Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)
Asset-Backed Securities β 8.1% |
Security | Principal Amount (000's omitted) | Value | |
ARES XXXIIR CLO Ltd., Series 2014-32RA, Class D, 11.491%, (3 mo. SOFR + 6.112%), 5/15/30(1)(2) | $ | ββββ2,000 | $βββ1,892,160 |
ARES XXXIV CLO Ltd., Series 2015-2A, Class ER, 12.428%, (3 mo. SOFR + 7.112%), 4/17/33(1)(2) | Β | ββββ1,150 | βββ1,114,459 |
Benefit Street Partners CLO XIX Ltd., Series 2019-19A, Class E, 12.596%, (3 mo. SOFR + 7.282%), 1/15/33(1)(2) | Β | ββββββ750 | βββββ753,698 |
Benefit Street Partners CLO XVIII Ltd., Series 2019-18A, Class ER, 12.326%, (3 mo. SOFR + 7.012%), 10/15/34(1)(2) | Β | ββββ1,000 | βββ1,003,049 |
Benefit Street Partners CLO XXII Ltd., Series 2020-22A, Class ER, 12.248%, (3 mo. SOFR + 6.93%), 4/20/35(1)(2) | Β | ββββ1,000 | βββ1,003,040 |
BlueMountain CLO XXVI Ltd., Series 2019-26A, Class ER, 12.709%, (3 mo. SOFR + 7.392%), 10/20/34(1)(2) | Β | ββββ1,500 | βββ1,481,121 |
Canyon Capital CLO Ltd.:β | Β | Β | Β |
Series 2019-2A, Class ER, 12.326%, (3 mo. SOFR + 7.012%), 10/15/34(1)(2) | Β | ββββββ400 | βββββ388,146 |
Series 2022-1A, Class E, 11.717%, (3 mo. SOFR + 6.40%), 4/15/35(1)(2) | Β | ββββ1,250 | βββ1,186,004 |
Carlyle Global Market Strategies CLO Ltd.:β | Β | Β | Β |
Series 2012-3A, Class DR2, 12.076%, (3 mo. SOFR + 6.762%), 1/14/32(1)(2) | Β | ββββ1,200 | βββ1,152,853 |
Series 2015-5A, Class DR, 12.279%, (3 mo. SOFR + 6.962%), 1/20/32(1)(2) | Β | ββββββ500 | βββββ480,876 |
Cedar Funding X CLO Ltd., Series 2019-10A, Class ER, 12.079%, (3 mo. SOFR + 6.762%), 10/20/32(1)(2) | Β | ββββ1,000 | βββββ988,627 |
Clover CLO Ltd., Series 2019-1A, Class ER, 11.998%, (3 mo. SOFR + 6.70%), 4/18/35(1)(2) | Β | ββββ1,000 | βββββ983,432 |
Galaxy XV CLO Ltd., Series 2013-15A, Class ER, 12.221%, (3 mo. SOFR + 6.907%), 10/15/30(1)(2) | Β | ββββ1,000 | βββββ985,772 |
Galaxy XXI CLO Ltd., Series 2015-21A, Class ER, 10.829%, (3 mo. SOFR + 5.512%), 4/20/31(1)(2) | Β | ββββ1,000 | βββββ956,100 |
Galaxy XXV CLO Ltd., Series 2018-25A, Class E, 11.536%, (3 mo. SOFR + 6.212%), 10/25/31(1)(2) | Β | ββββββ250 | βββββ242,882 |
Golub Capital Partners CLO 23M Ltd., Series 2015-23A, Class ER, 11.329%, (3 mo. SOFR + 6.012%), 1/20/31(1)(2) | Β | ββββ1,200 | βββ1,171,916 |
Golub Capital Partners CLO 50B-R Ltd., Series 2020-50A, Class ER, 12.418%, (3 mo. SOFR + 7.10%), 4/20/35(1)(2) | Β | ββββ1,000 | βββ1,004,915 |
Madison Park Funding XXXVI Ltd., Series 2019-36A, Class ER, 12.364%, (3 mo. SOFR + 7.05%), 4/15/35(1)(2) | Β | ββββ1,000 | βββ1,002,595 |
Neuberger Berman Loan Advisers CLO Ltd., Series 2022-48A, Class E, 11.825%, (3 mo. SOFR + 6.50%), 4/25/36(1)(2) | Β | ββββ1,000 | β ββββ997,035 |
Security | Principal Amount (000's omitted) | Value | |
Palmer Square CLO Ltd.:β | Β | Β | Β |
Series 2013-2A, Class DRR, 11.428%, (3 mo. SOFR + 6.112%), 10/17/31(1)(2) | $ | ββββββ900 | $βββββ902,800 |
Series 2014-1A, Class DR2, 11.278%, (3 mo. SOFR + 5.962%), 1/17/31(1)(2) | Β | ββββ1,500 | βββ1,501,555 |
Series 2015-1A, Class DR4, 12.129%, (3 mo. SOFR + 6.762%), 5/21/34(1)(2) | Β | ββββββ500 | βββββ498,075 |
Series 2019-1A, Class DR, 12.139%, (3 mo. SOFR + 6.762%), 11/14/34(1)(2) | Β | ββββ1,000 | βββ1,004,885 |
RAD CLO 5 Ltd., Series 2019-5A, Class E, 12.28%, (3 mo. SOFR + 6.962%), 7/24/32(1)(2) | Β | ββββ1,000 | βββββ995,397 |
RAD CLO 7 Ltd., Series 2020-7A, Class E, 12.078%, (3 mo. SOFR + 6.762%), 4/17/33(1)(2) | Β | ββββ1,150 | βββ1,152,912 |
Regatta XIV Funding Ltd., Series 2018-3A, Class E, 11.536%, (3 mo. SOFR + 6.212%), 10/25/31(1)(2) | Β | ββββββ700 | βββββ678,116 |
Regatta XVI Funding Ltd., Series 2019-2A, Class E, 12.576%, (3 mo. SOFR + 7.262%), 1/15/33(1)(2) | Β | ββββββ750 | βββββ753,358 |
Vibrant CLO X Ltd., Series 2018-10A, Class D, 11.769%, (3 mo. SOFR + 6.452%), 10/20/31(1)(2) | Β | ββββββ775 | βββββ776,937 |
Vibrant CLO XI Ltd., Series 2019-11A, Class D, 12.349%, (3 mo. SOFR + 7.032%), 7/20/32(1)(2) | Β | ββββ1,000 | βββββ962,460 |
Voya CLO Ltd., Series 2013-1A, Class DR, 12.056%, (3 mo. SOFR + 6.742%), 10/15/30(1)(2) | Β | ββββ2,000 | βββ1,676,474 |
Wellfleet CLO Ltd., Series 2020-1A, Class D, 12.816%, (3 mo. SOFR + 7.502%), 4/15/33(1)(2) | Β | ββββ1,150 | βββ1,079,530 |
Total Asset-Backed Securities (identified cost $31,377,007) | Β | Β | $ββ30,771,179 |
Β Β Β Β
Closed-End Funds β 1.8% |
Security | Shares | Value | |
BlackRock Floating Rate Income Strategies Fund, Inc. | Β | βββ99,936 | $βββ1,256,196 |
Invesco Senior Income Trust | Β | ββ361,124 | βββ1,484,220 |
Nuveen Credit Strategies Income Fund | Β | ββ365,228 | βββ1,961,274 |
Nuveen Floating Rate Income Fund | Β | ββ249,983 | βββ2,112,356 |
Total Closed-End Funds (identified cost $8,822,712) | Β | Β | $βββ6,814,046 |
Β Β Β Β
Common Stocks β 0.8% |
Security | Shares | Value | |
Aerospace and Defense β 0.0% | |||
IAP Worldwide Services LLC(3)(4)(5) | Β | βββββββ55 | $βββββββββββ0 |
Β | Β | Β | $βββββββββββ0 |
Β
1
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Shares | Value | |
Chemicals β 0.0% | |||
Flint Campfire Topco Ltd., Class A(3)(4)(5) | Β | ββ196,320 | $βββββββββββ0 |
Β | Β | Β | $βββββββββββ0 |
Commercial Services & Supplies β 0.1% | |||
Monitronics International, Inc.(4)(5) | Β | βββ18,441 | $βββββ387,261 |
Phoenix Services International LLC(4)(5) | Β | βββ16,081 | βββββ152,769 |
Phoenix Services International LLC(4)(5) | Β | ββββ1,467 | ββββββ13,937 |
Β | Β | Β | $βββββ553,967 |
Electronics/Electrical β 0.0%(6) | |||
Skillsoft Corp.(4)(5) | Β | ββββ2,650 | $ββββββ37,153 |
Β | Β | Β | $ββββββ37,153 |
Entertainment β 0.1% | |||
New Cineworld Ltd.(4)(5) | Β | βββ14,009 | $βββββ211,886 |
Β | Β | Β | $βββββ211,886 |
Health Care β 0.1% | |||
Envision Parent, Inc.(4)(5) | Β | βββ44,965 | $βββββ472,132 |
Β | Β | Β | $βββββ472,132 |
Household Durables β 0.2% | |||
Serta Simmons Bedding, Inc.(4)(5) | Β | βββ74,131 | $βββββ611,581 |
Serta SSB Equipment Co.(3)(4)(5) | Β | βββ74,131 | βββββββββββ0 |
Β | Β | Β | $βββββ611,581 |
Investment Companies β 0.0%(6) | |||
Aegletes BV(4)(5) | Β | βββ14,087 | $ββββββ33,985 |
Jubilee Topco Ltd., Class A(3)(4)(5) | Β | ββ458,953 | βββββββββββ0 |
Β | Β | Β | $ββββββ33,985 |
Pharmaceuticals β 0.3% | |||
Covis Midco 1 SARL, Class A(4)(5) | Β | ββββββ501 | $βββββββββ255 |
Covis Midco 1 SARL, Class B(4)(5) | Β | ββββββ501 | βββββββββ255 |
Covis Midco 1 SARL, Class C(4)(5) | Β | ββββββ501 | βββββββββ256 |
Covis Midco 1 SARL, Class D(4)(5) | Β | ββββββ501 | βββββββββ256 |
Covis Midco 1 SARL, Class E(4)(5) | Β | ββββββ501 | βββββββββ256 |
Mallinckrodt International Finance SA(4)(5) | Β | βββ27,357 | βββ1,012,209 |
Β | Β | Β | $βββ1,013,487 |
Retailers (Except Food and Drug) β 0.0%(6) | |||
Phillips Feed Service, Inc.(3)(4)(5) | Β | ββββββ556 | $ββββββ35,497 |
Β | Β | Β | $ββββββ35,497 |
Security | Shares | Value | |
Telecommunications β 0.0% | |||
GEE Acquisition Holdings Corp.(3)(4)(5) | Β | βββ45,136 | $βββββββββββ0 |
Β | Β | Β | $βββββββββββ0 |
Total Common Stocks (identified cost $5,435,344) | Β | Β | $βββ2,969,688 |
Β Β Β Β
Corporate Bonds β 6.6% |
Security | Principal Amount (000's omitted) | Value | |
Aerospace and Defense β 0.2% | |||
TransDigm, Inc., 4.875%, 5/1/29 | $ | ββββββ625 | $βββββ584,843 |
Β | Β | Β | $βββββ584,843 |
Automotive β 0.3% | |||
Clarios Global LP/Clarios U.S. Finance Co., 8.50%, 5/15/27(1) | $ | ββββ1,000 | $βββββ999,134 |
Β | Β | Β | $βββββ999,134 |
Building and Development β 0.3% | |||
Smyrna Ready Mix Concrete LLC, 6.00%, 11/1/28(1) | $ | ββββββ625 | $βββββ611,519 |
Standard Industries, Inc., 4.75%, 1/15/28(1) | Β | ββββββ625 | βββββ598,358 |
Β | Β | Β | $βββ1,209,877 |
Business Equipment and Services β 0.5% | |||
GEMS MENASA Cayman Ltd./GEMS Education Delaware LLC, 7.125%, 7/31/26(1) | $ | ββββ1,000 | $βββββ991,225 |
Prime Security Services Borrower LLC/Prime Finance, Inc.:β | Β | Β | Β |
5.25%, 4/15/24(1) | Β | βββββββ93 | ββββββ92,894 |
5.75%, 4/15/26(1) | Β | ββββββ700 | βββββ700,340 |
Β | Β | Β | $βββ1,784,459 |
Cable and Satellite Television β 0.1% | |||
CCO Holdings LLC/CCO Holdings Capital Corp., 4.50%, 8/15/30(1) | $ | ββββββ625 | $βββββ543,969 |
Β | Β | Β | $βββββ543,969 |
Chemicals and Plastics β 0.3% | |||
NOVA Chemicals Corp., 4.875%, 6/1/24(1) | $ | ββββ1,000 | $βββββ996,034 |
Β | Β | Β | $βββββ996,034 |
Β
2
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Principal Amount (000's omitted) | Value | |
Cosmetics/Toiletries β 0.2% | |||
Edgewell Personal Care Co., 5.50%, 6/1/28(1) | $ | ββββββ625 | $βββββ612,359 |
Β | Β | Β | $βββββ612,359 |
Distribution & Wholesale β 0.4% | |||
BCPE Empire Holdings, Inc., 7.625%, 5/1/27(1) | $ | ββββββ602 | $βββββ575,681 |
Performance Food Group, Inc., 5.50%, 10/15/27(1) | Β | ββββ1,000 | βββββ976,164 |
Β | Β | Β | $βββ1,551,845 |
Diversified Financial Services β 0.1% | |||
VistaJet Malta Finance PLC/Vista Management Holding, Inc., 6.375%, 2/1/30(1) | $ | ββββββ625 | $βββββ453,081 |
Β | Β | Β | $βββββ453,081 |
Engineering & Construction β 0.1% | |||
TopBuild Corp., 3.625%, 3/15/29(1) | $ | ββββββ625 | $βββββ566,020 |
Β | Β | Β | $βββββ566,020 |
Entertainment β 0.3% | |||
Caesars Entertainment, Inc., 8.125%, 7/1/27(1) | $ | ββββ1,000 | $βββ1,026,871 |
Β | Β | Β | $βββ1,026,871 |
Financial Intermediaries β 0.2% | |||
Ford Motor Credit Co. LLC, 3.815%, 11/2/27 | $ | ββββ1,000 | $βββββ939,317 |
Β | Β | Β | $βββββ939,317 |
Food Service β 0.1% | |||
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 3.50%, 3/15/29(1) | $ | ββββββ625 | $βββββ565,243 |
Β | Β | Β | $βββββ565,243 |
Health Care β 0.8% | |||
Centene Corp., 3.375%, 2/15/30 | $ | ββββββ977 | $βββββ875,768 |
LifePoint Health, Inc., 5.375%, 1/15/29(1) | Β | ββββββ625 | βββββ494,740 |
Tenet Healthcare Corp., 6.875%, 11/15/31 | Β | ββββ1,000 | βββ1,026,945 |
U.S. Acute Care Solutions LLC, 6.375%, 3/1/26(1) | Β | ββββββ625 | βββββ546,737 |
Β | Β | Β | $βββ2,944,190 |
Home Furnishings β 0.1% | |||
Tempur Sealy International, Inc., 4.00%, 4/15/29(1) | $ | ββββββ625 | $βββββ564,535 |
Β | Β | Β | $βββββ564,535 |
Insurance β 0.3% | |||
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27(1) | $ | ββββββ625 | $βββββ610,712 |
Security | Principal Amount (000's omitted) | Value | |
Insurance (continued) | |||
AmWINS Group, Inc., 4.875%, 6/30/29(1) | $ | ββββββ600 | $βββββ560,546 |
Β | Β | Β | $βββ1,171,258 |
Leisure Goods/Activities/Movies β 0.3% | |||
NCL Corp. Ltd., 5.875%, 2/15/27(1) | $ | ββββββ550 | $βββββ542,240 |
Viking Cruises Ltd., 5.875%, 9/15/27(1) | Β | ββββββ625 | βββββ603,062 |
Β | Β | Β | $βββ1,145,302 |
Media β 0.1% | |||
Audacy Capital Corp., 6.50%, 5/1/27(1)(7) | $ | ββββββ625 | $ββββββ28,125 |
Diamond Sports Group LLC/Diamond Sports Finance Co., 5.375%, 8/15/26(1)(7) | Β | ββββββββ0(8) | ββββββββββ17 |
iHeartCommunications, Inc.:β | Β | Β | Β |
6.375%, 5/1/26 | Β | ββββββ208 | βββββ178,584 |
8.375%, 5/1/27 | Β | ββββββ376 | βββββ233,597 |
Β | Β | Β | $βββββ440,323 |
Nonferrous Metals/Minerals β 0.1% | |||
New Gold, Inc., 7.50%, 7/15/27(1) | $ | ββββββ474 | $βββββ472,112 |
Β | Β | Β | $βββββ472,112 |
Oil and Gas β 0.4% | |||
Neptune Energy Bondco PLC, 6.625%, 5/15/25(1) | $ | ββββ1,000 | $βββββ993,340 |
Permian Resources Operating LLC, 5.375%, 1/15/26(1) | Β | ββββββ625 | βββββ617,315 |
Β | Β | Β | $βββ1,610,655 |
Pipelines β 0.2% | |||
EQM Midstream Partners LP, 4.75%, 1/15/31(1) | $ | ββββββ625 | $βββββ583,122 |
Β | Β | Β | $βββββ583,122 |
Real Estate Investment Trusts (REITs) β 0.2% | |||
HAT Holdings I LLC/HAT Holdings II LLC, 3.375%, 6/15/26(1) | $ | ββββββ625 | $βββββ581,412 |
Β | Β | Β | $βββββ581,412 |
Retail β 0.0%(6) | |||
Evergreen AcqCo 1 LP/TVI, Inc., 9.75%, 4/26/28(1) | $ | βββββββ54 | $ββββββ58,035 |
Β | Β | Β | $ββββββ58,035 |
Retailers (Except Food and Drug) β 0.3% | |||
Dave & Buster's, Inc., 7.625%, 11/1/25(1) | $ | ββββββ500 | $βββββ506,123 |
PetSmart, Inc./PetSmart Finance Corp., 7.75%, 2/15/29(1) | Β | ββββββ500 | βββββ483,721 |
Β | Β | Β | $βββββ989,844 |
Β
3
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Principal Amount (000's omitted) | Value | |
Technology β 0.1% | |||
athenahealth Group, Inc., 6.50%, 2/15/30(1) | $ | ββββββ625 | $βββββ558,949 |
Β | Β | Β | $βββββ558,949 |
Telecommunications β 0.3% | |||
Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/1/26(1) | $ | ββββ1,000 | $βββββ978,073 |
Β | Β | Β | $βββββ978,073 |
Utilities β 0.2% | |||
NRG Energy, Inc., 3.625%, 2/15/31(1) | $ | ββββ1,000 | $βββββ858,608 |
Β | Β | Β | $βββββ858,608 |
Wireless Telecommunication Services β 0.1% | |||
Digicel International Finance Ltd./Digicel International Holdings Ltd., 9.00%, 5/25/27 | $ | ββββββ550 | $βββββ512,875 |
Β | Β | Β | $βββββ512,875 |
Total Corporate Bonds (identified cost $26,077,296) | Β | Β | $ββ25,302,345 |
Β Β Β Β
Senior Floating-Rate Loans β 135.9%(9) |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Aerospace and Defense β 1.3% | |||
Aernnova Aerospace SAU:β | Β | Β | Β |
Term Loan, 6.916%, (3 mo. EURIBOR + 3.00%), 2/26/27 | EUR | ββββββ102 | $βββββ109,173 |
Term Loan, 6.955%, (3 mo. EURIBOR + 3.00%), 2/26/27 | EUR | ββββββ398 | βββββ425,774 |
AI Convoy (Luxembourg) SARL, Term Loan, 7.612%, (3 mo. EURIBOR + 3.75%), 1/18/27 | EUR | ββββββ400 | βββββ430,335 |
Dynasty Acquisition Co., Inc.:β | Β | Β | Β |
Term Loan, 9.333%, (SOFR + 4.00%), 8/24/28 | Β | ββββ2,439 | βββ2,445,262 |
Term Loan, 9.333%, (SOFR + 4.00%), 8/24/28 | Β | ββββ1,045 | βββ1,047,970 |
IAP Worldwide Services, Inc., Term Loan - Second Lien, 12.152%, (3 mo. USD LIBOR + 6.50%), 7/18/23(3) | Β | ββββββ391 | βββββ307,690 |
Β | Β | Β | $βββ4,766,204 |
Airlines β 0.8% | |||
American Airlines, Inc., Term Loan, 10.329%, (SOFR + 4.75%), 4/20/28 | Β | ββββ2,571 | $βββ2,638,308 |
Mileage Plus Holdings LLC, Term Loan, 10.77%, (SOFR + 5.25%), 6/21/27 | Β | ββββββ525 | βββββ541,705 |
Β | Β | Β | $βββ3,180,013 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Apparel & Luxury Goods β 0.7% | |||
Gloves Buyer, Inc.:β | Β | Β | Β |
Term Loan, 9.447%, (SOFR + 4.00%), 12/29/27 | Β | ββββ1,610 | $βββ1,605,969 |
Term Loan, 10.447%, (SOFR + 5.00%), 12/29/27 | Β | ββββββ622 | βββββ618,766 |
Hanesbrands, Inc., Term Loan, 9.083%, (SOFR + 3.75%), 3/8/30 | Β | ββββββ347 | βββββ345,312 |
Β | Β | Β | $βββ2,570,047 |
Auto Components β 3.6% | |||
Adient U.S. LLC, Term Loan, 8.083%, (SOFR + 2.75%), 1/31/31 | Β | ββββ1,562 | $βββ1,566,082 |
Autokiniton U.S. Holdings, Inc., Term Loan, 9.45%, (SOFR + 4.00%), 4/6/28 | Β | ββββ3,124 | βββ3,129,522 |
Clarios Global LP:β | Β | Β | Β |
Term Loan, 7.103%, (1 mo. EURIBOR + 3.25%), 4/30/26 | EUR | ββββββ630 | βββββ683,099 |
Term Loan, 8.333%, (SOFR + 3.00%), 5/6/30 | Β | ββββ2,070 | βββ2,073,046 |
DexKo Global, Inc.:β | Β | Β | Β |
Term Loan, 7.925%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | ββββββ240 | βββββ258,375 |
Term Loan, 7.925%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | ββββββ535 | βββββ576,794 |
Term Loan, 9.36%, (SOFR + 3.75%), 10/4/28 | Β | ββββββ688 | βββββ684,694 |
Garrett LX I SARL, Term Loan, 8.824%, (SOFR + 3.25%), 4/30/28 | Β | ββββββ709 | βββββ711,050 |
Garrett Motion, Inc., Term Loan, 9.813%, (SOFR + 4.50%), 4/30/28 | Β | ββββββ679 | βββββ680,268 |
LSF12 Badger Bidco LLC, Term Loan, 11.333%, (SOFR + 6.00%), 8/30/30 | Β | ββββββ300 | βββββ299,812 |
LTI Holdings, Inc., Term Loan, 10.197%, (SOFR + 4.75%), 7/24/26 | Β | ββββββ538 | βββββ525,184 |
RealTruck Group, Inc.:β | Β | Β | Β |
Term Loan, 8.947%, (SOFR + 3.50%), 1/31/28 | Β | ββββ1,809 | βββ1,784,621 |
Term Loan, 10.447%, (SOFR + 5.00%), 1/31/28 | Β | ββββββ675 | βββββ665,719 |
Β | Β | Β | $ββ13,638,266 |
Automobiles β 0.5% | |||
MajorDrive Holdings IV LLC:β | Β | Β | Β |
Term Loan, 9.61%, (SOFR + 4.00%), 6/1/28 | Β | ββββββ609 | $βββββ606,042 |
Term Loan, 10.998%, (SOFR + 5.50%), 6/1/29 | Β | ββββ1,449 | βββ1,456,434 |
Β | Β | Β | $βββ2,062,476 |
Beverages β 1.1% | |||
Arterra Wines Canada, Inc., Term Loan, 9.11%, (SOFR + 3.50%), 11/24/27 | Β | ββββββ970 | $βββββ910,588 |
Β
4
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Beverages (continued) | |||
City Brewing Co. LLC, Term Loan, 9.078%, (SOFR + 3.50%), 4/5/28 | Β | ββββ1,182 | $βββββ902,934 |
Triton Water Holdings, Inc., Term Loan, 8.86%, (SOFR + 3.25%), 3/31/28 | Β | ββββ2,389 | βββ2,352,776 |
Β | Β | Β | $βββ4,166,298 |
Biotechnology β 0.2% | |||
Alkermes, Inc., Term Loan, 7.951%, (SOFR + 2.50%), 3/12/26 | Β | ββββββ337 | $βββββ336,460 |
Alltech, Inc., Term Loan, 9.447%, (SOFR + 4.00%), 10/13/28 | Β | ββββββ392 | βββββ389,550 |
Β | Β | Β | $βββββ726,010 |
Building Products β 1.9% | |||
Cornerstone Building Brands, Inc., Term Loan, 8.683%, (SOFR + 3.25%), 4/12/28 | Β | ββββ2,779 | $βββ2,762,884 |
LHS Borrower LLC, Term Loan, 10.183%, (SOFR + 4.75%), 2/16/29 | Β | ββββ1,001 | βββββ939,860 |
MI Windows & Doors LLC, Term Loan, 8.933%, (SOFR + 3.50%), 12/18/27 | Β | ββββ2,001 | βββ2,003,750 |
Oscar AcquisitionCo LLC, Term Loan, 9.948%, (SOFR + 4.50%), 4/29/29 | Β | ββββββ790 | βββββ785,242 |
Standard Industries, Inc., Term Loan, 7.701%, (SOFR + 2.25%), 9/22/28 | Β | ββββββ915 | βββββ915,114 |
Β | Β | Β | $βββ7,406,850 |
Capital Markets β 5.8% | |||
Advisor Group, Inc., Term Loan, 9.833%, (SOFR + 4.50%), 8/17/28 | Β | ββββ2,168 | $βββ2,168,792 |
AllSpring Buyer LLC, Term Loan, 8.887%, (SOFR + 3.25%), 11/1/28 | Β | ββββ1,329 | βββ1,325,411 |
Aretec Group, Inc., Term Loan, 9.933%, (SOFR + 4.50%), 8/9/30 | Β | ββββ3,936 | βββ3,944,015 |
Citco Funding LLC, Term Loan, 8.422%, (SOFR + 3.25%), 4/27/28 | Β | ββββββ773 | βββββ776,122 |
Edelman Financial Center LLC, Term Loan, 8.947%, (SOFR + 3.50%), 4/7/28 | Β | ββββ2,440 | βββ2,430,794 |
EIG Management Co. LLC, Term Loan, 9.183%, (SOFR + 3.75%), 2/22/25 | Β | ββββββ236 | βββββ235,625 |
FinCo I LLC, Term Loan, 8.313%, (SOFR + 3.00%), 6/27/29 | Β | ββββ1,219 | βββ1,221,796 |
Focus Financial Partners LLC:β | Β | Β | Β |
Term Loan, 7.837%, (SOFR + 2.50%), 6/30/28 | Β | ββββ2,926 | βββ2,923,267 |
Term Loan, 8.083%, (SOFR + 2.75%), 6/30/28 | Β | ββββ1,419 | βββ1,415,741 |
HighTower Holdings LLC, Term Loan, 9.586%, (SOFR + 4.00%), 4/21/28 | Β | ββββ2,254 | β ββ2,254,045 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Capital Markets (continued) | |||
Hudson River Trading LLC, Term Loan, 8.447%, (SOFR + 3.00%), 3/20/28 | Β | ββββ1,720 | $βββ1,707,867 |
Mariner Wealth Advisors LLC, Term Loan, 8.86%, (SOFR + 3.25%), 8/18/28 | Β | ββββ1,639 | βββ1,633,434 |
Β | Β | Β | $ββ22,036,909 |
Chemicals β 7.3% | |||
Aruba Investments Holdings LLC:β | Β | Β | Β |
Term Loan, 7.853%, (1 mo. EURIBOR + 4.00%), 11/24/27 | EUR | ββββββ486 | $βββββ505,347 |
Term Loan, 9.433%, (SOFR + 4.00%), 11/24/27 | Β | ββββ1,448 | βββ1,436,241 |
Axalta Coating Systems U.S. Holdings, Inc., Term Loan, 7.848%, (SOFR + 2.50%), 12/20/29 | Β | ββββ1,824 | βββ1,827,687 |
Charter NEX U.S., Inc., Term Loan, 8.837%, (SOFR + 3.50%), 12/1/27 | Β | ββββ1,183 | βββ1,182,654 |
CPC Acquisition Corp., Term Loan, 9.36%, (SOFR + 3.75%), 12/29/27 | Β | ββββββ674 | βββββ551,213 |
Flint Group Midco Ltd., Term Loan, 10.577%, (SOFR + 5.26%), 9.827% cash, 0.75% PIK, 12/31/26 | Β | ββββββ345 | βββββ316,492 |
Flint Group Topco Ltd.:β | Β | Β | Β |
Term Loan, 12.577%, (SOFR + 7.26%), 5.677% cash, 6.90% PIK, 12/31/27 | Β | ββββββ173 | βββββ128,341 |
Term Loan - Second Lien, 12.577%, (SOFR + 7.26%), 5.677% cash, 6.90% PIK, 12/31/27 | Β | ββββββ231 | ββββββ27,291 |
Gemini HDPE LLC, Term Loan, 8.574%, (SOFR + 3.00%), 12/31/27 | Β | ββββββ655 | βββββ651,771 |
Groupe Solmax, Inc., Term Loan, 10.234%, (SOFR + 4.75%), 5/29/28(10) | Β | ββββ1,463 | βββ1,416,341 |
INEOS Enterprises Holdings II Ltd., Term Loan, 7.955%, (3 mo. EURIBOR + 4.00%), 7/7/30 | EUR | ββββββ175 | βββββ189,635 |
INEOS Enterprises Holdings U.S. Finco LLC, Term Loan, 9.238%, (SOFR + 3.75%), 7/8/30 | Β | ββββ1,050 | βββ1,039,500 |
INEOS Finance PLC:β | Β | Β | Β |
Term Loan, 6.603%, (1 mo. EURIBOR + 2.75%), 11/8/28 | EUR | ββββββ625 | βββββ664,884 |
Term Loan, 7.853%, (1 mo. EURIBOR + 4.00%), 11/8/27 | EUR | ββββββββ4 | βββββββ4,094 |
INEOS Quattro Holdings U.K. Ltd.:β | Β | Β | Β |
Term Loan, 7.853%, (1 mo. EURIBOR + 4.00%), 3/14/30 | EUR | ββββββ275 | βββββ296,635 |
Term Loan, 9.087%, (SOFR + 3.75%), 3/14/30 | Β | ββββββ647 | βββββ646,346 |
Term Loan, 9.683%, (SOFR + 4.25%), 4/2/29 | Β | ββββ1,955 | βββ1,955,000 |
INEOS U.S. Finance LLC:β | Β | Β | Β |
Term Loan, 7.837%, (SOFR + 2.50%), 11/8/28 | Β | ββββββ516 | βββββ509,123 |
Term Loan, 8.933%, (SOFR + 3.50%), 2/18/30 | Β | ββββββ721 | βββββ714,386 |
Term Loan, 1/31/31(11) | Β | ββββββ550 | βββββ546,219 |
Kraton Corp., Term Loan, 8.896%, (SOFR + 3.25%), 3/15/29 | Β | ββββ1,135 | β ββ1,120,682 |
Β
5
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Chemicals (continued) | |||
Kraton Polymers Holdings BV, Term Loan, 7.204%, (EURIBOR + 3.25%), 3/15/29(10) | EUR | ββββββ300 | $βββββ319,955 |
Lonza Group AG, Term Loan, 9.373%, (SOFR + 3.93%), 7/3/28 | Β | ββββ2,414 | βββ2,248,309 |
Momentive Performance Materials, Inc., Term Loan, 9.833%, (SOFR + 4.50%), 3/29/28 | Β | ββββ1,789 | βββ1,763,643 |
Olympus Water U.S. Holding Corp.:β | Β | Β | Β |
Term Loan, 9.36%, (SOFR + 3.75%), 11/9/28 | Β | ββββ1,470 | βββ1,467,163 |
Term Loan, 9.566%, (SOFR + 4.25%), 11/9/28 | Β | ββββββ768 | βββββ769,868 |
Orion Engineered Carbons GmbH, Term Loan, 7.598%, (SOFR + 2.15%), 9/24/28 | Β | ββββββ318 | βββββ316,893 |
Rohm Holding GmbH, Term Loan, 10.581%, (SOFR + 5.00%), 7/31/26 | Β | ββββ1,432 | βββ1,327,260 |
SCUR-Alpha 1503 GmbH, Term Loan, 10.813%, (SOFR + 5.50%), 3/29/30 | Β | ββββββ471 | βββββ442,570 |
Starfruit Finco BV, Term Loan, 9.448%, (SOFR + 4.00%), 4/3/28 | Β | ββββββ597 | βββββ597,466 |
Tronox Finance LLC, Term Loan, 8.848%, (SOFR + 3.50%), 8/16/28 | Β | ββββββ475 | βββββ475,594 |
W.R. Grace & Co.-Conn., Term Loan, 9.36%, (SOFR + 3.75%), 9/22/28 | Β | ββββ2,401 | βββ2,405,752 |
Β | Β | Β | $ββ27,864,355 |
Commercial Services & Supplies β 4.9% | |||
Albion Financing 3 SARL:β | Β | Β | Β |
Term Loan, 10.827%, (SOFR + 5.25%), 8/17/26 | Β | ββββ1,323 | $βββ1,330,717 |
Term Loan, 10.878%, (SOFR + 5.50%), 8/17/26 | Β | ββββββ273 | βββββ274,643 |
Allied Universal Holdco LLC, Term Loan, 9.183%, (SOFR + 3.75%), 5/12/28 | Β | ββββ3,840 | βββ3,799,849 |
Belfor Holdings, Inc., Term Loan, 9.083%, (SOFR + 3.75%), 11/1/30 | Β | ββββββ625 | βββββ625,781 |
EnergySolutions LLC, Term Loan, 9.313%, (SOFR + 4.00%), 9/20/30 | Β | ββββ1,554 | βββ1,556,525 |
Foundever Worldwide Corp., Term Loan, 9.197%, (SOFR + 3.75%), 8/28/28 | Β | ββββ2,273 | βββ2,199,393 |
Garda World Security Corp., Term Loan, 9.725%, (SOFR + 4.25%), 10/30/26 | Β | ββββ2,408 | βββ2,415,069 |
GFL Environmental, Inc., Term Loan, 7.816%, (SOFR + 2.50%), 5/31/27 | Β | βββββββ28 | ββββββ27,735 |
Heritage-Crystal Clean, Inc., Term Loan, 10.317%, (SOFR + 5.00%), 10/17/30 | Β | ββββββ700 | βββββ700,875 |
LABL, Inc., Term Loan, 10.433%, (SOFR + 5.00%), 10/29/28 | Β | ββββββ613 | βββββ584,325 |
Monitronics International, Inc., Term Loan, 13.074%, (SOFR + 7.50%), 6/30/28 | Β | ββββ1,014 | βββ1,020,193 |
Phoenix Services International LLC, Term Loan, 11.437%, (SOFR + 6.10%), 6/30/28 | Β | ββββββ195 | β ββββ183,129 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Commercial Services & Supplies (continued) | |||
Tempo Acquisition LLC, Term Loan, 8.083%, (SOFR + 2.75%), 8/31/28 | Β | ββββ1,529 | $βββ1,530,933 |
TMF Group Holding BV, Term Loan, 9.329%, (SOFR + 4.00%), 5/3/28 | Β | ββββββ375 | βββββ377,109 |
TruGreen LP, Term Loan, 9.433%, (SOFR + 4.00%), 11/2/27 | Β | ββββ2,020 | βββ1,955,672 |
Β | Β | Β | $ββ18,581,948 |
Construction Materials β 0.7% | |||
Quikrete Holdings, Inc., Term Loan, 8.197%, (SOFR + 2.75%), 3/19/29 | Β | ββββ2,456 | $βββ2,458,247 |
Β | Β | Β | $βββ2,458,247 |
Consumer Staples Distribution & Retail β 0.5% | |||
Cardenas Markets, Inc., Term Loan, 12.198%, (SOFR + 6.75%), 8/1/29 | Β | ββββββ397 | $βββββ397,636 |
Peer Holding III BV:β | Β | Β | Β |
Term Loan, 7.675%, (3 mo. EURIBOR + 3.75%), 9/29/28 | EUR | ββββββ525 | βββββ569,584 |
Term Loan, 8.598%, (SOFR + 3.25%), 10/28/30 | Β | ββββ1,100 | βββ1,102,979 |
Β | Β | Β | $βββ2,070,199 |
Containers & Packaging β 2.0% | |||
Berlin Packaging LLC, Term Loan, 9.223%, (SOFR + 3.75%), 3/11/28(10) | Β | ββββ1,771 | $βββ1,763,075 |
Clydesdale Acquisition Holdings, Inc., Term Loan, 9.108%, (SOFR + 3.68%), 4/13/29 | Β | ββββ2,467 | βββ2,455,576 |
Pretium Packaging LLC, Term Loan - Second Lien, 11.356%, (SOFR + 6.00%), 9.953% cash, 1.403% PIK, 10/2/28(10) | Β | ββββββ485 | βββββ399,133 |
Pretium PKG Holdings, Inc., Term Loan - Second Lien, 12.208%, (SOFR + 6.75%), 10/1/29 | Β | ββββββ300 | βββββ132,093 |
Proampac PG Borrower LLC, Term Loan, 9.821%, (SOFR + 4.50%), 9/15/28 | Β | ββββ1,125 | βββ1,128,282 |
Trident TPI Holdings, Inc.:β | Β | Β | Β |
Term Loan, 9.61%, (SOFR + 4.00%), 9/15/28 | Β | ββββββ743 | βββββ741,469 |
Term Loan, 9.848%, (SOFR + 4.50%), 9/15/28 | Β | ββββ1,041 | βββ1,041,299 |
Β | Β | Β | $βββ7,660,927 |
Distributors β 0.4% | |||
Parts Europe SA, Term Loan, 2/3/31(11) | EUR | ββββ1,475 | $βββ1,599,595 |
Phillips Feed Service, Inc., Term Loan, 12.433%, (SOFR + 7.00%), 11/13/24(3) | Β | ββββββ101 | ββββββ80,658 |
Β | Β | Β | $βββ1,680,253 |
Β
6
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Diversified Consumer Services β 1.5% | |||
Ascend Learning LLC, Term Loan, 8.933%, (SOFR + 3.50%), 12/11/28 | Β | ββββββ539 | $βββββ529,189 |
Belron Finance U.S. LLC, Term Loan, 7.448%, (SOFR + 2.00%), 4/13/28 | Β | ββββββ900 | βββββ901,109 |
KUEHG Corp., Term Loan, 10.348%, (SOFR + 5.00%), 6/12/30 | Β | ββββ2,070 | βββ2,075,310 |
Sotheby's, Term Loan, 10.076%, (SOFR + 4.50%), 1/15/27 | Β | ββββββ776 | βββββ770,414 |
Spring Education Group, Inc., Term Loan, 9.848%, (SOFR + 4.50%), 10/4/30 | Β | ββββββ350 | βββββ350,656 |
Wand NewCo 3, Inc., Term Loan, 1/30/31(11) | Β | ββββ1,250 | βββ1,252,441 |
Β | Β | Β | $βββ5,879,119 |
Diversified Financial Services β 0.4% | |||
Concorde Midco Ltd., Term Loan, 7.909%, (3 mo. EURIBOR + 4.00%), 3/1/28 | EUR | ββββββ525 | $βββββ567,982 |
Sandy BidCo BV, Term Loan, 8.126%, (6 mo. EURIBOR + 4.00%), 8/17/29 | EUR | ββββββ925 | βββ1,000,335 |
Β | Β | Β | $βββ1,568,317 |
Diversified Telecommunication Services β 2.0% | |||
Altice France SA, Term Loan, 10.814%, (SOFR + 5.50%), 8/15/28 | Β | ββββ1,183 | $βββ1,077,078 |
GEE Holdings 2 LLC:β | Β | Β | Β |
Term Loan, 13.46%, (SOFR + 8.00%), 3/24/25 | Β | ββββββ398 | βββββ362,483 |
Term Loan - Second Lien, 13.71%, (SOFR + 9.75%), 5.46% cash, 8.25% PIK, 3/23/26 | Β | ββββββ917 | βββββ550,023 |
Virgin Media Bristol LLC, Term Loan, 8.698%, (SOFR + 3.25%), 1/31/29 | Β | ββββ4,200 | βββ4,172,582 |
Zayo Group Holdings, Inc., Term Loan, 7.103%, (1 mo. EURIBOR + 3.25%), 3/9/27 | EUR | ββββ1,386 | βββ1,308,018 |
Β | Β | Β | $βββ7,470,184 |
Electrical Equipment β 1.2% | |||
AZZ, Inc., Term Loan, 9.083%, (SOFR + 3.75%), 5/13/29 | Β | ββββ1,288 | $βββ1,293,583 |
Brookfield WEC Holdings, Inc., Term Loan, 8.086%, (SOFR + 2.75%), 1/17/31 | Β | ββββ3,100 | βββ3,088,133 |
Β | Β | Β | $βββ4,381,716 |
Electronic Equipment, Instruments & Components β 2.9% | |||
Chamberlain Group, Inc.:β | Β | Β | Β |
Term Loan, 8.683%, (SOFR + 3.25%), 11/3/28 | Β | ββββ1,299 | $βββ1,285,425 |
Term Loan, 11/3/28(11) | Β | ββββ1,175 | βββ1,166,065 |
Creation Technologies, Inc., Term Loan, 11.092%, (SOFR + 5.50%), 10/5/28 | Β | ββββ1,329 | β ββ1,292,300 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Electronic Equipment, Instruments & Components (continued) | |||
Ingram Micro, Inc., Term Loan, 8.61%, (SOFR + 3.00%), 6/30/28 | Β | ββββ2,750 | $βββ2,752,580 |
Mirion Technologies, Inc., Term Loan, 8.36%, (SOFR + 2.75%), 10/20/28 | Β | ββββββ502 | βββββ501,690 |
MX Holdings U.S., Inc., Term Loan, 8.197%, (SOFR + 2.75%), 7/31/28 | Β | ββββββ249 | βββββ249,061 |
Robertshaw U.S. Holding Corp.:β | Β | Β | Β |
Term Loan, 13.43%, (SOFR + 8.00%), 2/28/27 | Β | ββββββββ0(8) | βββββββββ183 |
Term Loan, 13.43%, (SOFR + 8.00%), 8.430% cash, 5.00% PIK, 2/28/27 | Β | ββββββ987 | βββββ992,576 |
Term Loan - Second Lien, 12.448%, (SOFR + 7.00%), 2/28/27 | Β | ββββββ919 | βββββ758,430 |
Verifone Systems, Inc., Term Loan, 9.641%, (SOFR + 4.00%), 8/20/25 | Β | ββββ1,091 | βββ1,047,865 |
Verisure Holding AB:β | Β | Β | Β |
Term Loan, 6.925%, (3 mo. EURIBOR + 3.00%), 3/27/28 | EUR | ββββββ775 | βββββ836,095 |
Term Loan, 6.945%, (3 mo. EURIBOR + 3.00%), 8/6/26 | EUR | ββββββ300 | βββββ325,039 |
Β | Β | Β | $ββ11,207,309 |
Energy Equipment & Services β 0.1% | |||
Ameriforge Group, Inc., Term Loan, 12.121%, (SOFR + 8.00%), 3/28/24(3)(12) | Β | βββββββ55 | $ββββββ43,639 |
GIP Pilot Acquisition Partners LP, Term Loan, 8.327%, (SOFR + 3.00%), 10/4/30 | Β | ββββββ475 | βββββ475,989 |
Β | Β | Β | $βββββ519,628 |
Engineering & Construction β 0.8% | |||
Aegion Corp., Term Loan, 9.587%, (SOFR + 4.25%), 5/17/28 | Β | ββββ1,256 | $βββ1,257,519 |
American Residential Services LLC, Term Loan, 9.11%, (SOFR + 3.50%), 10/15/27 | Β | ββββββ558 | βββββ557,053 |
Northstar Group Services, Inc., Term Loan, 10.947%, (SOFR + 5.50%), 11/12/26 | Β | ββββ1,367 | βββ1,367,690 |
Β | Β | Β | $βββ3,182,262 |
Entertainment β 1.7% | |||
City Football Group Ltd., Term Loan, 8.451%, (SOFR + 3.00%), 7/21/28 | Β | ββββ1,960 | $βββ1,951,832 |
Crown Finance U.S., Inc., Term Loan, 13.947%, (SOFR + 8.50%), 6.947% cash, 7.00% PIK, 7/31/28 | Β | ββββββ311 | βββββ314,640 |
EP Purchaser LLC, Term Loan, 9.11%, (SOFR + 3.50%), 11/6/28 | Β | ββββββ344 | βββββ341,941 |
Renaissance Holding Corp., Term Loan, 10.083%, (SOFR + 4.75%), 4/5/30 | Β | ββββ1,920 | β ββ1,923,788 |
Β
7
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Entertainment (continued) | |||
UFC Holdings LLC, Term Loan, 8.336%, (SOFR + 2.75%), 4/29/26 | Β | ββββ1,720 | $βββ1,720,831 |
Vue International Bidco PLC:β | Β | Β | Β |
Term Loan, 12.13%, (6 mo. EURIBOR + 8.00%), 6/30/27 | EUR | βββββββ69 | ββββββ72,889 |
Term Loan, 12.63%, (6 mo. EURIBOR + 8.50%), 6.13% cash, 6.50% PIK, 12/31/27 | EUR | ββββββ480 | βββββ176,410 |
Β | Β | Β | $βββ6,502,331 |
Equity Real Estate Investment Trusts (REITs) β 0.3% | |||
Iron Mountain, Inc., Term Loan, 7.587%, (SOFR + 2.25%), 1/31/31 | Β | ββββ1,050 | $βββ1,048,360 |
Β | Β | Β | $βββ1,048,360 |
Financial Services β 1.4% | |||
GTCR W Merger Sub LLC, Term Loan, 1/31/29(11) | Β | ββββ2,975 | $βββ2,976,595 |
NCR Atleos LLC, Term Loan, 10.163%, (SOFR + 4.75%), 3/27/29(10) | Β | ββββ1,325 | βββ1,328,726 |
Nuvei Technologies Corp., Term Loan, 12/19/30(11) | Β | ββββββ850 | βββββ850,212 |
Β | Β | Β | $βββ5,155,533 |
Food Products β 1.5% | |||
8th Avenue Food & Provisions, Inc., Term Loan, 10.197%, (SOFR + 4.75%), 10/1/25 | Β | ββββββ489 | $βββββ476,226 |
Badger Buyer Corp., Term Loan, 8.951%, (SOFR + 3.50%), 9/30/24 | Β | ββββββ328 | βββββ305,156 |
CHG PPC Parent LLC, Term Loan, 8.447%, (SOFR + 3.00%), 12/8/28 | Β | ββββββ393 | βββββ393,452 |
Del Monte Foods, Inc., Term Loan, 9.683%, (SOFR + 4.25%), 5/16/29 | Β | ββββββ891 | βββββ804,058 |
Nomad Foods U.S. LLC, Term Loan, 11/13/29(11) | Β | ββββ2,000 | βββ2,003,626 |
Shearer's Foods, Inc.:β | Β | Β | Β |
Term Loan, 8.947%, (SOFR + 3.50%), 9/23/27 | Β | ββββββ387 | βββββ387,567 |
Term Loan, 1/31/31(11) | Β | ββββββ750 | βββββ742,500 |
United Petfood Finance BV, Term Loan, 6.852%, (6 mo. EURIBOR + 2.75%), 4/24/28 | EUR | ββββββ700 | βββββ749,241 |
Β | Β | Β | $βββ5,861,826 |
Gas Utilities β 0.7% | |||
CQP Holdco LP, Term Loan, 8.348%, (SOFR + 3.00%), 12/31/30 | Β | ββββ2,620 | $βββ2,618,790 |
Β | Β | Β | $βββ2,618,790 |
Health Care Equipment & Supplies β 1.7% | |||
Bayou Intermediate II LLC, Term Loan, 10.154%, (SOFR + 4.50%), 8/2/28 | Β | ββββ1,530 | $βββ1,468,985 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Health Care Equipment & Supplies (continued) | |||
Journey Personal Care Corp., Term Loan, 9.701%, (SOFR + 4.25%), 3/1/28 | Β | ββββ2,488 | $βββ2,443,825 |
Medline Borrower LP, Term Loan, 8.451%, (SOFR + 3.00%), 10/23/28 | Β | ββββ2,456 | βββ2,456,122 |
Β | Β | Β | $βββ6,368,932 |
Health Care Providers & Services β 8.9% | |||
AEA International Holdings (Lux) SARL, Term Loan, 8.819%, (SOFR + 3.50%), 9/7/28 | Β | ββββ1,600 | $βββ1,602,924 |
Biogroup-LCD, Term Loan, 7.216%, (3 mo. EURIBOR + 3.25%), 2/9/28 | EUR | ββββββ225 | βββββ240,859 |
BW NHHC Holdco, Inc., Term Loan - Second Lien, 13.348%, (SOFR + 8.00%), 1/15/26 | Β | ββββ2,174 | βββ1,859,117 |
Cano Health LLC, Term Loan, 9.463%, (SOFR + 4.00%), 11/23/27(10) | Β | ββββ2,443 | βββ1,017,740 |
CCRR Parent, Inc., Term Loan, 9.197%, (SOFR + 3.75%), 3/6/28 | Β | ββββ2,544 | βββ2,442,490 |
Cerba Healthcare SAS:β | Β | Β | Β |
Term Loan, 7.553%, (1 mo. EURIBOR + 3.70%), 6/30/28 | EUR | ββββββ450 | βββββ454,965 |
Term Loan, 7.853%, (1 mo. EURIBOR + 4.00%), 2/16/29 | EUR | ββββββ500 | βββββ510,518 |
CHG Healthcare Services, Inc.:β | Β | Β | Β |
Term Loan, 8.697%, (SOFR + 3.25%), 9/29/28 | Β | ββββ1,647 | βββ1,643,359 |
Term Loan, 9.083%, (SOFR + 3.75%), 9/29/28 | Β | ββββββ400 | βββββ400,500 |
CNT Holdings I Corp., Term Loan, 8.827%, (SOFR + 3.50%), 11/8/27 | Β | ββββ1,511 | βββ1,510,462 |
Covis Finco SARL, Term Loan, 0.00%, 2/18/27(7) | Β | ββββββ617 | βββββ233,670 |
Electron BidCo, Inc., Term Loan, 8.447%, (SOFR + 3.00%), 11/1/28 | Β | ββββββ663 | βββββ663,188 |
Ensemble RCM LLC, Term Loan, 8.317%, (SOFR + 3.00%), 8/1/29 | Β | ββββββ330 | βββββ329,847 |
IVC Acquisition Ltd.:β | Β | Β | Β |
Term Loan, 9.071%, (3 mo. EURIBOR + 5.00%), 11/13/26 | EUR | ββββ1,325 | βββ1,438,192 |
Term Loan, 10.886%, (SOFR + 5.50%), 11/17/28 | Β | ββββ1,050 | βββ1,053,063 |
LSCS Holdings, Inc., Term Loan, 9.947%, (SOFR + 4.61%), 12/16/28 | Β | ββββββ613 | βββββ603,057 |
Medical Solutions Holdings, Inc., Term Loan, 8.683%, (SOFR + 3.25%), 11/1/28 | Β | ββββ2,467 | βββ2,233,152 |
National Mentor Holdings, Inc.:β | Β | Β | Β |
Term Loan, 9.186%, (SOFR + 3.75%), 3/2/28(10) | Β | ββββ1,576 | βββ1,441,514 |
Term Loan, 9.198%, (SOFR + 3.75%), 3/2/28 | Β | βββββββ46 | ββββββ42,377 |
Option Care Health, Inc., Term Loan, 8.197%, (SOFR + 2.75%), 10/27/28 | Β | ββββββ343 | βββββ343,900 |
Pacific Dental Services LLC, Term Loan, 8.947%, (SOFR + 3.50%), 5/5/28 | Β | ββββββ735 | β ββββ736,608 |
Β
8
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Health Care Providers & Services (continued) | |||
Phoenix Guarantor, Inc.:β | Β | Β | Β |
Term Loan, 8.697%, (SOFR + 3.25%), 3/5/26 | Β | ββββ2,924 | $βββ2,918,841 |
Term Loan, 8.947%, (SOFR + 3.50%), 3/5/26 | Β | ββββ1,414 | βββ1,411,233 |
R1 RCM, Inc., Term Loan, 6/21/29(11) | Β | ββββββ225 | βββββ225,506 |
Radnet Management, Inc., Term Loan, 8.574%, (SOFR + 3.00%), 4/21/28 | Β | ββββ2,340 | βββ2,345,275 |
Sound Inpatient Physicians, Term Loan, 8.447%, (SOFR + 3.00%), 6/27/25 | Β | ββββββ425 | βββββ143,894 |
Surgery Center Holdings, Inc., Term Loan, 8.835%, (SOFR + 3.50%), 12/19/30 | Β | ββββ2,203 | βββ2,209,341 |
Synlab Bondco PLC:β | Β | Β | Β |
Term Loan, 6.361%, (6 mo. EURIBOR + 2.50%), 7/1/27 | EUR | ββββββ300 | βββββ323,045 |
Term Loan, 12/12/30(11) | EUR | ββββββ525 | βββββ570,471 |
TTF Holdings LLC, Term Loan, 3/31/28(11) | Β | ββββ2,000 | βββ2,004,166 |
U.S. Anesthesia Partners, Inc., Term Loan, 9.717%, (SOFR + 4.25%), 10/1/28 | Β | ββββββ904 | βββββ856,215 |
Β | Β | Β | $ββ33,809,489 |
Health Care Technology β 3.3% | |||
athenahealth Group, Inc., Term Loan, 8.583%, (SOFR + 3.25%), 2/15/29 | Β | ββββ1,772 | $βββ1,750,477 |
Certara LP, Term Loan, 9.15%, (SOFR + 3.50%), 8/15/26 | Β | ββββββ938 | βββββ940,378 |
eResearchTechnology, Inc., Term Loan, 9.947%, (SOFR + 4.50%), 2/4/27 | Β | ββββββ316 | βββββ315,435 |
Imprivata, Inc.:β | Β | Β | Β |
Term Loan, 9.087%, (SOFR + 3.75%), 12/1/27 | Β | ββββ2,123 | βββ2,127,250 |
Term Loan, 9.563%, (SOFR + 4.25%), 12/1/27 | Β | ββββββ197 | βββββ197,277 |
MedAssets Software Intermediate Holdings, Inc.:β | Β | Β | Β |
Term Loan, 9.447%, (SOFR + 4.00%), 12/18/28 | Β | ββββββ933 | βββββ788,702 |
Term Loan - Second Lien, 12.201%, (SOFR + 6.75%), 12/17/29 | Β | ββββββ600 | βββββ366,000 |
Navicure, Inc., Term Loan, 9.447%, (SOFR + 4.00%), 10/22/26 | Β | ββββ1,384 | βββ1,386,646 |
PointClickCare Technologies, Inc., Term Loan, 8.61%, (SOFR + 3.00%), 12/29/27 | Β | ββββββ608 | βββββ608,952 |
Project Ruby Ultimate Parent Corp., Term Loan, 8.697%, (SOFR + 3.25%), 3/10/28 | Β | ββββ1,094 | βββ1,090,546 |
Symplr Software, Inc., Term Loan, 9.913%, (SOFR + 4.50%), 12/22/27 | Β | ββββ1,696 | βββ1,544,090 |
Verscend Holding Corp., Term Loan, 9.447%, (SOFR + 4.00%), 8/27/25 | Β | ββββ1,435 | βββ1,437,974 |
Β | Β | Β | $ββ12,553,727 |
Hotels, Restaurants & Leisure β 5.8% | |||
Caesars Entertainment, Inc., Term Loan, 1/24/31(11) | Β | ββββ2,325 | $βββ2,324,031 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Hotels, Restaurants & Leisure (continued) | |||
Carnival Corp., Term Loan, 8.697%, (SOFR + 3.25%), 10/18/28 | Β | ββββ3,239 | $βββ3,242,973 |
ClubCorp Holdings, Inc., Term Loan, 10.61%, (SOFR + 5.00%), 9/18/26 | Β | ββββ1,377 | βββ1,361,094 |
Fertitta Entertainment LLC, Term Loan, 9.333%, (SOFR + 4.00%), 1/27/29 | Β | ββββ1,985 | βββ1,982,276 |
Flutter Financing BV, Term Loan, 7.698%, (SOFR + 2.25%), 11/25/30 | Β | ββββ3,150 | βββ3,145,407 |
Great Canadian Gaming Corp., Term Loan, 9.633%, (SOFR + 4.00%), 11/1/26 | Β | ββββ1,502 | βββ1,504,003 |
IRB Holding Corp., Term Loan, 8.206%, (SOFR + 2.75%), 12/15/27 | Β | ββββ2,432 | βββ2,427,431 |
Ontario Gaming GTA LP, Term Loan, 9.598%, (SOFR + 4.25%), 8/1/30 | Β | ββββββ400 | βββββ401,125 |
Oravel Stays Singapore Pte. Ltd., Term Loan, 13.883%, (SOFR + 8.25%), 6/23/26 | Β | ββββββ380 | βββββ355,096 |
Playa Resorts Holding BV, Term Loan, 8.582%, (SOFR + 3.25%), 1/5/29 | Β | ββββ2,030 | βββ2,030,663 |
Scientific Games Holdings LP, Term Loan, 8.58%, (SOFR + 3.25%), 4/4/29 | Β | ββββ1,980 | βββ1,967,025 |
SeaWorld Parks & Entertainment, Inc., Term Loan, 7.833%, (SOFR + 2.50%), 8/25/28 | Β | ββββββ733 | βββββ733,125 |
Wyndham Hotels & Resorts, Inc., Term Loan, 7.683%, (SOFR + 2.25%), 5/24/30 | Β | ββββββ796 | βββββ797,534 |
Β | Β | Β | $ββ22,271,783 |
Household Durables β 1.5% | |||
ACProducts, Inc., Term Loan, 9.86%, (SOFR + 4.25%), 5/17/28 | Β | ββββ1,901 | $βββ1,649,675 |
Libbey Glass, Inc., Term Loan, 11.974%, (SOFR + 6.50%), 11/22/27 | Β | ββββββ671 | βββββ640,663 |
Serta Simmons Bedding, Inc., Term Loan, 12.963%, (SOFR + 7.50%), 6/29/28 | Β | ββββ1,432 | βββ1,350,065 |
Solis IV BV, Term Loan, 8.88%, (SOFR + 3.50%), 2/26/29 | Β | ββββ1,977 | βββ1,948,117 |
Β | Β | Β | $βββ5,588,520 |
Household Products β 0.7% | |||
Kronos Acquisition Holdings, Inc.:β | Β | Β | Β |
Term Loan, 9.36%, (SOFR + 3.75%), 12/22/26 | Β | ββββ1,757 | $βββ1,759,772 |
Term Loan, 11.538%, (SOFR + 6.00%), 12/22/26 | Β | ββββββ785 | βββββ789,114 |
Β | Β | Β | $βββ2,548,886 |
Industrials Conglomerates β 0.6% | |||
Kohler Energy Co. LLC, Term Loan, 1/30/31(11) | Β | ββββ2,325 | $βββ2,266,875 |
Β | Β | Β | $βββ2,266,875 |
Β
9
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Insurance β 2.6% | |||
Alliant Holdings Intermediate LLC, Term Loan, 8.833%, (SOFR + 3.50%), 11/6/30 | Β | ββββββ886 | $βββββ888,625 |
AmWINS Group, Inc., Term Loan, 8.197%, (SOFR + 2.75%), 2/19/28 | Β | ββββββ644 | βββββ643,232 |
AssuredPartners, Inc.:β | Β | Β | Β |
Term Loan, 8.947%, (SOFR + 3.50%), 2/12/27 | Β | ββββ1,364 | βββ1,362,228 |
Term Loan, 8.947%, (SOFR + 3.50%), 2/12/27 | Β | ββββ1,365 | βββ1,363,152 |
Financiere CEP SAS, Term Loan, 7.885%, (6 mo. EURIBOR + 4.00%), 6/18/27 | EUR | ββββββ500 | βββββ541,645 |
NFP Corp., Term Loan, 8.697%, (SOFR + 3.25%), 2/16/27 | Β | ββββ2,144 | βββ2,150,333 |
Ryan Specialty Group LLC, Term Loan, 8.083%, (SOFR + 2.75%), 9/1/27 | Β | ββββ2,924 | βββ2,929,185 |
Β | Β | Β | $βββ9,878,400 |
Interactive Media & Services β 1.5% | |||
Adevinta ASA:β | Β | Β | Β |
Term Loan, 6.425%, (3 mo. EURIBOR + 2.50%), 6/26/28 | EUR | ββββββ748 | $βββββ810,808 |
Term Loan, 8.362%, (SOFR + 2.75%), 6/26/28 | Β | ββββββ124 | βββββ124,425 |
Arches Buyer, Inc., Term Loan, 8.683%, (SOFR + 3.25%), 12/6/27 | Β | ββββ1,980 | βββ1,936,288 |
Buzz Finco LLC, Term Loan, 8.183%, (SOFR + 2.75%), 1/29/27 | Β | ββββββ529 | βββββ529,044 |
Foundational Education Group, Inc., Term Loan, 9.324%, (SOFR + 3.75%), 8/31/28 | Β | ββββ1,446 | βββ1,422,011 |
Getty Images, Inc., Term Loan, 9.948%, (SOFR + 4.50%), 2/19/26 | Β | ββββββ995 | βββββ996,142 |
Β | Β | Β | $βββ5,818,718 |
IT Services β 6.5% | |||
Asurion LLC:β | Β | Β | Β |
Term Loan, 8.697%, (SOFR + 3.25%), 12/23/26 | Β | ββββ1,145 | $βββ1,141,828 |
Term Loan, 8.697%, (SOFR + 3.25%), 7/31/27 | Β | ββββ1,462 | βββ1,443,342 |
Term Loan, 9.433%, (SOFR + 4.00%), 8/19/28 | Β | ββββ1,095 | βββ1,083,072 |
Term Loan - Second Lien, 10.697%, (SOFR + 5.25%), 1/31/28 | Β | ββββ1,830 | βββ1,756,800 |
Term Loan - Second Lien, 10.697%, (SOFR + 5.25%), 1/20/29 | Β | ββββ1,400 | βββ1,330,766 |
Endure Digital, Inc., Term Loan, 9.422%, (SOFR + 3.50%), 2/10/28 | Β | ββββ3,985 | βββ3,870,884 |
Gainwell Acquisition Corp., Term Loan, 9.448%, (SOFR + 4.00%), 10/1/27 | Β | ββββ3,805 | βββ3,706,881 |
Go Daddy Operating Co. LLC, Term Loan, 7.333%, (SOFR + 2.00%), 11/9/29 | Β | ββββ2,160 | βββ2,159,892 |
Indy US Bidco LLC, Term Loan, 7.603%, (1 mo. EURIBOR + 3.75%), 3/6/28 | EUR | ββββββ585 | β ββββ614,740 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
IT Services (continued) | |||
NAB Holdings LLC, Term Loan, 8.248%, (SOFR + 2.75%), 11/23/28 | Β | ββββ3,141 | $βββ3,142,783 |
Rackspace Technology Global, Inc., Term Loan, 8.208%, (SOFR + 2.75%), 2/15/28 | Β | ββββ4,457 | βββ1,925,549 |
Sedgwick Claims Management Services, Inc., Term Loan, 9.083%, (SOFR + 3.75%), 2/24/28 | Β | ββββ1,124 | βββ1,125,298 |
Skopima Merger Sub, Inc., Term Loan, 9.447%, (SOFR + 4.00%), 5/12/28 | Β | ββββ1,491 | βββ1,484,981 |
Β | Β | Β | $ββ24,786,816 |
Leisure Products β 0.7% | |||
Amer Sports OYJ, Term Loan, 7.853%, (1 mo. EURIBOR + 4.00%), 3/30/26 | EUR | ββββ1,650 | $βββ1,788,728 |
Fender Musical Instruments Corp., Term Loan, 9.437%, (SOFR + 4.00%), 12/1/28 | Β | ββββββ269 | βββββ261,796 |
Recess Holdings, Inc., Term Loan, 9.388%, (SOFR + 4.00%), 3/29/27 | Β | ββββββ599 | βββββ598,500 |
Β | Β | Β | $βββ2,649,024 |
Life Sciences Tools & Services β 2.0% | |||
Cambrex Corp., Term Loan, 8.933%, (SOFR + 3.50%), 12/4/26 | Β | ββββββ289 | $βββββ283,113 |
Catalent Pharma Solutions, Inc., Term Loan, 8.335%, (SOFR + 3.00%), 2/22/28 | Β | ββββββ275 | βββββ274,656 |
Curia Global, Inc., Term Loan, 9.163%, (SOFR + 3.75%), 8/30/26(10) | Β | ββββ1,822 | βββ1,678,167 |
IQVIA, Inc., Term Loan, 7.348%, (SOFR + 2.00%), 1/2/31 | Β | ββββ1,350 | βββ1,353,938 |
LGC Group Holdings Ltd., Term Loan, 7.103%, (1 mo. EURIBOR + 3.25%), 4/21/27 | EUR | ββββββ475 | βββββ500,713 |
Loire Finco Luxembourg SARL, Term Loan, 8.933%, (SOFR + 3.50%), 4/21/27 | Β | ββββββ314 | βββββ308,310 |
Packaging Coordinators Midco, Inc., Term Loan, 9.11%, (SOFR + 3.50%), 11/30/27 | Β | ββββ1,344 | βββ1,341,407 |
Sotera Health Holdings LLC, Term Loan, 8.197%, (SOFR + 2.75%), 12/11/26 | Β | ββββββ625 | βββββ624,739 |
Star Parent, Inc., Term Loan, 9.348%, (SOFR + 4.00%), 9/27/30 | Β | ββββ1,400 | βββ1,369,889 |
Β | Β | Β | $βββ7,734,932 |
Machinery β 8.4% | |||
AI Aqua Merger Sub, Inc., Term Loan, 9.105%, (SOFR + 3.75%), 7/31/28 | Β | ββββ2,167 | $βββ2,156,165 |
Alliance Laundry Systems LLC, Term Loan, 8.927%, (SOFR + 3.50%), 10/8/27(10) | Β | ββββ1,931 | βββ1,932,614 |
American Trailer World Corp., Term Loan, 9.183%, (SOFR + 3.75%), 3/3/28 | Β | ββββ1,261 | β ββ1,235,581 |
Β
10
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Machinery (continued) | |||
Apex Tool Group LLC, Term Loan, 10.687%, (SOFR + 5.25%), 2/8/29 | Β | ββββ2,062 | $βββ1,830,877 |
Barnes Group, Inc., Term Loan, 8.433%, (SOFR + 3.00%), 9/3/30 | Β | ββββββ524 | βββββ524,179 |
Clark Equipment Co., Term Loan, 7.948%, (SOFR + 2.50%), 4/20/29 | Β | ββββββ871 | βββββ872,749 |
Conair Holdings LLC, Term Loan, 9.197%, (SOFR + 3.75%), 5/17/28 | Β | ββββ2,151 | βββ2,096,353 |
CPM Holdings, Inc., Term Loan, 9.853%, (SOFR + 4.50%), 9/28/28 | Β | ββββ1,908 | βββ1,912,595 |
EMRLD Borrower LP, Term Loan, 8.313%, (SOFR + 3.00%), 5/31/30 | Β | ββββ1,097 | βββ1,099,013 |
Engineered Machinery Holdings, Inc., Term Loan, 9.36%, (SOFR + 3.50%), 5/19/28 | Β | ββββ3,109 | βββ3,094,967 |
Filtration Group Corp., Term Loan, 8.947%, (SOFR + 3.50%), 10/21/28 | Β | ββββββ635 | βββββ635,693 |
Gates Global LLC, Term Loan, 7.933%, (SOFR + 2.50%), 3/31/27 | Β | ββββ2,510 | βββ2,511,024 |
Icebox Holdco III, Inc., Term Loan, 9.11%, (SOFR + 3.50%), 12/22/28 | Β | ββββββ713 | βββββ708,921 |
Madison IAQ LLC, Term Loan, 8.701%, (SOFR + 3.25%), 6/21/28 | Β | ββββ2,438 | βββ2,422,266 |
Pro Mach Group, Inc., Term Loan, 9.083%, (SOFR + 3.75%), 8/31/28 | Β | ββββ1,489 | βββ1,493,178 |
Roper Industrial Products Investment Co. LLC, Term Loan, 9.348%, (SOFR + 4.00%), 11/22/29 | Β | ββββ1,315 | βββ1,317,053 |
SPX Flow, Inc., Term Loan, 9.933%, (SOFR + 4.50%), 4/5/29 | Β | ββββ1,917 | βββ1,918,907 |
Titan Acquisition Ltd., Term Loan, 8.447%, (SOFR + 3.00%), 3/28/25 | Β | ββββ1,953 | βββ1,953,368 |
TK Elevator Topco GmbH, Term Loan, 7.491%, (6 mo. EURIBOR + 3.63%), 7/30/27 | EUR | ββββββ500 | βββββ541,626 |
Vertical U.S. Newco, Inc., Term Loan, 9.081%, (SOFR + 3.50%), 7/30/27 | Β | ββββ1,186 | βββ1,187,335 |
Zephyr German BidCo GmbH, Term Loan, 7.775%, (3 mo. EURIBOR + 3.85%), 3/10/28 | EUR | ββββββ600 | βββββ636,557 |
Β | Β | Β | $ββ32,081,021 |
Media β 1.7% | |||
Aragorn Parent Corp., Term Loan, 9.583%, (SOFR + 4.25%), 6/15/28 | Β | ββββ1,310 | $βββ1,314,224 |
Gray Television, Inc.:β | Β | Β | Β |
Term Loan, 7.967%, (SOFR + 2.50%), 1/2/26 | Β | ββββββ595 | βββββ594,803 |
Term Loan, 8.467%, (SOFR + 3.00%), 12/1/28 | Β | ββββββ809 | βββββ803,807 |
Hubbard Radio LLC, Term Loan, 9.70%, (SOFR + 4.25%), 3/28/25 | Β | ββββββ527 | βββββ411,205 |
MJH Healthcare Holdings LLC, Term Loan, 8.933%, (SOFR + 3.50%), 1/28/29 | Β | ββββββ246 | β ββββ244,780 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Media (continued) | |||
Nexstar Broadcasting, Inc., Term Loan, 7.951%, (SOFR + 2.50%), 9/18/26 | Β | ββββββ255 | $βββββ255,017 |
Sinclair Television Group, Inc., Term Loan, 7.947%, (SOFR + 2.50%), 9/30/26 | Β | ββββββ574 | βββββ563,297 |
Univision Communications, Inc., Term Loan, 8.697%, (SOFR + 3.25%), 3/15/26 | Β | ββββ2,145 | βββ2,146,193 |
Β | Β | Β | $βββ6,333,326 |
Metals/Mining β 0.7% | |||
Arsenal AIC Parent LLC, Term Loan, 9.833%, (SOFR + 4.50%), 8/18/30 | Β | ββββββ748 | $βββββ749,762 |
Dynacast International LLC, Term Loan, 14.488%, (SOFR + 9.00%), 10/22/25 | Β | ββββββ328 | βββββ236,882 |
PMHC II, Inc., Term Loan, 9.723%, (SOFR + 4.25%), 4/23/29 | Β | ββββ1,188 | βββ1,136,004 |
WireCo WorldGroup, Inc., Term Loan, 9.068%, (SOFR + 3.75%), 11/13/28 | Β | ββββββ371 | βββββ372,331 |
Β | Β | Β | $βββ2,494,979 |
Oil, Gas & Consumable Fuels β 2.2% | |||
Freeport LNG Investments LLP, Term Loan, 9.079%, (SOFR + 3.50%), 12/21/28 | Β | ββββββ584 | $βββββ577,800 |
ITT Holdings LLC, Term Loan, 8.587%, (SOFR + 3.25%), 10/5/30 | Β | ββββββ823 | βββββ822,037 |
Matador Bidco SARL, Term Loan, 9.933%, (SOFR + 4.50%), 10/15/26 | Β | ββββ3,306 | βββ3,323,291 |
Oryx Midstream Services Permian Basin LLC, Term Loan, 8.708%, (SOFR + 3.25%), 10/5/28 | Β | ββββββ877 | βββββ877,306 |
Oxbow Carbon LLC, Term Loan, 9.44%, (SOFR + 4.00%), 5/10/30(10) | Β | ββββββ522 | βββββ522,157 |
UGI Energy Services LLC, Term Loan, 8.683%, (SOFR + 3.25%), 2/22/30 | Β | ββββ2,370 | βββ2,374,704 |
Β | Β | Β | $βββ8,497,295 |
Personal Products β 0.5% | |||
Olaplex, Inc., Term Loan, 8.933%, (SOFR + 3.50%), 2/23/29 | Β | ββββββ990 | $βββββ924,033 |
Sunshine Luxembourg VII SARL, Term Loan, 8.948%, (SOFR + 3.50%), 10/1/26 | Β | ββββ1,118 | βββ1,120,239 |
Β | Β | Β | $βββ2,044,272 |
Pharmaceuticals β 1.8% | |||
Bausch Health Cos., Inc., Term Loan, 10.687%, (SOFR + 5.25%), 2/1/27 | Β | ββββ1,586 | $βββ1,255,652 |
Ceva Sante Animale, Term Loan, 9.616%, (SOFR + 4.25%), 11/1/30 | Β | ββββββ400 | β ββββ402,500 |
Β
11
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Pharmaceuticals (continued) | |||
Jazz Financing Lux SARL, Term Loan, 8.447%, (SOFR + 3.00%), 5/5/28 | Β | ββββ2,196 | $βββ2,196,937 |
Mallinckrodt International Finance SA:β | Β | Β | Β |
Term Loan, 12.833%, (SOFR + 7.50%), 11/14/28 | Β | ββββββ376 | βββββ419,073 |
Term Loan - Second Lien, 14.833%, (SOFR + 9.50%), 11/14/28 | Β | ββββ2,132 | βββ2,295,003 |
PharmaZell GmbH, Term Loan, 7.925%, (3 mo. EURIBOR + 4.00%), 5/12/27 | EUR | ββββββ125 | βββββ132,414 |
Β | Β | Β | $βββ6,701,579 |
Professional Services β 5.2% | |||
AlixPartners LLP:β | Β | Β | Β |
Term Loan, 7.175%, (3 mo. EURIBOR + 3.25%), 2/4/28 | EUR | ββββββ486 | $βββββ526,710 |
Term Loan, 8.197%, (SOFR + 2.75%), 2/4/28 | Β | ββββββ547 | βββββ547,642 |
APFS Staffing Holdings, Inc., Term Loan, 9.333%, (SOFR + 4.00%), 12/29/28 | Β | ββββββ246 | βββββ243,987 |
Apleona Holding GmbH, Term Loan, 6.612%, (3 mo. EURIBOR + 2.70%), 4/28/28 | EUR | ββββββ750 | βββββ805,662 |
ASGN, Inc., Term Loan, 7.583%, (SOFR + 2.25%), 8/30/30 | Β | ββββββ374 | βββββ376,128 |
Camelot U.S. Acquisition LLC, Term Loan, 8.083%, (SOFR + 2.75%), 1/25/31 | Β | ββββ2,807 | βββ2,801,587 |
CoreLogic, Inc., Term Loan, 8.947%, (SOFR + 3.50%), 6/2/28 | Β | ββββ2,823 | βββ2,717,567 |
Corporation Service Co., Term Loan, 8.183%, (SOFR + 2.75%), 11/2/29 | Β | ββββββ259 | βββββ259,755 |
Deerfield Dakota Holding LLC, Term Loan, 9.098%, (SOFR + 3.75%), 4/9/27 | Β | ββββ2,077 | βββ2,042,825 |
EAB Global, Inc., Term Loan, 8.947%, (SOFR + 3.50%), 8/16/28 | Β | ββββ1,492 | βββ1,491,186 |
Employbridge Holding Co., Term Loan, 10.343%, (SOFR + 4.75%), 7/19/28 | Β | ββββ1,960 | βββ1,680,646 |
Genuine Financial Holdings LLC, Term Loan, 9.333%, (SOFR + 4.00%), 9/27/30 | Β | ββββββ399 | βββββ398,501 |
Neptune Bidco U.S., Inc., Term Loan, 10.423%, (SOFR + 5.00%), 4/11/29 | Β | ββββ1,836 | βββ1,691,673 |
Rockwood Service Corp., Term Loan, 9.697%, (SOFR + 4.25%), 1/23/27 | Β | ββββ1,069 | βββ1,074,007 |
Techem Verwaltungsgesellschaft 675 mbH, Term Loan, 6.28%, (3 mo. EURIBOR + 2.38%), 7/15/25 | EUR | ββββββ739 | βββββ801,374 |
Vaco Holdings LLC, Term Loan, 10.434%, (SOFR + 5.00%), 1/21/29 | Β | ββββ1,240 | βββ1,236,049 |
Wood Mackenzie Ltd., Term Loan, 1/31/31(11) | Β | ββββ1,225 | βββ1,221,938 |
Β | Β | Β | $ββ19,917,237 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Real Estate Management & Development β 0.4% | |||
Greystar Real Estate Partners LLC, Term Loan, 9.125%, (SOFR + 3.75%), 8/21/30 | Β | ββββββ599 | $βββββ599,248 |
Homeserve USA Holding Corp., Term Loan, 8.337%, (SOFR + 3.00%), 10/21/30 | Β | ββββββ925 | βββββ925,771 |
Β | Β | Β | $βββ1,525,019 |
Road & Rail β 1.9% | |||
First Student Bidco, Inc.:β | Β | Β | Β |
Term Loan, 8.36%, (SOFR + 3.00%), 7/21/28 | Β | ββββββ383 | $βββββ379,062 |
Term Loan, 8.61%, (SOFR + 3.00%), 7/21/28 | Β | ββββ1,263 | βββ1,249,727 |
Grab Holdings, Inc., Term Loan, 9.947%, (SOFR + 4.50%), 1/29/26 | Β | ββββ1,014 | βββ1,014,327 |
Hertz Corp.:β | Β | Β | Β |
Term Loan, 9.082%, (SOFR + 3.75%), 6/30/28 | Β | ββββββ750 | βββββ746,836 |
Term Loan, 6/30/28(11) | Β | ββββ1,259 | βββ1,246,557 |
Term Loan, 6/30/28(11) | Β | ββββββ241 | βββββ239,005 |
Kenan Advantage Group, Inc., Term Loan, 9.086%, (SOFR + 3.75%), 1/25/29 | Β | ββββ2,352 | βββ2,348,576 |
Β | Β | Β | $βββ7,224,090 |
Semiconductors & Semiconductor Equipment β 0.8% | |||
Altar Bidco, Inc.:β | Β | Β | Β |
Term Loan, 7.947%, (SOFR + 3.10%), 2/1/29 | Β | ββββ1,801 | $βββ1,800,963 |
Term Loan - Second Lien, 10.399%, (SOFR + 5.60%), 2/1/30 | Β | ββββββ450 | βββββ447,375 |
Bright Bidco BV, Term Loan, 14.317%, (SOFR + 9.00%), 6.317% cash, 8.00% PIK, 10/31/27 | Β | ββββββ454 | βββββ143,476 |
Entegris, Inc., Term Loan, 7.848%, (SOFR + 2.50%), 7/6/29(10) | Β | ββββββ654 | βββββ654,431 |
Β | Β | Β | $βββ3,046,245 |
Software β 20.8% | |||
Applied Systems, Inc., Term Loan, 9.848%, (SOFR + 4.50%), 9/18/26 | Β | ββββββ645 | $βββββ647,746 |
AppLovin Corp., Term Loan, 8.433%, (SOFR + 3.10%), 8/16/30 | Β | ββββ1,798 | βββ1,800,110 |
AQA Acquisition Holding, Inc., Term Loan, 9.824%, (SOFR + 4.25%), 3/3/28 | Β | ββββββ878 | βββββ875,672 |
Astra Acquisition Corp.:β | Β | Β | Β |
Term Loan, 10.86%, (SOFR + 5.25%), 10/25/28 | Β | ββββββ920 | βββββ559,489 |
Term Loan - Second Lien, 14.485%, (SOFR + 8.88%), 10/25/29 | Β | ββββ1,425 | βββββ595,981 |
Banff Merger Sub, Inc.:β | Β | Β | Β |
Term Loan, 8.353%, (1 mo. EURIBOR + 4.50%), 12/29/28 | EUR | ββββββ264 | βββββ285,650 |
Term Loan, 9.583%, (SOFR + 4.25%), 12/29/28 | Β | ββββ3,686 | β ββ3,695,174 |
Β
12
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software (continued) | |||
Central Parent, Inc., Term Loan, 9.348%, (SOFR + 4.00%), 7/6/29 | Β | ββββ2,035 | $βββ2,040,560 |
CentralSquare Technologies LLC, Term Loan, 9.248%, (SOFR + 3.75%), 8/29/25 | Β | ββββ1,455 | βββ1,420,957 |
Ceridian HCM Holding, Inc., Term Loan, 7.947%, (SOFR + 2.50%), 4/30/25 | Β | ββββββ870 | βββββ872,798 |
Cloud Software Group, Inc., Term Loan, 9.948%, (SOFR + 4.50%), 3/30/29(10) | Β | ββββ2,981 | βββ2,928,458 |
Cloudera, Inc.:β | Β | Β | Β |
Term Loan, 9.183%, (SOFR + 3.75%), 10/8/28 | Β | ββββ2,951 | βββ2,929,211 |
Term Loan - Second Lien, 11.433%, (SOFR + 6.00%), 10/8/29 | Β | ββββββ650 | βββββ630,771 |
Cornerstone OnDemand, Inc., Term Loan, 9.197%, (SOFR + 3.75%), 10/16/28 | Β | ββββ1,130 | βββ1,100,922 |
Delta TopCo, Inc.:β | Β | Β | Β |
Term Loan, 9.121%, (SOFR + 3.75%), 12/1/27 | Β | ββββ1,401 | βββ1,398,650 |
Term Loan - Second Lien, 12.621%, (SOFR + 7.25%), 12/1/28 | Β | ββββ2,025 | βββ2,031,117 |
E2open LLC, Term Loan, 8.947%, (SOFR + 3.50%), 2/4/28 | Β | ββββββ853 | βββββ854,568 |
ECI Macola Max Holding LLC, Term Loan, 9.36%, (SOFR + 3.75%), 11/9/27 | Β | ββββ1,262 | βββ1,262,011 |
Epicor Software Corp.:β | Β | Β | Β |
Term Loan, 8.697%, (SOFR + 3.25%), 7/30/27 | Β | ββββ2,222 | βββ2,226,329 |
Term Loan, 9.083%, (SOFR + 3.75%), 7/30/27 | Β | ββββββ825 | βββββ830,878 |
Fiserv Investment Solutions, Inc., Term Loan, 9.372%, (SOFR + 4.00%), 2/18/27 | Β | ββββ1,490 | βββ1,423,915 |
GoTo Group, Inc., Term Loan, 10.183%, (SOFR + 4.75%), 8/31/27 | Β | ββββ1,819 | βββββ911,648 |
Greeneden U.S. Holdings II LLC, Term Loan, 9.447%, (SOFR + 4.00%), 12/1/27 | Β | ββββ2,287 | βββ2,291,815 |
iSolved, Inc., Term Loan, 5.484%, (SOFR + 4.00%), 10/14/30 | Β | ββββββ500 | βββββ501,875 |
Ivanti Software, Inc., Term Loan, 9.839%, (SOFR + 4.25%), 12/1/27 | Β | ββββ1,302 | βββ1,242,831 |
Magenta Buyer LLC:β | Β | Β | Β |
Term Loan, 10.574%, (SOFR + 5.00%), 7/27/28 | Β | ββββ2,019 | βββ1,323,866 |
Term Loan - Second Lien, 13.824%, (SOFR + 8.25%), 7/27/29 | Β | ββββββ575 | βββββ208,437 |
Marcel LUX IV SARL, Term Loan, 9.82%, (SOFR + 4.50%), 11/11/30 | Β | ββββ1,275 | βββ1,281,640 |
Maverick Bidco, Inc., Term Loan, 9.213%, (SOFR + 3.75%), 5/18/28 | Β | ββββββ842 | βββββ840,279 |
McAfee LLC, Term Loan, 9.203%, (SOFR + 3.75%), 3/1/29 | Β | ββββ2,413 | βββ2,396,282 |
Mosel Bidco SE, Term Loan, 10.098%, (SOFR + 4.75%), 9/16/30 | Β | ββββββ250 | βββββ250,312 |
OceanKey (U.S.) II Corp., Term Loan, 8.933%, (SOFR + 3.50%), 12/15/28 | Β | ββββββ540 | β ββββ531,172 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software (continued) | |||
Open Text Corp., Term Loan, 8.183%, (SOFR + 2.75%), 1/31/30 | Β | ββββ1,910 | $βββ1,912,960 |
Polaris Newco LLC, Term Loan, 9.574%, (SOFR + 4.00%), 6/2/28 | Β | ββββ2,615 | βββ2,554,345 |
Proofpoint, Inc., Term Loan, 8.697%, (SOFR + 3.25%), 8/31/28 | Β | ββββ2,940 | βββ2,925,606 |
Quartz AcquireCo LLC, Term Loan, 8.833%, (SOFR + 3.50%), 6/28/30 | Β | ββββββ748 | βββββ748,125 |
Quest Software U.S. Holdings, Inc., Term Loan, 9.713%, (SOFR + 4.25%), 2/1/29 | Β | ββββ1,762 | βββ1,395,568 |
RealPage, Inc., Term Loan, 8.447%, (SOFR + 3.00%), 4/24/28 | Β | ββββ4,545 | βββ4,453,177 |
Redstone Holdco 2 LP, Term Loan, 10.201%, (SOFR + 4.75%), 4/27/28 | Β | ββββ1,376 | βββ1,143,412 |
Sabre GLBL, Inc.:β | Β | Β | Β |
Term Loan, 8.947%, (SOFR + 3.50%), 12/17/27 | Β | ββββ1,472 | βββ1,338,335 |
Term Loan, 8.947%, (SOFR + 3.50%), 12/17/27 | Β | ββββββ940 | βββββ854,265 |
Term Loan, 9.683%, (SOFR + 4.25%), 6/30/28 | Β | ββββββ881 | βββββ805,837 |
Skillsoft Corp., Term Loan, 10.696%, (SOFR + 5.25%), 7/14/28 | Β | ββββ1,488 | βββ1,394,982 |
SolarWinds Holdings, Inc., Term Loan, 8.586%, (SOFR + 3.25%), 2/5/27 | Β | ββββ1,763 | βββ1,767,032 |
Sophia LP, Term Loan, 8.933%, (SOFR + 3.50%), 10/7/27 | Β | ββββ4,117 | βββ4,116,459 |
Ultimate Software Group, Inc.:β | Β | Β | Β |
Term Loan, 8.68%, (SOFR + 3.25%), 5/4/26 | Β | ββββ4,148 | βββ4,150,830 |
Term Loan, 9.163%, (SOFR + 3.75%), 5/4/26 | Β | ββββ1,530 | βββ1,531,486 |
Veritas U.S., Inc.:β | Β | Β | Β |
Term Loan, 8.675%, (3 mo. EURIBOR + 4.75%), 9/1/25 | EUR | ββββββ314 | βββββ283,553 |
Term Loan, 10.447%, (SOFR + 5.00%), 9/1/25 | Β | ββββ2,147 | βββ1,860,261 |
Vision Solutions, Inc., Term Loan, 9.586%, (SOFR + 4.00%), 4/24/28 | Β | ββββ3,838 | βββ3,790,387 |
Β | Β | Β | $ββ79,217,744 |
Specialty Retail β 4.4% | |||
Boels Topholding BV, Term Loan, 7.216%, (EURIBOR + 3.25%), 2/6/27(10) | EUR | ββββββ496 | $βββββ537,496 |
Great Outdoors Group LLC, Term Loan, 9.197%, (SOFR + 3.75%), 3/6/28 | Β | ββββ2,619 | βββ2,617,981 |
Harbor Freight Tools USA, Inc., Term Loan, 8.197%, (SOFR + 2.75%), 10/19/27 | Β | ββββ3,184 | βββ3,152,728 |
Hoya Midco LLC, Term Loan, 8.563%, (SOFR + 3.25%), 2/3/29 | Β | ββββββ928 | βββββ931,439 |
Les Schwab Tire Centers, Term Loan, 8.708%, (SOFR + 3.25%), 11/2/27 | Β | ββββ4,376 | βββ4,376,896 |
LIDS Holdings, Inc., Term Loan, 11.028%, (SOFR + 5.50%), 12/14/26 | Β | ββββββ338 | β ββββ332,859 |
Β
13
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Specialty Retail (continued) | |||
Mattress Firm, Inc., Term Loan, 9.86%, (SOFR + 4.25%), 9/25/28 | Β | ββββ1,820 | $βββ1,811,300 |
PetSmart, Inc., Term Loan, 9.183%, (SOFR + 3.75%), 2/11/28 | Β | ββββ2,974 | βββ2,964,148 |
Β | Β | Β | $ββ16,724,847 |
Trading Companies & Distributors β 3.4% | |||
DXP Enterprises, Inc., Term Loan, 10.291%, (SOFR + 4.75%), 10/11/30 | Β | ββββββ698 | $βββββ700,651 |
Foundation Building Materials Holding Co. LLC, Term Loan, 1/29/31(11) | Β | ββββ1,275 | βββ1,270,484 |
Patagonia Bidco Ltd., Term Loan, 10.437%, (SONIA + 5.25%), 11/1/28 | GBP | ββββ1,325 | βββ1,542,740 |
Spin Holdco, Inc., Term Loan, 9.625%, (SOFR + 4.00%), 3/4/28 | Β | ββββ4,133 | βββ3,701,986 |
SRS Distribution, Inc.:β | Β | Β | Β |
Term Loan, 8.683%, (SOFR + 3.25%), 6/2/28 | Β | ββββββ319 | βββββ316,828 |
Term Loan, 8.947%, (SOFR + 3.50%), 6/2/28 | Β | ββββ2,309 | βββ2,300,220 |
White Cap Buyer LLC, Term Loan, 9.083%, (SOFR + 3.75%), 10/19/27 | Β | ββββ2,105 | βββ2,105,953 |
Windsor Holdings III LLC, Term Loan, 9.848%, (SOFR + 4.50%), 8/1/30 | Β | ββββ1,147 | βββ1,150,227 |
Β | Β | Β | $ββ13,089,089 |
Transportation Infrastructure β 1.0% | |||
Brown Group Holding LLC:β | Β | Β | Β |
Term Loan, 8.183%, (SOFR + 2.75%), 6/7/28 | Β | ββββ2,142 | $βββ2,129,958 |
Term Loan, 8.374%, (SOFR + 3.00%), 7/2/29(10) | Β | ββββββ222 | βββββ221,672 |
KKR Apple Bidco LLC, Term Loan, 8.197%, (SOFR + 2.75%), 9/22/28 | Β | ββββ1,617 | βββ1,609,800 |
Β | Β | Β | $βββ3,961,430 |
Wireless Telecommunication Services β 0.7% | |||
CCI Buyer, Inc., Term Loan, 9.348%, (SOFR + 4.00%), 12/17/27 | Β | ββββββ367 | $βββββ366,984 |
Digicel International Finance Ltd., Term Loan, 10.469%, (SOFR + 5.15%), 5/25/27 | Β | ββββ1,406 | βββ1,344,161 |
SBA Senior Finance II LLC, Term Loan, 7.34%, (SOFR + 2.00%), 1/25/31 | Β | ββββββ750 | βββββ749,114 |
Β | Β | Β | $βββ2,460,259 |
Total Senior Floating-Rate Loans (identified cost $530,335,808) | Β | Β | $β517,858,911 |
Β Β Β Β
Short-Term Investments β 1.7% |
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.21%(13) | Β | 6,552,277 | $βββ6,552,277 |
Total Short-Term Investments (identified cost $6,552,277) | Β | Β | $βββ6,552,277 |
Total Investments β 154.9% (identified cost $608,600,444) | Β | Β | $β590,268,446 |
Less Unfunded Loan Commitments β (0.0)%(6) | Β | Β | $ββββββ(5,061) |
Net Investments β 154.9% (identified cost $608,595,383) | Β | Β | $β590,263,385 |
Other Assets, Less Liabilities β (35.0)% | Β | Β | $(133,121,521) |
Auction Preferred Shares Plus Cumulative Unpaid Dividends β (19.9)% | Β | Β | $β(75,992,819) |
Net Assets Applicable to Common Shares β 100.0% | Β | Β | $β381,149,045 |
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 January 31, 2024, the aggregate value of these securities is $51,721,595 or 13.6% of the Trust's net assets applicable to common shares. |
(2) | Variable rate security. The stated interest rate represents the rate in effect at January 31, 2024. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
(4) | Non-income producing security. |
(5) | Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale. |
(6) | Amount is less than 0.05% or (0.05)%, as applicable. |
(7) | Issuer is in default with respect to interest and/or principal payments or has declared bankruptcy. For a variable rate security, interest rate has been adjusted to reflect non-accrual status. |
(8) | Principal amount is less than $500. |
Β
14
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
(9) | 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 Secured Overnight Financing Rate (βSOFRβ) (or the London Interbank Offered Rate (βLIBORβ) for those loans whose rates reset prior to the discontinuance of LIBOR on June 30, 2023) and secondarily, the prime rate offered by one or more major United States banks (the βPrime Rateβ). 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. |
(10) | The stated interest rate represents the weighted average interest rate at January 31, 2024 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either monthly or quarterly by reference to the indicated base lending rate and spread and the reset period. |
(11) | This Senior Loan will settle after January 31, 2024, at which time the interest rate will be determined. |
(12) | Unfunded or partially unfunded loan commitments. The Trust may enter into certain loan agreements all or a portion of which may be unfunded. The Trust 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 January 31, 2024 the total value of unfunded loan commitment is $3,924. |
(13) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2024. |
Β
Forward Foreign Currency Exchange Contracts (OTC)β | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
USD | 9,525,655 | EUR | 8,613,275 | Standard Chartered Bank | 2/2/24 | $217,288 | $ββββ |
USD | 1,494,152 | EUR | 1,354,000 | Bank of America, N.A. | 2/29/24 | β29,238 | ββββ |
USD | 1,486,378 | EUR | 1,347,015 | Bank of America, N.A. | 2/29/24 | β29,021 | ββββ |
USD | 1,466,449 | EUR | 1,330,000 | Bank of America, N.A. | 2/29/24 | β27,501 | ββββ |
USD | ββ262,652 | EUR | ββ238,163 | Bank of America, N.A. | 2/29/24 | ββ4,980 | ββββ |
USD | 1,495,180 | EUR | 1,355,000 | HSBC Bank USA, N.A. | 2/29/24 | β29,184 | ββββ |
USD | 1,544,900 | EUR | 1,400,000 | Standard Chartered Bank | 2/29/24 | β30,218 | ββββ |
USD | 2,521,458 | GBP | 1,991,142 | Bank of America, N.A. | 2/29/24 | βββββ | (2,454) |
USD | βββ73,156 | GBP | βββ57,425 | Goldman Sachs International | 2/29/24 | ββββ366 | ββββ |
USD | βββ70,484 | GBP | βββ55,484 | Standard Chartered Bank | 2/29/24 | ββββ154 | ββββ |
USD | ββββ6,200 | GBP | ββββ4,893 | Standard Chartered Bank | 2/29/24 | βββββ | ββββ(2) |
USD | 9,368,165 | EUR | 8,613,274 | Standard Chartered Bank | 3/4/24 | β47,773 | ββββ |
USD | βββ86,729 | EUR | βββ77,791 | Australia and New Zealand Banking Group Limited | 3/28/24 | ββ2,464 | ββββ |
USD | 1,432,563 | EUR | 1,284,784 | Goldman Sachs International | 3/28/24 | β40,856 | ββββ |
USD | 1,438,184 | EUR | 1,290,000 | State Street Bank and Trust Company | 3/28/24 | β40,826 | ββββ |
USD | 1,437,873 | EUR | 1,290,000 | State Street Bank and Trust Company | 3/28/24 | β40,516 | ββββ |
USD | 1,405,057 | EUR | 1,260,000 | State Street Bank and Trust Company | 3/28/24 | β40,196 | ββββ |
Β | Β | Β | Β | Β | Β | $580,581 | $(2,456) |
Abbreviations: | |
EURIBOR | ββEuro Interbank Offered Rate |
LIBOR | ββLondon Interbank Offered Rate |
OTC | ββOver-the-counter |
PIK | ββPayment In Kind |
SOFR | ββSecured Overnight Financing Rate |
SONIA | ββSterling Overnight Interbank Average |
Currency Abbreviations: | |
EUR | ββEuro |
GBP | ββBritish Pound Sterling |
USD | ββUnited States Dollar |
Β
15
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
At January 31, 2024, the Trust had sufficient cash and/or securities to cover commitments under open derivative contracts.
The Trust is subject to foreign exchange risk in the normal course of pursuing its investment objectives. Because the Trust 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 Trust enters into forward foreign currency exchange contracts.
Affiliated Investments
At January 31, 2024, the value of the Trust's investment in funds that may be deemed to be affiliated was $6,552,277, which represents 1.7% of the Trust's net assets applicable to common shares. Transactions in such investmentsΒ by the Trust for the fiscal year to date ended January 31, 2024 were as follows:
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Shares, end of period |
Short-Term Investmentsβ | ||||||||
Liquidity Fund, Institutional Class(1) | $11,774,657 | $38,129,850 | $(43,352,230) | $ββ | $ββ | $6,552,277 | $110,622 | 6,552,277 |
(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.
β’ | Level 1 β quoted prices in active markets for identical investments |
β’ | Level 2 β other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
β’ | Level 3 β 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 January 31, 2024, the hierarchy of inputs used in valuing the Trustβs investments and open derivative instruments, which are carried at fair value, were as follows:
Asset Descriptionβ | Level 1 | Level 2 | Level 3* | Total |
Asset-Backed Securities | $ββββββββ | $β30,771,179 | $βββββ | $β30,771,179 |
Closed-End Funds | β6,814,046 | βββββββββ | βββββ | ββ6,814,046 |
Common Stocks | ββββ37,153 | ββ2,897,038 | β35,497 | ββ2,969,688 |
Corporate Bonds | ββββββββ | β25,302,345 | βββββ | β25,302,345 |
Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | ββββββββ | 517,421,863 | 431,987 | 517,853,850 |
Short-Term Investments | β6,552,277 | βββββββββ | βββββ | ββ6,552,277 |
Total Investments | $13,403,476 | $576,392,425 | $467,484 | $590,263,385 |
Forward Foreign Currency Exchange Contracts | $ββββββββ | $ββββ580,581 | $βββββ | $ββββ580,581 |
Total | $13,403,476 | $576,973,006 | $467,484 | $590,843,966 |
16
Eaton Vance
Senior Floating-Rate Trust
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Liability Descriptionβ | Level 1 | Level 2 | Level 3 | Total |
Forward Foreign Currency Exchange Contracts | $ββββββββ | $βββββ(2,456) | $βββββ | $βββββ(2,456) |
Total | $ββββββββ | $βββββ(2,456) | $βββββ | $βββββ(2,456) |
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Trust. |
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 January 31, 2024 is not presented.
For information on the Trustβs policy regarding the valuation of investments and other significant accounting policies, please refer to the Trustβs mostΒ recent financial statements included in its semiannual or annual report to shareholders.
17