| | Food Products – 0.6% (0.4% of Total Investments) | | | | | | |
$557 | | American Seafoods Group LLC, Term Loan B | 4.120% | 3-Month LIBOR | 2.750% | 8/21/23 | BB- | $535,209 |
250 | | Froneri Lux FinCo SARL, Term Loan, First Lien | 2.250% | 1-Month LIBOR | 2.250% | 1/29/27 | B+ | 232,709 |
807 | | Total Food Products | | | | | | 767,918 |
| | Health Care Equipment & Supplies – 1.1% (0.7% of Total Investments) | | | | | | |
545 | | Greatbatch Ltd., New Term Loan B | 3.500% | 1-Month LIBOR | 2.500% | 10/27/22 | B+ | 533,691 |
442 | | MedPlast, Term Loan, First Lien | 5.200% | 3-Month LIBOR | 3.750% | 7/02/25 | B3 | 331,595 |
716 | | Vyaire Medical, Inc., Term Loan B | 6.201% | 3-Month LIBOR | 4.750% | 4/16/25 | B3 | 595,820 |
1,703 | | Total Health Care Equipment & Supplies | | | | | | 1,461,106 |
| | Health Care Providers & Services – 11.7% (7.5% of Total Investments) | | | | | | |
1,437 | | Air Medical Group Holdings, Inc., Term Loan B | 4.250% | 1-Month LIBOR | 3.250% | 4/28/22 | B1 | 1,334,570 |
239 | | Air Methods, Term Loan, First Lien | 4.950% | 3-Month LIBOR | 3.500% | 4/22/24 | B | 181,658 |
483 | | Ardent Health, Term Loan, First Lien | 5.500% | 1-Month LIBOR | 4.500% | 6/30/25 | B1 | 452,270 |
935 | | Brightspring Health, Term Loan B | 4.079% | 1-Month LIBOR | 3.250% | 3/05/26 | B1 | 875,328 |
495 | | Catalent Pharma Solutions, Inc., Dollar Term Loan B2 | 3.250% | 1-Month LIBOR | 2.250% | 5/18/26 | BB+ | 487,367 |
82 | | Civitas Solutions, Term Loan B | 5.710% | 3-Month LIBOR | 4.250% | 3/09/26 | B | 77,956 |
208 | | Civitas Solutions, Term Loan B | 4.660% | 1-Month LIBOR | 4.250% | 3/09/26 | B | 198,067 |
16 | | Civitas Solutions, Term Loan C | 5.860% | 3-Month LIBOR | 4.000% | 3/09/26 | B | 15,499 |
201 | | DaVita, Inc., Term Loan B | 2.154% | 1-Month LIBOR | 1.750% | 8/12/26 | BBB- | 196,487 |
918 | | Envision Healthcare Corporation, Initial Term Loan | 4.154% | 1-Month LIBOR | 3.750% | 10/10/25 | B | 636,785 |
67 | | HCA, Inc., Term Loan B13 | 2.154% | 1-Month LIBOR | 1.750% | 3/18/26 | BBB- | 65,912 |
466 | | Heartland Dental Care, Inc., Term Loan, First Lien | 3.904% | 1-Month LIBOR | 3.500% | 4/30/25 | B3 | 390,504 |
494 | | InnovaCare, Initial Term Loan | 6.750% | 1-Month LIBOR | 5.750% | 12/24/26 | B+ | 468,650 |
285 | | Jordan Health, Initial Term Loan, First Lien | 6.615% | 3-Month LIBOR | 5.000% | 5/15/25 | Caa1 | 177,977 |
1,500 | | Kindred at Home Hospice, Term Loan B, First Lien | 3.688% | 1-Month LIBOR | 3.250% | 7/02/25 | B1 | 1,420,890 |
1,971 | | Lifepoint Health, Inc., New Term Loan B | 4.154% | 1-Month LIBOR | 3.750% | 11/16/25 | B+ | 1,835,162 |
388 | | Millennium Laboratories, Inc., Term Loan B, First Lien, (5) | 0.000% | N/A | N/A | 12/21/20 | C | 131,844 |
3,759 | | Pharmaceutical Product Development, Inc., Term Loan B, (DD1) | 2.904% | 1-Month LIBOR | 2.500% | 8/18/22 | Ba2 | 3,695,590 |
111 | | Quorum Health Corp., Term Loan B, (5) | 7.750% | 1-Month LIBOR | 6.750% | 4/29/22 | Caa3 | 97,380 |
1,955 | | Select Medical Corporation, Term Loan B | 3.070% | 1-Month LIBOR | 2.500% | 3/06/25 | Ba2 | 1,871,252 |
1,030 | | Team Health, Inc., Initial Term Loan | 3.750% | 1-Month LIBOR | 2.750% | 2/06/24 | B- | 765,080 |
17,040 | | Total Health Care Providers & Services | | | | | | 15,376,228 |