Quarterly Holdings Report
for
Fidelity Advisor® Floating Rate High Income Fund
January 31, 2024
AFR-NPRT1-0324
1.813066.119
Bank Loan Obligations - 86.9% | |||
Principal Amount (a) (000s) | Value ($) (000s) | ||
Aerospace - 0.9% | |||
ADS Tactical, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.750% 11.1971% 3/19/26 (b)(c)(d) | 16,327 | 16,205 | |
Gemini HDPE LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.000% 8.5743% 12/31/27 (b)(c)(d) | 3,965 | 3,935 | |
KBR, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.250% 7.5826% 1/10/31 (b)(c)(d) | 6,525 | 6,509 | |
TransDigm, Inc.: | |||
1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.5981% 8/24/28 (b)(c)(d) | 38,727 | 38,744 | |
Tranche H 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.5981% 2/22/27 (b)(c)(d) | 36,525 | 36,545 | |
Tranche J 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.5981% 2/28/31 (b)(c)(d) | 16,205 | 16,218 | |
TOTAL AEROSPACE | 118,156 | ||
Air Transportation - 1.4% | |||
AAdvantage Loyalty IP Ltd. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.750% 10.3294% 4/20/28 (b)(c)(d) | 24,928 | 25,506 | |
Air Canada Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.500% 9.1393% 8/11/28 (b)(c)(d) | 17,225 | 17,222 | |
American Airlines, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.8694% 6/4/29 (b)(c)(d) | 14,615 | 14,588 | |
Echo Global Logistics, Inc.: | |||
1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.500% 8.9373% 11/23/28 (b)(c)(d) | 13,212 | 12,955 | |
CME Term SOFR 3 Month Index + 4.750% 10.1981% 11/23/28 (b)(c)(d)(e) | 19,207 | 19,207 | |
2LN, term loan: | |||
CME Term SOFR 3 Month Index + 7.000% 12.4832% 11/23/29 (b)(c)(d)(e) | 8,145 | 8,145 | |
CME Term SOFR 3 Month Index + 8.000% 13.4326% 11/23/29 (b)(c)(d)(e) | 4,100 | 4,100 | |
Mileage Plus Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 5.250% 10.7704% 7/2/27 (b)(c)(d) | 19,061 | 19,623 | |
Rand Parent LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.5981% 3/17/30 (b)(c)(d) | 7,799 | 7,766 | |
SkyMiles IP Ltd. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.750% 9.0678% 10/20/27 (b)(c)(d) | 17,243 | 17,621 | |
STG Logistics, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 6.000% 11.4981% 3/24/28 (b)(c)(d)(e) | 12,217 | 11,497 | |
United Airlines, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.750% 9.2011% 4/21/28 (b)(c)(d) | 24,450 | 24,454 | |
TOTAL AIR TRANSPORTATION | 182,684 | ||
Automotive & Auto Parts - 1.6% | |||
American Trailer World Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1826% 3/5/28 (b)(c)(d) | 18,862 | 18,392 | |
Belron Finance U.S. LLC Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 2.000% 7.4476% 4/28/28 (b)(c)(d) | 5,535 | 5,533 | |
CME Term SOFR 1 Month Index + 2.250% 7.664% 4/13/29 (b)(c)(d) | 5,214 | 5,220 | |
Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.3326% 5/6/30 (b)(c)(d) | 26,414 | 26,414 | |
CWGS Group LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.9509% 6/3/28 (b)(c)(d) | 39,482 | 37,927 | |
Driven Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4511% 12/17/28 (b)(c)(d) | 12,949 | 12,828 | |
Ls Group Opco Acquistion LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.7082% 11/2/27 (b)(c)(d) | 15,141 | 15,103 | |
PECF USS Intermediate Holding III Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.8239% 12/17/28 (b)(c)(d) | 26,494 | 19,635 | |
Power Stop LLC 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.1826% 1/26/29 (b)(c)(d) | 18,298 | 16,804 | |
Realtruck Group, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 8.9471% 1/29/28 (b)(c)(d) | 15,990 | 15,719 | |
Rough Country LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.500% 8.9471% 7/28/28 (b)(c)(d) | 3,631 | 3,603 | |
RVR Dealership Holdings LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 9.1866% 2/8/28 (b)(c)(d) | 9,915 | 9,013 | |
Wand NewCo 3, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 1/20/31 (c)(d)(f) | 23,965 | 23,965 | |
TOTAL AUTOMOTIVE & AUTO PARTS | 210,156 | ||
Banks & Thrifts - 1.1% | |||
Blackstone CQP Holdco LP Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.3481% 12/31/30 (b)(c)(d) | 59,640 | 59,539 | |
Citadel Securities LP Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 2.250% 7/29/30 (c)(d)(f) | 2,450 | 2,444 | |
CME Term SOFR 1 Month Index + 2.500% 7.5865% 7/25/30 (b)(c)(d) | 54,068 | 53,939 | |
Deerfield Dakota Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.750% 9.0981% 4/9/27 (b)(c)(d) | 12,530 | 12,296 | |
Novae LLC 1LN, term loan CME Term SOFR 3 Month Index + 5.000% 10.5211% 12/22/28 (b)(c)(d) | 13,639 | 13,502 | |
Superannuation & Investments U.S. LLC 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1971% 12/1/28 (b)(c)(d) | 6,448 | 6,455 | |
TOTAL BANKS & THRIFTS | 148,175 | ||
Broadcasting - 1.4% | |||
AppLovin Corp. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.000% 8.4326% 10/25/28 (b)(c)(d) | 8,014 | 7,999 | |
CME Term SOFR 1 Month Index + 3.100% 8.4326% 8/15/30 (b)(c)(d) | 24,757 | 24,711 | |
Diamond Sports Group LLC: | |||
1LN, term loan CME Term SOFR 1 Month Index + 8.000% 15.4527% 8/24/26 (b)(c)(d) | 8,575 | 8,106 | |
2LN, term loan CME Term SOFR 1 Month Index + 3.250% 10.6625% (b)(c)(d)(g) | 71,092 | 4,684 | |
Dotdash Meredith, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.4527% 12/1/28 (b)(c)(d) | 44,523 | 43,744 | |
Nexstar Media, Inc. Tranche B, term loan CME Term SOFR 1 Month Index + 2.500% 7.9511% 9/19/26 (b)(c)(d) | 20,599 | 20,572 | |
Sinclair Television Group, Inc.: | |||
Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 2.500% 7.9471% 9/30/26 (b)(c)(d) | 5,192 | 5,057 | |
CME Term SOFR 1 Month Index + 3.000% 8.4471% 4/1/28 (b)(c)(d) | 2,925 | 2,654 | |
Tranche B4 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 9.1826% 4/21/29 (b)(c)(d) | 13,692 | 12,319 | |
Univision Communications, Inc.: | |||
1LN, term loan CME Term SOFR 3 Month Index + 4.250% 9.5981% 6/24/29 (b)(c)(d) | 9,776 | 9,769 | |
Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.250% 8.6971% 3/24/26 (b)(c)(d) | 8,601 | 8,587 | |
CME Term SOFR 1 Month Index + 3.250% 8.6971% 1/31/29 (b)(c)(d) | 38,828 | 38,702 | |
TOTAL BROADCASTING | 186,904 | ||
Building Materials - 2.8% | |||
Acproducts Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.250% 9.8598% 5/17/28 (b)(c)(d) | 49,121 | 42,361 | |
APi Group DE, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.9511% 1/3/29 (b)(c)(d) | 25,229 | 25,217 | |
Chariot Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 11/3/28 (c)(d)(f) | 10,855 | 10,787 | |
Emerson Climate Technologies Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.3127% 5/31/30 (b)(c)(d) | 23,734 | 23,728 | |
Foley Products Co. LLC 1LN, term loan CME Term SOFR 3 Month Index + 4.750% 10.2481% 12/29/28 (b)(c)(d) | 4,000 | 4,000 | |
Hunter Douglas, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.500% 8.8797% 2/25/29 (b)(c)(d) | 96,414 | 94,675 | |
Ingersoll-Rand Services Co. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.206% 2/28/27 (b)(c)(d) | 3,331 | 3,333 | |
Janus International Group LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6953% 8/3/30 (b)(c)(d) | 6,608 | 6,603 | |
Oscar AcquisitionCo LLC 1LN, term loan CME Term SOFR 3 Month Index + 4.500% 9.9481% 4/29/29 (b)(c)(d) | 45,585 | 45,186 | |
Smyrna Ready Mix LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.8367% 4/2/29 (b)(c)(d) | 10,342 | 10,329 | |
Specialty Building Products Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 9.206% 10/15/28 (b)(c)(d) | 10,965 | 10,898 | |
SRS Distribution, Inc. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.500% 8.9471% 6/4/28 (b)(c)(d) | 40,561 | 40,308 | |
CME Term SOFR 3 Month Index + 3.250% 8.6826% 6/2/28 (b)(c)(d) | 11,324 | 11,250 | |
Standard Industries, Inc./New Jersey Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.250% 7.7011% 9/22/28 (b)(c)(d) | 19,658 | 19,633 | |
Traverse Midstream Partners Ll Tranche B, term loan CME Term SOFR 6 Month Index + 4.250% 8.8174% 2/16/28 (b)(c)(d) | 9,572 | 9,572 | |
USIC Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 9.1098% 5/14/28 (b)(c)(d) | 11,285 | 11,180 | |
White Capital Buyer LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 9.0826% 10/19/27 (b)(c)(d) | 11,672 | 11,655 | |
TOTAL BUILDING MATERIALS | 380,715 | ||
Cable/Satellite TV - 1.8% | |||
Charter Communication Operating LLC: | |||
Tranche B2 1LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.0826% 2/1/27 (b)(c)(d) | 65,930 | 65,682 | |
Tranche B4 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.3293% 12/9/30 (b)(c)(d) | 8,720 | 8,578 | |
Coral-U.S. Co.-Borrower LLC: | |||
Tranche B, term loan CME Term SOFR 1 Month Index + 2.250% 7.6976% 1/31/28 (b)(c)(d) | 31,425 | 30,929 | |
Tranche B6 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4476% 10/15/29 (b)(c)(d) | 2,855 | 2,822 | |
CSC Holdings LLC: | |||
Tranche B 5LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.9476% 4/15/27 (b)(c)(d) | 21,216 | 20,163 | |
Tranche B6 LN, term loan CME Term SOFR 1 Month Index + 4.500% 9.8332% 1/18/28 (b)(c)(d) | 47,776 | 46,621 | |
DIRECTV Financing LLC 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 10.6498% 8/2/27 (b)(c)(d) | 6,095 | 6,088 | |
Virgin Media Bristol LLC: | |||
Tranche N, term loan CME Term SOFR 1 Month Index + 2.500% 7.9476% 1/31/28 (b)(c)(d) | 21,915 | 21,497 | |
Tranche Y 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.7899% 3/6/31 (b)(c)(d) | 37,605 | 37,074 | |
TOTAL CABLE/SATELLITE TV | 239,454 | ||
Capital Goods - 0.6% | |||
Ali Group North America Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.4471% 7/22/29 (b)(c)(d) | 8,214 | 8,206 | |
Chart Industries, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6984% 3/17/30 (b)(c)(d) | 22,441 | 22,447 | |
CPM Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 9.8527% 9/28/28 (b)(c)(d) | 10,402 | 10,397 | |
Griffon Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 7.7481% 1/24/29 (b)(c)(d) | 23,292 | 23,263 | |
TK Elevator U.S. Newco, Inc. Tranche B 1LN, term loan CME Term SOFR 6 Month Index + 3.500% 9.081% 7/31/27 (b)(c)(d) | 9,352 | 9,348 | |
TNT Crane & Rigging LLC 2LN, term loan 3 month U.S. LIBOR + 8.750% 14.3418% 4/16/25 (b)(c)(d)(e) | 4,949 | 4,701 | |
TOTAL CAPITAL GOODS | 78,362 | ||
Chemicals - 3.9% | |||
A-Gas Finco, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.250% 10.5965% 12/14/29 (b)(c)(d) | 17,675 | 16,725 | |
ARC Falcon I, Inc.: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 8.9326% 9/30/28 (b)(c)(d) | 37,610 | 37,271 | |
Tranche B 2LN, term loan CME Term SOFR 1 Month Index + 7.000% 12.4326% 9/22/29 (b)(c)(d) | 3,385 | 3,025 | |
Aruba Investment Holdings LLC: | |||
1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.0826% 11/24/27 (b)(c)(d) | 10,405 | 10,223 | |
2LN, term loan CME Term SOFR 1 Month Index + 7.750% 13.1826% 11/24/28 (b)(c)(d) | 12,310 | 11,562 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.4326% 11/24/27 (b)(c)(d) | 18,981 | 18,710 | |
Avient Corp. Tranche B7 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.8902% 8/29/29 (b)(c)(d) | 5,903 | 5,910 | |
Bakelite U.S. Holding Ltd. 1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.4981% 5/27/29 (b)(c)(d) | 15,268 | 15,210 | |
Consolidated Energy Finance SA: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9326% 5/7/25 (b)(c)(d)(e) | 11,486 | 11,399 | |
Tranche B, term loan CME Term SOFR 1 Month Index + 2.500% 7.9326% 5/7/25 (b)(c)(d) | 4,052 | 4,012 | |
CPC Acquisition Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.3598% 12/29/27 (b)(c)(d) | 7,689 | 6,212 | |
Cyanco Intermediate 2 Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.0866% 7/7/28 (b)(c)(d) | 5,451 | 5,447 | |
Derby Buyer LLC 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.6027% 11/1/30 (b)(c)(d) | 17,680 | 17,724 | |
Discovery Purchaser Corp. 1LN, term loan CME Term SOFR 3 Month Index + 4.370% 9.7052% 10/4/29 (b)(c)(d) | 44,316 | 43,773 | |
Groupe Solmax, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.750% 10.2845% 5/27/28 (b)(c)(d) | 27,753 | 26,742 | |
Herens U.S. Holdco Corp. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.920% 9.3731% 7/3/28 (b)(c)(d) | 18,382 | 17,085 | |
Hexion Holdings Corp. 1LN, term loan CME Term SOFR 3 Month Index + 4.500% 10.0215% 3/15/29 (b)(c)(d) | 51,002 | 48,771 | |
Hexion, Inc. 2LN, term loan CME Term SOFR 1 Month Index + 7.430% 12.8701% 3/15/30 (b)(c)(d) | 8,290 | 7,005 | |
INEOS U.S. Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9326% 2/10/30 (b)(c)(d) | 6,422 | 6,336 | |
INEOS U.S. Petrochem LLC: | |||
1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1826% 3/1/30 (b)(c)(d) | 7,800 | 7,738 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.6826% 4/2/29 (b)(c)(d) | 24,447 | 24,264 | |
Manchester Acquisition Sub LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 5.750% 11.2771% 12/1/26 (b)(c)(d) | 14,011 | 12,318 | |
Nouryon U.S.A. LLC Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 4.000% 9.4484% 4/3/28 (b)(c)(d) | 9,890 | 9,868 | |
CME Term SOFR 1 Month Index + 4.000% 9.4671% 4/3/28 (b)(c)(d) | 26,510 | 26,449 | |
Olympus Water U.S. Holding Corp. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 5.000% 10.3481% 11/9/28 (b)(c)(d) | 13,894 | 13,890 | |
CME Term SOFR 3 Month Index + 3.750% 9.3598% 11/9/28 (b)(c)(d) | 30,126 | 29,995 | |
CME Term SOFR 3 Month Index + 4.500% 9.9481% 11/9/28 (b)(c)(d) | 12,325 | 12,295 | |
The Chemours Co. LLC Tranche B2 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.8326% 8/18/28 (b)(c)(d) | 47,789 | 47,586 | |
U.S. Coatings Acquisition, Inc. Tranche B5 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.8481% 12/20/29 (b)(c)(d) | 6,148 | 6,147 | |
W.R. Grace Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.750% 9.3598% 9/22/28 (b)(c)(d) | 17,361 | 17,348 | |
TOTAL CHEMICALS | 521,040 | ||
Consumer Products - 2.4% | |||
19Th Holdings Golf LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6953% 2/7/29 (b)(c)(d) | 22,835 | 22,293 | |
Aip Rd Buyer Corp.: | |||
1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.5826% 12/22/28 (b)(c)(d) | 9,142 | 9,105 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 10.3326% 12/23/28 (b)(c)(d) | 17,537 | 17,515 | |
BCPE Empire Holdings, Inc.: | |||
1LN, term loan CME Term SOFR 1 Month Index + 4.000% 12/25/28 (c)(d)(f) | 9,000 | 8,991 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.106% 12/10/28 (b)(c)(d) | 30,927 | 30,895 | |
Bombardier Recreational Products, Inc.: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.456% 5/23/27 (b)(c)(d) | 14,307 | 14,266 | |
Tranche B3 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.0826% 12/13/29 (b)(c)(d) | 13,419 | 13,394 | |
CNT Holdings I Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.8174% 11/8/27 (b)(c)(d) | 26,569 | 26,503 | |
Conair Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1971% 5/17/28 (b)(c)(d) | 11,395 | 11,064 | |
Foundation Building Materials, Inc. Tranche B2 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 1/25/31 (c)(d)(f) | 32,425 | 32,238 | |
Gloves Buyer, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.4471% 1/6/28 (b)(c)(d) | 1,523 | 1,515 | |
Kronos Acquisition Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.750% 9.3598% 12/22/26 (b)(c)(d) | 18,696 | 18,681 | |
Mattress Firm, Inc. Tranche B 1LN, term loan 6 month U.S. LIBOR + 4.250% 9.8598% 9/24/28 (b)(c)(d) | 29,256 | 29,031 | |
Petco Health & Wellness Co., Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.250% 8.8598% 3/4/28 (b)(c)(d) | 8,045 | 7,542 | |
Runner Buyer, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 5.500% 11.0027% 10/21/28 (b)(c)(d) | 12,637 | 9,841 | |
Sweetwater Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.6971% 8/5/28 (b)(c)(d) | 28,444 | 28,266 | |
Windsor Holdings III, LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 9.8484% 8/1/30 (b)(c)(d) | 29,442 | 29,438 | |
Woof Holdings LLC: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.3595% 12/21/27 (b)(c)(d) | 14,404 | 11,677 | |
Tranche B 2LN, term loan CME Term SOFR 3 Month Index + 7.250% 12.6686% 12/21/28 (b)(c)(d) | 2,135 | 1,281 | |
TOTAL CONSUMER PRODUCTS | 323,536 | ||
Containers - 1.5% | |||
AOT Packaging Products AcquisitionCo LLC 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6971% 3/3/28 (b)(c)(d) | 37,113 | 36,335 | |
Berlin Packaging, LLC Tranche B 1LN, term loan: | |||
CME Term SOFR 3 Month Index + 3.250% 8.6132% 3/11/28 (b)(c)(d) | 23,871 | 23,685 | |
CME Term SOFR 3 Month Index + 3.750% 9.2234% 3/11/28 (b)(c)(d) | 10,541 | 10,475 | |
Berry Global, Inc. Tranche AA 1LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.2022% 7/1/29 (b)(c)(d) | 24,486 | 24,418 | |
Charter Next Generation, Inc.: | |||
1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.2204% 12/1/27 (b)(c)(d) | 18,975 | 18,867 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 12/1/27 (c)(d)(f) | 5,335 | 5,330 | |
Graham Packaging Co., Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4471% 8/4/27 (b)(c)(d) | 18,207 | 18,170 | |
Kloeckner Pentaplast of America, Inc. Tranche B 1LN, term loan CME Term SOFR 6 Month Index + 4.750% 10.476% 2/9/26 (b)(c)(d) | 13,645 | 13,085 | |
Pactiv Evergreen Group Holdings, Inc. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.250% 8.6971% 2/5/26 (b)(c)(d) | 9,944 | 9,945 | |
CME Term SOFR 1 Month Index + 3.250% 8.6971% 9/24/28 (b)(c)(d) | 10,447 | 10,446 | |
Pregis TopCo Corp. 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.750% 9.1971% 8/1/26 (b)(c)(d) | 1,955 | 1,954 | |
CME Term SOFR 1 Month Index + 4.000% 9.0826% 7/31/26 (b)(c)(d) | 9,600 | 9,596 | |
Reynolds Consumer Products LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.1826% 1/30/27 (b)(c)(d) | 16,184 | 16,151 | |
Ring Container Technologies Group LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9471% 8/12/28 (b)(c)(d) | 9,062 | 9,048 | |
TOTAL CONTAINERS | 207,505 | ||
Diversified Financial Services - 3.6% | |||
AlixPartners LLP Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.1971% 2/4/28 (b)(c)(d) | 14,481 | 14,466 | |
Aretec Group, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 9.9326% 8/9/30 (b)(c)(d) | 34,679 | 34,645 | |
AVSC Holding Corp.: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9326% 3/1/25 (b)(c)(d) | 6,471 | 6,362 | |
Tranche B2 1LN, term loan 3 month U.S. LIBOR + 5.500% 10.9326% 10/15/26 (b)(c)(d) | 6,162 | 6,055 | |
BCP Renaissance Parent LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.8711% 10/31/28 (b)(c)(d) | 8,929 | 8,934 | |
Broadstreet Partners, Inc.: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6971% 1/27/27 (b)(c)(d) | 6,495 | 6,473 | |
Tranche B3 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.0826% 1/26/29 (b)(c)(d) | 18,205 | 18,182 | |
Clue Opco LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 9.856% 12/19/30 (b)(c)(d) | 28,160 | 27,526 | |
DXP Enterprises, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.2906% 10/6/30 (b)(c)(d) | 8,120 | 8,120 | |
Eagle 4 Ltd. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.750% 9.3598% 7/12/28 (b)(c)(d) | 5,735 | 5,729 | |
FinCo I LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.3832% 6/27/29 (b)(c)(d) | 4,694 | 4,698 | |
Focus Financial Partners LLC: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.8326% 6/24/28 (b)(c)(d) | 13,876 | 13,822 | |
Tranche B7 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.0826% 6/30/28 (b)(c)(d) | 27,114 | 26,978 | |
GTCR W-2 Merger Sub LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 9/21/30 (c)(d)(f) | 84,290 | 84,202 | |
HarbourVest Partners LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 2.750% 8.3481% 4/20/30 (b)(c)(d) | 19,460 | 19,460 | |
Heubach Holding U.S.A. LLC Tranche CME, term loan CME Term SOFR 1 Month Index + 10.000% 15.6477% 4/30/24 (b)(c)(d)(e) | 2,925 | 2,837 | |
Hightower Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.5857% 4/21/28 (b)(c)(d) | 16,750 | 16,698 | |
Jane Street Group LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 1/26/28 (c)(d)(f) | 16,325 | 16,250 | |
LSF11 Trinity Bidco, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.3318% 6/17/30 (b)(c)(d) | 4,276 | 4,281 | |
Nexus Buyer LLC: | |||
2LN, term loan CME Term SOFR 1 Month Index + 6.250% 11.6826% 11/1/29 (b)(c)(d) | 14,420 | 14,177 | |
Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.750% 9.1826% 11/8/26 (b)(c)(d) | 26,427 | 26,006 | |
CME Term SOFR 1 Month Index + 4.500% 9.83% 12/13/28 (b)(c)(d) | 15,287 | 15,000 | |
Recess Holdings, Inc. 1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.3882% 3/24/27 (b)(c)(d) | 6,983 | 6,968 | |
TransUnion LLC: | |||
Tranche B5 1LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.1866% 11/16/26 (b)(c)(d) | 21,911 | 21,866 | |
Tranche B6 1LN, term loan CME Term SOFR 1 Month Index + 2.250% 7.7011% 12/1/28 (b)(c)(d) | 12,181 | 12,168 | |
UFC Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.3357% 4/29/26 (b)(c)(d) | 9,695 | 9,684 | |
WH Borrower LLC Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 5.500% 10.8165% 2/9/27 (b)(c)(d) | 22,768 | 22,626 | |
CME Term SOFR 1 Month Index + 5.500% 10.8165% 2/15/27 (b)(c)(d) | 22,716 | 22,659 | |
TOTAL DIVERSIFIED FINANCIAL SERVICES | 476,872 | ||
Diversified Media - 0.8% | |||
Advantage Sales & Marketing, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 10.0918% 10/28/27 (b)(c)(d) | 14,173 | 14,069 | |
Allen Media LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 5.500% 10.9981% 2/10/27 (b)(c)(d) | 39,590 | 35,318 | |
Cmg Media Corp. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.500% 8.9481% 12/17/26 (b)(c)(d) | 60,440 | 55,917 | |
TOTAL DIVERSIFIED MEDIA | 105,304 | ||
Energy - 2.4% | |||
Apro LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.2098% 11/14/26 (b)(c)(d) | 17,575 | 17,580 | |
Array Technologies, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.250% 8.6993% 10/14/27 (b)(c)(d) | 23,604 | 23,569 | |
BW Gas & Convenience Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.500% 8.9471% 3/17/28 (b)(c)(d) | 8,979 | 8,845 | |
Calpine Construction Finance Co. LP Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.250% 7.606% 7/20/30 (b)(c)(d) | 7,157 | 7,112 | |
Delek U.S. Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9326% 11/19/29 (b)(c)(d) | 29,025 | 29,043 | |
EG America LLC: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.500% 11.3183% 2/7/28 (b)(c)(d) | 15,686 | 15,470 | |
Tranche BC 1LN, term loan CME Term SOFR 1 Month Index + 5.500% 11.2383% 2/7/28 (b)(c)(d) | 34,653 | 33,874 | |
Esdec Solar Group BV Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.750% 10.3598% 8/27/28 (b)(c)(d) | 14,943 | 14,121 | |
GIP II Blue Holding LP Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 9.9471% 9/29/28 (b)(c)(d) | 44,339 | 44,331 | |
GIP III Stetson I LP Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.6826% 10/5/28 (b)(c)(d) | 20,790 | 20,862 | |
Natgasoline LLC Tranche B, term loan CME Term SOFR 1 Month Index + 3.500% 8.9471% 11/14/25 (b)(c)(d) | 11,190 | 11,111 | |
New Fortress Energy, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 10.3174% 10/30/28 (b)(c)(d) | 55,815 | 55,787 | |
Par Petroleum LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.7382% 2/14/30 (b)(c)(d) | 19,460 | 19,421 | |
Rockwood Service Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.6971% 1/23/27 (b)(c)(d) | 8,190 | 8,202 | |
Win Waste Innovations Holdings Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.1971% 3/25/28 (b)(c)(d) | 9,645 | 8,857 | |
TOTAL ENERGY | 318,185 | ||
Entertainment/Film - 0.3% | |||
AP Core Holdings II LLC: | |||
Tranche B1 1LN, term loan CME Term SOFR 1 Month Index + 5.500% 10.9471% 9/1/27 (b)(c)(d) | 15,225 | 14,909 | |
Tranche B2 1LN, term loan CME Term SOFR 1 Month Index + 5.500% 10.9471% 9/1/27 (b)(c)(d) | 24,560 | 24,030 | |
TOTAL ENTERTAINMENT/FILM | 38,939 | ||
Environmental - 0.4% | |||
Covanta Holding Corp.: | |||
Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 2.500% 7.8326% 11/30/28 (b)(c)(d) | 10,310 | 10,266 | |
CME Term SOFR 1 Month Index + 3.000% 8.3332% 11/30/28 (b)(c)(d) | 5,354 | 5,342 | |
Tranche C 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 2.500% 7.8326% 11/30/28 (b)(c)(d) | 786 | 783 | |
CME Term SOFR 1 Month Index + 3.000% 8.3332% 11/30/28 (b)(c)(d) | 403 | 402 | |
Madison IAQ LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.7011% 6/21/28 (b)(c)(d) | 35,930 | 35,624 | |
TOTAL ENVIRONMENTAL | 52,417 | ||
Food & Drug Retail - 0.7% | |||
8th Avenue Food & Provisions, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.1971% 10/1/25 (b)(c)(d) | 3,287 | 3,186 | |
Cardenas Merger Sub, LLC 1LN, term loan CME Term SOFR 6 Month Index + 6.750% 12.1981% 8/1/29 (b)(c)(d) | 25,123 | 25,076 | |
Froneri U.S., Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.250% 7.6826% 1/29/27 (b)(c)(d) | 12,750 | 12,724 | |
JP Intermediate B LLC term loan CME Term SOFR 1 Month Index + 5.500% 11.0743% 11/20/27 (b)(c)(d) | 18,384 | 3,309 | |
Northeast Grocery, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 7.500% 12.8332% 12/5/28 (b)(c)(d) | 11,810 | 11,712 | |
Primary Products Finance LLC: | |||
1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.4814% 4/1/29 (b)(c)(d) | 6,193 | 6,190 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 4/2/29 (c)(d)(f) | 18,630 | 18,620 | |
Upfield U.S.A. Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.31% 1/31/28 (b)(c)(d) | 18,677 | 18,517 | |
TOTAL FOOD & DRUG RETAIL | 99,334 | ||
Food/Beverage/Tobacco - 1.6% | |||
8th Avenue Food & Provisions, Inc.: | |||
2LN, term loan CME Term SOFR 1 Month Index + 7.750% 13.1971% 10/1/26 (b)(c)(d) | 2,240 | 1,807 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1971% 10/1/25 (b)(c)(d) | 4,353 | 4,217 | |
Aspire Bakeries Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.5867% 12/23/30 (b)(c)(d) | 6,560 | 6,564 | |
Chobani LLC Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.500% 8.9471% 10/23/27 (b)(c)(d) | 20,267 | 20,273 | |
CME Term SOFR 1 Month Index + 3.750% 9.0832% 10/25/27 (b)(c)(d) | 9,010 | 9,010 | |
Del Monte Foods, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.7111% 5/16/29 (b)(c)(d) | 43,832 | 38,955 | |
Fiesta Purchaser, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 1/31/31 (c)(d)(f) | 22,910 | 22,681 | |
Naked Juice LLC: | |||
1LN, term loan CME Term SOFR 3 Month Index + 3.250% 8.6981% 1/24/29 (b)(c)(d) | 36,059 | 34,056 | |
2LN, term loan CME Term SOFR 3 Month Index + 6.000% 11.4481% 1/24/30 (b)(c)(d) | 11,985 | 9,608 | |
Shearer's Foods, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9471% 9/23/27 (b)(c)(d) | 9,159 | 9,150 | |
Triton Water Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.8598% 3/31/28 (b)(c)(d) | 54,620 | 53,678 | |
TOTAL FOOD/BEVERAGE/TOBACCO | 209,999 | ||
Gaming - 4.3% | |||
Caesars Entertainment, Inc.: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6627% 1/26/30 (b)(c)(d) | 103,141 | 102,956 | |
Tranche B1 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 1/24/31 (c)(d)(f) | 62,465 | 62,309 | |
Entain Holdings Gibraltar Ltd.: | |||
Tranche B2 1LN, term loan CME Term SOFR 3 Month Index + 3.500% 8.9481% 10/31/29 (b)(c)(d) | 13,813 | 13,807 | |
Tranche B4 1LN, term loan CME Term SOFR 3 Month Index + 2.250% 7.9481% 3/16/27 (b)(c)(d) | 12,821 | 12,799 | |
Fertitta Entertainment LLC NV Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.3326% 1/27/29 (b)(c)(d) | 145,529 | 145,053 | |
Flutter Financing B.V. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 2.250% 7.6981% 11/25/30 (b)(c)(d) | 51,453 | 51,196 | |
CME Term SOFR 1 Month Index + 3.250% 8.8627% 7/4/28 (b)(c)(d) | 5,368 | 5,366 | |
Golden Entertainment, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.1866% 5/26/30 (b)(c)(d) | 26,542 | 26,508 | |
J&J Ventures Gaming LLC: | |||
1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.6098% 4/26/28 (b)(c)(d) | 12,160 | 11,912 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 9.6971% 4/26/28 (b)(c)(d) | 5,070 | 4,969 | |
Tranche DD2 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 4/26/28 (c)(d)(f) | 9,127 | 8,944 | |
Light & Wonder International, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.0832% 4/14/29 (b)(c)(d) | 25,053 | 25,043 | |
Ontario Gaming GTA LP Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.5981% 8/1/30 (b)(c)(d) | 9,430 | 9,435 | |
PCI Gaming Authority 1LN, term loan 3 month U.S. LIBOR + 2.500% 7.9471% 5/29/26 (b)(c)(d) | 3,424 | 3,420 | |
Penn Entertainment, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.1826% 5/3/29 (b)(c)(d) | 10,165 | 10,132 | |
Scientific Games Holdings LP term loan CME Term SOFR 3 Month Index + 3.500% 8.5802% 4/4/29 (b)(c)(d) | 49,777 | 49,326 | |
Station Casinos LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.250% 7.6826% 2/7/27 (b)(c)(d) | 35,828 | 35,721 | |
TOTAL GAMING | 578,896 | ||
Healthcare - 5.9% | |||
Accelerated Health Systems LLC Tranche B1 LN, term loan CME Term SOFR 3 Month Index + 4.250% 9.7481% 2/15/29 (b)(c)(d) | 13,571 | 10,818 | |
AHP Health Partners, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9471% 8/24/28 (b)(c)(d) | 14,456 | 14,463 | |
Avantor Funding, Inc. Tranche B5 1LN, term loan CME Term SOFR 1 Month Index + 2.250% 7.6826% 11/6/27 (b)(c)(d) | 10,032 | 10,017 | |
Catalent Pharma Solutions Tranche B4 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.3348% 2/22/28 (b)(c)(d) | 11,230 | 11,202 | |
Charlotte Buyer, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.250% 10.5855% 2/12/28 (b)(c)(d) | 30,594 | 30,608 | |
Elanco Animal Health, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.2027% 8/1/27 (b)(c)(d) | 15,798 | 15,478 | |
Electron BidCo, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4471% 11/1/28 (b)(c)(d) | 11,977 | 11,955 | |
Embecta Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.3326% 3/31/29 (b)(c)(d) | 26,528 | 25,600 | |
Gainwell Acquisition Corp. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.4481% 10/1/27 (b)(c)(d) | 90,120 | 87,506 | |
HAH Group Holding Co. LLC: | |||
1LN, term loan: | |||
CME Term SOFR 1 Month Index + 5.000% 10.44% 10/29/27 (b)(c)(d) | 4,571 | 4,534 | |
CME Term SOFR 3 Month Index + 5.000% 10.44% 10/29/27 (b)(c)(d) | 19,671 | 19,572 | |
Tranche DD 1LN, term loan CME Term SOFR 3 Month Index + 5.000% 10.44% 10/29/27 (b)(c)(d) | 578 | 574 | |
ICU Medical, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.9981% 1/6/29 (b)(c)(d) | 16,852 | 16,792 | |
Insulet Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.3326% 5/4/28 (b)(c)(d) | 69,236 | 69,270 | |
Jazz Financing Lux SARL Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.000% 8.4471% 5/5/28 (b)(c)(d) | 7,420 | 7,414 | |
CME Term SOFR 1 Month Index + 3.500% 8.9704% 5/5/28 (b)(c)(d) | 33,979 | 33,952 | |
Maravai Intermediate Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.000% 8.3096% 10/19/27 (b)(c)(d) | 10,264 | 10,148 | |
MED ParentCo LP: | |||
1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.6971% 8/31/26 (b)(c)(d) | 16,942 | 16,694 | |
2LN, term loan CME Term SOFR 1 Month Index + 8.250% 13.6971% 8/30/27 (b)(c)(d) | 2,851 | 2,753 | |
Medline Borrower LP Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.4511% 10/23/28 (b)(c)(d) | 108,351 | 108,114 | |
National Mentor Holdings, Inc.: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1857% 3/2/28 (b)(c)(d) | 13,330 | 12,112 | |
Tranche C 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1981% 3/2/28 (b)(c)(d) | 225 | 204 | |
Organon & Co. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.000% 8.45% 6/2/28 (b)(c)(d) | 37,823 | 37,752 | |
Packaging Coordinators Midco, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.500% 9.1098% 11/30/27 (b)(c)(d) | 31,787 | 31,644 | |
Pathway Vet Alliance LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1971% 3/31/27 (b)(c)(d) | 10,628 | 9,135 | |
Perrigo Investments LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.6826% 4/20/29 (b)(c)(d) | 21,139 | 21,042 | |
Phoenix Newco, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6971% 11/15/28 (b)(c)(d) | 63,129 | 62,925 | |
PRA Health Sciences, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 2.250% 7.8598% 7/3/28 (b)(c)(d) | 12,173 | 12,178 | |
Surgery Center Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.8348% 12/19/30 (b)(c)(d) | 18,504 | 18,522 | |
U.S. Anesthesia Partners, Inc.: | |||
2LN, term loan CME Term SOFR 1 Month Index + 7.500% 12.9672% 10/1/29 (b)(c)(d) | 2,820 | 2,411 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.7172% 10/1/28 (b)(c)(d) | 4,984 | 4,702 | |
U.S. Radiology Specialists, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 5.250% 10.7481% 12/15/27 (b)(c)(d) | 14,731 | 14,655 | |
Upstream Newco, Inc. 1LN, term loan 1 month U.S. LIBOR + 4.250% 9.8239% 11/20/26 (b)(c)(d) | 4,426 | 4,161 | |
VetStrategy Canada Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.500% 10.866% 11/16/28 (b)(c)(d) | 28,045 | 28,045 | |
WCG Intermediate Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.4471% 1/8/27 (b)(c)(d) | 18,060 | 17,993 | |
TOTAL HEALTHCARE | 784,945 | ||
Homebuilders/Real Estate - 0.6% | |||
Cushman & Wakefield U.S. Borrower LLC Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 2.750% 8.1971% 8/21/25 (b)(c)(d) | 1,742 | 1,728 | |
CME Term SOFR 1 Month Index + 3.250% 8.706% 1/31/30 (b)(c)(d) | 19,299 | 19,090 | |
CME Term SOFR 1 Month Index + 4.000% 9.3326% 1/31/30 (b)(c)(d) | 7,360 | 7,305 | |
Fluidra Finco SL Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.3576% 1/27/29 (b)(c)(d) | 11,242 | 11,200 | |
Greystar Real Estate Partners 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1246% 8/21/30 (b)(c)(d) | 9,391 | 9,391 | |
Jones DesLauriers Insurance Management, Inc. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.500% 3/15/30 (c)(d)(f) | 1,385 | 1,384 | |
CME Term SOFR 1 Month Index + 4.250% 9.6245% 3/15/30 (b)(c)(d) | 10,395 | 10,389 | |
Ryan Specialty Group LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.0826% 9/1/27 (b)(c)(d) | 18,713 | 18,694 | |
TOTAL HOMEBUILDERS/REAL ESTATE | 79,181 | ||
Hotels - 2.0% | |||
ASP LS Acquisition Corp. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.500% 10.3958% 5/7/28 (b)(c)(d) | 11,508 | 10,464 | |
BRE/Everbright M6 Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 10.4355% 9/9/26 (b)(c)(d) | 8,616 | 8,595 | |
Carnival Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6971% 10/18/28 (b)(c)(d) | 30,831 | 30,802 | |
Four Seasons Hotels Ltd. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.9326% 11/30/29 (b)(c)(d) | 31,780 | 31,760 | |
Hilton Grand Vacations Borrower LLC Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 2.750% 8.0826% 1/10/31 (b)(c)(d) | 17,870 | 17,825 | |
CME Term SOFR 1 Month Index + 3.000% 8.1971% 8/2/28 (b)(c)(d) | 73,102 | 72,946 | |
Hilton Worldwide Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.4359% 11/8/30 (b)(c)(d) | 21,135 | 21,128 | |
Marriott Ownership Resorts, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.1826% 8/31/25 (b)(c)(d) | 27,581 | 27,519 | |
Oravel Stays Singapore Pte Ltd. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 8.250% 13.8827% 6/23/26 (b)(c)(d) | 5,035 | 4,599 | |
Playa Resorts Holding BV Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 8.5818% 1/5/29 (b)(c)(d) | 19,983 | 19,963 | |
Travelport Finance Luxembourg SARL 1LN, term loan CME Term SOFR 3 Month Index + 8.750% 13.6095% 2/28/25 (b)(c)(d) | 17,697 | 16,861 | |
Wyndham Hotels & Resorts, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.250% 7.6826% 5/25/30 (b)(c)(d) | 9,476 | 9,472 | |
TOTAL HOTELS | 271,934 | ||
Insurance - 5.9% | |||
Acrisure LLC: | |||
Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.500% 9.1498% 2/15/27 (b)(c)(d) | 62,293 | 61,933 | |
CME Term SOFR 1 Month Index + 4.250% 9.8998% 2/15/27 (b)(c)(d) | 13,927 | 13,910 | |
Tranche B-2 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.3998% 2/15/27 (b)(c)(d) | 11,730 | 11,704 | |
Tranche B5 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 9.8882% 11/6/30 (b)(c)(d) | 77,646 | 77,807 | |
Alliant Holdings Intermediate LLC Tranche B6 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.8332% 11/6/30 (b)(c)(d) | 47,955 | 48,029 | |
AmWINS Group, Inc. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 2.250% 7.7204% 2/19/28 (b)(c)(d) | 22,454 | 22,338 | |
CME Term SOFR 1 Month Index + 2.750% 8.2204% 2/19/28 (b)(c)(d) | 5,994 | 5,969 | |
Amynta Agency Borrower, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.5826% 2/28/28 (b)(c)(d) | 18,600 | 18,589 | |
AssuredPartners, Inc.: | |||
1 LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.8326% 2/13/27 (b)(c)(d) | 12,124 | 12,076 | |
Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.500% 8.9471% 2/13/27 (b)(c)(d) | 17,882 | 17,820 | |
CME Term SOFR 1 Month Index + 3.500% 8.9471% 2/13/27 (b)(c)(d) | 736 | 733 | |
Tranche B4 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.0826% 2/13/27 (b)(c)(d) | 6,708 | 6,691 | |
Asurion LLC: | |||
1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.4326% 8/19/28 (b)(c)(d) | 33,560 | 33,094 | |
Tranche B11 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.6826% 8/19/28 (b)(c)(d) | 54,982 | 54,303 | |
Tranche B3 2LN, term loan CME Term SOFR 1 Month Index + 5.250% 10.6971% 1/31/28 (b)(c)(d) | 58,018 | 55,490 | |
Tranche B4 2LN, term loan CME Term SOFR 1 Month Index + 5.250% 10.6971% 1/20/29 (b)(c)(d) | 72,741 | 68,854 | |
Tranche B8 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6971% 12/23/26 (b)(c)(d) | 41,160 | 40,959 | |
Tranche B9 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6971% 7/31/27 (b)(c)(d) | 32,620 | 32,104 | |
HUB International Ltd. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.250% 8.5741% 6/20/30 (b)(c)(d) | 83,788 | 83,780 | |
CME Term SOFR 1 Month Index + 4.250% 9.5867% 6/20/30 (b)(c)(d) | 74,268 | 74,261 | |
USI, Inc. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.000% 8.3481% 11/22/29 (b)(c)(d) | 43,674 | 43,596 | |
CME Term SOFR 1 Month Index + 3.250% 8.5981% 9/27/30 (b)(c)(d) | 9,870 | 9,848 | |
TOTAL INSURANCE | 793,888 | ||
Leisure - 2.5% | |||
Alterra Mountain Co. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.500% 8.9471% 8/17/28 (b)(c)(d) | 18,137 | 18,114 | |
CME Term SOFR 1 Month Index + 3.750% 9.1826% 5/31/30 (b)(c)(d) | 1,343 | 1,343 | |
Arcis Golf LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.2011% 11/24/28 (b)(c)(d) | 11,243 | 11,243 | |
Carnival Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.3355% 8/8/27 (b)(c)(d) | 19,970 | 19,955 | |
City Football Group Ltd. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4511% 7/21/28 (b)(c)(d) | 51,242 | 50,794 | |
ClubCorp Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 10.6098% 9/18/26 (b)(c)(d) | 29,561 | 29,132 | |
Crown Finance U.S., Inc. 1LN, term loan CME Term SOFR 1 Month Index + 8.500% 13.9471% 7/31/28 (b)(c)(d) | 11,909 | 12,025 | |
Delta 2 SARL Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 7.5981% 1/15/30 (b)(c)(d) | 36,555 | 36,500 | |
Equinox Holdings, Inc.: | |||
Tranche 2LN, term loan 3 month U.S. LIBOR + 7.000% 12.6098% 9/8/24 (b)(c)(d) | 7,325 | 6,986 | |
Tranche B-1, term loan 3 month U.S. LIBOR + 3.000% 8.6098% 3/8/24 (b)(c)(d) | 28,840 | 28,417 | |
Herschend Entertainment Co. LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.2204% 8/27/28 (b)(c)(d) | 6,554 | 6,558 | |
Lids Holdings, Inc. 1LN, term loan CME Term SOFR 3 Month Index + 5.500% 11.0277% 12/14/26 (b)(c)(d)(e) | 20,678 | 20,316 | |
SeaWorld Parks & Entertainment, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.8326% 8/25/28 (b)(c)(d) | 20,809 | 20,805 | |
Topgolf Callaway Brands Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9326% 3/9/30 (b)(c)(d) | 36,280 | 36,174 | |
United PF Holdings LLC: | |||
1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.5743% 12/30/26 (b)(c)(d) | 34,450 | 29,900 | |
2LN, term loan 3 month U.S. LIBOR + 8.500% 14.0743% 12/30/27 (b)(c)(d) | 3,500 | 2,520 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 8.500% 14.0743% 12/30/26 (b)(c)(d) | 3,522 | 3,046 | |
TOTAL LEISURE | 333,828 | ||
Metals/Mining - 0.2% | |||
Arsenal AIC Parent LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 9.8326% 8/18/30 (b)(c)(d) | 15,900 | 15,880 | |
U.S. Silica Co. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.1826% 3/23/30 (b)(c)(d) | 10,253 | 10,270 | |
TOTAL METALS/MINING | 26,150 | ||
Paper - 0.8% | |||
Ahlstrom-Munksjo OYJ 1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.6098% 2/4/28 (b)(c)(d) | 6,635 | 6,604 | |
Clydesdale Acquisition Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.170% 9.1076% 4/13/29 (b)(c)(d) | 107,562 | 106,738 | |
TOTAL PAPER | 113,342 | ||
Publishing/Printing - 0.5% | |||
Century DE Buyer LLC 1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.3174% 10/30/30 (b)(c)(d) | 17,585 | 17,592 | |
Learning Care Group (U.S.) No 2, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.097% 8/11/28 (b)(c)(d) | 12,264 | 12,258 | |
MJH Healthcare Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9326% 1/28/29 (b)(c)(d) | 13,110 | 13,020 | |
RLG Holdings LLC: | |||
2LN, term loan CME Term SOFR 1 Month Index + 7.500% 12.9471% 7/2/29 (b)(c)(d) | 2,290 | 2,071 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.6971% 7/8/28 (b)(c)(d) | 8,977 | 8,603 | |
Vericast Corp. 1LN, term loan CME Term SOFR 3 Month Index + 7.750% 15.8323% 6/16/26 (b)(c)(d) | 15,341 | 14,007 | |
TOTAL PUBLISHING/PRINTING | 67,551 | ||
Railroad - 0.5% | |||
AIT Worldwide Logistics Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.1855% 4/6/28 (b)(c)(d) | 16,473 | 16,354 | |
Genesee & Wyoming, Inc. 1LN, term loan CME Term SOFR 3 Month Index + 2.000% 7.4448% 12/30/26 (b)(c)(d) | 18,174 | 18,149 | |
Wwex Unified Topco Holdings LLC: | |||
1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.6098% 7/26/28 (b)(c)(d) | 25,164 | 24,695 | |
Tranche B 2LN, term loan CME Term SOFR 3 Month Index + 7.000% 12.6098% 7/22/29 (b)(c)(d) | 4,920 | 4,256 | |
TOTAL RAILROAD | 63,454 | ||
Restaurants - 1.1% | |||
1011778 BC ULC Tranche B5 1LN, term loan CME Term SOFR 1 Month Index + 2.250% 7.606% 9/21/30 (b)(c)(d) | 29,879 | 29,709 | |
Dave & Buster's, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.625% 6/29/29 (b)(c)(d) | 15,567 | 15,547 | |
Flynn Restaurant Group LP Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.6971% 12/1/28 (b)(c)(d) | 8,318 | 8,335 | |
KFC Holding Co. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.1962% 3/15/28 (b)(c)(d) | 13,616 | 13,597 | |
Pacific Bells LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.500% 10.1098% 10/20/28 (b)(c)(d) | 10,634 | 10,559 | |
PFC Acquisition Corp. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 6.250% 11.7126% 3/1/26 (b)(c)(d) | 12,408 | 12,240 | |
Restaurant Technologies, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.250% 9.5981% 4/1/29 (b)(c)(d) | 12,991 | 12,917 | |
Whatabrands LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4471% 8/3/28 (b)(c)(d) | 42,870 | 42,736 | |
TOTAL RESTAURANTS | 145,640 | ||
Services - 9.8% | |||
ABG Intermediate Holdings 2 LLC Tranche B1 LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9326% 12/21/28 (b)(c)(d) | 91,748 | 91,878 | |
AEA International Holdings Luxembourg SARL Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.750% 9.3598% 9/7/28 (b)(c)(d) | 5,419 | 5,419 | |
AI Aqua Merger Sub, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 7.9194% 7/30/28 (b)(c)(d)(h) | 42,095 | 42,042 | |
All-Star Bidco AB: | |||
Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.900% 8.96% 11/16/28 (b)(c)(d) | 6,444 | 6,403 | |
Tranche B1 1LN, term loan CME Term SOFR 3 Month Index + 3.500% 8.46% 11/16/28 (b)(c)(d) | 19,722 | 19,574 | |
Allied Universal Holdco LLC Tranche B 1LN, term loan: | |||
1 month U.S. LIBOR + 3.750% 9.1826% 5/14/28 (b)(c)(d) | 68,943 | 68,038 | |
CME Term SOFR 1 Month Index + 4.750% 10.088% 5/14/28 (b)(c)(d) | 2,803 | 2,794 | |
Amentum Government Services Holdings LLC: | |||
Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 4.000% 9.3367% 2/15/29 (b)(c)(d) | 26,592 | 26,559 | |
CME Term SOFR 1 Month Index + 4.000% 9.4471% 1/23/27 (b)(c)(d) | 18,895 | 18,883 | |
Tranche B 2LN, term loan CME Term SOFR 1 Month Index + 8.750% 14.1971% 1/31/28 (b)(c)(d) | 10,815 | 10,779 | |
APX Group, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.7014% 7/9/28 (b)(c)(d) | 26,836 | 26,794 | |
Aramark Services, Inc.: | |||
Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 2.500% 7.9471% 4/6/28 (b)(c)(d) | 26,696 | 26,636 | |
CME Term SOFR 1 Month Index + 2.500% 7.9471% 6/22/30 (b)(c)(d) | 574 | 572 | |
Tranche B-4 1LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.1971% 1/15/27 (b)(c)(d) | 4,663 | 4,647 | |
Archkey Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.250% 10.6971% 6/30/28 (b)(c)(d) | 14,933 | 14,746 | |
Artera Services LLC: | |||
1LN, term loan CME Term SOFR 3 Month Index + 3.250% 8.6981% 3/5/25 (b)(c)(d) | 1,454 | 1,448 | |
Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.500% 8.9481% 3/6/25 (b)(c)(d) | 13,161 | 13,111 | |
Ascend Learning LLC: | |||
2LN, term loan CME Term SOFR 1 Month Index + 5.750% 11.1826% 12/10/29 (b)(c)(d) | 23,960 | 22,088 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9326% 12/10/28 (b)(c)(d) | 47,045 | 46,052 | |
Avis Budget Group, Inc. Tranche C 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4326% 3/16/29 (b)(c)(d) | 10,980 | 10,980 | |
Brand Industrial Services, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.500% 10.8771% 8/1/30 (b)(c)(d) | 59,680 | 59,465 | |
Cast & Crew Payroll LLC Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.500% 9.1971% 2/7/26 (b)(c)(d) | 31,212 | 31,184 | |
CME Term SOFR 1 Month Index + 3.750% 9.0826% 12/30/28 (b)(c)(d) | 13,281 | 13,275 | |
Centralsquare Technologies LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.750% 9.2481% 8/29/25 (b)(c)(d) | 20,654 | 20,028 | |
CHG Healthcare Services, Inc. 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.250% 8.6971% 9/30/28 (b)(c)(d) | 5,599 | 5,576 | |
CME Term SOFR 3 Month Index + 3.750% 9.0826% 9/30/28 (b)(c)(d) | 5,390 | 5,375 | |
Congruex Group LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 5.750% 11.2127% 5/3/29 (b)(c)(d)(e) | 18,016 | 17,025 | |
CoreLogic, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9471% 6/2/28 (b)(c)(d) | 50,273 | 48,429 | |
EAB Global, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9471% 8/16/28 (b)(c)(d) | 20,532 | 20,481 | |
EmployBridge LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.750% 10.343% 7/19/28 (b)(c)(d) | 30,295 | 25,600 | |
Ensemble RCM LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.3174% 8/3/29 (b)(c)(d) | 17,554 | 17,537 | |
Filtration Group Corp.: | |||
1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.6971% 10/19/28 (b)(c)(d) | 9,327 | 9,331 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9471% 10/21/28 (b)(c)(d) | 11,411 | 11,399 | |
Flexera Software LLC Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.750% 3/3/28 (c)(d)(f) | 5,660 | 5,630 | |
CME Term SOFR 1 Month Index + 3.750% 9.1971% 3/3/28 (b)(c)(d) | 18,393 | 18,295 | |
Franchise Group, Inc. Tranche B 1LN, term loan: | |||
CME Term SOFR 3 Month Index + 4.750% 10.363% 3/10/26 (b)(c)(d) | 33,747 | 28,263 | |
CME Term SOFR 3 Month Index + 4.750% 10.3944% 3/10/26 (b)(c)(d) | 9,062 | 7,589 | |
Galaxy U.S. Opco, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.0627% 4/29/29 (b)(c)(d) | 12,984 | 11,167 | |
GEMS MENASA Cayman Ltd. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.750% 10.3998% 7/30/26 (b)(c)(d) | 15,813 | 15,816 | |
Greeneden U.S. Holdings II LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.4471% 12/1/27 (b)(c)(d) | 9,973 | 9,974 | |
HomeServe U.S.A. Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.3367% 10/13/30 (b)(c)(d) | 22,840 | 22,806 | |
Indy U.S. Bidco LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.0826% 3/5/28 (b)(c)(d) | 2,732 | 2,646 | |
Ion Trading Finance Ltd. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.750% 10.1981% 4/1/28 (b)(c)(d) | 22,978 | 22,552 | |
KNS Acquisitions, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 6.250% 11.6971% 4/21/27 (b)(c)(d) | 17,603 | 15,503 | |
KUEHG Corp. 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 10.3481% 6/12/30 (b)(c)(d) | 51,431 | 51,412 | |
Life Time, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.8243% 1/15/26 (b)(c)(d) | 2,315 | 2,324 | |
Neptune BidCo U.S., Inc.: | |||
term loan CME Term SOFR 1 Month Index + 4.750% 10.1734% 10/11/28 (b)(c)(d) | 2,930 | 2,678 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 10.4234% 4/11/29 (b)(c)(d) | 78,359 | 71,902 | |
Omnia Partners LLC: | |||
1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.0741% 7/25/30 (b)(c)(d) | 23,780 | 23,825 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.0741% 7/25/30 (b)(c)(d) | 4,700 | 4,709 | |
Optiv Security, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.250% 10.5741% 8/14/26 (b)(c)(d) | 14,369 | 13,848 | |
Pilot Travel Centers LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.4326% 8/4/28 (b)(c)(d) | 36,247 | 36,187 | |
Planet U.S. Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 1/31/31 (c)(d)(f) | 18,790 | 18,743 | |
Sabert Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1987% 12/16/26 (b)(c)(d) | 9,798 | 9,843 | |
Sedgwick Claims Management Services, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.0826% 2/24/28 (b)(c)(d) | 10,396 | 10,395 | |
Sotheby's Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 10.0756% 1/15/27 (b)(c)(d) | 22,249 | 22,010 | |
Spin Holdco, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.6246% 3/4/28 (b)(c)(d) | 104,527 | 93,012 | |
The GEO Group, Inc. Tranche 1B 1LN, term loan CME Term SOFR 1 Month Index + 7.120% 12.4576% 3/23/27 (b)(c)(d) | 11,042 | 11,263 | |
Uber Technologies, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.000% 8.1346% 3/3/30 (b)(c)(d) | 30,948 | 30,932 | |
WMB Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.1826% 11/3/29 (b)(c)(d) | 5,021 | 5,025 | |
TOTAL SERVICES | 1,312,497 | ||
Specialty Retailing - 0.1% | |||
New SK Holdco Sub LLC 1LN, term loan CME Term SOFR 1 Month Index + 8.350% 13.6867% 6/30/27 (b)(c)(d) | 19,526 | 19,419 | |
Steel - 0.1% | |||
Zekelman Industries, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.4476% 1/24/27 (b)(c)(d) | 11,527 | 11,527 | |
Super Retail - 3.1% | |||
Academy Ltd. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.2172% 11/6/27 (b)(c)(d) | 12,931 | 12,923 | |
At Home Group, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.7172% 7/24/28 (b)(c)(d) | 17,412 | 8,249 | |
BJ's Wholesale Club, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.3332% 2/3/29 (b)(c)(d) | 10,200 | 10,230 | |
Empire Today LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 10.5743% 4/1/28 (b)(c)(d) | 14,497 | 11,458 | |
Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1971% 3/5/28 (b)(c)(d) | 310,245 | 309,135 | |
Harbor Freight Tools U.S.A., Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.1971% 10/19/27 (b)(c)(d) | 7,505 | 7,441 | |
LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1826% 12/18/27 (b)(c)(d) | 21,065 | 20,865 | |
Michaels Companies, Inc. 1LN, term loan CME Term SOFR 3 Month Index + 4.250% 9.8598% 4/15/28 (b)(c)(d) | 23,300 | 19,110 | |
RH: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.9471% 10/20/28 (b)(c)(d) | 6,671 | 6,387 | |
Tranche B2 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6826% 10/20/28 (b)(c)(d) | 9,263 | 8,927 | |
TOTAL SUPER RETAIL | 414,725 | ||
Technology - 15.1% | |||
A&V Holdings Midco LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 5.370% 10.987% 3/10/27 (b)(c)(d) | 15,060 | 14,796 | |
Acuris Finance U.S., Inc. 1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.4981% 2/16/28 (b)(c)(d) | 7,455 | 7,289 | |
Ahead DB Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 1/24/31 (c)(d)(f) | 10,275 | 10,224 | |
AI Aqua Merger Sub, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 9.1047% 7/30/28 (b)(c)(d) | 43,618 | 43,345 | |
Alliance Laundry Systems LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.500% 8.927% 10/8/27 (b)(c)(d) | 10,113 | 10,096 | |
Anastasia Parent LLC Tranche B, term loan CME Term SOFR 3 Month Index + 3.750% 9.3598% 8/10/25 (b)(c)(d) | 37,115 | 26,723 | |
Applied Systems, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.500% 9.8481% 9/19/26 (b)(c)(d) | 18,733 | 18,771 | |
Arches Buyer, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6826% 12/4/27 (b)(c)(d) | 2,000 | 1,951 | |
Athenahealth Group, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.5826% 2/15/29 (b)(c)(d) | 80,555 | 79,347 | |
AZZ, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.0826% 5/13/29 (b)(c)(d) | 17,920 | 17,935 | |
Boxer Parent Co., Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.5826% 12/29/28 (b)(c)(d) | 6,835 | 6,838 | |
Byju's Alpha, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 8.000% 15.5% 11/24/26 (b)(c)(d) | 24,674 | 6,168 | |
Camelot Finance SA: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4704% 10/31/26 (b)(c)(d) | 22,540 | 22,478 | |
Tranche B, term loan CME Term SOFR 1 Month Index + 3.000% 8.4704% 10/31/26 (b)(c)(d) | 25,034 | 24,997 | |
Central Parent, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.000% 9.3481% 7/6/29 (b)(c)(d) | 30,034 | 30,069 | |
Cloud Software Group, Inc.: | |||
Tranche A 1LN, term loan CME Term SOFR 3 Month Index + 4.500% 9.9481% 9/30/28 (b)(c)(d) | 5,837 | 5,717 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 9.9481% 3/30/29 (b)(c)(d) | 72,074 | 70,678 | |
Coherent Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.1971% 7/1/29 (b)(c)(d) | 38,515 | 38,274 | |
CommScope, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6971% 4/4/26 (b)(c)(d) | 25,801 | 22,512 | |
ConnectWise LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 9.1098% 9/30/28 (b)(c)(d) | 36,848 | 36,765 | |
Constant Contact, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.5881% 2/10/28 (b)(c)(d) | 14,799 | 14,435 | |
Dayforce, Inc. Tranche B, term loan CME Term SOFR 1 Month Index + 2.500% 7.9471% 4/30/25 (b)(c)(d) | 25,611 | 25,621 | |
DCert Buyer, Inc.: | |||
1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.3326% 10/16/26 (b)(c)(d) | 54,828 | 54,448 | |
Tranche B 2LN, term loan CME Term SOFR 3 Month Index + 7.000% 12.3326% 2/19/29 (b)(c)(d) | 14,248 | 13,011 | |
DG Investment Intermediate Holdings, Inc.: | |||
2LN, term loan CME Term SOFR 1 Month Index + 6.750% 12.1971% 3/31/29 (b)(c)(d) | 2,490 | 2,303 | |
Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.750% 9.1971% 3/31/28 (b)(c)(d) | 15,233 | 15,076 | |
CME Term SOFR 1 Month Index + 4.750% 10.0826% 3/31/28 (b)(c)(d) | 5,905 | 5,863 | |
ECL Entertainment LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.0826% 8/31/30 (b)(c)(d) | 7,621 | 7,625 | |
Entegris, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 7.8483% 7/6/29 (b)(c)(d) | 25,168 | 25,147 | |
Eos U.S. Finco LLC 1LN, term loan CME Term SOFR 3 Month Index + 6.000% 11.3481% 10/6/29 (b)(c)(d) | 6,999 | 6,334 | |
Epicor Software Corp.: | |||
1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.0826% 7/31/27 (b)(c)(d) | 4,035 | 4,051 | |
Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 8.6971% 7/31/27 (b)(c)(d) | 20,842 | 20,842 | |
Gen Digital, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.4326% 9/12/29 (b)(c)(d) | 61,096 | 60,875 | |
Go Daddy Operating Co. LLC Tranche B5 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.3326% 11/12/29 (b)(c)(d) | 17,369 | 17,355 | |
Helios Software Holdings, Inc. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.750% 7/15/30 (c)(d)(f) | 4,540 | 4,514 | |
CME Term SOFR 1 Month Index + 4.250% 9.6981% 7/18/30 (b)(c)(d) | 4,534 | 4,508 | |
Hunter U.S. Bidco, Inc. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.250% 9.6981% 8/19/28 (b)(c)(d) | 10,414 | 10,370 | |
Icon Luxembourg Sarl Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 2.250% 7.8598% 7/3/28 (b)(c)(d) | 48,858 | 48,880 | |
Imprivata, Inc. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.750% 9.3243% 12/1/27 (b)(c)(d) | 8,250 | 8,234 | |
CME Term SOFR 1 Month Index + 4.250% 9.606% 12/1/27 (b)(c)(d) | 985 | 983 | |
McAfee Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.2027% 3/1/29 (b)(c)(d) | 68,390 | 67,655 | |
MH Sub I LLC: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.5826% 5/3/28 (b)(c)(d) | 104,875 | 102,598 | |
Tranche B 2LN, term loan CME Term SOFR 1 Month Index + 6.250% 11.5826% 2/23/29 (b)(c)(d) | 12,580 | 12,024 | |
MKS Instruments, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.8484% 8/17/29 (b)(c)(d) | 34,502 | 34,265 | |
NCR Atleos Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.1627% 3/27/29 (b)(c)(d) | 27,205 | 27,137 | |
Open Text Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.1826% 1/31/30 (b)(c)(d) | 43,229 | 43,224 | |
Park Place Technologies LLC 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 10.4326% 11/10/27 (b)(c)(d) | 23,534 | 23,416 | |
Peraton Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1826% 2/1/28 (b)(c)(d) | 98,676 | 98,443 | |
Pitney Bowes, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.4471% 3/19/28 (b)(c)(d) | 6,603 | 6,469 | |
Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.5743% 6/2/28 (b)(c)(d) | 126,499 | 123,178 | |
Project Alpha Intermediate Holding, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.0627% 10/26/30 (b)(c)(d) | 33,190 | 33,231 | |
Project Boost Purchaser LLC: | |||
1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9471% 5/30/26 (b)(c)(d) | 12,050 | 12,030 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 6.6153% 5/30/26 (b)(c)(d) | 7,130 | 7,122 | |
Proofpoint, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6971% 8/31/28 (b)(c)(d) | 43,270 | 42,946 | |
Rackspace Technology Global, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.2082% 2/15/28 (b)(c)(d) | 32,879 | 14,019 | |
RealPage, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4471% 4/22/28 (b)(c)(d) | 33,697 | 32,950 | |
Red Planet Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1826% 9/30/28 (b)(c)(d) | 35,021 | 34,025 | |
Renaissance Holdings Corp. 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 10.106% 4/7/30 (b)(c)(d) | 41,471 | 41,452 | |
Roper Industrial Products Investment Co. 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.3481% 11/22/29 (b)(c)(d) | 11,396 | 11,397 | |
Sophia LP: | |||
1LN, term loan CME Term SOFR 1 Month Index + 4.250% 9.5826% 10/7/27 (b)(c)(d) | 14,553 | 14,522 | |
Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.500% 8.9326% 10/7/27 (b)(c)(d) | 13,869 | 13,835 | |
Sovos Compliance LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 9.9471% 8/11/28 (b)(c)(d) | 26,227 | 25,785 | |
SS&C Technologies, Inc.: | |||
Tranche B 3LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.1971% 4/16/25 (b)(c)(d) | 6,826 | 6,820 | |
Tranche B 4LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.1971% 4/16/25 (b)(c)(d) | 6,445 | 6,440 | |
Tranche B 5LN, term loan CME Term SOFR 1 Month Index + 1.750% 7.1971% 4/16/25 (b)(c)(d) | 30,472 | 30,443 | |
Tranche B6 1LN, term loan CME Term SOFR 1 Month Index + 2.250% 7.6826% 3/22/29 (b)(c)(d) | 4,978 | 4,977 | |
Tranche B7 1LN, term loan CME Term SOFR 1 Month Index + 2.250% 7.6826% 3/22/29 (b)(c)(d) | 9,676 | 9,673 | |
Tempo Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.0826% 8/31/28 (b)(c)(d) | 12,535 | 12,526 | |
TTM Technologies, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.1027% 5/30/30 (b)(c)(d) | 12,865 | 12,849 | |
UKG, Inc.: | |||
1LN, term loan: | |||
CME Term SOFR 1 Month Index + 4.500% 9.9882% 5/4/26 (b)(c)(d) | 10,592 | 10,594 | |
CME Term SOFR 3 Month Index + 3.250% 8.6802% 5/4/26 (b)(c)(d) | 59,150 | 59,137 | |
CME Term SOFR 3 Month Index + 3.750% 9.1627% 5/4/26 (b)(c)(d) | 29,572 | 29,572 | |
2LN, term loan CME Term SOFR 3 Month Index + 5.250% 10.6802% 5/3/27 (b)(c)(d) | 28,250 | 28,228 | |
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 1/30/31 (c)(d)(f) | 6,745 | 6,737 | |
Veritas U.S., Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 10.4471% 9/1/25 (b)(c)(d) | 25,368 | 21,785 | |
Verscend Holding Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 9.4471% 8/27/25 (b)(c)(d) | 15,602 | 15,596 | |
VFH Parent LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4326% 1/13/29 (b)(c)(d) | 23,916 | 23,839 | |
VM Consolidated, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6971% 3/27/28 (b)(c)(d) | 18,332 | 18,345 | |
VS Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.6826% 2/28/27 (b)(c)(d) | 16,242 | 16,232 | |
Weber-Stephen Products LLC Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.250% 8.6971% 10/30/27 (b)(c)(d) | 8,281 | 7,470 | |
CME Term SOFR 1 Month Index + 4.250% 9.6826% 10/30/27 (b)(c)(d) | 5,694 | 5,138 | |
Zelis Payments Buyer, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 8.0665% 9/30/29 (b)(c)(d) | 27,755 | 27,703 | |
TOTAL TECHNOLOGY | 2,021,275 | ||
Telecommunications - 3.3% | |||
Altice Financing SA Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 10.314% 10/31/27 (b)(c)(d) | 11,715 | 11,662 | |
Altice France SA Tranche B14 1LN, term loan CME Term SOFR 1 Month Index + 5.500% 10.814% 8/15/28 (b)(c)(d) | 59,531 | 54,012 | |
Aventiv Technologies LLC Tranche B, term loan: | |||
3 month U.S. LIBOR + 8.250% 14.2598% 11/1/25 (b)(c)(d) | 30,988 | 7,747 | |
CME Term SOFR 1 Month Index + 4.500% 10.4997% 11/1/24 (b)(c)(d) | 35,968 | 24,464 | |
Cablevision Lightpath LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6976% 11/30/27 (b)(c)(d) | 5,225 | 5,200 | |
Ciena Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.3367% 10/24/30 (b)(c)(d) | 6,377 | 6,391 | |
Connect U.S. Finco LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.8326% 12/12/26 (b)(c)(d) | 6,704 | 6,694 | |
Consolidated Communications, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9471% 10/2/27 (b)(c)(d) | 16,633 | 15,663 | |
Crown Subsea Communications Holding, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 1/26/31 (c)(d)(f) | 42,840 | 42,840 | |
Frontier Communications Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.1971% 10/8/27 (b)(c)(d) | 49,407 | 48,717 | |
GTT Communications, Inc. 1LN, term loan CME Term SOFR 3 Month Index + 9.000% 14.4481% 6/30/28 (b)(c)(d) | 5,165 | 3,615 | |
Gtt Remainco LLC 1LN, term loan CME Term SOFR 1 Month Index + 7.000% 12.4326% 12/30/27 (b)(c)(d) | 6,366 | 5,681 | |
Northwest Fiber LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 9.2003% 4/30/27 (b)(c)(d) | 30,385 | 30,299 | |
Patagonia Holdco LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 5.750% 11.1157% 8/1/29 (b)(c)(d) | 22,500 | 20,576 | |
Radiate Holdco LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 8.6971% 9/25/26 (b)(c)(d) | 32,964 | 26,660 | |
SBA Senior Finance II, LLC: | |||
Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 1/27/31 (c)(d)(f) | 2,863 | 2,858 | |
Tranche B, term loan CME Term SOFR 1 Month Index + 1.750% 7.21% 4/11/25 (b)(c)(d) | 15,622 | 15,586 | |
Windstream Services LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 6.250% 11.6826% 9/21/27 (b)(c)(d) | 25,622 | 24,076 | |
Zayo Group Holdings, Inc. 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 3.000% 8.4471% 3/9/27 (b)(c)(d) | 82,130 | 69,393 | |
CME Term SOFR 1 Month Index + 4.320% 9.6576% 3/9/27 (b)(c)(d) | 21,419 | 18,090 | |
TOTAL TELECOMMUNICATIONS | 440,224 | ||
Textiles/Apparel - 0.5% | |||
Canada Goose, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.9471% 10/7/27 (b)(c)(d) | 1,848 | 1,817 | |
Crocs, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4981% 2/19/29 (b)(c)(d) | 21,960 | 21,952 | |
Fanatics Commerce Intermediate Holdco LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.250% 8.6971% 11/23/28 (b)(c)(d) | 11,321 | 11,250 | |
Jo-Ann Stores LLC Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 4.750% 10.3357% 7/7/28 (b)(c)(d) | 14,594 | 827 | |
Tory Burch LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.7204% 4/16/28 (b)(c)(d) | 16,766 | 16,622 | |
Victoria's Secret & Co. Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 3.250% 8.8878% 8/2/28 (b)(c)(d) | 8,921 | 8,895 | |
TOTAL TEXTILES/APPAREL | 61,363 | ||
Transportation Ex Air/Rail - 0.0% | |||
ASP LS Acquisition Corp. 2LN, term loan CME Term SOFR 3 Month Index + 7.500% 13.3958% 5/7/29 (b)(c)(d) | 2,965 | 2,421 | |
Utilities - 1.4% | |||
Brookfield WEC Holdings, Inc. Tranche B 1LN, term loan: | |||
CME Term SOFR 1 Month Index + 2.750% 8.0859% 1/21/31 (b)(c)(d) | 3,340 | 3,320 | |
CME Term SOFR 1 Month Index + 2.750% 8.2204% 8/1/25 (b)(c)(d) | 55,515 | 55,185 | |
ExGen Renewables IV, LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.500% 8.1498% 12/15/27 (b)(c)(d) | 3,480 | 3,466 | |
Limetree Bay Terminals LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.000% 10.6098% 2/15/24 (b)(c)(d) | 16,646 | 16,167 | |
Luxembourg Investment Co. 428 SARL Tranche B 1LN, term loan CME Term SOFR 3 Month Index + 5.000% 10.4338% 1/3/29 (b)(c)(d) | 11,806 | 4,191 | |
Osmose Utilities Services, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.6971% 6/23/28 (b)(c)(d) | 14,247 | 14,150 | |
PG&E Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 7.8326% 6/23/25 (b)(c)(d) | 15,370 | 15,366 | |
Pike Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 8.4471% 1/21/28 (b)(c)(d) | 15,389 | 15,391 | |
Vertiv Group Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.500% 7.9672% 3/2/27 (b)(c)(d) | 38,702 | 38,723 | |
Vistra Operations Co. LLC Tranche B 3LN, term loan CME Term SOFR 1 Month Index + 2.000% 7.3326% 12/20/30 (b)(c)(d) | 26,183 | 25,950 | |
TOTAL UTILITIES | 191,909 | ||
TOTAL BANK LOAN OBLIGATIONS (Cost $11,887,244) | 11,631,906 | ||
Nonconvertible Bonds - 5.0% | |||
Principal Amount (a) (000s) | Value ($) (000s) | ||
Aerospace - 0.2% | |||
TransDigm, Inc. 6.25% 3/15/26 (i) | 22,000 | 21,850 | |
Air Transportation - 0.0% | |||
American Airlines, Inc. / AAdvantage Loyalty IP Ltd. 5.5% 4/20/26 (i) | 3,218 | 3,182 | |
Delta Air Lines, Inc. / SkyMiles IP Ltd. 4.5% 10/20/25 (i) | 1,672 | 1,652 | |
TOTAL AIR TRANSPORTATION | 4,834 | ||
Automotive & Auto Parts - 0.8% | |||
Clarios Global LP / Clarios U.S. Finance Co. 6.75% 5/15/28 (i) | 7,810 | 7,914 | |
Ford Motor Credit Co. LLC U.S. Secured Overnight Fin. Rate (SOFR) Index + 2.950% 8.2984% 3/6/26 (b)(c) | 16,070 | 16,486 | |
Rivian Holdco & Rivian LLC & Rivian Automotive LLC 6 month U.S. LIBOR + 5.620% 11.4932% 10/15/26 (b)(c)(i) | 84,765 | 84,936 | |
TOTAL AUTOMOTIVE & AUTO PARTS | 109,336 | ||
Broadcasting - 0.5% | |||
DISH Network Corp. 11.75% 11/15/27 (i) | 31,970 | 33,367 | |
Univision Communications, Inc.: | |||
6.625% 6/1/27 (i) | 26,085 | 25,803 | |
8% 8/15/28 (i) | 6,375 | 6,487 | |
TOTAL BROADCASTING | 65,657 | ||
Building Materials - 0.1% | |||
Smyrna Ready Mix LLC 8.875% 11/15/31 (i) | 11,790 | 12,386 | |
SRS Distribution, Inc. 4.625% 7/1/28 (i) | 660 | 616 | |
TOTAL BUILDING MATERIALS | 13,002 | ||
Cable/Satellite TV - 0.2% | |||
CCO Holdings LLC/CCO Holdings Capital Corp.: | |||
5% 2/1/28 (i) | 8,110 | 7,622 | |
5.375% 6/1/29 (i) | 16,225 | 15,086 | |
TOTAL CABLE/SATELLITE TV | 22,708 | ||
Capital Goods - 0.0% | |||
Chart Industries, Inc. 7.5% 1/1/30 (i) | 1,670 | 1,714 | |
Chemicals - 0.1% | |||
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc. 5% 12/31/26 (i) | 145 | 140 | |
Olympus Water U.S. Holding Corp. 9.75% 11/15/28 (i) | 8,380 | 8,866 | |
TOTAL CHEMICALS | 9,006 | ||
Containers - 0.1% | |||
Ardagh Packaging Finance PLC/Ardagh MP Holdings U.S.A., Inc. 4.125% 8/15/26 (i) | 11,245 | 10,128 | |
Energy - 0.4% | |||
Citgo Petroleum Corp.: | |||
6.375% 6/15/26 (i) | 2,115 | 2,111 | |
7% 6/15/25 (i) | 9,610 | 9,609 | |
8.375% 1/15/29 (i) | 7,770 | 8,073 | |
New Fortress Energy, Inc.: | |||
6.5% 9/30/26 (i) | 18,966 | 18,375 | |
6.75% 9/15/25 (i) | 16,640 | 16,442 | |
Transocean Poseidon Ltd. 6.875% 2/1/27 (i) | 4,673 | 4,673 | |
TOTAL ENERGY | 59,283 | ||
Gaming - 0.5% | |||
Affinity Interactive 6.875% 12/15/27 (i) | 7,315 | 6,620 | |
Caesars Entertainment, Inc. 7% 2/15/30 (i) | 7,670 | 7,882 | |
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc. 4.625% 1/15/29 (i) | 37,830 | 34,617 | |
Golden Entertainment, Inc. 7.625% 4/15/26 (i) | 5,940 | 5,947 | |
Ontario Gaming GTA LP 8% 8/1/30 (i) | 605 | 631 | |
Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp. 5.875% 5/15/25 (i) | 7,363 | 7,273 | |
VICI Properties LP / VICI Note Co.: | |||
3.5% 2/15/25 (i) | 1,205 | 1,176 | |
4.25% 12/1/26 (i) | 1,725 | 1,661 | |
4.625% 12/1/29 (i) | 985 | 932 | |
TOTAL GAMING | 66,739 | ||
Healthcare - 0.1% | |||
Embecta Corp. 6.75% 2/15/30 (i) | 8,365 | 7,288 | |
Homebuilders/Real Estate - 0.3% | |||
MPT Operating Partnership LP/MPT Finance Corp. 5% 10/15/27 | 27,055 | 20,478 | |
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC 10.5% 2/15/28 (i) | 18,880 | 19,219 | |
TOTAL HOMEBUILDERS/REAL ESTATE | 39,697 | ||
Insurance - 0.1% | |||
Alliant Holdings Intermediate LLC/Alliant Holdings Co.-Issuer 6.75% 4/15/28 (i) | 16,655 | 16,809 | |
Leisure - 0.2% | |||
Carnival Corp. 7.625% 3/1/26 (i) | 14,205 | 14,429 | |
Royal Caribbean Cruises Ltd.: | |||
8.25% 1/15/29 (i) | 7,970 | 8,455 | |
11.625% 8/15/27 (i) | 5,355 | 5,825 | |
TOTAL LEISURE | 28,709 | ||
Metals/Mining - 0.0% | |||
Arsenal AIC Parent LLC 8% 10/1/30 (i) | 680 | 709 | |
Paper - 0.0% | |||
Ardagh Metal Packaging Finance U.S.A. LLC/Ardagh Metal Packaging Finance PLC 3.25% 9/1/28 (i) | 3,430 | 2,998 | |
Restaurants - 0.0% | |||
1011778 BC Unlimited Liability Co./New Red Finance, Inc. 5.75% 4/15/25 (i) | 660 | 659 | |
CEC Entertainment LLC 6.75% 5/1/26 (i) | 4,045 | 4,018 | |
TOTAL RESTAURANTS | 4,677 | ||
Services - 0.3% | |||
Artera Services LLC 9.033% 12/4/25 (i) | 18,825 | 19,194 | |
Brand Industrial Services, Inc. 10.375% 8/1/30 (i) | 4,560 | 4,817 | |
GEMS MENASA Cayman Ltd./GEMS Education Delaware LLC 7.125% 7/31/26 (i) | 4,675 | 4,598 | |
Neptune BidCo U.S., Inc. 9.29% 4/15/29 (i) | 6,300 | 6,017 | |
TOTAL SERVICES | 34,626 | ||
Super Retail - 0.2% | |||
EG Global Finance PLC 12% 11/30/28 (i) | 20,615 | 21,790 | |
Technology - 0.1% | |||
Cloud Software Group, Inc. 9% 9/30/29 (i) | 8,495 | 8,040 | |
CNT PRNT/CDK GLO II/FIN 8% 6/15/29 (i) | 3,905 | 4,008 | |
TOTAL TECHNOLOGY | 12,048 | ||
Telecommunications - 0.8% | |||
Altice Financing SA 5.75% 8/15/29 (i) | 30,000 | 26,144 | |
Altice France SA: | |||
5.125% 1/15/29 (i) | 8,087 | 5,969 | |
5.125% 7/15/29 (i) | 10,905 | 7,973 | |
5.5% 1/15/28 (i) | 8,480 | 6,621 | |
5.5% 10/15/29 (i) | 8,370 | 6,167 | |
Consolidated Communications, Inc. 5% 10/1/28 (i) | 410 | 336 | |
Frontier Communications Holdings LLC: | |||
5% 5/1/28 (i) | 4,005 | 3,696 | |
8.75% 5/15/30 (i) | 1,560 | 1,598 | |
Intelsat Jackson Holdings SA 6.5% 3/15/30 (i) | 22,343 | 21,105 | |
LCPR Senior Secured Financing DAC: | |||
5.125% 7/15/29 (i) | 810 | 713 | |
6.75% 10/15/27 (i) | 8,250 | 7,947 | |
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. 4.75% 4/30/27 (i) | 710 | 683 | |
Windstream Escrow LLC 7.75% 8/15/28 (i) | 18,810 | 16,492 | |
TOTAL TELECOMMUNICATIONS | 105,444 | ||
Textiles/Apparel - 0.0% | |||
Victoria's Secret & Co. 4.625% 7/15/29 (i) | 4,010 | 3,390 | |
Utilities - 0.0% | |||
Exgen Texas Power LLC 3 month U.S. LIBOR + 6.750% 12.3409% 10/8/26 (b)(c)(e) | 5,945 | 6,049 | |
TOTAL NONCONVERTIBLE BONDS (Cost $677,566) | 668,491 | ||
Common Stocks - 1.6% | |||
Shares | Value ($) (000s) | ||
Broadcasting - 0.0% | |||
ION Media Networks, Inc. (e)(j) | 2,842 | 0 | |
Capital Goods - 0.0% | |||
TNT Crane & Rigging LLC (e)(j) | 512,868 | 4,108 | |
TNT Crane & Rigging LLC warrants 10/31/25 (e)(j) | 86,957 | 3 | |
TOTAL CAPITAL GOODS | 4,111 | ||
Diversified Financial Services - 0.3% | |||
ACNR Holdings, Inc. (e) | 510,379 | 42,096 | |
Carnelian Point Holdings LP warrants (e)(j) | 18,944 | 55 | |
Lime Tree Bay Ltd. (e)(j) | 2,899 | 220 | |
TOTAL DIVERSIFIED FINANCIAL SERVICES | 42,371 | ||
Energy - 0.8% | |||
California Resources Corp. | 628,519 | 29,968 | |
California Resources Corp. warrants 10/27/24 (j) | 48,025 | 655 | |
Chesapeake Energy Corp. (k) | 587,218 | 45,280 | |
Chesapeake Energy Corp. (l) | 4,049 | 312 | |
EP Energy Corp. (e)(j) | 80,740 | 140 | |
Exxon Mobil Corp. | 329,097 | 33,834 | |
TOTAL ENERGY | 110,189 | ||
Entertainment/Film - 0.1% | |||
New Cineworld Ltd. (e) | 533,906 | 9,653 | |
Hotels - 0.1% | |||
Travelport Finance Luxembourg SARL (e) | 3,686 | 8,776 | |
Restaurants - 0.1% | |||
CEC Entertainment, Inc. (e) | 542,500 | 9,282 | |
Telecommunications - 0.0% | |||
GTT Communications, Inc. (e) | 118,360 | 4,158 | |
Utilities - 0.2% | |||
TexGen Power LLC (e)(j) | 524,336 | 20,213 | |
TOTAL COMMON STOCKS (Cost $129,969) | 208,753 | ||
Preferred Securities - 0.8% | |||
Principal Amount (a) (000s) | Value ($) (000s) | ||
Banks & Thrifts - 0.4% | |||
Bank of America Corp.: | |||
CME Term SOFR 3 Month Index + 3.390% 8.7737% (b)(c)(m) | 6,970 | 7,002 | |
6.25% (b)(m) | 24,265 | 24,171 | |
JPMorgan Chase & Co.: | |||
CME Term SOFR 3 Month Index + 3.560% 8.9387% (b)(c)(m) | 7,500 | 7,522 | |
6.1% (b)(m) | 7,795 | 7,804 | |
6.75% (b)(c)(m) | 11,615 | 11,704 | |
TOTAL BANKS & THRIFTS | 58,203 | ||
Energy - 0.4% | |||
Energy Transfer LP 3 month U.S. LIBOR + 4.020% 9.6693% (b)(c)(m) | 48,805 | 47,759 | |
TOTAL PREFERRED SECURITIES (Cost $102,255) | 105,962 | ||
Other - 0.7% | |||
Shares | Value ($) (000s) | ||
Other - 0.7% | |||
Fidelity Private Credit Central Fund LLC (l)(p) (Cost $97,894) | 9,832,332 | 100,290 | |
Money Market Funds - 10.0% | |||
Shares | Value ($) (000s) | ||
Fidelity Cash Central Fund 5.39% (n) | 1,296,123,920 | 1,296,383 | |
Fidelity Securities Lending Cash Central Fund 5.39% (n)(o) | 46,733,427 | 46,738 | |
TOTAL MONEY MARKET FUNDS (Cost $1,343,097) | 1,343,121 | ||
TOTAL INVESTMENT IN SECURITIES - 105.0% (Cost $14,238,025) | 14,058,523 |
NET OTHER ASSETS (LIABILITIES) - (5.0)% | (667,959) |
NET ASSETS - 100.0% | 13,390,564 |
Any values shown as $0 in the Schedule of Investments may reflect amounts less than $500.
Legend
(a) | Amount is stated in United States dollars unless otherwise noted. |
(b) | Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. |
(c) | Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors. |
(d) | Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty. |
(e) | Level 3 security |
(f) | The coupon rate will be determined upon settlement of the loan after period end. |
(g) | Non-income producing - Security is in default. |
(h) | Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $7,321,000 and $7,312,000, respectively. |
(i) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $625,478,000 or 4.7% of net assets. |
(j) | Non-income producing |
(k) | Security or a portion of the security is on loan at period end. |
(l) | Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $100,602,000 or 0.8% of net assets. |
(m) | Security is perpetual in nature with no stated maturity date. |
(n) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request. |
(o) | Investment made with cash collateral received from securities on loan. |
(p) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. |
Additional information on each restricted holding is as follows: | ||
Security | Acquisition Date | Acquisition Cost ($) (000s) |
Chesapeake Energy Corp. | 2/10/21 | 38 |
Fidelity Private Credit Central Fund LLC | 5/01/22 - 1/02/24 | 97,894 |
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Affiliate (Amounts in thousands) | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | % ownership, end of period |
Fidelity Cash Central Fund 5.39% | 1,286,453 | 665,784 | 655,854 | 16,587 | - | - | 1,296,383 | 2.6% |
Fidelity Private Credit Central Fund LLC | 94,881 | 4,779 | - | 3,725 | - | 630 | 100,290 | 14.5% |
Fidelity Securities Lending Cash Central Fund 5.39% | 51,380 | 18,615 | 23,257 | 9 | - | - | 46,738 | 0.2% |
Total | 1,432,714 | 689,178 | 679,111 | 20,321 | - | 630 | 1,443,411 | |
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
Level 1 - Unadjusted quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value investments by major category are as follows:
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Bank Loan Obligations, Nonconvertible Bonds and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
The Fund invests a significant portion of its assets in below investment grade securities. The value of these securities can be more volatile due to changes in the credit quality of the issuer and is sensitive to changes in economic, market and regulatory conditions.
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
Fidelity Private Credit Central Fund LLC is valued at its net asset value (NAV) each month end and is categorized as Level 2 in the hierarchy.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
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