Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited)
Asset-Backed Securities — 7.7% |
Security | Principal Amount (000's omitted) | Value | |
AIG CLO, Ltd., Series 2019-1A, Class ER, 9.181%, (3 mo. SOFR + 6.70%), 4/18/35(1)(2) | $ | 2,877 | $ 2,546,858 |
Alinea CLO, Ltd., Series 2018-1A, Class E, 7.063%, (3 mo. USD LIBOR + 6.00%), 7/20/31(1)(2) | 1,000 | 858,641 | |
AMMC CLO 15, Ltd., Series 2014-15A, Class ERR, 7.954%, (3 mo. USD LIBOR + 6.91%), 1/15/32(1)(2) | 500 | 424,414 | |
AMMC CLO XII, Ltd., Series 2013-12A, Class ER, 7.582%, (3 mo. USD LIBOR + 6.18%), 11/10/30(1)(2) | 2,000 | 1,698,644 | |
Ares XXXIV CLO, Ltd., Series 2015-2A, Class ER, 7.894%, (3 mo. USD LIBOR + 6.85%), 4/17/33(1)(2) | 2,000 | 1,794,502 | |
Ares XXXVR CLO, Ltd., Series 2015-35RA, Class E, 6.744%, (3 mo. USD LIBOR + 5.70%), 7/15/30(1)(2) | 2,000 | 1,742,776 | |
Benefit Street Partners CLO XVI, Ltd., Series 2018-16A, Class E, 7.744%, (3 mo. USD LIBOR + 6.70%), 1/17/32(1)(2) | 3,000 | 2,662,068 | |
Benefit Street Partners CLO XVII, Ltd., Series 2019-17A, Class ER, 7.394%, (3 mo. USD LIBOR + 6.35%), 7/15/32(1)(2) | 3,000 | 2,640,912 | |
Benefit Street Partners CLO XVIII, Ltd., Series 2019-18A, Class ER, 7.794%, (3 mo. USD LIBOR + 6.75%), 10/15/34(1)(2) | 4,500 | 4,005,373 | |
Benefit Street Partners CLO XXII, Ltd., Series 2020-22A, Class ER, 7.247%, (3 mo. SOFR + 6.93%), 4/20/35(1)(2) | 2,000 | 1,837,316 | |
BlueMountain CLO XXIV, Ltd., Series 2019-24A, Class ER, 7.903%, (3 mo. USD LIBOR + 6.84%), 4/20/34(1)(2) | 1,000 | 888,293 | |
BlueMountain CLO XXV, Ltd., Series 2019-25A, Class ER, 8.294%, (3 mo. USD LIBOR + 7.25%), 7/15/36(1)(2) | 2,000 | 1,777,000 | |
BlueMountain CLO XXVI, Ltd., Series 2019-26A, Class ER, 8.193%, (3 mo. USD LIBOR + 7.13%), 10/20/34(1)(2) | 2,500 | 2,275,250 | |
BlueMountain CLO XXX, Ltd., Series 2020-30A, Class ER, 7.551%, (3 mo. SOFR + 6.70%), 4/15/35(1)(2) | 2,000 | 1,793,613 | |
BlueMountain CLO XXXIV, Ltd., Series 2022-34A, Class E, 8.513%, (3 mo. SOFR + 7.55%), 4/20/35(1)(2) | 1,000 | 910,717 | |
BlueMountain CLO, Ltd.: | |||
Series 2016-3A, Class ER, 7.361%, (3 mo. USD LIBOR + 5.95%), 11/15/30(1)(2) | 2,000 | 1,629,768 | |
Series 2018-1A, Class E, 7.236%, (3 mo. USD LIBOR + 5.95%), 7/30/30(1)(2) | 1,000 | 819,034 |
Security | Principal Amount (000's omitted) | Value | |
Canyon Capital CLO, Ltd.: | |||
Series 2016-2A, Class ER, 7.044%, (3 mo. USD LIBOR + 6.00%), 10/15/31(1)(2) | $ | 3,350 | $ 2,739,905 |
Series 2019-2A, Class ER, 7.794%, (3 mo. USD LIBOR + 6.75%), 10/15/34(1)(2) | 1,000 | 889,400 | |
Carlyle CLO 17, Ltd., Series C17A, Class DR, 7.286%, (3 mo. USD LIBOR + 6.00%), 4/30/31(1)(2) | 1,750 | 1,501,330 | |
Carlyle Global Market Strategies CLO, Ltd.: | |||
Series 2012-3A, Class DR2, 7.538%, (3 mo. USD LIBOR + 6.50%), 1/14/32(1)(2) | 2,000 | 1,697,364 | |
Series 2014-4RA, Class D, 6.694%, (3 mo. USD LIBOR + 5.65%), 7/15/30(1)(2) | 1,250 | 1,012,481 | |
Series 2015-5A, Class DR, 7.763%, (3 mo. USD LIBOR + 6.70%), 1/20/32(1)(2) | 1,000 | 864,630 | |
Cedar Funding X CLO, Ltd., Series 2019-10A, Class ER, 7.563%, (3 mo. USD LIBOR + 6.50%), 10/20/32(1)(2) | 1,500 | 1,323,253 | |
Dryden Senior Loan Fund: | |||
Series 2015-41A, Class ER, 6.344%, (3 mo. USD LIBOR + 5.30%), 4/15/31(1)(2) | 2,000 | 1,691,326 | |
Series 2016-42A, Class ER, 6.594%, (3 mo. USD LIBOR + 5.55%), 7/15/30(1)(2) | 1,000 | 869,556 | |
Elmwood CLO 14, Ltd., Series 2022-1A, Class E, 7.00%, (3 mo. SOFR + 6.35%), 4/20/35(1)(2) | 1,000 | 905,584 | |
Elmwood CLO 17, Ltd., Series 2022-4A, Class E, 9.244%, (3 mo. SOFR + 7.15%), 7/17/35(1)(2) | 2,000 | 1,878,820 | |
Galaxy XIX CLO, Ltd., Series 2015-19A, Class D2R, 8.184%, (3 mo. USD LIBOR + 7.00%), 7/24/30(1)(2) | 1,600 | 1,376,370 | |
Galaxy XV CLO, Ltd., Series 2013-15A, Class ER, 7.689%, (3 mo. USD LIBOR + 6.645%), 10/15/30(1)(2) | 3,275 | 2,783,698 | |
Galaxy XXI CLO, Ltd., Series 2015-21A, Class ER, 6.313%, (3 mo. USD LIBOR + 5.25%), 4/20/31(1)(2) | 1,100 | 927,788 | |
Galaxy XXV CLO, Ltd., Series 2018-25A, Class E, 7.134%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2) | 1,000 | 860,677 | |
Golub Capital Partners CLO 37B, Ltd., Series 2018-37A, Class E, 6.813%, (3 mo. USD LIBOR + 5.75%), 7/20/30(1)(2) | 3,000 | 2,479,152 | |
Golub Capital Partners CLO 50B-R, Ltd., Series 2020-50A, Class ER, 7.827%, (3 mo. SOFR + 7.10%), 4/20/35(1)(2) | 2,000 | 1,796,291 | |
Madison Park Funding XVII, Ltd., Series 2015-17A, Class ER, 7.598%, (3 mo. USD LIBOR + 6.50%), 7/21/30(1)(2) | 2,000 | 1,810,636 | |
Madison Park Funding XXXVI, Ltd., Series 2019-36A, Class ER, 7.901%, (3 mo. SOFR + 7.05%), 4/15/35(1)(2) | 3,000 | 2,694,429 | |
Madison Park Funding XXXVII, Ltd., Series 2019-37A, Class ER, 7.194%, (3 mo. USD LIBOR + 6.15%), 7/15/33(1)(2) | 3,500 | 3,150,052 |
1
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount (000's omitted) | Value | |
Neuberger Berman CLO XXII, Ltd., Series 2016-22A, Class ER, 7.104%, (3 mo. USD LIBOR + 6.06%), 10/17/30(1)(2) | $ | 1,500 | $ 1,328,971 |
Neuberger Berman Loan Advisers CLO 30, Ltd., Series 2018-30A, Class ER, 7.263%, (3 mo. USD LIBOR + 6.20%), 1/20/31(1)(2) | 2,000 | 1,788,488 | |
Neuberger Berman Loan Advisers CLO 31, Ltd., Series 2019-31A, Class ER, 7.563%, (3 mo. USD LIBOR + 6.50%), 4/20/31(1)(2) | 1,000 | 918,929 | |
Neuberger Berman Loan Advisers CLO 48, Ltd., Series 2022-48A, Class E, 9.041%, (3 mo. SOFR + 6.50%), 4/25/36(1)(2) | 2,000 | 1,819,502 | |
NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A, 3.474%, 11/25/26(1) | 4,269 | 3,992,890 | |
Palmer Square CLO, Ltd.: | |||
Series 2013-2A, Class DRR, 6.894%, (3 mo. USD LIBOR + 5.85%), 10/17/31(1)(2) | 2,000 | 1,772,082 | |
Series 2018-2A, Class D, 6.663%, (3 mo. USD LIBOR + 5.60%), 7/16/31(1)(2) | 1,000 | 881,583 | |
Series 2019-1A, Class DR, 7.911%, (3 mo. USD LIBOR + 6.50%), 11/14/34(1)(2) | 2,000 | 1,808,992 | |
Series 2021-3A, Class E, 6.383%, (3 mo. USD LIBOR + 6.15%), 1/15/35(1)(2) | 2,500 | 2,218,727 | |
RAD CLO 5, Ltd., Series 2019-5A, Class E, 7.884%, (3 mo. USD LIBOR + 6.70%), 7/24/32(1)(2) | 4,550 | 4,055,165 | |
Regatta IX Funding, Ltd., Series 2017-1A, Class E, 7.044%, (3 mo. USD LIBOR + 6.00%), 4/17/30(1)(2) | 450 | 411,521 | |
Regatta XII Funding, Ltd., Series 2019-1A, Class ER, 7.394%, (3 mo. USD LIBOR + 6.35%), 10/15/32(1)(2) | 2,000 | 1,698,238 | |
Regatta XIII Funding, Ltd., Series 2018-2A, Class D, 6.994%, (3 mo. USD LIBOR + 5.95%), 7/15/31(1)(2) | 2,000 | 1,549,128 | |
Regatta XIV Funding, Ltd., Series 2018-3A, Class E, 7.134%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2) | 1,000 | 865,370 | |
Regatta XVI Funding, Ltd., Series 2019-2A, Class E, 8.044%, (3 mo. USD LIBOR + 7.00%), 1/15/33(1)(2) | 1,800 | 1,578,092 | |
Vibrant CLO IX, Ltd., Series 2018-9A, Class D, 7.313%, (3 mo. USD LIBOR + 6.25%), 7/20/31(1)(2) | 1,000 | 777,179 | |
Vibrant CLO XI, Ltd., Series 2019-11A, Class D, 7.833%, (3 mo. USD LIBOR + 6.77%), 7/20/32(1)(2) | 575 | 484,129 | |
Voya CLO, Ltd.: | |||
Series 2015-3A, Class DR, 7.263%, (3 mo. USD LIBOR + 6.20%), 10/20/31(1)(2) | 3,000 | 2,417,415 | |
Series 2016-3A, Class DR, 7.124%, (3 mo. USD LIBOR + 6.08%), 10/18/31(1)(2) | 1,400 | 1,095,542 |
Security | Principal Amount (000's omitted) | Value | |
Wellfleet CLO, Ltd., Series 2020-1A, Class D, 8.284%, (3 mo. USD LIBOR + 7.24%), 4/15/33(1)(2) | $ | 2,000 | $ 1,828,816 |
Total Asset-Backed Securities (identified cost $109,512,886) | $ 96,848,680 |
Closed-End Funds — 1.7% |
Security | Shares | Value | |
BlackRock Corporate High Yield Fund, Inc. | 2,188,579 | $ 20,857,158 | |
Total Closed-End Funds (identified cost $26,062,179) | $ 20,857,158 |
Collateralized Mortgage Obligations — 7.0% |
Security | Principal Amount (000's omitted) | Value | |
Federal Home Loan Mortgage Corp.: | |||
Series 24, Class J, 6.25%, 11/25/23 | $ | 30 | $ 30,337 |
Series 1497, Class K, 7.00%, 4/15/23 | 18 | 18,572 | |
Series 1529, Class Z, 7.00%, 6/15/23 | 38 | 38,227 | |
Series 1620, Class Z, 6.00%, 11/15/23 | 24 | 24,683 | |
Series 1677, Class Z, 7.50%, 7/15/23 | 19 | 19,702 | |
Series 1702, Class PZ, 6.50%, 3/15/24 | 334 | 339,583 | |
Series 2113, Class QG, 6.00%, 1/15/29 | 194 | 201,426 | |
Series 2122, Class K, 6.00%, 2/15/29 | 39 | 40,503 | |
Series 2130, Class K, 6.00%, 3/15/29 | 27 | 27,695 | |
Series 2167, Class BZ, 7.00%, 6/15/29 | 31 | 32,679 | |
Series 2182, Class ZB, 8.00%, 9/15/29 | 315 | 333,739 | |
Series 2198, Class ZA, 8.50%, 11/15/29 | 328 | 348,199 | |
Series 2458, Class ZB, 7.00%, 6/15/32 | 415 | 444,015 | |
Series 3762, Class SH, 7.877%, (10.00% - 1 mo. USD LIBOR x 2.00), 11/15/40(3) | 399 | 412,842 | |
Series 4273, Class PU, 4.00%, 11/15/43 | 2,263 | 2,146,279 | |
Series 4273, Class SP, 9.169%, (12.00% - 1 mo. USD LIBOR x 2.67), 11/15/43(3) | 503 | 494,870 | |
Series 4678, Class PC, 3.00%, 1/15/46 | 3,235 | 3,239,962 | |
Series 5028, Class TZ, 2.00%, 10/25/50 | 2,579 | 1,918,883 | |
Series 5035, Class AZ, 2.00%, 11/25/50 | 7,905 | 5,703,697 | |
Series 5083, Class SK, 2.997%, (3.867% - 30-day average SOFR x 1.33), 3/25/51(3) | 2,138 | 1,562,565 | |
Series 5160, Class ZY, 3.00%, 10/25/50 | 2,422 | 2,107,948 | |
Interest Only:(4) | |||
Series 284, Class S6, 4.776%, (6.10% - 1 mo. USD LIBOR), 10/15/42(3) | 1,283 | 167,973 | |
Series 362, Class C7, 3.50%, 9/15/47 | 4,959 | 857,803 | |
Series 362, Class C11, 4.00%, 12/15/47 | 4,751 | 912,698 | |
Series 4067, Class JI, 3.50%, 6/15/27 | 981 | 58,235 |
2
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount (000's omitted) | Value | |
Interest Only: (continued) | |||
Series 4070, Class S, 4.776%, (6.10% - 1 mo. USD LIBOR), 6/15/32(3) | $ | 2,902 | $ 316,758 |
Series 4088, Class EI, 3.50%, 9/15/41 | 254 | 2,574 | |
Series 4094, Class CS, 4.676%, (6.00% - 1 mo. USD LIBOR), 8/15/42(3) | 862 | 156,842 | |
Series 4095, Class HS, 4.776%, (6.10% - 1 mo. USD LIBOR), 7/15/32(3) | 642 | 53,909 | |
Series 4109, Class ES, 4.826%, (6.15% - 1 mo. USD LIBOR), 12/15/41(3) | 82 | 12,054 | |
Series 4110, Class SA, 4.326%, (5.65% - 1 mo. USD LIBOR), 9/15/42(3) | 2,471 | 279,095 | |
Series 4149, Class S, 4.926%, (6.25% - 1 mo. USD LIBOR), 1/15/33(3) | 1,593 | 194,327 | |
Series 4188, Class AI, 3.50%, 4/15/28 | 786 | 40,089 | |
Series 4203, Class QS, 4.926%, (6.25% - 1 mo. USD LIBOR), 5/15/43(3) | 2,661 | 268,645 | |
Series 4408, Class IP, 3.50%, 4/15/44 | 1,658 | 208,559 | |
Series 4435, Class BI, 3.50%, 7/15/44 | 3,662 | 570,015 | |
Series 4629, Class QI, 3.50%, 11/15/46 | 1,412 | 267,888 | |
Series 4644, Class TI, 3.50%, 1/15/45 | 1,584 | 214,137 | |
Series 4667, Class PI, 3.50%, 5/15/42 | 506 | 7,352 | |
Series 4744, Class IO, 4.00%, 11/15/47 | 2,450 | 515,601 | |
Series 4749, Class IL, 4.00%, 12/15/47 | 1,088 | 219,200 | |
Series 4793, Class SD, 4.876%, (6.20% - 1 mo. USD LIBOR), 6/15/48(3) | 5,006 | 693,531 | |
Series 4966, Class SY, 4.426%, (6.05% - 1 mo. USD LIBOR), 4/25/50(3) | 12,678 | 1,955,640 | |
Principal Only:(5) | |||
Series 242, Class PO, 0.00%, 11/15/36 | 2,168 | 1,800,557 | |
Series 259, Class PO, 0.00%, 4/15/39 | 1,344 | 1,119,126 | |
Series 3606, Class PO, 0.00%, 12/15/39 | 1,428 | 1,153,798 | |
Series 4417, Class KO, 0.00%, 12/15/43 | 186 | 124,576 | |
Series 4478, Class PO, 0.00%, 5/15/45 | 664 | 526,913 | |
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, Series 2020-DNA4, Class M2, 5.374%, (1 mo. USD LIBOR + 3.75%), 8/25/50(1)(2) | 493 | 494,716 | |
Federal National Mortgage Association: | |||
Series G93-35, Class ZQ, 6.50%, 11/25/23 | 338 | 343,499 | |
Series G93-40, Class H, 6.40%, 12/25/23 | 75 | 76,631 | |
Series 1992-185, Class ZB, 7.00%, 10/25/22 | 1 | 1,057 | |
Series 1993-16, Class Z, 7.50%, 2/25/23 | 8 | 7,887 | |
Series 1993-22, Class PM, 7.40%, 2/25/23 | 6 | 6,373 | |
Series 1993-25, Class J, 7.50%, 3/25/23 | 15 | 15,064 | |
Series 1993-30, Class PZ, 7.50%, 3/25/23 | 21 | 21,028 | |
Series 1993-42, Class ZQ, 6.75%, 4/25/23 | 37 | 37,565 | |
Series 1993-56, Class PZ, 7.00%, 5/25/23 | 6 | 6,510 | |
Series 1993-156, Class ZB, 7.00%, 9/25/23 | 9 | 9,492 | |
Series 1994-45, Class Z, 6.50%, 2/25/24 | 76 | 77,331 |
Security | Principal Amount (000's omitted) | Value | |
Federal National Mortgage Association: (continued) | |||
Series 1994-89, Class ZQ, 8.00%, 7/25/24 | $ | 106 | $ 111,061 |
Series 1996-57, Class Z, 7.00%, 12/25/26 | 141 | 145,741 | |
Series 1997-77, Class Z, 7.00%, 11/18/27 | 90 | 94,656 | |
Series 1998-44, Class ZA, 6.50%, 7/20/28 | 92 | 96,808 | |
Series 1999-45, Class ZG, 6.50%, 9/25/29 | 27 | 28,484 | |
Series 2000-22, Class PN, 6.00%, 7/25/30 | 345 | 357,361 | |
Series 2002-1, Class G, 7.00%, 7/25/23 | 11 | 11,229 | |
Series 2002-21, Class PE, 6.50%, 4/25/32 | 243 | 262,653 | |
Series 2005-75, Class CS, 17.706%, (24.20% - 1 mo. USD LIBOR x 4.00), 9/25/35(3) | 646 | 859,695 | |
Series 2007-74, Class AC, 5.00%, 8/25/37 | 2,584 | 2,694,828 | |
Series 2011-49, Class NT, 6.00%, (66.00% - 1 mo. USD LIBOR x 10.00, Cap 6.00%), 6/25/41(3) | 251 | 253,816 | |
Series 2011-109, Class PE, 3.00%, 8/25/41 | 302 | 301,196 | |
Series 2012-134, Class ZT, 2.00%, 12/25/42 | 1,457 | 1,269,445 | |
Series 2013-6, Class TA, 1.50%, 1/25/43 | 1,465 | 1,386,664 | |
Series 2013-67, Class NF, 2.624%, (1 mo. USD LIBOR + 1.00%), 7/25/43(2) | 947 | 946,161 | |
Series 2014-64, Class PA, 3.00%, 3/25/44 | 136 | 136,245 | |
Series 2017-15, Class LE, 3.00%, 6/25/46 | 787 | 786,846 | |
Series 2017-48, Class LG, 2.75%, 5/25/47 | 1,632 | 1,547,022 | |
Interest Only:(4) | |||
Series 2011-101, Class IC, 3.50%, 10/25/26 | 2,396 | 107,227 | |
Series 2011-101, Class IE, 3.50%, 10/25/26 | 793 | 34,752 | |
Series 2012-33, Class CI, 3.50%, 3/25/27 | 1,435 | 53,714 | |
Series 2012-118, Class IN, 3.50%, 11/25/42 | 3,351 | 692,465 | |
Series 2012-124, Class IO, 1.057%, 11/25/42(6) | 1,765 | 73,828 | |
Series 2012-125, Class IG, 3.50%, 11/25/42 | 10,735 | 2,397,170 | |
Series 2012-150, Class SK, 4.526%, (6.15% - 1 mo. USD LIBOR), 1/25/43(3) | 2,051 | 384,894 | |
Series 2013-12, Class SP, 4.026%, (5.65% - 1 mo. USD LIBOR), 11/25/41(3) | 444 | 18,829 | |
Series 2013-15, Class DS, 4.576%, (6.20% - 1 mo. USD LIBOR), 3/25/33(3) | 4,969 | 479,161 | |
Series 2013-16, Class SY, 4.526%, (6.15% - 1 mo. USD LIBOR), 3/25/43(3) | 998 | 191,680 | |
Series 2013-54, Class HS, 4.676%, (6.30% - 1 mo. USD LIBOR), 10/25/41(3) | 268 | 4,236 | |
Series 2013-64, Class PS, 4.626%, (6.25% - 1 mo. USD LIBOR), 4/25/43(3) | 1,466 | 150,988 | |
Series 2013-75, Class SC, 4.626%, (6.25% - 1 mo. USD LIBOR), 7/25/42(3) | 2,208 | 107,871 | |
Series 2014-32, Class EI, 4.00%, 6/25/44 | 414 | 70,669 | |
Series 2014-55, Class IN, 3.50%, 7/25/44 | 915 | 182,006 | |
Series 2014-89, Class IO, 3.50%, 1/25/45 | 1,137 | 257,895 | |
Series 2015-52, Class MI, 3.50%, 7/25/45 | 1,048 | 212,025 | |
Series 2018-21, Class IO, 3.00%, 4/25/48 | 4,420 | 816,968 | |
Series 2019-1, Class AS, 4.376%, (6.00% - 1 mo. USD LIBOR), 2/25/49(3) | 7,265 | 658,627 |
3
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount (000's omitted) | Value | |
Interest Only: (continued) | |||
Series 2019-33, Class SK, 4.426%, (6.05% - 1 mo. USD LIBOR), 7/25/49(3) | $ | 5,243 | $ 554,141 |
Series 2020-23, Class SP, 4.426%, (6.05% - 1 mo. USD LIBOR), 2/25/50(3) | 4,115 | 633,671 | |
Principal Only:(5) | |||
Series 379, Class 1, 0.00%, 5/25/37 | 1,368 | 1,121,187 | |
Series 2006-8, Class WQ, 0.00%, 3/25/36 | 2,320 | 1,861,188 | |
Government National Mortgage Association: | |||
Series 2017-121, Class DF, 2.095%, (1 mo. USD LIBOR + 0.50%), 8/20/47(2) | 3,804 | 3,780,597 | |
Series 2017-137, Class AF, 2.095%, (1 mo. USD LIBOR + 0.50%), 9/20/47(2) | 1,993 | 1,979,665 | |
Series 2018-6, Class JZ, 4.00%, 1/20/48 | 4,951 | 5,364,433 | |
Series 2021-160, Class NZ, 3.00%, 9/20/51 | 1,651 | 1,513,977 | |
Series 2021-165, Class MZ, 2.50%, 9/20/51 | 9,000 | 7,398,102 | |
Interest Only:(4) | |||
Series 2017-104, Class SD, 4.605%, (6.20% - 1 mo. USD LIBOR), 7/20/47(3) | 2,926 | 335,783 | |
Series 2020-151, Class AI, 2.00%, 10/20/50 | 12,899 | 1,658,038 | |
Series 2020-154, Class PI, 2.50%, 10/20/50 | 11,876 | 1,619,518 | |
Series 2020-176, Class HI, 2.50%, 11/20/50 | 13,919 | 2,010,575 | |
Series 2021-131, Class QI, 3.00%, 7/20/51 | 12,405 | 1,459,563 | |
Series 2021-193, Class IU, 3.00%, 11/20/49 | 25,630 | 3,140,915 | |
Series 2021-209, Class IW, 3.00%, 11/20/51 | 16,913 | 2,018,160 | |
Total Collateralized Mortgage Obligations (identified cost $127,133,188) | $ 87,915,883 |
Commercial Mortgage-Backed Securities — 6.8% |
Security | Principal Amount (000's omitted) | Value | |
BAMLL Commercial Mortgage Securities Trust: | |||
Series 2019-BPR, Class ENM, 3.843%, 11/5/32(1)(6) | $ | 910 | $ 763,275 |
Series 2019-BPR, Class FNM, 3.843%, 11/5/32(1)(6) | 3,505 | 2,895,083 | |
BBCMS Mortgage Trust, Series 2017-C1, Class D, 3.493%, 2/15/50(1)(6) | 2,200 | 1,755,214 | |
BX Commercial Mortgage Trust, Series 2021-VOLT, Class C, 2.424%, (1 mo. USD LIBOR + 1.10%), 9/15/36(1)(2) | 2,000 | 1,865,244 | |
CFCRE Commercial Mortgage Trust: | |||
Series 2016-C3, Class D, 3.052%, 1/10/48(1)(6) | 3,500 | 2,793,012 | |
Series 2016-C7, Class D, 4.541%, 12/10/54(1)(6) | 1,675 | 1,333,441 | |
CGMS Commercial Mortgage Trust: | |||
Series 2015-P1, Class D, 3.225%, 9/15/48(1) | 1,100 | 935,251 | |
Series 2017-MDRB, Class C, 3.824%, (1 mo. USD LIBOR + 2.50%), 7/15/30(1)(2) | 5,000 | 4,996,614 |
Security | Principal Amount (000's omitted) | Value | |
COMM Mortgage Trust: | |||
Series 2013-CR11, Class D, 5.118%, 8/10/50(1)(6) | $ | 7,400 | $ 7,206,921 |
Series 2015-CR22, Class D, 4.071%, 3/10/48(1)(6) | 4,100 | 3,716,057 | |
CSMC Trust: | |||
Series 2016-NXSR, Class C, 4.598%, 12/15/49(6) | 2,770 | 2,211,225 | |
Series 2016-NXSR, Class D, 4.449%, 12/15/49(1)(6) | 3,000 | 2,157,990 | |
Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust: | |||
Series 2019-01, Class M7, 3.324%, (1 mo. USD LIBOR + 1.70%), 10/15/49(1)(2) | 14 | 14,081 | |
Series 2019-01, Class M10, 4.874%, (1 mo. USD LIBOR + 3.25%), 10/15/49(1)(2) | 1,620 | 1,510,127 | |
Series 2020-01, Class M10, 5.374%, (1 mo. USD LIBOR + 3.75%), 3/25/50(1)(2) | 2,000 | 1,804,653 | |
JPMBB Commercial Mortgage Securities Trust: | |||
Series 2014-C22, Class D, 4.702%, 9/15/47(1)(6) | 5,276 | 3,875,098 | |
Series 2014-C23, Class D, 4.133%, 9/15/47(1)(6) | 3,488 | 3,175,437 | |
Series 2014-C25, Class D, 4.086%, 11/15/47(1)(6) | 4,400 | 3,226,070 | |
Series 2015-C29, Class D, 3.684%, 5/15/48(6) | 2,000 | 1,526,669 | |
JPMorgan Chase Commercial Mortgage Securities Trust: | |||
Series 2013-C13, Class D, 4.212%, 1/15/46(1)(6) | 3,000 | 2,897,831 | |
Series 2013-C16, Class D, 5.004%, 12/15/46(1)(6) | 3,500 | 3,374,877 | |
Series 2014-DSTY, Class B, 3.771%, 6/10/27(1) | 2,600 | 737,100 | |
Series 2021-MHC, Class C, 2.624%, (1 mo. USD LIBOR + 1.30%), 4/15/38(1)(2) | 1,900 | 1,808,718 | |
MHC Commercial Mortgage Trust, Series 2021-MHC, Class C, 2.675%, (1 mo. USD LIBOR + 1.35%), 4/15/38(1)(2) | 2,100 | 1,997,493 | |
Morgan Stanley Bank of America Merrill Lynch Trust: | |||
Series 2015-C23, Class D, 4.281%, 7/15/50(1)(6)(7) | 2,000 | 1,816,116 | |
Series 2016-C29, Class D, 3.00%, 5/15/49(1)(7) | 3,577 | 2,847,659 | |
Series 2016-C32, Class D, 3.396%, 12/15/49(1)(6)(7) | 1,600 | 1,216,803 | |
Morgan Stanley Capital I Trust: | |||
Series 2016-UBS12, Class D, 3.312%, 12/15/49(1)(7) | 4,489 | 2,548,865 | |
Series 2017-CLS, Class F, 3.924%, (1 mo. USD LIBOR + 2.60%), 11/15/34(1)(2)(7) | 569 | 552,520 | |
Series 2019-BPR, Class C, 4.624%, (1 mo. USD LIBOR + 3.30%), 5/15/36(1)(2)(7) | 1,845 | 1,739,486 | |
UBS Commercial Mortgage Trust, Series 2012-C1, Class D, 6.659%, 5/10/45(1)(6) | 420 | 393,800 | |
UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class D, 4.298%, 4/10/46(1)(6) | 4,437 | 3,667,240 | |
VMC Finance, LLC, Series 2021-HT1, Class B, 6.112%, (1 mo. USD LIBOR + 4.50%), 1/18/37(1)(2) | 6,000 | 5,619,777 | |
Wells Fargo Commercial Mortgage Trust: | |||
Series 2013-LC12, Class D, 4.434%, 7/15/46(1)(6) | 3,000 | 1,170,000 | |
Series 2015-C31, Class D, 3.852%, 11/15/48 | 2,475 | 2,080,277 | |
Series 2015-LC22, Class C, 4.706%, 9/15/58(6) | 1,250 | 1,177,038 |
4
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount (000's omitted) | Value | |
Wells Fargo Commercial Mortgage Trust: (continued) | |||
Series 2016-C35, Class D, 3.142%, 7/15/48(1) | $ | 1,850 | $ 1,408,651 |
Series 2016-C36, Class D, 2.942%, 11/15/59(1) | 1,500 | 1,021,111 | |
Total Commercial Mortgage-Backed Securities (identified cost $94,951,997) | $ 85,836,824 |
Common Stocks — 0.5% |
Security | Shares | Value | |
Aerospace and Defense — 0.0%(8) | |||
IAP Global Services, LLC(9)(10)(11) | 31 | $ 136,771 | |
$ 136,771 | |||
Automotive — 0.0%(8) | |||
Dayco Products, LLC(9)(10)(11) | 27,250 | $ 125,622 | |
$ 125,622 | |||
Containers and Glass Products — 0.2% | |||
LG Newco Holdco, Inc.(10)(11) | 166,175 | $ 2,721,116 | |
$ 2,721,116 | |||
Electronics/Electrical — 0.1% | |||
Riverbed Technology, Inc.(10)(11) | 21,990 | $ 24,739 | |
Skillsoft Corp.(10)(11) | 143,062 | 503,578 | |
$ 528,317 | |||
Health Care — 0.0%(8) | |||
Akorn Holding Company, LLC, Class A(10)(11) | 42,374 | $ 254,244 | |
$ 254,244 | |||
Nonferrous Metals/Minerals — 0.0%(8) | |||
ACNR Holdings, Inc., Class A(10)(11) | 3,818 | $ 284,441 | |
$ 284,441 | |||
Oil and Gas — 0.1% | |||
AFG Holdings, Inc.(9)(10)(11) | 29,751 | $ 123,764 | |
McDermott International, Ltd.(10)(11) | 93,940 | 57,679 | |
Nine Point Energy Holdings, Inc.(9)(10)(12) | 29,787 | 0 | |
QuarterNorth Energy, Inc.(10)(11) | 10,461 | 1,320,701 | |
$ 1,502,144 | |||
Radio and Television — 0.1% | |||
Clear Channel Outdoor Holdings, Inc.(10)(11) | 74,443 | $ 79,654 |
Security | Shares | Value | |
Radio and Television (continued) | |||
Cumulus Media, Inc., Class A(10)(11) | 50,522 | $ 390,535 | |
iHeartMedia, Inc., Class A(10)(11) | 31,657 | 249,774 | |
$ 719,963 | |||
Retailers (Except Food and Drug) — 0.0%(8) | |||
David’s Bridal, LLC(9)(10)(11) | 40,851 | $ 0 | |
Phillips Pet Holding Corp.(9)(10)(11) | 582 | 200,208 | |
$ 200,208 | |||
Telecommunications — 0.0%(8) | |||
GEE Acquisition Holdings Corp.(9)(10)(11) | 37,259 | $ 381,905 | |
$ 381,905 | |||
Utilities — 0.0%(8) | |||
Longview Intermediate Holdings, LLC, Class A(10)(11) | 10,730 | $ 160,950 | |
$ 160,950 | |||
Total Common Stocks (identified cost $9,327,335) | $ 7,015,681 |
Convertible Bonds — 0.2% |
Security | Principal Amount* (000's omitted) | Value | |
Chemicals and Plastics — 0.0%(8) | |||
SGL Carbon SE, 3.00%, 9/20/23(13) | EUR | 300 | $ 311,524 |
$ 311,524 | |||
Semiconductors & Semiconductor Equipment — 0.1% | |||
ams-OSRAM AG, 0.875%, 9/28/22(13) | 1,000 | $ 978,394 | |
$ 978,394 | |||
Technology — 0.1% | |||
1Life Healthcare, Inc., 3.00%, 6/15/25 | 1,124 | $ 927,862 | |
$ 927,862 | |||
Total Convertible Bonds (identified cost $2,309,469) | $ 2,217,780 |
5
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Convertible Preferred Stocks — 0.2% |
Security | Shares | Value | |
Containers and Glass Products — 0.2% | |||
LG Newco Holdco, Inc., Series A, 13.00%(10)(11) | 25,199 | $ 3,162,535 | |
$ 3,162,535 | |||
Electronics/Electrical — 0.0%(8) | |||
Riverbed Technology, Inc., Series A, 6.50%, (1.50% cash, 5.00% PIK)(10)(11) | 7,179 | $ 48,461 | |
$ 48,461 | |||
Oil and Gas — 0.0% | |||
Nine Point Energy Holdings, Inc., Series A, 12.00%(9)(10)(12) | 555 | $ 0 | |
$ 0 | |||
Total Convertible Preferred Stocks (identified cost $2,093,357) | $ 3,210,996 |
Corporate Bonds — 51.2% |
Security | Principal Amount* (000's omitted) | Value | |
Aerospace and Defense — 0.9% | |||
Bombardier, Inc.: | |||
7.125%, 6/15/26(1) | 736 | $ 609,187 | |
7.875%, 4/15/27(1) | 795 | 663,873 | |
Moog, Inc., 4.25%, 12/15/27(1) | 955 | 829,317 | |
Rolls-Royce PLC, 5.75%, 10/15/27(1) | 2,954 | 2,670,135 | |
TransDigm UK Holdings PLC, 6.875%, 5/15/26 | 725 | 677,056 | |
TransDigm, Inc.: | |||
5.50%, 11/15/27 | 2,052 | 1,747,668 | |
6.25%, 3/15/26(1) | 2,408 | 2,328,608 | |
7.50%, 3/15/27 | 1,862 | 1,758,920 | |
$ 11,284,764 | |||
Agriculture — 0.1% | |||
Darling Ingredients, Inc., 6.00%, 6/15/30(1) | 707 | $ 705,816 | |
$ 705,816 | |||
Air Transport — 0.8% | |||
Air France-KLM, 1.875%, 1/16/25(13) | EUR | 200 | $ 177,046 |
American Airlines, Inc./AAdvantage Loyalty IP, Ltd.: | |||
5.50%, 4/20/26(1) | 3,023 | 2,788,113 | |
5.75%, 4/20/29(1) | 1,952 | 1,673,196 |
Security | Principal Amount* (000's omitted) | Value | |
Air Transport (continued) | |||
Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.75%, 10/20/28(1) | 1,016 | $ 960,519 | |
Deutsche Lufthansa AG: | |||
3.00%, 5/29/26(13) | EUR | 100 | 88,560 |
3.50%, 7/14/29(13) | EUR | 100 | 79,234 |
Gatwick Airport Finance PLC, 4.375%, 4/7/26(13) | GBP | 100 | 106,760 |
Heathrow Finance PLC, 5.25% to 12/1/23, 3/1/24(13)(14) | GBP | 125 | 148,570 |
Mileage Plus Holdings, LLC/Mileage Plus Intellectual Property Assets, Ltd., 6.50%, 6/20/27(1) | 2,418 | 2,383,725 | |
United Airlines, Inc.: | |||
4.375%, 4/15/26(1) | 835 | 738,741 | |
4.625%, 4/15/29(1) | 1,276 | 1,086,763 | |
$ 10,231,227 | |||
Airlines — 0.2% | |||
Air Canada: | |||
3.875%, 8/15/26(1) | 2,639 | $ 2,237,727 | |
4.625%, 8/15/29(1) | CAD | 717 | 474,689 |
$ 2,712,416 | |||
Automotive — 1.7% | |||
Adler Pelzer Holding GmbH, 4.125%, 4/1/24(13) | EUR | 100 | $ 81,577 |
Allison Transmission, Inc., 3.75%, 1/30/31(1) | 426 | 342,172 | |
Asbury Automotive Group, Inc.: | |||
4.625%, 11/15/29(1) | 512 | 423,772 | |
4.75%, 3/1/30 | 1,134 | 933,787 | |
5.00%, 2/15/32(1) | 217 | 177,719 | |
Clarios Global, L.P., 4.375%, 5/15/26(13) | EUR | 500 | 459,469 |
Clarios Global, L.P./Clarios U.S. Finance Co.: | |||
6.25%, 5/15/26(1) | 1,504 | 1,449,976 | |
6.75%, 5/15/25(1) | 432 | 428,496 | |
8.50%, 5/15/27(1) | 1,884 | 1,824,748 | |
Dana Financing Luxembourg S.a.r.l., 3.00%, 7/15/29(13) | EUR | 100 | 75,321 |
Faurecia S.E.: | |||
2.75%, 2/15/27(13) | EUR | 400 | 327,704 |
3.75%, 6/15/28(13) | EUR | 260 | 211,228 |
Ford Motor Co.: | |||
3.25%, 2/12/32 | 2,825 | 2,122,634 | |
4.75%, 1/15/43 | 274 | 196,058 | |
7.45%, 7/16/31 | 457 | 464,696 | |
9.625%, 4/22/30 | 201 | 224,465 | |
General Motors Co., 5.00%, 4/1/35 | 495 | 441,797 | |
GKN Holdings, Ltd., 4.625%, 5/12/32(13) | GBP | 120 | 130,314 |
6
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Automotive (continued) | |||
Goodyear Tire & Rubber Co. (The): | |||
5.00%, 7/15/29 | 2,056 | $ 1,705,590 | |
5.25%, 7/15/31 | 1,657 | 1,334,440 | |
IHO Verwaltungs GmbH, 6.375%, (6.375% cash or 7.125% PIK), 5/15/29(1)(15) | 200 | 174,400 | |
Jaguar Land Rover Automotive PLC, 2.20%, 1/15/24(13) | EUR | 100 | 95,073 |
Lithia Motors, Inc.: | |||
3.875%, 6/1/29(1) | 651 | 554,369 | |
4.375%, 1/15/31(1) | 1,696 | 1,448,723 | |
4.625%, 12/15/27(1) | 514 | 472,014 | |
Real Hero Merger Sub 2, Inc., 6.25%, 2/1/29(1) | 1,087 | 825,917 | |
Renault S.A.: | |||
1.25%, 6/24/25(13) | EUR | 300 | 273,584 |
2.375%, 5/25/26(13) | EUR | 100 | 90,098 |
2.50%, 6/2/27(13) | EUR | 200 | 169,040 |
Schaeffler AG, 3.375%, 10/12/28(13) | EUR | 100 | 85,237 |
Sonic Automotive, Inc.: | |||
4.625%, 11/15/29(1) | 1,297 | 1,006,673 | |
4.875%, 11/15/31(1) | 1,081 | 814,764 | |
TI Automotive Finance PLC, 3.75%, 4/15/29(13) | EUR | 212 | 155,871 |
Tupy Overseas S.A., 4.50%, 2/16/31(1) | 700 | 537,089 | |
Volkswagen International Finance N.V., 3.875% to 6/17/29(13)(16)(17) | EUR | 200 | 174,468 |
Wheel Pros, Inc., 6.50%, 5/15/29(1) | 1,305 | 923,999 | |
ZF North America Capital, Inc., 4.75%, 4/29/25(1) | 200 | 185,046 | |
$ 21,342,328 | |||
Banks and Thrifts — 0.7% | |||
Banco de Chile, 2.99%, 12/9/31(1) | 445 | $ 372,403 | |
Bank Hapoalim BM, 3.255% to 1/21/27, 1/21/32(1)(13)(17) | 800 | 688,000 | |
BankUnited, Inc., 5.125%, 6/11/30 | 481 | 466,373 | |
BBVA Bancomer S.A./Texas, 5.125% to 1/18/28, 1/18/33(1)(17) | 550 | 466,658 | |
BPCE S.A., 3.648% to 1/14/32, 1/14/37(1)(17) | 410 | 344,158 | |
Capital One Financial Corp., 3.273% to 3/1/29, 3/1/30(17) | 395 | 349,909 | |
Commonwealth Bank of Australia, 3.784%, 3/14/32(1) | 1,000 | 882,095 | |
Deutsche Bank AG, 7.125% to 4/30/26(13)(16)(17) | GBP | 500 | 542,931 |
Development Bank of Kazakhstan JSC, 2.95%, 5/6/31(13) | 1,252 | 947,620 | |
SVB Financial Group, 4.10% to 2/15/31(16)(17) | 1,930 | 1,336,939 | |
Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31(17) | 1,500 | 1,382,461 |
Security | Principal Amount* (000's omitted) | Value | |
Banks and Thrifts (continued) | |||
Unicaja Banco S.A., 4.875% to 11/18/26(13)(16)(17) | EUR | 600 | $ 483,780 |
United Overseas Bank, Ltd., 3.863% to 10/7/27, 10/7/32(1)(17) | 686 | 656,871 | |
$ 8,920,198 | |||
Beverage and Tobacco — 0.2% | |||
Anheuser-Busch InBev Worldwide, Inc.: | |||
3.50%, 6/1/30 | 749 | $ 702,815 | |
4.50%, 6/1/50 | 751 | 676,397 | |
BAT Capital Corp., 4.54%, 8/15/47 | 1,250 | 918,687 | |
$ 2,297,899 | |||
Brokerage/Securities Dealers/Investment Houses — 0.2% | |||
Bread Financial Holdings, Inc., 4.75%, 12/15/24(1) | 1,896 | $ 1,741,448 | |
Intrum AB, 3.50%, 7/15/26(13) | EUR | 200 | 175,960 |
$ 1,917,408 | |||
Building and Development — 1.9% | |||
Brookfield Property REIT, Inc./BPR Cumulus, LLC/BPR Nimbus, LLC/GGSI Sellco, LLC: | |||
4.50%, 4/1/27(1) | 1,916 | $ 1,592,187 | |
5.75%, 5/15/26(1) | 1,592 | 1,457,126 | |
Builders FirstSource, Inc.: | |||
4.25%, 2/1/32(1) | 1,546 | 1,179,729 | |
5.00%, 3/1/30(1) | 2,150 | 1,824,759 | |
Empire Communities Corp., 7.00%, 12/15/25(1) | 1,627 | 1,287,656 | |
Greystar Real Estate Partners, LLC, 5.75%, 12/1/25(1) | 1,396 | 1,323,792 | |
HT Troplast GmbH, 9.25%, 7/15/25(13) | EUR | 315 | 293,793 |
James Hardie International Finance DAC, 3.625%, 10/1/26(13) | EUR | 300 | 291,572 |
Masonite International Corp., 5.375%, 2/1/28(1) | 570 | 516,924 | |
MDC Holdings, Inc., 2.50%, 1/15/31 | 837 | 618,629 | |
MIWD Holdco II, LLC/MIWD Finance Corp., 5.50%, 2/1/30(1) | 1,149 | 926,069 | |
Oscar AcquisitionCo, LLC/Oscar Finance, Inc., 9.50%, 4/15/30(1) | 672 | 533,764 | |
Patrick Industries, Inc., 4.75%, 5/1/29(1) | 1,187 | 885,134 | |
PGT Innovations, Inc., 4.375%, 10/1/29(1) | 1,066 | 841,985 | |
SRM Escrow Issuer, LLC, 6.00%, 11/1/28(1) | 3,078 | 2,610,113 | |
SRS Distribution, Inc.: | |||
6.00%, 12/1/29(1) | 1,100 | 865,249 | |
6.125%, 7/1/29(1) | 1,195 | 944,534 | |
Standard Industries, Inc.: | |||
2.25%, 11/21/26(13) | EUR | 500 | 411,506 |
3.375%, 1/15/31(1) | 1,634 | 1,208,430 |
7
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Building and Development (continued) | |||
Standard Industries, Inc.: (continued) | |||
4.375%, 7/15/30(1) | 1,779 | $ 1,406,451 | |
5.00%, 2/15/27(1) | 457 | 408,547 | |
Taylor Morrison Communities, Inc.: | |||
5.75%, 1/15/28(1) | 1,062 | 956,040 | |
5.875%, 6/15/27(1) | 808 | 746,071 | |
Victoria PLC, 3.625%, 8/24/26(13) | EUR | 485 | 397,024 |
White Cap Buyer, LLC, 6.875%, 10/15/28(1) | 439 | 351,806 | |
White Cap Parent, LLC, 8.25%, (8.25% cash or 9.00% PIK), 3/15/26(1)(15) | 691 | 576,325 | |
$ 24,455,215 | |||
Business Equipment and Services — 1.1% | |||
Adtalem Global Education, Inc., 5.50%, 3/1/28(1) | 1,177 | $ 1,052,550 | |
Allied Universal Holdco, LLC: | |||
3.625%, 6/1/28(13) | EUR | 100 | 79,668 |
4.625%, 6/1/28(1) | 1,325 | 1,083,562 | |
4.875%, 6/1/28(13) | GBP | 100 | 96,060 |
9.75%, 7/15/27(1) | 1,148 | 974,715 | |
Allied Universal Holdco, LLC/Allied Universal Finance Corp., 6.625%, 7/15/26(1) | 2,443 | 2,246,510 | |
CDW, LLC/CDW Finance Corp., 3.276%, 12/1/28 | 447 | 386,423 | |
GEMS MENASA Cayman, Ltd./GEMS Education Delaware, LLC: | |||
7.125%, 7/31/26(1) | 2,576 | 2,433,840 | |
7.125%, 7/31/26(13) | 350 | 330,685 | |
Iron Mountain, Inc.: | |||
4.50%, 2/15/31(1) | 750 | 615,000 | |
5.00%, 7/15/28(1) | 94 | 83,429 | |
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 7/30/26(13) | EUR | 264 | 234,652 |
Techem Verwaltungsgesellschaft 675 mbH, 2.00%, 7/15/25(13) | EUR | 153 | 141,056 |
Terminix Co., LLC (The), 7.45%, 8/15/27 | 3,993 | 4,481,643 | |
$ 14,239,793 | |||
Cable and Satellite Television — 1.8% | |||
Altice France S.A.: | |||
3.375%, 1/15/28(13) | EUR | 100 | $ 78,765 |
5.125%, 7/15/29(1) | 767 | 581,497 | |
5.50%, 1/15/28(1) | 841 | 680,041 | |
5.50%, 10/15/29(1) | 755 | 579,074 | |
8.125%, 2/1/27(1) | 4,904 | 4,522,224 | |
CCO Holdings, LLC/CCO Holdings Capital Corp.: | |||
4.25%, 2/1/31(1) | 2,263 | 1,850,625 |
Security | Principal Amount* (000's omitted) | Value | |
Cable and Satellite Television (continued) | |||
CCO Holdings, LLC/CCO Holdings Capital Corp.: (continued) | |||
4.50%, 8/15/30(1) | 2,140 | $ 1,783,654 | |
4.50%, 5/1/32 | 771 | 626,889 | |
4.75%, 3/1/30(1) | 1,789 | 1,535,526 | |
4.75%, 2/1/32(1) | 1,044 | 857,437 | |
5.00%, 2/1/28(1) | 1,755 | 1,625,402 | |
5.375%, 6/1/29(1) | 595 | 533,072 | |
Charter Communications Operating, LLC/Charter Communications Operating Capital, 4.80%, 3/1/50 | 975 | 774,505 | |
Comcast Corp., 1.95%, 1/15/31 | 1,000 | 832,807 | |
CSC Holdings, LLC: | |||
3.375%, 2/15/31(1) | 698 | 518,024 | |
5.875%, 9/15/22 | 1,085 | 1,081,159 | |
6.50%, 2/1/29(1) | 543 | 491,480 | |
7.50%, 4/1/28(1) | 619 | 518,499 | |
UPC Holding B.V., 5.50%, 1/15/28(1) | 593 | 507,718 | |
UPCB Finance VII, Ltd., 3.625%, 6/15/29(13) | EUR | 300 | 260,353 |
Virgin Media Finance PLC, 5.00%, 7/15/30(1) | 946 | 752,250 | |
Virgin Media Secured Finance PLC, 5.00%, 4/15/27(13) | GBP | 100 | 110,612 |
Virgin Media Vendor Financing Notes III DAC, 4.875%, 7/15/28(13) | GBP | 200 | 195,985 |
Virgin Media Vendor Financing Notes IV DAC, 5.00%, 7/15/28(1) | 425 | 352,284 | |
Ziggo B.V., 4.875%, 1/15/30(1) | 628 | 534,194 | |
Ziggo Bond Co., B.V.: | |||
3.375%, 2/28/30(13) | EUR | 230 | 169,805 |
6.00%, 1/15/27(1) | 745 | 660,245 | |
$ 23,014,126 | |||
Capital Markets — 0.2% | |||
BWX Technologies, Inc.: | |||
4.125%, 6/30/28(1) | 948 | $ 845,493 | |
4.125%, 4/15/29(1) | 733 | 644,450 | |
Valmont Industries, Inc., 5.25%, 10/1/54 | 610 | 583,217 | |
$ 2,073,160 | |||
Chemicals and Plastics — 0.6% | |||
Alpek SAB de CV, 4.25%, 9/18/29(1) | 610 | $ 549,464 | |
ASP Unifrax Holdings, Inc., 5.25%, 9/30/28(1) | 826 | 660,635 | |
Herens Holdco S.a.r.l., 4.75%, 5/15/28(1) | 545 | 453,606 | |
Herens Midco S.a.r.l., 5.25%, 5/15/29(13) | EUR | 156 | 108,082 |
INEOS Quattro Finance 2 PLC, 2.50%, 1/15/26(13) | EUR | 154 | 136,260 |
NOVA Chemicals Corp.: | |||
4.25%, 5/15/29(1) | 1,242 | 972,691 |
8
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Chemicals and Plastics (continued) | |||
NOVA Chemicals Corp.: (continued) | |||
4.875%, 6/1/24(1) | 874 | $ 832,461 | |
Nufarm Australia, Ltd./Nufarm Americas, Inc., 5.00%, 1/27/30(1) | 1,307 | 1,107,356 | |
OCI N.V., 3.625%, 10/15/25(13) | EUR | 180 | 185,122 |
Valvoline, Inc.: | |||
3.625%, 6/15/31(1) | 802 | 643,124 | |
4.25%, 2/15/30(1) | 790 | 661,032 | |
WR Grace Holdings, LLC, 4.875%, 6/15/27(1) | 1,472 | 1,282,833 | |
$ 7,592,666 | |||
Clothing/Textiles — 0.1% | |||
Hanesbrands Finance Luxembourg SCA, 3.50%, 6/15/24(13) | EUR | 200 | $ 194,374 |
PrestigeBidCo GmbH, 6.25%, 12/15/23(13) | EUR | 265 | 270,662 |
William Carter Co. (The), 5.625%, 3/15/27(1) | 811 | 760,884 | |
$ 1,225,920 | |||
Commercial Services — 1.1% | |||
Abertis Infraestructuras Finance B.V., 3.248% to 11/24/25(13)(16)(17) | EUR | 300 | $ 252,484 |
APi Escrow Corp., 4.75%, 10/15/29(1) | 1,079 | 872,792 | |
Autostrade per l'Italia SpA, 2.00%, 12/4/28(13) | EUR | 700 | 601,926 |
Avis Budget Car Rental, LLC/Avis Budget Finance, Inc., 5.375%, 3/1/29(1) | 792 | 659,981 | |
BCP V Modular Services Finance II PLC, 4.75%, 11/30/28(13) | EUR | 100 | 83,584 |
Block Financial, LLC, 3.875%, 8/15/30 | 988 | 889,543 | |
EC Finance PLC, 3.00%, 10/15/26(13) | EUR | 102 | 93,916 |
HealthEquity, Inc., 4.50%, 10/1/29(1) | ��� 1,258 | 1,102,322 | |
Korn Ferry, 4.625%, 12/15/27(1) | 355 | 319,291 | |
LABL, Inc.: | |||
5.875%, 11/1/28(1) | 507 | 410,316 | |
8.25%, 11/1/29(1) | 1,016 | 768,985 | |
Loxam S.A.S.: | |||
3.25%, 1/14/25(13) | EUR | 200 | 189,667 |
4.25%, 4/15/24(13) | EUR | 200 | 201,825 |
Metis Merger Sub, LLC, 6.50%, 5/15/29(1) | 782 | 622,689 | |
MoneyGram International, Inc., 5.375%, 8/1/26(1) | 1,509 | 1,439,209 | |
Mooney Group SpA, 3.875%, (3 mo. EURIBOR + 3.875%), 12/17/26(2)(13) | EUR | 110 | 109,067 |
NESCO Holdings II, Inc., 5.50%, 4/15/29(1) | 1,282 | 1,077,431 | |
Nexi SpA, 1.75%, 10/31/24(13) | EUR | 200 | 194,026 |
PROG Holdings, Inc., 6.00%, 11/15/29(1) | 1,085 | 821,850 | |
S&P Global, Inc., 2.90%, 3/1/32(1) | 1,000 | 891,972 |
Security | Principal Amount* (000's omitted) | Value | |
Commercial Services (continued) | |||
Verisure Midholding AB, 5.25%, 2/15/29(13) | EUR | 175 | $ 140,269 |
WASH Multifamily Acquisition, Inc., 5.75%, 4/15/26(1) | 2,060 | 1,945,062 | |
$ 13,688,207 | |||
Computers — 0.6% | |||
Booz Allen Hamilton, Inc.: | |||
3.875%, 9/1/28(1) | 1,341 | $ 1,188,937 | |
4.00%, 7/1/29(1) | 717 | 626,382 | |
Condor Merger Sub, Inc., 7.375%, 2/15/30(1) | 1,121 | 914,433 | |
Presidio Holdings, Inc., 8.25%, 2/1/28(1) | 3,176 | 2,796,530 | |
Seagate HDD Cayman: | |||
3.125%, 7/15/29 | 865 | 679,967 | |
5.75%, 12/1/34 | 995 | 877,393 | |
$ 7,083,642 | |||
Conglomerates — 0.1% | |||
Spectrum Brands, Inc.: | |||
5.00%, 10/1/29(1) | 406 | $ 351,645 | |
5.50%, 7/15/30(1) | 1,135 | 1,023,399 | |
$ 1,375,044 | |||
Consumer Products — 0.1% | |||
Central Garden & Pet Co.: | |||
4.125%, 10/15/30 | 488 | $ 401,031 | |
5.125%, 2/1/28 | 214 | 192,414 | |
$ 593,445 | |||
Containers and Glass Products — 0.3% | |||
Ardagh Metal Packaging Finance USA, LLC/Ardagh Metal Packaging Finance PLC: | |||
3.00%, 9/1/29(13) | EUR | 200 | $ 156,815 |
4.00%, 9/1/29(1) | 1,177 | 948,109 | |
Canpack S.A./Canpack U.S., LLC, 3.875%, 11/15/29(1) | 2,027 | 1,584,404 | |
Crown Americas, LLC/Crown Americas Capital Corp. V, 4.25%, 9/30/26 | 660 | 609,942 | |
Crown Americas, LLC/Crown Americas Capital Corp. VI, 4.75%, 2/1/26 | 750 | 715,136 | |
Graphic Packaging International, LLC, 2.625%, 2/1/29(13) | EUR | 100 | 85,697 |
Verallia S.A., 1.875%, 11/10/31(13) | EUR | 100 | 78,423 |
$ 4,178,526 | |||
Cosmetics/Toiletries — 0.2% | |||
Edgewell Personal Care Co.: | |||
4.125%, 4/1/29(1) | 441 | $ 364,816 |
9
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Cosmetics/Toiletries (continued) | |||
Edgewell Personal Care Co.: (continued) | |||
5.50%, 6/1/28(1) | 1,067 | $ 972,912 | |
Natura & Co. Luxembourg Holdings S.a.r.l., 6.00%, 4/19/29(1) | 200 | 176,458 | |
Natura Cosmeticos S.A., 4.125%, 5/3/28(1) | 643 | 530,347 | |
$ 2,044,533 | |||
Distribution & Wholesale — 0.5% | |||
BCPE Empire Holdings, Inc., 7.625%, 5/1/27(1) | 2,799 | $ 2,282,529 | |
Ferguson Finance PLC, 4.65%, 4/20/32(1) | 600 | 566,485 | |
Parts Europe S.A.: | |||
4.00%, (3 mo. EURIBOR + 4.00%), 7/20/27(2)(13) | EUR | 128 | 126,103 |
6.50%, 7/16/25(13) | EUR | 100 | 105,008 |
Performance Food Group, Inc.: | |||
4.25%, 8/1/29(1) | 2,429 | 2,033,024 | |
5.50%, 10/15/27(1) | 935 | 867,212 | |
$ 5,980,361 | |||
Diversified Financial Services — 2.0% | |||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 1.65%, 10/29/24 | 599 | $ 553,735 | |
American AgCredit Corp., Series QIB, 5.25% to 6/15/26(1)(16)(17) | 410 | 376,688 | |
BrightSphere Investment Group, Inc., 4.80%, 7/27/26 | 2,195 | 2,003,552 | |
Cantor Fitzgerald, L.P., 4.50%, 4/14/27(1) | 1,650 | 1,587,263 | |
CI Financial Corp., 3.20%, 12/17/30 | 1,000 | 782,936 | |
Coinbase Global, Inc.: | |||
3.375%, 10/1/28(1) | 227 | 143,532 | |
3.625%, 10/1/31(1) | 534 | 301,449 | |
Discover Bank, 4.682% to 8/9/23, 8/9/28(17) | 1,750 | 1,701,987 | |
Enact Holdings, Inc., 6.50%, 8/15/25(1) | 750 | 708,743 | |
Encore Capital Group, Inc.: | |||
4.25%, (3 mo. EURIBOR + 4.25%), 1/15/28(2)(13) | EUR | 600 | 583,184 |
5.375%, 2/15/26(13) | GBP | 100 | 114,502 |
Jane Street Group/JSG Finance, Inc., 4.50%, 11/15/29(1) | ��1,823 | 1,625,761 | |
Jefferson Capital Holdings, LLC, 6.00%, 8/15/26(1) | 1,275 | 1,117,894 | |
Jerrold Finco PLC, 4.875%, 1/15/26(13) | GBP | 200 | 215,036 |
Lincoln Financing S.a.r.l., 3.625%, 4/1/24(13) | EUR | 245 | 249,199 |
Louvre Bidco S.A.S., 6.50%, 9/30/24(13) | EUR | 400 | 401,889 |
Oxford Finance, LLC/Oxford Finance Co-Issuer II, Inc., 6.375%, 2/1/27(1) | 1,209 | 1,159,890 | |
PRA Group, Inc.: | |||
5.00%, 10/1/29(1) | 901 | 747,847 | |
7.375%, 9/1/25(1) | 1,566 | 1,525,652 |
Security | Principal Amount* (000's omitted) | Value | |
Diversified Financial Services (continued) | |||
ProGroup AG, 3.00%, 3/31/26(13) | EUR | 400 | $ 370,564 |
Rocket Mortgage, LLC/Rocket Mortgage Co.-Issuer, Inc.: | |||
3.625%, 3/1/29(1) | 1,035 | 815,746 | |
3.875%, 3/1/31(1) | 600 | 451,287 | |
Sherwood Financing PLC, 6.00%, 11/15/26(13) | GBP | 150 | 147,204 |
Stifel Financial Corp., 4.00%, 5/15/30 | 769 | 715,267 | |
Synchrony Financial, 4.875%, 6/13/25 | 602 | 595,906 | |
UniCredit SpA: | |||
5.861% to 6/19/27, 6/19/32(1)(17) | 715 | 629,976 | |
7.296% to 4/2/29, 4/2/34(1)(17) | 500 | 459,944 | |
Unifin Financiera SAB de CV, 7.375%, 2/12/26(1) | 620 | 405,132 | |
VistaJet Malta Finance PLC/XO Management Holding, Inc., 6.375%, 2/1/30(1) | 1,536 | 1,232,855 | |
Vivion Investments S.a.r.l.: | |||
3.00%, 8/8/24(13) | EUR | 3,200 | 2,906,259 |
3.50%, 11/1/25(13) | EUR | 100 | 89,318 |
$ 24,720,197 | |||
Drugs — 0.9% | |||
AdaptHealth, LLC: | |||
4.625%, 8/1/29(1) | 405 | $ 333,649 | |
5.125%, 3/1/30(1) | 1,019 | 860,269 | |
6.125%, 8/1/28(1) | 685 | 606,848 | |
Bausch Health Companies, Inc.: | |||
5.25%, 1/30/30(1) | 216 | 112,219 | |
9.00%, 12/15/25(1) | 1,536 | 1,139,067 | |
Endo DAC/Endo Finance, LLC/Endo Finco, Inc., 5.875%, 10/15/24(1) | 649 | 496,485 | |
Endo Luxembourg Finance Co. I S.a.r.l./Endo US, Inc., 6.125%, 4/1/29(1) | 1,550 | 1,174,761 | |
Gruenenthal GmbH, 3.625%, 11/15/26(13) | EUR | 300 | 285,300 |
Hikma Finance USA, LLC, 3.25%, 7/9/25(13) | 1,250 | 1,188,150 | |
Jazz Securities DAC, 4.375%, 1/15/29(1) | 1,371 | 1,222,180 | |
Nidda Healthcare Holding GmbH, 3.50%, 9/30/24(13) | EUR | 400 | 372,233 |
Organon & Co./Organon Foreign Debt Co.-Issuer B.V., 5.125%, 4/30/31(1) | 1,037 | 898,530 | |
Perrigo Finance Unlimited Co., 4.40%, 6/15/30 | 2,836 | 2,534,763 | |
$ 11,224,454 | |||
Ecological Services and Equipment — 0.5% | |||
Clean Harbors, Inc.: | |||
4.875%, 7/15/27(1) | 551 | $ 505,146 | |
5.125%, 7/15/29(1) | 332 | 301,903 |
10
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Ecological Services and Equipment (continued) | |||
Covanta Holding Corp.: | |||
4.875%, 12/1/29(1) | 1,536 | $ 1,252,009 | |
5.00%, 9/1/30 | 319 | 261,093 | |
GFL Environmental, Inc.: | |||
3.50%, 9/1/28(1) | 1,679 | 1,442,269 | |
3.75%, 8/1/25(1) | 776 | 721,086 | |
4.75%, 6/15/29(1) | 2,095 | 1,736,860 | |
Paprec Holding S.A., 3.50%, 7/1/28(13) | EUR | 129 | 106,033 |
$ 6,326,399 | |||
Electric Utilities — 1.0% | |||
Berkshire Hathaway Energy Co., 5.15%, 11/15/43 | 385 | $ 394,507 | |
Consolidated Edison Co. of New York, Inc., 4.125%, 5/15/49 | 400 | 353,189 | |
ContourGlobal Power Holdings S.A., 4.125%, 8/1/25(13) | EUR | 200 | 191,670 |
Drax Finco PLC, 6.625%, 11/1/25(1) | 1,119 | 1,093,554 | |
Duke Energy Corp., 3.50%, 6/15/51 | 1,061 | 801,497 | |
Edison International, 3.55%, 11/15/24 | 614 | 599,580 | |
EDP - Energias de Portugal S.A., 4.496% to 1/30/24, 4/30/79(13)(17) | EUR | 300 | 305,292 |
FirstEnergy Corp.: | |||
2.65%, 3/1/30 | 410 | 338,849 | |
Series B, 4.40%, 7/15/27 | 1,630 | 1,540,456 | |
Liberty Utilities Finance GP 1, 2.05%, 9/15/30(1) | 526 | 431,848 | |
Pattern Energy Operations, L.P./Pattern Energy Operations, Inc., 4.50%, 8/15/28(1) | 1,112 | 969,514 | |
Public Power Corp S.A., 3.875%, 3/30/26(13) | EUR | 200 | 183,941 |
Southern California Edison Co., 4.00%, 4/1/47 | 845 | 687,064 | |
Southern Co. (The): | |||
4.40%, 7/1/46 | 971 | 845,907 | |
5.113%, 8/1/27 | 1,994 | 2,012,430 | |
Virginia Electric & Power Co., 4.00%, 1/15/43 | 410 | 359,459 | |
WESCO Distribution, Inc.: | |||
7.125%, 6/15/25(1) | 1,024 | 1,023,872 | |
7.25%, 6/15/28(1) | 915 | 907,149 | |
$ 13,039,778 | |||
Electronics/Electrical — 0.9% | |||
Electricite de France S.A., 2.875% to 12/15/26(13)(16)(17) | EUR | 400 | $ 326,960 |
Engie Energia Chile S.A., 3.40%, 1/28/30(1) | 960 | 817,114 | |
II-VI, Inc., 5.00%, 12/15/29(1) | 1,055 | 923,004 | |
Imola Merger Corp., 4.75%, 5/15/29(1) | 3,082 | 2,588,849 | |
Jabil, Inc., 3.00%, 1/15/31 | 1,040 | 874,485 | |
LogMeIn, Inc., 5.50%, 9/1/27(1) | 74 | 51,699 |
Security | Principal Amount* (000's omitted) | Value | |
Electronics/Electrical (continued) | |||
Nobel Bidco B.V., 3.125%, 6/15/28(13) | EUR | 150 | $ 106,682 |
Open Text Corp., 3.875%, 2/15/28(1) | 1,009 | 898,883 | |
Open Text Holdings, Inc., 4.125%, 2/15/30(1) | 883 | 765,177 | |
RWE AG, 6.625% to 3/30/26, 7/30/75(13)(17) | 266 | 262,599 | |
Sensata Technologies B.V., 5.00%, 10/1/25(1) | 447 | 429,860 | |
Sensata Technologies, Inc.: | |||
3.75%, 2/15/31(1) | 1,660 | 1,333,362 | |
4.375%, 2/15/30(1) | 627 | 534,808 | |
SS&C Technologies, Inc., 5.50%, 9/30/27(1) | 517 | 483,757 | |
Verisure Holding AB: | |||
3.25%, 2/15/27(13) | EUR | 200 | 173,821 |
5.00%, (3 mo. EURIBOR + 5.00%), 4/15/25(2)(13) | EUR | 100 | 101,802 |
$ 10,672,862 | |||
Energy — 0.5% | |||
Enviva Partners, L.P./Enviva Partners Finance Corp., 6.50%, 1/15/26(1) | 1,988 | $ 1,923,420 | |
New Fortress Energy, Inc., 6.50%, 9/30/26(1) | 2,374 | 2,154,634 | |
Sunoco, L.P./Sunoco Finance Corp.: | |||
4.50%, 5/15/29 | 884 | 730,377 | |
4.50%, 4/30/30(1) | 1,692 | 1,369,139 | |
$ 6,177,570 | |||
Engineering & Construction — 0.4% | |||
Brundage-Bone Concrete Pumping Holdings, Inc., 6.00%, 2/1/26(1) | 1,038 | $ 880,451 | |
Dycom Industries, Inc., 4.50%, 4/15/29(1) | 1,389 | 1,215,882 | |
TopBuild Corp., 4.125%, 2/15/32(1) | 1,562 | 1,205,467 | |
VM Consolidated, Inc., 5.50%, 4/15/29(1) | 1,899 | 1,517,330 | |
$ 4,819,130 | |||
Entertainment — 1.1% | |||
Banijay Entertainment SASU, 3.50%, 3/1/25(13) | EUR | 200 | $ 187,680 |
Caesars Entertainment, Inc.: | |||
4.625%, 10/15/29(1) | 529 | 412,728 | |
6.25%, 7/1/25(1) | 2,521 | 2,438,097 | |
8.125%, 7/1/27(1) | 1,589 | 1,538,668 | |
CDI Escrow Issuer, Inc., 5.75%, 4/1/30(1) | 1,751 | 1,597,105 | |
CPUK Finance, Ltd.: | |||
4.50%, 8/28/27(13) | GBP | 100 | 109,496 |
4.875%, 8/28/25(13) | GBP | 235 | 266,981 |
Gamma Bidco SpA: | |||
5.125%, 7/15/25(13) | EUR | 200 | 189,504 |
6.25%, 7/15/25(13) | EUR | 100 | 97,975 |
Jacobs Entertainment, Inc., 6.75%, 2/15/29(1) | 1,721 | 1,457,787 |
11
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Entertainment (continued) | |||
Live Nation Entertainment, Inc., 4.75%, 10/15/27(1) | 1,226 | $ 1,090,539 | |
Magallanes, Inc., 5.05%, 3/15/42(1) | 555 | 473,045 | |
Pinewood Finance Co., Ltd., 3.25%, 9/30/25(13) | GBP | 200 | 212,419 |
Powdr Corp., 6.00%, 8/1/25(1) | 1,402 | 1,398,600 | |
Scientific Games International, Inc., 7.00%, 5/15/28(1) | 1,647 | 1,547,958 | |
Speedway Motorsports, LLC/Speedway Funding II, Inc., 4.875%, 11/1/27(1) | 1,515 | 1,343,142 | |
$ 14,361,724 | |||
Equipment Leasing — 0.0%(8) | |||
Ashtead Capital, Inc., 4.25%, 11/1/29(1) | 526 | $ 463,264 | |
$ 463,264 | |||
Financial Intermediaries — 2.1% | |||
Ally Financial, Inc., Series B, 4.70% to 5/15/26(16)(17) | 1,647 | $ 1,311,242 | |
Alpha Holding S.A. de CV: | |||
9.00%, 2/10/25(1)(18) | 765 | 49,725 | |
10.00%, 12/19/22(1)(18) | 200 | 11,950 | |
Blackstone Private Credit Fund, 4.70%, 3/24/25(1) | 2,000 | 1,923,216 | |
Citigroup, Inc., 3.98% to 3/20/29, 3/20/30(17) | 1,700 | 1,591,400 | |
Ford Motor Credit Co., LLC: | |||
1.744%, 7/19/24 | EUR | 200 | 194,114 |
2.386%, 2/17/26 | EUR | 200 | 183,823 |
2.646% (3 mo. USD LIBOR + 1.235%), 2/15/23(2) | 479 | 475,053 | |
2.90%, 2/16/28 | 420 | 339,106 | |
3.021%, 3/6/24 | EUR | 200 | 201,439 |
3.087%, 1/9/23 | 439 | 435,219 | |
3.37%, 11/17/23 | 513 | 500,688 | |
3.625%, 6/17/31 | 1,307 | 1,017,160 | |
3.815%, 11/2/27 | 1,984 | 1,690,338 | |
4.00%, 11/13/30 | 995 | 808,209 | |
4.125%, 8/17/27 | 2,739 | 2,419,592 | |
4.25%, 9/20/22 | 500 | 499,867 | |
4.271%, 1/9/27 | 476 | 427,858 | |
5.125%, 6/16/25 | 938 | 897,704 | |
5.584%, 3/18/24 | 257 | 256,198 | |
Goldman Sachs Group, Inc. (The), 3.615% to 3/15/27, 3/15/28(17) | 1,496 | 1,416,949 | |
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.: | |||
5.25%, 5/15/27 | 1,614 | 1,433,224 | |
6.25%, 5/15/26 | 1,095 | 1,027,318 | |
6.375%, 12/15/25 | 820 | 776,667 | |
JPMorgan Chase & Co.: | |||
2.545% to 11/8/31, 11/8/32(17) | 1,500 | 1,247,782 |
Security | Principal Amount* (000's omitted) | Value | |
Financial Intermediaries (continued) | |||
JPMorgan Chase & Co.: (continued) | |||
Series HH, 4.60% to 2/1/25(16)(17) | 1,674 | $ 1,417,913 | |
Macquarie Group, Ltd., 2.871% to 1/14/32, 1/14/33(1)(17) | 1,007 | 822,462 | |
MSCI, Inc.: | |||
3.625%, 9/1/30(1) | 520 | 434,415 | |
3.875%, 2/15/31(1) | 899 | 771,243 | |
Synovus Financial Corp., 5.90% to 2/7/24, 2/7/29(17) | 1,011 | 977,499 | |
UBS Group AG, 4.375% to 2/10/31(1)(16)(17) | 801 | 588,014 | |
$ 26,147,387 | |||
Financial Services — 0.7% | |||
Banco BTG Pactual S.A., 4.50%, 1/10/25(1) | 1,100 | $ 1,060,906 | |
Bank of America Corp.: | |||
1.922% to 10/24/30, 10/24/31(17) | 1,819 | 1,454,652 | |
3.846% to 3/8/32, 3/8/37(17) | 1,210 | 1,047,228 | |
Brookfield Finance, Inc., 4.70%, 9/20/47 | 1,050 | 921,949 | |
Carlyle Finance Subsidiary, LLC, 3.50%, 9/19/29(1) | 1,000 | 907,366 | |
Nordea Bank Abp, 4.625% to 9/13/28, 9/13/33(1)(17) | 1,515 | 1,457,353 | |
Vietnam Debt and Asset Trading Corp., 1.00%, 10/10/25(13) | 2,600 | 2,239,315 | |
$ 9,088,769 | |||
Food Products — 0.9% | |||
Bellis Acquisition Co. PLC, 3.25%, 2/16/26(13) | GBP | 200 | $ 189,899 |
HLF Financing S.a.r.l., LLC/Herbalife International, Inc., 4.875%, 6/1/29(1) | 747 | 516,558 | |
Ingles Markets, Inc., 4.00%, 6/15/31(1) | 854 | 740,038 | |
JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc., 5.50%, 1/15/30(1) | 2,139 | 2,027,621 | |
Kraft Heinz Foods Co.: | |||
3.875%, 5/15/27 | 1,198 | 1,159,603 | |
4.25%, 3/1/31 | 1,439 | 1,370,019 | |
4.375%, 6/1/46 | 282 | 235,467 | |
4.625%, 10/1/39 | 425 | 373,740 | |
5.50%, 6/1/50 | 245 | 235,752 | |
Nomad Foods Bondco PLC, 2.50%, 6/24/28(13) | EUR | 336 | 277,735 |
Pilgrim's Pride Corp., 3.50%, 3/1/32(1) | 2,387 | 1,869,773 | |
Post Holdings, Inc.: | |||
4.50%, 9/15/31(1) | 900 | 738,720 | |
4.625%, 4/15/30(1) | 1,158 | 979,043 | |
Premier Foods Financing PLC, 3.50%, 10/15/26(13) | GBP | 125 | 132,944 |
Smithfield Foods, Inc., 3.00%, 10/15/30(1) | 1,000 | 830,169 | |
$ 11,677,081 |
12
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Food Service — 0.6% | |||
1011778 B.C. Unlimited Liability Company/New Red Finance, Inc.: | |||
3.875%, 1/15/28(1) | 1,906 | $ 1,658,297 | |
4.00%, 10/15/30(1) | 2,705 | 2,179,513 | |
4.375%, 1/15/28(1) | 1,014 | 888,132 | |
5.75%, 4/15/25(1) | 372 | 374,790 | |
IRB Holding Corp., 7.00%, 6/15/25(1) | 615 | 602,946 | |
US Foods, Inc., 4.75%, 2/15/29(1) | 1,837 | 1,609,010 | |
$ 7,312,688 | |||
Food/Drug Retailers — 0.2% | |||
Albertsons Cos., Inc./Safeway, Inc./New Albertsons, L.P./Albertsons, LLC: | |||
4.875%, 2/15/30(1) | 1,595 | $ 1,372,649 | |
5.875%, 2/15/28(1) | 1,004 | 940,136 | |
$ 2,312,785 | |||
Forest Products & Paper — 0.0%(8) | |||
Glatfelter Corp., 4.75%, 11/15/29(1) | 244 | $ 171,057 | |
$ 171,057 | |||
Health Care — 3.7% | |||
Amgen, Inc., 3.375%, 2/21/50 | 700 | $ 536,397 | |
Anthem, Inc., 3.125%, 5/15/50 | 500 | 378,500 | |
Avantor Funding, Inc.: | |||
2.625%, 11/1/25(13) | EUR | 200 | 196,229 |
4.625%, 7/15/28(1) | 1,046 | 961,619 | |
Baxter International, Inc.: | |||
3.50%, 8/15/46 | 500 | 393,686 | |
3.95%, 4/1/30 | 500 | 479,675 | |
Centene Corp.: | |||
2.50%, 3/1/31 | 1,992 | 1,587,385 | |
3.00%, 10/15/30 | 2,345 | 1,949,598 | |
3.375%, 2/15/30 | 2,311 | 1,966,465 | |
4.25%, 12/15/27 | 1,005 | 941,253 | |
4.625%, 12/15/29 | 1,758 | 1,644,495 | |
Chrome Bidco SASU, 3.50%, 5/31/28(13) | EUR | 100 | 86,240 |
CHS/Community Health Systems, Inc., 5.25%, 5/15/30(1) | 432 | 329,063 | |
Emergent BioSolutions, Inc., 3.875%, 8/15/28(1) | 369 | 262,085 | |
Encompass Health Corp.: | |||
4.625%, 4/1/31 | 683 | 554,056 | |
4.75%, 2/1/30 | 639 | 536,405 | |
Gilead Sciences, Inc., 2.60%, 10/1/40 | 750 | 549,512 |
Security | Principal Amount* (000's omitted) | Value | |
Health Care (continued) | |||
Grifols Escrow Issuer S.A.: | |||
3.875%, 10/15/28(13) | EUR | 344 | $ 298,596 |
4.75%, 10/15/28(1) | 1,060 | 920,674 | |
Grifols S.A., 3.20%, 5/1/25(13) | EUR | 350 | 334,053 |
HCA, Inc.: | |||
5.375%, 9/1/26 | 1,610 | 1,599,197 | |
5.625%, 9/1/28 | 1,472 | 1,450,788 | |
5.875%, 2/15/26 | 2,705 | 2,724,057 | |
5.875%, 2/1/29 | 1,076 | 1,078,937 | |
IQVIA, Inc.: | |||
2.25%, 1/15/28(13) | EUR | 250 | 217,801 |
5.00%, 10/15/26(1) | 850 | 811,750 | |
Legacy LifePoint Health, LLC: | |||
4.375%, 2/15/27(1) | 989 | 848,675 | |
6.75%, 4/15/25(1) | 731 | 707,655 | |
LifePoint Health, Inc., 5.375%, 1/15/29(1) | 2,690 | 1,980,849 | |
ModivCare Escrow Issuer, Inc., 5.00%, 10/1/29(1) | 759 | 614,134 | |
ModivCare, Inc., 5.875%, 11/15/25(1) | 1,122 | 1,033,788 | |
Molina Healthcare, Inc.: | |||
3.875%, 11/15/30(1) | 1,511 | 1,293,960 | |
3.875%, 5/15/32(1) | 1,450 | 1,218,857 | |
Mozart Debt Merger Sub, Inc., 5.25%, 10/1/29(1) | 3,604 | 2,971,210 | |
Option Care Health, Inc., 4.375%, 10/31/29(1) | 1,442 | 1,238,671 | |
STERIS Irish FinCo Unlimited Co., 3.75%, 3/15/51 | 750 | 584,587 | |
Team Health Holdings, Inc., 6.375%, 2/1/25(1) | 1,890 | 1,322,585 | |
Teleflex, Inc., 4.25%, 6/1/28(1) | 318 | 287,854 | |
Tenet Healthcare Corp.: | |||
4.25%, 6/1/29(1) | 613 | 518,095 | |
4.375%, 1/15/30(1) | 799 | 677,564 | |
4.625%, 9/1/24(1) | 268 | 257,674 | |
4.875%, 1/1/26(1) | 1,607 | 1,484,008 | |
5.125%, 11/1/27(1) | 1,607 | 1,449,040 | |
6.125%, 10/1/28(1) | 1,593 | 1,368,180 | |
6.875%, 11/15/31 | 878 | 782,163 | |
Thermo Fisher Scientific, Inc., 4.10%, 8/15/47 | 400 | 375,022 | |
US Acute Care Solutions, LLC, 6.375%, 3/1/26(1) | 2,637 | 2,365,154 | |
Varex Imaging Corp., 7.875%, 10/15/27(1) | 959 | 913,213 | |
$ 47,081,454 | |||
Home Furnishings — 0.1% | |||
Tempur Sealy International, Inc., 3.875%, 10/15/31(1) | 1,582 | $ 1,190,091 | |
$ 1,190,091 |
13
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Homebuilders/Real Estate — 0.0%(8) | |||
M/I Homes, Inc., 4.95%, 2/1/28 | 459 | $ 390,799 | |
$ 390,799 | |||
Industrial Equipment — 0.1% | |||
Madison IAQ, LLC, 5.875%, 6/30/29(1) | 2,000 | $ 1,537,750 | |
TK Elevator Midco GmbH, 4.75%, (3 mo. EURIBOR + 4.75%), 7/15/27(2)(13) | EUR | 300 | 296,669 |
$ 1,834,419 | |||
Insurance — 1.0% | |||
Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27(1) | 2,831 | $ 2,519,647 | |
American National Group, Inc., 6.144%, 6/13/32(1) | 1,085 | 1,076,101 | |
AmWINS Group, Inc., 4.875%, 6/30/29(1) | 1,010 | 828,385 | |
Aon Corp./Aon Global Holdings PLC, 3.90%, 2/28/52 | 785 | 643,877 | |
AssuredPartners, Inc., 5.625%, 1/15/29(1) | 450 | 360,860 | |
Athene Global Funding, 2.646%, 10/4/31(1) | 1,100 | 879,360 | |
BroadStreet Partners, Inc., 5.875%, 4/15/29(1) | 1,274 | 998,853 | |
GA Global Funding Trust, 2.90%, 1/6/32(1) | 1,147 | 954,372 | |
Galaxy Finco, Ltd., 9.25%, 7/31/27(13) | GBP | 575 | 658,231 |
GTCR AP Finance, Inc., 8.00%, 5/15/27(1) | 820 | 768,701 | |
Liberty Mutual Group, Inc., 4.125% to 9/15/26, 12/15/51(1)(17) | 250 | 199,809 | |
Maple Grove Funding Trust I, 4.161%, 8/15/51(1) | 860 | 671,354 | |
Radian Group, Inc., 4.875%, 3/15/27 | 1,032 | 926,453 | |
Stewart Information Services Corp., 3.60%, 11/15/31 | 1,116 | 926,966 | |
$ 12,412,969 | |||
Internet Software & Services — 0.4% | |||
Cars.com, Inc., 6.375%, 11/1/28(1) | 1,457 | $ 1,229,453 | |
CDK Global, Inc., 5.25%, 5/15/29(1) | 1,444 | 1,423,993 | |
Netflix, Inc.: | |||
3.625%, 6/15/30(13) | EUR | 350 | 318,267 |
5.375%, 11/15/29(1) | 1,000 | 946,795 | |
Science Applications International Corp., 4.875%, 4/1/28(1) | 1,487 | 1,388,835 | |
United Group B.V.: | |||
4.00%, 11/15/27(13) | EUR | 100 | 79,761 |
4.875%, 7/1/24(13) | EUR | 100 | 95,566 |
$ 5,482,670 | |||
Leisure Goods/Activities/Movies — 1.4% | |||
Brunswick Corp., 5.10%, 4/1/52 | 845 | $ 632,068 | |
Carnival Corp.: | |||
5.75%, 3/1/27(1) | 1,316 | 955,034 |
Security | Principal Amount* (000's omitted) | Value | |
Leisure Goods/Activities/Movies (continued) | |||
Carnival Corp.: (continued) | |||
6.00%, 5/1/29(1) | 404 | $ 285,236 | |
7.625%, 3/1/26(1) | 539 | 418,736 | |
Cinemark USA, Inc.: | |||
5.25%, 7/15/28(1) | 1,481 | 1,192,560 | |
5.875%, 3/15/26(1) | 414 | 369,785 | |
8.75%, 5/1/25(1) | 303 | 306,485 | |
LHMC Finco 2 S.a.r.l., 7.25%, (7.25% cash or 8.00% PIK), 10/2/25(13)(15) | EUR | 338 | 310,127 |
Life Time, Inc.: | |||
5.75%, 1/15/26(1) | 1,268 | 1,140,566 | |
8.00%, 4/15/26(1) | 861 | 768,477 | |
Lindblad Expeditions, LLC, 6.75%, 2/15/27(1) | 1,167 | 1,002,400 | |
Motion Finco S.a.r.l., 7.00%, 5/15/25(13) | EUR | 300 | 298,062 |
National CineMedia, LLC: | |||
5.75%, 8/15/26 | 1,186 | 547,179 | |
5.875%, 4/15/28(1) | 1,559 | 1,103,102 | |
NCL Corp., Ltd.: | |||
5.875%, 3/15/26(1) | 662 | 521,540 | |
5.875%, 2/15/27(1) | 517 | 443,007 | |
7.75%, 2/15/29(1) | 433 | 331,890 | |
NCL Finance, Ltd., 6.125%, 3/15/28(1) | 343 | 250,008 | |
Playtika Holding Corp., 4.25%, 3/15/29(1) | 1,067 | 882,441 | |
SeaWorld Parks & Entertainment, Inc., 5.25%, 8/15/29(1) | 1,264 | 1,071,493 | |
Viking Cruises, Ltd.: | |||
5.875%, 9/15/27(1) | 2,472 | 1,850,150 | |
6.25%, 5/15/25(1) | 1,690 | 1,426,140 | |
7.00%, 2/15/29(1) | 658 | 493,934 | |
Viking Ocean Cruises Ship VII, Ltd., 5.625%, 2/15/29(1) | 422 | 333,285 | |
$ 16,933,705 | |||
Lodging and Casinos — 0.4% | |||
Accor S.A., 2.375%, 11/29/28(13) | EUR | 200 | $ 167,014 |
MGM Resorts International: | |||
4.75%, 10/15/28 | 1,138 | 958,765 | |
5.50%, 4/15/27 | 453 | 407,156 | |
5.75%, 6/15/25 | 948 | 904,269 | |
Peninsula Pacific Entertainment, LLC/Peninsula Pacific Entertainment Finance, Inc., 8.50%, 11/15/27(1) | 2,424 | 2,547,854 | |
$ 4,985,058 |
14
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Machinery — 0.0%(8) | |||
IMA Industria Macchine Automatiche SpA, 3.75%, 1/15/28(13) | EUR | 321 | $ 270,856 |
$ 270,856 | |||
Media — 0.5% | |||
Beasley Mezzanine Holdings, LLC, 8.625%, 2/1/26(1) | 1,595 | $ 1,198,682 | |
iHeartCommunications, Inc.: | |||
6.375%, 5/1/26 | 179 | 166,127 | |
8.375%, 5/1/27 | 324 | 258,567 | |
Outfront Media Capital, LLC/Outfront Media Capital Corp.: | |||
4.625%, 3/15/30(1) | 543 | 428,517 | |
6.25%, 6/15/25(1) | 807 | 766,947 | |
Scripps Escrow II, Inc., 5.375%, 1/15/31(1) | 756 | 603,874 | |
Tele Columbus AG, 3.875%, 5/2/25(13) | EUR | 300 | 265,137 |
Telenet Finance Luxembourg S.a.r.l., 3.50%, 3/1/28(13) | EUR | 100 | 89,470 |
Univision Communications, Inc.: | |||
4.50%, 5/1/29(1) | 1,141 | 958,620 | |
7.375%, 6/30/30(1) | 391 | 382,599 | |
Urban One, Inc., 7.375%, 2/1/28(1) | 634 | 543,712 | |
$ 5,662,252 | |||
Metals/Mining — 1.0% | |||
Arconic Corp., 6.125%, 2/15/28(1) | 648 | $ 606,434 | |
Cleveland-Cliffs, Inc., 6.75%, 3/15/26(1) | 2,658 | 2,643,527 | |
Compass Minerals International, Inc., 6.75%, 12/1/27(1) | 3,216 | 2,913,809 | |
Constellium N.V.: | |||
4.25%, 2/15/26(13) | EUR | 250 | 237,476 |
5.875%, 2/15/26(1) | 490 | 458,150 | |
Freeport Indonesia PT, 4.763%, 4/14/27(1) | 200 | 192,400 | |
Freeport-McMoRan, Inc., 5.45%, 3/15/43 | 1,600 | 1,483,648 | |
Hudbay Minerals, Inc.: | |||
4.50%, 4/1/26(1) | 1,085 | 909,523 | |
6.125%, 4/1/29(1) | 489 | 397,259 | |
Novelis Corp.: | |||
3.25%, 11/15/26(1) | 690 | 584,343 | |
4.75%, 1/30/30(1) | 1,068 | 889,740 | |
Novelis Sheet Ingot GmbH, 3.375%, 4/15/29(13) | EUR | 300 | 249,158 |
Roller Bearing Co. of America, Inc., 4.375%, 10/15/29(1) | 1,513 | 1,289,327 | |
$ 12,854,794 | |||
Nonferrous Metals/Minerals — 0.4% | |||
Eldorado Gold Corp., 6.25%, 9/1/29(1) | 1,333 | $ 1,088,946 |
Security | Principal Amount* (000's omitted) | Value | |
Nonferrous Metals/Minerals (continued) | |||
First Quantum Minerals, Ltd., 7.50%, 4/1/25(1) | 1,615 | $ 1,530,127 | |
New Gold, Inc., 7.50%, 7/15/27(1) | 2,183 | 1,901,906 | |
$ 4,520,979 | |||
Oil and Gas — 4.3% | |||
Aethon III BR, LLC, 9.00%, (1 mo. USD LIBOR + 7.50%, Floor 1.50%), 10/1/25(2) | 2,366 | $ 2,359,477 | |
Aethon United BR, L.P./Aethon United Finance Corp., 8.25%, 2/15/26(1) | 1,570 | 1,528,199 | |
BP Capital Markets America, Inc., 3.379%, 2/8/61 | 710 | 526,216 | |
Buckeye Partners, L.P., 4.50%, 3/1/28(1) | 530 | 447,057 | |
Callon Petroleum Co.: | |||
7.50%, 6/15/30(1) | 601 | 553,930 | |
8.00%, 8/1/28(1) | 1,534 | 1,475,823 | |
Centennial Resource Production, LLC: | |||
5.375%, 1/15/26(1) | 232 | 209,964 | |
6.875%, 4/1/27(1) | 2,055 | 1,955,106 | |
Colgate Energy Partners III, LLC: | |||
5.875%, 7/1/29(1) | 2,252 | 1,976,389 | |
7.75%, 2/15/26(1) | 1,166 | 1,110,533 | |
CrownRock, L.P./CrownRock Finance, Inc., 5.00%, 5/1/29(1) | 1,519 | 1,364,652 | |
CVR Energy, Inc., 5.75%, 2/15/28(1) | 2,905 | 2,594,518 | |
Diamondback Energy, Inc., 4.25%, 3/15/52 | 678 | 563,866 | |
Energy Transfer, L.P., 6.25% to 2/15/23(16)(17) | 300 | 225,253 | |
Exxon Mobil Corp., 3.452%, 4/15/51 | 500 | 409,724 | |
Halliburton Co., 5.00%, 11/15/45 | 245 | 225,211 | |
Hilcorp Energy I, L.P./Hilcorp Finance Co.: | |||
5.75%, 2/1/29(1) | 700 | 615,923 | |
6.00%, 4/15/30(1) | 367 | 319,885 | |
6.00%, 2/1/31(1) | 560 | 483,700 | |
Laredo Petroleum, Inc.: | |||
9.50%, 1/15/25 | 414 | 411,075 | |
10.125%, 1/15/28 | 622 | 616,598 | |
Nabors Industries, Inc., 9.00%, 2/1/25(1) | 1,091 | 1,087,094 | |
Nabors Industries, Ltd.: | |||
7.25%, 1/15/26(1) | 617 | 548,066 | |
7.50%, 1/15/28(1) | 665 | 572,754 | |
National Fuel Gas Co., 2.95%, 3/1/31 | 915 | 743,526 | |
Neptune Energy Bondco PLC, 6.625%, 5/15/25(1) | 4,382 | 4,214,827 | |
Oasis Petroleum, Inc., 6.375%, 6/1/26(1) | 1,111 | 1,029,330 | |
Occidental Petroleum Corp.: | |||
6.20%, 3/15/40 | 480 | 473,794 | |
6.625%, 9/1/30 | 1,511 | 1,559,080 | |
8.50%, 7/15/27 | 1,965 | 2,165,597 |
15
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Oil and Gas (continued) | |||
Occidental Petroleum Corp.: (continued) | |||
8.875%, 7/15/30 | 1,685 | $ 1,937,729 | |
Parkland Corp.: | |||
4.50%, 10/1/29(1) | 376 | 305,515 | |
4.625%, 5/1/30(1) | 1,501 | 1,220,294 | |
Patterson-UTI Energy, Inc., 5.15%, 11/15/29 | 1,263 | 1,084,071 | |
PBF Holding Co., LLC/PBF Finance Corp., 9.25%, 5/15/25(1) | 2,538 | 2,656,969 | |
Petrobras Global Finance B.V., 6.90%, 3/19/49 | 961 | 860,744 | |
Petroleos Mexicanos: | |||
6.75%, 9/21/47 | 1,365 | 847,604 | |
6.84%, 1/23/30 | 142 | 112,114 | |
Precision Drilling Corp.: | |||
6.875%, 1/15/29(1) | 932 | 835,505 | |
7.125%, 1/15/26(1) | 500 | 470,657 | |
Shelf Drilling Holdings, Ltd.: | |||
8.25%, 2/15/25(1) | 1,535 | 1,199,649 | |
8.875%, 11/15/24(1) | 441 | 430,769 | |
Southwestern Energy Co., 4.75%, 2/1/32 | 1,485 | 1,272,556 | |
Tap Rock Resources, LLC, 7.00%, 10/1/26(1) | 2,169 | 2,051,111 | |
Targa Resources Partners, L.P./Targa Resources Partners Finance Corp.: | |||
4.00%, 1/15/32 | 1,038 | 890,210 | |
4.875%, 2/1/31 | 233 | 212,831 | |
5.50%, 3/1/30 | 224 | 214,145 | |
6.50%, 7/15/27 | 566 | 580,730 | |
Tervita Corp., 11.00%, 12/1/25(1) | 768 | 836,621 | |
Transocean Poseidon, Ltd., 6.875%, 2/1/27(1) | 1,001 | 882,407 | |
UGI International, LLC, 2.50%, 12/1/29(13) | EUR | 200 | 158,683 |
Valero Energy Corp., 4.00%, 4/1/29 | 620 | 587,015 | |
Weatherford International, Ltd., 8.625%, 4/30/30(1) | 1,555 | 1,293,350 | |
Williams Cos., Inc. (The), 5.75%, 6/24/44 | 790 | 789,604 | |
Wintershall Dea Finance 2 B.V., 2.499% to 4/20/26(13)(16)(17) | EUR | 600 | 445,061 |
$ 54,543,111 | |||
Packaging & Containers — 0.1% | |||
Kleopatra Finco S.a.r.l., 4.25%, 3/1/26(13) | EUR | 350 | $ 301,770 |
Mauser Packaging Solutions Holding Co., 7.25%, 4/15/25(1) | 660 | 577,153 | |
Schoeller Packaging B.V., 6.375%, 11/1/24(13) | EUR | 200 | 176,203 |
Trivium Packaging Finance B.V., 3.75%, 8/15/26(13) | EUR | 400 | 386,171 |
$ 1,441,297 |
Security | Principal Amount* (000's omitted) | Value | |
Pharmaceuticals — 0.3% | |||
BellRing Brands, Inc., 7.00%, 3/15/30(1) | 2,444 | $ 2,306,806 | |
Diocle SpA, 3.875%, (3 mo. EURIBOR + 3.875%), 6/30/26(2)(13) | EUR | 96 | 97,928 |
Herbalife Nutrition, Ltd./HLF Financing, Inc., 7.875%, 9/1/25(1) | 1,383 | 1,251,020 | |
Rossini S.a.r.l., 3.875%, (3 mo. EURIBOR + 3.875%), 10/30/25(2)(13) | EUR | 300 | 293,070 |
$ 3,948,824 | |||
Pipelines — 1.9% | |||
Antero Midstream Partners, L.P./Antero Midstream Finance Corp.: | |||
5.75%, 3/1/27(1) | 1,874 | $ 1,745,968 | |
7.875%, 5/15/26(1) | 879 | 879,611 | |
Cheniere Energy Partners, L.P.: | |||
4.00%, 3/1/31 | 2,706 | 2,307,203 | |
4.50%, 10/1/29 | 1,722 | 1,540,630 | |
Cheniere Energy, Inc., 4.625%, 10/15/28 | 1,553 | 1,403,578 | |
DCP Midstream, L.P., 7.375% to 12/15/22(16)(17) | 1,637 | 1,442,220 | |
DT Midstream, Inc., 4.125%, 6/15/29(1) | 1,449 | 1,232,222 | |
EQM Midstream Partners, L.P.: | |||
4.50%, 1/15/29(1) | 1,355 | 1,102,611 | |
4.75%, 1/15/31(1) | 1,086 | 869,197 | |
6.00%, 7/1/25(1) | 257 | 246,865 | |
6.50%, 7/1/27(1) | 702 | 653,970 | |
7.50%, 6/1/30(1) | 1,010 | 971,883 | |
Kinetik Holdings, L.P., 5.875%, 6/15/30(1) | 1,863 | 1,778,010 | |
Magellan Midstream Partners, L.P., 4.20%, 10/3/47 | 300 | 247,439 | |
Midwest Connector Capital Co., LLC, 4.625%, 4/1/29(1) | 1,269 | 1,198,180 | |
MPLX, L.P., 4.95%, 3/14/52 | 575 | 498,213 | |
ONEOK, Inc., 4.50%, 3/15/50 | 546 | 438,460 | |
Plains All American Pipeline, L.P., Series B, 6.125% to 11/15/22(16)(17) | 1,711 | 1,231,920 | |
TransCanada PipeLines, Ltd., 4.75%, 5/15/38 | 390 | 369,677 | |
Venture Global Calcasieu Pass, LLC: | |||
3.875%, 8/15/29(1) | 1,116 | 979,234 | |
3.875%, 11/1/33(1) | 665 | 550,603 | |
4.125%, 8/15/31(1) | 992 | 850,635 | |
Western Midstream Operating, L.P.: | |||
4.50%, 3/1/28 | 148 | 134,181 | |
4.55% to 11/1/29, 2/1/30(14) | 1,187 | 1,030,073 | |
4.75%, 8/15/28 | 150 | 137,288 | |
$ 23,839,871 |
16
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Private Equity — 0.0%(8) | |||
KKR Group Finance Co. VII, LLC, 3.625%, 2/25/50(1) | 400 | $ 308,419 | |
$ 308,419 | |||
Publishing — 0.2% | |||
Adevinta ASA, 3.00%, 11/15/27(13) | EUR | 100 | $ 87,938 |
McGraw-Hill Education, Inc.: | |||
5.75%, 8/1/28(1) | 630 | 540,663 | |
8.00%, 8/1/29(1) | 2,032 | 1,649,323 | |
$ 2,277,924 | |||
Radio and Television — 0.8% | |||
Audacy Capital Corp., 6.75%, 3/31/29(1) | 1,627 | $ 868,867 | |
Clear Channel Outdoor Holdings, Inc.: | |||
5.125%, 8/15/27(1) | 740 | 626,761 | |
7.75%, 4/15/28(1) | 1,517 | 1,107,630 | |
Sirius XM Radio, Inc.: | |||
3.125%, 9/1/26(1) | 946 | 846,594 | |
3.875%, 9/1/31(1) | 951 | 759,074 | |
5.00%, 8/1/27(1) | 1,609 | 1,496,137 | |
Terrier Media Buyer, Inc., 8.875%, 12/15/27(1) | 3,533 | 2,800,803 | |
Townsquare Media, Inc., 6.875%, 2/1/26(1) | 1,492 | 1,331,089 | |
$ 9,836,955 | |||
Real Estate Investment Trusts (REITs) — 1.4% | |||
ADLER Group S.A., 2.25%, 1/14/29(13) | EUR | 100 | $ 49,892 |
Aedas Homes Opco SLU, 4.00%, 8/15/26(13) | EUR | 105 | 93,164 |
American Assets Trust, L.P., 3.375%, 2/1/31 | 1,000 | 856,774 | |
Broadstone Net Lease, LLC, 2.60%, 9/15/31 | 309 | 252,342 | |
Corporate Office Properties, L.P., 2.90%, 12/1/33 | 452 | 350,818 | |
EPR Properties: | |||
3.60%, 11/15/31 | 600 | 474,946 | |
3.75%, 8/15/29 | 565 | 470,764 | |
HAT Holdings I, LLC/HAT Holdings II, LLC: | |||
3.375%, 6/15/26(1) | 600 | 517,557 | |
3.75%, 9/15/30(1) | 1,816 | 1,451,738 | |
6.00%, 4/15/25(1) | 716 | 686,877 | |
Heimstaden Bostad AB, 3.00% to 10/29/27(13)(16)(17) | EUR | 352 | 188,172 |
Neinor Homes S.A., 4.50%, 10/15/26(13) | EUR | 100 | 85,683 |
Newmark Group, Inc., 6.125%, 11/15/23 | 2,126 | 2,121,731 | |
Sabra Health Care, L.P., 3.20%, 12/1/31 | 823 | 654,058 | |
Service Properties Trust, 4.75%, 10/1/26 | 995 | 726,445 | |
Sun Communities Operating, L.P.: | |||
2.30%, 11/1/28 | 245 | 209,792 | |
2.70%, 7/15/31 | 261 | 210,626 |
Security | Principal Amount* (000's omitted) | Value | |
Real Estate Investment Trusts (REITs) (continued) | |||
Sun Communities Operating, L.P.: (continued) | |||
4.20%, 4/15/32 | 236 | $ 214,866 | |
VICI Properties, L.P./VICI Note Co., Inc.: | |||
3.75%, 2/15/27(1) | 323 | 284,759 | |
4.125%, 8/15/30(1) | 1,108 | 958,198 | |
4.25%, 12/1/26(1) | 1,653 | 1,513,164 | |
4.50%, 9/1/26(1) | 895 | 825,011 | |
4.625%, 12/1/29(1) | 2,359 | 2,113,322 | |
5.625%, 5/1/24(1) | 480 | 475,001 | |
5.75%, 2/1/27(1) | 2,073 | 1,970,811 | |
Vornado Realty, L.P., 3.40%, 6/1/31 | 219 | 184,043 | |
$ 17,940,554 | |||
Retail — 0.9% | |||
Arko Corp., 5.125%, 11/15/29(1) | 2,276 | $ 1,727,227 | |
B&M European Value Retail S.A., 3.625%, 7/15/25(13) | GBP | 200 | 207,197 |
Dick's Sporting Goods, Inc., 4.10%, 1/15/52 | 540 | 359,728 | |
Dufry One B.V.: | |||
2.00%, 2/15/27(13) | EUR | 100 | 78,920 |
2.50%, 10/15/24(13) | EUR | 200 | 190,585 |
3.375%, 4/15/28(13) | EUR | 139 | 111,653 |
eG Global Finance PLC, 6.25%, 10/30/25(13) | EUR | 300 | 283,164 |
Fertitta Entertainment, LLC/Fertitta Entertainment Finance Co., Inc.: | |||
4.625%, 1/15/29(1) | 745 | 637,225 | |
6.75%, 1/15/30(1) | 1,988 | 1,531,516 | |
Group 1 Automotive, Inc., 4.00%, 8/15/28(1) | 1,328 | 1,112,536 | |
Ken Garff Automotive, LLC, 4.875%, 9/15/28(1) | 957 | 781,520 | |
LCM Investments Holdings II, LLC, 4.875%, 5/1/29(1) | 1,652 | 1,262,103 | |
Midco GB SASU, 7.75%, (7.75% cash or 8.50% PIK), 11/1/27(13)(15) | EUR | 130 | 131,831 |
Punch Finance PLC, 6.125%, 6/30/26(13) | GBP | 125 | 127,818 |
Stonegate Pub Co. Financing 2019 PLC, 8.25%, 7/31/25(13) | GBP | 100 | 111,644 |
Suburban Propane Partners, L.P./Suburban Energy Finance Corp., 5.00%, 6/1/31(1) | 824 | 702,023 | |
Victoria's Secret & Co., 4.625%, 7/15/29(1) | 1,854 | 1,399,548 | |
$ 10,756,238 | |||
Retailers (Except Food and Drug) — 1.0% | |||
Bath & Body Works, Inc.: | |||
6.625%, 10/1/30(1) | 884 | $ 765,845 | |
6.75%, 7/1/36 | 437 | 350,384 | |
6.875%, 11/1/35 | 2,079 | 1,695,362 | |
6.95%, 3/1/33 | 1,027 | 821,701 |
17
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Retailers (Except Food and Drug) (continued) | |||
Bath & Body Works, Inc.: (continued) | |||
7.60%, 7/15/37 | 488 | $ 395,620 | |
9.375%, 7/1/25(1) | 182 | 184,922 | |
Dave & Buster's, Inc., 7.625%, 11/1/25(1) | 2,417 | 2,389,627 | |
Murphy Oil USA, Inc.: | |||
4.75%, 9/15/29 | 170 | 153,324 | |
5.625%, 5/1/27 | 560 | 549,713 | |
PetSmart, Inc./PetSmart Finance Corp.: | |||
4.75%, 2/15/28(1) | 1,290 | 1,119,875 | |
7.75%, 2/15/29(1) | 2,469 | 2,228,902 | |
Superior Plus, L.P./Superior General Partner, Inc., 4.50%, 3/15/29(1) | 1,532 | 1,305,080 | |
$ 11,960,355 | |||
Semiconductors & Semiconductor Equipment — 0.2% | |||
Intel Corp., 3.05%, 8/12/51 | 1,000 | $ 746,647 | |
ON Semiconductor Corp., 3.875%, 9/1/28(1) | 1,544 | 1,361,486 | |
$ 2,108,133 | |||
Software and Services — 0.5% | |||
Black Knight InfoServ, LLC, 3.625%, 9/1/28(1) | 825 | $ 715,687 | |
Fair Isaac Corp., 4.00%, 6/15/28(1) | 1,248 | 1,107,831 | |
Gartner, Inc.: | |||
3.625%, 6/15/29(1) | 427 | 370,674 | |
3.75%, 10/1/30(1) | 660 | 562,964 | |
4.50%, 7/1/28(1) | 908 | 835,360 | |
Sabre GLBL, Inc., 9.25%, 4/15/25(1) | 1,459 | 1,408,701 | |
VMware, Inc., 2.20%, 8/15/31 | 1,196 | 943,013 | |
$ 5,944,230 | |||
Steel — 0.4% | |||
Allegheny Ludlum, LLC, 6.95%, 12/15/25 | 465 | $ 458,812 | |
Allegheny Technologies, Inc., 5.875%, 12/1/27 | 320 | 283,804 | |
Big River Steel, LLC/BRS Finance Corp., 6.625%, 1/31/29(1) | 1,147 | 1,066,510 | |
Infrabuild Australia Pty, Ltd., 12.00%, 10/1/24(1) | 2,494 | 2,378,341 | |
thyssenkrupp AG, 2.875%, 2/22/24(13) | EUR | 100 | 100,810 |
TMS International Corp., 6.25%, 4/15/29(1) | 1,365 | 993,879 | |
$ 5,282,156 | |||
Surface Transport — 0.1% | |||
Hertz Corp. (The): | |||
4.625%, 12/1/26(1) | 218 | $ 182,518 | |
5.00%, 12/1/29(1) | 1,771 | 1,368,461 |
Security | Principal Amount* (000's omitted) | Value | |
Surface Transport (continued) | |||
Stena International S.A., 6.125%, 2/1/25(1) | 200 | $ 190,541 | |
$ 1,741,520 | |||
Technology — 0.4% | |||
Almaviva-The Italian Innovation Co. SpA, 4.875%, 10/30/26(13) | EUR | 265 | $ 235,534 |
International Game Technology PLC: | |||
4.125%, 4/15/26(1) | 892 | 809,084 | |
6.25%, 1/15/27(1) | ��� 976 | 951,210 | |
6.50%, 2/15/25(1) | 718 | 715,738 | |
Minerva Merger Sub, Inc., 6.50%, 2/15/30(1) | 2,297 | 1,916,950 | |
Western Union Co. (The), 6.20%, 11/17/36 | 872 | 887,457 | |
$ 5,515,973 | |||
Telecommunications — 2.9% | |||
Altice France Holding S.A.: | |||
6.00%, 2/15/28(1) | 719 | $ 511,680 | |
10.50%, 5/15/27(1) | 1,599 | 1,344,855 | |
Arqiva Broadcast Finance PLC, 6.75%, 9/30/23(13) | GBP | 300 | 349,201 |
AT&T, Inc., 3.55%, 9/15/55 | 1,589 | 1,193,188 | |
Ciena Corp., 4.00%, 1/31/30(1) | 883 | 763,190 | |
Connect Finco S.a.r.l./Connect US Finco, LLC, 6.75%, 10/1/26(1) | 2,698 | 2,433,609 | |
DKT Finance ApS, 9.375%, 6/17/23(1) | 662 | 642,140 | |
eircom Finance DAC, 3.50%, 5/15/26(13) | EUR | 200 | 178,152 |
Iliad Holding SASU: | |||
5.625%, 10/15/28(13) | EUR | 236 | 211,468 |
6.50%, 10/15/26(1) | 989 | 891,851 | |
7.00%, 10/15/28(1) | 811 | 706,746 | |
LCPR Senior Secured Financing DAC: | |||
5.125%, 7/15/29(1) | 840 | 703,000 | |
6.75%, 10/15/27(1) | 482 | 450,904 | |
Level 3 Financing, Inc., 4.25%, 7/1/28(1) | 400 | 321,668 | |
Lorca Telecom Bondco S.A., 4.00%, 9/18/27(13) | EUR | 543 | 477,198 |
Matterhorn Telecom S.A., 3.125%, 9/15/26(13) | EUR | 200 | 179,025 |
NBN Co., Ltd., 2.625%, 5/5/31(1) | 1,000 | 854,017 | |
Nokia Oyj, 6.625%, 5/15/39 | 600 | 594,402 | |
PLT VII Finance S.a.r.l., 4.625%, 1/5/26(13) | EUR | 300 | 276,759 |
Radiate Holdco, LLC/Radiate Finance, Inc., 6.50%, 9/15/28(1) | 611 | 473,940 | |
Rogers Communications, Inc., 4.35%, 5/1/49 | 650 | 553,027 | |
SES Global Americas Holdings GP, 5.30%, 3/25/44(1) | 314 | 268,243 | |
SES S.A., 5.30%, 4/4/43(1) | 186 | 158,753 | |
SoftBank Group Corp., 2.875%, 1/6/27(13) | EUR | 200 | 162,889 |
18
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Telecommunications (continued) | |||
Sprint Capital Corp., 6.875%, 11/15/28 | 1,951 | $ 2,057,349 | |
Sprint Communications, Inc., 6.00%, 11/15/22 | 365 | 367,685 | |
Sprint Corp.: | |||
7.625%, 2/15/25 | 1,785 | 1,863,938 | |
7.625%, 3/1/26 | 993 | 1,048,426 | |
7.875%, 9/15/23 | 7,378 | 7,628,852 | |
Summer (BC) Bidco B, LLC, 5.50%, 10/31/26(1) | 907 | 813,690 | |
Summer (BC) Holdco A S.a.r.l., 9.25%, 10/31/27(13) | EUR | 135 | 109,912 |
Summer (BC) Holdco B S.a.r.l., 5.75%, 10/31/26(13) | EUR | 150 | 137,588 |
Telecom Italia Finance S.A., 7.75%, 1/24/33 | EUR | 130 | 141,593 |
Telecom Italia SpA: | |||
1.625%, 1/18/29(13) | EUR | 100 | 76,467 |
2.50%, 7/19/23(13) | EUR | 400 | 415,470 |
2.75%, 4/15/25(13) | EUR | 256 | 249,702 |
3.00%, 9/30/25(13) | EUR | 240 | 233,928 |
5.303%, 5/30/24(1) | 1,118 | 1,077,059 | |
Telefonica Europe B.V.: | |||
2.875% to 6/24/27(13)(16)(17) | EUR | 100 | 84,445 |
2.88% to 2/24/28(13)(16)(17) | EUR | 200 | 161,797 |
T-Mobile USA, Inc.: | |||
2.25%, 2/15/26 | 851 | 767,392 | |
2.625%, 2/15/29 | 1,064 | 898,529 | |
2.875%, 2/15/31 | 638 | 530,880 | |
3.60%, 11/15/60 | 750 | 548,243 | |
4.75%, 2/1/28 | 1,045 | 1,015,008 | |
Viasat, Inc., 5.625%, 4/15/27(1) | 476 | 412,467 | |
Viavi Solutions, Inc., 3.75%, 10/1/29(1) | 868 | 728,544 | |
Vmed O2 UK Financing I PLC, 3.25%, 1/31/31(13) | EUR | 200 | 162,158 |
Vodafone Group PLC, 4.875% to 7/3/25, 10/3/78(13)(17) | GBP | 350 | 392,799 |
Wp/ap Telecom Holdings III B.V., 5.50%, 1/15/30(13) | EUR | 250 | 198,416 |
$ 36,822,242 | |||
Transportation — 0.3% | |||
Cargo Aircraft Management, Inc., 4.75%, 2/1/28(1) | 1,528 | $ 1,395,782 | |
FedEx Corp., 4.10%, 2/1/45 | 500 | 419,780 | |
Fenix Marine Service Holdings, Ltd., 8.00%, 1/15/24 | 150 | 161,187 | |
Getlink SE, 3.50%, 10/30/25(13) | EUR | 315 | 316,441 |
Seaspan Corp., 5.50%, 8/1/29(1) | 1,654 | 1,321,852 | |
$ 3,615,042 | |||
Utilities — 1.3% | |||
AES Corp. (The), 2.45%, 1/15/31 | 556 | $ 447,732 | |
Calpine Corp.: | |||
3.75%, 3/1/31(1) | 600 | 489,270 |
Security | Principal Amount* (000's omitted) | Value | |
Utilities (continued) | |||
Calpine Corp.: (continued) | |||
4.50%, 2/15/28(1) | 1,073 | $ 976,277 | |
4.625%, 2/1/29(1) | 680 | 566,872 | |
5.00%, 2/1/31(1) | ��� 910 | 736,904 | |
5.125%, 3/15/28(1) | 1,511 | 1,333,828 | |
5.25%, 6/1/26(1) | 344 | 327,428 | |
Leeward Renewable Energy Operations, LLC, 4.25%, 7/1/29(1) | 838 | 670,358 | |
NextEra Energy Operating Partners, L.P.: | |||
4.25%, 9/15/24(1) | 60 | 57,519 | |
4.50%, 9/15/27(1) | 1,207 | 1,120,011 | |
NRG Energy, Inc.: | |||
3.375%, 2/15/29(1) | 664 | 536,648 | |
3.625%, 2/15/31(1) | 1,107 | 870,268 | |
3.875%, 2/15/32(1) | 1,466 | 1,167,644 | |
5.25%, 6/15/29(1) | 673 | 601,955 | |
5.75%, 1/15/28 | 1,455 | 1,325,185 | |
TerraForm Power Operating, LLC, 5.00%, 1/31/28(1) | 1,497 | 1,358,707 | |
Vistra Operations Co., LLC: | |||
4.375%, 5/1/29(1) | 939 | 788,351 | |
5.00%, 7/31/27(1) | 1,278 | 1,164,437 | |
5.125%, 5/13/25(1) | 2,000 | 1,983,980 | |
$ 16,523,374 | |||
Total Corporate Bonds (identified cost $740,124,000) | $ 643,498,103 |
Preferred Stocks — 0.2% |
Security | Shares | Value | |
Building and Development — 0.1% | |||
Brookfield Property Partners, L.P., Series A, 5.75%(11) | 40,000 | $ 683,200 | |
$ 683,200 | |||
Financial Services — 0.0% | |||
DBI Investors, Inc., Series A-1(9)(10)(11) | 1,932 | $ 0 | |
$ 0 | |||
Nonferrous Metals/Minerals — 0.1% | |||
ACNR Holdings, Inc., 15.00% (PIK)(10)(11) | 1,803 | $ 808,646 | |
$ 808,646 |
19
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Shares | Value | |
Pipelines — 0.0%(8) | |||
NuStar Energy, L.P., Series B, 7.673%, (3 mo. USD LIBOR + 5.643%)(2) | 28,087 | $ 578,311 | |
$ 578,311 | |||
Retailers (Except Food and Drug) — 0.0% | |||
David’s Bridal, LLC: | |||
Series A, 8.00% (PIK)(9)(10)(11) | 1,136 | $ 0 | |
Series B, 10.00% (PIK)(9)(10)(11) | 4,631 | 0 | |
$ 0 | |||
Telecommunications — 0.0%(8) | |||
United States Cellular Corp., 6.25%(11) | 18,950 | $ 388,475 | |
$ 388,475 | |||
Total Preferred Stocks (identified cost $2,501,546) | $ 2,458,632 |
Senior Floating-Rate Loans — 52.7%(19) |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Aerospace and Defense — 1.3% | |||
Aernnova Aerospace S.A.U.: | |||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 2/22/27 | EUR | 204 | $ 194,084 |
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 2/26/27 | EUR | 796 | 756,930 |
AI Convoy (Luxembourg) S.a.r.l.: | |||
Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 1/18/27 | EUR | 1,000 | 962,367 |
Term Loan, 5.052%, (USD LIBOR + 3.50%), 1/18/27(20) | 731 | 701,064 | |
Dynasty Acquisition Co., Inc.: | |||
Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 4/6/26 | 649 | 600,453 | |
Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 4/6/26 | 349 | 322,824 | |
IAP Worldwide Services, Inc.: | |||
Revolving Loan, 0.75%, 7/18/23(21) | 172 | 166,423 | |
Term Loan - Second Lien, 8.75%, (3 mo. USD LIBOR + 6.50%), 7/18/23(9) | 219 | 170,922 | |
Spirit Aerosystems, Inc., Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 1/15/25 | 493 | 481,146 | |
TransDigm, Inc.: | |||
Term Loan, 3.916%, (1 mo. USD LIBOR + 2.25%), 8/22/24 | 1,343 | 1,297,165 | |
Term Loan, 3.916%, (1 mo. USD LIBOR + 2.25%), 12/9/25 | 5,405 | 5,145,616 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Aerospace and Defense (continued) | |||
WP CPP Holdings, LLC, Term Loan, 4.99%, (3 mo. USD LIBOR + 3.75%), 4/30/25 | 6,506 | $ 5,541,078 | |
$ 16,340,072 | |||
Airlines — 0.2% | |||
Mileage Plus Holdings, LLC, Term Loan, 7.313%, (3 mo. USD LIBOR + 5.25%), 6/21/27 | 750 | $ 744,961 | |
SkyMiles IP, Ltd., Term Loan, 4.813%, (3 mo. USD LIBOR + 3.75%), 10/20/27 | 1,950 | 1,934,156 | |
$ 2,679,117 | |||
Auto Components — 1.4% | |||
Adient US, LLC, Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 4/10/28 | 866 | $ 809,222 | |
American Axle and Manufacturing, Inc., Term Loan, 3.88%, (1 mo. USD LIBOR + 2.25%), 4/6/24 | 1,774 | 1,720,664 | |
Chassix, Inc., Term Loan, 7.325%, (USD LIBOR + 5.50%), 11/15/23(20) | 1,432 | 1,215,237 | |
Clarios Global, L.P., Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), 4/30/26 | EUR | 1,450 | 1,378,143 |
Dayco Products, LLC, Term Loan, 5.825%, (3 mo. USD LIBOR + 4.25%), 5/19/23 | 1,140 | 1,048,325 | |
DexKo Global, Inc.: | |||
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 10/4/28(21) | EUR | 96 | 89,655 |
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | 595 | 557,194 |
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | 309 | 289,756 |
Term Loan, 5.982%, (3 mo. USD LIBOR + 3.75%), 10/4/28 | 132 | 121,531 | |
Term Loan, 5.982%, (3 mo. USD LIBOR + 3.75%), 10/4/28 | 691 | 638,040 | |
Garrett LX I S.a.r.l.: | |||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 4/30/28 | EUR | 1,000 | 982,453 |
Term Loan, 4.49%, (3 mo. USD LIBOR + 3.25%), 4/30/28 | 645 | 599,966 | |
LTI Holdings, Inc.: | |||
Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 9/6/25 | 3,374 | 3,137,684 | |
Term Loan, 6.416%, (1 mo. USD LIBOR + 4.75%), 7/24/26 | 195 | 181,858 | |
Term Loan, 6.416%, (1 mo. USD LIBOR + 4.75%), 7/24/26 | 325 | 305,353 | |
Term Loan - Second Lien, 6.416%, (1 mo. USD LIBOR + 4.75%), 7/24/26 | 197 | 185,063 | |
Tenneco, Inc., Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 10/1/25 | 3,643 | 3,506,267 |
20
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Auto Components (continued) | |||
TI Group Automotive Systems, LLC, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 12/16/26 | EUR | 525 | $ 524,178 |
Wheel Pros, LLC, Term Loan, 6.095%, (1 mo. USD LIBOR + 4.50%), 5/11/28 | 893 | 741,398 | |
$ 18,031,987 | |||
Automobiles — 0.2% | |||
MajorDrive Holdings IV, LLC: | |||
Term Loan, 5.625%, (3 mo. USD LIBOR + 4.00%), 6/1/28 | 446 | $ 403,549 | |
Term Loan, 7.05%, (SOFR + 5.50%), 6/1/29 | 1,646 | 1,483,345 | |
Thor Industries, Inc., Term Loan, 4.688%, (1 mo. USD LIBOR + 3.00%), 2/1/26 | 803 | 786,795 | |
$ 2,673,689 | |||
Beverages — 0.0%(8) | |||
City Brewing Company, LLC, Term Loan, 4.469%, (3 mo. USD LIBOR + 3.50%), 4/5/28 | 645 | $ 575,218 | |
$ 575,218 | |||
Biotechnology — 0.1% | |||
Alkermes, Inc., Term Loan, 3.544%, (3 mo. USD LIBOR + 2.50%), 3/12/26 | 1,093 | $ 1,043,755 | |
Alltech, Inc., Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 10/13/28 | 473 | 445,449 | |
$ 1,489,204 | |||
Building Products — 0.3% | |||
ACProducts, Inc., Term Loan, 6.062%, (USD LIBOR + 4.25%), 5/17/28(20) | 1,757 | $ 1,369,557 | |
LHS Borrower, LLC, Term Loan, 6.375%, (SOFR + 4.75%), 2/16/29 | 1,852 | 1,680,293 | |
Standard Industries, Inc., Term Loan, 3.788%, (6 mo. USD LIBOR + 2.50%), 9/22/28 | 1,128 | 1,094,368 | |
$ 4,144,218 | |||
Capital Markets — 1.7% | |||
Advisor Group, Inc., Term Loan, 6.166%, (1 mo. USD LIBOR + 4.50%), 7/31/26 | 1,146 | $ 1,092,640 | |
Andromeda Investissements, Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 6/12/26 | EUR | 1,250 | 1,198,593 |
Aretec Group, Inc., Term Loan, 5.916%, (1 mo. USD LIBOR + 4.25%), 10/1/25 | 2,324 | 2,215,274 | |
Brookfield Property REIT, Inc., Term Loan, 4.125%, (SOFR + 2.50%), 8/27/25 | 784 | 753,047 | |
CeramTec AcquiCo GmbH, Term Loan, 3.75%, (2 mo. EURIBOR + 3.75%), 3/16/29 | EUR | 760 | 722,775 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Capital Markets (continued) | |||
Citco Funding, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 2.50%), 9/28/23 | 3,863 | $ 3,757,033 | |
EIG Management Company, LLC, Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 2/22/25 | 263 | 255,413 | |
FinCo I, LLC, Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 6/27/25 | 851 | 812,211 | |
Focus Financial Partners, LLC, Term Loan, 3.666%, (1 mo. USD LIBOR + 2.00%), 7/3/24 | 2,938 | 2,822,356 | |
Franklin Square Holdings, L.P., Term Loan, 3.938%, (1 mo. USD LIBOR + 2.25%), 8/1/25 | 529 | 510,845 | |
Greenhill & Co., Inc., Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 4/12/24 | 888 | 874,803 | |
Guggenheim Partners, LLC, Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 7/21/23 | 2,637 | 2,582,051 | |
Hudson River Trading, LLC, Term Loan, 4.64%, (SOFR + 3.00%), 3/20/28 | 2,199 | 2,059,038 | |
Mariner Wealth Advisors, LLC: | |||
Term Loan, 1.625%, 8/18/28(21) | 43 | 40,500 | |
Term Loan, 4.496%, (SOFR + 3.25%), 8/18/28 | 62 | 58,708 | |
Term Loan, 4.496%, (SOFR + 3.25%), 8/18/28 | 434 | 410,337 | |
Term Loan, 4.623%, (SOFR + 3.25%), 8/18/28 | 257 | 242,392 | |
Victory Capital Holdings, Inc., Term Loan, 3.219%, (3 mo. USD LIBOR + 2.25%), 7/1/26 | 904 | 869,294 | |
$ 21,277,310 | |||
Chemicals — 1.9% | |||
Aruba Investments, Inc., Term Loan, 4.00%, (1 mo. EURIBOR + 4.00%), 11/24/27 | EUR | 988 | $ 962,411 |
Atotech B.V., Term Loan, 2.50%, (1 mo. EURIBOR + 2.50%), 3/18/28 | EUR | 1,000 | 990,313 |
Caldic B.V., Term Loan, 4.00%, (6 mo. EURIBOR + 4.00%), 2/3/29 | EUR | 1,000 | 973,284 |
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 | 21 | 18,634 | |
Flint Group US, LLC, Term Loan, 6.136%, (3 mo. USD LIBOR + 5.00%), 5.386% cash, 0.75% PIK, 9/21/23 | 128 | 112,722 | |
Groupe Solmax, Inc., Term Loan, 7.00%, (3 mo. USD LIBOR + 4.75%), 5/29/28 | 198 | 179,391 | |
INEOS Enterprises Holdings II Limited, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 8/31/26 | EUR | 200 | 196,360 |
INEOS Enterprises Holdings US Finco, LLC, Term Loan, 5.075%, (3 mo. USD LIBOR + 3.50%), 8/28/26 | 220 | 213,469 | |
INEOS Finance PLC, Term Loan, 2.50%, (1 mo. EURIBOR + 2.00%, Floor 0.50%), 4/1/24 | EUR | 1,203 | 1,206,230 |
INEOS Quattro Holdings UK Ltd., Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), 1/29/26 | EUR | 1,000 | 959,747 |
21
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Chemicals (continued) | |||
INEOS Styrolution Group GmbH, Term Loan, 2.50%, (1 mo. EURIBOR + 2.00%, Floor 0.50%), 1/29/27 | EUR | 1,000 | $ 958,219 |
INEOS Styrolution US Holding, LLC, Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 1/29/26 | 2,327 | 2,201,451 | |
INEOS US Finance, LLC, Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 11/8/28 | 623 | 593,045 | |
Kraton Corporation, Term Loan, 5.109%, (SOFR + 3.25%), 3/15/29 | 449 | 428,676 | |
Kraton Polymers Holdings B.V., Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 3/15/29 | EUR | 500 | 489,262 |
Lonza Group AG: | |||
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 7/3/28 | EUR | 1,000 | 903,656 |
Term Loan, 6.25%, (3 mo. USD LIBOR + 4.00%), 7/3/28 | 1,735 | 1,558,935 | |
LSF11 Skyscraper Holdco S.a.r.l., Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 9/29/27 | EUR | 1,000 | 999,045 |
Messer Industries GmbH, Term Loan, 4.75%, (3 mo. USD LIBOR + 2.50%), 3/2/26 | 1,360 | 1,305,407 | |
Momentive Performance Materials, Inc., Term Loan, 4.92%, (1 mo. USD LIBOR + 3.25%), 5/15/24 | 461 | 446,544 | |
Olympus Water US Holding Corporation, Term Loan, 6.654%, (SOFR + 4.50%), 11/9/28 | 374 | 351,619 | |
Orion Engineered Carbons GmbH: | |||
Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), 9/24/28 | EUR | 1,000 | 982,890 |
Term Loan, 4.50%, (3 mo. USD LIBOR + 2.25%), 9/24/28 | 372 | 364,278 | |
Rohm Holding GmbH: | |||
Term Loan, 4.00%, (6 mo. EURIBOR + 4.00%), 7/31/26 | EUR | 500 | 440,139 |
Term Loan, 5.269%, (6 mo. USD LIBOR + 4.75%), 7/31/26 | 931 | 781,722 | |
Starfruit Finco B.V., Term Loan, 5.25%, (3 mo. USD LIBOR + 3.00%), 10/1/25 | 2,264 | 2,142,774 | |
Tronox Finance, LLC, Term Loan, 4.402%, (USD LIBOR + 2.25%), 3/10/28(20) | 1,318 | 1,258,573 | |
Venator Materials Corporation, Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 8/8/24 | 405 | 384,066 | |
W.R. Grace & Co.-Conn., Term Loan, 6.063%, (3 mo. USD LIBOR + 3.75%), 9/22/28 | 1,119 | 1,057,809 | |
$ 23,460,671 | |||
Commercial Services & Supplies — 2.3% | |||
Allied Universal Holdco, LLC: | |||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 5/12/28 | EUR | 993 | $ 921,520 |
Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 5/12/28 | 2,720 | 2,504,445 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Commercial Services & Supplies (continued) | |||
Aramark Services, Inc., Term Loan, 3.416%, (1 mo. USD LIBOR + 1.75%), 3/11/25 | 933 | $ 893,413 | |
Asplundh Tree Expert, LLC, Term Loan, 3.416%, (1 mo. USD LIBOR + 1.75%), 9/7/27 | 1,105 | 1,072,942 | |
EnergySolutions, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 5/9/25 | 4,750 | 4,452,835 | |
Harsco Corporation, Term Loan, 3.938%, (1 mo. USD LIBOR + 2.25%), 3/10/28 | 396 | 367,290 | |
IRI Holdings, Inc., Term Loan, 5.916%, (1 mo. USD LIBOR + 4.25%), 12/1/25 | 9,805 | 9,739,456 | |
LABL, Inc., Term Loan, 6.666%, (1 mo. USD LIBOR + 5.00%), 10/29/28 | 721 | 664,567 | |
Monitronics International, Inc., Term Loan, 8.75%, (3 mo. USD LIBOR + 7.50%, Floor 1.25%), 3/29/24 | 1,967 | 1,288,651 | |
PECF USS Intermediate Holding III Corporation, Term Loan, 5.916%, (1 mo. USD LIBOR + 4.25%), 12/15/28 | 647 | 586,441 | |
Phoenix Services International, LLC, Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 3/1/25 | 862 | 654,930 | |
Prime Security Services Borrower, LLC, Term Loan, 3.557%, (USD LIBOR + 2.75%), 9/23/26(20) | 1,525 | 1,429,178 | |
SITEL Group, Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 8/28/28 | EUR | 500 | 488,934 |
SITEL Worldwide Corporation, Term Loan, 6.01%, (3 mo. USD LIBOR + 3.75%), 8/28/28 | 1,886 | 1,807,963 | |
Tempo Acquisition, LLC, Term Loan, 4.525%, (SOFR + 3.00%), 8/31/28 | 837 | 793,995 | |
Werner FinCo, L.P., Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 7/24/24 | 1,001 | 945,739 | |
$ 28,612,299 | |||
Communications Equipment — 0.3% | |||
CommScope, Inc., Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 4/6/26 | 1,775 | $ 1,603,247 | |
Digi International, Inc., Term Loan, 5.50%, (3 mo. USD LIBOR + 5.00%, Floor 0.50%), 11/1/28 | 422 | 412,816 | |
Plantronics, Inc., Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 7/2/25 | 1,187 | 1,172,100 | |
Tiger Acquisition, LLC, Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 6/1/28 | 496 | 443,523 | |
$ 3,631,686 | |||
Construction Materials — 0.5% | |||
Oscar AcquisitionCo, LLC, Term Loan, 6.109%, (SOFR + 4.50%), 4/29/29 | 900 | $ 803,250 |
22
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Construction Materials (continued) | |||
Quikrete Holdings, Inc.: | |||
Term Loan, 4.291%, (1 mo. USD LIBOR + 2.625%), 2/1/27 | 2,930 | $ 2,762,144 | |
Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 6/11/28 | 2,170 | 2,054,984 | |
$ 5,620,378 | |||
Containers & Packaging — 0.9% | |||
Berlin Packaging, LLC, Term Loan, 4.889%, (USD LIBOR + 3.75%), 3/11/28(20) | 1,241 | $ 1,161,535 | |
BWAY Holding Company, Term Loan, 4.312%, (1 mo. USD LIBOR + 3.25%), 4/3/24 | 2,505 | 2,363,013 | |
Clydesdale Acquisition Holdings, Inc., Term Loan, 5.875%, (SOFR + 4.25%), 4/13/29 | 575 | 540,800 | |
Kouti B.V., Term Loan, 3.175%, (3 mo. EURIBOR + 3.175%), 8/31/28 | EUR | 2,000 | 1,870,591 |
Pregis TopCo Corporation, Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 7/31/26 | 634 | 598,894 | |
Pretium PKG Holdings, Inc.: | |||
Term Loan, 5.044%, (USD LIBOR + 4.00%), 10/2/28(20) | 622 | 563,315 | |
Term Loan - Second Lien, 7.793%, (USD LIBOR + 6.75%), 10/1/29(20) | 350 | 303,625 | |
Proampac PG Borrower, LLC, Term Loan, 5.008%, (3 mo. USD LIBOR + 3.75%), 11/3/25 | 569 | 528,768 | |
Reynolds Group Holdings, Inc.: | |||
Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 2/5/26 | 1,354 | 1,267,469 | |
Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 9/24/28 | 968 | 905,030 | |
Trident TPI Holdings, Inc.: | |||
Term Loan, 5.50%, (3 mo. USD LIBOR + 3.25%), 10/17/24 | 813 | 786,018 | |
Term Loan, 5.597%, (3 mo. USD LIBOR + 4.00%), 9/15/28(21) | 99 | 93,029 | |
Term Loan, 6.25%, (3 mo. USD LIBOR + 4.00%), 9/15/28 | 695 | 653,644 | |
$ 11,635,731 | |||
Distributors — 0.2% | |||
Autokiniton US Holdings, Inc., Term Loan, 5.62%, (1 mo. USD LIBOR + 4.50%), 4/6/28 | 520 | $ 482,068 | |
Phillips Feed Service, Inc., Term Loan, 8.509%, (3 mo. USD LIBOR + 7.00%), 11/13/24(9) | 107 | 85,677 | |
White Cap Buyer, LLC, Term Loan, 5.275%, (SOFR + 3.75%), 10/19/27 | 2,069 | 1,906,959 | |
$ 2,474,704 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Diversified Consumer Services — 0.3% | |||
Ascend Learning, LLC, Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 12/11/28 | 647 | $ 599,860 | |
KUEHG Corp.: | |||
Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 2/21/25 | 2,236 | 2,089,684 | |
Term Loan - Second Lien, 10.50%, (3 mo. USD LIBOR + 8.25%), 8/22/25 | 425 | 409,594 | |
Sotheby's, Term Loan, 5.544%, (3 mo. USD LIBOR + 4.50%), 1/15/27 | 444 | 426,262 | |
$ 3,525,400 | |||
Diversified Financial Services — 0.2% | |||
Concorde Midco, Ltd., Term Loan, 4.00%, (6 mo. EURIBOR + 4.00%), 3/1/28 | EUR | 1,000 | $ 979,833 |
Sandy BidCo B.V., Term Loan, 6/12/28(22) | EUR | 1,000 | 970,227 |
Zephyr Bidco Limited, Term Loan, 5.971%, (SONIA + 4.75%), 7/23/25 | GBP | 775 | 827,840 |
$ 2,777,900 | |||
Diversified Telecommunication Services — 2.9% | |||
CenturyLink, Inc., Term Loan, 3.916%, (1 mo. USD LIBOR + 2.25%), 3/15/27 | 7,215 | $ 6,648,319 | |
eircom Finco S.a.r.l., Term Loan, 3.00%, (1 mo. EURIBOR + 3.00%), 5/15/26 | EUR | 1,786 | 1,709,505 |
GEE Holdings 2, LLC: | |||
Term Loan, 10.154%, (3 mo. USD LIBOR + 8.00%), 3/24/25 | 329 | 327,170 | |
Term Loan - Second Lien, 10.40%, (3 mo. USD LIBOR + 8.25%), 3.65% cash, 6.75% PIK, 3/23/26 | 690 | 620,606 | |
Numericable Group S.A.: | |||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 7/31/25 | EUR | 499 | 480,329 |
Term Loan, 3.989%, (3 mo. USD LIBOR + 2.75%), 7/31/25 | 2,043 | 1,867,611 | |
Telenet International Finance S.a.r.l., Term Loan, 2.25%, (6 mo. EURIBOR + 2.25%), 4/30/29 | EUR | 1,750 | 1,672,136 |
UPC Broadband Holding B.V.: | |||
Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), 4/30/29 | EUR | 1,500 | 1,428,094 |
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 1/31/29 | EUR | 3,000 | 2,908,061 |
Term Loan, 3.574%, (1 mo. USD LIBOR + 2.25%), 4/30/28 | 900 | 853,425 | |
UPC Financing Partnership, Term Loan, 4.324%, (1 mo. USD LIBOR + 3.00%), 1/31/29 | 3,025 | 2,871,230 |
23
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Diversified Telecommunication Services (continued) | |||
Virgin Media Bristol, LLC, Term Loan, 4.574%, (1 mo. USD LIBOR + 3.25%), 1/31/29 | 1,150 | $ 1,102,563 | |
Virgin Media Ireland Limited, Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 7/15/29 | EUR | 1,000 | 954,618 |
Virgin Media SFA Finance Limited: | |||
Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), 1/31/29 | EUR | 1,300 | 1,226,442 |
Term Loan, 4.19%, (SONIA + 3.25%), 11/15/27 | GBP | 1,500 | 1,656,289 |
Zayo Group Holdings, Inc.: | |||
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 3/9/27 | EUR | 978 | 906,568 |
Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 3/9/27 | 2,171 | 1,949,153 | |
Ziggo B.V., Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 1/31/29 | EUR | 3,750 | 3,517,182 |
Ziggo Financing Partnership, Term Loan, 3.824%, (1 mo. USD LIBOR + 2.50%), 4/30/28 | 4,150 | 3,877,656 | |
$ 36,576,957 | |||
Electrical Equipment — 0.2% | |||
AZZ Incorporated, Term Loan, 5.875%, (SOFR + 4.25%), 5/13/29 | 450 | $ 433,125 | |
GrafTech Finance, Inc., Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 2/12/25 | 978 | 946,551 | |
II-VI Incorporated, Term Loan, 1/14/28(22) | 1,000 | 960,500 | |
$ 2,340,176 | |||
Electronic Equipment, Instruments & Components — 0.6% | |||
Chamberlain Group, Inc., Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 11/3/28 | 1,542 | $ 1,406,018 | |
CPI International, Inc., Term Loan, 4.739%, (3 mo. USD LIBOR + 3.50%), 7/26/24 | 655 | 646,730 | |
Creation Technologies, Inc., Term Loan, 6.462%, (3 mo. USD LIBOR + 5.50%), 10/5/28 | 975 | 853,125 | |
EXC Holdings III Corp., Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 12/2/24 | 650 | 624,640 | |
Minimax Viking GmbH, Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), 7/31/25 | EUR | 950 | 934,402 |
Mirion Technologies, Inc., Term Loan, 5.627%, (6 mo. USD LIBOR + 2.75%), 10/20/28 | 695 | 658,276 | |
Robertshaw US Holding Corp., Term Loan, 5.188%, (1 mo. USD LIBOR + 3.50%), 2/28/25 | 1,005 | 827,758 | |
Verifone Systems, Inc., Term Loan, 5.524%, (3 mo. USD LIBOR + 4.00%), 8/20/25 | 1,232 | 1,124,608 | |
Verisure Holding AB, Term Loan, 3.473%, (6 mo. EURIBOR + 3.25%), 3/27/28 | EUR | 1,000 | 954,508 |
$ 8,030,065 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Energy Equipment & Services — 0.1% | |||
Ameriforge Group, Inc.: | |||
Term Loan, 13.049%, (1 mo. USD LIBOR + 13.00%), 12/29/23(21) | 104 | $ 51,799 | |
Term Loan, 15.25%, (3 mo. USD LIBOR + 13.00%), 10.25% cash, 5.00% PIK, 12/31/23 | 825 | 409,388 | |
Lealand Finance Company B.V., Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 2.666% cash, 3.00% PIK, 6/30/25 | 224 | 114,819 | |
$ 576,006 | |||
Engineering & Construction — 0.4% | |||
Aegion Corporation, Term Loan, 6.273%, (1 mo. USD LIBOR + 4.75%), 5/17/28 | 471 | $ 432,544 | |
Amentum Government Services Holdings, LLC: | |||
Term Loan, 5.295%, (SOFR + 4.00%), 2/15/29 | 750 | 715,312 | |
Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 1/29/27 | 1,005 | 958,042 | |
American Residential Services, LLC, Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 10/15/27 | 566 | 530,977 | |
APi Group DE, Inc., Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 10/1/26 | 1,433 | 1,379,157 | |
Artera Services, LLC, Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 3/6/25 | 440 | 349,183 | |
Brand Energy & Infrastructure Services, Inc., Term Loan, 5.403%, (3 mo. USD LIBOR + 4.25%), 6/21/24 | 570 | 496,042 | |
Northstar Group Services, Inc., Term Loan, 7.166%, (1 mo. USD LIBOR + 5.50%), 11/12/26 | 221 | 212,647 | |
$ 5,073,904 | |||
Entertainment — 1.1% | |||
Alchemy Copyrights, LLC, Term Loan, 4.062%, (1 mo. USD LIBOR + 3.00%), 3/10/28 | 467 | $ 452,704 | |
AMC Entertainment Holdings, Inc., Term Loan, 4.20%, (1 mo. USD LIBOR + 3.00%), 4/22/26 | 1,814 | 1,531,372 | |
City Football Group Limited, Term Loan, 4.598%, (3 mo. USD LIBOR + 3.50%), 7/21/28 | 1,372 | 1,268,695 | |
Crown Finance US, Inc.: | |||
Term Loan, 4.00%, (6 mo. USD LIBOR + 2.50%), 2/28/25 | 335 | 213,267 | |
Term Loan, 4.25%, (6 mo. USD LIBOR + 2.75%), 9/30/26 | 1,500 | 925,950 | |
Term Loan, 10.076%, (6 mo. USD LIBOR + 8.25%), 2/28/25 | 210 | 218,849 | |
Term Loan, 15.25%, (7.00% cash, 8.25% PIK), 5/23/24(23) | 280 | 314,020 |
24
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Entertainment (continued) | |||
Delta 2 (LUX) S.a.r.l., Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 2/1/24 | 1,125 | $ 1,098,741 | |
Playtika Holding Corp., Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 3/13/28 | 2,187 | 2,064,898 | |
Renaissance Holding Corp.: | |||
Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 5/30/25 | 1,691 | 1,603,304 | |
Term Loan, 5.581%, (SOFR + 4.50%), 3/30/29 | 175 | 167,708 | |
Term Loan - Second Lien, 8.666%, (1 mo. USD LIBOR + 7.00%), 5/29/26 | 200 | 186,250 | |
UFC Holdings, LLC, Term Loan, 3.50%, (6 mo. USD LIBOR + 2.75%, Floor 0.75%), 4/29/26 | 2,833 | 2,649,013 | |
Vue International Bidco PLC, Term Loan, 4.75%, (6 mo. EURIBOR + 4.75%), 7/3/26 | EUR | 1,081 | 817,665 |
$ 13,512,436 | |||
Equity Real Estate Investment Trusts (REITs) — 0.1% | |||
Iron Mountain, Inc., Term Loan, 3.416%, (1 mo. USD LIBOR + 1.75%), 1/2/26 | 886 | $ 849,153 | |
$ 849,153 | |||
Food & Staples Retailing — 0.2% | |||
BJ's Wholesale Club, Inc., Term Loan, 3.255%, (1 mo. USD LIBOR + 2.00%), 2/3/24 | 487 | $ 484,756 | |
US Foods, Inc., Term Loan, 3.575%, (3 mo. USD LIBOR + 2.00%), 9/13/26 | 1,678 | 1,580,264 | |
$ 2,065,020 | |||
Food Products — 1.2% | |||
8th Avenue Food & Provisions, Inc., Term Loan, 6.383%, (1 mo. USD LIBOR + 4.75%), 10/1/25 | 596 | $ 512,626 | |
Badger Buyer Corp., Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 9/30/24 | 381 | 352,425 | |
CHG PPC Parent, LLC: | |||
Term Loan, 3.50%, (1 mo. EURIBOR + 3.50%), 3/31/25 | EUR | 2,000 | 1,964,906 |
Term Loan, 4.688%, (1 mo. USD LIBOR + 3.00%), 12/8/28 | 474 | 447,753 | |
Del Monte Foods, Inc., Term Loan, 5.684%, (SOFR + 4.25%), 5/16/29 | 450 | 425,625 | |
Froneri International, Ltd.: | |||
Term Loan, 2.375%, (6 mo. EURIBOR + 2.375%), 1/29/27 | EUR | 1,275 | 1,185,821 |
Term Loan, 3.916%, (1 mo. USD LIBOR + 2.25%), 1/29/27 | 2,156 | 1,992,504 | |
H Food Holdings, LLC: | |||
Term Loan, 5.354%, (1 mo. USD LIBOR + 3.6875%), 5/23/25 | 744 | 671,553 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Food Products (continued) | |||
H Food Holdings, LLC: (continued) | |||
Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 5/23/25 | 458 | $ 414,256 | |
Monogram Food Solutions, LLC, Term Loan, 5.688%, (1 mo. USD LIBOR + 4.00%), 8/28/28 | 547 | 518,519 | |
Nomad Foods Europe Midco Limited, Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), 6/24/28 | EUR | 3,000 | 2,847,803 |
Shearer's Foods, Inc., Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 9/23/27 | 393 | 356,907 | |
Sovos Brands Intermediate, Inc., Term Loan, 4.25%, (6 mo. USD LIBOR + 3.50%, Floor 0.75%), 6/8/28 | 497 | 470,024 | |
Sunshine Investments B.V., Term Loan, 4.441%, (SONIA + 3.50%), 3/28/25 | GBP | 750 | 908,410 |
United Petfood Group B.V., Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 4/23/28 | EUR | 750 | 717,191 |
Valeo F1 Company Limited (Ireland), Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 6/30/28 | EUR | 1,000 | 876,675 |
$ 14,662,998 | |||
Health Care Equipment & Supplies — 0.2% | |||
Bayou Intermediate II, LLC, Term Loan, 5.786%, (3 mo. USD LIBOR + 4.50%), 8/2/28 | 746 | $ 710,803 | |
CryoLife, Inc., Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 6/1/27 | 525 | 500,300 | |
Journey Personal Care Corp., Term Loan, 6.50%, (3 mo. USD LIBOR + 4.25%), 3/1/28 | 1,040 | 810,810 | |
Medline Borrower, L.P., Term Loan, 3.50%, (1 mo. EURIBOR + 3.50%), 10/23/28 | EUR | 1,000 | 971,101 |
$ 2,993,014 | |||
Health Care Providers & Services — 3.0% | |||
ADMI Corp., Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 4/30/25 | 1,776 | $ 1,640,075 | |
AEA International Holdings (Lux) S.a.r.l., Term Loan, 6.063%, (3 mo. USD LIBOR + 3.75%), 9/7/28 | 1,070 | 1,024,166 | |
Biogroup-LCD, Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), 2/9/28 | EUR | 750 | 699,507 |
BW NHHC Holdco, Inc., Term Loan, 6.455%, (3 mo. USD LIBOR + 5.00%), 5/15/25 | 3,701 | 2,661,163 | |
CCRR Parent, Inc., Term Loan, 6.01%, (3 mo. USD LIBOR + 3.75%), 3/6/28 | 519 | 500,651 | |
Cerba Healthcare S.A.S., Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 6/30/28 | EUR | 1,250 | 1,166,936 |
CHG Healthcare Services, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 3.25%), 9/29/28 | 1,092 | 1,028,634 | |
Covis Finco S.a.r.l., Term Loan, 8.704%, (SOFR + 6.50%), 2/18/27 | 938 | 792,716 |
25
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Health Care Providers & Services (continued) | |||
Dedalus Finance GmbH, Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 7/17/27 | EUR | 500 | $ 490,244 |
Electron BidCo, Inc., Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 11/1/28 | 798 | 748,790 | |
Elsan S.A.S., Term Loan, 3.35%, (6 mo. EURIBOR + 3.35%), 6/16/28 | EUR | 1,500 | 1,454,031 |
Ensemble RCM, LLC, Term Loan, 4.989%, (3 mo. USD LIBOR + 3.75%), 8/3/26 | 1,323 | 1,283,671 | |
Envision Healthcare Corporation, Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 10/10/25 | 8,827 | 3,081,660 | |
Hanger, Inc., Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 3/6/25 | 1,024 | 992,928 | |
IVC Acquisition, Ltd., Term Loan, 5.191%, (SONIA + 4.25%), 2/13/26 | GBP | 1,000 | 1,110,026 |
LSCS Holdings, Inc., Term Loan, 6.75%, (3 mo. USD LIBOR + 4.50%), 12/16/28 | 721 | 687,110 | |
MDVIP, Inc., Term Loan, 5.345%, (1 mo. USD LIBOR + 3.75%), 10/16/28 | 274 | 261,054 | |
Medical Solutions Holdings, Inc.: | |||
Term Loan, 3.50%, 11/1/28(21) | 236 | 221,643 | |
Term Loan, 6.377%, (6 mo. USD LIBOR + 3.50%), 11/1/28 | 1,236 | 1,160,719 | |
Mehilainen Yhtiot Oy, Term Loan, 3.525%, (3 mo. EURIBOR + 3.525%), 8/11/25 | EUR | 1,000 | 978,086 |
Midwest Physician Administrative Services, LLC, Term Loan, 5.50%, (3 mo. USD LIBOR + 3.25%), 3/12/28 | 469 | 431,537 | |
National Mentor Holdings, Inc.: | |||
Term Loan, 5.747%, (USD LIBOR + 3.75%), 3/2/28(20) | 2,057 | 1,809,847 | |
Term Loan, 6.01%, (3 mo. USD LIBOR + 3.75%), 3/2/28 | 58 | 51,312 | |
Option Care Health, Inc., Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 10/27/28 | 423 | 406,753 | |
Pacific Dental Services, LLC, Term Loan, 4.759%, (1 mo. USD LIBOR + 3.25%), 5/5/28 | 495 | 475,819 | |
Pediatric Associates Holding Company, LLC: | |||
4.085%, (USD LIBOR + 3.25%), 12/29/28(20)(21) | 72 | 67,941 | |
Term Loan, 5.076%, (6 mo. USD LIBOR + 3.25%), 12/29/28 | 476 | 447,851 | |
PetVet Care Centers, LLC, Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 2/14/25 | 149 | 140,789 | |
Phoenix Guarantor, Inc.: | |||
Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 3/5/26 | 1,892 | 1,771,735 | |
Term Loan, 5.142%, (1 mo. USD LIBOR + 3.50%), 3/5/26 | 1,307 | 1,224,161 | |
Radiology Partners, Inc., Term Loan, 5.87%, (1 mo. USD LIBOR + 4.25%), 7/9/25 | 1,197 | 1,078,215 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Health Care Providers & Services (continued) | |||
Radnet Management, Inc., Term Loan, 4.629%, (1 mo. USD LIBOR + 3.00%), 4/21/28 | 1,015 | $ 964,436 | |
Ramsay Generale de Sante S.A., Term Loan, 2.80%, (3 mo. EURIBOR + 2.80%), 4/22/27 | EUR | 500 | 492,536 |
Select Medical Corporation, Term Loan, 4.17%, (1 mo. USD LIBOR + 2.50%), 3/6/25 | 2,968 | 2,844,591 | |
Sound Inpatient Physicians, Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 6/27/25 | 480 | 438,450 | |
Surgery Center Holdings, Inc., Term Loan, 4.95%, (1 mo. USD LIBOR + 3.75%), 8/31/26 | 1,048 | 979,113 | |
Synlab Bondco PLC, Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), 7/1/27 | EUR | 500 | 487,297 |
U.S. Anesthesia Partners, Inc., Term Loan, 5.312%, (1 mo. USD LIBOR + 4.25%), 10/1/28 | 1,512 | 1,417,259 | |
WP CityMD Bidco, LLC, Term Loan, 5.50%, (3 mo. USD LIBOR + 3.25%), 12/22/28 | 673 | 635,270 | |
$ 38,148,722 | |||
Health Care Technology — 1.0% | |||
Bracket Intermediate Holding Corp., Term Loan, 5.219%, (3 mo. USD LIBOR + 4.25%), 9/5/25 | 914 | $ 880,848 | |
Change Healthcare Holdings, LLC, Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 3/1/24 | 5,019 | 4,893,134 | |
GHX Ultimate Parent Corporation, Term Loan, 6.127%, (6 mo. USD LIBOR + 3.25%), 6/28/24 | 928 | 886,639 | |
Imprivata, Inc., Term Loan, 5.75%, (SOFR + 4.25%), 12/1/27 | 225 | 218,250 | |
MedAssets Software Intermediate Holdings, Inc., Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 12/18/28 | 1,097 | 1,028,672 | |
Navicure, Inc., Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 10/22/26 | 1,667 | 1,579,186 | |
Project Ruby Ultimate Parent Corp., Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 3/3/28 | 1,037 | 973,366 | |
Verscend Holding Corp., Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 8/27/25 | 2,212 | 2,122,112 | |
$ 12,582,207 | |||
Hotels, Restaurants & Leisure — 2.1% | |||
Carnival Corporation: | |||
Term Loan, 3.974%, (EURIBOR + 3.75%), 6/30/25(20) | EUR | 1,485 | $ 1,443,252 |
Term Loan, 5.877%, (6 mo. USD LIBOR + 3.00%), 6/30/25 | 1,274 | 1,189,279 | |
Term Loan, 6.127%, (6 mo. USD LIBOR + 3.25%), 10/18/28 | 2,687 | 2,417,850 | |
ClubCorp Holdings, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 2.75%), 9/18/24 | 1,905 | 1,759,149 |
26
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Hotels, Restaurants & Leisure (continued) | |||
Dave & Buster's, Inc., Term Loan, 6/29/29(22) | 750 | $ 715,313 | |
Fertitta Entertainment, LLC, Term Loan, 5.525%, (SOFR + 4.00%), 1/27/29 | 4,202 | 3,879,428 | |
Four Seasons Hotels Limited, Term Loan, 3.666%, (1 mo. USD LIBOR + 2.00%), 11/30/23 | 1,021 | 1,011,560 | |
GVC Holdings PLC, Term Loan, 2.25%, (6 mo. EURIBOR + 2.25%), 3/29/24 | EUR | 1,850 | 1,836,925 |
Hilton Grand Vacations Borrower, LLC, Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 8/2/28 | 918 | 860,913 | |
IRB Holding Corp.: | |||
Term Loan, 4.238%, (SOFR + 3.15%), 12/15/27 | 298 | 284,804 | |
Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 2/5/25 | 2,188 | 2,081,325 | |
Oravel Stays Singapore Pte, Ltd., Term Loan, 10.44%, (3 mo. USD LIBOR + 8.25%), 6/23/26 | 545 | 470,993 | |
Playa Resorts Holding B.V., Term Loan, 4.42%, (1 mo. USD LIBOR + 2.75%), 4/29/24 | 2,461 | 2,333,150 | |
Scientific Games Holdings, L.P., Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 4/4/29 | EUR | 1,000 | 962,367 |
SeaWorld Parks & Entertainment, Inc., Term Loan, 4.688%, (1 mo. USD LIBOR + 3.00%), 8/25/28 | 893 | 842,111 | |
SMG US Midco 2, Inc., Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 1/23/25 | 239 | 225,115 | |
Stars Group Holdings B.V. (The), Term Loan, 4.50%, (3 mo. USD LIBOR + 2.25%), 7/21/26 | 2,258 | 2,151,627 | |
Travel Leaders Group, LLC, Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 1/25/24 | 936 | 839,475 | |
Twin River Worldwide Holdings, Inc., Term Loan, 4.37%, (1 mo. USD LIBOR + 3.25%), 10/2/28 | 1,169 | 1,089,165 | |
$ 26,393,801 | |||
Household Durables — 1.1% | |||
CFS Brands, LLC, Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 3/20/25 | 263 | $ 230,380 | |
Libbey Glass, Inc., Term Loan, 9.021%, (3 mo. USD LIBOR + 8.00%), 11/13/25 | 4,242 | 4,377,567 | |
Serta Simmons Bedding, LLC: | |||
Term Loan, 9.009%, (1 mo. USD LIBOR + 7.50%), 8/10/23 | 2,448 | 2,398,401 | |
Term Loan - Second Lien, 9.009%, (1 mo. USD LIBOR + 7.50%), 8/10/23 | 8,094 | 5,564,530 | |
Solis IV B.V., Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 2/26/29 | EUR | 1,000 | 923,069 |
$ 13,493,947 | |||
Household Products — 0.1% | |||
Kronos Acquisition Holdings, Inc., Term Loan, 7.649%, (SOFR + 6.00%), 12/22/26 | 398 | $ 390,040 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Household Products (continued) | |||
Nobel Bidco B.V., Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 9/1/28 | EUR | 1,000 | $ 807,576 |
$ 1,197,616 | |||
Independent Power and Renewable Electricity Producers — 0.4% | |||
Calpine Construction Finance Company, L.P., Term Loan, 3.666%, (1 mo. USD LIBOR + 2.00%), 1/15/25 | 2,680 | $ 2,583,425 | |
Calpine Corporation, Term Loan, 4.17%, (1 mo. USD LIBOR + 2.50%), 12/16/27 | 2,002 | 1,907,423 | |
Longview Power, LLC, Term Loan, 12.232%, (3 mo. USD LIBOR + 10.00%), 7/30/25 | 42 | 42,589 | |
$ 4,533,437 | |||
Industrial Conglomerates — 0.2% | |||
Rain Carbon GmbH, Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 1/16/25 | EUR | 1,025 | $ 1,001,644 |
SPX Flow, Inc., Term Loan, 6.125%, (SOFR + 4.50%), 4/5/29 | 1,342 | 1,255,527 | |
$ 2,257,171 | |||
Insurance — 1.8% | |||
Alliant Holdings Intermediate, LLC: | |||
Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 5/9/25 | 2,667 | $ 2,520,073 | |
Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 5/9/25 | 461 | 436,081 | |
AmWINS Group, Inc., Term Loan, 3.916%, (1 mo. USD LIBOR + 2.25%), 2/19/28 | 3,817 | 3,610,147 | |
AssuredPartners, Inc., Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 2/12/27 | 171 | 159,961 | |
Financiere CEP S.A.S., Term Loan, 4.225%, (6 mo. EURIBOR + 4.00%), 6/18/27 | EUR | 750 | 727,015 |
Hub International Limited: | |||
Term Loan, 4.214%, (3 mo. USD LIBOR + 3.00%), 4/25/25 | 4,992 | 4,728,532 | |
Term Loan, 4.348%, (3 mo. USD LIBOR + 3.25%), 4/25/25 | 1,828 | 1,736,478 | |
NFP Corp., Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 2/15/27 | 3,115 | 2,892,160 | |
Ryan Specialty Group, LLC, Term Loan, 4.625%, (SOFR + 3.00%), 9/1/27 | 1,695 | 1,635,494 | |
USI, Inc.: | |||
Term Loan, 5.25%, (3 mo. USD LIBOR + 3.00%), 5/16/24 | 3,096 | 2,969,865 | |
Term Loan, 5.50%, (3 mo. USD LIBOR + 3.25%), 12/2/26 | 1,389 | 1,318,636 | |
$ 22,734,442 |
27
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Interactive Media & Services — 0.4% | |||
Buzz Merger Sub, Ltd.: | |||
Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 1/29/27 | 562 | $ 532,554 | |
Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 1/29/27 | 60 | 57,678 | |
Camelot U.S. Acquisition, LLC: | |||
Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 10/30/26 | 1,804 | 1,711,308 | |
Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 10/30/26 | 1,059 | 1,002,954 | |
Foundational Education Group, Inc., Term Loan, 6.066%, (SOFR + 3.75%), 8/31/28 | 547 | 525,360 | |
Getty Images, Inc., Term Loan, 6.125%, (3 mo. USD LIBOR + 4.50%), 2/19/26 | 1,050 | 1,019,026 | |
Match Group, Inc., Term Loan, 3.194%, (3 mo. USD LIBOR + 1.75%), 2/13/27 | 675 | 635,344 | |
$ 5,484,224 | |||
Internet & Direct Marketing Retail — 0.5% | |||
Adevinta ASA: | |||
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 6/26/28 | EUR | 2,000 | $ 1,965,954 |
Term Loan, 5.25%, (3 mo. USD LIBOR + 3.00%), 6/26/28 | 297 | 283,635 | |
CNT Holdings I Corp., Term Loan, 4.69%, (1 mo. USD LIBOR + 3.50%), 11/8/27 | 691 | 657,336 | |
Etraveli Holding AB, Term Loan, 4.50%, (3 mo. EURIBOR + 4.50%), 8/2/24 | EUR | 937 | 941,764 |
Hoya Midco, LLC, Term Loan, 3.75%, (SOFR + 3.25%, Floor 0.50%), 2/3/29 | 996 | 965,730 | |
Speedster Bidco GmbH, Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 3/31/27 | EUR | 1,000 | 924,816 |
$ 5,739,235 | |||
IT Services — 2.0% | |||
Asurion, LLC: | |||
Term Loan, 4.791%, (1 mo. USD LIBOR + 3.125%), 11/3/23 | 1,450 | $ 1,394,262 | |
Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 12/23/26 | 3,113 | 2,830,521 | |
Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 7/31/27 | 1,096 | 994,733 | |
Term Loan - Second Lien, 6.916%, (1 mo. USD LIBOR + 5.25%), 1/31/28 | 1,350 | 1,172,475 | |
Cyxtera DC Holdings, Inc., Term Loan, 4.64%, (1 mo. USD LIBOR + 3.00%), 5/1/24 | 903 | 846,094 | |
Endure Digital, Inc., Term Loan, 4.62%, (1 mo. USD LIBOR + 3.50%), 2/10/28 | 2,772 | 2,508,660 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
IT Services (continued) | |||
EP Purchaser, LLC, Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 11/6/28 | 424 | $ 405,655 | |
Gainwell Acquisition Corp., Term Loan, 6.25%, (3 mo. USD LIBOR + 4.00%), 10/1/27 | 3,104 | 2,952,313 | |
Go Daddy Operating Company, LLC, Term Loan, 3.666%, (1 mo. USD LIBOR + 2.00%), 8/10/27 | 1,078 | 1,036,035 | |
Indy US Bidco, LLC: | |||
Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), 3/6/28 | EUR | 741 | 724,423 |
Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 3/5/28 | 667 | 620,482 | |
Informatica, LLC, Term Loan, 4.438%, (1 mo. USD LIBOR + 2.75%), 10/27/28 | 2,668 | 2,539,900 | |
Intrado Corporation, Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 10/10/24 | 585 | 499,384 | |
NAB Holdings, LLC, Term Loan, 5.204%, (SOFR + 3.00%), 11/23/28 | 1,119 | 1,048,482 | |
Rackspace Technology Global, Inc., Term Loan, 4.16%, (3 mo. USD LIBOR + 2.75%), 2/15/28 | 1,333 | 1,221,809 | |
Sedgwick Claims Management Services, Inc., Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 12/31/25 | 1,230 | 1,156,552 | |
Skopima Merger Sub, Inc., Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 5/12/28 | 1,489 | 1,377,094 | |
Syniverse Holdings, Inc., Term Loan, 8.286%, (SOFR + 7.00%), 5/13/27 | 350 | 308,875 | |
team.blue Finco S.a.r.l.: | |||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 3/27/28 | EUR | 54 | 51,689 |
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 3/30/28 | EUR | 946 | 904,565 |
West Corporation, Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 10/10/24 | 297 | 254,001 | |
$ 24,848,004 | |||
Leisure Products — 0.1% | |||
Amer Sports Oyj, Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), 3/30/26 | EUR | 1,550 | $ 1,441,586 |
Fender Musical Instruments Corporation, Term Loan, 5.226%, (SOFR + 4.00%), 12/1/28 | 323 | 305,686 | |
$ 1,747,272 | |||
Life Sciences Tools & Services — 0.6% | |||
Avantor Funding, Inc., Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), 6/12/28 | EUR | 990 | $ 972,196 |
Catalent Pharma Solutions, Inc., Term Loan, 3.625%, (1 mo. USD LIBOR + 2.00%), 2/22/28 | 825 | 815,022 | |
Curia Global, Inc., Term Loan, 4.989%, (3 mo. USD LIBOR + 3.75%), 8/30/26 | 246 | 232,410 |
28
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Life Sciences Tools & Services (continued) | |||
IQVIA, Inc.: | |||
Term Loan, 3.416%, (1 mo. USD LIBOR + 1.75%), 3/7/24 | 1,431 | $ 1,400,389 | |
Term Loan, 3.416%, (1 mo. USD LIBOR + 1.75%), 1/17/25 | 1,363 | 1,333,292 | |
LGC Group Holdings, Ltd., Term Loan, 3.00%, (1 mo. EURIBOR + 3.00%), 4/21/27 | EUR | 1,000 | 937,915 |
Loire Finco Luxembourg S.a.r.l., Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 4/21/27 | 343 | 324,193 | |
Packaging Coordinators Midco, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 11/30/27 | 1,359 | 1,286,461 | |
$ 7,301,878 | |||
Machinery — 2.3% | |||
AI Alpine AT Bidco GmbH, Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 10/31/25 | EUR | 750 | $ 725,050 |
Albion Financing 3 S.a.r.l., Term Loan, 6.434%, (3 mo. USD LIBOR + 5.25%), 8/17/26 | 1,542 | 1,479,596 | |
Alliance Laundry Systems, LLC, Term Loan, 4.524%, (USD LIBOR + 3.50%), 10/8/27(20) | 1,072 | 1,019,803 | |
American Trailer World Corp., Term Loan, 5.375%, (SOFR + 3.50%), 3/3/28 | 893 | 799,858 | |
Apex Tool Group, LLC, Term Loan, 6.534%, (SOFR + 5.25%), 2/8/29 | 3,363 | 2,964,750 | |
Conair Holdings, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 5/17/28 | 1,538 | 1,294,799 | |
CPM Holdings, Inc., Term Loan, 4.562%, (1 mo. USD LIBOR + 3.50%), 11/17/25 | 314 | 300,295 | |
Delachaux Group S.A., Term Loan, 5.738%, (3 mo. USD LIBOR + 4.50%), 4/16/26 | 444 | 406,374 | |
Engineered Machinery Holdings, Inc.: | |||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 5/21/28 | EUR | 993 | 920,480 |
Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 5/19/28 | 1,876 | 1,764,603 | |
Filtration Group Corporation: | |||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 3/29/25 | EUR | 1,357 | 1,308,350 |
Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 10/21/28 | 744 | 697,852 | |
Gates Global, LLC: | |||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 4/1/24 | EUR | 859 | 854,841 |
Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 3/31/27 | 3,960 | 3,746,709 | |
Granite Holdings US Acquisition Co., Term Loan, 6.313%, (3 mo. USD LIBOR + 4.00%), 9/30/26 | 1,259 | 1,190,439 | |
Icebox Holdco III, Inc.: | |||
Term Loan, 3.75%, 12/22/28(21) | 146 | 136,971 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Machinery (continued) | |||
Icebox Holdco III, Inc.: (continued) | |||
Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 12/22/28 | 703 | $ 660,374 | |
Illuminate Buyer, LLC, Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 6/30/27 | 750 | 695,091 | |
Penn Engineering & Manufacturing Corp., Term Loan, 3.25%, (3 mo. EURIBOR + 2.25%, Floor 1.00%), 6/27/24 | EUR | 1,188 | 1,164,404 |
Titan Acquisition Limited, Term Loan, 5.877%, (6 mo. USD LIBOR + 3.00%), 3/28/25 | 3,040 | 2,796,850 | |
TK Elevator Topco GmbH, Term Loan, 3.625%, (6 mo. EURIBOR + 3.625%), 7/29/27 | EUR | 1,000 | 948,919 |
Vertical US Newco, Inc., Term Loan, 4.019%, (6 mo. USD LIBOR + 3.50%), 7/30/27 | 1,204 | 1,131,499 | |
Zephyr German BidCo GmbH, Term Loan, 3.40%, (3 mo. EURIBOR + 3.40%), 3/10/28 | EUR | 1,500 | 1,423,771 |
$ 28,431,678 | |||
Media — 2.0% | |||
Axel Springer SE, Term Loan, 4.75%, (6 mo. EURIBOR + 4.75%), 12/18/26 | EUR | 1,000 | $ 990,313 |
CMG Media Corporation, Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 12/17/26 | 1,828 | 1,683,505 | |
CSC Holdings, LLC: | |||
Term Loan, 3.574%, (1 mo. USD LIBOR + 2.25%), 7/17/25 | 3,862 | 3,601,497 | |
Term Loan, 3.574%, (1 mo. USD LIBOR + 2.25%), 1/15/26 | 1,040 | 968,124 | |
Term Loan, 3.824%, (1 mo. USD LIBOR + 2.50%), 4/15/27 | 1,327 | 1,238,086 | |
Cumulus Media New Holdings, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/31/26 | 309 | 296,063 | |
Diamond Sports Group, LLC: | |||
Term Loan, 9.181%, (SOFR + 8.00%), 5/26/26 | 917 | 905,280 | |
Term Loan - Second Lien, 4.431%, (SOFR + 3.25%), 8/24/26 | 3,015 | 720,796 | |
Entercom Media Corp., Term Loan, 4.133%, (1 mo. USD LIBOR + 2.50%), 11/18/24 | 832 | 741,340 | |
Entravision Communications Corporation, Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 11/29/24 | 825 | 805,833 | |
Gray Television, Inc.: | |||
Term Loan, 3.562%, (1 mo. USD LIBOR + 2.50%), 2/7/24 | 255 | 249,939 | |
Term Loan, 3.562%, (1 mo. USD LIBOR + 2.50%), 1/2/26 | 637 | 611,743 | |
Term Loan, 4.062%, (1 mo. USD LIBOR + 3.00%), 12/1/28 | 945 | 906,258 | |
Hubbard Radio, LLC, Term Loan, 5.92%, (1 mo. USD LIBOR + 4.25%), 3/28/25 | 734 | 704,335 |
29
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Media (continued) | |||
iHeartCommunications, Inc., Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 5/1/26 | 444 | $ 413,055 | |
Magnite, Inc., Term Loan, 6.022%, (USD LIBOR + 5.00%), 4/28/28(20) | 644 | 619,369 | |
MJH Healthcare Holdings, LLC, Term Loan, 5.109%, (SOFR + 3.60%), 1/28/29 | 274 | 258,540 | |
Nexstar Broadcasting, Inc., Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 9/18/26 | 294 | 290,448 | |
Recorded Books, Inc., Term Loan, 6.003%, (3 mo. USD LIBOR + 4.00%), 8/29/25 | 1,660 | 1,580,332 | |
Sinclair Television Group, Inc.: | |||
Term Loan, 4.17%, (1 mo. USD LIBOR + 2.50%), 9/30/26 | 632 | 581,160 | |
Term Loan, 4.67%, (1 mo. USD LIBOR + 3.00%), 4/1/28 | 408 | 379,492 | |
Univision Communications, Inc., Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 3/15/26 | 6,855 | 6,503,472 | |
$ 25,048,980 | |||
Metals/Mining — 0.2% | |||
American Consolidated Natural Resources, Inc., Term Loan, 17.642%, (1 mo. USD LIBOR + 16.00%), 14.642% cash, 3.00% PIK, 9/16/25 | 214 | $ 218,415 | |
Dynacast International, LLC: | |||
Term Loan, 6.006%, (3 mo. USD LIBOR + 4.50%), 7/22/25 | 1,056 | 971,212 | |
Term Loan, 10.506%, (3 mo. USD LIBOR + 9.00%), 10/22/25 | 407 | 380,998 | |
WireCo WorldGroup, Inc., Term Loan, 5.688%, (3 mo. USD LIBOR + 4.25%), 11/13/28 | ��� 494 | 465,709 | |
Zekelman Industries, Inc., Term Loan, 4.185%, (3 mo. USD LIBOR + 2.00%), 1/24/27 | 1,110 | 1,039,211 | |
$ 3,075,545 | |||
Oil, Gas & Consumable Fuels — 1.0% | |||
Buckeye Partners, L.P., Term Loan, 3.916%, (1 mo. USD LIBOR + 2.25%), 11/1/26 | 2,713 | $ 2,604,924 | |
Centurion Pipeline Company, LLC: | |||
Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 9/29/25 | 266 | 257,914 | |
Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 9/28/25 | 222 | 214,138 | |
CITGO Holding, Inc., Term Loan, 8.666%, (1 mo. USD LIBOR + 7.00%), 8/1/23 | 241 | 239,219 | |
CITGO Petroleum Corporation, Term Loan, 7.916%, (1 mo. USD LIBOR + 6.25%), 3/28/24 | 2,249 | 2,224,707 | |
Delek US Holdings, Inc.: | |||
Term Loan, 3.916%, (1 mo. USD LIBOR + 2.25%), 3/31/25 | 1,354 | 1,300,671 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Oil, Gas & Consumable Fuels (continued) | |||
Delek US Holdings, Inc.: (continued) | |||
Term Loan, 7.166%, (1 mo. USD LIBOR + 5.50%), 3/31/25 | 562 | $ 558,198 | |
Freeport LNG Investments, LLP, Term Loan, 4.563%, (3 mo. USD LIBOR + 3.50%), 12/21/28 | 668 | 595,174 | |
Matador Bidco S.a.r.l., Term Loan, 6.166%, (1 mo. USD LIBOR + 4.50%), 10/15/26 | 1,715 | 1,654,975 | |
Oryx Midstream Services Permian Basin, LLC, Term Loan, 4.705%, (3 mo. USD LIBOR + 3.25%), 10/5/28 | 821 | 781,370 | |
Oxbow Carbon, LLC, Term Loan, 6.50%, (3 mo. USD LIBOR + 4.25%), 10/17/25 | 319 | 312,189 | |
QuarterNorth Energy Holding, Inc., Term Loan - Second Lien, 9.666%, (1 mo. USD LIBOR + 8.00%), 8/27/26 | 782 | 784,742 | |
UGI Energy Services, LLC, Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 8/13/26 | 1,043 | 1,021,026 | |
$ 12,549,247 | |||
Paper & Forest Products — 0.0%(8) | |||
Neenah, Inc., Term Loan, 6.75%, (USD Prime + 2.00%), 4/6/28 | 396 | $ 394,020 | |
$ 394,020 | |||
Personal Products — 0.2% | |||
HLF Financing S.a.r.l., Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 8/18/25 | 971 | $ 920,999 | |
Rainbow Finco S.a.r.l., Term Loan, 3.75%, (6 mo. EURIBOR + 3.75%), 2/24/29 | EUR | 1,000 | 939,225 |
Sunshine Luxembourg VII S.a.r.l., Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 10/1/26 | 198 | 183,428 | |
$ 2,043,652 | |||
Pharmaceuticals — 1.6% | |||
Aenova Holding GmbH, Term Loan, 4.50%, (6 mo. EURIBOR + 4.50%), 3/6/26 | EUR | 1,000 | $ 975,249 |
AI Sirona (Luxembourg) Acquisition S.a.r.l., Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), 9/29/25 | EUR | 1,000 | 966,734 |
Akorn, Inc., Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 10/1/25 | 229 | 223,670 | |
Amneal Pharmaceuticals, LLC, Term Loan, 5.497%, (USD LIBOR + 3.50%), 5/4/25(20) | 3,580 | 3,246,330 | |
Bausch Health Companies, Inc., Term Loan, 6.549%, (SOFR + 5.25%), 2/1/27 | 3,134 | 2,701,096 | |
Horizon Therapeutics USA, Inc.: | |||
Term Loan, 3.375%, (1 mo. USD LIBOR + 1.75%), 3/15/28 | 1,926 | 1,863,042 |
30
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Pharmaceuticals (continued) | |||
Horizon Therapeutics USA, Inc.: (continued) | |||
Term Loan, 3.625%, (1 mo. USD LIBOR + 2.00%), 5/22/26 | 654 | $ 633,899 | |
Jazz Financing Lux S.a.r.l., Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 5/5/28 | 1,609 | 1,537,793 | |
Mallinckrodt International Finance S.A.: | |||
Term Loan, 7.253%, (3 mo. USD LIBOR + 5.25%), 9/30/27 | 3,381 | 2,907,946 | |
Term Loan, 7.503%, (3 mo. USD LIBOR + 5.50%), 9/30/27 | 1,939 | 1,664,523 | |
Nidda Healthcare Holding AG: | |||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 8/21/26 | EUR | 625 | 587,834 |
Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 8/21/26 | EUR | 1,000 | 942,107 |
PharmaZell GmbH, Term Loan, 4.00%, (1 mo. EURIBOR + 4.00%), 5/12/27 | EUR | 1,000 | 953,635 |
Recipharm AB, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/17/28 | EUR | 1,000 | 939,225 |
$ 20,143,083 | |||
Professional Services — 1.2% | |||
AlixPartners, LLP: | |||
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/4/28 | EUR | 988 | $ 964,998 |
Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 2/4/28 | 1,407 | 1,338,587 | |
APFS Staffing Holdings, Inc., Term Loan, 5.525%, (SOFR + 4.00%), 12/29/28 | 274 | 263,683 | |
Blitz 20-487 GmbH, Term Loan, 3.20%, (3 mo. EURIBOR + 3.20%), 4/28/28 | EUR | 1,000 | 953,635 |
Brown Group Holding, LLC: | |||
Term Loan, 7/2/29(22) | 250 | 241,250 | |
Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 6/7/28 | 223 | 213,081 | |
CoreLogic, Inc., Term Loan, 5.188%, (1 mo. USD LIBOR + 3.50%), 6/2/28 | 5,211 | 4,330,029 | |
Deerfield Dakota Holding, LLC, Term Loan, 5.275%, (SOFR + 3.75%), 4/9/27 | 2,085 | 1,969,394 | |
Employbridge, LLC, Term Loan, 7.00%, (3 mo. USD LIBOR + 4.75%), 7/19/28 | 1,514 | 1,383,018 | |
First Advantage Holdings, LLC, Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 1/31/27 | 606 | 582,879 | |
Rockwood Service Corporation, Term Loan, 5.916%, (1 mo. USD LIBOR + 4.25%), 1/23/27 | 600 | 580,038 | |
Techem Verwaltungsgesellschaft 675 mbH, Term Loan, 2.625%, (6 mo. EURIBOR + 2.625%), 7/15/25 | EUR | 826 | 791,664 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Professional Services (continued) | |||
Trans Union, LLC, Term Loan, 3.916%, (1 mo. USD LIBOR + 2.25%), 12/1/28 | 1,775 | $ 1,698,519 | |
Vaco Holdings, LLC, Term Loan, 7.204%, (SOFR + 5.00%), 1/21/29 | 274 | 263,364 | |
$ 15,574,139 | |||
Real Estate Management & Development — 0.4% | |||
Cushman & Wakefield U.S. Borrower, LLC, Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 8/21/25 | 5,695 | $ 5,369,465 | |
$ 5,369,465 | |||
Road & Rail — 1.3% | |||
Grab Holdings, Inc., Term Loan, 5.50%, (6 mo. USD LIBOR + 4.50%, Floor 1.00%), 1/29/26 | 2,123 | $ 1,950,621 | |
Hertz Corporation, (The): | |||
Term Loan, 4.92%, (1 mo. USD LIBOR + 3.25%), 6/30/28 | 1,041 | 982,431 | |
Term Loan, 4.92%, (1 mo. USD LIBOR + 3.25%), 6/30/28 | 198 | 187,021 | |
Kenan Advantage Group, Inc., Term Loan, 5.383%, (1 mo. USD LIBOR + 3.75%), 3/24/26 | 2,216 | 2,072,194 | |
Uber Technologies, Inc.: | |||
Term Loan, 5.075%, (3 mo. USD LIBOR + 3.50%), 4/4/25 | 7,594 | 7,306,588 | |
Term Loan, 5.075%, (3 mo. USD LIBOR + 3.50%), 2/25/27 | 3,440 | 3,306,820 | |
$ 15,805,675 | |||
Semiconductors & Semiconductor Equipment — 0.4% | |||
Altar Bidco, Inc., Term Loan, 5.506%, (SOFR + 3.35%), 2/1/29 | 1,275 | $ 1,178,977 | |
Bright Bidco B.V., Term Loan, 4.774%, (3 mo. USD LIBOR + 3.50%), 6/30/24 | 1,712 | 753,077 | |
Cohu, Inc., Term Loan, 3.519%, (6 mo. USD LIBOR + 3.00%), 10/1/25 | 247 | 242,818 | |
MACOM Technology Solutions Holdings, Inc., Term Loan, 3.916%, (1 mo. USD LIBOR + 2.25%), 5/17/24 | 264 | 257,779 | |
MaxLinear, Inc., Term Loan, 3.916%, (1 mo. USD LIBOR + 2.25%), 6/23/28 | 571 | 560,000 | |
MKS Instruments, Inc., Term Loan, 4/11/29(22) | EUR | 1,000 | 995,553 |
Synaptics Incorporated, Term Loan, 4.356%, (6 mo. USD LIBOR + 2.25%), 12/2/28 | 397 | 387,075 | |
Ultra Clean Holdings, Inc., Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 8/27/25 | 645 | 628,214 | |
$ 5,003,493 |
31
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software — 7.5% | |||
Applied Systems, Inc.: | |||
Term Loan, 5.25%, (3 mo. USD LIBOR + 3.00%), 9/19/24 | 4,493 | $ 4,326,432 | |
Term Loan - Second Lien, 7.75%, (3 mo. USD LIBOR + 5.50%), 9/19/25 | 463 | 449,141 | |
AppLovin Corporation: | |||
Term Loan, 5.25%, (3 mo. USD LIBOR + 3.00%), 10/25/28 | 1,471 | 1,403,264 | |
Term Loan, 5.50%, (3 mo. USD LIBOR + 3.25%), 8/15/25 | 2,881 | 2,765,641 | |
Aptean, Inc.: | |||
Term Loan, 5.916%, (1 mo. USD LIBOR + 4.25%), 4/23/26 | 826 | 790,166 | |
Term Loan - Second Lien, 8.666%, (1 mo. USD LIBOR + 7.00%), 4/23/27 | 1,450 | 1,437,313 | |
Astra Acquisition Corp.: | |||
Term Loan, 6.916%, (1 mo. USD LIBOR + 5.25%), 10/25/28 | 1,622 | 1,413,536 | |
Term Loan - Second Lien, 10.541%, (1 mo. USD LIBOR + 8.875%), 10/25/29 | 1,650 | 1,534,131 | |
Avaya, Inc., Term Loan, 5.324%, (1 mo. USD LIBOR + 4.00%), 12/15/27 | 200 | 150,550 | |
Banff Merger Sub, Inc.: | |||
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 10/2/25 | EUR | 488 | 474,583 |
Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 10/2/25 | 2,721 | 2,536,334 | |
Term Loan - Second Lien, 7.166%, (1 mo. USD LIBOR + 5.50%), 2/27/26 | 900 | 838,125 | |
Barracuda Networks, Inc., Term Loan - Second Lien, 7.989%, (3 mo. USD LIBOR + 6.75%), 10/30/28 | 301 | 302,688 | |
CDK Global, Inc., Term Loan, 7/6/29(22) | 2,275 | 2,213,859 | |
CentralSquare Technologies, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 8/29/25 | 869 | 783,821 | |
Ceridian HCM Holding, Inc., Term Loan, 4.166%, (1 mo. USD LIBOR + 2.50%), 4/30/25 | 1,492 | 1,417,281 | |
Cloudera, Inc.: | |||
Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 10/8/28 | 2,793 | 2,578,869 | |
Term Loan - Second Lien, 7.666%, (1 mo. USD LIBOR + 6.00%), 10/8/29 | 775 | 682,000 | |
Constant Contact, Inc., Term Loan, 5.011%, (3 mo. USD LIBOR + 4.00%), 2/10/28 | 1,736 | 1,551,734 | |
Cornerstone OnDemand, Inc., Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 10/16/28 | 1,347 | 1,209,718 | |
Delta TopCo, Inc.: | |||
Term Loan, 5.836%, (3 mo. USD LIBOR + 3.75%), 12/1/27 | 1,386 | 1,262,126 | |
Term Loan - Second Lien, 9.336%, (3 mo. USD LIBOR + 7.25%), 12/1/28 | 1,950 | 1,706,250 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software (continued) | |||
ECI Macola Max Holding, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 11/9/27 | 1,282 | $ 1,214,329 | |
Epicor Software Corporation, Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 7/30/27 | 780 | 736,038 | |
Finastra USA, Inc., Term Loan, 4.739%, (3 mo. USD LIBOR + 3.50%), 6/13/24 | 2,975 | 2,685,678 | |
Fiserv Investment Solutions, Inc., Term Loan, 5.455%, (3 mo. USD LIBOR + 4.00%), 2/18/27 | 514 | 489,418 | |
GoTo Group, Inc., Term Loan, 6.345%, (1 mo. USD LIBOR + 4.75%), 8/31/27 | 1,798 | 1,411,136 | |
Greeneden U.S. Holdings II, LLC: | |||
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), 12/1/27 | EUR | 741 | 723,749 |
Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 12/1/27 | 815 | 780,878 | |
Hyland Software, Inc., Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 7/1/24 | 7,628 | 7,389,581 | |
IGT Holding IV AB, Term Loan, 2.90%, (3 mo. EURIBOR + 2.90%), 3/31/28 | EUR | 1,000 | 950,142 |
Ivanti Software, Inc.: | |||
Term Loan, 5.611%, (3 mo. USD LIBOR + 4.00%), 12/1/27 | 667 | 571,022 | |
Term Loan, 5.848%, (3 mo. USD LIBOR + 4.25%), 12/1/27 | 2,481 | 2,135,969 | |
MA FinanceCo., LLC: | |||
Term Loan, 4.50%, (EURIBOR + 4.50%), 6/5/25(20) | EUR | 886 | 870,889 |
Term Loan, 5.915%, (3 mo. USD LIBOR + 4.25%), 6/5/25 | 1,594 | 1,462,667 | |
Magenta Buyer, LLC: | |||
Term Loan, 6.23%, (3 mo. USD LIBOR + 5.00%), 7/27/28 | 3,881 | 3,505,384 | |
Term Loan - Second Lien, 9.48%, (3 mo. USD LIBOR + 8.25%), 7/27/29 | 1,050 | 988,313 | |
Marcel LUX IV S.a.r.l.: | |||
Term Loan, 3.50%, (1 mo. EURIBOR + 3.50%), 3/16/26 | EUR | 1,500 | 1,492,019 |
Term Loan, 5.565%, (SOFR + 4.00%), 12/31/27 | 95 | 91,584 | |
Mavenir Systems, Inc., Term Loan, 6.205%, (3 mo. USD LIBOR + 4.75%), 8/18/28 | 374 | 349,748 | |
McAfee, LLC: | |||
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), 3/1/29 | EUR | 1,000 | 962,804 |
Term Loan, 5.145%, (SOFR + 4.00%), 3/1/29 | 2,800 | 2,547,300 | |
Mediaocean, LLC, Term Loan, 5.166%, (1 mo. USD LIBOR + 3.50%), 12/15/28 | 623 | 593,305 | |
MH Sub I, LLC, Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 9/13/24 | 397 | 374,633 |
32
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software (continued) | |||
Mitnick Corporate Purchaser, Inc., Term Loan, 5.924%, (SOFR + 4.75%), 5/2/29 | 450 | $ 432,844 | |
Panther Commercial Holdings, L.P., Term Loan, 5.739%, (3 mo. USD LIBOR + 4.50%), 1/7/28 | 892 | 838,983 | |
Polaris Newco, LLC: | |||
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 6/2/28 | EUR | 993 | 958,183 |
Term Loan, 5.666%, (1 mo. USD LIBOR + 4.00%), 6/2/28 | 2,830 | 2,621,435 | |
Proofpoint, Inc., Term Loan, 4.825%, (3 mo. USD LIBOR + 3.25%), 8/31/28 | 2,488 | 2,320,760 | |
RealPage, Inc., Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 4/24/28 | 2,853 | 2,640,856 | |
Seattle Spinco, Inc., Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 6/21/24 | 1,995 | 1,903,194 | |
SolarWinds Holdings, Inc., Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 2/5/24 | 1,145 | 1,098,598 | |
Sophia, L.P., Term Loan, 5.50%, (3 mo. USD LIBOR + 3.25%), 10/7/27 | 394 | 368,904 | |
Sovos Compliance, LLC: | |||
Term Loan, 6.152%, (1 mo. USD LIBOR + 4.50%), 8/11/28 | 110 | 104,417 | |
Term Loan, 6.166%, (1 mo. USD LIBOR + 4.50%), 8/11/28 | 636 | 601,623 | |
Sportradar Capital S.a.r.l., Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 11/22/27 | EUR | 750 | 727,015 |
SurveyMonkey, Inc., Term Loan, 5.42%, (1 mo. USD LIBOR + 3.75%), 10/10/25 | 623 | 603,825 | |
Tibco Software, Inc.: | |||
Term Loan, 5.42%, (1 mo. USD LIBOR + 3.75%), 6/30/26 | 5,020 | 4,939,346 | |
Term Loan - Second Lien, 8.92%, (1 mo. USD LIBOR + 7.25%), 3/3/28 | 475 | 468,766 | |
Turing Midco, LLC, Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 3/23/28 | 283 | 272,407 | |
Ultimate Software Group, Inc. (The): | |||
Term Loan, 4.212%, (3 mo. USD LIBOR + 3.25%), 5/4/26 | 3,891 | 3,667,287 | |
Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 5/4/26 | 1,678 | 1,585,895 | |
Veritas US, Inc.: | |||
Term Loan, 4.75%, (3 mo. EURIBOR + 4.75%), 9/1/25 | EUR | 979 | 896,251 |
Term Loan, 7.25%, (3 mo. USD LIBOR + 5.00%), 9/1/25 | 2,424 | 1,998,064 | |
Vision Solutions, Inc., Term Loan, 5.184%, (3 mo. USD LIBOR + 4.00%), 4/24/28 | 423 | 385,164 | |
VS Buyer, LLC, Term Loan, 4.666%, (1 mo. USD LIBOR + 3.00%), 2/28/27 | 1,075 | 1,019,695 | |
$ 94,607,660 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Specialty Retail — 1.1% | |||
Belron Finance US, LLC, Term Loan, 3.875%, (3 mo. USD LIBOR + 2.50%), 4/13/28 | 839 | $ 807,898 | |
Belron Luxembourg S.a.r.l., Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), 4/13/28 | EUR | 500 | 493,410 |
Boels Topholding B.V., Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/6/27 | EUR | 1,000 | 962,149 |
David's Bridal, Inc.: | |||
Term Loan, 7.67%, (1 mo. USD LIBOR + 6.00%, Floor 1.00%), 1.00% cash, 6.67% PIK, 6/30/23 | 667 | 615,433 | |
Term Loan, 11.10%, (3 mo. USD LIBOR + 10.00%), 6.10% cash, 5.00% PIK, 6/23/23 | 556 | 535,804 | |
Great Outdoors Group, LLC, Term Loan, 5.416%, (1 mo. USD LIBOR + 3.75%), 3/6/28 | 2,413 | 2,213,277 | |
Harbor Freight Tools USA, Inc., Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 10/19/27 | 1,379 | 1,226,017 | |
L1R HB Finance Limited, Term Loan, 4.25%, (6 mo. EURIBOR + 4.25%), 9/2/24 | EUR | 750 | 493,584 |
Les Schwab Tire Centers, Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 11/2/27 | 2,910 | 2,737,804 | |
Mattress Firm, Inc., Term Loan, 5.64%, (6 mo. USD LIBOR + 4.25%), 9/25/28 | 1,241 | 1,076,242 | |
PetSmart, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/11/28 | 2,412 | 2,274,344 | |
$ 13,435,962 | |||
Technology Hardware, Storage & Peripherals — 0.1% | |||
NCR Corporation, Term Loan, 3.74%, (3 mo. USD LIBOR + 2.50%), 8/28/26 | 924 | $ 899,238 | |
$ 899,238 | |||
Thrifts & Mortgage Finance — 0.0%(8) | |||
Ditech Holding Corporation, Term Loan, 0.00%, 6/30/23(18) | 2,694 | $ 542,266 | |
$ 542,266 | |||
Trading Companies & Distributors — 1.0% | |||
American Builders & Contractors Supply Co., Inc., Term Loan, 3.666%, (1 mo. USD LIBOR + 2.00%), 1/15/27 | 2,383 | $ 2,256,544 | |
Electro Rent Corporation, Term Loan, 6.098%, (3 mo. USD LIBOR + 5.00%), 1/31/24 | 1,808 | 1,762,723 | |
Hillman Group, Inc. (The): | |||
Term Loan, 2.88%, (1 mo. USD LIBOR + 2.75%), 7/14/28(21) | 72 | 67,296 | |
Term Loan, 4.392%, (1 mo. USD LIBOR + 2.75%), 7/14/28 | 297 | 279,021 | |
Patagonia Bidco Limited: | |||
Term Loan, 5.94%, (SONIA + 5.00%), 3/5/29 | GBP | 846 | 937,321 |
33
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Trading Companies & Distributors (continued) | |||
Patagonia Bidco Limited: (continued) | |||
Term Loan, 5.94%, (SONIA + 5.00%), 3/5/29 | GBP | 154 | $ 170,422 |
Quimper AB, Term Loan, 2.925%, (3 mo. EURIBOR + 2.925%), 2/16/26 | EUR | 1,875 | 1,746,311 |
Spin Holdco, Inc., Term Loan, 5.611%, (3 mo. USD LIBOR + 4.00%), 3/4/28 | 3,851 | 3,559,198 | |
SRS Distribution, Inc.: | |||
Term Loan, 4.00%, (SOFR + 3.50%, Floor 0.50%), 6/2/28 | 374 | 345,540 | |
Term Loan, 4.019%, (6 mo. USD LIBOR + 3.50%), 6/2/28 | 993 | 913,100 | |
TricorBraun Holdings, Inc., Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 3/3/28 | 669 | 624,270 | |
$ 12,661,746 | |||
Transportation Infrastructure — 0.0%(8) | |||
KKR Apple Bidco, LLC, Term Loan, 4.416%, (1 mo. USD LIBOR + 2.75%), 9/23/28 | 174 | $ 164,820 | |
$ 164,820 | |||
Wireless Telecommunication Services — 0.3% | |||
Digicel International Finance Limited, Term Loan, 4.916%, (1 mo. USD LIBOR + 3.25%), 5/28/24 | 4,838 | $ 4,275,561 | |
$ 4,275,561 | |||
Total Senior Floating-Rate Loans (identified cost $733,328,267) | $ 662,117,499 |
Sovereign Government Bonds — 4.2% |
Security | Principal Amount* (000's omitted) | Value | |
Angola — 0.0%(8) | |||
Republic of Angola, 8.00%, 11/26/29(13) | 519 | $ 412,320 | |
$ 412,320 | |||
Argentina — 0.1% | |||
Republic of Argentina, 2.00% to 7/9/22, 1/9/38(14) | 2,915 | $ 833,724 | |
$ 833,724 | |||
Armenia — 0.1% | |||
Republic of Armenia: | |||
3.60%, 2/2/31(13) | 839 | $ 583,305 | |
3.95%, 9/26/29(13) | 447 | 333,775 |
Security | Principal Amount* (000's omitted) | Value | |
Armenia (continued) | |||
Republic of Armenia: (continued) | |||
7.15%, 3/26/25(13) | 201 | $ 198,950 | |
$ 1,116,030 | |||
Azerbaijan — 0.1% | |||
Republic of Azerbaijan, 3.50%, 9/1/32(13) | 902 | $ 721,940 | |
$ 721,940 | |||
Bahrain — 0.2% | |||
Kingdom of Bahrain: | |||
6.75%, 9/20/29(13) | 1,040 | $ 998,195 | |
7.375%, 5/14/30(13) | 1,324 | 1,310,548 | |
$ 2,308,743 | |||
Barbados — 0.2% | |||
Government of Barbados, 6.50%, 10/1/29(1) | 3,080 | $ 2,971,911 | |
$ 2,971,911 | |||
Belarus — 0.0%(8) | |||
Republic of Belarus, 5.875%, 2/24/26(13) | 240 | $ 39,600 | |
$ 39,600 | |||
Benin — 0.0%(8) | |||
Benin Government International Bond, 6.875%, 1/19/52(13) | EUR | 919 | $ 661,874 |
$ 661,874 | |||
Brazil — 0.2% | |||
Federative Republic of Brazil: | |||
3.875%, 6/12/30 | 371 | $ 311,373 | |
4.625%, 1/13/28 | 1,850 | 1,730,930 | |
$ 2,042,303 | |||
Chile — 0.1% | |||
Chile Government International Bond: | |||
2.45%, 1/31/31 | 465 | $ 397,648 | |
3.24%, 2/6/28 | 260 | 245,095 | |
3.50%, 1/25/50 | 845 | 648,638 | |
$ 1,291,381 | |||
Colombia — 0.1% | |||
Colombia Government International Bond, 3.25%, 4/22/32 | 1,314 | $ 952,763 | |
$ 952,763 |
34
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Croatia — 0.0%(8) | |||
Croatia Government International Bond, 1.75%, 3/4/41(13) | EUR | 916 | $ 705,677 |
$ 705,677 | |||
Dominican Republic — 0.2% | |||
Dominican Republic: | |||
4.50%, 1/30/30(13) | 734 | $ 591,287 | |
6.00%, 2/22/33(1) | 150 | 125,334 | |
6.40%, 6/5/49(13) | 309 | 231,605 | |
6.85%, 1/27/45(13) | 599 | 475,366 | |
7.45%, 4/30/44(13) | 868 | 743,853 | |
$ 2,167,445 | |||
Ecuador — 0.1% | |||
Republic of Ecuador, 0.50% to 7/31/22, 7/31/40(13)(14) | 2,958 | $ 1,071,211 | |
$ 1,071,211 | |||
Egypt — 0.2% | |||
Arab Republic of Egypt: | |||
5.80%, 9/30/27(13) | 1,433 | $ 1,014,174 | |
8.15%, 11/20/59(13) | 1,288 | 748,928 | |
8.50%, 1/31/47(13) | 601 | 357,858 | |
8.70%, 3/1/49(13) | 452 | 271,209 | |
8.875%, 5/29/50(13) | 355 | 216,687 | |
$ 2,608,856 | |||
El Salvador — 0.1% | |||
Republic of El Salvador: | |||
7.125%, 1/20/50(13) | 150 | $ 48,011 | |
7.75%, 1/24/23(13) | 989 | 695,411 | |
$ 743,422 | |||
Ethiopia — 0.0%(8) | |||
Ethiopia Government International Bond, 6.625%, 12/11/24(13) | 500 | $ 286,200 | |
$ 286,200 | |||
Gabon — 0.0%(8) | |||
Gabon Government International Bond, 6.625%, 2/6/31(13) | 880 | $ 653,215 | |
$ 653,215 |
Security | Principal Amount* (000's omitted) | Value | |
Georgia — 0.0%(8) | |||
Georgia Government International Bond, 2.75%, 4/22/26(13) | 200 | $ 166,216 | |
$ 166,216 | |||
Guatemala — 0.0%(8) | |||
Guatemala Government International Bond, 5.375%, 4/24/32(13) | 338 | $ 312,082 | |
$ 312,082 | |||
Honduras — 0.2% | |||
Honduras Government International Bond: | |||
5.625%, 6/24/30(13) | 1,461 | $ 991,304 | |
6.25%, 1/19/27(13) | 557 | 438,083 | |
7.50%, 3/15/24(13) | 642 | 607,078 | |
$ 2,036,465 | |||
Hungary — 0.0%(8) | |||
Hungary Government International Bond, 2.125%, 9/22/31(13) | 815 | $ 631,706 | |
$ 631,706 | |||
India — 0.1% | |||
Export-Import Bank of India, 2.25%, 1/13/31(13) | 992 | $ 782,374 | |
$ 782,374 | |||
Indonesia — 0.2% | |||
Indonesia Government International Bond, 3.55%, 3/31/32 | 2,200 | $ 2,002,000 | |
$ 2,002,000 | |||
Iraq — 0.1% | |||
Republic of Iraq: | |||
5.80%, 1/15/28(13) | 1,571 | $ 1,415,500 | |
6.752%, 3/9/23(13) | 491 | 480,566 | |
$ 1,896,066 | |||
Ivory Coast — 0.1% | |||
Ivory Coast Government International Bond: | |||
5.25%, 3/22/30(13) | EUR | 709 | $ 583,193 |
6.625%, 3/22/48(13) | EUR | 740 | 522,070 |
6.875%, 10/17/40(13) | EUR | 402 | 301,065 |
$ 1,406,328 |
35
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Jordan — 0.1% | |||
Kingdom of Jordan: | |||
5.85%, 7/7/30(13) | 300 | $ 238,446 | |
7.375%, 10/10/47(13) | 438 | 323,025 | |
7.75%, 1/15/28(13) | 200 | 187,000 | |
$ 748,471 | |||
Lebanon — 0.0%(8) | |||
Lebanese Republic: | |||
5.80%, 4/14/20(13)(18) | 57 | $ 3,634 | |
6.00%, 1/27/23(13)(18) | 253 | 16,129 | |
6.10%, 10/4/22(13)(18) | 972 | 61,965 | |
6.15%, 6/19/20(18) | 75 | 4,781 | |
6.20%, 2/26/25(13)(18) | 80 | 5,100 | |
6.25%, 5/27/22(18) | 130 | 8,288 | |
6.25%, 11/4/24(13)(18) | 16 | 1,020 | |
6.25%, 6/12/25(13)(18) | 287 | 18,296 | |
6.375%, 3/9/20(18) | 1,110 | 70,762 | |
6.40%, 5/26/23(18) | 13 | 829 | |
6.65%, 4/22/24(13)(18) | 567 | 36,146 | |
6.65%, 11/3/28(13)(18) | 207 | 13,196 | |
6.75%, 11/29/27(13)(18) | 4 | 255 | |
6.85%, 5/25/29(18) | 5 | 319 | |
7.00%, 3/20/28(13)(18) | 506 | 32,257 | |
7.05%, 11/2/35(13)(18) | 86 | 5,483 | |
7.15%, 11/20/31(13)(18) | 451 | 28,751 | |
8.20%, 5/17/33(18) | 156 | 9,945 | |
8.25%, 4/12/21(13)(18) | 402 | 25,628 | |
8.25%, 5/17/34(18) | 129 | 8,224 | |
$ 351,008 | |||
Macedonia — 0.0%(8) | |||
North Macedonia Government International Bond, 1.625%, 3/10/28(13) | EUR | 300 | $ 236,823 |
$ 236,823 | |||
Morocco — 0.0%(8) | |||
Morocco Government International Bond, 3.00%, 12/15/32(13) | 365 | $ 251,318 | |
$ 251,318 | |||
Mozambique — 0.0%(8) | |||
Mozambique Government International Bond, 5.00%, 9/15/31(13) | 213 | $ 154,979 | |
$ 154,979 |
Security | Principal Amount* (000's omitted) | Value | |
Oman — 0.2% | |||
Oman Government International Bond: | |||
6.25%, 1/25/31(13) | 839 | $ 812,469 | |
6.50%, 3/8/47(13) | 208 | 175,286 | |
6.75%, 1/17/48(13) | 406 | 351,413 | |
7.375%, 10/28/32(13) | 1,065 | 1,103,472 | |
$ 2,442,640 | |||
Pakistan — 0.0%(8) | |||
Islamic Republic of Pakistan, 8.875%, 4/8/51(13) | 529 | $ 317,876 | |
$ 317,876 | |||
Panama — 0.1% | |||
Panama Government International Bond, 6.70%, 1/26/36 | 1,100 | $ 1,192,242 | |
$ 1,192,242 | |||
Paraguay — 0.0%(8) | |||
Republic of Paraguay, 4.95%, 4/28/31(13) | 577 | $ 534,728 | |
$ 534,728 | |||
Peru — 0.1% | |||
Peruvian Government International Bond: | |||
2.783%, 1/23/31 | 926 | $ 789,553 | |
3.30%, 3/11/41 | 447 | 339,749 | |
$ 1,129,302 | |||
Romania — 0.1% | |||
Romania Government International Bond: | |||
3.375%, 1/28/50(13) | EUR | 518 | $ 324,464 |
4.625%, 4/3/49(13) | EUR | 1,115 | 833,717 |
$ 1,158,181 | |||
Serbia — 0.1% | |||
Serbia Government International Bond, 2.125%, 12/1/30(13) | 1,000 | $ 736,570 | |
$ 736,570 | |||
South Africa — 0.0%(8) | |||
Republic of South Africa, 5.875%, 4/20/32 | 624 | $ 534,219 | |
$ 534,219 | |||
Sri Lanka — 0.1% | |||
Sri Lanka Government International Bond: | |||
5.75%, 4/18/23(13) | 658 | $ 213,533 |
36
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount* (000's omitted) | Value | |
Sri Lanka (continued) | |||
Sri Lanka Government International Bond: (continued) | |||
6.20%, 5/11/27(13) | 400 | $ 130,126 | |
6.35%, 6/28/24(13) | 400 | 129,952 | |
6.75%, 4/18/28(13) | 1,089 | 351,468 | |
6.85%, 3/14/24(13) | 481 | 156,465 | |
6.85%, 11/3/25(13) | 200 | 65,957 | |
$ 1,047,501 | |||
Suriname — 0.4% | |||
Republic of Suriname, 9.25%, 10/26/26(13)(18) | 5,751 | $ 4,695,692 | |
$ 4,695,692 | |||
Ukraine — 0.1% | |||
Ukraine Government International Bond: | |||
1.258%, GDP-Linked, 5/31/40(13)(24) | 1,614 | $ 409,291 | |
6.876%, 5/21/29(13) | 1,629 | 403,666 | |
$ 812,957 | |||
United Arab Emirates — 0.2% | |||
Finance Department Government of Sharjah, 4.375%, 3/10/51(13) | 2,625 | $ 1,873,594 | |
UAE Government International Bond, 4.951%, 7/7/52(13)(25) | 650 | 658,130 | |
$ 2,531,724 | |||
Uruguay — 0.1% | |||
Uruguay Government International Bond, 7.625%, 3/21/36 | 710 | $ 892,226 | |
$ 892,226 | |||
Uzbekistan — 0.1% | |||
Republic of Uzbekistan: | |||
3.90%, 10/19/31(13) | 564 | $ 400,912 | |
4.75%, 2/20/24(13) | 355 | 339,549 | |
5.375%, 2/20/29(13) | 300 | 264,813 | |
$ 1,005,274 | |||
Zambia — 0.1% | |||
Zambia Government International Bond: | |||
5.375%, 9/20/22(13) | 330 | $ 189,215 | |
8.97%, 7/30/27(13) | 894 | 525,672 | |
$ 714,887 | |||
Total Sovereign Government Bonds (identified cost $65,594,100) | $ 52,310,470 |
Sovereign Loans — 0.7% |
Borrower/Description | Principal Amount (000's omitted) | Value | |
Kenya — 0.2% | |||
Government of Kenya, Term Loan, 9.312%, (6 mo. USD LIBOR + 6.45%), 6/29/25(2) | $ | 2,700 | $ 2,471,591 |
$ 2,471,591 | |||
Nigeria — 0.1% | |||
Bank of Industry Limited, Term Loan, 7.745%, (3 mo. USD LIBOR + 6.00%), 12/14/23(2)(26) | $ | 1,507 | $ 1,491,833 |
$ 1,491,833 | |||
Tanzania — 0.4% | |||
Government of the United Republic of Tanzania: | |||
Term Loan, 7.226%, (6 mo. USD LIBOR + 5.20%), 5/23/23(2) | $ | 486 | $ 480,193 |
Term Loan, 8.232%, (6 mo. USD LIBOR + 6.30%), 4/28/31(2) | 4,410 | 4,014,330 | |
$ 4,494,523 | |||
Total Sovereign Loans (identified cost $9,095,177) | $ 8,457,947 |
U.S. Government Agency Mortgage-Backed Securities — 32.2% |
Security | Principal Amount (000's omitted) | Value | |
Federal Home Loan Mortgage Corp.: | |||
3.00%, 5/1/50 | $ | 3,793 | $ 3,562,440 |
3.50%, with various maturities to 2052 | 32,871 | 31,834,879 | |
5.50%, 5/1/32 | 281 | 296,582 | |
6.50%, with various maturities to 2036 | 1,973 | 2,119,954 | |
7.00%, with various maturities to 2036 | 1,690 | 1,835,772 | |
7.50%, with various maturities to 2035 | 996 | 1,059,075 | |
8.00%, with various maturities to 2030 | 176 | 189,235 | |
8.50%, 12/25/22 | 1 | 1,189 | |
9.00%, with various maturities to 2031 | 18 | 20,299 | |
Federal National Mortgage Association: | |||
2.337%, (6 mo. USD LIBOR + 1.54%), 9/1/37(27) | 533 | 545,432 | |
2.557%, (COF + 1.30%), 10/1/36(27) | 460 | 477,173 | |
2.634%, (1 yr. CMT + 2.26%), 8/1/36(27) | 3,202 | 3,313,471 | |
3.50%, with various maturities to 2052 | 23,507 | 22,771,966 | |
4.50%, with various maturities to 2052 | 28,067 | 28,291,856 | |
5.00%, with various maturities to 2052 | 8,182 | 8,443,355 | |
5.00%, 30-Year, TBA(28) | 40,670 | 41,496,099 |
37
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount (000's omitted) | Value | |
Federal National Mortgage Association: (continued) | |||
5.50%, with various maturities to 2033 | $ | 404 | $ 428,394 |
6.00%, with various maturities to 2029 | 359 | 370,329 | |
6.335%, (COF + 2.00%, Floor 6.335%), 7/1/32(27) | 598 | 663,048 | |
6.50%, with various maturities to 2036 | 8,181 | 8,774,300 | |
6.75%, 7/1/23 | 5 | 5,196 | |
7.00%, with various maturities to 2037 | 1,907 | 2,058,782 | |
7.50%, with various maturities to 2035 | 903 | 986,723 | |
7.972%, 9/15/27(6) | 62 | 64,252 | |
8.00%, with various maturities to 2027 | 80 | 82,778 | |
8.173%, 9/20/28(6) | 13 | 13,901 | |
8.23%, 10/15/29(6) | 16 | 16,228 | |
8.281%, 6/15/27(6) | 22 | 23,094 | |
8.50%, with various maturities to 2037 | 232 | 252,033 | |
9.00%, with various maturities to 2032 | 225 | 240,136 | |
9.50%, with various maturities to 2030 | 44 | 46,900 | |
Government National Mortgage Association: | |||
3.00%, with various maturities to 2052 | 133,667 | 126,281,344 | |
3.50%, 3/20/52 | 5,951 | 5,788,737 | |
4.00%, 9/20/49 | 360 | 361,182 | |
4.50%, with various maturities to 2052 | 2,638 | 2,691,255 | |
4.50%, 30-Year, TBA(28) | 9,300 | 9,365,428 | |
5.00%, with various maturities to 2052 | 50,500 | 51,823,099 | |
5.00%, 30-Year, TBA(28) | 45,000 | 46,104,235 | |
6.00%, 5/15/24 | 58 | 58,814 | |
6.50%, 8/15/24 | 362 | 368,919 | |
7.00%, 4/20/26 | 72 | 75,114 | |
7.50%, with various maturities to 2032 | 1,000 | 1,063,793 | |
8.00%, with various maturities to 2034 | 1,062 | 1,135,539 | |
9.00%, 12/15/25 | 95 | 99,899 | |
Total U.S. Government Agency Mortgage-Backed Securities (identified cost $421,047,150) | $ 405,502,229 |
Warrants — 0.0% |
Security | Shares | Value | |
Leisure Goods/Activities/Movies — 0.0% | |||
Cineworld Group PLC, Exp. 11/23/25(10)(11) | 78,565 | $ 0 | |
$ 0 |
Security | Shares | Value | |
Retailers (Except Food and Drug) — 0.0% | |||
David’s Bridal, LLC, Exp. 11/26/22(9)(10)(11) | 7,886 | $ 0 | |
$ 0 | |||
Total Warrants (identified cost $0) | $ 0 |
Miscellaneous — 0.0%(8) |
Security | Principal Amount/ Shares | Value | |
Cable and Satellite Television — 0.0% | |||
ACC Claims Holdings, LLC(9)(11) | 2,257,600 | $ 0 | |
$ 0 | |||
Surface Transport — 0.0%(8) | |||
Hertz Corp., Escrow Certificates(10) | $ | 364,000 | $ 23,660 |
$ 23,660 | |||
Total Miscellaneous (identified cost $0) | $ 23,660 |
Short-Term Investments — 3.0% |
Affiliated Fund — 2.9% |
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 1.38%(29) | 36,669,816 | $ 36,669,816 | |
Total Affiliated Fund (identified cost $36,669,816) | $ 36,669,816 |
38
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
U.S. Treasury Obligations — 0.1% |
Security | Principal Amount (000's omitted) | Value | |
U.S. Treasury Bill: | |||
0.00%, 7/19/22(30) | $ | 265 | $ 264,865 |
0.00%, 7/26/22(30) | 235 | 234,834 | |
Total U.S. Treasury Obligations (identified cost $499,663) | $ 499,699 | ||
Total Short-Term Investments (identified cost $37,169,479) | $ 37,169,515 | ||
Total Investments — 168.3% (identified cost $2,380,250,130) | $2,115,441,057 | ||
Less Unfunded Loan Commitments — (0.1)% | $ (822,534) | ||
Net Investments — 168.2% (identified cost $2,379,427,596) | $2,114,618,523 | ||
Other Assets, Less Liabilities — (51.0)% | $ (641,262,898) | ||
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (17.2)% | $ (216,055,379) | ||
Net Assets Applicable to Common Shares — 100.0% | $1,257,300,246 |
The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares. | |
* | In U.S. dollars unless otherwise indicated. |
(1) | 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 June 30, 2022, the aggregate value of these securities is $612,958,992 or 48.8% of the Fund's net assets applicable to common shares. |
(2) | Variable rate security. The stated interest rate represents the rate in effect at June 30, 2022. |
(3) | Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at June 30, 2022. |
(4) | Interest only security that entitles the holder to receive only interest payments on the underlying mortgages. Principal amount shown is the notional amount of the underlying mortgages on which coupon interest is calculated. |
(5) | Principal only security that entitles the holder to receive only principal payments on the underlying mortgages. |
(6) | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at June 30, 2022. |
(7) | Represents an investment in an issuer that may be deemed to be an affiliate. |
(8) | Amount is less than 0.05%. |
(9) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
(10) | Non-income producing security. |
(11) | Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale. |
(12) | Restricted security. |
(13) | Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At June 30, 2022, the aggregate value of these securities is $77,073,131 or 6.1% of the Fund's net assets applicable to common shares. |
(14) | Step coupon security. Interest rate represents the rate in effect at June 30, 2022. |
(15) | Represents a payment-in-kind security which may pay interest in additional principal at the issuer’s discretion. |
(16) | Perpetual security with no stated maturity date but may be subject to calls by the issuer. |
(17) | Security converts to variable rate after the indicated fixed-rate coupon period. |
(18) | 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. |
(19) | 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") or the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold. |
(20) | The stated interest rate represents the weighted average interest rate at June 30, 2022 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. |
(21) | Unfunded or partially unfunded loan commitments. The Fund may enter into certain loan agreements all or a portion of which may be unfunded. The Fund is obligated to fund these commitments at the borrower's discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At June 30, 2022, the total value of unfunded loan commitments is $761,101. |
(22) | This Senior Loan will settle after June 30, 2022, at which time the interest rate will be determined. |
39
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
(23) | Fixed-rate loan. |
(24) | Amounts payable in respect of the security are contingent upon and determined by reference to Ukraine’s GDP and Real GDP Growth Rate. Principal amount represents the notional amount used to calculate payments due to the security holder and does not represent an entitlement for payment. |
(25) | When-issued security. |
(26) | Loan is subject to scheduled mandatory prepayments. Maturity date shown reflects the final maturity date. |
(27) | Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at June 30, 2022. |
(28) | TBA (To Be Announced) securities are purchased on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount and maturity date are determined upon settlement. |
(29) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of June 30, 2022. |
(30) | Security (or a portion thereof) has been pledged to cover margin requirements on open derivative contracts. |
Forward Foreign Currency Exchange Contracts (Centrally Cleared) | |||||
Currency Purchased | Currency Sold | Settlement Date | Value/Unrealized Appreciation (Depreciation) | ||
USD | 2,536,191 | EUR | 2,367,375 | 9/21/22 | $ 41,494 |
USD | 2,021,158 | EUR | 1,886,624 | 9/21/22 | 33,067 |
USD | 1,215,712 | EUR | 1,134,791 | 9/21/22 | 19,890 |
USD | 1,103,283 | EUR | 1,029,845 | 9/21/22 | 18,050 |
$112,501 |
Forward Foreign Currency Exchange Contracts (OTC) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
EUR | 2,777,831 | USD | 2,936,911 | Bank of America, N.A. | 7/5/22 | $ — | $ (25,883) |
EUR | 42,194,034 | USD | 44,111,753 | Standard Chartered Bank | 7/5/22 | 105,485 | — |
USD | 48,256,201 | EUR | 44,971,865 | Standard Chartered Bank | 7/5/22 | 1,127,935 | — |
EUR | 377,959 | USD | 406,952 | HSBC Bank USA, N.A. | 7/15/22 | — | (10,617) |
USD | 160,042 | EUR | 152,556 | HSBC Bank USA, N.A. | 7/15/22 | 68 | — |
USD | 79,878 | EUR | 76,166 | HSBC Bank USA, N.A. | 7/15/22 | 9 | — |
CAD | 20,150 | USD | 15,545 | Bank of America, N.A. | 7/29/22 | 109 | — |
CAD | 3,211 | USD | 2,477 | Bank of America, N.A. | 7/29/22 | 18 | — |
CAD | 13,126 | USD | 10,334 | Bank of America, N.A. | 7/29/22 | — | (137) |
EUR | 138,897 | USD | 145,291 | Bank of America, N.A. | 7/29/22 | 494 | — |
EUR | 59,273 | USD | 62,002 | Bank of America, N.A. | 7/29/22 | 211 | — |
EUR | 37,637 | USD | 39,906 | Bank of America, N.A. | 7/29/22 | — | (402) |
EUR | 117,493 | USD | 124,044 | Bank of America, N.A. | 7/29/22 | — | (724) |
EUR | 185,382 | USD | 195,459 | Bank of America, N.A. | 7/29/22 | — | (883) |
EUR | 63,214 | USD | 67,448 | Bank of America, N.A. | 7/29/22 | — | (1,099) |
EUR | 70,297 | USD | 75,655 | Bank of America, N.A. | 7/29/22 | — | (1,871) |
EUR | 322,657 | USD | 341,206 | Bank of America, N.A. | 7/29/22 | — | (2,547) |
40
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
EUR | 392,395 | USD | 418,679 | Bank of America, N.A. | 7/29/22 | $ — | $ (6,822) |
EUR | 263,831 | USD | 283,939 | Bank of America, N.A. | 7/29/22 | — | (7,023) |
EUR | 26,624 | USD | 28,154 | Goldman Sachs International | 7/29/22 | — | (210) |
EUR | 978,483 | USD | 1,019,188 | HSBC Bank USA, N.A. | 7/29/22 | 7,824 | — |
EUR | 64,896 | USD | 67,596 | HSBC Bank USA, N.A. | 7/29/22 | 519 | — |
EUR | 49,081 | USD | 51,533 | HSBC Bank USA, N.A. | 7/29/22 | — | (18) |
EUR | 79,321 | USD | 83,846 | State Street Bank and Trust Company | 7/29/22 | — | (591) |
EUR | 28,739 | USD | 30,420 | UBS AG | 7/29/22 | — | (256) |
GBP | 7,847 | USD | 9,633 | Bank of America, N.A. | 7/29/22 | — | (77) |
GBP | 17,083 | USD | 21,090 | Bank of America, N.A. | 7/29/22 | — | (287) |
GBP | 171,786 | USD | 214,755 | Bank of America, N.A. | 7/29/22 | — | (5,555) |
GBP | 67,780 | USD | 81,759 | Citibank, N.A. | 7/29/22 | 783 | — |
GBP | 17,384 | USD | 21,084 | Citibank, N.A. | 7/29/22 | 86 | — |
GBP | 4,336 | USD | 5,259 | Citibank, N.A. | 7/29/22 | 22 | — |
GBP | 3,666 | USD | 4,503 | Citibank, N.A. | 7/29/22 | — | (38) |
GBP | 6,786 | USD | 8,334 | Citibank, N.A. | 7/29/22 | — | (70) |
GBP | 7,829 | USD | 9,616 | Citibank, N.A. | 7/29/22 | — | (81) |
GBP | 37,963 | USD | 46,776 | Citibank, N.A. | 7/29/22 | — | (545) |
GBP | 12,969 | USD | 15,915 | HSBC Bank USA, N.A. | 7/29/22 | — | (121) |
GBP | 2,046 | USD | 2,558 | JPMorgan Chase Bank, N.A. | 7/29/22 | — | (66) |
USD | 516,056 | CAD | 661,158 | Bank of America, N.A. | 7/29/22 | 2,425 | — |
USD | 7,497,116 | EUR | 7,061,135 | Bank of America, N.A. | 7/29/22 | 85,776 | — |
USD | 6,895,400 | EUR | 6,500,000 | Bank of America, N.A. | 7/29/22 | 73,026 | — |
USD | 6,299,098 | EUR | 5,946,000 | Bank of America, N.A. | 7/29/22 | 58,200 | — |
USD | 6,397,021 | EUR | 6,063,731 | Bank of America, N.A. | 7/29/22 | 32,554 | — |
USD | 823,755 | EUR | 775,851 | Bank of America, N.A. | 7/29/22 | 9,425 | — |
USD | 742,582 | EUR | 700,000 | Bank of America, N.A. | 7/29/22 | 7,864 | — |
USD | 691,778 | EUR | 653,000 | Bank of America, N.A. | 7/29/22 | 6,392 | — |
USD | 717,856 | EUR | 680,455 | Bank of America, N.A. | 7/29/22 | 3,653 | — |
USD | 104,948 | EUR | 99,000 | Bank of America, N.A. | 7/29/22 | 1,038 | — |
USD | 11,661 | EUR | 11,000 | Bank of America, N.A. | 7/29/22 | 115 | — |
USD | 107,732 | EUR | 102,842 | Bank of America, N.A. | 7/29/22 | — | (211) |
USD | 265,174 | EUR | 253,143 | Citibank, N.A. | 7/29/22 | — | (524) |
USD | 3,246,378 | EUR | 3,077,345 | Deutsche Bank AG | 7/29/22 | 16,409 | — |
USD | 310,695 | EUR | 288,954 | Deutsche Bank AG | 7/29/22 | 7,410 | — |
USD | 184,501 | EUR | 177,128 | HSBC Bank USA, N.A. | 7/29/22 | — | (1,412) |
USD | 185,951 | EUR | 175,665 | JPMorgan Chase Bank, N.A. | 7/29/22 | 1,574 | — |
USD | 6,329,702 | EUR | 5,963,393 | State Street Bank and Trust Company | 7/29/22 | 70,549 | — |
USD | 6,314,284 | EUR | 5,952,804 | State Street Bank and Trust Company | 7/29/22 | 66,245 | — |
USD | 6,035,834 | EUR | 5,687,924 | State Street Bank and Trust Company | 7/29/22 | 65,811 | — |
USD | 5,840,520 | EUR | 5,511,555 | State Street Bank and Trust Company | 7/29/22 | 55,614 | — |
USD | 3,248,023 | EUR | 3,077,345 | State Street Bank and Trust Company | 7/29/22 | 18,053 | — |
USD | 1,040,939 | EUR | 983,111 | State Street Bank and Trust Company | 7/29/22 | 9,069 | — |
USD | 197,478 | EUR | 185,584 | State Street Bank and Trust Company | 7/29/22 | 2,690 | — |
USD | 104,977 | EUR | 99,312 | State Street Bank and Trust Company | 7/29/22 | 740 | — |
41
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
USD | 49,692 | EUR | 46,699 | State Street Bank and Trust Company | 7/29/22 | $ 677 | $ — |
USD | 3,666,457 | GBP | 2,919,467 | Bank of America, N.A. | 7/29/22 | 111,154 | — |
USD | 346,484 | GBP | 275,892 | Bank of America, N.A. | 7/29/22 | 10,504 | — |
USD | 88,253 | GBP | 69,926 | Bank of America, N.A. | 7/29/22 | 3,098 | — |
USD | 112,412 | GBP | 92,221 | Bank of America, N.A. | 7/29/22 | 106 | — |
USD | 378,890 | GBP | 310,691 | State Street Bank and Trust Company | 7/29/22 | 533 | — |
USD | 2,570 | GBP | 2,111 | State Street Bank and Trust Company | 7/29/22 | — | (1) |
USD | 101,292 | GBP | 83,203 | State Street Bank and Trust Company | 7/29/22 | — | (32) |
USD | 44,192,723 | EUR | 42,194,034 | Standard Chartered Bank | 8/2/22 | — | (105,779) |
EUR | 1,000,000 | USD | 1,059,774 | Bank of America, N.A. | 8/31/22 | — | (7,645) |
USD | 511,701 | EUR | 475,584 | Bank of America, N.A. | 8/31/22 | 11,326 | — |
USD | 1,061,493 | EUR | 1,000,000 | State Street Bank and Trust Company | 8/31/22 | 9,363 | — |
USD | 129,239 | EUR | 120,000 | UBS AG | 8/31/22 | 2,984 | — |
USD | 687,834 | GBP | 545,586 | UBS AG | 8/31/22 | 22,988 | — |
USD | 6,155,745 | EUR | 5,810,051 | Standard Chartered Bank | 9/30/22 | 29,095 | — |
USD | 6,071,711 | EUR | 5,733,097 | Standard Chartered Bank | 9/30/22 | 26,209 | — |
USD | 5,913,520 | EUR | 5,579,188 | State Street Bank and Trust Company | 9/30/22 | 30,314 | — |
USD | 5,427,227 | EUR | 5,121,973 | State Street Bank and Trust Company | 9/30/22 | 26,150 | — |
USD | 5,873,981 | GBP | 4,810,506 | State Street Bank and Trust Company | 9/30/22 | 8,286 | — |
$2,130,982 | $(181,527) |
Futures Contracts | |||||
Description | Number of Contracts | Position | Expiration Date | Notional Amount | Value/Unrealized Appreciation (Depreciation) |
Interest Rate Futures | |||||
Euro-Bobl | (2) | Short | 9/8/22 | $ (260,290) | $ (985) |
Euro-Bund | (13) | Short | 9/8/22 | (2,026,882) | 10,762 |
Euro-Buxl | (8) | Short | 9/8/22 | (1,371,222) | 26,855 |
U.S. 5-Year Treasury Note | (827) | Short | 9/30/22 | (92,830,750) | 874,493 |
U.S. 10-Year Treasury Note | (1,025) | Short | 9/21/22 | (121,494,531) | 1,626,524 |
U.S. Long Treasury Bond | (197) | Short | 9/21/22 | (27,309,125) | 435,933 |
U.S. Ultra-Long Treasury Bond | (45) | Short | 9/21/22 | (6,945,469) | 156,559 |
$3,130,141 |
42
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Credit Default Swaps - Sell Protection (Centrally Cleared) | |||||||
Reference Entity | Notional Amount* (000's omitted) | Contract Annual Fixed Rate** | Current Market Annual Fixed Rate*** | Termination Date | Value | Unamortized Upfront Receipts (Payments) | Unrealized Appreciation (Depreciation) |
Indonesia | $3,431 | 1.00% (pays quarterly)(1) | 1.43% | 6/20/27 | $(65,296) | $21,677 | $(43,619) |
Total | $3,431 | $(65,296) | $21,677 | $(43,619) |
Credit Default Swaps - Sell Protection (OTC) | ||||||||
Reference Entity | Counterparty | Notional Amount* (000's omitted) | Contract Annual Fixed Rate** | Current Market Annual Fixed Rate*** | Termination Date | Value | Unamortized Upfront Receipts (Payments) | Unrealized Appreciation (Depreciation) |
Mexico | Citibank, N.A. | $2,041 | 1.00% (pays quarterly)(1) | 2.39% | 12/20/31 | $(211,335) | $86,408 | $(124,927) |
Total | $2,041 | $(211,335) | $86,408 | $(124,927) |
* | If the Fund is the seller of credit protection, the notional amount is the maximum potential amount of future payments the Fund could be required to make if a credit event, as defined in the credit default swap agreement, were to occur. At June 30, 2022, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $5,472,000. |
** | The contract annual fixed rate represents the fixed rate of interest received by the Fund (as a seller of protection) on the notional amount of the credit default swap contract. |
*** | Current market annual fixed rates, utilized in determining the net unrealized appreciation or depreciation as of period end, serve as an indicator of the market’s perception of the current status of the payment/performance risk associated with the credit derivative. The current market annual fixed rate of a particular reference entity reflects the cost, as quoted by the pricing vendor, of selling protection against default of that entity as of period end and may include upfront payments required to be made to enter into the agreement. The higher the fixed rate, the greater the market perceived risk of a credit event involving the reference entity. A rate identified as “Defaulted” indicates a credit event has occurred for the reference entity. |
(1) | Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon. |
Abbreviations: | |
CMT | – Constant Maturity Treasury |
COF | – Cost of Funds 11th District |
EURIBOR | – Euro Interbank Offered Rate |
GDP | – Gross Domestic Product |
LIBOR | – London Interbank Offered Rate |
OTC | – Over-the-counter |
PIK | – Payment In Kind |
SOFR | – Secured Overnight Financing Rate |
SONIA | – Sterling Overnight Interbank Average |
TBA | – To Be Announced |
Currency Abbreviations: | |
CAD | – Canadian Dollar |
EUR | – Euro |
GBP | – British Pound Sterling |
USD | – United States Dollar |
43
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
In the normal course of pursuing its investment objectives, the Fund is subject to the following risks:
Credit Risk: The Fund enters into credit default swap contracts to enhance total return and/or as a substitute for the purchase of securities.
Foreign Exchange Risk: The Fund 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 Fund enters into forward foreign currency exchange contracts.
Interest Rate Risk: The Fund utilizes interest rate futures contracts to manage the duration of its portfolio and to hedge against fluctuations in securities prices due to interest rates.
At June 30, 2022, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.
Restricted Securities
At June 30, 2022, the Fund owned the following securities which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Fund has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.
Description | Date(s) of Acquisition | Shares | Cost | Value |
Common Stocks | ||||
Nine Point Energy Holdings, Inc. | 7/15/14 | 29,787 | $1,370,480 | $0 |
Total Common Stocks | $1,370,480 | $0 | ||
Convertible Preferred Stocks | ||||
Nine Point Energy Holdings, Inc., Series A, 12.00% | 5/26/17 | 555 | $ 555,000 | $0 |
Total Convertible Preferred Stocks | $555,000 | $0 | ||
Total Restricted Securities | $1,925,480 | $0 |
Affiliated Investments
The Fund invested in issuers that may be deemed to be affiliated with Morgan Stanley. At June 30, 2022, the value of the Fund's investment in affiliated issuers and funds was $47,391,265, which represents 3.8% of the Fund's net assets applicable to common shares. Transactions in affiliated issuers and funds by the Fund for the fiscal year to date ended June 30, 2022 were as follows:
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Interest/ Dividend income | Principal amount/ Units/Shares, end of period |
Commercial Mortgage-Backed Securities | ||||||||
Morgan Stanley Bank of America Merrill Lynch Trust: | ||||||||
Series 2015-C23, Class D, 4.281%, 7/15/50 | $1,866,948 | $ — | $ — | $ — | $(62,583) | $1,816,116 | $33,156 | $2,000,000 |
44
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Interest/ Dividend income | Principal amount/ Units/Shares, end of period |
Morgan Stanley Bank of America Merrill Lynch Trust: | ||||||||
Series 2016-C29, Class D, 3.00%, 5/15/49 | $2,984,932 | $ — | $ — | $ — | $(140,294) | $2,847,659 | $29,851 | $3,577,365 |
Series 2016-C32, Class D, 3.396%, 12/15/49 | 1,236,954 | — | — | — | (21,940) | 1,216,803 | 15,373 | 1,600,000 |
Morgan Stanley Capital I Trust: | ||||||||
Series 2016-UBS12, Class D, 3.312%, 12/15/49 | 2,644,734 | — | — | — | (128,630) | 2,548,865 | 69,928 | 4,488,667 |
Series 2017-CLS, Class F, 3.924%, (1 mo. USD LIBOR + 2.60%), 11/15/34 | 562,594 | — | — | — | (10,074) | 552,520 | 4,854 | 569,000 |
Series 2019-BPR, Class C, 4.624%, (1 mo. USD LIBOR + 3.30%), 5/15/36 | 1,769,714 | — | — | — | (30,228) | 1,739,486 | 17,906 | 1,845,000 |
Short-Term Investments | ||||||||
Eaton Vance Cash Reserves Fund, LLC | 46,252,658 | 45,303,626 | (91,556,972) | 5,074 | (4,386) | — | 317 | — |
Liquidity Fund, Institutional Class(1) | — | 221,487,820 | (184,818,004) | — | — | 36,669,816 | 57,404 | 36,669,816 |
Total | $5,074 | $(398,135) | $47,391,265 | $228,789 |
(1) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
Fair Value Measurements
Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.
• | Level 1 – quoted prices in active markets for identical investments |
• | Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
• | Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments) |
In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
At June 30, 2022, the hierarchy of inputs used in valuing the Fund’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 | $ — | $ 96,848,680 | $ — | $ 96,848,680 |
Closed-End Funds | 20,857,158 | — | — | 20,857,158 |
Collateralized Mortgage Obligations | — | 87,915,883 | — | 87,915,883 |
Commercial Mortgage-Backed Securities | — | 85,836,824 | — | 85,836,824 |
45
Eaton Vance
Limited Duration Income Fund
June 30, 2022
Portfolio of Investments (Unaudited) — continued
Asset Description (continued) | Level 1 | Level 2 | Level 3* | Total |
Common Stocks | $ 1,223,541 | $ 4,823,870 | $ 968,270 | $ 7,015,681 |
Convertible Bonds | — | 2,217,780 | — | 2,217,780 |
Convertible Preferred Stocks | — | 3,210,996 | 0 | 3,210,996 |
Corporate Bonds | — | 643,498,103 | — | 643,498,103 |
Preferred Stocks | 1,649,986 | 808,646 | 0 | 2,458,632 |
Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | — | 661,038,366 | 256,599 | 661,294,965 |
Sovereign Government Bonds | — | 52,310,470 | — | 52,310,470 |
Sovereign Loans | — | 8,457,947 | — | 8,457,947 |
U.S. Government Agency Mortgage-Backed Securities | — | 405,502,229 | — | 405,502,229 |
Warrants | — | 0 | 0 | 0 |
Miscellaneous | — | 23,660 | 0 | 23,660 |
Short-Term Investments: | ||||
Affiliated Fund | 36,669,816 | — | — | 36,669,816 |
U.S. Treasury Obligations | — | 499,699 | — | 499,699 |
Total Investments | $60,400,501 | $2,052,993,153 | $1,224,869 | $2,114,618,523 |
Forward Foreign Currency Exchange Contracts | $ — | $ 2,243,483 | $ — | $ 2,243,483 |
Futures Contracts | 3,131,126 | — | — | 3,131,126 |
Total | $63,531,627 | $2,055,236,636 | $1,224,869 | $2,119,993,132 |
Liability Description | ||||
Forward Foreign Currency Exchange Contracts | $ — | $ (181,527) | $ — | $ (181,527) |
Futures Contracts | (985) | — | — | (985) |
Swap Contracts | — | (276,631) | — | (276,631) |
Total | $ (985) | $ (458,158) | $ — | $ (459,143) |
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund. |
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 June 30, 2022 is not presented.
For information on the Fund's policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent financial statements included in its semiannual or annual report to shareholders.
46