Eaton Vance Floating Rate Portfolio NPORT-P Floating-Rate Portfolio (Jul 2021 report)

Eaton Vance

Floating Rate Portfolio

July 31, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Asset-Backed Securities — 3.2%

Security	Principal Amount (000’s omitted)		Value
Alinea CLO, Ltd.:
Series 2018-1A, Class D, 3.234%, (3 mo. USD LIBOR + 3.10%), 7/20/31(1)(2)	$	2,500	$	2,502,250
Series 2018-1A, Class E, 6.134%, (3 mo. USD LIBOR + 6.00%), 7/20/31(1)(2)		3,000		2,965,359
AMMC CLO 15, Ltd., Series 2014-15A, Class ERR, 7.036%, (3 mo. USD LIBOR + 6.91%), 1/15/32(1)(2)		5,000		4,929,380
AMMC CLO XII, Ltd., Series 2013-12A, Class ER, 6.342%, (3 mo. USD LIBOR + 6.18%), 11/10/30(1)(2)		3,525		3,305,107
Apidos CLO XX, Series 2015-20A, Class DR, 5.826%, (3 mo. USD LIBOR + 5.70%), 7/16/31(1)(2)		2,375		2,245,570
Ares XLIX CLO, Ltd.:
Series 2018-49A, Class D, 3.138%, (3 mo. USD LIBOR + 3.00%), 7/22/30(1)(2)		2,500		2,501,757
Series 2018-49A, Class E, 5.838%, (3 mo. USD LIBOR + 5.70%), 7/22/30(1)(2)		3,500		3,443,671
Ares XXXIIR CLO, Ltd., Series 2014-32RA, Class C, 3.056%, (3 mo. USD LIBOR + 2.90%), 5/15/30(1)(2)		5,000		4,952,405
Ares XXXVR CLO, Ltd., Series 2015-35RA, Class E, 5.826%, (3 mo. USD LIBOR + 5.70%), 7/15/30(1)(2)		4,000		3,905,516
Babson CLO, Ltd.:
Series 2015-1A, Class DR, 2.734%, (3 mo. USD LIBOR + 2.60%), 1/20/31(1)(2)		2,500		2,441,028
Series 2018-1A, Class C, 2.726%, (3 mo. USD LIBOR + 2.60%), 4/15/31(1)(2)		3,500		3,406,032
Bain Capital Credit CLO, Ltd.:
Series 2018-1A, Class D, 2.838%, (3 mo. USD LIBOR + 2.70%), 4/23/31(1)(2)		5,000		4,831,070
Series 2018-1A, Class E, 5.488%, (3 mo. USD LIBOR + 5.35%), 4/23/31(1)(2)		3,000		2,814,723
Benefit Street Partners CLO V-B, Ltd.:
Series 2018-5BA, Class C, 3.064%, (3 mo. USD LIBOR + 2.93%), 4/20/31(1)(2)		5,000		4,849,150
Series 2018-5BA, Class D, 6.084%, (3 mo. USD LIBOR + 5.95%), 4/20/31(1)(2)		3,500		3,289,674
Benefit Street Partners CLO VIII, Ltd., Series 2015-8A, Class DR, 5.734%, (3 mo. USD LIBOR + 5.60%), 1/20/31(1)(2)		5,401		4,994,580
Benefit Street Partners CLO XIV, Ltd., Series 2018-14A, Class D, 2.734%, (3 mo. USD LIBOR + 2.60%), 4/20/31(1)(2)		1,500		1,453,488
Benefit Street Partners CLO XVI, Ltd., Series 2018-16A, Class E, 6.834%, (3 mo. USD LIBOR + 6.70%), 1/17/32(1)(2)		2,250		2,243,122
Benefit Street Partners CLO XVII, Ltd.:
Series 2019-17A, Class E, 6.726%, (3 mo. USD LIBOR + 6.60%), 7/15/32(1)(2)		1,750		1,750,875
Series 2019-17A, Class ER, (3 mo. USD LIBOR + 6.35%), 7/15/32(1)(3)		1,750		1,751,440
Betony CLO 2, Ltd.:
Series 2018-1A, Class C, 3.029%, (3 mo. USD LIBOR + 2.90%), 4/30/31(1)(2)		2,500		2,484,295
Series 2018-1A, Class D, 5.779%, (3 mo. USD LIBOR + 5.65%), 4/30/31(1)(2)		4,450		4,225,689
BlueMountain CLO, Ltd.:
Series 2016-3A, Class DR, 3.256%, (3 mo. USD LIBOR + 3.10%), 11/15/30(1)(2)		1,500		1,461,284
Series 2016-3A, Class ER, 6.106%, (3 mo. USD LIBOR + 5.95%), 11/15/30(1)(2)		1,500		1,409,618
Series 2018-1A, Class D, 3.179%, (3 mo. USD LIBOR + 3.05%), 7/30/30(1)(2)		2,500		2,403,748
Series 2018-1A, Class E, 6.079%, (3 mo. USD LIBOR + 5.95%), 7/30/30(1)(2)		2,000		1,865,106

1

Security	Principal Amount (000’s omitted)		Value
BlueMountain CLO XXIV, Ltd., Series 2019-24A, Class ER, 6.974%, (3 mo. USD LIBOR + 6.84%), 4/20/34(1)(2)	$	1,000	$	992,549
Canyon Capital CLO, Ltd.:
Series 2012-1RA, Class E, 5.826%, (3 mo. USD LIBOR + 5.70%), 7/15/30(1)(2)		4,875		4,608,103
Series 2016-1A, Class ER, 5.876%, (3 mo. USD LIBOR + 5.75%), 7/15/31(1)(2)		4,000		3,844,728
Series 2016-2A, Class ER, 6.126%, (3 mo. USD LIBOR + 6.00%), 10/15/31(1)(2)		4,500		4,274,851
Series 2017-1A, Class E, 6.376%, (3 mo. USD LIBOR + 6.25%), 7/15/30(1)(2)		3,250		3,192,007
Series 2018-1A, Class D, 3.026%, (3 mo. USD LIBOR + 2.90%), 7/15/31(1)(2)		3,000		2,979,537
Series 2018-1A, Class E, 5.876%, (3 mo. USD LIBOR + 5.75%), 7/15/31(1)(2)		2,750		2,649,971
Carlyle C17 CLO, Ltd.:
Series C17A, Class CR, 2.929%, (3 mo. USD LIBOR + 2.80%), 4/30/31(1)(2)		5,000		4,924,360
Series C17A, Class DR, 6.129%, (3 mo. USD LIBOR + 6.00%), 4/30/31(1)(2)		3,500		3,342,080
Carlyle Global Market Strategies CLO, Ltd.:
Series 2012-3A, Class CR2, 3.633%, (3 mo. USD LIBOR + 3.50%), 1/14/32(1)(2)		2,500		2,433,480
Series 2012-3A, Class DR2, 6.633%, (3 mo. USD LIBOR + 6.50%), 1/14/32(1)(2)		1,500		1,418,678
Series 2014-3RA, Class C, 3.079%, (3 mo. USD LIBOR + 2.95%), 7/27/31(1)(2)		1,000		974,354
Series 2014-3RA, Class D, 5.529%, (3 mo. USD LIBOR + 5.40%), 7/27/31(1)(2)		2,150		2,028,931
Series 2014-4RA, Class C, 3.026%, (3 mo. USD LIBOR + 2.90%), 7/15/30(1)(2)		2,000		1,915,694
Series 2014-4RA, Class D, 5.776%, (3 mo. USD LIBOR + 5.65%), 7/15/30(1)(2)		3,500		3,165,001
CarVal CLO IV, Ltd., Series 2021-1A, Class E, (3 mo. USD LIBOR + 6.60%), 7/20/34(1)(4)		1,000		992,225
Dryden CLO, Ltd.:
Series 2018-55A, Class D, 2.976%, (3 mo. USD LIBOR + 2.85%), 4/15/31(1)(2)		1,500		1,487,646
Series 2018-55A, Class E, 5.526%, (3 mo. USD LIBOR + 5.40%), 4/15/31(1)(2)		2,000		1,947,824
Dryden Senior Loan Fund:
Series 2015-41A, Class DR, 2.726%, (3 mo. USD LIBOR + 2.60%), 4/15/31(1)(2)		5,000		4,875,435
Series 2015-41A, Class ER, 5.426%, (3 mo. USD LIBOR + 5.30%), 4/15/31(1)(2)		1,268		1,209,547
Series 2016-42A, Class DR, 3.056%, (3 mo. USD LIBOR + 2.93%), 7/15/30(1)(2)		2,500		2,482,942
Series 2016-42A, Class ER, 5.676%, (3 mo. USD LIBOR + 5.55%), 7/15/30(1)(2)		3,500		3,389,277
Galaxy XV CLO, Ltd., Series 2013-15A, Class ER, 6.771%, (3 mo. USD LIBOR + 6.65%), 10/15/30(1)(2)		2,500		2,475,438
Galaxy XXV CLO, Ltd.:
Series 2018-25A, Class D, 3.225%, (3 mo. USD LIBOR + 3.10%), 10/25/31(1)(2)		2,500		2,501,422
Series 2018-25A, Class E, 6.075%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2)		3,500		3,439,121
Goldentree Loan Management US CLO 5, Ltd., Series 2019-5A, Class D, 3.984%, (3 mo. USD LIBOR + 3.85%), 10/20/32(1)(2)		1,500		1,503,996
Golub Capital Partners CLO 22B, Ltd., Series 2015-22A, Class ER, 6.134%, (3 mo. USD LIBOR + 6.00%), 1/20/31(1)(2)		2,500		2,376,205
Golub Capital Partners CLO 37B, Ltd.:
Series 2018-37A, Class D, 3.434%, (3 mo. USD LIBOR + 3.30%), 7/20/30(1)(2)		4,000		3,986,144
Series 2018-37A, Class E, 5.884%, (3 mo. USD LIBOR + 5.75%), 7/20/30(1)(2)		4,750		4,346,497
Golub Capital Partners CLO 53B, Ltd., Series 2021-53A, Class E, 6.83%, (3 mo. USD LIBOR + 6.70%), 7/20/34(1)(2)		1,250		1,249,644
Harriman Park CLO, Ltd., Series 2020-1A, Class ER, 6.534%, (3 mo. USD LIBOR + 6.40%), 4/20/34(1)(2)		1,000		999,965
ICG US CLO, Ltd.:
Series 2018-2A, Class D, 3.238%, (3 mo. USD LIBOR + 3.10%), 7/22/31(1)(2)		2,000		1,951,586
Series 2018-2A, Class E, 5.888%, (3 mo. USD LIBOR + 5.75%), 7/22/31(1)(2)		3,000		2,771,646
Kayne CLO 5, Ltd., Series 2019-5A, Class E, 6.825%, (3 mo. USD LIBOR + 6.70%), 7/24/32(1)(2)		1,750		1,752,270
Madison Park Funding XXV, Ltd., Series 2017-25A, Class D, 6.225%, (3 mo. USD LIBOR + 6.10%), 4/25/29(1)(2)		1,500		1,499,942

2

Security	Principal Amount (000’s omitted)		Value
Neuberger Berman CLO XXII, Ltd.:
Series 2016-22A, Class DR, 3.234%, (3 mo. USD LIBOR + 3.10%), 10/17/30(1)(2)	$	2,500	$	2,501,292
Series 2016-22A, Class ER, 6.194%, (3 mo. USD LIBOR + 6.06%), 10/17/30(1)(2)		3,000		2,982,552
Neuberger Berman Loan Advisers CLO 28, Ltd., Series 2018-28A, Class E, 5.734%, (3 mo. USD LIBOR + 5.60%), 4/20/30(1)(2)		1,950		1,926,758
Neuberger Berman Loan Advisers CLO 30, Ltd.:
Series 2018-30A, Class DR, 2.984%, (3 mo. USD LIBOR + 2.85%), 1/20/31(1)(2)		2,500		2,499,982
Series 2018-30A, Class ER, 6.334%, (3 mo. USD LIBOR + 6.20%), 1/20/31(1)(2)		1,000		999,967
Oaktree CLO, Ltd., Series 2019-3A, Class D, 4.094%, (3 mo. USD LIBOR + 3.96%), 7/20/31(1)(2)		2,625		2,627,234
Palmer Square CLO, Ltd.:
Series 2013-2A, Class DRR, 5.984%, (3 mo. USD LIBOR + 5.85%), 10/17/31(1)(2)		3,000		2,955,327
Series 2015-1A, Class DR4, 6.625%, (3 mo. USD LIBOR + 6.50%), 5/21/34(1)(2)		2,000		1,997,806
Series 2018-1A, Class C, 2.634%, (3 mo. USD LIBOR + 2.50%), 4/18/31(1)(2)		3,000		2,977,167
Series 2018-1A, Class D, 5.284%, (3 mo. USD LIBOR + 5.15%), 4/18/31(1)(2)		2,000		1,939,266
Series 2018-2A, Class D, 5.726%, (3 mo. USD LIBOR + 5.60%), 7/16/31(1)(2)		2,000		1,966,846
Series 2021-2A, Class E, 6.456%, (3 mo. USD LIBOR + 6.35%), 7/15/34(1)(2)		1,000		999,841
Regatta XIII Funding, Ltd.:
Series 2018-2A, Class C, 3.226%, (3 mo. USD LIBOR + 3.10%), 7/15/31(1)(2)		2,500		2,503,440
Series 2018-2A, Class D, 6.076%, (3 mo. USD LIBOR + 5.95%), 7/15/31(1)(2)		5,000		4,794,535
Regatta XIV Funding, Ltd.:
Series 2018-3A, Class D, 3.325%, (3 mo. USD LIBOR + 3.20%), 10/25/31(1)(2)		2,500		2,502,765
Series 2018-3A, Class E, 6.075%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2)		4,500		4,355,590
Regatta XV Funding, Ltd., Series 2018-4A, Class D, 6.625%, (3 mo. USD LIBOR + 6.50%), 10/25/31(1)(2)		3,875		3,787,557
Southwick Park CLO, LLC, Series 2019-4A, Class E, 6.834%, (3 mo. USD LIBOR + 6.70%), 7/20/32(1)(2)		1,750		1,752,517
Upland CLO, Ltd.:
Series 2016-1A, Class CR, 3.034%, (3 mo. USD LIBOR + 2.90%), 4/20/31(1)(2)		4,500		4,459,473
Series 2016-1A, Class DR, 6.034%, (3 mo. USD LIBOR + 5.90%), 4/20/31(1)(2)		4,625		4,450,892
Vibrant CLO IX, Ltd.:
Series 2018-9A, Class C, 3.334%, (3 mo. USD LIBOR + 3.20%), 7/20/31(1)(2)		2,500		2,394,363
Series 2018-9A, Class D, 6.384%, (3 mo. USD LIBOR + 6.25%), 7/20/31(1)(2)		3,500		3,200,533
Vibrant CLO X, Ltd.:
Series 2018-10A, Class C, 3.384%, (3 mo. USD LIBOR + 3.25%), 10/20/31(1)(2)		5,000		4,837,270
Series 2018-10A, Class D, 6.324%, (3 mo. USD LIBOR + 6.19%), 10/20/31(1)(2)		5,000		4,709,805
Voya CLO, Ltd.:
Series 2015-3A, Class CR, 3.284%, (3 mo. USD LIBOR + 3.15%), 10/20/31(1)(2)		2,500		2,422,488
Series 2015-3A, Class DR, 6.334%, (3 mo. USD LIBOR + 6.20%), 10/20/31(1)(2)		5,500		4,941,656
Series 2016-3A, Class CR, 3.384%, (3 mo. USD LIBOR + 3.25%), 10/18/31(1)(2)		2,000		1,951,380
Series 2016-3A, Class DR, 6.214%, (3 mo. USD LIBOR + 6.08%), 10/18/31(1)(2)		3,375		3,120,991
Series 2018-1A, Class C, 2.734%, (3 mo. USD LIBOR + 2.60%), 4/19/31(1)(2)		5,000		4,947,880
Series 2018-2A, Class E, 5.376%, (3 mo. USD LIBOR + 5.25%), 7/15/31(1)(2)		2,500		2,389,353
Webster Park CLO, Ltd.:
Series 2015-1A, Class CR, 3.034%, (3 mo. USD LIBOR + 2.90%), 7/20/30(1)(2)		2,000		2,001,124
Series 2015-1A, Class DR, 5.634%, (3 mo. USD LIBOR + 5.50%), 7/20/30(1)(2)		2,500		2,491,240
Wellfleet CLO, Ltd., Series 2021-1A, Class D, 3.674%, (3 mo. USD LIBOR + 3.50%), 4/20/34(1)(2)		1,200		1,203,714
Total Asset-Backed Securities (identified cost $271,654,656)			$	264,001,637

3

Common Stocks — 1.2%
Security	Shares		Value
Aerospace and Defense — 0.3%
IAP Global Services, LLC(5)(6)(7)(8)		950	$	10,843,994
IAP Global Services, LLC(5)(6)(7)(8)		1,627		12,381,177
			$	23,225,171
Automotive — 0.0%(9)
Dayco Products, LLC(7)(8)		88,506	$	663,795
			$	663,795
Business Equipment and Services — 0.1%
Crossmark Holdings, Inc.(7)(8)		88,008	$	5,280,480
			$	5,280,480
Chemicals and Plastics — 0.1%
Hexion Holdings Corp., Class B(7)(8)		338,679	$	6,621,174
			$	6,621,174
Containers and Glass Products — 0.0%(9)
LG Newco Holdco, Inc., Class A(7)(8)		250,979	$	930,705
			$	930,705
Electronics/Electrical — 0.1%
Skillsoft Corporation.(7)(8)		893,525	$	7,685,209
			$	7,685,209
Health Care — 0.1%
Akorn Holding Company, LLC, Class A(7)(8)		705,631	$	10,760,873
			$	10,760,873
Nonferrous Metals/Minerals — 0.0%(9)
ACNR Holdings, Inc., Class A(7)(8)		36,829	$	865,482
			$	865,482
Oil and Gas — 0.1%
AFG Holdings, Inc.(6)(7)(8)		498,342	$	5,402,027
Fieldwood Energy, Inc.(6)(7)(8)		51,241		0
Fieldwood Energy, Inc.(6)(7)(8)		221,919		0
McDermott International, Ltd.(7)(8)		1,013,850		335,584
RDV Resources, Inc., Class A(7)(8)		359,500		62,913
Sunrise Oil & Gas, Inc., Class A(7)(8)		321,407		964,221
			$	6,764,745
Publishing — 0.0%(9)
Tweddle Group, Inc.(6)(7)(8)		19,500	$	177,255
			$	177,255
Radio and Television — 0.3%
Clear Channel Outdoor Holdings, Inc.(7)(8)		1,204,044	$	3,202,757
Cumulus Media, Inc., Class A(7)(8)		551,505		6,502,244
Cumulus Media, Inc., Class B(7)(8)		93,069		1,097,283
iHeartMedia, Inc., Class A(7)(8)		512,034		13,236,079
			$	24,038,363
Retailers (Except Food and Drug) — 0.0%(9)
David’s Bridal, LLC(6)(7)(8)		272,023	$	0
Phillips Pet Holding Corp.(6)(7)(8)		2,590		1,033,292
			$	1,033,292

4

Security	Shares		Value
Telecommunications — 0.1%
GEE Acquisition Holdings Corp.(6)(7)(8)		364,650	$	7,632,125
			$	7,632,125
Utilities — 0.0%(9)
Longview Intermediate Holdings, LLC, Class A(6)(7)(8)		149,459	$	1,198,661
			$	1,198,661
Total Common Stocks (identified cost $107,638,108)			$	96,877,330

Convertible Preferred Stocks — 0.0%(9)
Security	Shares		Value
Containers and Glass Products — 0.0%(9)
LG Newco Holdco, Inc., Series A, 13.00%(7)(8)		38,060	$	3,425,364
Total Convertible Preferred Stocks (identified cost $1,998,129)			$	3,425,364
Corporate Bonds — 6.7%
Security	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 0.1%
Spirit AeroSystems, Inc., 5.50%, 1/15/25(1)		3,000	$	3,153,750
Spirit Loyalty Cayman, Ltd./Spirit IP Cayman, Ltd., 8.00%, 9/20/25(1)		1,530		1,719,895
TransDigm, Inc.:
6.25%, 3/15/26(1)		1,500		1,575,000
8.00%, 12/15/25(1)		1,500		1,612,537
			$	8,061,182
Air Transport — 0.7%
Air Canada, 3.875%, 8/15/26(1)(10)		6,850	$	6,875,003
American Airlines, Inc./AAdvantage Loyalty IP, Ltd.:
5.50%, 4/20/26(1)		17,175		17,990,812
5.75%, 4/20/29(1)		12,875		13,904,099
Delta Air Lines, Inc., 7.00%, 5/1/25(1)		4,650		5,472,651
Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.75%, 10/20/28(1)		6,425		7,186,777
United Airlines, Inc.:
4.375%, 4/15/26(1)		4,625		4,764,351
4.625%, 4/15/29(1)		4,625		4,763,750
			$	60,957,443
Automotive — 0.2%
Clarios Global, L.P., 6.75%, 5/15/25(1)		1,890	$	2,009,769
Clarios Global, L.P./Clarios US Finance Co., 6.25%, 5/15/26(1)		3,893		4,121,714
Tenneco, Inc.:
5.125%, 4/15/29(1)		9,050		9,321,500
7.875%, 1/15/29(1)		450		510,143
			$	15,963,126

5

Security	Principal Amount* (000’s omitted)		Value
Building and Development — 0.2%
American Builders & Contractors Supply Co., Inc., 4.00%, 1/15/28(1)		2,975	$	3,053,094
Cushman & Wakefield U.S. Borrower, LLC, 6.75%, 5/15/28(1)		3,150		3,392,109
Forterra Finance, LLC/FRTA Finance Corp., 6.50%, 7/15/25(1)		900		966,573
SRS Distribution, Inc., 4.625%, 7/1/28(1)		4,575		4,672,219
Winnebago Industries, Inc., 6.25%, 7/15/28(1)		900		970,708
			$	13,054,703
Business Equipment and Services — 1.0%
Allied Universal Holdco, LLC/Allied Universal Finance Corp., 6.625%, 7/15/26(1)		2,075	$	2,199,500
Allied Universal Holdco, LLC/Allied Universal Finance Corp./Atlas Luxco 4 S.a.r.l.:
4.625%, 6/1/28(1)		17,475		17,496,844
4.625%, 6/1/28(1)		21,975		22,084,875
Clarivate Science Holdings Corp., 3.875%, 6/30/28(1)		11,400		11,509,440
Prime Security Services Borrower, LLC/Prime Finance, Inc.:
5.25%, 4/15/24(1)		7,900		8,453,000
5.75%, 4/15/26(1)		15,225		16,709,513
Sabre GLBL, Inc.:
7.375%, 9/1/25(1)		2,125		2,273,738
9.25%, 4/15/25(1)		2,525		2,957,457
			$	83,684,367
Cable and Satellite Television — 0.8%
Altice France S.A.:
5.125%, 1/15/29(1)		1,300	$	1,311,408
5.125%, 7/15/29(1)		57,625		58,124,032
Virgin Media Secured Finance PLC, 4.50%, 8/15/30(1)		6,500		6,556,160
			$	65,991,600
Chemicals and Plastics — 0.1%
INEOS Finance PLC, 3.375%, 3/31/26(1)	EUR	1,250	$	1,534,710
INEOS Quattro Finance 2 PLC, 3.375%, 1/15/26(1)		3,050		3,070,603
Tronox, Inc., 6.50%, 5/1/25(1)		7,000		7,435,295
			$	12,040,608
Commercial Services — 0.1%
WASH Multifamily Acquisition, Inc., 5.75%, 4/15/26(1)		5,725	$	5,996,937
			$	5,996,937
Containers and Glass Products — 0.1%
Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC, 4.00%, 10/15/27(1)		5,150	$	5,150,000
			$	5,150,000
Cosmetics/Toiletries — 0.0%(9)
Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc., 5.00%, 12/31/26(1)		1,075	$	1,093,812
			$	1,093,812
Diversified Financial Services — 0.1%
AG Issuer, LLC, 6.25%, 3/1/28(1)		5,075	$	5,334,231
			$	5,334,231
Drugs — 0.5%
Bausch Health Companies, Inc.:
4.875%, 6/1/28(1)		8,675	$	8,962,055
5.50%, 11/1/25(1)		8,975		9,177,341

6

Security	Principal Amount* (000’s omitted)		Value
Endo Luxembourg Finance Co. I S.a.r.l./Endo US, Inc., 6.125%, 4/1/29(1)		15,225	$	15,152,605
Jazz Securities DAC, 4.375%, 1/15/29(1)		9,150		9,549,306
			$	42,841,307
Ecological Services and Equipment — 0.1%
GFL Environmental, Inc., 4.25%, 6/1/25(1)		5,300	$	5,512,000
			$	5,512,000
Electronics/Electrical — 0.4%
Imola Merger Corp., 4.75%, 5/15/29(1)		18,175	$	18,783,590
LogMeIn, Inc., 5.50%, 9/1/27(1)		4,300		4,472,215
Veritas US, Inc./Veritas Bermuda, Ltd., 7.50%, 9/1/25(1)		6,450		6,694,423
			$	29,950,228
Entertainment — 0.0%(9)
Six Flags Theme Parks, Inc., 7.00%, 7/1/25(1)		2,125	$	2,275,631
			$	2,275,631
Financial Intermediaries — 0.1%
CoreLogic, Inc., 4.50%, 5/1/28(1)		5,525	$	5,524,530
			$	5,524,530
Food Products — 0.1%
Del Monte Foods, Inc., 11.875%, 5/15/25(1)		8,200	$	9,317,373
			$	9,317,373
Food/Drug Retailers — 0.2%
Fresh Market, Inc. (The), 9.75%, 5/1/23(1)		12,550	$	12,975,131
			$	12,975,131
Health Care — 0.3%
RP Escrow Issuer, LLC, 5.25%, 12/15/25(1)		2,150	$	2,206,018
Tenet Healthcare Corp., 4.25%, 6/1/29(1)		22,950		23,437,688
			$	25,643,706
Industrial Equipment — 0.1%
Clark Equipment Company, 5.875%, 6/1/25(1)		1,050	$	1,113,000
Madison IAQ, LLC, 4.125%, 6/30/28(1)		10,400		10,428,288
			$	11,541,288
Leisure Goods/Activities/Movies — 0.4%
Carnival Corp., 4.00%, 8/1/28(1)		34,575	$	34,475,770
SeaWorld Parks & Entertainment, Inc., 8.75%, 5/1/25(1)		2,125		2,292,928
			$	36,768,698
Machinery — 0.1%
TK Elevator U.S. Newco, Inc., 5.25%, 7/15/27(1)		4,150	$	4,387,795
			$	4,387,795
Oil and Gas — 0.1%
CITGO Petroleum Corporation:
6.375%, 6/15/26(1)		1,750	$	1,787,187
7.00%, 6/15/25(1)		10,525		10,817,911
			$	12,605,098

7

Security	Principal Amount* (000’s omitted)		Value
Radio and Television — 0.3%
Diamond Sports Group, LLC/Diamond Sports Finance Co., 5.375%, 8/15/26(1)		6,753	$	3,924,891
iHeartCommunications, Inc.:
4.75%, 1/15/28(1)		2,550		2,647,690
5.25%, 8/15/27(1)		2,125		2,217,863
6.375%, 5/1/26		2,896		3,058,575
8.375%, 5/1/27		5,248		5,589,564
Univision Communications, Inc., 4.50%, 5/1/29(1)		9,125		9,158,945
			$	26,597,528
Real Estate Investment Trusts (REITs) — 0.1%
Park Intermediate Holdings, LLC/PK Domestic Property, LLC/PK Finance Co-Issuer, 5.875%, 10/1/28(1)		6,425	$	6,880,083
			$	6,880,083
Retailers (Except Food and Drug) — 0.0%(9)
PetSmart, Inc./PetSmart Finance Corp., 4.75%, 2/15/28(1)		1,300	$	1,351,493
			$	1,351,493
Software and Services — 0.1%
Boxer Parent Co., Inc., 7.125%, 10/2/25(1)		4,225	$	4,515,448
			$	4,515,448
Telecommunications — 0.4%
Digicel International Finance, Ltd./Digicel International Holdings, Ltd., 8.75%, 5/25/24(1)		6,325	$	6,595,204
LCPR Senior Secured Financing DAC, 5.125%, 7/15/29(1)		6,900		7,078,261
Lumen Technologies, Inc., 4.00%, 2/15/27(1)		6,750		6,944,063
VMED O2 UK Financing I PLC, 4.25%, 1/31/31(1)		8,550		8,486,559
			$	29,104,087
Utilities — 0.0%(9)
Calpine Corp., 5.25%, 6/1/26(1)		2,245	$	2,315,403
			$	2,315,403
Total Corporate Bonds (identified cost $532,567,814)			$	547,434,836
Exchange-Traded Funds — 0.6%
Security	Shares		Value
SPDR Blackstone Senior Loan ETF		1,051,000	$	48,156,820
Total Exchange-Traded Funds (identified cost $48,242,942)			$	48,156,820
Preferred Stocks — 0.0%(9)
Security	Shares		Value
Financial Services — 0.0%
DBI Investors, Inc., Series A-1(6)(7)(8)		13,348	$	0
			$	0

8

Security	Shares		Value
Nonferrous Metals/Minerals — 0.0%(9)
ACNR Holdings, Inc., 15.00% (PIK) (7)(8)		17,394	$	1,969,870
			$	1,969,870
Retailers (Except Food and Drug) — 0.0%
David’s Bridal, LLC, Series A, 8.00% (PIK)(6)(7)(8)		7,852	$	0
David’s Bridal, LLC, Series B, 10.00% (PIK)(6)(7)(8)		31,998		0
			$	0
Total Preferred Stocks (identified cost $2,590,558)			$	1,969,870
Senior Floating-Rate Loans — 85.5%(11)
Borrower/Description	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 1.9%
Aernnova Aerospace S.A.U.:
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 2/22/27	EUR	1,194	$	1,357,311
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 2/26/27	EUR	4,656		5,293,514
AI Convoy (Luxembourg) S.a.r.l.:
Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 1/18/27	EUR	2,850		3,368,738
Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), 1/17/27(12)		6,648		6,653,150
Dynasty Acquisition Co., Inc.:
Term Loan, 3.647%, (3 mo. USD LIBOR + 3.50%), 4/6/26		12,388		12,000,408
Term Loan, 3.647%, (3 mo. USD LIBOR + 3.50%), 4/6/26		23,036		22,315,765
IAP Worldwide Services, Inc.:
Revolving Loan, 0.75%, 7/18/23(13)		5,526		5,525,246
Term Loan - Second Lien, 8.00%, (3 mo. USD LIBOR + 6.50%, Floor 1.50%), 7/18/23(6)		6,871		5,629,406
Spirit Aerosystems, Inc., Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 1/15/25		5,779		5,832,335
TransDigm, Inc.:
Term Loan, 2.342%, (1 mo. USD LIBOR + 2.25%), 8/22/24		28,387		27,983,475
Term Loan, 2.342%, (1 mo. USD LIBOR + 2.25%), 5/30/25		6,352		6,246,946
Term Loan, 2.342%, (1 mo. USD LIBOR + 2.25%), 12/9/25		33,949		33,391,702
WP CPP Holdings, LLC, Term Loan, 4.75%, (USD LIBOR + 3.75%, Floor 1.00%), 4/30/25(12)		21,855		21,111,792
			$	156,709,788
Air Transport — 1.1%
AAdvantage Loyalty IP, Ltd., Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 4/20/28		16,125	$	16,588,594
Brown Group Holding, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 6/7/28		10,095		10,038,118
Mileage Plus Holdings, LLC, Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), 6/21/27		8,600		9,134,567

9

Borrower/Description	Principal Amount* (000’s omitted)		Value
SkyMiles IP, Ltd., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/20/27		34,225	$	36,197,216
United Airlines, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 4/21/28		17,818		17,880,609
			$	89,839,104
Automotive — 3.6%
Adient US, LLC, Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 4/8/28		8,025	$	8,028,346
American Axle and Manufacturing, Inc., Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 4/6/24		17,996		17,978,411
Autokiniton US Holdings, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.50%, Floor 0.50%), 4/6/28		11,150		11,233,625
Belron Finance US, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 4/13/28		7,805		7,773,732
Belron Luxembourg S.a r.l., Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), 4/13/28	EUR	3,575		4,221,627
Bright Bidco B.V., Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), 6/30/24(12)		17,874		14,331,339
Chassix, Inc., Term Loan, 6.50%, (USD LIBOR + 5.50%, Floor 1.00%), 11/15/23(12)		9,459		9,431,179
Clarios Global, L.P.:
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), 4/30/26	EUR	16,500		19,438,551
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 4/30/26		20,842		20,713,897
CS Intermediate Holdco 2, LLC, Term Loan, 2.75%, (1 mo. USD LIBOR + 2.00%, Floor 0.75%), 11/2/23		5,031		4,917,683
Dayco Products, LLC, Term Loan, 4.385%, (3 mo. USD LIBOR + 4.25%), 5/19/23		10,888		10,652,536
Garrett LX I S.a.r.l.:
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 4/30/28	EUR	11,900		14,116,369
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 4/30/28		5,725		5,717,844
Gates Global, LLC:
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 4/1/24	EUR	8,404		9,948,236
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), 3/31/27		14,179		14,102,794
Goodyear Tire & Rubber Company (The), Term Loan - Second Lien, 2.11%, (1 mo. USD LIBOR + 2.00%), 3/7/25		8,017		7,940,838
Les Schwab Tire Centers, Term Loan, 4.00%, (6 mo. USD LIBOR + 3.25%, Floor 0.75%), 11/2/27		20,870		20,912,512
MajorDrive Holdings IV, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 4.00%, Floor 0.50%), 5/12/28		6,675		6,668,739
Tenneco, Inc., Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 10/1/25		34,316		33,973,144
Thor Industries, Inc., Term Loan, 3.125%, (1 mo. USD LIBOR + 3.00%), 2/1/26		9,518		9,538,357
TI Group Automotive Systems, LLC:
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 12/16/26	EUR	4,481		5,328,820
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 12/16/26		6,010		6,024,962
Truck Hero, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 1/31/28		19,576		19,547,807
Visteon Corporation, Term Loan, 1.848%, (USD LIBOR + 1.75%), 3/25/24(12)		2,217		2,196,323
Wheel Pros, LLC, Term Loan, 5.25%, (1 mo. USD LIBOR + 4.50%, Floor 0.75%), 5/11/28		7,150		7,181,281
			$	291,918,952
Beverage and Tobacco — 0.2%
City Brewing Company, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 4/5/28		7,075	$	7,044,047

10

Borrower/Description	Principal Amount* (000’s omitted)		Value
Triton Water Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.50%, Floor 0.50%), 3/31/28		11,250	$	11,177,932
			$	18,221,979
Brokerage/Securities Dealers/Investment Houses — 0.5%
Advisor Group, Inc., Term Loan, 4.592%, (1 mo. USD LIBOR + 4.50%), 7/31/26		11,035	$	11,044,075
Clipper Acquisitions Corp., Term Loan, 1.853%, (1 mo. USD LIBOR + 1.75%), 3/3/28		12,869		12,659,630
Hudson River Trading, LLC, Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 3/20/28		20,881		20,574,731
			$	44,278,436
Building and Development — 3.5%
Advanced Drainage Systems, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 7/31/26		1,892	$	1,896,435
Aegion Corporation, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 5/17/28		4,325		4,379,063
American Builders & Contractors Supply Co., Inc., Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 1/15/27		21,738		21,522,912
American Residential Services, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/15/27		4,129		4,129,250
APi Group DE, Inc., Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 10/1/26		13,110		13,047,177
Artera Services, LLC, Term Loan, 3/6/25(14)		13,225		13,179,532
Beacon Roofing Supply, Inc., Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 4/23/28		9,500		9,454,201
Brookfield Property REIT, Inc., Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 8/28/23		9,891		9,798,663
Core & Main L.P., Term Loan, 7/27/28(14)		14,100		14,003,062
Cornerstone Building Brands, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/12/28		12,868		12,862,384
CPG International, Inc., Term Loan, 3.25%, (3 mo. USD LIBOR + 2.50%, Floor 0.75%), 5/5/24		6,764		6,755,829
Cushman & Wakefield U.S. Borrower, LLC, Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 8/21/25		28,559		28,189,685
Foundation Building Materials Holding Company, LLC, Term Loan, 3.75%, (USD LIBOR + 3.25%, Floor 0.50%), 2/3/28(12)		16,025		15,868,083
Groupe Solmax, Inc., Term Loan, 6/28/28(14)		8,350		8,381,313
MI Windows and Doors, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/18/27		8,727		8,750,865
Northstar Group Services, Inc., Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), 11/12/26		8,838		8,904,411
Osmose Utilities Services, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 6/23/28		6,950		6,890,633
Park River Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 12/28/27		7,980		7,920,772
Quikrete Holdings, Inc.:
Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 2/1/27		4,325		4,275,928
Term Loan, 2/21/28(14)		22,225		22,023,597
RE/MAX International, Inc., Term Loan, 3.00%, (3 mo. USD LIBOR + 2.50%, Floor 0.50%), 7/21/28		16,625		16,604,219
Realogy Group, LLC, Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 2/8/25		1,227		1,223,698
SRS Distribution, Inc., Term Loan, 4.25%, (6 mo. USD LIBOR + 3.75%, Floor 0.50%), 6/2/28		9,875		9,819,453
U.S. Concrete, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 5/26/28		3,500		3,497,813
Werner FinCo L.P., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 7/24/24		4,680		4,670,904

11

Borrower/Description	Principal Amount* (000’s omitted)		Value
White Cap Buyer, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 4.00%, Floor 0.50%), 10/19/27		18,726	$	18,761,854
WireCo WorldGroup, Inc., Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/30/23		7,722		7,737,064
			$	284,548,800
Business Equipment and Services — 6.7%
Adtalem Global Education, Inc., Term Loan, 5.25%, (USD Prime + 2.00%), 4/11/25		4,414	$	4,391,432
AlixPartners, LLP:
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/4/28	EUR	3,516		4,145,006
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 2/4/28		11,197		11,142,352
Allied Universal Holdco, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 5/12/28		8,600		8,600,699
Amentum Government Services Holdings, LLC, Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 1/29/27		9,479		9,435,807
AppLovin Corporation, Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 8/15/25		37,177		36,960,187
Asplundh Tree Expert, LLC, Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 9/7/27		8,387		8,309,502
Belfor Holdings, Inc., Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 4/6/26		2,648		2,654,284
Blitz 20-487 GmbH, Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 4/28/28	EUR	5,525		6,521,258
Bracket Intermediate Holding Corp., Term Loan, 4.395%, (3 mo. USD LIBOR + 4.25%), 9/5/25		8,933		8,925,724
Brand Energy & Infrastructure Services, Inc., Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 6/21/24		8,005		7,858,739
Camelot U.S. Acquisition 1 Co., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/30/26		8,134		8,101,084
Cast and Crew Payroll, LLC, Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 2/9/26		8,591		8,536,427
Ceridian HCM Holding, Inc., Term Loan, 2.584%, (1 week USD LIBOR + 2.50%), 4/30/25		10,138		9,971,932
CM Acquisition Co., Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 7/26/23		4,618		4,583,213
Deerfield Dakota Holding, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 4/9/27		2,302		2,303,428
EAB Global, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 11/15/24		3,721		3,716,710
Employbridge, LLC, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 7/14/28		17,745		17,559,636
Endure Digital, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 2/10/28		25,325		25,021,632
First Advantage Holdings, LLC, Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 1/31/27		5,857		5,826,055
Garda World Security Corporation, Term Loan, 4.34%, (1 mo. USD LIBOR + 4.25%), 10/30/26		7,695		7,687,914
Grab Holdings, Inc., Term Loan, 5.50%, (6 mo. USD LIBOR + 4.50%, Floor 1.00%), 1/29/26		20,873		20,977,051
Greeneden U.S. Holdings II, LLC:
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), 12/1/27	EUR	1,244		1,482,160
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27		5,970		5,981,725
Hillman Group, Inc. (The):
Term Loan, 0.72%, 7/14/28(13)		1,118		1,112,692
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 7/14/28		5,061		5,035,983

12

Borrower/Description	Principal Amount* (000’s omitted)		Value
IG Investment Holdings, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 5/23/25		21,930	$	21,976,945
Intrado Corp., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 10/10/24		4,376		4,275,402
IRI Holdings, Inc.:
Term Loan, 4.337%, (1 mo. USD LIBOR + 4.25%), 12/1/25		22,278		22,271,409
Term Loan, 5.092%, (1 mo. USD LIBOR + 5.00%), 12/1/25		6,253		6,455,964
Iron Mountain, Inc., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 1/2/26		8,813		8,669,718
Ivanti Software, Inc.:
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27		5,411		5,396,221
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/1/27		18,454		18,465,284
Term Loan - Second Lien, 9.50%, (3 mo. USD LIBOR + 8.50%, Floor 1.00%), 12/1/28		5,750		5,721,250
KAR Auction Services, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 9/19/26		3,310		3,268,409
KUEHG Corp.:
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/21/25		19,956		19,528,834
Term Loan - Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), 8/22/25		4,425		4,342,031
LGC Group Holdings, Ltd., Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), 4/21/27	EUR	5,775		6,761,286
Loire Finco Luxembourg S.a.r.l., Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 4/21/27		3,044		2,985,381
Magnite, Inc., Term Loan, 5.75%, (3 mo. USD LIBOR + 5.00%, Floor 0.75%), 4/28/28		6,050		6,034,875
MedAssets Software Intermediate Holdings, Inc., Term Loan, 4.50%, (USD LIBOR + 3.75%, Floor 0.75%), 1/28/28(12)		6,750		6,741,562
Monitronics International, Inc., Term Loan, 7.75%, (3 mo. USD LIBOR + 6.50%, Floor 1.25%), 3/29/24		17,059		16,533,263
Nielsen Consumer, Inc.:
Term Loan, 4.00%, (1 mo. EURIBOR + 4.00%), 3/6/28	EUR	2,843		3,384,479
Term Loan, 4.103%, (1 mo. USD LIBOR + 4.00%), 3/6/28		5,287		5,285,333
Packaging Coordinators Midco, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/30/27		2,250		2,250,562
Pike Corporation, Term Loan, 3.10%, (1 mo. USD LIBOR + 3.00%), 1/21/28		3,260		3,248,048
Prime Security Services Borrower, LLC, Term Loan, 3.50%, (USD LIBOR + 2.75%, Floor 0.75%), 9/23/26(12)		896		892,890
Rockwood Service Corporation, Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 1/23/27		4,138		4,152,700
Sabre GLBL, Inc.:
Term Loan, 12/17/27(14)		3,055		3,034,436
Term Loan, 12/17/27(14)		4,870		4,837,071
SITEL Worldwide Corporation:
Term Loan, 7/27/28(14)	EUR	6,425		7,626,416
Term Loan, 7/27/28(14)		20,325		20,299,594
Skopima Merger Sub, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 4.00%, Floor 0.50%), 4/30/28		9,675		9,622,591
Sotheby’s, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 1/15/27		5,816		5,834,615
Speedster Bidco GmbH, Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 3/31/27	EUR	2,975		3,464,813
Spin Holdco, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 3/1/28		34,464		34,485,165

13

Borrower/Description	Principal Amount* (000’s omitted)		Value
team.blue Finco S.a.r.l.:
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 3/27/28	EUR	10,547	$	12,472,627
Term Loan, 3/27/28(14)	EUR	603		712,721
TK Elevator Topco GmbH, Term Loan, 7/29/27(14)	EUR	2,625		3,117,150
TTF Holdings, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 3/24/28		3,975		3,970,031
Vestcom Parent Holdings, Inc., Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), 12/19/23		4,652		4,643,449
West Corporation, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 10/10/24		3,415		3,307,094
WEX, Inc., Term Loan, 2.342%, (1 mo. USD LIBOR + 2.25%), 3/31/28		3,990		3,952,283
Zephyr Bidco Limited:
Term Loan, 3.75%, (2 mo. EURIBOR + 3.75%), 7/23/25	EUR	4,975		5,903,432
Term Loan, 4.803%, (1 mo. GBP LIBOR + 4.75%), 7/23/25	GBP	8,675		11,954,629
			$	554,722,595
Cable and Satellite Television — 3.5%
Altice France S.A.:
Term Loan, 3.814%, (3 mo. USD LIBOR + 3.69%), 1/31/26		4,461	$	4,415,232
Term Loan, 4.155%, (3 mo. USD LIBOR + 4.00%), 8/14/26		11,662		11,649,694
Charter Communications Operating, LLC, Term Loan, 1.85%, (1 mo. USD LIBOR + 1.75%), 2/1/27		6,705		6,634,269
CSC Holdings, LLC:
Term Loan, 2.343%, (1 mo. USD LIBOR + 2.25%), 7/17/25		25,599		25,246,791
Term Loan, 2.343%, (1 mo. USD LIBOR + 2.25%), 1/15/26		4		4,126
Term Loan, 2.593%, (1 mo. USD LIBOR + 2.50%), 4/15/27		13,277		13,141,227
LCPR Loan Financing, LLC, Term Loan, 3.843%, (1 mo. USD LIBOR + 3.75%), 10/15/28		1,650		1,654,744
Numericable Group S.A.:
Term Loan, 2.879%, (3 mo. USD LIBOR + 2.75%), 7/31/25		20,913		20,471,095
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 7/31/25	EUR	12,090		14,140,395
Telenet Financing USD, LLC, Term Loan, 2.093%, (1 mo. USD LIBOR + 2.00%), 4/30/28		32,325		31,770,853
Telenet International Finance S.a.r.l., Term Loan, 2.25%, (6 mo. EURIBOR + 2.25%), 4/30/29	EUR	5,000		5,891,395
UPC Broadband Holding B.V.:
Term Loan, 2.343%, (1 mo. USD LIBOR + 2.25%), 4/30/28		7,475		7,360,543
Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), 4/30/29	EUR	2,350		2,760,308
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 1/31/29	EUR	13,850		16,334,050
UPC Financing Partnership, Term Loan, 3.093%, (1 mo. USD LIBOR + 3.00%), 1/31/29		28,250		28,009,423
Virgin Media Bristol, LLC:
Term Loan, 2.593%, (1 mo. USD LIBOR + 2.50%), 1/31/28		44,275		43,653,910
Term Loan, 3.343%, (1 mo. USD LIBOR + 3.25%), 1/31/29		500		498,348
Virgin Media Ireland Limited, Term Loan, 6/17/29(14)	EUR	8,500		10,035,851
Virgin Media SFA Finance Limited:
Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), 1/31/29	EUR	11,625		13,608,203
Term Loan, 3.304%, (1 mo. GBP LIBOR + 3.25%), 1/15/27	GBP	8,175		11,207,013
Term Loan, 3.304%, (1 mo. GBP LIBOR + 3.25%), 11/15/27	GBP	600		822,533
Ziggo B.V., Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 1/31/29	EUR	17,350		20,382,756
			$	289,692,759

14

Borrower/Description	Principal Amount* (000’s omitted)		Value
Chemicals and Plastics — 4.3%
Aruba Investments, Inc.:
Term Loan, 4.00%, (6 mo. EURIBOR + 4.00%), 11/24/27	EUR	3,441	$	4,100,189
Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/24/27		5,112		5,144,139
Atotech B.V.:
Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), 3/18/28	EUR	2,675		3,155,368
Term Loan, 3.00%, (3 mo. USD LIBOR + 2.50%, Floor 0.50%), 3/18/28		12,525		12,489,780
Axalta Coating Systems US Holdings, Inc., Term Loan, 1.897%, (3 mo. USD LIBOR + 1.75%), 6/1/24		29,836		29,534,465
Azelis Finance S.A.:
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 11/7/25	EUR	2,600		3,060,475
Term Loan, 3.875%, (3 mo. EURIBOR + 3.875%), 11/7/25	EUR	2,850		3,377,995
Caldic B.V.:
Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), 7/18/24	EUR	500		584,228
Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), 7/18/24	EUR	2,166		2,531,329
Charter NEX US, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/1/27		3,184		3,187,649
Chemours Company (The), Term Loan, 2.50%, (3 mo. EURIBOR + 2.00%, Floor 0.50%), 4/3/25	EUR	2,826		3,338,604
Colouroz Investment 1 GmbH, Term Loan, 5.75%, (3 mo. EURIBOR + 5.00%, Floor 0.75%), 5.00% cash, 0.75% PIK, 9/21/23	EUR	1,966		2,324,504
CPC Acquisition Corp., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/29/27		16,883		16,798,274
Element Solutions, Inc., Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 1/31/26		4,395		4,378,034
Emerald Performance Materials, LLC, Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), 8/12/25		8,730		8,764,031
Ferro Corporation:
Term Loan, 2.397%, (3 mo. USD LIBOR + 2.25%), 2/14/24		1,675		1,672,372
Term Loan, 2.397%, (3 mo. USD LIBOR + 2.25%), 2/14/24		1,712		1,708,728
Term Loan, 2.397%, (3 mo. USD LIBOR + 2.25%), 2/14/24		2,370		2,365,844
Flint Group GmbH, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 5.25% cash, 0.75% PIK, 9/21/23		2,022		2,012,295
Flint Group US, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 5.25% cash, 0.75% PIK, 9/21/23		12,231		12,172,736
Gemini HDPE, LLC, Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 12/31/27		5,179		5,167,784
Hexion, Inc., Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 7/1/26	EUR	5,339		6,357,486
Illuminate Buyer, LLC, Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 6/30/27		14,473		14,373,785
INEOS 226 Limited, Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), 1/29/26	EUR	24,900		29,289,703
INEOS Enterprises Holdings II Limited, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 8/31/26	EUR	1,975		2,340,334
INEOS Enterprises Holdings US Finco, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 8/28/26		5,104		5,126,674
INEOS Finance PLC, Term Loan, 2.50%, (1 mo. EURIBOR + 2.00%, Floor 0.50%), 4/1/24	EUR	6,307		7,450,441
INEOS Styrolution US Holding, LLC, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 1/29/26		17,850		17,823,975
Kraton Polymers, LLC, Term Loan, 2.75%, (3 mo. EURIBOR + 2.00%, Floor 0.75%), 3/5/25	EUR	526		622,604

15

Borrower/Description	Principal Amount* (000’s omitted)		Value
Lonza Group AG:
Term Loan, 4.00%, (6 mo. EURIBOR + 4.00%), 4/29/28	EUR	7,125	$	8,449,390
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 6/29/28		12,100		12,120,800
LSF11 Skyscraper Holdco S.a.r.l.:
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 9/29/27	EUR	11,350		13,398,712
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 9/29/27		4,839		4,845,049
Messer Industries GmbH:
Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), 3/1/26	EUR	2,632		3,099,558
Term Loan, 2.647%, (3 mo. USD LIBOR + 2.50%), 3/1/26		10,436		10,352,986
PMHC II, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 3/31/25		4,064		4,038,103
PQ Corporation:
Term Loan, 2.379%, (3 mo. USD LIBOR + 2.25%), 2/7/27		4,056		4,045,335
Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 6/9/28		8,890		8,852,493
Pregis TopCo Corporation, Term Loan, 4.50%, (1 mo. USD LIBOR + 4.00%, Floor 0.50%), 7/31/26		1,375		1,377,292
Ravago Holdings America, Inc., Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), 2/18/28		1,796		1,785,400
Rohm Holding GmbH:
Term Loan, 4.50%, (3 mo. EURIBOR + 4.50%), 7/31/26	EUR	2,150		2,556,494
Term Loan, 4.904%, (6 mo. USD LIBOR + 4.75%), 7/31/26		10,710		10,696,261
Solenis Holdings, LLC:
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 6/26/25	EUR	1,741		2,071,164
Term Loan, 4.135%, (3 mo. USD LIBOR + 4.00%), 6/26/25		20,635		20,648,842
Starfruit Finco B.V., Term Loan, 2.835%, (1 mo. USD LIBOR + 2.75%), 10/1/25		8,242		8,150,586
Trinseo Materials Operating S.C.A., Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 5/3/28		7,775		7,694,334
Tronox Finance, LLC, Term Loan, 2.628%, (USD LIBOR + 2.50%), 3/13/28(12)		14,995		14,869,723
			$	350,306,347
Clothing/Textiles — 0.0%(9)
Samsonite International S.A., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 4/25/25		2,751	$	2,689,517
			$	2,689,517
Conglomerates — 0.1%
Penn Engineering & Manufacturing Corp., Term Loan, 3.50%, (2 mo. USD LIBOR + 2.50%, Floor 1.00%), 6/27/24		1,900	$	1,897,781
Spectrum Brands, Inc., Term Loan, 2.50%, (6 mo. USD LIBOR + 2.00%, Floor 0.50%), 3/3/28		4,239		4,206,257
			$	6,104,038
Containers and Glass Products — 1.8%
Berry Global, Inc., Term Loan, 1.85%, (1 mo. USD LIBOR + 1.75%), 7/1/26		6,443	$	6,378,461
BWAY Holding Company, Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 4/3/24		11,141		10,802,970
Flex Acquisition Company, Inc.:
Term Loan, 3.395%, (3 mo. USD LIBOR + 3.25%), 6/29/25		10,325		10,192,876
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.50%, Floor 0.50%), 2/23/28		29,711		29,487,688
Kouti B.V., Term Loan, 7/1/28(14)	EUR	29,975		35,468,933
Libbey Glass, Inc., Term Loan, 9.00%, (6 mo. USD LIBOR + 8.00%, Floor 1.00%), 11/13/25		7,683		7,989,951

16

Borrower/Description	Principal Amount* (000’s omitted)		Value
Proampac PG Borrower, LLC, Term Loan, 4.50%, (USD LIBOR + 3.75%, Floor 0.75%), 11/3/25(12)		19,338	$	19,364,833
Reynolds Group Holdings, Inc., Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 2/5/23		16,141		16,111,438
TricorBraun Holdings, Inc.:
Term Loan, 3.325%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/3/28(13)		813		806,098
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/3/28		3,612		3,583,776
Trident TPI Holdings, Inc.:
Term Loan, 7/28/28(14)		7,422		7,426,844
Term Loan, 7/29/28(14)		1,053		1,053,453
			$	148,667,321
Cosmetics/Toiletries — 0.1%
Kronos Acquisition Holdings, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 12/22/26		9,900	$	9,808,316
			$	9,808,316
Drugs — 3.7%
Aenova Holding GmbH, Term Loan, 4.50%, (6 mo. EURIBOR + 4.50%), 3/6/26	EUR	2,925	$	3,493,634
Akorn, Inc., Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 10/1/25		8,288		8,454,130
Albany Molecular Research, Inc.:
Term Loan, 4.25%, (USD LIBOR + 3.25%, Floor 1.00%), 8/30/24(12)		3,672		3,676,105
Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), 8/30/24(12)		1,766		1,769,657
Alkermes, Inc., Term Loan, 3.00%, (3 mo. USD LIBOR + 2.50%, Floor 0.50%), 3/9/26		18,597		18,596,981
Amneal Pharmaceuticals, LLC, Term Loan, 3.625%, (1 mo. USD LIBOR + 3.50%), 5/4/25		22,637		21,914,973
Arbor Pharmaceuticals, Inc., Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), 7/5/23		4,652		4,638,712
Bausch Health Companies, Inc., Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 6/2/25		40,157		39,925,165
Cambrex Corporation, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 12/4/26		2,987		2,993,717
Catalent Pharma Solutions, Inc., Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 2/22/28		1,047		1,050,430
Curia Global, Inc., Term Loan, 8/30/26(14)		3,300		3,293,813
Elanco Animal Health Incorporated, Term Loan, 1.85%, (1 mo. USD LIBOR + 1.75%), 8/2/27		1,456		1,430,949
Grifols Worldwide Operations USA, Inc., Term Loan, 2.084%, (1 week USD LIBOR + 2.00%), 11/15/27		35,833		35,423,159
Horizon Therapeutics USA, Inc.:
Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 5/22/26		7,802		7,736,238
Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 3/15/28		16,908		16,777,301
Jazz Financing Lux S.a.r.l., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 5/5/28		15,500		15,535,526
Mallinckrodt International Finance S.A.:
Term Loan, 6.00%, (6 mo. USD LIBOR + 5.25%, Floor 0.75%), 9/24/24		44,470		43,274,404
Term Loan, 6.25%, (6 mo. USD LIBOR + 5.50%, Floor 0.75%), 2/24/25		10,232		9,940,552

17

Borrower/Description	Principal Amount* (000’s omitted)		Value
Nidda Healthcare Holding AG, Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 8/21/26	EUR	5,475	$	6,433,828
PPD, Inc., Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 1/13/28		39,431		39,388,037
Recipharm AB, Term Loan, 2/17/28(14)	EUR	13,725		16,225,299
			$	301,972,610
Ecological Services and Equipment — 0.3%
EnergySolutions, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 5/9/25		17,904	$	17,848,167
GFL Environmental, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 5/30/25		498		497,780
TruGreen Limited Partnership, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/2/27		4,080		4,102,447
US Ecology Holdings, Inc., Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 11/1/26		2,561		2,560,467
			$	25,008,861
Electronics/Electrical — 16.9%
Applied Systems, Inc.:
Term Loan, 3.774%, (USD LIBOR + 3.25%, Floor 0.50%), 9/19/24(12)		44,804	$	44,719,894
Term Loan - Second Lien, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), 9/19/25		3,759		3,816,126
Aptean, Inc.:
Term Loan, 4.342%, (1 mo. USD LIBOR + 4.25%), 4/23/26		16,919		16,903,071
Term Loan - Second Lien, 7.75%, (1 mo. USD LIBOR + 7.00%, Floor 0.75%), 4/23/27		6,550		6,533,625
Astra Acquisition Corp.:
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 3/1/27		9,656		9,668,057
Term Loan - Second Lien, 10.125%, (1 mo. USD LIBOR + 9.125%, Floor 1.00%), 2/28/28		5,000		5,025,000
Banff Merger Sub, Inc.:
Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 10/2/25		39,754		39,444,782
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 10/2/25	EUR	11,984		14,266,058
Barracuda Networks, Inc., Term Loan - Second Lien, 7.50%, (3 mo. USD LIBOR + 6.75%, Floor 0.75%), 10/30/28		2,925		2,989,593
Buzz Merger Sub, Ltd.:
Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 1/29/27		4,071		4,027,464
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 1/29/27		435		432,882
Celestica, Inc.:
Term Loan, 2.211%, (1 mo. USD LIBOR + 2.13%), 6/27/25		3,988		3,967,625
Term Loan, 2.586%, (1 mo. USD LIBOR + 2.50%), 6/27/25		2,567		2,563,292
CentralSquare Technologies, LLC, Term Loan, 3.897%, (3 mo. USD LIBOR + 3.75%), 8/29/25		12,836		12,026,920
Cloudera, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), 12/22/27		4,279		4,278,770
CommScope, Inc., Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 4/6/26		19,757		19,638,367
Concorde Midco, Ltd., Term Loan, 4.00%, (6 mo. EURIBOR + 4.00%), 3/1/28	EUR	5,925		7,044,342
Constant Contact, Inc.:
Term Loan, 4.75%, 2/10/28(13)		3,484		3,467,199
Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), 2/10/28		12,966		12,905,684

18

Borrower/Description	Principal Amount* (000’s omitted)		Value
Cornerstone OnDemand, Inc., Term Loan, 3.339%, (1 mo. USD LIBOR + 3.25%), 4/22/27		11,515	$	11,483,786
CPI International, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 7/26/24		9,548		9,522,109
Cvent, Inc., Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 11/29/24		15,295		15,249,251
Delta TopCo, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/1/27		11,621		11,628,138
E2open, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 2/4/28		12,759		12,769,051
ECI Macola Max Holdings, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/9/27		11,539		11,565,062
Electro Rent Corporation, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 1/31/24		16,978		17,030,727
Energizer Holdings, Inc., Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 12/22/27		7,672		7,640,655
Epicor Software Corporation, Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 7/30/27		31,450		31,399,472
EverCommerce, Inc., Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 6/14/28		2,775		2,769,797
Finastra USA, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/13/24		49,780		48,982,381
Fiserv Investment Solutions, Inc., Term Loan, 4.155%, (3 mo. USD LIBOR + 4.00%), 2/18/27		5,942		5,947,122
Gainwell Acquisition Corp., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/1/27		43,289		43,315,977
Go Daddy Operating Company, LLC, Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 2/15/24		45,863		45,452,332
Hyland Software, Inc.:
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 7/1/24		60,618		60,756,942
Term Loan - Second Lien, 7.00%, (1 mo. USD LIBOR + 6.25%, Floor 0.75%), 7/7/25		1,750		1,767,500
IGT Holding IV AB, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 3/31/28		5,686		5,664,428
Imprivata, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.50%, Floor 0.50%), 12/1/27		16,065		16,056,718
Informatica, LLC:
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/25/27	EUR	2,395		2,821,758
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 2/25/27		52,323		51,851,259
Term Loan - Second Lien, 7.125%, 2/25/25(15)		10,961		11,235,025
Liftoff Mobile, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 3/17/28		3,682		3,663,092
LogMeIn, Inc., Term Loan, 4.85%, (1 mo. USD LIBOR + 4.75%), 8/31/27		16,919		16,867,816
MA FinanceCo., LLC:
Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 6/21/24		2,712		2,659,128
Term Loan, 3.00%, (1 mo. EURIBOR + 3.00%), 6/21/24	EUR	2,441		2,882,833
Term Loan, 4.50%, (3 mo. EURIBOR + 4.50%), 6/5/25	EUR	5,544		6,644,459
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 6/5/25		13,885		13,980,145
MACOM Technology Solutions Holdings, Inc., Term Loan, 2.342%, (1 mo. USD LIBOR + 2.25%), 5/17/24		1,368		1,363,701
Magenta Buyer, LLC:
Term Loan, 7/27/28(14)		44,025		43,898,428
Term Loan - Second Lien, 5/3/29(14)		10,150		10,150,000
Marcel LUX IV S.a.r.l.:
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 3/15/26		2,192		2,183,768

19

Borrower/Description	Principal Amount* (000’s omitted)		Value
Term Loan, 3.50%, (1 mo. EURIBOR + 3.50%), 3/16/26	EUR	2,650	$	3,140,285
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/31/27		731		730,415
Maverick Bidco, Inc.:
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 4/28/28		8,675		8,688,550
Term Loan - Second Lien, 7.50%, (3 mo. USD LIBOR + 6.75%, Floor 0.75%), 4/28/29		3,175		3,206,750
Maxlinear, Inc., Term Loan, 3.00%, (3 mo. USD LIBOR + 2.50%, Floor 0.50%), 6/17/28		7,802		7,774,508
Mirion Technologies, Inc., Term Loan, 4.147%, (3 mo. USD LIBOR + 4.00%), 3/6/26		5,234		5,236,189
N-Able International Holdings II, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 7/19/28		4,075		4,059,719
NCR Corporation, Term Loan, 2.63%, (3 mo. USD LIBOR + 2.50%), 8/28/26		9,066		8,896,319
Nobel Bidco B.V., Term Loan, 6/10/28(14)	EUR	11,450		13,558,298
Panther Commercial Holdings L.P., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.50%, Floor 0.50%), 1/7/28		17,713		17,750,139
PointClickCare Technologies, Inc., Term Loan, 3.75%, (USD LIBOR + 3.00%, Floor 0.75%), 12/29/27(12)		4,289		4,286,569
Polaris Newco, LLC:
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 6/2/28	EUR	8,650		10,271,483
Term Loan, 4.50%, (6 mo. USD LIBOR + 4.00%, Floor 0.50%), 6/2/28		24,500		24,501,519
Proofpoint, Inc., Term Loan, 6/9/28(14)		25,525		25,309,620
ProQuest, LLC, Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 10/23/26		17,761		17,750,286
Rackspace Technology Global, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 2.75%, Floor 0.75%), 2/15/28		15,561		15,402,153
RealPage, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/24/28		32,650		32,484,497
Recorded Books, Inc., Term Loan, 4.103%, (1 mo. USD LIBOR + 4.00%), 8/29/25		6,877		6,876,977
Redstone Buyer, LLC:
Term Loan, 5.50%, 4/27/28(13)		4,051		4,039,612
Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 4/27/28		10,349		10,321,393
Renaissance Holding Corp.:
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 5/30/25		5,064		4,991,173
Term Loan - Second Lien, 7.104%, (1 mo. USD LIBOR + 7.00%), 5/29/26		3,175		3,186,906
Seattle Spinco, Inc., Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 6/21/24		18,313		17,957,745
SkillSoft Corporation, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 6/30/28		6,925		6,974,777
SolarWinds Holdings, Inc., Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 2/5/24		26,534		26,265,129
Sophia L.P., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 10/7/27		16,169		16,177,416
Sovos Compliance, LLC:
Term Loan, 7/29/28(14)		1,476		1,479,975
Term Loan, 7/29/28(14)		8,549		8,570,088
SS&C European Holdings S.a.r.l., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 4/16/25		5,604		5,526,995
SS&C Technologies, Inc., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 4/16/25		7,074		6,976,902
SurveyMonkey, Inc., Term Loan, 3.84%, (1 week USD LIBOR + 3.75%), 10/10/25		13,148		13,082,649
Symplr Software, Inc., Term Loan, 5.25%, (6 mo. USD LIBOR + 4.50%, Floor 0.75%), 12/22/27		8,279		8,290,460
Tibco Software, Inc.:
Term Loan, 3.85%, (1 mo. USD LIBOR + 3.75%), 6/30/26		33,794		33,493,505
Term Loan - Second Lien, 7.35%, (1 mo. USD LIBOR + 7.25%), 3/3/28		10,757		10,897,927

20

Borrower/Description	Principal Amount* (000’s omitted)		Value
TTM Technologies, Inc., Term Loan, 2.60%, (1 mo. USD LIBOR + 2.50%), 9/28/24		1,605	$	1,603,106
Turing Midco, LLC, Term Loan, 3.995%, (USD LIBOR + 3.25%, Floor 0.50%), 3/23/28(12)		6,608		6,600,177
Uber Technologies, Inc.:
Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 4/4/25		33,823		33,749,254
Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 2/25/27		25,056		24,989,835
Ultimate Software Group, Inc. (The):
Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 5/4/26		23,161		23,185,437
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 5/4/26		37,560		37,591,045
Term Loan - Second Lien, 7.50%, (3 mo. USD LIBOR + 6.75%, Floor 0.75%), 5/3/27		2,000		2,038,750
Ultra Clean Holdings, Inc., Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 8/27/25		15,119		15,157,174
Valkyr Purchaser, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/29/27		6,185		6,192,231
Verifone Systems, Inc., Term Loan, 4.147%, (3 mo. USD LIBOR + 4.00%), 8/20/25		13,945		13,635,459
Verisure Holding AB, Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 3/27/28	EUR	15,450		18,245,942
Veritas US, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/1/25		19,232		19,421,113
Vision Solutions, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 4/24/28		20,800		20,731,755
VS Buyer, LLC, Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 2/28/27		21,739		21,603,395
Vungle, Inc., Term Loan, 5.592%, (1 mo. USD LIBOR + 5.50%), 9/30/26		6,386		6,414,190
Weld North Education, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/21/27		3,980		3,983,980
Zebra Buyer, LLC, Term Loan, 4/21/28(14)		1,200		1,201,750
			$	1,387,423,132
Equipment Leasing — 0.7%
Avolon TLB Borrower 1 (US), LLC:
Term Loan, 2.50%, (1 mo. USD LIBOR + 1.75%, Floor 0.75%), 1/15/25		29,082	$	28,999,975
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), 12/1/27		12,860		12,874,843
Boels Topholding B.V., Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/5/27	EUR	7,750		9,135,055
Fly Funding II S.a.r.l., Term Loan, 7.00%, (3 mo. USD LIBOR + 6.00%, Floor 1.00%), 10/8/25		8,374		8,436,553
			$	59,446,426
Financial Intermediaries — 2.6%
Aretec Group, Inc., Term Loan, 4.342%, (1 mo. USD LIBOR + 4.25%), 10/1/25		18,707	$	18,652,250
Citco Funding, LLC, Term Loan, 2.703%, (3 mo. USD LIBOR + 2.50%), 9/28/23		14,854		14,812,205
CoreLogic, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 6/2/28		48,325		48,155,862
Ditech Holding Corporation, Term Loan, 0.00%, 6/30/22(16)		22,620		4,524,003
Edelman Financial Center, LLC, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 4/7/28		15,507		15,487,874
EIG Management Company, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/22/25		2,927		2,921,809
FinCo I, LLC, Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 6/27/25		11,675		11,587,470
Focus Financial Partners, LLC:
Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 7/3/24		13,145		12,991,914
Term Loan, 0.50%, 6/24/28(13)		1,894		1,876,786
Term Loan, 3.00%, (1 mo. USD LIBOR + 2.50%, Floor 0.50%), 7/1/28		8,206		8,132,738

21

Borrower/Description	Principal Amount* (000’s omitted)		Value
Franklin Square Holdings, L.P., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 8/1/25		6,346	$	6,301,921
GreenSky Holdings, LLC:
Term Loan, 3.375%, (1 mo. USD LIBOR + 3.25%), 3/31/25		12,946		12,719,057
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 3/29/25		3,713		3,703,219
Guggenheim Partners, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), 7/21/23		24,538		24,525,553
LPL Holdings, Inc., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 11/12/26		16,154		15,936,923
Victory Capital Holdings, Inc., Term Loan, 2.395%, (3 mo. USD LIBOR + 2.25%), 7/1/26		7,352		7,280,859
Virtus Investment Partners, Inc., Term Loan, 3.00%, (6 mo. USD LIBOR + 2.25%, Floor 0.75%), 6/1/24		4,150		4,154,911
			$	213,765,354
Food Products — 2.1%
Alphabet Holding Company, Inc., Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 9/26/24		20,482	$	20,479,598
Badger Buyer Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 9/30/24		4,890		4,788,678
Froneri International, Ltd., Term Loan, 2.342%, (1 mo. USD LIBOR + 2.25%), 1/29/27		18,241		17,932,937
H Food Holdings, LLC:
Term Loan, 3.78%, (1 mo. USD LIBOR + 3.69%), 5/23/25		8,559		8,480,961
Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 5/23/25		5,606		5,585,227
HLF Financing S.a.r.l., Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 8/18/25		10,701		10,639,700
JBS USA LUX S.A., Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 5/1/26		52,492		51,999,640
Nomad Foods Europe Midco Limited, Term Loan, 2.343%, (1 mo. USD LIBOR + 2.25%), 5/15/24		10,516		10,454,808
Shearer’s Foods, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 9/23/27		2,903		2,906,365
Simply Good Foods USA, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/7/24		2,724		2,740,424
Sunshine Investments B.V.:
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 3/28/25	EUR	10,618		12,521,673
Term Loan, 3.838%, (3 mo. GBP LIBOR + 3.75%), 3/28/25	GBP	2,000		2,770,010
UTZ Quality Foods, LLC, Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 1/20/28		2,067		2,059,153
Valeo F1 Company Limited (Ireland):
Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 8/27/27	EUR	6,725		7,972,542
Term Loan, 5.584%, (3 mo. GBP LIBOR + 5.50%), 8/27/27	GBP	2,500		3,475,002
Wsof I New Finco B.V., Term Loan, 3.25%, (6 mo. EURIBOR + 3.25%), 4/23/28	EUR	5,900		6,955,129
			$	171,761,847
Food Service — 0.8%
1011778 B.C. Unlimited Liability Company, Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 11/19/26		35,034	$	34,456,451

22

Borrower/Description	Principal Amount* (000’s omitted)		Value
IRB Holding Corp.:
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 2/5/25		3	$	2,526
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 12/15/27		25,024		24,972,850
Sovos Brands Intermediate, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 6/8/28		6,175		6,182,719
			$	65,614,546
Food/Drug Retailers — 0.2%
L1R HB Finance Limited:
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), 8/9/24	EUR	4,674	$	5,395,824
Term Loan, 5.329%, (3 mo. GBP LIBOR + 5.25%), 9/2/24	GBP	9,172		12,326,865
Murphy USA, Inc., Term Loan, 2.25%, (1 mo. USD LIBOR + 1.75%, Floor 0.50%), 1/31/28		2,444		2,445,403
			$	20,168,092
Forest Products — 0.3%
Clearwater Paper Corporation, Term Loan, 3.125%, (1 mo. USD LIBOR + 3.00%), 7/26/26		1,497	$	1,494,339
Journey Personal Care Corp., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/1/28		17,213		17,255,531
Neenah, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 4/6/28		3,550		3,550,000
			$	22,299,870
Health Care — 8.4%
ADMI Corp., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 12/23/27		6,650	$	6,633,967
AI Sirona (Luxembourg) Acquisition S.a.r.l., Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), 9/29/25	EUR	2,000		2,365,759
Alliance Healthcare Services, Inc.:
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 10/24/23		8,006		8,015,722
Term Loan - Second Lien, 12.00%, (1 mo. USD LIBOR + 11.00%, Floor 1.00%), 2.00% cash, 10.00% PIK, 4/24/24		6,012		6,027,328
athenahealth, Inc., Term Loan, 4.41%, (3 mo. USD LIBOR + 4.25%), 2/11/26		22,503		22,536,593
Avantor Funding, Inc., Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), 6/12/28	EUR	19,700		23,359,370
Avantor, Inc.:
Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 11/21/24		3,366		3,355,458
Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 11/8/27		2,811		2,802,091
Bayou Intermediate II, LLC, Term Loan, 5/13/28(14)		7,300		7,327,375
Biogroup-LCD, Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 1/28/28	EUR	1,650		1,945,323
BW NHHC Holdco, Inc., Term Loan, 5.155%, (3 mo. USD LIBOR + 5.00%), 5/15/25		13,897		12,776,881
CAB, Term Loan, 2/9/28(14)	EUR	7,150		8,462,600
Cano Health, LLC, Term Loan, 5.25%, (6 mo. USD LIBOR + 4.50%, Floor 0.75%), 11/19/27		6,467		6,475,143
CCRR Parent, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/6/28		3,890		3,909,701
CeramTec AcquiCo GmbH, Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), 3/7/25	EUR	16,970		19,918,264
Cerba Healthcare S.A.S., Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 5/24/28	EUR	12,725		15,094,089
Certara L.P., Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 8/15/26		1,850		1,846,531
CryoLife, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/1/27		6,801		6,806,858
Dedalus Finance GmbH, Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 5/4/27	EUR	16,850		20,000,796
Elsan S.A.S., Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 6/16/28	EUR	4,100		4,852,568

23

Borrower/Description	Principal Amount* (000’s omitted)		Value
Ensemble RCM, LLC, Term Loan, 3.879%, (3 mo. USD LIBOR + 3.75%), 8/3/26		11,652	$	11,656,838
Envision Healthcare Corporation, Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 10/10/25		47,425		40,688,994
eResearchTechnology, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/4/27		2,194		2,203,144
Gentiva Health Services, Inc., Term Loan, 2.875%, (1 mo. USD LIBOR + 2.75%), 7/2/25		21,203		21,150,447
GHX Ultimate Parent Corporation, Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/28/24		9,018		8,984,611
Greatbatch, Ltd., Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 10/27/22		4,042		4,042,763
Hanger, Inc., Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 3/6/25		11,755		11,764,917
HCRX Investments Holdco, L.P., Term Loan, 7/14/28(14)		9,925		9,898,639
ICON Luxembourg S.a.r.l.:
Term Loan, 7/3/28(14)		748		747,181
Term Loan, 7/3/28(14)		3,002		2,998,912
Inovalon Holdings, Inc., Term Loan, 2.875%, (1 mo. USD LIBOR + 2.75%), 4/2/25		11,917		11,846,403
IQVIA, Inc.:
Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 3/7/24		9,993		9,907,192
Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 1/17/25		13,433		13,316,718
IVC Acquisition Ltd.:
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 2/13/26	EUR	6,225		7,376,900
Term Loan, 4.669%, (3 mo. GBP SONIA + 4.62%), 2/13/26	GBP	950		1,323,390
Medical Solutions, LLC, Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 6/14/24		12,074		12,111,857
Mehilainen Yhtiot Oy, Term Loan, 3.625%, (3 mo. EURIBOR + 3.625%), 8/11/25	EUR	5,525		6,540,566
Midwest Physician Administrative Services, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), 3/12/28		4,115		4,092,184
MPH Acquisition Holdings, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 6/7/23		23,309		23,177,550
National Mentor Holdings, Inc.:
Term Loan, 3.75%, 3/2/28(13)		714		714,247
Term Loan, 4.50%, (USD LIBOR + 3.75%, Floor 0.75%), 2/18/28(12)		15,390		15,385,391
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/2/28		485		484,564
Term Loan - Second Lien, 8.25%, (3 mo. USD LIBOR + 7.25%, Floor 1.00%), 3/2/29		5,525		5,649,313
Navicure, Inc., Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 10/22/26		11,398		11,390,751
Ortho-Clinical Diagnostics S.A., Term Loan, 3.101%, (1 mo. USD LIBOR + 3.00%), 6/30/25		12,966		12,932,367
Pacific Dental Services, LLC, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 5/5/28		4,825		4,842,090
Padagis, LLC, Term Loan, 5.25%, (3 mo. USD LIBOR + 4.75%, Floor 0.50%), 7/6/28		8,425		8,451,328
Parexel International Corporation, Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 9/27/24		3,150		3,143,665
PetVet Care Centers, LLC, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 2/14/25		1,269		1,266,959
Phoenix Guarantor, Inc.:
Term Loan, 3.339%, (1 mo. USD LIBOR + 3.25%), 3/5/26		19,202		19,014,555
Term Loan, 3.596%, (1 mo. USD LIBOR + 3.50%), 3/5/26		10,538		10,477,998

24

Borrower/Description	Principal Amount* (000’s omitted)		Value
Press Ganey Holdings, Inc., Term Loan, 4.50%, (USD LIBOR + 3.75%, Floor 0.75%), 7/24/26(12)		2,500	$	2,507,813
Project Ruby Ultimate Parent Corp., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 3/3/28		11,746		11,701,517
Radiology Partners, Inc., Term Loan, 4.348%, (1 mo. USD LIBOR + 4.25%), 7/9/25		25,817		25,757,360
RadNet, Inc., Term Loan, 3.754%, (USD LIBOR + 3.00%, Floor 0.75%), 4/22/28(12)		13,425		13,383,047
Ramsay Generale de Sante S.A., Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), 4/22/27	EUR	9,100		10,767,883
Select Medical Corporation, Term Loan, 2.35%, (1 mo. USD LIBOR + 2.25%), 3/6/25		27,023		26,701,695
Signify Health, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 6/16/28		3,375		3,362,344
Sotera Health Holdings, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 12/11/26		13,328		13,272,602
Sound Inpatient Physicians, Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 6/27/25		2,375		2,366,835
Sunshine Luxembourg VII S.a.r.l., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 10/1/26		13,416		13,453,109
Surgery Center Holdings, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 8/31/26		22,390		22,415,991
Synlab Bondco PLC, Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), 7/1/27	EUR	2,125		2,499,709
Team Health Holdings, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 2/6/24		7,162		6,941,417
U.S. Anesthesia Partners, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/23/24		21,248		21,008,561
US Radiology Specialists, Inc., Term Loan, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), 12/10/27		8,657		8,725,034
Verscend Holding Corp., Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 8/27/25		27,509		27,509,285
			$	694,469,053
Home Furnishings — 1.3%
ACProducts, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 4.25%, Floor 0.50%), 5/5/28		19,000	$	18,903,309
Ai Aqua Merger Sub, Inc.:
Term Loan, 7/30/28(14)		510		510,669
Term Loan, 7/31/28(14)		4,081		4,085,354
Conair Holdings, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 5/17/28		19,700		19,666,136
Mattress Firm, Inc., Term Loan, 6.25%, (6 mo. USD LIBOR + 5.25%, Floor 1.00%), 11/26/27		10,792		10,994,017
Serta Simmons Bedding, LLC:
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		13,535		13,687,202
Term Loan - Second Lien, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		44,703		42,495,980
			$	110,342,667
Industrial Equipment — 3.8%
AI Alpine AT Bidco GmbH, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 10/31/25	EUR	6,125	$	7,136,033
Alliance Laundry Systems, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/8/27		9,828		9,835,769
Altra Industrial Motion Corp., Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 10/1/25		6,682		6,658,516

25

Borrower/Description	Principal Amount* (000’s omitted)		Value
American Trailer World Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/3/28		14,275	$	14,105,484
Apex Tool Group, LLC, Term Loan, 6.50%, (1 mo. USD LIBOR + 5.25%, Floor 1.25%), 8/1/24		16,379		16,457,801
CFS Brands, LLC, Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 3/20/25		3,682		3,623,481
Clark Equipment Company:
Term Loan, 1.982%, (3 mo. USD LIBOR + 1.84%), 5/18/24		9,985		9,877,706
Term Loan, 2.397%, (3 mo. USD LIBOR + 2.25%), 5/18/24		4,738		4,726,280
CPM Holdings, Inc., Term Loan, 3.60%, (1 mo. USD LIBOR + 3.50%), 11/17/25		3,216		3,198,320
Delachaux Group S.A., Term Loan, 4.629%, (3 mo. USD LIBOR + 4.50%), 4/16/26		4,998		4,987,589
DexKo Global, Inc.:
Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), 7/24/24	EUR	2,621		3,108,060
Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), 7/24/24	EUR	6,553		7,770,194
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 7/24/24		9,112		9,112,019
DXP Enterprises, Inc., Term Loan, 5.75%, (1 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/16/27		4,279		4,299,893
Dynacast International, LLC:
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 7/19/25		9,564		9,563,967
Term Loan, 10.25%, (3 mo. USD LIBOR + 9.25%, Floor 1.00%), 10/25/25		3,104		3,220,207
Engineered Machinery Holdings, Inc.:
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 5/5/28	EUR	10,875		12,892,400
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 7/19/24		11,243		11,243,845
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 7/19/24		2,530		2,538,007
EWT Holdings III Corp., Term Loan, 2.625%, (1 mo. USD LIBOR + 2.50%), 4/1/28		8,600		8,527,433
Filtration Group Corporation:
Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 3/29/25		6,481		6,422,209
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 3/29/25	EUR	2,983		3,518,360
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/29/25		2,506		2,512,067
GrafTech Finance, Inc., Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 2/12/25		5,746		5,756,503
Granite Holdings US Acquisition Co., Term Loan, 4.147%, (3 mo. USD LIBOR + 4.00%), 9/30/26		14,508		14,503,502
Harsco Corporation, Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 3/5/28		3,450		3,421,251
Hayward Industries, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 5/12/28		7,500		7,443,750
LTI Holdings, Inc.:
Term Loan, 2.375%, 7/24/26(13)		1,922		1,919,473
Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 9/6/25		5,738		5,640,925
Term Loan, 4.842%, (1 mo. USD LIBOR + 4.75%), 7/24/26		2,063		2,061,960
Term Loan, 4.842%, (1 mo. USD LIBOR + 4.75%), 7/24/26		3,203		3,199,121
Madison IAQ, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 6/21/28		21,225		21,074,663
Minimax Viking GmbH, Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), 7/31/25	EUR	1,875		2,214,788
Quimper AB, Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 2/16/26	EUR	20,175		23,759,742
Robertshaw US Holding Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 2/28/25		17,207		16,590,558

26

Borrower/Description	Principal Amount* (000’s omitted)		Value
SiteOne Landscape Supply, LLC, Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 3/23/28		4,389	$	4,356,083
Tiger Acquisition, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 6/1/28		4,975		4,943,906
Titan Acquisition Limited, Term Loan, 3.167%, (6 mo. USD LIBOR + 3.00%), 3/28/25		20,727		20,317,236
Vertical Midco GmbH, Term Loan, 4.404%, (6 mo. USD LIBOR + 4.25%), 7/30/27		4,040		4,049,975
Vertical US Newco, Inc., Term Loan, 7/29/27(14)		1,000		999,196
Welbilt, Inc., Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 10/23/25		1,000		993,125
Zephyr German BidCo GmbH, Term Loan, 3.75%, (2 mo. EURIBOR + 3.75%), 3/10/28	EUR	4,275		5,075,177
			$	313,656,574
Insurance — 1.9%
Alliant Holdings Intermediate, LLC:
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 5/9/25		4,827	$	4,772,202
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 5/9/25		5,908		5,841,185
AmWINS Group, Inc., Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 2/19/28		31,467		31,037,006
AssuredPartners, Inc., Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 2/12/27		9,018		8,926,337
Asurion, LLC:
Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 11/3/24		2,183		2,149,762
Term Loan, 3.217%, (1 mo. USD LIBOR + 3.13%), 11/3/23		14,909		14,774,086
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 12/23/26		3,483		3,423,423
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 7/31/27		11,870		11,673,655
Term Loan - Second Lien, 5.342%, (1 mo. USD LIBOR + 5.25%), 1/31/28		14,540		14,488,499
Financiere CEP S.A.S., Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 6/18/27	EUR	4,125		4,907,553
FrontDoor, Inc., Term Loan, 2.342%, (1 mo. USD LIBOR + 2.25%), 6/17/28		875		875,273
Hub International Limited, Term Loan, 2.875%, (3 mo. USD LIBOR + 2.75%), 4/25/25		15,372		15,163,310
NFP Corp., Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 2/15/27		25,791		25,368,731
USI, Inc.:
Term Loan, 3.147%, (3 mo. USD LIBOR + 3.00%), 5/16/24		6,466		6,403,762
Term Loan, 3.397%, (3 mo. USD LIBOR + 3.25%), 12/2/26		3,467		3,433,337
			$	153,238,121
Leisure Goods/Activities/Movies — 3.1%
AMC Entertainment Holdings, Inc., Term Loan, 3.103%, (1 mo. USD LIBOR + 3.00%), 4/22/26		7,724	$	6,884,311
Amer Sports Oyj, Term Loan, 4.50%, (6 mo. EURIBOR + 4.50%), 3/30/26	EUR	11,925		14,181,390
Bombardier Recreational Products, Inc., Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 5/24/27		44,164		43,602,576
Carnival Corporation:
Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), 6/30/25	EUR	2,918		3,468,612
Term Loan, 3.75%, (6 mo. USD LIBOR + 3.00%, Floor 0.75%), 6/30/25		3,765		3,745,489
City Football Group Limited, Term Loan, 4.00%, (3 mo. USD LIBOR + 3.50%, Floor 0.50%), 7/21/28		14,300		14,264,250
ClubCorp Holdings, Inc., Term Loan, 2.897%, (3 mo. USD LIBOR + 2.75%), 9/18/24		17,838		16,878,908
Crown Finance US, Inc.:
Term Loan, 2.625%, (6 mo. EURIBOR + 2.625%), 2/28/25	EUR	4,017		3,886,125
Term Loan, 3.50%, (6 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/28/25		10,253		8,372,470

27

Borrower/Description	Principal Amount* (000’s omitted)		Value
Term Loan, 15.25%, 7.00% cash, 8.25% PIK, 5/23/24(15)		5,871	$	7,280,161
Term Loan, 5/23/24(14)		2,800		2,694,830
Delta 2 (LUX) S.a.r.l., Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/1/24		23,406		23,250,253
Etraveli Holding AB, Term Loan, 4.50%, (6 mo. EURIBOR + 4.50%), 8/2/24	EUR	7,950		9,187,060
Lindblad Expeditions, Inc.:
Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 4.75% cash, 1.25% PIK, 3/27/25		479		466,833
Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 4.75% cash, 1.25% PIK, 3/27/25		1,915		1,867,330
Live Nation Entertainment, Inc., Term Loan, 1.875%, (1 mo. USD LIBOR + 1.75%), 10/17/26		15,830		15,417,877
Match Group, Inc., Term Loan, 1.906%, (3 mo. USD LIBOR + 1.75%), 2/13/27		6,450		6,353,250
Playtika Holding Corp., Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 3/13/28		21,554		21,433,995
SeaWorld Parks & Entertainment, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), 3/31/24		4,974		4,940,128
SRAM, LLC, Term Loan, 3.25%, (USD LIBOR + 2.75%, Floor 0.50%), 5/12/28(12)		2,798		2,790,020
Steinway Musical Instruments, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/14/25		1,356		1,345,812
Topps Company, Inc. (The), Term Loan, 7/7/28(14)		5,700		5,653,688
Travel Leaders Group, LLC, Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 1/25/24		15,192		14,216,949
UFC Holdings, LLC, Term Loan, 3.50%, (6 mo. USD LIBOR + 2.75%, Floor 0.75%), 4/29/26		21,732		21,622,994
Vue International Bidco PLC, Term Loan, 4.75%, (6 mo. EURIBOR + 4.75%), 7/3/26	EUR	3,878		4,264,170
WMG Acquisition Corp., Term Loan, 2.217%, (1 mo. USD LIBOR + 2.13%), 1/20/28		500		494,453
			$	258,563,934
Lodging and Casinos — 1.9%
Aristocrat Technologies, Inc., Term Loan, 1.884%, (3 mo. USD LIBOR + 1.75%), 10/19/24		7,466	$	7,393,636
Boyd Gaming Corporation, Term Loan, 2.334%, (1 week USD LIBOR + 2.25%), 9/15/23		2,038		2,034,973
Churchill Downs Incorporated, Term Loan, 2.10%, (1 mo. USD LIBOR + 2.00%), 12/27/24		3,378		3,356,391
CityCenter Holdings, LLC, Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 4/18/24		5,709		5,698,766
Four Seasons Hotels Limited, Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 11/30/23		4,606		4,580,649
Golden Nugget, Inc.:
Term Loan, 3.25%, (2 mo. USD LIBOR + 2.50%, Floor 0.75%), 10/4/23		23,065		22,856,203
Term Loan, 13.00%, (3 mo. USD LIBOR + 12.00%, Floor 1.00%), 10/4/23		1,875		2,081,250
Great Canadian Gaming Corporation, Term Loan, 11/1/26(14)		5,575		5,580,229
GVC Holdings PLC, Term Loan, 2.25%, (6 mo. EURIBOR + 2.25%), 3/29/24	EUR	21,225		24,989,309
Hilton Grand Vacations Borrower, LLC, Term Loan, 5/19/28(14)		9,125		9,106,750
Oravel Stays Singapore Pte. Ltd., Term Loan, 9.00%, (3 mo. USD LIBOR + 8.25%, Floor 0.75%), 6/23/26		5,475		5,608,453

28

Borrower/Description	Principal Amount* (000’s omitted)		Value
Playa Resorts Holding B.V., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 4/29/24		19,925	$	19,193,417
Sportradar Capital S.a.r.l., Term Loan, 4.25%, (6 mo. EURIBOR + 4.25%), 11/22/27	EUR	3,550		4,226,102
Stars Group Holdings B.V. (The):
Term Loan, 2.368%, (3 mo. USD LIBOR + 2.25%), 7/21/26		24,125		23,966,692
Term Loan, 7/21/26(14)	EUR	11,225		13,309,712
			$	153,982,532
Nonferrous Metals/Minerals — 0.4%
American Consolidated Natural Resources, Inc., Term Loan, 17.00%, (3 mo. USD LIBOR + 16.00%, Floor 1.00%), 14.00% cash, 3.00% PIK, 9/16/25		4,639	$	4,708,831
Oxbow Carbon, LLC, Term Loan, 5.00%, (1 mo. USD LIBOR + 4.25%, Floor 0.75%), 10/13/25		5,381		5,394,197
Rain Carbon GmbH, Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 1/16/25	EUR	15,625		18,361,381
			$	28,464,409
Oil and Gas — 2.1%
Ameriforge Group, Inc.:
Term Loan, 12.553%, (USD LIBOR + 13.00%, Floor 1.00%), 12/31/23(12)(13)		2,910	$	1,547,654
Term Loan, 14.00%, (3 mo. USD LIBOR + 13.00%, Floor 1.00%), 9.00% cash, 5.00% PIK, 12/31/23		22,866		12,161,962
Apergy Corporation:
Term Loan, 2.625%, (1 mo. USD LIBOR + 2.50%), 5/9/25		328		327,454
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 6/3/27		1,615		1,646,291
Buckeye Partners L.P., Term Loan, 2.354%, (1 mo. USD LIBOR + 2.25%), 11/1/26		13,429		13,314,560
Centurion Pipeline Company, LLC:
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 9/29/25		3,144		3,100,159
Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 9/28/25		1,642		1,613,019
CITGO Holding, Inc., Term Loan, 8.00%, (6 mo. USD LIBOR + 7.00%, Floor 1.00%), 8/1/23		2,530		2,509,382
CITGO Petroleum Corporation, Term Loan, 7.25%, (6 mo. USD LIBOR + 6.25%, Floor 1.00%), 3/28/24		22,962		23,066,146
CQP Holdco L.P., Term Loan, 6/5/28(14)		19,100		19,014,050
Delek US Holdings, Inc.:
Term Loan, 2.342%, (1 mo. USD LIBOR + 2.25%), 3/31/25		3,390		3,320,187
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), 3/31/25		5,812		5,838,958
Fieldwood Energy, LLC:
DIP Loan, 3.675%, (1 mo. USD LIBOR + 8.75%, Floor 1.00%), 9/30/21(13)		3,000		3,044,803
Term Loan, 0.00%, 4/11/22(16)		20,306		11,024,257
Gulf Finance, LLC, Term Loan, 6.25%, (1 mo. USD LIBOR + 5.25%, Floor 1.00%), 8/25/23		1,995		1,679,204
ITT Holdings, LLC, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 7/30/28		4,200		4,200,000
Lealand Finance Company B.V., Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 1.092% cash, 3.00% PIK, 6/30/25		2,351		1,056,671
Matador Bidco S.a.r.l., Term Loan, 4.842%, (1 mo. USD LIBOR + 4.75%), 10/15/26		26,598		26,647,546

29

Borrower/Description	Principal Amount* (000’s omitted)		Value
McDermott Technology Americas, Inc., DIP Letter of Credit, 4.475%, 6/28/24(13)		9,039	$	7,005,511
Prairie ECI Acquiror L.P., Term Loan, 4.842%, (1 mo. USD LIBOR + 4.75%), 3/11/26		6,382		6,211,879
PSC Industrial Holdings Corp., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/11/24		7,832		7,785,006
RDV Resources Properties, LLC, Term Loan, 9.50%, (1 mo. USD LIBOR + 8.50%, Floor 1.00%), 3/29/24		6,166		3,792,282
Sunrise Oil & Gas Properties, LLC:
Term Loan, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		2,081		2,060,247
Term Loan - Second Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		2,196		2,141,457
Term Loan - Third Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		2,537		2,283,678
UGI Energy Services, LLC, Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 8/13/26		10,070		10,104,119
			$	176,496,482
Publishing — 0.6%
Adevinta ASA:
Term Loan, 4/20/28(14)		2,175	$	2,175,679
Term Loan, 4/20/28(14)	EUR	8,075		9,575,641
Alchemy Copyrights, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 3/10/28		3,598		3,593,360
Ascend Learning, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/12/24		4,511		4,521,222
Axel Springer S.E., Term Loan, 5.00%, (3 mo. EURIBOR + 5.00%), 12/18/26	EUR	2,000		2,377,441
Getty Images, Inc.:
Term Loan, 4.625%, (1 mo. USD LIBOR + 4.50%), 2/19/26		23,244		23,243,765
Term Loan, 5.00%, (1 mo. EURIBOR + 5.00%), 2/19/26	EUR	3,724		4,419,225
Tweddle Group, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 9/17/23		1,717		1,688,991
			$	51,595,324
Radio and Television — 1.6%
Diamond Sports Group, LLC, Term Loan, 3.35%, (1 mo. USD LIBOR + 3.25%), 8/24/26		23,420	$	13,067,566
Entercom Media Corp., Term Loan, 2.588%, (1 mo. USD LIBOR + 2.50%), 11/18/24		1,509		1,491,531
Entravision Communications Corporation, Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 11/29/24		7,266		7,175,614
Hubbard Radio, LLC, Term Loan, 5.25%, (1 mo. USD LIBOR + 4.25%, Floor 1.00%), 3/28/25		7,224		7,207,851
iHeartCommunications, Inc., Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 5/1/26		2,365		2,334,633
Mission Broadcasting, Inc., Term Loan, 2.604%, (1 mo. USD LIBOR + 2.50%), 5/26/28		3,700		3,668,395
Nexstar Broadcasting, Inc.:
Term Loan, 2.337%, (1 mo. USD LIBOR + 2.25%), 1/17/24		17,582		17,476,391
Term Loan, 2.60%, (1 mo. USD LIBOR + 2.50%), 9/18/26		9,508		9,430,596
Sinclair Television Group, Inc.:
Term Loan, 2.60%, (1 mo. USD LIBOR + 2.50%), 9/30/26		6,313		6,227,343
Term Loan, 3.10%, (1 mo. USD LIBOR + 3.00%), 4/1/28		23,194		23,041,849
Terrier Media Buyer, Inc., Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 12/17/26		19,054		18,881,567

30

Borrower/Description	Principal Amount* (000’s omitted)		Value
Univision Communications, Inc.:
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 3/15/24		17,716	$	17,686,274
Term Loan, 3/15/26(14)		1,000		999,732
			$	128,689,342
Retailers (Except Food and Drug) — 1.3%
BJ’s Wholesale Club, Inc., Term Loan, 2.10%, (1 mo. USD LIBOR + 2.00%), 2/3/24		1,318	$	1,317,595
CNT Holdings I Corp., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/8/27		5,037		5,037,899
David’s Bridal, Inc.:
Term Loan, 7.00%, (3 mo. USD LIBOR + 6.00%, Floor 1.00%), 6/30/23		4,316		3,962,427
Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 6.00% cash, 5.00% PIK, 6/23/23		3,701		3,681,976
Go Wireless, Inc., Term Loan, 7.50%, (1 mo. USD LIBOR + 6.50%, Floor 1.00%), 12/22/24		5,879		5,886,210
Great Outdoors Group, LLC, Term Loan, 5.00%, (6 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/6/28		40,073		40,178,506
Harbor Freight Tools USA, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 10/19/27		20,750		20,677,306
Hoya Midco, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/30/24		6,977		6,942,584
PetSmart, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/12/28		12,150		12,158,857
Phillips Feed Service, Inc., Term Loan, 8.00%, (6 mo. USD LIBOR + 7.00%, Floor 1.00%), 11/13/24(6)		482		385,232
Pier 1 Imports (U.S.), Inc., Term Loan, 0.00%, 4/30/22(6)(16)		748		598,488
Protective Industrial Products, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 1/20/28		8,030		7,989,726
			$	108,816,806
Steel — 0.4%
Atkore International, Inc., Term Loan, 2.50%, (3 mo. USD LIBOR + 2.00%, Floor 0.50%), 5/26/28		8,225	$	8,230,141
Neenah Foundry Company, Term Loan, 10.00%, (2 mo. USD LIBOR + 9.00%, Floor 1.00%), 12/13/22		3,363		3,110,412
Phoenix Services International, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/1/25		2,641		2,636,006
TMS International Corp., Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), 8/14/24(12)		1,791		1,784,284
Zekelman Industries, Inc., Term Loan, 2.087%, (1 mo. USD LIBOR + 2.00%), 1/24/27		19,852		19,599,222
			$	35,360,065
Surface Transport — 0.7%
Avis Budget Car Rental, LLC, Term Loan, 2.35%, (1 mo. USD LIBOR + 2.25%), 8/6/27		7,085	$	6,939,849
Hertz Corporation (The):
Term Loan, 6/14/28(14)		2,577		2,564,781
Term Loan, 6/14/28(14)		13,673		13,609,039

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Borrower/Description	Principal Amount* (000’s omitted)		Value
Kenan Advantage Group, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/24/26		22,418	$	22,455,669
PODS, LLC, Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), 3/31/28		3,895		3,884,289
XPO Logistics, Inc., Term Loan, 1.881%, (3 mo. USD LIBOR + 1.75%), 2/24/25		4,275		4,243,737
			$	53,697,364
Telecommunications — 2.8%
Avaya, Inc., Term Loan, 4.093%, (1 mo. USD LIBOR + 4.00%), 12/15/27		1,600	$	1,603,714
CenturyLink, Inc., Term Loan, 2.342%, (1 mo. USD LIBOR + 2.25%), 3/15/27		50,665		49,908,686
Ciena Corporation, Term Loan, 1.834%, (1 mo. USD LIBOR + 1.75%), 9/26/25		1,899		1,898,596
Cyxtera DC Holdings, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 5/1/24		16,110		15,821,672
Digicel International Finance Limited, Term Loan, 3.43%, (6 mo. USD LIBOR + 3.25%), 5/28/24		14,242		13,609,981
GEE Holdings 2, LLC:
Term Loan, 9.00%, (3 mo. USD LIBOR + 8.00%, Floor 1.00%), 3/24/25		9,639		9,687,313
Term Loan - Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), 2.50% cash, 6.75% PIK, 3/23/26		6,306		5,769,972
Intelsat Jackson Holdings S.A.:
DIP Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), 7/13/22		9,286		9,376,013
Term Loan, 8.00%, (USD Prime + 4.75%), 11/27/23		15,550		15,796,203
Term Loan, 8.75%, (USD Prime + 5.50%), 1/2/24		15,794		16,121,782
IPC Corp., Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), 8/6/21		11,591		11,322,605
Level 3 Financing, Inc., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 3/1/27		1,098		1,075,765
Onvoy, LLC, Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/10/24		11,879		11,881,257
Syniverse Holdings, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 3/9/23		11,030		10,917,142
Zayo Group Holdings, Inc., Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), 3/9/27	EUR	3,802		4,462,523
Ziggo Financing Partnership, Term Loan, 2.593%, (1 mo. USD LIBOR + 2.50%), 4/30/28		47,575		46,850,242
			$	226,103,466
Utilities — 0.3%
Brookfield WEC Holdings, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 8/1/25		7,698	$	7,600,214
Calpine Corporation:
Term Loan, 2.10%, (1 mo. USD LIBOR + 2.00%), 4/5/26		4,477		4,406,924
Term Loan, 2.60%, (1 mo. USD LIBOR + 2.50%), 12/16/27		10,816		10,721,518
Longview Power, LLC, Term Loan, 11.50%, (3 mo. USD LIBOR + 10.00%, Floor 1.50%), 7/30/25		592		602,212
USIC Holdings, Inc., Term Loan, 5/12/28(14)		3,750		3,736,406
			$	27,067,274
Total Senior Floating-Rate Loans (identified cost $7,108,413,755)			$	7,035,512,103

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Warrants — 0.0%(9)
Security	Shares		Value
Health Care — 0.0%(9)
THAIHOT Investment Company US Limited, Exp. 10/13/27(6)(7)(8)		246	$	247,968
THAIHOT Investment Company US Limited, Exp. 10/13/27(6)(7)(8)		1,858		576,909
THAIHOT Investment Company US Limited, Exp. 10/13/27 (Contingent Warrants)(6)(7)(8)		117,852		0
			$	824,877
Leisure Goods/Activities/Movies — 0.0%(9)
Cineworld Group PLC, Exp. 11/23/25(7)(8)		1,791,400	$	549,553
			$	549,553
Retailers (Except Food and Drug) — 0.0%
David’s Bridal, LLC, Exp. 11/26/22(6)(7)(8)		51,888	$	0
			$	0
Total Warrants (identified cost $0)			$	1,374,430
Miscellaneous — 0.0%
Security	Shares		Value
Oil and Gas — 0.0%
Paragon Offshore Finance Company, Class A(6)(7)(8)		42,177	$	0
Paragon Offshore Finance Company, Class B(6)(7)(8)		21,089		0
Total Miscellaneous (identified cost $458,684)			$	0
Short-Term Investments — 7.7%
Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 0.08%(17)		635,235,606	$	635,235,606
Total Short-Term Investments (identified cost $635,235,606)			$	635,235,606
Total Investments — 104.9% (identified cost $8,708,800,252)			$	8,633,987,996
Less Unfunded Loan Commitments — (0.4)%			$	(30,867,897	)
Net Investments — 104.5% (identified cost $8,677,932,355)			$	8,603,120,099
Other Assets, Less Liabilities — (4.5)%			$	(369,056,001	)
Net Assets — 100.0%			$	8,234,064,098

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

* In U.S. dollars unless otherwise indicated.

(1) Security exempt from registration under Rule 144A of 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 July 31, 2021, the aggregate value of these securities is $802,788,334 or 9.7% of the Portfolio’s net assets.

(2) Variable rate security. The stated interest rate represents the rate in effect at July 31, 2021.

(3) When-issued, variable rate security whose interest rate will be determined after July 31, 2021.

(4) Variable rate security whose interest rate will be determined after July 31, 2021.

(5) Affiliated company.

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

(7) Non-income producing security.

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

(9) Amount is less than 0.05%.

(10) When-issued security.

(11) 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 a minimum rate. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

(12) The stated interest rate represents the weighted average interest rate at July 31, 2021 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.

(13) Unfunded or partially unfunded loan commitments. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At July 31, 2021, the total value of unfunded loan commitments is $28,678,197.

(14) This Senior Loan will settle after July 31, 2021, at which time the interest rate will be determined.

(15) Fixed-rate loan.

(16) 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.

(17) Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of July 31, 2021.

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Forward Foreign Currency Exchange Contracts

Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
EUR	189,409,403	USD	224,601,670	Standard Chartered Bank		8/3/21	$	85,134	$	—
EUR	1,817,848	USD	2,155,495	State Street Bank and Trust Company		8/3/21		926		—
USD	7,384,319	EUR	6,225,000	HSBC Bank USA, N.A.		8/3/21		—		(82	)
USD	2,479,805	EUR	2,100,000	HSBC Bank USA, N.A.		8/3/21		—		(11,319	)
USD	4,251,094	EUR	3,600,000	HSBC Bank USA, N.A.		8/3/21		—		(19,404	)
USD	2,142,885	EUR	1,817,848	JPMorgan Chase Bank, N.A.		8/3/21		—		(13,537	)
USD	179,568,549	EUR	151,322,560	Standard Chartered Bank		8/3/21		62,242		—
USD	15,032,547	EUR	12,693,188	State Street Bank and Trust Company		8/3/21		—		(24,740	)
USD	5,762,041	EUR	4,885,062	State Street Bank and Trust Company		8/3/21		—		(32,862	)
USD	10,134,706	EUR	8,583,593	State Street Bank and Trust Company		8/3/21		—		(47,576	)
USD	208,136,410	EUR	174,228,714	Goldman Sachs International		8/31/21		1,345,970		—
USD	12,764,812	EUR	10,520,929	State Street Bank and Trust Company		8/31/21		277,619		—
USD	14,714,295	EUR	12,350,000	State Street Bank and Trust Company		8/31/21		56,195		—
USD	5,397,963	EUR	4,525,000	State Street Bank and Trust Company		8/31/21		27,283		—
USD	1,300,835	EUR	1,100,000	State Street Bank and Trust Company		8/31/21		—		(4,745	)
USD	3,776,980	EUR	3,196,000	State Street Bank and Trust Company		8/31/21		—		(16,323	)
USD	224,727,318	EUR	189,409,403	Standard Chartered Bank		9/2/21		—		(89,624	)
USD	2,156,738	EUR	1,817,848	State Street Bank and Trust Company		9/2/21		—		(933	)
USD	230,366,441	EUR	194,078,595	State Street Bank and Trust Company		10/29/21		—		(254,130	)
USD	44,280,158	GBP	31,832,755	State Street Bank and Trust Company		10/29/21		24,271		—
							$	1,879,640	$	(515,275	)

Abbreviations:
DIP	-	Debtor In Possession
EURIBOR	-	Euro Interbank Offered Rate
LIBOR	-	London Interbank Offered Rate
PIK	-	Payment In Kind
SONIA	-	Sterling Overnight Interbank Average
Currency Abbreviations:
EUR	-	Euro
GBP	-	British Pound Sterling
USD	-	United States Dollar

At July 31, 2021, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

The Portfolio is subject to foreign exchange risk in the normal course of pursuing its investment objective. Because the Portfolio holds foreign currency denominated investments, the value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Portfolio enters into forward foreign currency exchange contracts.

35

An affiliated company is a company in which a fund has a direct or indirect ownership of, control of, or voting power of 5 percent or more of the outstanding voting shares, or a company that is under common ownership or control with a fund. At July 31, 2021, the value of the Portfolio’s investment in affiliated companies and funds was $658,460,777, which represents 8.0% of the Portfolio’s net assets. Transactions in affiliated companies and funds by the Portfolio for the fiscal year to date ended July 31, 2021 were as follows:

Name of affiliated company/fund	Value, beginning of period		Purchases		Sales proceeds			Net realized gain (loss)			Change in unrealized appreciation (depreciation)			Value, end of period		Dividend income		Shares/Units, end of  period
Common Stocks*
IAP Global Services, LLC(1)(2)(3)	$	32,365,745	$	—	$	—		$	—		$	(9,140,574	)	$	23,225,171	$	—		2,577
Short-Term Investments
Eaton Vance Cash Reserves Fund, LLC		183,387,147		2,014,459,431		(1,562,610,781	)		(191	)		—			635,235,606		342,908		635,235,606
Totals								$	(191	)	$	(9,140,574	)	$	658,460,777	$	342,908

* The related industry is the same as the presentation in the Portfolio of Investments.

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

(2) Non-income producing security.

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

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.

36

At July 31, 2021, the hierarchy of inputs used in valuing the Portfolio’s investments and open derivative instruments, which are carried at value, were as follows:

Asset Description	Level 1		Level 2			Level 3*		Total
Asset-Backed Securities	$	—	$	264,001,637		$	—	$	264,001,637
Common Stocks		29,897,838		28,310,961			38,668,531		96,877,330
Convertible Preferred Stocks		—		3,425,364			—		3,425,364
Corporate Bonds		—		547,434,836			—		547,434,836
Exchange-Traded Funds		48,156,820		—			—		48,156,820
Preferred Stocks		—		1,969,870			0		1,969,870
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)		—		6,998,031,080			6,613,126		7,004,644,206
Warrants		—		549,553			824,877		1,374,430
Miscellaneous		—		—			0		0
Short-Term Investments		—		635,235,606			—		635,235,606
Total Investments	$	78,054,658	$	8,478,958,907		$	46,106,534	$	8,603,120,099
Forward Foreign Currency Exchange Contracts	$	—	$	1,879,640		$	—	$	1,879,640
Total	$	78,054,658	$	8,480,838,547		$	46,106,534	$	8,604,999,739
Liability Description
Forward Foreign Currency Exchange Contracts	$	—	$	(515,275	)	$	—	$	(515,275	)
Total	$	—	$	(515,275	)	$	—	$	(515,275	)

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

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 July 31, 2021 is not presented.

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

37