Eaton Vance Short Duration Diversified Income Fund (EVG) NPORT-P Eaton Vance Short Duration Diversified Income Fund (Jan 2021 report)

Eaton Vance

Short Duration Diversified Income Fund

January 31, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 33.1%⁽¹⁾

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 0.6%
AI Convoy (Luxembourg) S.a.r.l.
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing January 17, 2027		99	$	99,514
Dynasty Acquisition Co., Inc.
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.50%), Maturing April 6, 2026		43		41,693
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.50%), Maturing April 6, 2026		80		77,550
TransDigm, Inc.
Term Loan, 2.37%, (1 mo. USD LIBOR + 2.25%), Maturing August 22, 2024		479		472,396
Term Loan, 2.37%, (1 mo. USD LIBOR + 2.25%), Maturing December 9, 2025		946		930,447
			$	1,621,600
Air Transport — 0.2%
JetBlue Airways Corporation
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing June 17, 2024		171	$	176,981
Mileage Plus Holdings, LLC
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing June 25, 2027		125		133,472
SkyMiles IP, Ltd.
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing October 20, 2027		300		315,206
			$	625,659
Automotive — 1.1%
Adient US, LLC
Term Loan, 4.39%, (USD LIBOR + 4.25%), Maturing May 6, 2024(2)		99	$	98,900
Autokiniton US Holdings, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 6.38%), Maturing May 22, 2025		122		122,485
Clarios Global, L.P.
Term Loan, 3.62%, (1 mo. USD LIBOR + 3.50%), Maturing April 30, 2026		533		533,637
Dayco Products, LLC
Term Loan, 4.48%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023		169		146,077
Goodyear Tire & Rubber Company (The)
Term Loan - Second Lien, 2.15%, (1 mo. USD LIBOR + 2.00%), Maturing March 7, 2025		383		379,919
IAA, Inc.
Term Loan, 2.38%, (1 mo. USD LIBOR + 2.25%), Maturing June 28, 2026		97		97,052
Les Schwab Tire Centers
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), Maturing November 2, 2027		400		402,250
Tenneco, Inc.
Term Loan, 3.12%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		515		510,044
Thor Industries, Inc.
Term Loan, 3.94%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2026		142		141,999

1

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Truck Hero, Inc.
Term Loan, Maturing January 31, 2028(3)		200	$	200,625
			$	2,632,988
Beverage and Tobacco — 0.1%
Arterra Wines Canada, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), Maturing November 24, 2027		150	$	151,078
			$	151,078
Brokerage/Securities Dealers/Investment Houses — 0.1%
Advisor Group, Inc.
Term Loan, 5.12%, (1 mo. USD LIBOR + 5.00%), Maturing July 31, 2026		173	$	173,559
			$	173,559
Building and Development — 1.5%
American Builders & Contractors Supply Co., Inc.
Term Loan, 2.12%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2027		346	$	345,073
American Residential Services, LLC
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), Maturing October 15, 2027		100		100,531
APi Group DE, Inc.
Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), Maturing October 1, 2026		223		223,724
Brookfield Property REIT, Inc.
Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), Maturing August 27, 2025		147		142,524
Core & Main L.P.
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing August 1, 2024		170		170,155
Cornerstone Building Brands, Inc.
Term Loan, 3.88%, (1 mo. USD LIBOR + 3.75%), Maturing April 12, 2025		98		98,111
CP Atlas Buyer, Inc.
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.50%, Floor 0.75%), Maturing November 23, 2027		44		44,019
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.50%, Floor 0.75%), Maturing November 23, 2027		131		131,496
CPG International, Inc.
Term Loan, 4.75%, (12 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing May 5, 2024		221		221,484
Cushman & Wakefield U.S. Borrower, LLC
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing August 21, 2025		784		781,625
LSF11 Skyscraper Holdco S.a.r.l.
Term Loan, 5.74%, (3 mo. USD LIBOR + 5.50%), Maturing September 29, 2027		127		127,972
Northstar Group Services, Inc.
Term Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing November 9, 2026		200		200,500
Park River Holdings, Inc.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing December 28, 2027		100		100,344
Quikrete Holdings, Inc.
Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2027		428		428,232
RE/MAX International, Inc.
Term Loan, 3.50%, (3 mo. USD LIBOR + 2.75%, Floor 0.75%), Maturing December 15, 2023		386		386,528

2

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
White Cap Buyer, LLC
Term Loan, 4.50%, (6 mo. USD LIBOR + 4.00%, Floor 0.50%), Maturing October 19, 2027		324	$	325,953
			$	3,828,271
Business Equipment and Services — 3.0%
Airbnb, Inc.
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing April 17, 2025		124	$	135,050
AlixPartners, LLP
Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), Maturing April 4, 2024		123		122,857
Term Loan, Maturing January 28, 2028(3)		225		224,438
Allied Universal Holdco, LLC
Term Loan, 4.37%, (1 mo. USD LIBOR + 4.25%), Maturing July 10, 2026		470		471,034
AppLovin Corporation
Term Loan, 3.62%, (1 mo. USD LIBOR + 3.50%), Maturing August 15, 2025		319		319,343
Term Loan, 4.12%, (1 mo. USD LIBOR + 4.00%), Maturing August 15, 2025		99		99,777
ASGN Incorporated
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing April 2, 2025		45		44,935
Asplundh Tree Expert, LLC
Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), Maturing September 7, 2027		175		175,476
Bracket Intermediate Holding Corp.
Term Loan, 4.49%, (3 mo. USD LIBOR + 4.25%), Maturing September 5, 2025		122		121,806
Camelot U.S. Acquisition 1 Co.
Term Loan, 3.12%, (1 mo. USD LIBOR + 3.00%), Maturing October 30, 2026		272		273,373
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing October 30, 2026		175		175,984
CCC Information Services, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing April 29, 2024		291		292,494
Ceridian HCM Holding, Inc.
Term Loan, 2.59%, (1 week USD LIBOR + 2.50%), Maturing April 30, 2025		220		219,525
Deerfield Dakota Holding, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing April 9, 2027		323		325,569
EAB Global, Inc.
Term Loan, 4.75%, (USD LIBOR + 3.75%, Floor 1.00%), Maturing November 15, 2024(2)		195		194,824
EIG Investors Corp.
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing February 9, 2023		444		444,578
Garda World Security Corporation
Term Loan, 4.99%, (3 mo. USD LIBOR + 4.75%), Maturing October 30, 2026		120		120,687
Greeneden U.S. Holdings II, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing December 1, 2027		125		125,625
IG Investment Holdings, LLC
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing May 23, 2025		422		423,765
Illuminate Buyer, LLC
Term Loan, 4.12%, (1 mo. USD LIBOR + 4.00%), Maturing June 30, 2027		125		125,300
IRI Holdings, Inc.
Term Loan, 4.37%, (1 mo. USD LIBOR + 4.25%), Maturing December 1, 2025		221		220,466

3

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Iron Mountain, Inc.
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026		122	$	121,107
Ivanti Software, Inc.
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), Maturing December 1, 2027		400		404,643
KAR Auction Services, Inc.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing September 19, 2026		99		98,585
KUEHG Corp.
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing February 21, 2025		310		301,962
Term Loan - Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), Maturing August 22, 2025		50		48,094
Monitronics International, Inc.
Term Loan, 7.75%, (1 mo. USD LIBOR + 6.50%, Floor 1.25%), Maturing March 29, 2024		199		186,892
Packaging Coordinators Midco, Inc.
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), Maturing November 30, 2027		175		175,839
PGX Holdings, Inc.
Term Loan, 10.50%, (12 mo. USD LIBOR + 9.50%, Floor 1.00%), 6.25% cash, 4.25% PIK, Maturing September 29, 2023		228		218,162
Red Ventures, LLC
Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), Maturing November 8, 2024		184		182,169
Spin Holdco, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing November 14, 2022		596		595,827
Techem Verwaltungsgesellschaft 675 mbH
Term Loan, 2.63%, (6 mo. EURIBOR + 2.63%), Maturing July 15, 2025	EUR	111		134,092
Tempo Acquisition, LLC
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), Maturing November 2, 2026		127		127,715
West Corporation
Term Loan, 5.00%, (USD LIBOR + 4.00%, Floor 1.00%), Maturing October 10, 2024(2)		170		167,204
			$	7,419,197
Cable and Satellite Television — 1.6%
Charter Communications Operating, LLC
Term Loan, 1.88%, (1 mo. USD LIBOR + 1.75%), Maturing February 1, 2027		534	$	533,620
CSC Holdings, LLC
Term Loan, 2.38%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025		442		440,767
Term Loan, 2.38%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026		147		146,541
Term Loan, 2.63%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2027		196		195,281
Numericable Group S.A.
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing July 31, 2025		313		310,295
Telenet Financing USD, LLC
Term Loan, 2.13%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2028		575		571,869
UPC Broadband Holding B.V.
Term Loan, 2.38%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2028		125		124,437
Term Loan, 3.63%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2029		288		288,199
Term Loan, 3.63%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2029		288		288,199

4

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Virgin Media Bristol, LLC
Term Loan, 2.63%, (1 mo. USD LIBOR + 2.50%), Maturing January 31, 2028		650	$	648,476
Term Loan, Maturing January 31, 2029(3)		175		175,394
Virgin Media SFA Finance Limited
Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), Maturing January 31, 2029	EUR	175		212,238
			$	3,935,316
Chemicals and Plastics — 1.3%
Aruba Investments, Inc.
Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing November 24, 2027		100	$	100,875
Emerald Performance Materials, LLC
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing August 12, 2025		240		240,649
Ferro Corporation
Term Loan, 2.50%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		48		48,072
Term Loan, 2.50%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		49		49,117
Gemini HDPE, LLC
Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), Maturing December 31, 2027		125		124,375
H.B. Fuller Company
Term Loan, 2.13%, (1 mo. USD LIBOR + 2.00%), Maturing October 20, 2024		176		175,855
Hexion, Inc.
Term Loan, 3.74%, (3 mo. USD LIBOR + 3.50%), Maturing July 1, 2026		123		123,510
INEOS Enterprises Holdings II Limited
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), Maturing August 28, 2026	EUR	25		30,336
INEOS Styrolution US Holding, LLC
Term Loan, Maturing January 21, 2026(3)		400		401,875
INEOS US Finance, LLC
Term Loan, 2.12%, (1 mo. USD LIBOR + 2.00%), Maturing April 1, 2024		509		507,301
Messer Industries GmbH
Term Loan, 2.75%, (3 mo. USD LIBOR + 2.50%), Maturing March 1, 2026		172		171,955
NIC Acquisition Corp.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), Maturing December 29, 2027		125		125,469
PQ Corporation
Term Loan, 2.46%, (3 mo. USD LIBOR + 2.25%), Maturing February 7, 2027		175		174,826
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing February 7, 2027		232		232,632
Pregis TopCo Corporation
Term Loan, 3.87%, (1 mo. USD LIBOR + 3.75%), Maturing July 31, 2026		99		99,402
Starfruit Finco B.V.
Term Loan, 3.13%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		359		358,335
Tronox Finance, LLC
Term Loan, 3.18%, (USD LIBOR + 3.00%), Maturing September 23, 2024(2)		394		394,484
			$	3,359,068
Containers and Glass Products — 0.5%
Berry Global, Inc.
Term Loan, 2.13%, (1 mo. USD LIBOR + 2.00%), Maturing July 1, 2026		148	$	147,658
BWAY Holding Company
Term Loan, 3.38%, (1 mo. USD LIBOR + 3.25%), Maturing April 3, 2024		232		228,311

5

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Flex Acquisition Company, Inc.
Term Loan, 3.24%, (3 mo. USD LIBOR + 3.00%), Maturing June 29, 2025		219	$	218,180
Reynolds Consumer Products, LLC
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing February 4, 2027		319		319,790
Reynolds Group Holdings, Inc.
Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), Maturing February 5, 2026		225		225,211
TricorBraun Holdings, Inc.
Term Loan, Maturing February 3, 2028(3)		18		18,271
Term Loan, Maturing February 3, 2028(3)		82		81,229
			$	1,238,650
Cosmetics/Toiletries — 0.2%
Kronos Acquisition Holdings, Inc.
Term Loan, Maturing December 17, 2026(3)		200	$	201,500
Term Loan, Maturing December 22, 2026(3)		200		200,000
			$	401,500
Drugs — 1.6%
Akorn, Inc.
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing October 1, 2025		71	$	71,548
Alkermes, Inc.
Term Loan, 2.38%, (1 mo. USD LIBOR + 2.25%), Maturing March 27, 2023		69		69,281
Amneal Pharmaceuticals, LLC
Term Loan, 3.63%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025		512		507,916
Arbor Pharmaceuticals, Inc.
Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing July 5, 2023		108		106,598
Bausch Health Companies, Inc.
Term Loan, 3.12%, (1 mo. USD LIBOR + 3.00%), Maturing June 2, 2025		630		631,922
Catalent Pharma Solutions, Inc.
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing May 18, 2026		123		123,375
Elanco Animal Health Incorporated
Term Loan, 1.89%, (1 mo. USD LIBOR + 1.75%), Maturing August 1, 2027		292		291,928
Endo Luxembourg Finance Company I S.a.r.l.
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), Maturing April 29, 2024		748		745,538
Grifols Worldwide Operations USA, Inc.
Term Loan, 2.09%, (1 week USD LIBOR + 2.00%), Maturing November 15, 2027		124		123,704
Horizon Therapeutics USA, Inc.
Term Loan, 2.19%, (1 mo. USD LIBOR + 2.00%), Maturing May 22, 2026		331		330,771
Mallinckrodt International Finance S.A.
Term Loan, 5.50%, (6 mo. USD LIBOR + 4.75%, Floor 0.75%), Maturing September 24, 2024		692		654,168
Term Loan, 5.75%, (6 mo. USD LIBOR + 5.00%, Floor 0.75%), Maturing February 24, 2025		231		217,876
			$	3,874,625
Ecological Services and Equipment — 0.2%
EnergySolutions, LLC
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing May 9, 2025		171	$	170,625

6

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
GFL Environmental, Inc.
Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), Maturing May 30, 2025		200	$	201,672
TruGreen Limited Partnership
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing November 2, 2027		100		100,625
			$	472,922
Electronics/Electrical — 5.5%
Applied Systems, Inc.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing September 19, 2024		412	$	413,196
Term Loan - Second Lien, 8.00%, (3 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing September 19, 2025		75		75,812
AQA Acquisition Holding, Inc.
Term Loan, Maturing November 19, 2027(3)		125		125,104
Astra Acquisition Corp.
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing March 1, 2027		124		125,303
Avast Software B.V.
Term Loan, 3.25%, (3 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing September 29, 2023		31		31,325
Banff Merger Sub, Inc.
Term Loan, 4.37%, (1 mo. USD LIBOR + 4.25%), Maturing October 2, 2025		368		367,424
Cambium Learning Group, Inc.
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.50%), Maturing December 18, 2025		125		125,175
Castle US Holding Corporation
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.75%), Maturing January 29, 2027		91		90,641
CDW, LLC
Term Loan, 1.88%, (1 mo. USD LIBOR + 1.75%), Maturing October 13, 2026		544		546,908
CentralSquare Technologies, LLC
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.75%), Maturing August 29, 2025		123		115,763
Cloudera, Inc.
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), Maturing December 17, 2027		100		100,156
Cohu, Inc.
Term Loan, 3.12%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		98		97,189
CommScope, Inc.
Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), Maturing April 6, 2026		272		271,659
Cornerstone OnDemand, Inc.
Term Loan, 4.38%, (1 mo. USD LIBOR + 4.25%), Maturing April 22, 2027		261		262,451
Delta TopCo, Inc.
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), Maturing December 1, 2027		225		226,572
Term Loan - Second Lien, 8.00%, (6 mo. USD LIBOR + 7.25%, Floor 0.75%), Maturing December 1, 2028		300		306,000
E2open, LLC
Term Loan, Maturing October 29, 2027(3)		125		125,976
ECI Macola Max Holdings, LLC
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), Maturing November 9, 2027		175		176,181

7

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Electro Rent Corporation
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing January 31, 2024		265	$	268,139
Epicor Software Corporation
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing July 30, 2027		99		99,763
EXC Holdings III Corp.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing December 2, 2024		73		72,932
Finastra USA, Inc.
Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), Maturing June 13, 2024(2)		390		383,760
Flexera Software, LLC
Term Loan, 4.25%, (USD LIBOR + 3.25%, Floor 1.00%), Maturing February 26, 2025(2)		24		24,434
Gainwell Acquisition Corp.
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing October 1, 2027		425		426,594
Go Daddy Operating Company, LLC
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing February 15, 2024		597		597,455
Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), Maturing August 10, 2027		174		174,483
Grab Holdings, Inc.
Term Loan, Maturing January 20, 2026(3)		350		351,422
Hyland Software, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), Maturing July 1, 2024		519		522,049
Imperva, Inc.
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing January 12, 2026		100		99,934
Imprivata, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), Maturing December 1, 2027		175		175,437
Informatica, LLC
Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), Maturing February 25, 2027		918		917,298
LogMeIn, Inc.
Term Loan, 4.88%, (1 mo. USD LIBOR + 4.75%), Maturing August 31, 2027		225		225,035
MA FinanceCo., LLC
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024		25		24,498
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing June 5, 2025		273		277,267
Mirion Technologies, Inc.
Term Loan, 4.26%, (3 mo. USD LIBOR + 4.00%), Maturing March 6, 2026		125		124,994
MTS Systems Corporation
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing July 5, 2023		91		91,560
NCR Corporation
Term Loan, 2.72%, (3 mo. USD LIBOR + 2.50%), Maturing August 28, 2026		147		146,625
PointClickCare Technologies, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), Maturing December 29, 2027		100		100,250
Redstone Buyer, LLC
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing September 1, 2027		224		227,337
Renaissance Holding Corp.
Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), Maturing May 30, 2025		171		168,990
Seattle Spinco, Inc.
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024		167		165,439

8

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
SkillSoft Corporation
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing December 27, 2024		61	$	62,246
Term Loan - Second Lien, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing April 27, 2025		200		199,412
SolarWinds Holdings, Inc.
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2024		170		165,365
Solera, LLC
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023		121		120,866
SS&C European Holdings S.a.r.l.
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing April 16, 2025		150		149,837
SS&C Technologies, Inc.
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing April 16, 2025		197		196,770
SurveyMonkey, Inc.
Term Loan, 3.85%, (1 week USD LIBOR + 3.75%), Maturing October 10, 2025		215		215,050
Symplr Software, Inc.
Term Loan, 5.25%, (6 mo. USD LIBOR + 4.50%, Floor 0.75%), Maturing December 22, 2027		125		125,594
Syncsort Incorporated
Term Loan, 6.48%, (3 mo. USD LIBOR + 6.25%), Maturing August 16, 2024		218		218,929
Tech Data Corporation
Term Loan, 3.62%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2025		175		175,872
Tibco Software, Inc.
Term Loan, 3.88%, (1 mo. USD LIBOR + 3.75%), Maturing June 30, 2026		195		195,431
Uber Technologies, Inc.
Term Loan, 3.62%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023		311		312,132
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing April 4, 2025		219		220,589
Ultimate Software Group, Inc. (The)
Term Loan, 3.87%, (1 mo. USD LIBOR + 3.75%), Maturing May 4, 2026		247		248,206
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing May 4, 2026		623		626,901
Ultra Clean Holdings, Inc.
Term Loan, 4.62%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		97		96,936
Valkyr Purchaser, LLC
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing October 29, 2027		125		125,000
Verifone Systems, Inc.
Term Loan, 4.22%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025		171		167,427
Veritas US, Inc.
Term Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing September 1, 2025		399		401,681
VS Buyer, LLC
Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), Maturing February 28, 2027		174		174,122
Vungle, Inc.
Term Loan, 5.62%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2026		99		99,059
			$	13,545,955
Equipment Leasing — 0.2%
Avolon TLB Borrower 1 (US), LLC
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), Maturing December 1, 2027		300	$	301,958
Delos Finance S.a.r.l.
Term Loan, 2.00%, (3 mo. USD LIBOR + 1.75%), Maturing October 6, 2023		298		297,477
			$	599,435

9

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Financial Intermediaries — 1.1%
Aretec Group, Inc.
Term Loan, 4.37%, (1 mo. USD LIBOR + 4.25%), Maturing October 1, 2025		196	$	196,454
Citco Funding, LLC
Term Loan, 2.77%, (3 mo. USD LIBOR + 2.50%), Maturing September 28, 2023		638		640,469
Claros Mortgage Trust, Inc.
Term Loan, 6.00%, (1 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing August 9, 2026		99		98,501
Ditech Holding Corporation
Term Loan, 0.00%, Maturing June 30, 2022(4)		382		124,017
EIG Management Company, LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), Maturing February 22, 2025		49		48,655
FB Income Advisor, LLC
Term Loan, 2.38%, (1 mo. USD LIBOR + 2.25%), Maturing August 1, 2025		73		73,312
FinCo I, LLC
Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), Maturing June 27, 2025		133		132,913
Focus Financial Partners, LLC
Term Loan, 2.12%, (1 mo. USD LIBOR + 2.00%), Maturing July 3, 2024		416		415,170
Greenhill & Co., Inc.
Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), Maturing April 12, 2024		131		130,423
GreenSky Holdings, LLC
Term Loan, 3.38%, (1 mo. USD LIBOR + 3.25%), Maturing March 31, 2025		195		192,555
Guggenheim Partners, LLC
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), Maturing July 21, 2023		184		184,247
Harbourvest Partners, LLC
Term Loan, 2.38%, (1 mo. USD LIBOR + 2.25%), Maturing March 3, 2025		59		59,215
LPL Holdings, Inc.
Term Loan, 1.88%, (1 mo. USD LIBOR + 1.75%), Maturing November 12, 2026		198		198,322
Victory Capital Holdings, Inc.
Term Loan, 2.74%, (3 mo. USD LIBOR + 2.50%), Maturing July 1, 2026		147		146,672
			$	2,640,925
Food Products — 0.9%
Alphabet Holding Company, Inc.
Term Loan, 3.62%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024		363	$	362,897
CHG PPC Parent, LLC
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025		73		72,531
Froneri International, Ltd.
Term Loan, 2.37%, (1 mo. USD LIBOR + 2.25%), Maturing January 29, 2027		299		297,401
H Food Holdings, LLC
Term Loan, 3.81%, (1 mo. USD LIBOR + 3.69%), Maturing May 23, 2025		98		97,323
Term Loan, 4.12%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025		49		49,069
HLF Financing S.a.r.l.
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing August 18, 2025		147		147,110
Jacobs Douwe Egberts International B.V.
Term Loan, 2.19%, (1 mo. USD LIBOR + 2.00%), Maturing November 1, 2025		233		234,025
JBS USA LUX S.A.
Term Loan, 2.12%, (1 mo. USD LIBOR + 2.00%), Maturing May 1, 2026		688		688,610

10

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Nomad Foods Europe Midco Limited
Term Loan, 2.38%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024		195	$	195,177
			$	2,144,143
Food Service — 0.8%
1011778 B.C. Unlimited Liability Company
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing November 19, 2026		866	$	861,485
Aramark Services, Inc.
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing March 11, 2025		140		139,375
IRB Holding Corp.
Term Loan, 3.75%, (6 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing February 5, 2025		268		268,296
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing December 15, 2027		250		251,667
KFC Holding Co.
Term Loan, 1.88%, (1 mo. USD LIBOR + 1.75%), Maturing April 3, 2025		168		167,946
US Foods, Inc.
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing June 27, 2023		122		120,612
Term Loan, 2.12%, (1 mo. USD LIBOR + 2.00%), Maturing September 13, 2026		247		243,909
			$	2,053,290
Health Care — 2.8%
Accelerated Health Systems, LLC
Term Loan, 3.63%, (1 mo. USD LIBOR + 3.50%), Maturing October 31, 2025		74	$	73,408
ADMI Corp.
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing April 30, 2025		244		241,727
Alliance Healthcare Services, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing October 24, 2023		111		102,063
athenahealth, Inc.
Term Loan, 4.63%, (1 mo. USD LIBOR + 4.50%), Maturing February 11, 2026		221		222,076
Term Loan, Maturing February 11, 2026(3)		75		75,375
Avantor Funding, Inc.
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing November 21, 2024		56		56,209
BW NHHC Holdco, Inc.
Term Loan, 5.22%, (3 mo. USD LIBOR + 5.00%), Maturing May 15, 2025		146		134,184
Cano Health, LLC
Term Loan, 0.50%, Maturing November 19, 2027(5)		53		53,446
Term Loan, 5.50%, (6 mo. USD LIBOR + 4.75%, Floor 0.75%), Maturing November 19, 2027		147		146,595
Change Healthcare Holdings, LLC
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing March 1, 2024		816		818,548
Ensemble RCM, LLC
Term Loan, 3.96%, (3 mo. USD LIBOR + 3.75%), Maturing August 3, 2026		74		74,317
Envision Healthcare Corporation
Term Loan, 3.87%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025		664		571,340
Gentiva Health Services, Inc.
Term Loan, 3.38%, (1 mo. USD LIBOR + 3.25%), Maturing July 2, 2025		301		301,536
Greatbatch, Ltd.
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing October 27, 2022		86		86,056

11

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Hanger, Inc.
Term Loan, 3.62%, (1 mo. USD LIBOR + 3.50%), Maturing March 6, 2025		146	$	146,057
Inovalon Holdings, Inc.
Term Loan, 3.19%, (1 mo. USD LIBOR + 3.00%), Maturing April 2, 2025		162		162,286
IQVIA, Inc.
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing March 7, 2024		258		258,523
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing January 17, 2025		218		217,960
MPH Acquisition Holdings, LLC
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing June 7, 2023		304		303,778
Navicure, Inc.
Term Loan, 4.12%, (1 mo. USD LIBOR + 4.00%), Maturing October 22, 2026		149		148,968
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing October 22, 2026		75		75,187
One Call Corporation
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing November 25, 2022		196		191,296
Ortho-Clinical Diagnostics S.A.
Term Loan, 3.39%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025		496		495,887
Parexel International Corporation
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024		343		342,675
Phoenix Guarantor, Inc.
Term Loan, 3.38%, (1 mo. USD LIBOR + 3.25%), Maturing March 5, 2026		271		271,905
Select Medical Corporation
Term Loan, 2.53%, (6 mo. USD LIBOR + 2.25%), Maturing March 6, 2025		374		373,116
Sotera Health Holdings, LLC
Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), Maturing December 11, 2026		100		100,125
Surgery Center Holdings, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing September 3, 2024		145		144,503
Tecomet, Inc.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing May 1, 2024		170		169,972
U.S. Anesthesia Partners, Inc.
Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing June 23, 2024		218		214,970
US Radiology Specialists, Inc.
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), Maturing December 10, 2027		125		125,976
Verscend Holding Corp.
Term Loan, 4.62%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		220		220,486
			$	6,920,550
Home Furnishings — 0.3%
Mattress Firm, Inc.
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing November 26, 2027		125	$	126,406
Serta Simmons Bedding, LLC
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing August 10, 2023		172		175,201
Term Loan - Second Lien, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing August 10, 2023		570		527,867
			$	829,474

12

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Industrial Equipment — 1.5%
Alliance Laundry Systems, LLC
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), Maturing October 8, 2027		175	$	175,969
Altra Industrial Motion Corp.
Term Loan, 2.12%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2025		76		76,600
Apex Tool Group, LLC
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.25%, Floor 1.25%), Maturing August 1, 2024		347		347,538
CPM Holdings, Inc.
Term Loan, 3.89%, (1 mo. USD LIBOR + 3.75%), Maturing November 17, 2025		49		48,612
DexKo Global, Inc.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing July 24, 2024		121		121,001
DXP Enterprises, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 4.75%, Floor 1.00%), Maturing December 16, 2027		100		100,250
EWT Holdings III Corp.
Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), Maturing December 20, 2024		661		663,806
Filtration Group Corporation
Term Loan, 3.12%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025		234		232,217
Gardner Denver, Inc.
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing March 1, 2027		168		168,001
Gates Global, LLC
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing April 1, 2024		296		295,970
Granite Holdings US Acquisition Co.
Term Loan, Maturing September 30, 2026(3)		175		175,437
Ingersoll-Rand Services Company
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing March 1, 2027		199		198,447
LTI Holdings, Inc.
Term Loan, 4.87%, (1 mo. USD LIBOR + 4.75%), Maturing July 24, 2026		25		24,518
Quimper AB
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), Maturing February 13, 2026	EUR	275		335,562
Robertshaw US Holding Corp.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing February 28, 2025		146		140,405
Titan Acquisition Limited
Term Loan, 3.27%, (6 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		413		405,045
Vertical Midco GmbH
Term Loan, 4.48%, (6 mo. USD LIBOR + 4.25%), Maturing July 30, 2027		200		201,412
			$	3,710,790
Insurance — 1.5%
Alliant Holdings Intermediate, LLC
Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), Maturing May 9, 2025		74	$	73,656
Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), Maturing May 9, 2025		240		239,386
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), Maturing October 8, 2027		150		150,039

13

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
AmWINS Group, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing January 25, 2024		419	$	420,363
AssuredPartners, Inc.
Term Loan, 3.65%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2027		25		24,649
Asurion, LLC
Term Loan, 3.12%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023		274		273,755
Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), Maturing December 23, 2026		500		498,386
Term Loan, Maturing July 31, 2027(3)		40		39,600
Term Loan - Second Lien, 6.62%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025		94		94,292
Term Loan - Second Lien, Maturing January 29, 2028(3)		50		50,000
Hub International Limited
Term Loan, 2.97%, (USD LIBOR + 2.75%), Maturing April 25, 2025(2)		707		702,347
NFP Corp.
Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), Maturing February 15, 2027		49		48,774
Ryan Specialty Group, LLC
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing September 1, 2027		274		275,113
Sedgwick Claims Management Services, Inc.
Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), Maturing December 31, 2025		172		170,750
USI, Inc.
Term Loan, 3.25%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024		387		384,823
Term Loan, 4.25%, (3 mo. USD LIBOR + 4.00%), Maturing December 2, 2026		198		198,569
			$	3,644,502
Leisure Goods/Activities/Movies — 1.6%
AMC Entertainment Holdings, Inc.
Term Loan, 5.25%, (USD Prime + 2.00%), Maturing April 22, 2026		270	$	226,207
Amer Sports Oyj
Term Loan, 4.50%, (6 mo. EURIBOR + 4.50%), Maturing March 30, 2026	EUR	525		625,167
Bombardier Recreational Products, Inc.
Term Loan, 2.12%, (1 mo. USD LIBOR + 2.00%), Maturing May 24, 2027		792		789,960
Carnival Corporation
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing June 30, 2025		199		205,816
ClubCorp Holdings, Inc.
Term Loan, 3.00%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024		266		247,771
Crown Finance US, Inc.
Term Loan, 15.25%, (3 mo. USD LIBOR + 14.25%, Floor 1.00%), 7.00% cash, 8.25% PIK, Maturing May 23, 2024		60		74,179
Term Loan, 3.50%, (3 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing February 28, 2025		243		192,594
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing September 30, 2026		223		175,300
Delta 2 (LUX) S.a.r.l.
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing February 1, 2024		110		109,651

14

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Lindblad Expeditions, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 4.25% cash, 1.25% PIK, Maturing March 27, 2025		77	$	71,924
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 4.25% cash, 1.25% PIK, Maturing March 27, 2025		306		287,695
Match Group, Inc.
Term Loan, 1.96%, (3 mo. USD LIBOR + 1.75%), Maturing February 13, 2027		100		99,500
NASCAR Holdings, Inc.
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing October 19, 2026		110		109,934
Playtika Holding Corp.
Term Loan, 7.00%, (3 mo. USD LIBOR + 6.00%, Floor 1.00%), Maturing December 10, 2024		475		478,351
SRAM, LLC
Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), Maturing March 15, 2024(2)		138		138,154
Steinway Musical Instruments, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing February 14, 2025		41		40,610
Travel Leaders Group, LLC
Term Loan, 4.12%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024		122		110,068
Vue International Bidco PLC
Term Loan, 4.75%, (6 mo. EURIBOR + 4.75%), Maturing July 3, 2026	EUR	106		109,931
			$	4,092,812
Lodging and Casinos — 0.8%
Aristocrat Technologies, Inc.
Term Loan, 1.97%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024		82	$	81,422
CityCenter Holdings, LLC
Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing April 18, 2024		411		406,924
Golden Nugget, Inc.
Term Loan, 3.25%, (2 mo. USD LIBOR + 2.50%, Floor 0.75%), Maturing October 4, 2023		232		227,716
GVC Holdings (Gibraltar) Limited
Term Loan, 3.25%, (3 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing March 29, 2024		146		146,270
Playa Resorts Holding B.V.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing April 29, 2024		362		350,869
Stars Group Holdings B.V. (The)
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025		244		245,533
VICI Properties 1, LLC
Term Loan, 1.88%, (1 mo. USD LIBOR + 1.75%), Maturing December 20, 2024		239		237,543
Wyndham Hotels & Resorts, Inc.
Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), Maturing May 30, 2025		196		194,584
			$	1,890,861

15

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Nonferrous Metals/Minerals — 0.1%
American Consolidated Natural Resources, Inc.
Term Loan, 17.00%, (1 mo. USD LIBOR + 16.00%, Floor 1.00%), 14.00% cash, 3.00% PIK, Maturing September 16, 2025		91	$	87,971
Oxbow Carbon, LLC
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.25%, Floor 0.75%), Maturing October 13, 2025		49		49,560
			$	137,531
Oil and Gas — 0.8%
Ameriforge Group, Inc.
Term Loan, 14.00%, (3 mo. USD LIBOR + 13.00%, Floor 1.00%), 9.00% cash, 5.00% PIK, Maturing June 8, 2022		78	$	62,446
Apergy Corporation
Term Loan, 2.63%, (1 mo. USD LIBOR + 2.50%), Maturing May 9, 2025		17		16,952
Blackstone CQP Holdco L.P.
Term Loan, 3.74%, (3 mo. USD LIBOR + 3.50%), Maturing September 30, 2024		148		147,990
Buckeye Partners L.P.
Term Loan, 2.90%, (1 mo. USD LIBOR + 2.75%), Maturing November 1, 2026		397		397,992
CITGO Petroleum Corporation
Term Loan, 7.25%, (6 mo. USD LIBOR + 6.25%, Floor 1.00%), Maturing March 28, 2024		336		334,894
Delek US Holdings, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing March 31, 2025		99		99,126
Fieldwood Energy, LLC
DIP Loan, 3.68%, (1 mo. USD LIBOR + 8.75%, Floor 1.00%), Maturing August 4, 2021(5)		29		29,623
Term Loan, 0.00%, Maturing April 11, 2022(4)		196		48,417
Lealand Finance Company B.V.
Term Loan, 3.12%, (1 mo. USD LIBOR + 3.00%), Maturing June 30, 2024		3		2,811
Term Loan, 4.12%, (1 mo. USD LIBOR + 4.00%), 1.12% cash, 3.00% PIK, Maturing June 30, 2025		28		19,061
Matador Bidco S.a.r.l.
Term Loan, 4.87%, (1 mo. USD LIBOR + 4.75%), Maturing October 15, 2026		149		149,154
Prairie ECI Acquiror L.P.
Term Loan, 4.87%, (1 mo. USD LIBOR + 4.75%), Maturing March 11, 2026		144		141,623
PSC Industrial Holdings Corp.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing October 11, 2024		121		119,078
RDV Resources Properties, LLC
Term Loan, 7.50%, (1 mo. USD LIBOR + 6.50%, Floor 1.00%), Maturing March 29, 2024(6)		71		48,543
Sunrise Oil & Gas Properties, LLC
Term Loan, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023		61		54,780
Term Loan - Second Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023		63		46,618
Term Loan - Third Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023		73		31,508
UGI Energy Services, LLC
Term Loan, 3.87%, (1 mo. USD LIBOR + 3.75%), Maturing August 13, 2026		148		148,581
			$	1,899,197

16

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Publishing — 0.3%
Alchemy Copyrights, LLC
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing August 16, 2027		75	$	75,186
Ascend Learning, LLC
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 12, 2024		169		169,926
Getty Images, Inc.
Term Loan, 4.63%, (1 mo. USD LIBOR + 4.50%), Maturing February 19, 2026		145		145,171
LSC Communications, Inc.
Term Loan, 0.00%, Maturing September 30, 2022(4)		122		11,062
ProQuest, LLC
Term Loan, 3.62%, (1 mo. USD LIBOR + 3.50%), Maturing October 23, 2026		259		260,239
Tweddle Group, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing September 17, 2023		35		33,543
			$	695,127
Radio and Television — 0.6%
Diamond Sports Group, LLC
Term Loan, 3.38%, (1 mo. USD LIBOR + 3.25%), Maturing August 24, 2026		444	$	382,903
Entercom Media Corp.
Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), Maturing November 18, 2024		111		109,588
Entravision Communications Corporation
Term Loan, 2.87%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024		126		124,307
Gray Television, Inc.
Term Loan, 2.64%, (1 mo. USD LIBOR + 2.50%), Maturing January 2, 2026		85		85,017
Hubbard Radio, LLC
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing March 28, 2025		95		93,230
iHeartCommunications, Inc.
Term Loan, 3.12%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2026		74		73,600
Nexstar Broadcasting, Inc.
Term Loan, 2.37%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		185		184,762
Sinclair Television Group, Inc.
Term Loan, 2.63%, (1 mo. USD LIBOR + 2.50%), Maturing September 30, 2026		99		98,719
Terrier Media Buyer, Inc.
Term Loan, 4.37%, (1 mo. USD LIBOR + 4.25%), Maturing December 17, 2026		272		272,902
			$	1,425,028
Retailers (Except Food and Drug) — 0.4%
Ascena Retail Group, Inc.
Term Loan, 0.00%, Maturing August 21, 2022(4)		164	$	34,520
Bass Pro Group, LLC
Term Loan, 5.75%, (1 mo. USD LIBOR + 5.00%, Floor 0.75%), Maturing September 25, 2024		242		242,566

17

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
BJ’s Wholesale Club, Inc.
Term Loan, 2.13%, (1 mo. USD LIBOR + 2.00%), Maturing February 3, 2024		85	$	84,821
CNT Holdings I Corp.
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), Maturing November 8, 2027		100		100,789
David’s Bridal, Inc.
Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 6.00% cash, 5.00% PIK, Maturing June 23, 2023		53		50,710
Term Loan, 7.00%, (3 mo. USD LIBOR + 6.00%, Floor 1.00%), Maturing June 30, 2023		61		52,918
Harbor Freight Tools USA, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing October 19, 2027		224		225,039
Hoya Midco, LLC
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing June 30, 2024		169		162,096
LSF9 Atlantis Holdings, LLC
Term Loan, 7.00%, (1 mo. USD LIBOR + 6.00%, Floor 1.00%), Maturing May 1, 2023		158		158,071
Pier 1 Imports (U.S.), Inc.
Term Loan, 0.00%, Maturing April 30, 2021(4)(6)		31		15,237
			$	1,126,767
Steel — 0.3%
Atkore International, Inc.
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing December 22, 2023		210	$	210,510
GrafTech Finance, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing February 12, 2025		165		165,193
Neenah Foundry Company
Term Loan, 10.00%, (2 mo. USD LIBOR + 9.00%, Floor 1.00%), Maturing December 13, 2022		95		83,065
Phoenix Services International, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing March 1, 2025		122		121,410
Zekelman Industries, Inc.
Term Loan, 2.13%, (1 mo. USD LIBOR + 2.00%), Maturing January 24, 2027		121		121,461
			$	701,639
Surface Transport — 0.0%(7)
XPO Logistics, Inc.
Term Loan, 2.12%, (1 mo. USD LIBOR + 2.00%), Maturing February 24, 2025		100	$	100,156
			$	100,156
Telecommunications — 1.3%
CenturyLink, Inc.
Term Loan, 2.37%, (1 mo. USD LIBOR + 2.25%), Maturing March 15, 2027		1,040	$	1,037,623
Digicel International Finance Limited
Term Loan, 3.51%, (6 mo. USD LIBOR + 3.25%), Maturing May 28, 2024		121		113,178
Global Eagle Entertainment, Inc.
DIP Loan, 11.25%, (1 mo. USD LIBOR + 10.00%, Floor 1.25%), Maturing March 31, 2021		32		31,190
Term Loan, 0.00%, Maturing January 6, 2023(4)		213		152,196

18

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Intelsat Jackson Holdings S.A.
DIP Loan, 6.50%, (USD LIBOR + 5.50%, Floor 1.00%), Maturing July 13, 2022(2)		74	$	75,732
Term Loan, 8.75%, (USD Prime + 5.50%), Maturing January 2, 2024		250		254,375
IPC Corp.
Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing August 6, 2021(6)		181		144,093
Onvoy, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing February 10, 2024		120		119,059
Plantronics, Inc.
Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), Maturing July 2, 2025		180		178,093
Syniverse Holdings, Inc.
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing March 9, 2023		146		133,658
Telesat Canada
Term Loan, 2.88%, (1 mo. USD LIBOR + 2.75%), Maturing December 7, 2026		163		162,421
Zayo Group Holdings, Inc.
Term Loan, 3.12%, (1 mo. USD LIBOR + 3.00%), Maturing March 9, 2027		334		333,385
Ziggo Financing Partnership
Term Loan, 2.63%, (1 mo. USD LIBOR + 2.50%), Maturing April 30, 2028		625		623,047
			$	3,358,050
Utilities — 0.3%
Brookfield WEC Holdings, Inc.
Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), Maturing August 1, 2025		319	$	318,649
Calpine Construction Finance Company L.P.
Term Loan, 2.12%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2025		164		163,525
Calpine Corporation
Term Loan, 2.63%, (1 mo. USD LIBOR + 2.50%), Maturing December 16, 2027		123		122,815
USIC Holdings, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing December 8, 2023		170		170,534
			$	775,523
Total Senior Floating-Rate Loans (identified cost $82,858,646)			$	82,026,188
Corporate Bonds & Notes — 11.4%
Security	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 0.8%
Bombardier, Inc.
6.00%, 10/15/22(8)		313	$	311,239
6.125%, 1/15/23(8)		229		230,191

19

Security	Principal Amount* (000’s omitted)		Value
TransDigm, Inc.
6.50%, 7/15/24		250	$	254,500
6.50%, 5/15/25		1,000		1,026,875
6.25%, 3/15/26(8)		179		189,553
			$	2,012,358
Automotive — 0.3%
Clarios Global, L.P.
6.25%, 5/15/26(8)		129	$	137,439
8.50%, 5/15/27(8)		642		680,937
			$	818,376
Building and Development — 0.1%
Five Point Operating Co., L.P./Five Point Capital Corp.
7.875%, 11/15/25(8)		84	$	88,821
Greystar Real Estate Partners, LLC
5.75%, 12/1/25(8)		187		193,545
			$	282,366
Business Equipment and Services — 0.7%
EIG Investors Corp.
10.875%, 2/1/24		330	$	338,973
KAR Auction Services, Inc.
5.125%, 6/1/25(8)		132		135,630
ServiceMaster Co., LLC (The)
7.45%, 8/15/27		1,000		1,176,060
			$	1,650,663
Cable and Satellite Television — 0.9%
Altice France S.A.
7.375%, 5/1/26(8)		355	$	371,756
CCO Holdings, LLC/CCO Holdings Capital Corp.
5.50%, 5/1/26(8)		1,000		1,037,115
4.75%, 3/1/30(8)		75		79,873
CSC Holdings, LLC
7.50%, 4/1/28(8)		500		555,067
5.75%, 1/15/30(8)		200		214,940
TEGNA, Inc.
5.00%, 9/15/29		56		58,327
			$	2,317,078
Conglomerates — 0.3%
Spectrum Brands, Inc.
5.00%, 10/1/29(8)		530	$	562,228

20

Security	Principal Amount* (000’s omitted)		Value
TMS International Holding Corp.
7.25%, 8/15/25(8)		239	$	243,780
			$	806,008
Distribution & Wholesale — 0.0%(7)
Performance Food Group, Inc.
5.50%, 10/15/27(8)		69	$	72,749
			$	72,749
Diversified Financial Services — 0.2%
GEMS MENASA Cayman, Ltd./GEMS Education Delaware, LLC
7.125%, 7/31/26(8)		460	$	482,878
			$	482,878
Drugs — 0.2%
Bausch Health Americas, Inc.
8.50%, 1/31/27(8)		63	$	69,862
Bausch Health Companies, Inc.
9.00%, 12/15/25(8)		338		371,656
5.75%, 8/15/27(8)		31		33,422
			$	474,940
Ecological Services and Equipment — 0.6%
Covanta Holding Corp.
5.875%, 7/1/25		1,000	$	1,041,145
GFL Environmental, Inc.
8.50%, 5/1/27(8)		285		315,638
Waste Pro USA, Inc.
5.50%, 2/15/26(8)		25		25,815
			$	1,382,598
Electronics/Electrical — 0.0%(7)
Sensata Technologies, Inc.
4.375%, 2/15/30(8)		45	$	48,516
			$	48,516
Financial Intermediaries — 0.1%
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.
6.25%, 2/1/22		164	$	164,246
			$	164,246

21

Security	Principal Amount* (000’s omitted)		Value
Financial Services — 0.4%
Debt and Asset Trading Corp.
1.00%, 10/10/25(9)		1,060	$	930,150
			$	930,150
Food Products — 0.2%
JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc.
5.50%, 1/15/30(8)		353	$	401,481
			$	401,481
Health Care — 1.2%
Centene Corp.
5.375%, 8/15/26(8)		45	$	47,306
3.00%, 10/15/30		624		653,453
HCA, Inc.
5.875%, 2/1/29		753		898,179
Lifepoint Health, Inc.
5.375%, 1/15/29(8)		447		450,911
Molina Healthcare, Inc.
3.875%, 11/15/30(8)		296		317,090
MPH Acquisition Holdings, LLC
5.75%, 11/1/28(8)		590		585,575
			$	2,952,514
Industrial Equipment — 0.0%(7)
Colfax Corp.
6.00%, 2/15/24(8)		36	$	37,260
6.375%, 2/15/26(8)		59		63,308
			$	100,568
Insurance — 0.4%
Hub International, Ltd.
7.00%, 5/1/26(8)		948	$	984,503
			$	984,503
Internet Software & Services — 0.1%
Netflix, Inc.
5.875%, 11/15/28		230	$	288,938
			$	288,938

22

Security	Principal Amount* (000’s omitted)		Value
Leisure Goods/Activities/Movies — 0.2%
Viking Cruises, Ltd.
5.875%, 9/15/27(8)		612	$	587,138
			$	587,138
Lodging and Casinos — 0.5%
Caesars Resort Collection, LLC/CRC Finco, Inc.
5.25%, 10/15/25(8)		657	$	654,648
MGM Growth Properties Operating Partnership, L.P./MGP Finance Co-Issuer, Inc.
5.75%, 2/1/27		44		49,389
Stars Group Holdings B.V./Stars Group US Co-Borrower, LLC
7.00%, 7/15/26(8)		500		525,312
Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp.
5.25%, 5/15/27(8)		113		114,862
			$	1,344,211
Media — 0.2%
Scripps Escrow, Inc.
5.875%, 7/15/27(8)		477	$	497,726
			$	497,726
Metals/Mining — 0.1%
Cleveland-Cliffs, Inc.
6.75%, 3/15/26(8)		112	$	120,656
			$	120,656
Nonferrous Metals/Minerals — 0.2%
First Quantum Minerals, Ltd.
7.25%, 4/1/23(8)		441	$	451,101
			$	451,101
Oil and Gas — 0.6%
Archrock Partners L.P./Archrock Partners Finance Corp.
6.875%, 4/1/27(8)		250	$	263,037
Great Western Petroleum, LLC/Great Western Finance Corp.
9.00%, 9/30/21(8)		1,000		637,500
Petroleos Mexicanos
6.75%, 9/21/47		784		686,110
			$	1,586,647
Packaging & Containers — 0.1%
ARD Finance S.A.
6.50%, (6.50% cash or 7.25% PIK), 6/30/27(8)(10)		341	$	358,903
			$	358,903

23

Security	Principal Amount* (000’s omitted)			Value
Pipelines — 0.1%
Cheniere Energy Partners, L.P.
4.50%, 10/1/29		71		$	76,431
Crestwood Midstream Partners, L.P./Crestwood Midstream Finance Corp.
5.625%, 5/1/27(8)		83			80,063
EnLink Midstream, LLC
5.375%, 6/1/29		50			47,844
				$	204,338
Radio and Television — 0.6%
Diamond Sports Group, LLC/Diamond Sports Finance Co.
5.375%, 8/15/26(8)		146		$	118,077
iHeartCommunications, Inc.
6.375%, 5/1/26		27			28,916
8.375%, 5/1/27		49			52,471
Nexstar Broadcasting, Inc.
5.625%, 7/15/27(8)		62			65,908
Sirius XM Radio, Inc.
4.625%, 7/15/24(8)		124			128,366
5.50%, 7/1/29(8)		500			545,000
4.125%, 7/1/30(8)		124			127,923
Terrier Media Buyer, Inc.
8.875%, 12/15/27(8)		443			479,824
				$	1,546,485
Real Estate Investment Trusts (REITs) — 0.2%
Service Properties Trust
3.95%, 1/15/28		591		$	538,918
Uniti Group, L.P./Uniti Fiber Holdings, Inc./CSL Capital, LLC
7.125%, 12/15/24(8)		54			55,705
				$	594,623
Steel — 0.5%
Allegheny Technologies, Inc.
7.875%, 8/15/23		453		$	496,732
Infrabuild Australia Pty, Ltd.
12.00%, 10/1/24(8)		664			707,572
				$	1,204,304
Surface Transport — 0.1%
XPO Logistics, Inc.
6.125%, 9/1/23(8)		346		$	352,271
			��	$	352,271
Technology — 0.4%
Dell International, LLC/EMC Corp.
7.125%, 6/15/24(8)		895		$	930,442
				$	930,442
Telecommunications — 0.9%
Altice France Holding S.A.
10.50%, 5/15/27(8)		269		$	302,121

24

Security	Principal Amount* (000’s omitted)		Value
CenturyLink, Inc.
7.50%, 4/1/24		66	$	74,484
Connect Finco S.a.r.l./Connect US Finco, LLC
6.75%, 10/1/26(8)		200		213,970
Hughes Satellite Systems Corp.
6.625%, 8/1/26		470		532,768
Sprint Capital Corp.
6.875%, 11/15/28		191		245,554
Sprint Communications, Inc.
6.00%, 11/15/22		25		26,895
Sprint Corp.
7.875%, 9/15/23		562		649,812
ViaSat, Inc.
5.625%, 4/15/27(8)		62		65,294
			$	2,110,898
Utilities — 0.1%
Calpine Corp.
5.25%, 6/1/26(8)		51	$	52,687
TerraForm Power Operating, LLC
4.25%, 1/31/23(8)		45		46,414
5.00%, 1/31/28(8)		70		77,831
			$	176,932
Total Corporate Bonds & Notes (identified cost $27,332,465)			$	28,237,605
Foreign Government Securities — 13.0%
Security	Principal Amount* (000’s omitted)		Value
Argentina — 0.2%
Republic of Argentina
0.125% to 7/9/21, 7/9/35(11)		1,103	$	379,908
0.125% to 7/9/21, 7/9/41(11)		468		170,777
Total Argentina			$	550,685
Bahrain — 1.2%
CBB International Sukuk Programme Co.
6.25%, 11/14/24(9)		315	$	348,617
Kingdom of Bahrain
6.75%, 9/20/29(9)		451		509,387
7.00%, 1/26/26(9)		393		455,839
7.00%, 10/12/28(9)		400		464,077
7.375%, 5/14/30(9)		1,141		1,325,705
Total Bahrain			$	3,103,625

25

Security	Principal Amount* (000’s omitted)		Value
Barbados — 0.5%
Government of Barbados
6.50%, 10/1/29(8)		1,210	$	1,221,595
Total Barbados			$	1,221,595
Belarus — 0.6%
Republic of Belarus
5.875%, 2/24/26(9)		200	$	205,501
6.875%, 2/28/23(9)		1,185		1,236,512
Total Belarus			$	1,442,013
Benin — 0.5%
Benin Government International Bond
6.875%, 1/19/52(9)	EUR	970	$	1,245,822
Total Benin			$	1,245,822
Dominican Republic — 1.1%
Dominican Republic
4.50%, 1/30/30(9)		1,100	$	1,154,175
5.875%, 1/30/60(9)		635		668,020
6.85%, 1/27/45(9)		380		449,350
7.45%, 4/30/44(9)		303		381,931
Total Dominican Republic			$	2,653,476
Ecuador — 0.1%
Republic of Ecuador
0.50%, 7/31/40(9)		228	$	78,032
0.50%, to 7/31/21, 7/31/40(9)(11)		597		202,947
0.50%, to 7/31/21, 7/31/40(9)(11)		189		64,611
Total Ecuador			$	345,590
Egypt — 1.6%
Arab Republic of Egypt
8.15%, 11/20/59(9)		1,099	$	1,171,776
8.50%, 1/31/47(9)		1,500		1,655,223
8.70%, 3/1/49(9)		731		816,790
8.875%, 5/29/50(9)		255		289,563
Total Egypt			$	3,933,352
Ivory Coast — 0.6%
Ivory Coast Government International Bond
4.875%, 1/30/32(9)	EUR	300	$	375,624
5.25%, 3/22/30(9)	EUR	326		422,756
6.625%, 3/22/48(9)	EUR	404		533,296
6.875%, 10/17/40(9)	EUR	100		136,921
Total Ivory Coast			$	1,468,597
Jamaica — 0.5%
Jamaica Government International Bond
7.875%, 7/28/45		849	$	1,199,213
Total Jamaica			$	1,199,213
Jordan — 0.6%
Jordan Government International Bond
7.375%, 10/10/47(9)		1,200	$	1,370,718
Total Jordan			$	1,370,718

26

Security	Principal Amount* (000’s omitted)		Value
Lebanon — 0.1%
Lebanese Republic
6.25%, 11/4/24(4)(9)		7	$	917
6.25%, 6/12/25(4)(9)		130		17,181
6.40%, 5/26/23(4)		6		787
6.65%, 4/22/24(4)(9)		323		42,701
6.65%, 11/3/28(4)(9)		92		12,328
6.75%, 11/29/27(4)(9)		2		261
6.85%, 3/23/27(4)(9)		184		24,457
6.85%, 5/25/29(4)		4		534
7.00%, 3/20/28(4)(9)		209		27,828
7.05%, 11/2/35(4)(9)		38		5,041
7.15%, 11/20/31(4)(9)		202		26,603
8.20%, 5/17/33(4)		70		9,420
8.25%, 5/17/34(4)		58		7,636
Total Lebanon			$	175,694
Mongolia — 0.1%
Mongolia Government International Bond
5.125%, 4/7/26(9)		200	$	214,484
Total Mongolia			$	214,484
Philippines — 0.5%
Republic of the Philippines
2.95%, 5/5/45		1,302	$	1,351,840
Total Philippines			$	1,351,840
Romania — 1.7%
Romania Government International Bond
2.625%, 12/2/40(9)	EUR	125	$	158,609
2.75%, 2/26/26(9)	EUR	270		362,803
3.375%, 1/28/50(9)	EUR	1,126		1,542,820
3.624%, 5/26/30(9)	EUR	265		383,544
4.625%, 4/3/49(9)	EUR	1,146		1,869,208
Total Romania			$	4,316,984
Seychelles — 0.3%
Republic of Seychelles
8.00%, 1/1/26(9)		695	$	663,439
Total Seychelles			$	663,439
Suriname — 0.4%
Republic of Suriname
9.25%, 10/26/26(9)		1,453	$	954,185
Total Suriname			$	954,185
Turkey — 0.2%
Republic of Turkey
6.75%, 5/30/40		300	$	311,985
7.625%, 4/26/29		200		231,179
Total Turkey			$	543,164

27

Security	Principal Amount* (000’s omitted)		Value
Ukraine — 1.8%
Ukraine Government International Bond
0.00%, GDP-Linked, 5/31/40(9)(12)		762	$	862,828
9.75%, 11/1/28(9)		2,864		3,483,497
Total Ukraine			$	4,346,325
United Arab Emirates — 0.4%
Abu Dhabi Government International Bond
3.125%, 9/30/49(9)		1,000	$	1,050,980
Total United Arab Emirates			$	1,050,980
Zambia — 0.0%(7)
Republic of Zambia
8.50%, 4/14/24(9)		206	$	110,735
Total Zambia			$	110,735
Total Foreign Government Securities (identified cost $29,677,611)			$	32,262,516
Sovereign Loans — 1.5%
Borrower	Principal Amount (000’s omitted)		Value
Kenya — 0.7%
Government of Kenya
Term Loan, 6.71%, (6 mo. USD LIBOR + 6.45%), Maturing June 29, 2025(13)	$	1,665	$	1,679,141
Total Kenya			$	1,679,141
Nigeria — 0.5%
Bank of Industry Limited
Term Loan, 6.22%, (3 mo. USD LIBOR + 6.00%), Maturing December 14, 2023(13)(14)	$	1,120	$	1,132,751
Total Nigeria			$	1,132,751
Tanzania — 0.3%
Government of the United Republic of Tanzania
Term Loan, 5.46%, (6 mo. USD LIBOR + 5.20%), Maturing June 23, 2022(13)	$	814	$	822,960
Total Tanzania			$	822,960
Total Sovereign Loans (identified cost $3,593,408)			$	3,634,852
Mortgage Pass-Throughs — 15.9%
Security	Principal Amount (000’s omitted)		Value
Federal Home Loan Mortgage Corp.:
2.50%, with maturity at 2050	$	4,917	$	5,186,620
2.798%, (COF + 1.25%), with maturity at 2035(15)		783		803,862
3.00%, with maturity at 2050		1,793		1,895,373

28

Security	Principal Amount (000’s omitted)			Value
4.50%, with various maturities to 2048	$	285		$	302,726
6.00%, with maturity at 2029		744			843,564
6.15%, with maturity at 2027		155			170,528
6.50%, with maturity at 2032		618			699,332
7.00%, with maturity at 2036		721			836,035
7.50%, with maturity at 2024		176			181,768
9.00%, with maturity at 2031		7			7,573
9.50%, with maturity at 2022		0	(24)		238
				$	10,927,619
Federal National Mortgage Association:
30-Year, 2.00%, TBA(16)	$	7,000		$	7,227,839
1.963%, (6 mo. USD LIBOR + 1.54%), with maturity at 2037(15)		182			189,302
3.00%, with maturity at 2050		3,667			3,880,621
5.00%, with various maturities to 2040		1,158			1,323,264
5.50%, with various maturities to 2033		843			957,220
6.00%, with maturity at 2023		246			259,506
6.332%, (COF + 2.00%, Floor 6.332%), with maturity at 2032(15)		232			256,965
6.50%, with various maturities to 2036		1,539			1,755,068
7.00%, with various maturities to 2037		697			794,413
10.00%, with maturity at 2031		10			11,082
				$	16,655,280
Government National Mortgage Association:
3.00%, with maturity at 2050	$	9,795		$	10,300,386
4.50%, with maturity at 2047		662			740,183
7.50%, with maturity at 2025		218			229,585
8.00%, with maturity at 2034		613			688,111
9.50%, with maturity at 2025		4			3,759
				$	11,962,024
Total Mortgage Pass-Throughs (identified cost $38,873,304)				$	39,544,923
Collateralized Mortgage Obligations — 12.6%
Security	Principal Amount (000’s omitted)			Value
Federal Home Loan Mortgage Corp.:
Series 2113, Class QG, 6.00%, 1/15/29	$	311		$	351,914
Series 2167, Class BZ, 7.00%, 6/15/29		303			345,515
Series 2182, Class ZB, 8.00%, 9/15/29		479			555,748
Series 4273, Class PU, 4.00%, 11/15/43		420			466,188
Series 4337, Class YT, 3.50%, 4/15/49		617			618,404
Series 4452, Class ZJ, 3.00%, 11/15/44		1,171			1,176,634
Series 4584, Class PM, 3.00%, 5/15/46		343			343,150
Series 4608, Class TV, 3.50%, 1/15/55		871			856,719
Series 4626, Class UZ, 3.50%, 1/15/55		731			729,754
Series 4774, Class QD, 4.50%, 1/15/43		544			550,296
Series 4776, Class C, 4.50%, 3/15/43		33			32,820

29

Security	Principal Amount (000’s omitted)		Value
Series 4980, Class ZP, 2.50%, 7/25/49	$	888	$	890,142
Series 5035, Class AZ, 2.00%, 11/25/50		1,455		1,444,138
Interest Only:(17)
Series 362, Class C7, 3.50%, 9/15/47		2,519		242,861
Series 2631, Class DS, 6.974%, (7.10% - 1 mo. USD LIBOR), 6/15/33(18)		591		81,986
Series 2770, Class SH, 6.974%, (7.10% - 1 mo. USD LIBOR), 3/15/34(18)		896		221,177
Series 2981, Class CS, 6.594%, (6.72% - 1 mo. USD LIBOR), 5/15/35(18)		505		100,353
Series 3114, Class TS, 6.524%, (6.65% - 1 mo. USD LIBOR), 9/15/30(18)		1,118		169,854
Series 3339, Class JI, 6.464%, (6.59% - 1 mo. USD LIBOR), 7/15/37(18)		1,593		352,648
Series 4109, Class ES, 6.024%, (6.15% - 1 mo. USD LIBOR), 12/15/41(18)		32		8,103
Series 4121, Class IM, 4.00%, 10/15/39		794		10,275
Series 4163, Class GS, 6.074%, (6.20% - 1 mo. USD LIBOR), 11/15/32(18)		2,501		489,468
Series 4169, Class AS, 6.124%, (6.25% - 1 mo. USD LIBOR), 2/15/33(18)		1,301		251,460
Series 4180, Class GI, 3.50%, 8/15/26		667		25,955
Series 4203, Class QS, 6.124%, (6.25% - 1 mo. USD LIBOR), 5/15/43(18)		1,178		194,298
Series 4212, Class SA, 6.074%, (6.20% - 1 mo. USD LIBOR), 7/15/38(18)		103		356
Series 4332, Class KI, 4.00%, 9/15/43		381		20,528
Series 4370, Class IO, 3.50%, 9/15/41		509		21,008
Series 4497, Class CS, 6.074%, (6.20% - 1 mo. USD LIBOR), 9/15/44(18)		1,152		88,529
Series 4507, Class EI, 4.00%, 8/15/44		2,010		202,246
Series 4535, Class JS, 5.974%, (6.10% - 1 mo. USD LIBOR), 11/15/43(18)		1,172		47,283
Series 4548, Class JS, 5.974%, (6.10% - 1 mo. USD LIBOR), 9/15/43(18)		1,131		31,972
Series 4629, Class QI, 3.50%, 11/15/46		1,621		135,881
Series 4644, Class TI, 3.50%, 1/15/45		1,234		82,016
Series 4653, Class PI, 3.50%, 7/15/44		633		5,439
Series 4667, Class PI, 3.50%, 5/15/42		1,545		33,713
Series 4676, Class DI, 4.00%, 7/15/44		1,404		32,828
Series 4744, Class IO, 4.00%, 11/15/47		1,326		160,757
Series 4749, Class IL, 4.00%, 12/15/47		1,015		133,818
Series 4767, Class IM, 4.00%, 5/15/45		833		19,078
Series 4768, Class IO, 4.00%, 3/15/48		1,215		158,975
Series 4772, Class PI, 4.00%, 1/15/48		880		110,652
Series 4966, Class SY, 5.920%, (6.05% - 1 mo. USD LIBOR), 4/25/50(18)		4,364		700,343
Principal Only:(19)
Series 3309, Class DO, 0.00%, 4/15/37		757		703,660
Series 4478, Class PO, 0.00%, 5/15/45		435		399,794
			$	13,598,736
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes:
Series 2020-DNA4, Class M2, 3.88%, (1 mo. USD LIBOR + 3.75%), 8/25/50(8)(13)	$	3,000	$	3,057,460
			$	3,057,460
Federal National Mortgage Association:
Series 1991-122, Class N, 7.50%, 9/25/21	$	1	$	1,337
Series 1994-42, Class K, 6.50%, 4/25/24		77		83,151
Series 1997-38, Class N, 8.00%, 5/20/27		165		188,646
Series 2007-74, Class AC, 5.00%, 8/25/37		841		946,125
Series 2011-49, Class NT, 6.00%, (66.00% - 1 mo. USD LIBOR x 10.00, Cap 6.00%), 6/25/41(18)		250		277,120
Series 2012-134, Class ZT, 2.00%, 12/25/42		816		804,193
Series 2013-6, Class TA, 1.50%, 1/25/43		680		689,247

30

Security	Principal Amount (000’s omitted)		Value
Series 2013-52, Class MD, 1.25%, 6/25/43	$	763	$	756,170
Series 2013-99, Class CF, 1.13%, (1 mo. USD LIBOR + 1.00%), 7/25/43(13)		56		56,466
Series 2015-74, Class SL, 2.262%, (2.349% - 1 mo. USD LIBOR x 0.587), 10/25/45(18)		867		698,629
Series 2017-15, Class LE, 3.00%, 6/25/46		410		418,982
Series 2017-66, Class ZJ, 3.00%, 9/25/57		59		59,378
Series 2018-18, Class QD, 4.50%, 5/25/45		596		608,315
Series 2020-46, Class QZ, 2.50%, 3/15/48		93		93,208
Interest Only:(17)
Series 2004-46, Class SI, 5.87%, (6.00% - 1 mo. USD LIBOR), 5/25/34(18)		697		113,646
Series 2005-17, Class SA, 6.57%, (6.70% - 1 mo. USD LIBOR), 3/25/35(18)		787		183,979
Series 2006-42, Class PI, 6.442%, (6.59% - 1 mo. USD LIBOR), 6/25/36(18)		1,154		262,078
Series 2006-44, Class IS, 6.47%, (6.60% - 1 mo. USD LIBOR), 6/25/36(18)		954		220,311
Series 2007-50, Class LS, 6.302%, (6.45% - 1 mo. USD LIBOR), 6/25/37(18)		695		179,732
Series 2008-26, Class SA, 6.07%, (6.20% - 1 mo. USD LIBOR), 4/25/38(18)		1,115		246,878
Series 2008-61, Class S, 5.97%, (6.10% - 1 mo. USD LIBOR), 7/25/38(18)		1,666		311,348
Series 2010-109, Class PS, 6.47%, (6.60% - 1 mo. USD LIBOR), 10/25/40(18)		1,731		365,402
Series 2010-124, Class SJ, 5.92%, (6.05% - 1 mo. USD LIBOR), 11/25/38(18)		226		3,876
Series 2010-147, Class KS, 5.82%, (5.95% - 1 mo. USD LIBOR), 1/25/41(18)		2,226		370,718
Series 2012-52, Class AI, 3.50%, 8/25/26		662		31,872
Series 2012-63, Class EI, 3.50%, 8/25/40		325		1,847
Series 2012-103, Class GS, 5.97%, (6.10% - 1 mo. USD LIBOR), 2/25/40(18)		52		970
Series 2012-112, Class SB, 6.02%, (6.15% - 1 mo. USD LIBOR), 9/25/40(18)		1,387		57,789
Series 2012-118, Class IN, 3.50%, 11/25/42		2,369		322,539
Series 2012-150, Class PS, 6.02%, (6.15% - 1 mo. USD LIBOR), 1/25/43(18)		2,738		536,294
Series 2012-150, Class SK, 6.02%, (6.15% - 1 mo. USD LIBOR), 1/25/43(18)		1,526		274,322
Series 2013-23, Class CS, 6.12%, (6.25% - 1 mo. USD LIBOR), 3/25/33(18)		1,302		259,321
Series 2013-54, Class HS, 6.17%, (6.30% - 1 mo. USD LIBOR), 10/25/41(18)		547		31,619
Series 2014-32, Class EI, 4.00%, 6/25/44		418		65,143
Series 2014-55, Class IN, 3.50%, 7/25/44		1,120		151,430
Series 2014-80, Class BI, 3.00%, 12/25/44		2,150		239,413
Series 2014-89, Class IO, 3.50%, 1/25/45		798		82,436
Series 2015-14, Class KI, 3.00%, 3/25/45		2,254		253,250
Series 2015-17, Class SA, 6.07%, (6.20% - 1 mo. USD LIBOR), 11/25/43(18)		911		38,051
Series 2015-52, Class MI, 3.50%, 7/25/45		1,131		136,227
Series 2015-57, Class IO, 3.00%, 8/25/45		5,906		596,569
Series 2015-93, Class BS, 6.02%, (6.15% - 1 mo. USD LIBOR), 8/25/45(18)		1,383		130,803
Series 2017-46, Class NI, 3.00%, 8/25/42		961		18,780
Series 2018-21, Class IO, 3.00%, 4/25/48		2,024		225,882
Series 2020-23, Class SP, 5.902%, (6.05% - 1 mo. USD LIBOR), 2/25/50(18)		3,770		601,840
Series 2020-45, Class IJ, 2.50%, 7/25/50		3,526		401,572
Principal Only:(19)
Series 2006-8, Class WQ, 0.00%, 3/25/36		670		607,445
			$	13,004,349

31

Security	Principal Amount (000’s omitted)		Value
Government National Mortgage Association:
Series 2011-156, Class GA, 2.00%, 12/16/41	$	159	$	151,825
Series 2013-131, Class GS, 3.356%, (3.50% - 1 mo. USD LIBOR), 6/20/43(18)		428		355,670
Series 2017-121, Class DS, 4.369%, (4.50% - 1 mo. USD LIBOR), 8/20/47(17)(18)		1,998		230,548
Series 2020-146, Class IQ, 2.00%, 10/20/50(17)		7,934		769,326
			$	1,507,369
Total Collateralized Mortgage Obligations (identified cost $37,796,917)			$	31,167,914
Commercial Mortgage-Backed Securities — 7.6%
Security	Principal Amount (000’s omitted)		Value
BAMLL Commercial Mortgage Securities Trust
Series 2019-BPR, Class ENM, 3.719%, 11/5/32(8)(20)	$	795	$	674,093
Series 2019-BPR, Class FNM, 3.719%, 11/5/32(8)(20)		1,605		1,291,785
Citigroup Commercial Mortgage Trust
Series 2015-P1, Class D, 3.225%, 9/15/48(8)		2,000		1,726,193
COMM Mortgage Trust
Series 2013-CR11, Class D, 5.12%, 8/10/50(8)(20)		2,858		2,652,409
Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust
Series 2020-01, Class M10, 3.88%, (1 mo. USD LIBOR + 3.75%), 3/25/50(8)(13)		1,000		1,053,136
JPMBB Commercial Mortgage Securities Trust
Series 2014-C22, Class D, 4.554%, 9/15/47(8)(20)		1,850		1,084,060
Series 2014-C25, Class D, 3.95%, 11/15/47(8)(20)		360		286,192
JPMorgan Chase Commercial Mortgage Securities Trust
Series 2011-C5, Class D, 5.424%, 8/15/46(8)(20)		1,850		1,676,184
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2015-C23, Class D, 4.145%, 7/15/50(8)(20)		1,500		1,504,581
Series 2016-C29, Class D, 3.00%, 5/15/49(8)		1,000		845,857
Series 2016-C32, Class D, 3.396%, 12/15/49(8)(20)		250		197,734
Morgan Stanley Capital I Trust
Series 2016-UBS12, Class D, 3.312%, 12/15/49(8)		1,000		564,864
UBS Commercial Mortgage Trust
Series 2012-C1, Class D, 5.569%, 5/10/45(8)(20)		2,000		1,580,567
UBS-Barclays Commercial Mortgage Trust
Series 2013-C6, Class D, 4.307%, 4/10/46(8)(20)		1,000		743,405
Wells Fargo Commercial Mortgage Trust
Series 2013-LC12, Class D, 4.275%, 7/15/46(8)(20)		2,000		989,769
Series 2015-C31, Class D, 3.852%, 11/15/48		922		835,399
Series 2016-C35, Class D, 3.142%, 7/15/48(8)		1,000		813,602
Series 2016-C36, Class D, 2.942%, 11/15/59(8)		500		324,185
Total Commercial Mortgage-Backed Securities (identified cost $20,437,155)			$	18,844,015

32

Asset-Backed Securities — 14.5%
Security	Principal Amount (000’s omitted)		Value
AMMC CLO 15, Ltd.
Series 2014-15A, Class ERR, 7.151%, (3 mo. USD LIBOR + 6.91%), 1/15/32(8)(13)	$	2,000	$	1,985,402
AMMC CLO XII, Ltd.
Series 2013-12A, Class ER, 6.386%, (3 mo. USD LIBOR + 6.18%), 11/10/30(8)(13)		1,000		900,697
Ares LII CLO, Ltd.
Series 2019-52A, Class E, 6.772%, (3 mo. USD LIBOR + 6.55%), 4/22/31(8)(13)		1,000		996,613
Ares XXXIIR CLO, Ltd.
Series 2014-32RA, Class D, 6.071%, (3 mo. USD LIBOR + 5.85%), 5/15/30(8)(13)		1,000		982,011
BlueMountain CLO XXIV, Ltd.
Series 2019-24A, Class E, 6.984%, (3 mo. USD LIBOR + 6.76%), 4/20/31(8)(13)		1,250		1,251,006
Carlyle Global Market Strategies CLO, Ltd.
Series 2012-3A, Class DR2, 6.734%, (3 mo. USD LIBOR + 6.50%), 1/14/32(8)(13)		2,000		1,906,274
Series 2014-4RA, Class D, 5.891%, (3 mo. USD LIBOR + 5.65%), 7/15/30(8)(13)		1,000		897,551
Series 2015-5A, Class DR, 6.924%, (3 mo. USD LIBOR + 6.70%), 1/20/32(8)(13)		1,000		964,178
Galaxy XV CLO, Ltd.
Series 2013-15A, Class ER, 6.886%, (3 mo. USD LIBOR + 6.65%), 10/15/30(8)(13)		1,440		1,414,603
Galaxy XXI CLO, Ltd.
Series 2015-21A, Class ER, 5.474%, (3 mo. USD LIBOR + 5.25%), 4/20/31(8)(13)		1,000		953,384
Galaxy XXV CLO, Ltd.
Series 2018-25A, Class E, 6.168%, (3 mo. USD LIBOR + 5.95%), 10/25/31(8)(13)		1,250		1,220,001
Golub Capital Partners CLO 22B, Ltd.
Series 2015-22A, Class ER, 6.224%, (3 mo. USD LIBOR + 6.00%), 1/20/31(8)(13)		2,000		1,848,326
Golub Capital Partners CLO 23M, Ltd.
Series 2015-23A, Class ER, 5.974%, (3 mo. USD LIBOR + 5.75%), 1/20/31(8)(13)		2,000		1,822,762
Madison Park Funding XXV, Ltd.
Series 2017-25A, Class D, 6.318%, (3 mo. USD LIBOR + 6.10%), 4/25/29(8)(13)		3,000		2,990,307
Magnetite XXII, Ltd.
Series 2019-22A, Class E, 6.991%, (3 mo. USD LIBOR + 6.75%), 4/15/31(8)(13)		1,000		1,001,610
Neuberger Berman CLO XVIII, Ltd.
Series 2014-18A, Class DR2, 6.144%, (3 mo. USD LIBOR + 5.92%), 10/21/30(8)(13)		3,000		2,970,152
OHA Credit Partners VII, Ltd.
Series 2012-7A, Class ER, 7.724%, (3 mo. USD LIBOR + 7.50%), 11/20/27(8)(13)		4,000		3,999,916

33

Security	Principal Amount (000’s omitted)		Value
Palmer Square CLO, Ltd.
Series 2013-2A, Class DRR, 6.073%, (3 mo. USD LIBOR + 5.85%), 10/17/31(8)(13)	$	2,000	$	1,972,900
Series 2015-1A, Class DR2, 6.463%, (3 mo. USD LIBOR + 6.25%), 5/21/29(8)(13)		2,000		2,000,306
Regatta IX Funding, Ltd.
Series 2017-1A, Class E, 6.223%, (3 mo. USD LIBOR + 6.00%), 4/17/30(8)(13)		2,000		1,975,612
Voya CLO, Ltd.
Series 2015-3A, Class DR, 6.424%, (3 mo. USD LIBOR + 6.20%), 10/20/31(8)(13)		2,000		1,902,698
Total Asset-Backed Securities (identified cost $36,313,364)			$	35,956,309
Common Stocks — 0.3%
Security	Shares		Value
Automotive — 0.0%(7)
Dayco Products, LLC(21)(22)		8,898	$	26,694
			$	26,694
Electronics/Electrical — 0.2%
Answers Corp.(6)(21)(22)		5,814	$	3,372
Software Luxembourg Holding S.A., Class A(21)(22)		1,872		336,960
			$	340,332
Health Care — 0.0%(7)
Akorn Holding Company, LLC, Class A(21)(22)		6,053	$	82,472
			$	82,472
Nonferrous Metals/Minerals — 0.0%(7)
ACNR Holdings, Inc., Class A(21)(22)		587	$	4,109
			$	4,109
Oil and Gas — 0.0%(7)
AFG Holdings, Inc.(6)(21)(22)		3,122	$	38,869
McDermott International, Ltd.(21)(22)		12,407		12,655
RDV Resources, Inc., Class A(6)(21)(22)		4,228		0
Samson Resources II, LLC, Class A(6)(21)(22)		4,171		27,112
Sunrise Oil & Gas, Inc., Class A(21)(22)		9,281		2,784
			$	81,420
Publishing — 0.0%(7)
Tweddle Group, Inc.(6)(21)(22)		333	$	473
			$	473
Radio and Television — 0.1%
Clear Channel Outdoor Holdings, Inc.(21)(22)		11,266	$	22,419
Cumulus Media, Inc., Class A(21)(22)		6,722		58,347
iHeartMedia, Inc., Class A(21)(22)		4,791		69,661
			$	150,427

34

Security	Shares		Value
Retailers (Except Food and Drug) — 0.0%
David’s Bridal, LLC(6)(21)(22)		4,108	$	0
			$	0
Total Common Stocks (identified cost $1,122,470)			$	685,927
Preferred Stocks — 0.0%(7)
Security	Shares		Value
Financial Services — 0.0%(7)
DBI Investors, Inc., Series A-1(6)(21)(22)		194	$	5,186
			$	5,186
Nonferrous Metals/Minerals — 0.0%(7)
ACNR Holdings, Inc., 15.00% (PIK)(21)(22)		277	$	13,088
			$	13,088
Retailers (Except Food and Drug) — 0.0%(7)
David’s Bridal, LLC, Series A, 8.00% (PIK)(6)(21)(22)		114	$	3,047
David’s Bridal, LLC, Series B, 10.00% (PIK)(6)(21)(22)		466		12,456
			$	15,503
Total Preferred Stocks (identified cost $37,727)			$	33,777
Warrants — 0.0%(7)
Security	Shares		Value
Entertainment — 0.0%(7)
Cineworld Group, Exp. 11/23/25(21)(22)		19,735	$	9,624
			$	9,624
Health Care — 0.0%(7)
THAIHOT Investment Company US Limited, Exp. 10/13/27(6)(21)(22)		3	$	923
THAIHOT Investment Company US Limited, Exp. 10/13/27, (Contingent Warrants)(6)(21)(22)		187		0
			$	923
Retailers (Except Food and Drug) — 0.0%
David’s Bridal, LLC, Exp. 11/26/22(6)(21)(22)		793	$	0
			$	0
Total Warrants (identified cost $0)			$	10,547

35

Miscellaneous — 0.0%(7)
Security	Shares		Value
Oil and Gas — 0.0%(7)
Paragon Offshore Finance Company, Class A(21)(22)		270	$	81
Paragon Offshore Finance Company, Class B(21)(22)		135		1,654
Total Miscellaneous (identified cost $2,936)			$	1,735
Short-Term Investments — 7.6%
U.S. Treasury Obligations — 0.4%
Security	Principal Amount (000’s omitted)		Value
U.S. Treasury Bill, 0.00%, 2/4/21	$	525,000	$	524,999
U.S. Treasury Bill, 0.00%, 2/11/21		475,000		474,995
Total U.S. Treasury Obligations (identified cost $999,988)			$	999,994
Other — 7.2%
Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 0.11%(23)		17,966,206	$	17,966,206
Total Other (identified cost $17,966,206)			$	17,966,206
Total Short-Term Investments (identified cost $18,966,194)			$	18,966,200
Total Investments — 117.5% (identified cost $297,012,197)			$	291,372,508
Less Unfunded Loan Commitments — (0.0)%(7)			$	(79,445	)
Net Investments — 117.5% (identified cost $296,932,752)			$	291,293,063
Other Assets, Less Liabilities — (17.5)%			$	(43,341,467	)
Net Assets — 100.0%			$	247,951,596

36

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

* In U.S. dollars unless otherwise indicated.

(1) Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”). Base lending rates may be subject to a floor, or minimum rate. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

(2) The stated interest rate represents the weighted average interest rate at January 31, 2021 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

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

(4) 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.

(5) 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 January 31, 2021, the total value of unfunded loan commitments is $80,107.

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

(7) Amount is less than 0.05% or (0.05)%, as applicable.

(8) 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, 2021, the aggregate value of these securities is $76,144,415 or 30.7% of the Fund’s net assets.

(9) 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 January 31, 2021, the aggregate value of these securities is $28,307,792 or 11.4% of the Fund’s net assets.

(10) Represents a payment-in-kind security which may pay interest in additional principal at the issuer’s discretion.

(11) Step coupon security. Interest rate represents the rate in effect at January 31, 2021.

(12) 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.

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

(14) Loan is subject to scheduled mandatory prepayments. Maturity date shown reflects the final maturity date.

(15) 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 January 31, 2021.

(16) 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.

37

(17) 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.

(18) 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 January 31, 2021.

(19) Principal only security that entitles the holder to receive only principal payments on the underlying mortgages.

(20) Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at January 31, 2021.

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

(22) Non-income producing security.

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

(24) Principal amount is less than $500.

Centrally Cleared Forward Foreign Currency Exchange Contracts

Currency Purchased		Currency Sold		Settlement Date		Value/ Unrealized Appreciation (Depreciation)
EUR	925,982	USD	1,124,976		2/2/21	$	(1,251	)
EUR	790,000	USD	960,428		2/2/21		(1,724	)
USD	1,125,749	EUR	925,982		2/2/21		2,024
USD	959,771	EUR	790,000		2/2/21		1,067
EUR	790,000	USD	960,330		3/2/21		(1,041	)
USD	1,125,630	EUR	925,982		3/2/21		1,220
						$	295

Forward Foreign Currency Exchange Contracts

Currency Purchased		Currency Sold			Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
EUR	1,397,000		USD	1,697,215	Standard Chartered Bank		2/2/21	$	—	$	(1,887	)
USD	48,525		EUR	40,016	Citibank, N.A.		2/2/21		—		(36	)
USD	1,710,426		EUR	1,397,000	Standard Chartered Bank		2/2/21		15,097		—
USD	3,936,408		EUR	3,194,566	Standard Chartered Bank		2/8/21		59,151		—
USD	1,296,271		EUR	1,051,980	Standard Chartered Bank		2/8/21		19,479		—
USD	1,040,416		EUR	844,343	Standard Chartered Bank		2/8/21		15,634		—
USD	435,886		EUR	360,000	UBS AG		2/8/21		—		(1,047	)
USD	7,111		GBP	5,214	JPMorgan Chase Bank, N.A.		2/26/21		—		(35	)
USD	1,982		GBP	1,449	State Street Bank and Trust Company		2/26/21		—		(3	)
USD	1,698,215		EUR	1,397,000	Standard Chartered Bank		3/2/21		1,853		—
								$	111,214	$	(3,008	)

38

Futures Contracts

Description	Number of Contracts			Position		Expiration Date		Notional Amount			Value/ Unrealized Appreciation (Depreciation)
Interest Rate Futures
U.S. 5-Year Treasury Note		64			Long		3/31/21	$	8,056,000		$	425
U.S. 10-Year Treasury Note		49			Long		3/22/21		6,714,531			(33,125	)
5-Year USD Deliverable Interest Rate Swap		(6	)		Short		3/15/21		(597,891	)		2,625
10-Year USD Deliverable Interest Rate Swap		(7	)		Short		3/15/21		(672,219	)		14,219
Euro-Bobl		(2	)		Short		3/8/21		(328,265	)		24
Euro-Bund		(6	)		Short		3/8/21		(1,290,610	)		1,056
Euro-Buxl		(6	)		Short		3/8/21		(1,611,351	)		11,688
U.S. 5-Year Treasury Note		(2	)		Short		3/31/21		(251,750	)		94
U.S. Long Treasury Bond		(10	)		Short		3/22/21		(1,687,188	)		47,184
U.S. Ultra-Long Treasury Bond		(12	)		Short		3/22/21		(2,456,625	)		67,047
											$	111,237

Centrally Cleared Interest Rate Swaps

Notional Amount (000’s omitted)			Fund Pays/ Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
	EUR	108	Receives	6-month EURIBOR (pays semi-annually)	0.37% (pays annually)		2/12/50	$	(10,254	)	$	—	$	(10,254	)
	EUR	91	Receives	6-month EURIBOR (pays semi-annually)	0.38% (pays annually)		2/13/50		(8,857	)		2		(8,855	)
	EUR	106	Receives	6-month EURIBOR (pays semi-annually)	0.39% (pays annually)		2/13/50		(10,410	)		—		(10,410	)
	EUR	27	Receives	6-month EURIBOR (pays semi-annually)	0.38% (pays annually)		2/13/50		(2,617	)		—		(2,617	)
	EUR	141	Receives	6-month EURIBOR (pays semi-annually)	0.35% (pays annually)		2/18/50		(12,459	)		—		(12,459	)
	EUR	217	Receives	6-month EURIBOR (pays semi-annually)	0.34% (pays annually)		2/20/50		(18,068	)		—		(18,068	)
	EUR	310	Receives	6-month EURIBOR (pays semi-annually)	0.32% (pays annually)		2/21/50		(23,478	)		—		(23,478	)
	EUR	239	Receives	6-month EURIBOR (pays semi-annually)	0.12% (pays annually)		6/8/50		(508	)		—		(508	)
	USD	1,220	Receives	3-month USD-LIBOR (pays quarterly)	0.55% (pays semi-annually)		3/12/23		(11,371	)		—		(11,371	)
	USD	188	Receives	3-month USD-LIBOR (pays quarterly)	1.46% (pays semi-annually)		1/30/25		(8,117	)		—		(8,117	)
	USD	400	Receives	3-month USD-LIBOR (pays quarterly)	1.41% (pays semi-annually)		2/3/25		(19,028	)		—		(19,028	)
	USD	264	Receives	3-month USD-LIBOR (pays quarterly)	0.33% (pays semi-annually)		5/12/25		939			—		939

39

Notional Amount (000’s omitted)			Fund Pays/ Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
	USD	203	Receives	3-month USD-LIBOR (pays quarterly)	0.39% (pays semi-annually)		6/19/25	$	406		$	—		$	406
	USD	882	Receives	3-month USD-LIBOR (pays quarterly)	1.74% (pays semi-annually)		12/16/26		(57,515	)		—			(57,515	)
	USD	350	Receives	3-month USD-LIBOR (pays quarterly)	0.57% (pays semi-annually)		4/17/27		2,319			—			2,319
	USD	2,309	Receives	3-month USD-LIBOR (pays quarterly)	2.09% (pays semi-annually)		7/15/29		(212,801	)		662			(212,139	)
	USD	245	Receives	3-month USD-LIBOR (pays quarterly)	0.60% (pays semi-annually)		5/12/30		9,891			—			9,891
	USD	790	Receives	3-month USD-LIBOR (pays quarterly)	0.66% (pays semi-annually)		6/2/30		28,645			—			28,645
	USD	237	Receives	3-month USD-LIBOR (pays quarterly)	0.80% (pays semi-annually)		6/11/30		5,694			—			5,694
	USD	32	Receives	3-month USD-LIBOR (pays quarterly)	0.77% (pays semi-annually)		6/12/30		835			—			835
	USD	174	Receives	3-month USD-LIBOR (pays quarterly)	0.69% (pays semi-annually)		6/16/30		5,878			—			5,878
	USD	137	Receives	3-month USD-LIBOR (pays quarterly)	0.74% (pays semi-annually)		6/18/30		4,063			—			4,063
	USD	14	Receives	3-month USD-LIBOR (pays quarterly)	0.67% (pays semi-annually)		6/26/30		526			—			526
	USD	525	Receives	3-month USD-LIBOR (pays quarterly)	2.88% (pays semi-annually)		1/31/49		(160,148	)		(258	)		(160,406	)
	USD	68	Receives	3-month USD-LIBOR (pays quarterly)	1.70% (pays semi-annually)		8/27/49		(2,247	)		—			(2,247	)
	USD	30	Receives	3-month USD-LIBOR (pays quarterly)	1.65% (pays semi-annually)		8/28/49		(583	)		—			(583	)
	USD	650	Receives	3-month USD-LIBOR (pays quarterly)	1.87% (pays semi-annually)		10/25/49		(46,739	)		—			(46,739	)
	USD	294	Receives	3-month USD-LIBOR (pays quarterly)	1.82% (pays semi-annually)		12/6/49		(17,989	)		—			(17,989	)
	USD	41	Receives	3-month USD-LIBOR (pays quarterly)	1.81% (pays semi-annually)		12/6/49		(2,463	)		—			(2,463	)
	USD	15	Receives	3-month USD-LIBOR (pays quarterly)	1.90% (pays semi-annually)		1/8/50		(1,131	)		—			(1,131	)
	USD	710	Receives	3-month USD-LIBOR (pays quarterly)	0.96% (pays semi-annually)		6/2/50		110,152			—			110,152
	USD	174	Receives	3-month USD-LIBOR (pays quarterly)	1.10% (pays semi-annually)		6/11/50		20,942			—			20,942
	USD	156	Receives	3-month USD-LIBOR (pays quarterly)	0.93% (pays semi-annually)		6/15/50		25,433			—			25,433
	USD	70	Receives	3-month USD-LIBOR (pays quarterly)	0.93% (pays semi-annually)		6/15/50		11,490			—			11,490
	USD	82	Receives	3-month USD-LIBOR (pays quarterly)	0.97% (pays semi-annually)		6/16/50		12,569			—			12,569
	USD	120	Receives	3-month USD-LIBOR (pays quarterly)	0.97% (pays semi-annually)		6/17/50		18,327			—			18,327
	Total							$	(368,674	)	$	406		$	(368,268	)

40

Centrally Cleared Credit Default Swaps — Sell Protection

Reference Entity	Notional Amount* (000’s omitted)		Contract Annual Fixed Rate**	Termination Date		Current Market Annual Fixed Rate***			Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
Brazil	$	420	1.00% (pays quarterly)(1)		12/20/25		1.72	%	$	(13,885	)	$	21,927		$	8,042
Brazil		1,050	1.00% (pays quarterly)(1)		12/20/30		2.50			(133,636	)		128,727			(4,909	)
Colombia		5,000	1.00% (pays quarterly)(1)		12/20/25		1.13			(24,702	)		75,900			51,198
Indonesia		4,760	1.00% (pays quarterly)(1)		12/20/25		0.76			60,317			—			60,317
Mexico		2,500	1.00% (pays quarterly)(1)		12/20/25		0.95			9,117			36,684			45,801
Mexico		1,600	1.00% (pays quarterly)(1)		12/20/30		1.56			(78,777	)		80,872			2,095
Peru		5,000	1.00% (pays quarterly)(1)		12/20/25		0.63			95,793			(63,592	)		32,201
Poland		2,500	1.00% (pays quarterly)(1)		6/20/23		0.23			49,271			(22,729	)		26,542
South Africa		870	1.00% (pays quarterly)(1)		6/20/21		0.50			2,766			3,976			6,742
Turkey		820	1.00% (pays quarterly)(1)		6/20/21		1.35			(150	)		15,073			14,923
Turkey		1,160	1.00% (pays quarterly)(1)		6/20/25		2.98			(92,934	)		182,016			89,082
Total	$	25,680							$	(126,820	)	$	458,854		$	332,034

Credit Default Swaps — Sell Protection

Reference Entity	Counterparty	Notional Amount* (000’s omitted)		Contract Annual Fixed Rate**	Termination Date		Current Market Annual Fixed Rate***			Value		Unamortized Upfront Receipts (Payments)		Unrealized Appreciation
Croatia	Nomura International PLC	$	5,000	1.00% (pays quarterly)(1)		12/20/21		0.27	%	$	38,797	$	40,575	$	79,372
Cyprus	Goldman Sachs International		5,000	1.00% (pays quarterly)(1)		12/20/21		0.56			25,882		47,826		73,708
Dubai	Bank of America, N.A.		2,000	1.00% (pays quarterly)(1)		12/20/22		0.71			13,449		12,015		25,464
Dubai	Bank of America, N.A.		3,000	1.00% (pays quarterly)(1)		6/20/23		0.77			20,002		6,490		26,492

41

Reference Entity	Counterparty	Notional Amount* (000’s omitted)		Contract Annual Fixed Rate**	Termination Date		Current Market Annual Fixed Rate***			Value		Unamortized Upfront Receipts (Payments)			Unrealized Appreciation
Hungary	Barclays Bank PLC	$	2,200	1.00% (pays quarterly)(1)		12/20/21		0.23	%	$	17,889	$	1,822		$	19,711
Kazakhstan	Barclays Bank PLC		2,500	1.00% (pays quarterly)(1)		12/20/22		0.24			39,384		14,342			53,726
Romania	Barclays Bank PLC		2,200	1.00% (pays quarterly)(1)		12/20/21		0.29			16,690		(915	)		15,775
Total		$	21,900							$	172,093	$	122,155		$	294,248

* 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 January 31, 2021, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $47,580,000.

** 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:

COF	-	Cost of Funds 11th District
DIP	-	Debtor In Possession
EURIBOR	-	Euro Interbank Offered Rate
GDP	-	Gross Domestic Product
LIBOR	-	London Interbank Offered Rate
PIK	-	Payment In Kind
TBA	-	To Be Announced
Currency Abbreviations:
EUR	-	Euro
GBP	-	British Pound Sterling
USD	-	United States Dollar

42

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

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 various interest rate derivatives including futures contracts and interest rate swaps to manage the duration of its portfolio and to hedge against fluctuations in securities prices due to interest rates.

At January 31, 2021, the value of the Fund’s investment in affiliated funds was $17,966,206, which represents 7.2% of the Fund’s net assets. Transactions in affiliated funds by the Fund for the fiscal year to date ended January 31, 2021 were as follows:

Name of affiliated fund	Value, beginning of period		Purchases		Sales proceeds			Net realized gain (loss)		Change in unrealized appreciation (depreciation)			Value, end of period		Dividend income		Units, end of period
Short-Term Investments
Eaton Vance Cash Reserves Fund, LLC	$	13,984,920	$	40,695,343	$	(36,714,057	)	$	86	$	(86	)	$	17,966,206	$	3,937		17,966,206

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.

43

At January 31, 2021, 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
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)	$	—		$	81,738,870		$	207,873	$	81,946,743
Corporate Bonds & Notes		—			28,237,605			—		28,237,605
Foreign Government Securities		—			32,262,516			—		32,262,516
Sovereign Loans		—			3,634,852			—		3,634,852
Mortgage Pass-Throughs		—			39,544,923			—		39,544,923
Collateralized Mortgage Obligations		—			31,167,914			—		31,167,914
Commercial Mortgage-Backed Securities		—			18,844,015			—		18,844,015
Asset-Backed Securities		—			35,956,309			—		35,956,309
Common Stocks		163,082			453,019			69,826		685,927
Preferred Stocks		—			13,088			20,689		33,777
Warrants		—			9,624			923		10,547
Miscellaneous		—			1,735			—		1,735
Short-Term Investments —
U.S. Treasury Obligations		—			999,994			—		999,994
Other		—			17,966,206			—		17,966,206
Total Investments	$	163,082		$	290,830,670		$	299,311	$	291,293,063
Forward Foreign Currency Exchange Contracts	$	—		$	115,525		$	—	$	115,525
Futures Contracts		144,362			—			—		144,362
Swap Contracts		—			647,466			—		647,466
Total	$	307,444		$	291,593,661		$	299,311	$	292,200,416
Liability Description
Forward Foreign Currency Exchange Contracts	$	—		$	(7,024	)	$	—	$	(7,024	)
Futures Contracts		(33,125	)		—			—		(33,125	)
Swap Contracts		—			(970,867	)		—		(970,867	)
Total	$	(33,125	)	$	(977,891	)	$	—	$	(1,011,016	)

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

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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, 2021 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.

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