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

Eaton Vance

Short Duration Diversified Income Fund

July 31, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Asset-Backed Securities — 14.7%

Security	Principal Amount (000’s omitted)		Value
AMMC CLO 15, Ltd., Series 2014-15A, Class ERR, 7.036%, (3 mo. USD LIBOR + 6.91%), 1/15/32(1)(2)	$	2,000	$	1,971,752
AMMC CLO XII, Ltd., Series 2013-12A, Class ER, 6.342%, (3 mo. USD LIBOR + 6.18%), 11/10/30(1)(2)		1,000		937,619
Ares XXXIIR CLO, Ltd., Series 2014-32RA, Class D, 6.006%, (3 mo. USD LIBOR + 5.85%), 5/15/30(1)(2)		1,000		981,696
Carlyle Global Market Strategies CLO, Ltd.:
Series 2012-3A, Class DR2, 6.633%, (3 mo. USD LIBOR + 6.50%), 1/14/32(1)(2)		2,000		1,891,570
Series 2014-4RA, Class D, 5.776%, (3 mo. USD LIBOR + 5.65%), 7/15/30(1)(2)		1,000		904,286
Series 2015-5A, Class DR, 6.834%, (3 mo. USD LIBOR + 6.70%), 1/20/32(1)(2)		1,000		951,914
Galaxy XV CLO, Ltd., Series 2013-15A, Class ER, 6.771%, (3 mo. USD LIBOR + 6.65%), 10/15/30(1)(2)		1,440		1,425,852
Galaxy XXI CLO, Ltd., Series 2015-21A, Class ER, 5.384%, (3 mo. USD LIBOR + 5.25%), 4/20/31(1)(2)		1,000		953,458
Galaxy XXV CLO, Ltd., Series 2018-25A, Class E, 6.075%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2)		1,250		1,228,257
Golub Capital Partners CLO 22B, Ltd., Series 2015-22A, Class ER, 6.134%, (3 mo. USD LIBOR + 6.00%), 1/20/31(1)(2)		2,000		1,900,964
Golub Capital Partners CLO 23M, Ltd., Series 2015-23A, Class ER, 5.884%, (3 mo. USD LIBOR + 5.75%), 1/20/31(1)(2)		2,000		1,838,124
Madison Park Funding XXV, Ltd., Series 2017-25A, Class D, 6.225%, (3 mo. USD LIBOR + 6.10%), 4/25/29(1)(2)		3,000		2,999,883
Neuberger Berman CLO XVIII, Ltd., Series 2014-18A, Class DR2, 6.054%, (3 mo. USD LIBOR + 5.92%), 10/21/30(1)(2)		3,000		2,963,991
Palmer Square CLO, Ltd., Series 2013-2A, Class DRR, 5.984%, (3 mo. USD LIBOR + 5.85%), 10/17/31(1)(2)		2,000		1,970,218
Regatta IX Funding, Ltd., Series 2017-1A, Class E, 6.134%, (3 mo. USD LIBOR + 6.00%), 4/17/30(1)(2)		2,000		1,989,640
Voya CLO, Ltd., Series 2015-3A, Class DR, 6.334%, (3 mo. USD LIBOR + 6.20%), 10/20/31(1)(2)		2,000		1,796,966
Total Asset-Backed Securities (identified cost $27,127,343)			$	26,706,190

1

Collateralized Mortgage Obligations — 11.9%
Security	Principal Amount (000’s omitted)		Value
Federal Home Loan Mortgage Corp.:
Series 2113, Class QG, 6.00%, 1/15/29	$	266	$	297,190
Series 2167, Class BZ, 7.00%, 6/15/29		267		300,938
Series 2182, Class ZB, 8.00%, 9/15/29		417		476,242
Series 4273, Class PU, 4.00%, 11/15/43		420		461,823
Series 4337, Class YT, 3.50%, 4/15/49		104		104,051
Series 4452, Class ZJ, 3.00%, 11/15/44		1,189		1,191,839
Series 4608, Class TV, 3.50%, 1/15/55		713		715,482
Series 4626, Class UZ, 3.50%, 1/15/55		311		312,029
Series 4980, Class ZP, 2.50%, 7/25/49		12		11,690
Series 5035, Class AZ, 2.00%, 11/25/50		1,062		1,051,743
Interest Only:(3)
Series 362, Class C7, 3.50%, 9/15/47		1,782		177,945
Series 2631, Class DS, 7.007%, (7.10% - 1 mo. USD LIBOR), 6/15/33(4)		465		64,993
Series 2770, Class SH, 7.007%, (7.10% - 1 mo. USD LIBOR), 3/15/34(4)		806		187,921
Series 2981, Class CS, 6.627%, (6.72% - 1 mo. USD LIBOR), 5/15/35(4)		449		85,687
Series 3114, Class TS, 6.557%, (6.65% - 1 mo. USD LIBOR), 9/15/30(4)		976		135,954
Series 3339, Class JI, 6.497%, (6.59% - 1 mo. USD LIBOR), 7/15/37(4)		1,424		300,645
Series 4109, Class ES, 6.057%, (6.15% - 1 mo. USD LIBOR), 12/15/41(4)		32		7,782
Series 4121, Class IM, 4.00%, 10/15/39		248		1,211
Series 4163, Class GS, 6.107%, (6.20% - 1 mo. USD LIBOR), 11/15/32(4)		2,081		405,432
Series 4169, Class AS, 6.157%, (6.25% - 1 mo. USD LIBOR), 2/15/33(4)		1,159		201,389
Series 4180, Class GI, 3.50%, 8/15/26		469		13,803
Series 4203, Class QS, 6.157%, (6.25% - 1 mo. USD LIBOR), 5/15/43(4)		1,020		162,482
Series 4332, Class KI, 4.00%, 9/15/43		132		2,490
Series 4370, Class IO, 3.50%, 9/15/41		296		12,581
Series 4497, Class CS, 6.107%, (6.20% - 1 mo. USD LIBOR), 9/15/44(4)		581		43,960
Series 4507, Class EI, 4.00%, 8/15/44		1,544		146,388
Series 4535, Class JS, 6.007%, (6.10% - 1 mo. USD LIBOR), 11/15/43(4)		304		3,361
Series 4548, Class JS, 6.007%, (6.10% - 1 mo. USD LIBOR), 9/15/43(4)		513		10,682
Series 4629, Class QI, 3.50%, 11/15/46		1,103		103,111
Series 4644, Class TI, 3.50%, 1/15/45		858		56,469
Series 4653, Class PI, 3.50%, 7/15/44		243		1,183
Series 4667, Class PI, 3.50%, 5/15/42		828		16,390
Series 4676, Class DI, 4.00%, 7/15/44		571		7,305
Series 4744, Class IO, 4.00%, 11/15/47		919		107,803
Series 4749, Class IL, 4.00%, 12/15/47		710		83,317
Series 4767, Class IM, 4.00%, 5/15/45		387		6,322
Series 4768, Class IO, 4.00%, 3/15/48		852		99,401
Series 4772, Class PI, 4.00%, 1/15/48		617		71,329
Series 4966, Class SY, 5.961%, (6.05% - 1 mo. USD LIBOR), 4/25/50(4)		3,073		436,411
Principal Only:(5)
Series 3309, Class DO, 0.00%, 4/15/37		666		607,573
Series 4478, Class PO, 0.00%, 5/15/45		284		256,641
			$	8,740,988
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, Series 2020-DNA4, Class M2, 3.839%, (1 mo. USD LIBOR + 3.75%), 8/25/50(1)(2)	$	1,916	$	1,939,344
			$	1,939,344

2

Security	Principal Amount (000’s omitted)			Value
Federal National Mortgage Association:
Series 1991-122, Class N, 7.50%, 9/25/21	$	0	(6)	$	44
Series 1994-42, Class K, 6.50%, 4/25/24		59			63,136
Series 1997-38, Class N, 8.00%, 5/20/27		142			159,997
Series 2007-74, Class AC, 5.00%, 8/25/37		727			812,106
Series 2011-49, Class NT, 6.00%, (66.00% - 1 mo. USD LIBOR x 10.00, Cap 6.00%), 6/25/41(4)		212			234,261
Series 2012-134, Class ZT, 2.00%, 12/25/42		709			690,979
Series 2013-6, Class TA, 1.50%, 1/25/43		540			543,935
Series 2013-52, Class MD, 1.25%, 6/25/43		562			555,473
Series 2015-74, Class SL, 2.297%, (2.349% - 1 mo. USD LIBOR x 0.587), 10/25/45(4)		867			695,787
Series 2017-15, Class LE, 3.00%, 6/25/46		215			218,661
Series 2018-18, Class QD, 4.50%, 5/25/45		280			282,463
Interest Only:(3)
Series 2004-46, Class SI, 5.911%, (6.00% - 1 mo. USD LIBOR), 5/25/34(4)		595			91,686
Series 2005-17, Class SA, 6.611%, (6.70% - 1 mo. USD LIBOR), 3/25/35(4)		718			158,478
Series 2006-42, Class PI, 6.501%, (6.59% - 1 mo. USD LIBOR), 6/25/36(4)		1,056			221,756
Series 2006-44, Class IS, 6.511%, (6.60% - 1 mo. USD LIBOR), 6/25/36(4)		841			187,613
Series 2007-50, Class LS, 6.361%, (6.45% - 1 mo. USD LIBOR), 6/25/37(4)		672			128,595
Series 2008-26, Class SA, 6.111%, (6.20% - 1 mo. USD LIBOR), 4/25/38(4)		983			211,191
Series 2008-61, Class S, 6.011%, (6.10% - 1 mo. USD LIBOR), 7/25/38(4)		1,461			261,986
Series 2010-109, Class PS, 6.511%, (6.60% - 1 mo. USD LIBOR), 10/25/40(4)		1,491			308,122
Series 2010-147, Class KS, 5.861%, (5.95% - 1 mo. USD LIBOR), 1/25/41(4)		1,973			310,449
Series 2012-52, Class AI, 3.50%, 8/25/26		483			21,591
Series 2012-112, Class SB, 6.061%, (6.15% - 1 mo. USD LIBOR), 9/25/40(4)		393			5,357
Series 2012-118, Class IN, 3.50%, 11/25/42		1,929			301,335
Series 2012-150, Class PS, 6.061%, (6.15% - 1 mo. USD LIBOR), 1/25/43(4)		2,413			390,217
Series 2012-150, Class SK, 6.061%, (6.15% - 1 mo. USD LIBOR), 1/25/43(4)		1,345			220,620
Series 2013-23, Class CS, 6.161%, (6.25% - 1 mo. USD LIBOR), 3/25/33(4)		1,159			202,728
Series 2013-54, Class HS, 6.211%, (6.30% - 1 mo. USD LIBOR), 10/25/41(4)		380			17,304
Series 2014-32, Class EI, 4.00%, 6/25/44		337			38,696
Series 2014-55, Class IN, 3.50%, 7/25/44		791			123,078
Series 2014-80, Class BI, 3.00%, 12/25/44		1,472			166,377
Series 2014-89, Class IO, 3.50%, 1/25/45		596			74,843
Series 2015-14, Class KI, 3.00%, 3/25/45		1,621			210,920
Series 2015-17, Class SA, 6.111%, (6.20% - 1 mo. USD LIBOR), 11/25/43(4)		329			5,722
Series 2015-52, Class MI, 3.50%, 7/25/45		765			107,559
Series 2015-57, Class IO, 3.00%, 8/25/45		4,003			474,543
Series 2015-93, Class BS, 6.061%, (6.15% - 1 mo. USD LIBOR), 8/25/45(4)		838			83,978
Series 2017-46, Class NI, 3.00%, 8/25/42		296			1,849
Series 2018-21, Class IO, 3.00%, 4/25/48		1,354			119,312
Series 2020-23, Class SP, 5.961%, (6.05% - 1 mo. USD LIBOR), 2/25/50(4)		2,585			364,963
Series 2020-45, Class IJ, 2.50%, 7/25/50		3,187			272,107
Principal Only:(5)
Series 2006-8, Class WQ, 0.00%, 3/25/36		600			534,910
				$	9,874,727
Government National Mortgage Association:
Series 2011-156, Class GA, 2.00%, 12/16/41	$	56		$	52,316
Series 2013-131, Class GS, 3.40%, (3.50% - 1 mo. USD LIBOR), 6/20/43(4)		320			228,542

3

Security	Principal Amount (000’s omitted)		Value
Interest Only:(3)
Series 2017-121, Class DS, 4.416%, (4.50% - 1 mo. USD LIBOR), 8/20/47(4)	$	1,550	$	175,654
Series 2020-146, Class IQ, 2.00%, 10/20/50		7,640		716,189
			$	1,172,701
Total Collateralized Mortgage Obligations (identified cost $32,601,580)			$	21,727,760
Commercial Mortgage-Backed Securities — 9.4%
Security	Principal Amount (000’s omitted)		Value
BAMLL Commercial Mortgage Securities Trust:
Series 2019-BPR, Class ENM, 3.719%, 11/5/32(1)(7)	$	795	$	725,645
Series 2019-BPR, Class FNM, 3.719%, 11/5/32(1)(7)		1,605		1,364,650
COMM Mortgage Trust, Series 2013-CR11, Class D, 5.119%, 8/10/50(1)(7)		2,858		2,848,832
Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class M10, 3.839%, (1 mo. USD LIBOR + 3.75%), 3/25/50(1)(2)		1,000		1,050,330
JPMBB Commercial Mortgage Securities Trust:
Series 2014-C22, Class D, 4.553%, 9/15/47(1)(7)		1,850		1,422,253
Series 2014-C25, Class D, 3.946%, 11/15/47(1)(7)		360		289,940
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2011-C5, Class D, 5.435%, 8/15/46(1)(7)		1,850		1,658,194
Morgan Stanley Bank of America Merrill Lynch Trust:
Series 2016-C29, Class D, 3.00%, 5/15/49(1)(8)		1,000		882,692
Series 2016-C32, Class D, 3.396%, 12/15/49(1)(7)(8)		250		209,804
Morgan Stanley Capital I Trust, Series 2016-UBS12, Class D, 3.312%, 12/15/49(1)(8)		1,000		585,927
UBS Commercial Mortgage Trust, Series 2012-C1, Class D, 5.551%, 5/10/45(1)(7)		2,000		1,917,385
UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class D, 4.305%, 4/10/46(1)(7)		1,000		817,613
Wells Fargo Commercial Mortgage Trust:
Series 2013-LC12, Class D, 4.308%, 7/15/46(1)(7)		2,000		1,144,852
Series 2015-C31, Class D, 3.852%, 11/15/48		922		881,376
Series 2016-C35, Class D, 3.142%, 7/15/48(1)		1,000		833,507
Series 2016-C36, Class D, 2.942%, 11/15/59(1)		500		385,557
Total Commercial Mortgage-Backed Securities (identified cost $17,864,737)			$	17,018,557
U.S. Government Agency Mortgage-Backed Securities — 22.9%
Security	Principal Amount (000’s omitted)		Value
Federal Home Loan Mortgage Corp.:
2.796%, (COF + 1.25%), 1/1/35(9)	$	634	$	652,298
3.00%, 5/1/50		1,439		1,509,981
4.50%, with various maturities to 2048		139		147,729

4

Security	Principal Amount (000’s omitted)		Value
6.00%, 3/1/29	$	681	$	770,808
6.15%, 7/20/27		141		154,674
6.50%, 7/1/32		518		584,585
7.00%, 4/1/36		620		717,139
7.50%, 11/17/24		131		133,294
9.00%, 3/1/31		6		6,284
			$	4,676,792
Federal National Mortgage Association:
30-Year, 2.50%, TBA(10)	$	8,550	$	8,889,397
1.781%, (6 mo. USD LIBOR + 1.54%), 9/1/37(9)		156		162,665
2.50%, with various maturities to 2051		8,538		8,911,539
3.00%, 6/1/50		3,027		3,177,248
5.00%, with various maturities to 2040		966		1,093,478
5.50%, with various maturities to 2033		777		879,355
6.00%, 11/1/23		182		190,652
6.329%, (COF + 2.00%, Floor 6.329%), 7/1/32(9)		188		209,148
6.50%, with various maturities to 2036		1,335		1,516,368
7.00%, with various maturities to 2037		603		685,264
10.00%, 8/1/31		9		9,729
			$	25,724,843
Government National Mortgage Association:
2.50%, 6/20/51	$	4,636	$	4,827,193
3.00%, 6/20/51		4,981		5,240,607
4.50%, 10/15/47		468		525,976
7.50%, 8/15/25		137		144,558
8.00%, 3/15/34		516		578,666
9.50%, 7/15/25		2		2,083
			$	11,319,083
Total U.S. Government Agency Mortgage-Backed Securities (identified cost $40,960,231)			$	41,720,718
Common Stocks — 0.4%
Security	Shares		Value
Automotive — 0.0%(11)
Dayco Products, LLC(12)(13)		8,898	$	66,735
			$	66,735
Electronics/Electrical — 0.1%
Skillsoft Corp.(12)(13)		11,700	$	100,632
			$	100,632
Health Care — 0.1%
Akorn Holding Company, LLC, Class A(12)(13)		6,053	$	92,308
			$	92,308
Nonferrous Metals/Minerals — 0.0%(11)
ACNR Holdings, Inc., Class A(12)(13)		587	$	13,795
			$	13,795

5

Security	Shares		Value
Oil and Gas — 0.0%(11)
AFG Holdings, Inc.(12)(13)(14)		3,122	$	33,842
McDermott International, Ltd.(12)(13)		12,407		4,107
RDV Resources, Inc., Class A(12)(13)		4,228		740
Sunrise Oil & Gas, Inc., Class A(12)(13)		9,281		27,843
			$	66,532
Publishing — 0.0%(11)
Tweddle Group, Inc.(12)(13)(14)		333	$	3,027
			$	3,027
Radio and Television — 0.1%
Clear Channel Outdoor Holdings, Inc.(12)(13)		11,266	$	29,968
Cumulus Media, Inc., Class A(12)(13)		6,722		79,252
iHeartMedia, Inc., Class A(12)(13)		4,791		123,847
			$	233,067
Telecommunications — 0.1%
GEE Acquisition Holdings Corp.(12)(13)(14)		3,588	$	75,097
			$	75,097
Total Common Stocks (identified cost $867,643)			$	651,193
Corporate Bonds — 12.9%
Security	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 0.2%
Bombardier, Inc., 6.00%, 10/15/22(1)	$	163	$	163,831
TransDigm, Inc., 6.25%, 3/15/26(1)		179		187,950
			$	351,781
Automotive — 0.4%
Clarios Global, L.P.:
6.25%, 5/15/26(1)	$	116	$	122,815
8.50%, 5/15/27(1)		642		694,162
			$	816,977
Building and Development — 0.2%
Five Point Operating Co., L.P./Five Point Capital Corp., 7.875%, 11/15/25(1)	$	84	$	88,101
Greystar Real Estate Partners, LLC, 5.75%, 12/1/25(1)		187		191,262
			$	279,363
Business Equipment and Services — 0.9%
GEMS MENASA Cayman, Ltd./GEMS Education Delaware, LLC, 7.125%, 7/31/26(1)	$	460	$	475,663
Terminix Co., LLC (The), 7.45%, 8/15/27		1,000		1,179,735
			$	1,655,398
Cable and Satellite Television — 1.1%
Altice France S.A., 7.375%, 5/1/26(1)	$	200	$	208,250
CCO Holdings, LLC/CCO Holdings Capital Corp.:
4.75%, 3/1/30(1)		75		79,590
5.50%, 5/1/26(1)		1,000		1,034,970

6

Security	Principal Amount (000’s omitted)		Value
CSC Holdings, LLC:
5.75%, 1/15/30(1)	$	200	$	208,719
7.50%, 4/1/28(1)		500		546,250
			$	2,077,779
Conglomerates — 0.3%
Spectrum Brands, Inc., 5.00%, 10/1/29(1)	$	530	$	563,091
			$	563,091
Distribution & Wholesale — 0.0%(11)
Performance Food Group, Inc., 5.50%, 10/15/27(1)	$	69	$	71,962
			$	71,962
Drugs — 0.3%
Bausch Health Americas, Inc., 8.50%, 1/31/27(1)	$	63	$	68,198
Bausch Health Companies, Inc.:
5.75%, 8/15/27(1)		31		32,730
9.00%, 12/15/25(1)		338		361,183
			$	462,111
Ecological Services and Equipment — 0.6%
Covanta Holding Corp., 5.875%, 7/1/25	$	1,000	$	1,039,495
Waste Pro USA, Inc., 5.50%, 2/15/26(1)		25		25,530
			$	1,065,025
Electronics/Electrical — 0.0%(11)
Sensata Technologies, Inc., 4.375%, 2/15/30(1)	$	45	$	48,210
			$	48,210
Financial Services — 0.5%
Vietnam Debt and Asset Trading Corp., 1.00%, 10/10/25(15)	$	1,060	$	959,300
			$	959,300
Food Products — 0.2%
JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc., 5.50%, 1/15/30(1)	$	353	$	394,502
			$	394,502
Health Care — 1.6%
Centene Corp.:
3.00%, 10/15/30	$	624	$	649,372
5.375%, 8/15/26(1)		45		46,922
HCA, Inc., 5.875%, 2/1/29		753		922,425
LifePoint Health, Inc., 5.375%, 1/15/29(1)		447		445,333
Molina Healthcare, Inc., 3.875%, 11/15/30(1)		296		314,387
MPH Acquisition Holdings, LLC, 5.75%, 11/1/28(1)		529		514,373
			$	2,892,812
Insurance — 0.5%
Hub International, Ltd., 7.00%, 5/1/26(1)	$	948	$	982,616
			$	982,616
Internet Software & Services — 0.2%
Netflix, Inc., 5.875%, 11/15/28	$	230	$	286,112
			$	286,112

7

Security	Principal Amount (000’s omitted)		Value
Leisure Goods/Activities/Movies — 0.3%
Viking Cruises, Ltd., 5.875%, 9/15/27(1)	$	540	$	514,350
			$	514,350
Lodging and Casinos — 0.5%
Caesars Resort Collection, LLC/CRC Finco, Inc., 5.25%, 10/15/25(1)	$	657	$	663,183
MGM Growth Properties Operating Partnership, L.P./MGP Finance Co-Issuer, Inc., 5.75%, 2/1/27		44		49,239
Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp., 5.25%, 5/15/27(1)		110		115,599
			$	828,021
Media — 0.3%
Scripps Escrow, Inc., 5.875%, 7/15/27(1)	$	477	$	494,320
			$	494,320
Metals/Mining — 0.1%
Cleveland-Cliffs, Inc., 6.75%, 3/15/26(1)	$	112	$	121,018
			$	121,018
Nonferrous Metals/Minerals — 0.2%
First Quantum Minerals, Ltd., 7.25%, 4/1/23(1)	$	441	$	449,820
			$	449,820
Oil and Gas — 1.0%
Archrock Partners L.P./Archrock Partners Finance Corp., 6.875%, 4/1/27(1)	$	250	$	263,047
Great Western Petroleum, LLC/Great Western Finance Corp., 12.00%, 9/1/25(1)		592		591,384
Petroleos Mexicanos:
6.75%, 9/21/47		784		701,947
6.84%, 1/23/30		307		320,646
			$	1,877,024
Packaging & Containers — 0.2%
ARD Finance S.A., 6.50%, (6.50% cash or 7.25% PIK), 6/30/27(1)(16)	$	341	$	360,164
			$	360,164
Pipelines — 0.1%
Cheniere Energy Partners, L.P., 4.50%, 10/1/29	$	71	$	76,680
Crestwood Midstream Partners, L.P./Crestwood Midstream Finance Corp., 5.625%, 5/1/27(1)		83		84,963
			$	161,643
Radio and Television — 0.8%
Diamond Sports Group, LLC/Diamond Sports Finance Co., 5.375%, 8/15/26(1)	$	146	$	84,862
iHeartCommunications, Inc.:
6.375%, 5/1/26		27		28,619
8.375%, 5/1/27		49		52,302
Sirius XM Radio, Inc.:
4.125%, 7/1/30(1)		124		128,092
4.625%, 7/15/24(1)		124		127,100
5.50%, 7/1/29(1)		500		548,283
Terrier Media Buyer, Inc., 8.875%, 12/15/27(1)		443		474,342
			$	1,443,600

8

Security	Principal Amount (000’s omitted)		Value
Real Estate Investment Trusts (REITs) — 0.3%
Service Properties Trust, 3.95%, 1/15/28	$	591	$	554,801
Uniti Group, L.P./Uniti Fiber Holdings, Inc./CSL Capital, LLC, 7.125%, 12/15/24(1)		72		74,145
			$	628,946
Steel — 0.7%
Allegheny Technologies, Inc., 7.875%, 8/15/23	$	453	$	496,792
Infrabuild Australia Pty, Ltd., 12.00%, 10/1/24(1)		664		709,703
			$	1,206,495
Surface Transport — 0.2%
XPO Logistics, Inc., 6.125%, 9/1/23(1)	$	346	$	348,102
			$	348,102
Telecommunications — 1.1%
Altice France Holding S.A., 10.50%, 5/15/27(1)	$	269	$	296,255
Connect Finco S.a.r.l./Connect US Finco, LLC, 6.75%, 10/1/26(1)		200		210,500
Hughes Satellite Systems Corp., 6.625%, 8/1/26		470		529,674
Lumen Technologies, Inc., 7.50%, 4/1/24		66		74,318
Sprint Capital Corp., 6.875%, 11/15/28		191		246,650
Sprint Communications, Inc., 6.00%, 11/15/22		25		26,518
Sprint Corp., 7.875%, 9/15/23		533		603,702
ViaSat, Inc., 5.625%, 4/15/27(1)		62		64,503
			$	2,052,120
Utilities — 0.1%
Calpine Corp., 5.25%, 6/1/26(1)	$	51	$	52,599
TerraForm Power Operating, LLC:
4.25%, 1/31/23(1)		45		46,311
5.00%, 1/31/28(1)		70		75,697
			$	174,607
Total Corporate Bonds (identified cost $22,418,096)			$	23,567,269
Preferred Stocks — 0.0%(11)
Security	Shares		Value
Nonferrous Metals/Minerals — 0.0%(11)
ACNR Holdings, Inc., 15.00% (PIK)(12)(13)		277	$	31,370
Total Preferred Stocks (identified cost $0)			$	31,370
Senior Floating-Rate Loans — 39.6%(17)
Borrower/Description	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 0.1%
AI Convoy (Luxembourg) S.a.r.l., Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), 1/17/27(18)		98	$	98,562

9

Borrower/Description	Principal Amount* (000’s omitted)		Value
Dynasty Acquisition Co., Inc.:
Term Loan, 3.647%, (3 mo. USD LIBOR + 3.50%), 4/6/26		43	$	41,620
Term Loan, 3.647%, (3 mo. USD LIBOR + 3.50%), 4/6/26		80		77,414
			$	217,596
Air Transport — 0.3%
Brown Group Holding, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 6/7/28		164	$	163,032
Mileage Plus Holdings, LLC, Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), 6/21/27		125		132,770
SkyMiles IP, Ltd., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/20/27		300		317,287
			$	613,089
Automotive — 1.9%
Adient US, LLC, Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 4/8/28		125	$	125,052
Autokiniton US Holdings, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.50%, Floor 0.50%), 4/6/28		175		176,313
Belron Finance US, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 4/13/28		125		124,181
Clarios Global, L.P., Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 4/30/26		500		496,699
Dayco Products, LLC, Term Loan, 4.385%, (3 mo. USD LIBOR + 4.25%), 5/19/23		168		164,360
Garrett LX I S.a.r.l., Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/30/28		100		99,875
Gates Global, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), 3/31/27		294		292,506
Goodyear Tire & Rubber Company (The), Term Loan - Second Lien, 2.11%, (1 mo. USD LIBOR + 2.00%), 3/7/25		383		379,692
Les Schwab Tire Centers, Term Loan, 4.00%, (6 mo. USD LIBOR + 3.25%, Floor 0.75%), 11/2/27		398		398,808
MajorDrive Holdings IV, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 4.00%, Floor 0.50%), 5/12/28		75		74,930
Tenneco, Inc., Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 10/1/25		512		506,756
Thor Industries, Inc., Term Loan, 3.125%, (1 mo. USD LIBOR + 3.00%), 2/1/26		142		141,836
TI Group Automotive Systems, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 12/16/26		100		99,999
Truck Hero, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 1/31/28		200		199,213
Wheel Pros, LLC, Term Loan, 5.25%, (1 mo. USD LIBOR + 4.50%, Floor 0.75%), 5/11/28		125		125,547
			$	3,405,767
Beverage and Tobacco — 0.2%
Arterra Wines Canada, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/24/27		149	$	149,250
City Brewing Company, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 4/5/28		125		124,453
			$	273,703

10

Borrower/Description	Principal Amount* (000’s omitted)		Value
Brokerage/Securities Dealers/Investment Houses — 0.3%
Advisor Group, Inc., Term Loan, 4.592%, (1 mo. USD LIBOR + 4.50%), 7/31/26		172	$	172,510
Hudson River Trading, LLC, Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 3/20/28		299		294,854
			$	467,364
Building and Development — 1.4%
Aegion Corporation, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 5/17/28		75	$	75,938
American Residential Services, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/15/27		100		99,500
Beacon Roofing Supply, Inc., Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 4/23/28		150		149,277
Brookfield Property REIT, Inc., Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 8/27/25		146		141,886
CP Atlas Buyer, Inc., Term Loan, 4.25%, (USD LIBOR + 3.75%, Floor 0.50%), 11/23/27(18)		175		173,962
CPG International, Inc., Term Loan, 3.25%, (3 mo. USD LIBOR + 2.50%, Floor 0.75%), 5/5/24		221		220,609
Cushman & Wakefield U.S. Borrower, LLC, Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 8/21/25		780		770,048
Foundation Building Materials Holding Company, LLC, Term Loan, 3.75%, (USD LIBOR + 3.25%, Floor 0.50%), 2/3/28(18)		175		173,287
Northstar Group Services, Inc., Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), 11/12/26		198		198,981
Park River Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 12/28/27		100		99,010
SRS Distribution, Inc., Term Loan, 4.25%, (6 mo. USD LIBOR + 3.75%, Floor 0.50%), 6/2/28		150		149,156
White Cap Buyer, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 4.00%, Floor 0.50%), 10/19/27		323		323,187
			$	2,574,841
Business Equipment and Services — 4.0%
AlixPartners, LLP, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 2/4/28		224	$	223,343
Allied Universal Holdco, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 5/12/28		469		469,104
AppLovin Corporation, Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 8/15/25		416		413,437
Bracket Intermediate Holding Corp., Term Loan, 4.395%, (3 mo. USD LIBOR + 4.25%), 9/5/25		122		121,461
Camelot U.S. Acquisition 1 Co.:
Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 10/30/26		271		268,801
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/30/26		174		173,418
CCC Information Services, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 4/29/24		176		175,656
Ceridian HCM Holding, Inc., Term Loan, 2.584%, (1 week USD LIBOR + 2.50%), 4/30/25		219		215,223
Deerfield Dakota Holding, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 4/9/27		322		321,985

11

Borrower/Description	Principal Amount* (000’s omitted)		Value
EAB Global, Inc., Term Loan, 4.75%, (USD LIBOR + 3.75%, Floor 1.00%), 11/15/24(18)		194	$	193,288
Employbridge, LLC, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 7/14/28		225		222,650
Endure Digital, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 2/10/28		450		444,609
Garda World Security Corporation, Term Loan, 4.34%, (1 mo. USD LIBOR + 4.25%), 10/30/26		120		120,124
Grab Holdings, Inc., Term Loan, 5.50%, (6 mo. USD LIBOR + 4.50%, Floor 1.00%), 1/29/26		349		350,871
Greeneden U.S. Holdings II, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27		124		124,619
IG Investment Holdings, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 5/23/25		420		421,116
Intrado Corp., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 10/10/24		151		147,070
IRI Holdings, Inc., Term Loan, 4.337%, (1 mo. USD LIBOR + 4.25%), 12/1/25		219		219,307
Iron Mountain, Inc., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 1/2/26		121		118,972
Ivanti Software, Inc.:
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27		100		99,470
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/1/27		399		399,249
KAR Auction Services, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 9/19/26		98		97,022
KUEHG Corp.:
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/21/25		309		302,005
Term Loan - Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), 8/22/25		50		49,063
Magnite, Inc., Term Loan, 5.75%, (3 mo. USD LIBOR + 5.00%, Floor 0.75%), 4/28/28		100		99,750
Monitronics International, Inc., Term Loan, 7.75%, (1 mo. USD LIBOR + 6.50%, Floor 1.25%), 3/29/24		198		191,715
Nielsen Consumer, Inc., Term Loan, 4.103%, (1 mo. USD LIBOR + 4.00%), 3/6/28		100		99,723
Packaging Coordinators Midco, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/30/27		175		174,606
Skopima Merger Sub, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 4.00%, Floor 0.50%), 4/30/28		150		149,187
Spin Holdco, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 3/1/28		599		598,874
Techem Verwaltungsgesellschaft 675 mbH, Term Loan, 2.375%, (3 mo. EURIBOR + 2.375%), 7/15/25	EUR	111		129,977
Tempo Acquisition, LLC, Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 11/2/26		127		126,741
			$	7,262,436

12

Borrower/Description	Principal Amount* (000’s omitted)		Value
Cable and Satellite Television — 1.3%
CSC Holdings, LLC:
Term Loan, 2.343%, (1 mo. USD LIBOR + 2.25%), 7/17/25		440	$	433,803
Term Loan, 2.343%, (1 mo. USD LIBOR + 2.25%), 1/15/26		146		144,159
Term Loan, 2.593%, (1 mo. USD LIBOR + 2.50%), 4/15/27		195		192,546
Numericable Group S.A., Term Loan, 2.879%, (3 mo. USD LIBOR + 2.75%), 7/31/25		311		304,614
Telenet Financing USD, LLC, Term Loan, 2.093%, (1 mo. USD LIBOR + 2.00%), 4/30/28		575		565,143
UPC Broadband Holding B.V., Term Loan, 2.343%, (1 mo. USD LIBOR + 2.25%), 4/30/28		125		123,086
UPC Financing Partnership, Term Loan, 3.093%, (1 mo. USD LIBOR + 3.00%), 1/31/29		450		446,168
Virgin Media Bristol, LLC, Term Loan, 3.343%, (1 mo. USD LIBOR + 3.25%), 1/31/29		175		174,422
			$	2,383,941
Chemicals and Plastics — 1.6%
Aruba Investments, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/24/27		100	$	100,373
Atotech B.V., Term Loan, 3.00%, (3 mo. USD LIBOR + 2.50%, Floor 0.50%), 3/18/28		150		149,578
CPC Acquisition Corp., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/29/27		125		124,064
Emerald Performance Materials, LLC, Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), 8/12/25		238		239,318
Ferro Corporation:
Term Loan, 2.397%, (3 mo. USD LIBOR + 2.25%), 2/14/24		22		21,579
Term Loan, 2.397%, (3 mo. USD LIBOR + 2.25%), 2/14/24		22		22,048
Gemini HDPE, LLC, Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 12/31/27		122		121,882
Herens Holdco S.a r.l., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 6/29/28		200		200,344
Hexion, Inc., Term Loan, 3.65%, (3 mo. USD LIBOR + 3.50%), 7/1/26		123		122,475
Illuminate Buyer, LLC, Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 6/30/27		124		123,521
INEOS Enterprises Holdings II Limited, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 8/31/26	EUR	25		29,625
INEOS Styrolution US Holding, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 1/29/26		400		399,417
INEOS US Finance, LLC, Term Loan, 2.107%, (1 mo. USD LIBOR + 2.00%), 4/1/24		507		501,453
LSF11 Skyscraper Holdco S.a.r.l., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 9/29/27		125		124,843
PQ Corporation, Term Loan, 2.379%, (3 mo. USD LIBOR + 2.25%), 2/7/27		60		60,008

13

Borrower/Description	Principal Amount* (000’s omitted)		Value
Pregis TopCo Corporation, Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 7/31/26		99	$	98,623
Starfruit Finco B.V., Term Loan, 2.835%, (1 mo. USD LIBOR + 2.75%), 10/1/25		299		296,048
Tronox Finance, LLC, Term Loan, 2.628%, (3 mo. USD LIBOR + 2.50%), 3/13/28		270		267,521
			$	3,002,720
Containers and Glass Products — 0.5%
BWAY Holding Company, Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 4/3/24		231	$	223,966
Flex Acquisition Company, Inc., Term Loan, 3.395%, (3 mo. USD LIBOR + 3.25%), 6/29/25		218		214,802
Reynolds Group Holdings, Inc., Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 2/5/26		224		221,576
TricorBraun Holdings, Inc.:
Term Loan, 3.325%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/3/28(19)		18		18,217
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/3/28		82		80,989
Trident TPI Holdings, Inc.:
Term Loan, 7/28/28(20)		109		109,540
Term Loan, 7/29/28(20)		16		15,538
			$	884,628
Cosmetics/Toiletries — 0.1%
Kronos Acquisition Holdings, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 12/22/26		199	$	197,152
			$	197,152
Drugs — 1.5%
Akorn, Inc., Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 10/1/25		71	$	72,526
Alkermes, Inc., Term Loan, 3.00%, (3 mo. USD LIBOR + 2.50%, Floor 0.50%), 3/9/26		69		69,108
Amneal Pharmaceuticals, LLC, Term Loan, 3.625%, (1 mo. USD LIBOR + 3.50%), 5/4/25		506		490,265
Arbor Pharmaceuticals, Inc., Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), 7/5/23		105		104,951
Bausch Health Companies, Inc., Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 6/2/25		541		537,587
Catalent Pharma Solutions, Inc., Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 2/22/28		147		147,873
Elanco Animal Health Incorporated, Term Loan, 1.85%, (1 mo. USD LIBOR + 1.75%), 8/2/27		291		285,591
Jazz Financing Lux S.a.r.l., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 5/5/28		250		250,573
Mallinckrodt International Finance S.A.:
Term Loan, 6.00%, (6 mo. USD LIBOR + 5.25%, Floor 0.75%), 9/24/24		647		629,509
Term Loan, 6.25%, (6 mo. USD LIBOR + 5.50%, Floor 0.75%), 2/24/25		216		209,625
			$	2,797,608

14

Borrower/Description	Principal Amount* (000’s omitted)		Value
Ecological Services and Equipment — 0.3%
EnergySolutions, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 5/9/25		161	$	160,833
GFL Environmental, Inc., Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 5/30/25		199		199,583
TruGreen Limited Partnership, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/2/27		100		100,060
			$	460,476
Electronics/Electrical — 8.0%
Applied Systems, Inc.:
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 9/19/24		687	$	685,749
Term Loan - Second Lien, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), 9/19/25		74		75,318
AQA Acquisition Holding, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.25%, Floor 0.50%), 3/3/28		125		125,365
Astra Acquisition Corp., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 3/1/27		124		123,907
Banff Merger Sub, Inc., Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 10/2/25		351		347,981
CentralSquare Technologies, LLC, Term Loan, 3.897%, (3 mo. USD LIBOR + 3.75%), 8/29/25		122		114,197
Cloudera, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), 12/22/27		100		99,506
Cohu, Inc., Term Loan, 3.172%, (6 mo. USD LIBOR + 3.00%), 10/1/25		33		33,125
CommScope, Inc., Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 4/6/26		270		268,566
Constant Contact, Inc.:
Term Loan, 4.75%, 2/10/28(19)		58		57,962
Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), 2/10/28		217		215,749
Cornerstone OnDemand, Inc., Term Loan, 3.339%, (1 mo. USD LIBOR + 3.25%), 4/22/27		232		231,358
Delta TopCo, Inc.:
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/1/27		224		224,578
Term Loan - Second Lien, 8.00%, (6 mo. USD LIBOR + 7.25%, Floor 0.75%), 12/1/28		300		304,875
E2open, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 2/4/28		125		125,094
ECI Macola Max Holdings, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/9/27		174		174,517
Electro Rent Corporation, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 1/31/24		264		264,927
Epicor Software Corporation, Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 7/30/27		99		98,451
EXC Holdings III Corp., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 12/2/24		97		97,497
Finastra USA, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/13/24		388		382,033
Gainwell Acquisition Corp., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/1/27		847		847,339
Go Daddy Operating Company, LLC, Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 2/15/24		593		587,605

15

Borrower/Description	Principal Amount* (000’s omitted)		Value
Hyland Software, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 7/1/24		516	$	517,658
Imperva, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 1/12/26		99		99,356
Imprivata, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.50%, Floor 0.50%), 12/1/27		175		174,475
Informatica, LLC, Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 2/25/27		913		905,200
LogMeIn, Inc., Term Loan, 4.85%, (1 mo. USD LIBOR + 4.75%), 8/31/27		274		272,798
MA FinanceCo., LLC:
Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 6/21/24		24		23,618
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 6/5/25		270		271,699
Magenta Buyer, LLC:
Term Loan, 7/27/28(20)		600		598,275
Term Loan - Second Lien, 5/3/29(20)		150		150,000
Maverick Bidco, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 4/28/28		125		125,195
Mirion Technologies, Inc., Term Loan, 4.147%, (3 mo. USD LIBOR + 4.00%), 3/6/26		124		124,095
NCR Corporation, Term Loan, 2.63%, (3 mo. USD LIBOR + 2.50%), 8/28/26		147		143,876
Panther Commercial Holdings, L.P., Term Loan, 5.00%, (1 mo. USD LIBOR + 4.50%, Floor 0.50%), 1/7/28		75		75,159
PointClickCare Technologies, Inc., Term Loan, 3.75%, (USD LIBOR + 3.00%, Floor 0.75%), 12/29/27(18)		100		99,688
Polaris Newco, LLC, Term Loan, 4.50%, (6 mo. USD LIBOR + 4.00%, Floor 0.50%), 6/2/28		375		375,023
Proofpoint, Inc., Term Loan, 6/9/28(20)		375		371,836
ProQuest, LLC, Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 10/23/26		249		249,282
Rackspace Technology Global, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 2.75%, Floor 0.75%), 2/15/28		224		222,146
RealPage, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/24/28		350		348,226
Renaissance Holding Corp., Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 5/30/25		269		265,174
Seattle Spinco, Inc., Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 6/21/24		163		159,499
SolarWinds Holdings, Inc., Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 2/5/24		169		167,163
Sovos Compliance, LLC:
Term Loan, 7/29/28(20)		15		14,763
Term Loan, 7/29/28(20)		85		85,487
SS&C European Holdings S.a.r.l., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 4/16/25		138		136,454
SS&C Technologies, Inc., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 4/16/25		175		172,250
SurveyMonkey, Inc., Term Loan, 3.84%, (1 week USD LIBOR + 3.75%), 10/10/25		214		212,880
Symplr Software, Inc., Term Loan, 5.25%, (6 mo. USD LIBOR + 4.50%, Floor 0.75%), 12/22/27		125		124,856
Tech Data Corporation, Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 6/30/25		174		174,079
Tibco Software, Inc., Term Loan, 3.85%, (1 mo. USD LIBOR + 3.75%), 6/30/26		194		192,557

16

Borrower/Description	Principal Amount* (000’s omitted)		Value
Uber Technologies, Inc.:
Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 4/4/25		119	$	118,248
Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 2/25/27		160		159,144
Ultimate Software Group, Inc. (The):
Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 5/4/26		246		245,886
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 5/4/26		620		620,837
Ultra Clean Holdings, Inc., Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 8/27/25		187		187,561
Valkyr Purchaser, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/29/27		125		124,843
Verifone Systems, Inc., Term Loan, 4.147%, (3 mo. USD LIBOR + 4.00%), 8/20/25		170		166,650
Veritas US, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/1/25		397		400,913
VS Buyer, LLC, Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 2/28/27		173		171,732
Vungle, Inc., Term Loan, 5.592%, (1 mo. USD LIBOR + 5.50%), 9/30/26		98		98,680
			$	14,632,960
Financial Intermediaries — 1.5%
Aretec Group, Inc., Term Loan, 4.342%, (1 mo. USD LIBOR + 4.25%), 10/1/25		195	$	194,492
Citco Funding, LLC, Term Loan, 2.703%, (3 mo. USD LIBOR + 2.50%), 9/28/23		635		633,371
CoreLogic, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 6/2/28		775		772,288
Ditech Holding Corporation, Term Loan, 0.00%, 6/30/22(21)		315		62,996
EIG Management Company, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/22/25		48		48,294
FinCo I, LLC, Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 6/27/25		132		131,241
Franklin Square Holdings, L.P., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 8/1/25		73		72,436
Greenhill & Co., Inc., Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 4/12/24		117		116,604
GreenSky Holdings, LLC, Term Loan, 3.375%, (1 mo. USD LIBOR + 3.25%), 3/31/25		194		190,114
Guggenheim Partners, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), 7/21/23		183		182,975
LPL Holdings, Inc., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 11/12/26		197		194,353
Victory Capital Holdings, Inc., Term Loan, 2.395%, (3 mo. USD LIBOR + 2.25%), 7/1/26		125		123,428
			$	2,722,592
Food Products — 0.9%
Alphabet Holding Company, Inc., Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 9/26/24		361	$	360,887
CHG PPC Parent, LLC, Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 3/31/25		73		71,750
Froneri International, Ltd., Term Loan, 2.342%, (1 mo. USD LIBOR + 2.25%), 1/29/27		297		291,988
H Food Holdings, LLC:
Term Loan, 3.78%, (1 mo. USD LIBOR + 3.69%), 5/23/25		97		96,111

17

Borrower/Description	Principal Amount* (000’s omitted)		Value
Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 5/23/25		49	$	48,567
HLF Financing S.a.r.l., Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 8/18/25		146		145,043
JBS USA LUX S.A., Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 5/1/26		684		677,835
			$	1,692,181
Food Service — 1.1%
1011778 B.C. Unlimited Liability Company, Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 11/19/26		862	$	847,668
Aramark Services, Inc., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 3/11/25		140		137,859
IRB Holding Corp.:
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 2/5/25		267		265,553
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 12/15/27		249		248,239
Sovos Brands Intermediate, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 6/8/28		100		100,125
US Foods, Inc.:
Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 6/27/23		109		108,070
Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 9/13/26		246		241,695
			$	1,949,209
Forest Products — 0.1%
Journey Personal Care Corp., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/1/28		175	$	175,437
			$	175,437
Health Care — 3.7%
Accelerated Health Systems, LLC, Term Loan, 3.589%, (1 mo. USD LIBOR + 3.50%), 10/31/25		73	$	72,896
ADMI Corp., Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 4/30/25		243		238,871
Alliance Healthcare Services, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 10/24/23		109		108,909
athenahealth, Inc., Term Loan, 4.41%, (3 mo. USD LIBOR + 4.25%), 2/11/26		295		295,765
Bayou Intermediate II, LLC, Term Loan, 5/13/28(20)		125		125,469
BW NHHC Holdco, Inc., Term Loan, 5.155%, (3 mo. USD LIBOR + 5.00%), 5/15/25		146		133,769
Cano Health, LLC, Term Loan, 5.25%, (6 mo. USD LIBOR + 4.50%, Floor 0.75%), 11/19/27		77		77,399
Change Healthcare Holdings, LLC, Term Loan, 3.50%, (USD LIBOR + 2.50%, Floor 1.00%), 3/1/24(18)		798		797,317
Ensemble RCM, LLC, Term Loan, 3.879%, (3 mo. USD LIBOR + 3.75%), 8/3/26		198		198,143
Envision Healthcare Corporation, Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 10/10/25		661		566,751
Gentiva Health Services, Inc., Term Loan, 2.875%, (1 mo. USD LIBOR + 2.75%), 7/2/25		278		276,816
Greatbatch, Ltd., Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 10/27/22		79		78,943
Hanger, Inc., Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 3/6/25		145		145,246
MPH Acquisition Holdings, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 6/7/23		304		301,880

18

Borrower/Description	Principal Amount* (000’s omitted)		Value
National Mentor Holdings, Inc.:
Term Loan, 3.75%, 3/2/28(19)		14	$	13,963
Term Loan, 4.50%, (USD LIBOR + 3.75%, Floor 0.75%), 2/18/28(18)		301		300,767
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/2/28		9		9,473
Navicure, Inc., Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 10/22/26		223		222,422
Ortho-Clinical Diagnostics S.A., Term Loan, 3.101%, (1 mo. USD LIBOR + 3.00%), 6/30/25		294		292,878
Parexel International Corporation, Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 9/27/24		343		341,885
Phoenix Guarantor, Inc., Term Loan, 3.339%, (1 mo. USD LIBOR + 3.25%), 3/5/26		270		266,888
Project Ruby Ultimate Parent Corp., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 3/3/28		175		173,908
RadNet, Inc., Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), 4/22/28		150		149,531
Select Medical Corporation, Term Loan, 2.35%, (1 mo. USD LIBOR + 2.25%), 3/6/25		374		369,070
Sotera Health Holdings, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 12/11/26		100		99,583
Sunshine Luxembourg VII S.a.r.l., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 10/1/26		150		150,035
Surgery Center Holdings, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 8/31/26		219		219,455
U.S. Anesthesia Partners, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/23/24		217		214,290
US Radiology Specialists, Inc., Term Loan, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), 12/10/27		124		125,360
Verscend Holding Corp., Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 8/27/25		319		319,374
			$	6,687,056
Home Furnishings — 0.7%
ACProducts Holdings, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 4.25%, Floor 0.50%), 5/5/28		275	$	273,600
Conair Holdings, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 5/17/28		225		224,613
Mattress Firm, Inc., Term Loan, 6.25%, (6 mo. USD LIBOR + 5.25%, Floor 1.00%), 11/26/27		119		120,977
Serta Simmons Bedding, LLC:
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		171		173,197
Term Loan - Second Lien, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		567		539,035
			$	1,331,422
Industrial Equipment — 1.4%
Alliance Laundry Systems, LLC, Term Loan, 4.25%, (USD LIBOR + 3.50%, Floor 0.75%), 10/8/27(18)		172	$	172,384
Altra Industrial Motion Corp., Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 10/1/25		71		70,647
Apex Tool Group, LLC, Term Loan, 6.50%, (1 mo. USD LIBOR + 5.25%, Floor 1.25%), 8/1/24		343		344,544

19

Borrower/Description	Principal Amount* (000’s omitted)		Value
CPM Holdings, Inc., Term Loan, 3.60%, (1 mo. USD LIBOR + 3.50%), 11/17/25		49	$	48,476
DexKo Global, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 7/24/24		120		120,042
DXP Enterprises, Inc., Term Loan, 5.75%, (1 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/16/27		100		99,997
Filtration Group Corporation, Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 3/29/25		233		230,459
Gardner Denver, Inc., Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 3/1/27		167		164,391
GrafTech Finance, Inc., Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 2/12/25		130		129,927
Granite Holdings US Acquisition Co., Term Loan, 4.147%, (3 mo. USD LIBOR + 4.00%), 9/30/26		174		174,100
Ingersoll-Rand Services Company, Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 3/1/27		198		194,182
LTI Holdings, Inc., Term Loan, 4.842%, (1 mo. USD LIBOR + 4.75%), 7/24/26		25		24,547
Robertshaw US Holding Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 2/28/25		145		139,925
Titan Acquisition Limited, Term Loan, 3.167%, (6 mo. USD LIBOR + 3.00%), 3/28/25		411		403,059
Vertical Midco GmbH, Term Loan, 4.404%, (6 mo. USD LIBOR + 4.25%), 7/30/27		199		199,000
			$	2,515,680
Insurance — 2.0%
Alliant Holdings Intermediate, LLC:
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 5/9/25		74	$	72,673
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 5/9/25		239		236,070
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 11/5/27		149		148,799
AmWINS Group, Inc., Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 2/19/28		622		613,379
AssuredPartners, Inc., Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 2/12/27		25		24,375
Asurion, LLC:
Term Loan, 3.217%, (1 mo. USD LIBOR + 3.125%), 11/3/23		235		233,181
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 12/23/26		498		489,060
Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 7/31/27		40		39,239
Term Loan - Second Lien, 5.342%, (1 mo. USD LIBOR + 5.25%), 1/31/28		50		49,823
Hub International Limited, Term Loan, 2.875%, (3 mo. USD LIBOR + 2.75%), 4/25/25		703		693,700
NFP Corp., Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 2/15/27		49		47,949
Ryan Specialty Group, LLC, Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), 9/1/27		273		272,460
Sedgwick Claims Management Services, Inc., Term Loan, 3.342%, (1 mo. USD LIBOR + 3.25%), 12/31/25		171		168,183
USI, Inc.:
Term Loan, 3.147%, (3 mo. USD LIBOR + 3.00%), 5/16/24		385		381,270
Term Loan, 3.397%, (3 mo. USD LIBOR + 3.25%), 12/2/26		197		195,067
			$	3,665,228

20

Borrower/Description	Principal Amount* (000’s omitted)		Value
Leisure Goods/Activities/Movies — 1.7%
AMC Entertainment Holdings, Inc., Term Loan, 3.103%, (1 mo. USD LIBOR + 3.00%), 4/22/26		269	$	239,600
Amer Sports Oyj, Term Loan, 4.50%, (3 mo. EURIBOR + 4.50%), 3/30/26	EUR	263		312,169
Bombardier Recreational Products, Inc., Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 5/24/27		788		778,415
Carnival Corporation, Term Loan, 3.75%, (6 mo. USD LIBOR + 3.00%, Floor 0.75%), 6/30/25		198		196,948
ClubCorp Holdings, Inc., Term Loan, 2.897%, (3 mo. USD LIBOR + 2.75%), 9/18/24		265		250,461
Crown Finance US, Inc.:
Term Loan, 5/23/24(20)		53		50,889
Term Loan, 3.50%, (6 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/28/25		241		196,982
Term Loan, 3.75%, (6 mo. USD LIBOR + 2.75%, Floor 1.00%), 9/30/26		222		179,068
Term Loan, 15.25%, (7.00% cash, 8.25% PIK), 5/23/24(22)		65		80,202
Delta 2 (LUX) S.a.r.l., Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/1/24		160		158,792
Lindblad Expeditions, Inc.:
Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 4.75% cash, 1.25% PIK, 3/27/25		77		74,693
Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 4.75% cash, 1.25% PIK, 3/27/25		306		298,773
Match Group, Inc., Term Loan, 1.906%, (3 mo. USD LIBOR + 1.75%), 2/13/27		100		98,500
Steinway Musical Instruments, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/14/25		27		26,622
Travel Leaders Group, LLC, Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 1/25/24		121		113,470
Vue International Bidco PLC, Term Loan, 4.75%, (6 mo. EURIBOR + 4.75%), 7/3/26	EUR	106		116,507
			$	3,172,091
Lodging and Casinos — 0.9%
CityCenter Holdings, LLC, Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 4/18/24		409	$	407,842
Golden Nugget, Inc., Term Loan, 3.25%, (2 mo. USD LIBOR + 2.50%, Floor 0.75%), 10/4/23		230		228,376
Hilton Grand Vacations Borrower, LLC, Term Loan, 5/19/28(20)		150		149,700
Playa Resorts Holding B.V., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 4/29/24		352		338,663
Stars Group Holdings B.V. (The), Term Loan, 2.368%, (3 mo. USD LIBOR + 2.25%), 7/21/26		350		347,703
VICI Properties 1, LLC, Term Loan, 1.839%, (1 mo. USD LIBOR + 1.75%), 12/20/24		239		236,578
			$	1,708,862
Nonferrous Metals/Minerals — 0.1%
American Consolidated Natural Resources, Inc., Term Loan, 17.00%, (3 mo. USD LIBOR + 16.00%, Floor 1.00%), 14.00% cash, 3.00% PIK, 9/16/25		74	$	75,101
Oxbow Carbon, LLC, Term Loan, 5.00%, (1 mo. USD LIBOR + 4.25%, Floor 0.75%), 10/13/25		48		48,245
			$	123,346

21

Borrower/Description	Principal Amount* (000’s omitted)		Value
Oil and Gas — 1.0%
Ameriforge Group, Inc.:
Term Loan, 12.549%, (1 mo. USD LIBOR + 13.00%, Floor 1.00%), 12/31/23(19)		10	$	5,510
Term Loan, 14.00%, (3 mo. USD LIBOR + 13.00%, Floor 1.00%), 9.00% cash, 5.00% PIK, 12/31/23		82		43,415
Apergy Corporation, Term Loan, 2.625%, (1 mo. USD LIBOR + 2.50%), 5/9/25		17		16,825
Buckeye Partners L.P., Term Loan, 2.354%, (1 mo. USD LIBOR + 2.25%), 11/1/26		395		391,641
CITGO Petroleum Corporation, Term Loan, 7.25%, (6 mo. USD LIBOR + 6.25%, Floor 1.00%), 3/28/24		334		335,678
Delek US Holdings, Inc., Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), 3/31/25		99		99,203
Fieldwood Energy, LLC:
DIP Loan, 3.675%, (1 mo. USD LIBOR + 8.75%, Floor 1.00%), 9/30/21(19)		29		29,334
Term Loan, 0.00%, 4/11/22(21)		196		106,208
Lealand Finance Company B.V., Term Loan, 4.092%, (1 mo. USD LIBOR + 4.00%), 1.092% cash, 3.00% PIK, 6/30/25		29		12,931
Matador Bidco S.a.r.l., Term Loan, 4.842%, (1 mo. USD LIBOR + 4.75%), 10/15/26		148		148,403
Prairie ECI Acquiror L.P., Term Loan, 4.842%, (1 mo. USD LIBOR + 4.75%), 3/11/26		94		91,053
PSC Industrial Holdings Corp., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/11/24		121		119,909
RDV Resources Properties, LLC, Term Loan, 9.50%, (1 mo. USD LIBOR + 8.50%, Floor 1.00%), 3/29/24		73		44,596
Sunrise Oil & Gas Properties, LLC:
Term Loan, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		60		59,495
Term Loan, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		73		65,948
Term Loan - Second Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		63		61,840
UGI Energy Services, LLC, Term Loan, 3.842%, (1 mo. USD LIBOR + 3.75%), 8/13/26		147		147,505
			$	1,779,494
Publishing — 0.2%
Alchemy Copyrights, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 3/10/28		74	$	74,345
Ascend Learning, LLC, Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 7/12/24		168		168,347
Getty Images, Inc., Term Loan, 4.625%, (1 mo. USD LIBOR + 4.50%), 2/19/26		145		144,664
Tweddle Group, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 9/17/23		29		28,872
			$	416,228
Radio and Television — 0.6%
Diamond Sports Group, LLC, Term Loan, 3.35%, (1 mo. USD LIBOR + 3.25%), 8/24/26		442	$	246,692
Entravision Communications Corporation, Term Loan, 2.842%, (1 mo. USD LIBOR + 2.75%), 11/29/24		125		123,129
Gray Television, Inc., Term Loan, 2.60%, (1 mo. USD LIBOR + 2.50%), 1/2/26		85		84,314
Hubbard Radio, LLC, Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 3/28/25		88		87,778

22

Borrower/Description	Principal Amount* (000’s omitted)		Value
iHeartCommunications, Inc., Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 5/1/26		67	$	65,673
Nexstar Broadcasting, Inc., Term Loan, 2.337%, (1 mo. USD LIBOR + 2.25%), 1/17/24		153		152,208
Sinclair Television Group, Inc., Term Loan, 2.60%, (1 mo. USD LIBOR + 2.50%), 9/30/26		98		96,923
Terrier Media Buyer, Inc., Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 12/17/26		271		268,434
			$	1,125,151
Retailers (Except Food and Drug) — 0.5%
CNT Holdings I Corp., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/8/27		100	$	99,760
Great Outdoors Group, LLC, Term Loan, 5.00%, (6 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/6/28		398		399,045
Hoya Midco, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/30/24		168		167,135
PetSmart, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/12/28		225		225,164
Pier 1 Imports (U.S.), Inc., Term Loan, 0.00%, 4/30/22(14)(21)		8		6,061
			$	897,165
Steel — 0.2%
Neenah Foundry Company, Term Loan, 10.00%, (2 mo. USD LIBOR + 9.00%, Floor 1.00%), 12/13/22		45	$	42,033
Phoenix Services International, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/1/25		121		120,729
Zekelman Industries, Inc., Term Loan, 2.087%, (1 mo. USD LIBOR + 2.00%), 1/24/27		121		119,800
			$	282,562
Surface Transport — 0.2%
Kenan Advantage Group, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/24/26		348	$	348,831
			$	348,831
Telecommunications — 0.9%
Digicel International Finance Limited, Term Loan, 3.43%, (6 mo. USD LIBOR + 3.25%), 5/28/24		120	$	114,975
GEE Holdings 2, LLC:
Term Loan, 9.00%, (3 mo. USD LIBOR + 8.00%, Floor 1.00%), 3/24/25		32		31,824
Term Loan - Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), 2.50% cash, 6.75% PIK, 3/23/26		62		56,775
Intelsat Jackson Holdings S.A.:
DIP Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), 7/13/22		74		74,783
Term Loan, 8.75%, (USD Prime + 5.50%), 1/2/24		250		255,187
IPC Corp., Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), 8/6/21		181		177,113
Onvoy, LLC, Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/10/24		114		114,024
Plantronics, Inc., Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 7/2/25		164		160,468
Syniverse Holdings, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 3/9/23		145		143,647
Zayo Group Holdings, Inc., Term Loan, 3.092%, (1 mo. USD LIBOR + 3.00%), 3/9/27		359		353,727
Ziggo Financing Partnership, Term Loan, 2.593%, (1 mo. USD LIBOR + 2.50%), 4/30/28		250		246,192
			$	1,728,715

23

Borrower/Description	Principal Amount* (000’s omitted)		Value
Utilities — 0.4%
Brookfield WEC Holdings, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 8/1/25		317	$	312,872
Calpine Construction Finance Company L.P., Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 1/15/25		163		160,868
USIC Holdings, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 5/12/28		170		169,240
			$	642,980
Total Senior Floating-Rate Loans (identified cost $72,993,356)			$	72,138,511
Sovereign Government Bonds — 17.1%
Security	Principal Amount* (000’s omitted)		Value
Argentina — 0.5%
Provincia de Buenos Aires/Government Bonds:
6.50%, 2/15/23(15)(21)		190	$	91,677
7.875%, 6/15/27(15)(21)		1,015		492,275
Republic of Argentina:
1.125% to 7/9/22, 7/9/35(23)		759		246,611
2.50%, to 7/9/22, 7/9/41(23)		279		104,599
Total Argentina			$	935,162
Bahrain — 0.6%
Kingdom of Bahrain:
6.75%, 9/20/29(15)		451	$	490,366
7.375%, 5/14/30(15)		601		672,714
Total Bahrain			$	1,163,080
Barbados — 0.7%
Government of Barbados, 6.50%, 10/1/29(1)		1,210	$	1,221,595
Total Barbados			$	1,221,595
Belarus — 0.8%
Republic of Belarus:
5.875%, 2/24/26(15)		200	$	186,751
6.875%, 2/28/23(15)		1,185		1,192,205
Total Belarus			$	1,378,956
Benin — 0.6%
Benin Government International Bond, 6.875%, 1/19/52(15)	EUR	970	$	1,186,400
Total Benin			$	1,186,400
Brazil — 0.1%
Federative Republic of Brazil, 3.875%, 6/12/30		200	$	202,294
Total Brazil			$	202,294
Croatia — 0.6%
Croatia Government International Bond, 1.75%, 3/4/41(15)	EUR	828	$	1,019,618
Total Croatia			$	1,019,618

24

Security	Principal Amount* (000’s omitted)		Value
Dominican Republic — 0.8%
Dominican Republic:
4.50%, 1/30/30(15)		350	$	359,454
5.875%, 1/30/60(15)		300		303,453
6.85%, 1/27/45(15)		380		433,204
7.45%, 4/30/44(15)		303		370,799
Total Dominican Republic			$	1,466,910
Ecuador — 0.4%
Republic of Ecuador, 0.50% to 7/31/22, 7/31/40(15)(23)		1,259	$	654,909
Total Ecuador			$	654,909
Egypt — 2.5%
Arab Republic of Egypt:
8.15%, 11/20/59(15)		1,939	$	1,919,242
8.50%, 1/31/47(15)		1,500		1,554,057
8.70%, 3/1/49(15)		731		766,037
8.875%, 5/29/50(15)		255		272,276
Total Egypt			$	4,511,612
El Salvador — 0.4%
Republic of El Salvador, 7.75%, 1/24/23(15)		703	$	682,824
Total El Salvador			$	682,824
Ivory Coast — 1.3%
Ivory Coast Government International Bond:
4.875%, 1/30/32(15)	EUR	400	$	480,557
5.25%, 3/22/30(15)	EUR	326		409,555
6.625%, 3/22/48(15)	EUR	1,146		1,448,807
6.875%, 10/17/40(15)	EUR	100		131,352
Total Ivory Coast			$	2,470,271
Lebanon — 0.1%
Lebanese Republic:
6.25%, 11/4/24(15)(21)		7	$	876
6.25%, 6/12/25(15)(21)		130		16,423
6.40%, 5/26/23(21)		6		750
6.65%, 4/22/24(15)(21)		323		40,537
6.65%, 11/3/28(15)(21)		92		11,624
6.75%, 11/29/27(15)(21)		2		253
6.85%, 3/23/27(15)(21)		184		23,162
6.85%, 5/25/29(21)		4		500
7.00%, 3/20/28(15)(21)		209		26,959
7.05%, 11/2/35(15)(21)		38		4,789
7.15%, 11/20/31(15)(21)		202		25,552
8.20%, 5/17/33(21)		70		8,831
8.25%, 5/17/34(21)		58		7,322
Total Lebanon			$	167,578
Pakistan — 0.4%
Islamic Republic of Pakistan:
7.375%, 4/8/31(15)		465	$	468,267
8.875%, 4/8/51(15)		200		206,734
Total Pakistan			$	675,001

25

Security	Principal Amount* (000’s omitted)		Value
Paraguay — 0.7%
Republic of Paraguay, 4.95%, 4/28/31(15)		1,111	$	1,276,261
Total Paraguay			$	1,276,261
Romania — 1.8%
Romania Government International Bond:
2.625%, 12/2/40(15)	EUR	115	$	133,884
2.75%, 2/26/26(15)	EUR	240		315,054
2.75%, 4/14/41(15)	EUR	122		142,507
3.375%, 1/28/50(15)	EUR	667		831,502
3.624%, 5/26/30(15)	EUR	235		322,156
4.625%, 4/3/49(15)	EUR	1,012		1,499,499
Total Romania			$	3,244,602
Seychelles — 0.3%
Republic of Seychelles, 8.00%, 1/1/26(15)		625	$	632,883
Total Seychelles			$	632,883
Suriname — 0.6%
Republic of Suriname, 9.25%, 10/26/26(15)		1,854	$	1,180,998
Total Suriname			$	1,180,998
Tunisia — 0.6%
Banque Centrale de Tunisie International Bond:
5.625%, 2/17/24(15)	EUR	681	$	693,361
6.75%, 10/31/23(15)	EUR	326		343,623
Total Tunisia			$	1,036,984
Turkey — 0.3%
Republic of Turkey:
6.75%, 5/30/40		300	$	298,093
7.625%, 4/26/29		200		220,961
Total Turkey			$	519,054
Ukraine — 2.4%
Ukraine Government International Bond:
1.258%, GDP-Linked, 5/31/40(15)(24)		762	$	890,012
9.75%, 11/1/28(15)		2,864		3,413,158
Total Ukraine			$	4,303,170
United Arab Emirates — 0.6%
Finance Department Government of Sharjah, 4.375%, 3/10/51(15)		1,170	$	1,123,959
Total United Arab Emirates			$	1,123,959
Total Sovereign Government Bonds (identified cost $29,756,867)			$	31,054,121

26

Sovereign Loans — 1.9%
Borrower	Principal Amount (000’s omitted)		Value
Kenya — 0.8%
Government of Kenya, Term Loan, 6.616%, (6 mo. USD LIBOR + 6.45%), 6/29/25(2)	$	1,480	$	1,496,715
Total Kenya			$	1,496,715
Tanzania — 1.1%
Government of the United Republic of Tanzania:
Term Loan, 5.364%, (6 mo. USD LIBOR + 5.20%), 6/23/22(2)	$	543	$	556,402
Term Loan, 6.446%, (6 mo. USD LIBOR + 6.30%), 4/28/31(2)		1,460		1,461,460
Total Tanzania			$	2,017,862
Total Sovereign Loans (identified cost $3,478,220)			$	3,514,577
Warrants — 0.0%(11)
Security	Shares		Value
Health Care — 0.0%(11)
THAIHOT Investment Company US Limited, Exp. 10/13/27(12)(13)(14)		3	$	3,024
THAIHOT Investment Company US Limited, Exp. 10/13/27 (Contingent Warrants)(12)(13)(14)		187		0
			$	3,024
Leisure Goods/Activities/Movies — 0.0%(11)
Cineworld Group PLC, Exp. 11/23/25(12)(13)		19,735	$	6,054
			$	6,054
Total Warrants (identified cost $0)			$	9,078
Miscellaneous — 0.0%
Security	Shares		Value
Oil and Gas — 0.0%
Paragon Offshore Finance Company, Class A(12)(13)(14)		270	$	0
Paragon Offshore Finance Company, Class B(12)(13)(14)		135		0
Total Miscellaneous (identified cost $2,936)			$	0

27

Short-Term Investments — 5.5%
Affiliated Fund — 5.2%
Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 0.08%(25)		9,441,778	$	9,441,778
Total Affiliated Fund (identified cost $9,441,778)			$	9,441,778
U.S. Treasury Obligations — 0.3%
Security	Principal Amount (000’s omitted)		Value
U.S. Treasury Bill, 0.00%, 8/26/21(26)	$	475	$	474,990
Total U.S. Treasury Obligations (identified cost $474,986)			$	474,990
Total Short-Term Investments (identified cost $9,916,764)			$	9,916,768
Total Investments — 136.3% (identified cost $257,987,773)			$	248,056,112
Less Unfunded Loan Commitments — (0.1)%			$	(114,894	)
Net Investments — 136.2% (identified cost $257,872,879)			$	247,941,218
Other Assets, Less Liabilities — (36.2)%			$	(65,862,850	)
Net Assets — 100.0%			$	182,078,368

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

* In U.S. dollars unless otherwise indicated.

(1) Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At July 31, 2021, the aggregate value of these securities is $61,663,264 or 33.9% of the Fund’s net assets.

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

(3) 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.

(4) 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 July 31, 2021.

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

(6) Principal amount is less than $500.

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

28

(8) Represents an investment in an issuer that may be deemed to be an affiliate effective March 1, 2021.

(9) 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 July 31, 2021.

(10) 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.

(11) Amount is less than 0.05%.

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

(13) Non-income producing security.

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

(15) 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 July 31, 2021, the aggregate value of these securities is $29,701,865 or 16.3% of the Fund’s net assets.

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

(17) 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.

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

(19) 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 July 31, 2021, the total value of unfunded loan commitments is $114,381.

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

(21) 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.

(22) Fixed-rate loan.

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

(24) Amounts payable in respect of the security are contingent upon and determined by reference to Ukraine’s GDP and Real GDP Growth Rate. Principal amount represents the notional amount used to calculate payments due to the security holder and does not represent an entitlement for payment.

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

(26) Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

29

Centrally Cleared Forward Foreign Currency Exchange Contracts

Currency Purchased		Currency Sold		Settlement Date		Value/ Unrealized Appreciation (Depreciation)
USD	4,704,395	EUR	3,858,314		9/15/21	$	123,613
USD	2,341,390	EUR	1,920,293		9/15/21		61,522
USD	1,201,029	EUR	985,025		9/15/21		31,558
USD	1,195,298	EUR	980,325		9/15/21		31,408
USD	1,009,788	EUR	828,179		9/15/21		26,533
USD	1,404	EUR	1,151		9/15/21		37
						$	274,671

Forward Foreign Currency Exchange Contracts

Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
USD	1,657,765	EUR	1,397,000	Standard Chartered Bank		8/3/21	$	575	$	—
EUR	67,013	USD	79,078	Goldman Sachs International		8/6/21		420		—
EUR	99,232	USD	117,078	Standard Chartered Bank		8/6/21		643		—
EUR	147,057	USD	173,867	Standard Chartered Bank		8/6/21		589		—
EUR	43,424	USD	51,283	Standard Chartered Bank		8/6/21		232		—
EUR	33,336	USD	39,369	Standard Chartered Bank		8/6/21		178		—
EUR	8,812	USD	10,377	Standard Chartered Bank		8/6/21		77		—
EUR	49,040	USD	58,153	Standard Chartered Bank		8/6/21		24		—
EUR	174,099	USD	206,698	Standard Chartered Bank		8/6/21		—		(161	)
EUR	293,150	USD	348,462	Standard Chartered Bank		8/6/21		—		(693	)
EUR	138,463	USD	163,411	UBS AG		8/6/21		850		—
EUR	63,262	USD	74,429	UBS AG		8/6/21		620		—
EUR	50,570	USD	59,585	UBS AG		8/6/21		407		—
EUR	21,498	USD	25,294	UBS AG		8/6/21		210		—
USD	323,367	EUR	273,331	Goldman Sachs International		8/6/21		—		(891	)
USD	1,657,489	EUR	1,397,000	Standard Chartered Bank		9/2/21		—		(661	)
USD	4,346	GBP	3,124	State Street Bank and Trust Company		10/29/21		2		—
							$	4,827	$	(2,406	)

Futures Contracts

Description	Number of Contracts			Position		Expiration Date		Notional Amount			Value/ Unrealized Appreciation (Depreciation)
Interest Rate Futures
U.S. 10-Year Treasury Note		55			Long		9/21/21	$	7,394,922		$	117,425
Euro-Bobl		(2	)		Short		9/8/21		(321,142	)		(2,977	)
Euro-Bund		(19	)		Short		9/8/21		(3,979,665	)		(95,612	)
Euro-Buxl		(9	)		Short		9/8/21		(2,295,820	)		(160,357	)
U.S. 5-Year Treasury Note		(9	)		Short		9/30/21		(1,120,008	)		(5,203	)
U.S. Long Treasury Bond		(12	)		Short		9/21/21		(1,976,625	)		(66,109	)
U.S. Ultra-Long Treasury Bond		(9	)		Short		9/21/21		(1,795,781	)		(115,862	)
											$	(328,695	)

30

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	500	Receives	6-month EURIBOR (pays semi-annually)	(0.47)% (pays annually)		5/4/23	$	(370	)	$	(2	)	$	(372	)
EUR	300	Receives	6-month EURIBOR (pays semi-annually)	(0.47)% (pays annually)		5/14/23		(203	)		—			(203	)
EUR	790	Receives	6-month EURIBOR (pays semi-annually)	(0.46)% (pays annually)		5/25/23		(663	)		3			(660	)
EUR	73	Receives	6-month EURIBOR (pays semi-annually)	0.37% (pays annually)		2/12/50		(2,872	)		—			(2,872	)
EUR	91	Receives	6-month EURIBOR (pays semi-annually)	0.38% (pays annually)		2/13/50		(3,776	)		2			(3,774	)
EUR	53	Receives	6-month EURIBOR (pays semi-annually)	0.39% (pays annually)		2/13/50		(2,343	)		—			(2,343	)
EUR	27	Receives	6-month EURIBOR (pays semi-annually)	0.38% (pays annually)		2/13/50		(1,169	)		—			(1,169	)
EUR	217	Receives	6-month EURIBOR (pays semi-annually)	0.34% (pays annually)		2/20/50		(6,131	)		—			(6,131	)
EUR	202	Receives	6-month EURIBOR (pays semi-annually)	0.32% (pays annually)		2/21/50		(4,290	)		—			(4,290	)
USD	1,220	Receives	3-month USD-LIBOR (pays quarterly)	0.55% (pays semi-annually)		3/12/23		(9,086	)		—			(9,086	)
USD	188	Receives	3-month USD-LIBOR (pays quarterly)	1.46% (pays semi-annually)		1/30/25		(5,947	)		—			(5,947	)
USD	400	Receives	3-month USD-LIBOR (pays quarterly)	1.41% (pays semi-annually)		2/3/25		(14,544	)		—			(14,544	)
USD	203	Receives	3-month USD-LIBOR (pays quarterly)	0.39% (pays semi-annually)		6/19/25		1,775			—			1,775
USD	882	Receives	3-month USD-LIBOR (pays quarterly)	1.74% (pays semi-annually)		12/16/26		(44,218	)		—			(44,218	)
USD	2,309	Receives	3-month USD-LIBOR (pays quarterly)	2.09% (pays semi-annually)		7/15/29		(177,138	)		624			(176,514	)
USD	170	Receives	3-month USD-LIBOR (pays quarterly)	0.60% (pays semi-annually)		5/12/30		8,062			—			8,062
USD	340	Receives	3-month USD-LIBOR (pays quarterly)	0.66% (pays semi-annually)		6/2/30		14,725			—			14,725
USD	237	Receives	3-month USD-LIBOR (pays quarterly)	0.80% (pays semi-annually)		6/11/30		7,538			—			7,538
USD	32	Receives	3-month USD-LIBOR (pays quarterly)	0.77% (pays semi-annually)		6/12/30		1,080			—			1,080

31

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	174	Receives	3-month USD-LIBOR (pays quarterly)	0.69% (pays semi-annually)		6/16/30	$	7,134		$	—		$	7,134
USD	137	Receives	3-month USD-LIBOR (pays quarterly)	0.74% (pays semi-annually)		6/18/30		5,082			—			5,082
USD	525	Receives	3-month USD-LIBOR (pays quarterly)	2.88% (pays semi-annually)		1/31/49		(149,943	)		(253	)		(150,196	)
USD	68	Receives	3-month USD-LIBOR (pays quarterly)	1.70% (pays semi-annually)		8/27/49		(1,367	)		—			(1,367	)
USD	30	Receives	3-month USD-LIBOR (pays quarterly)	1.65% (pays semi-annually)		8/28/49		(200	)		—			(200	)
USD	294	Receives	3-month USD-LIBOR (pays quarterly)	1.82% (pays semi-annually)		12/6/49		(12,629	)		—			(12,629	)
USD	41	Receives	3-month USD-LIBOR (pays quarterly)	1.81% (pays semi-annually)		12/6/49		(1,714	)		—			(1,714	)
USD	15	Receives	3-month USD-LIBOR (pays quarterly)	1.90% (pays semi-annually)		1/8/50		(917	)		—			(917	)
USD	710	Receives	3-month USD-LIBOR (pays quarterly)	0.96% (pays semi-annually)		6/2/50		116,800			—			116,800
Total							$	(277,324	)	$	374		$	(276,950	)

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)		6/20/26		1.75	%	$	(14,359	)	$	19,108	$	4,749
Colombia		5,000		1.00% (pays quarterly)	(1)		6/20/26		1.47			(104,731	)		44,444		(60,287	)

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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)
Indonesia	$	4,760		1.00% (pays quarterly)(1)			6/20/26		0.82	%	$	47,329		$	(29,318	)	$	18,011
Mexico		2,500		1.00% (pays quarterly)	(1)		6/20/26		0.95			8,493			3,528			12,021
Peru		6,319		1.00% (pays quarterly)	(1)		6/20/26		1.03			(482	)		(59,861	)		(60,343	)
Poland		2,500		1.00% (pays quarterly)	(1)		6/20/23		0.20			41,147			(17,995	)		23,152
Turkey		1,160		1.00% (pays quarterly)	(1)		6/20/25		3.60			(107,478	)		161,425			53,947
Total	$	22,659									$	(130,081	)	$	121,331		$	(8,750	)

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
Brazil	Goldman Sachs International	$	1,050		1.00% (pays quarterly)	(1)		6/20/31		2.56	%	$	(137,903	)	$	165,282		$	27,379
Croatia	Nomura International PLC		5,000		1.00% (pays quarterly)	(1)		12/20/21		0.25			20,695			17,767			38,462
Cyprus	Goldman Sachs International		5,000		1.00% (pays quarterly)	(1)		12/20/21		0.12			23,204			20,943			44,147
Dubai	Bank of America, N.A.		2,000		1.00% (pays quarterly)	(1)		12/20/22		0.43			18,401			8,849			27,250
Dubai	Bank of America, N.A.		3,000		1.00% (pays quarterly)	(1)		6/20/23		0.50			32,285			5,138			37,423
Hungary	Barclays Bank PLC		2,200		1.00% (pays quarterly)(1)			12/20/21		0.13			10,208			797			11,005
Kazakhstan	Barclays Bank PLC		2,500		1.00% (pays quarterly)	(1)		12/20/22		0.25			29,440			10,563			40,003
Mexico	Goldman Sachs International		1,388		1.00% (pays quarterly)	(1)		6/20/31		1.58			(70,396	)		87,522			17,126
Romania	Barclays Bank PLC		2,200		1.00% (pays quarterly)	(1)		12/20/21		0.21			9,473			(401	)		9,072
Total		$	24,338									$	(64,593	)	$	316,460		$	251,867

* 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 July 31, 2021, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $46,997,000.

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** 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

At July 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.

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The Fund invested in issuers that may be deemed to be affiliated with Morgan Stanley. At July 31, 2021, the value of the Fund’s investment in affiliated issuers and funds was $11,120,201, which represents 6.1% of the Fund’s net assets. Transactions in affiliated issuers and funds by the Fund for the fiscal year to date ended July 31, 2021 were as follows:

Name	Value, beginning of period		Purchases		Sales proceeds			Net realized gain (loss)			Change in unrealized appreciation (depreciation)			Value, end of period		Interest/ Dividend income		Principal amount/ Units, end of period
Commercial Mortgage-Backed Securities
Morgan Stanley Bank of America Merrill Lynch Trust:
Series 2015-C23, Class D, 4.282%, 7/15/50(1)	$	—	$	—	$	(1,532,109	)	$	265,330		$	(229,033	)	$	—	$	29,621	$	—
Series 2016-C29, Class D, 3.00%, 5/15/49(1)		—		—		—			—			24,535			882,692		14,929		1,000,000
Series 2016-C32, Class D, 3.396%, 12/15/49(1)		—		—		—			—			13,604			209,804		4,206		250,000
Morgan Stanley Capital I Trust, Series 2016-UBS12,  Class D, 3.312%, 12/15/49(1)		—		—		—			—			9,519			585,927		16,971		1,000,000
Short-Term Investments
Eaton Vance Cash Reserves Fund, LLC		13,984,920		127,850,672		(132,392,819	)		(909	)		(86	)		9,441,778		10,773		9,441,778
								$	264,421		$	(181,461	)	$	11,120,201	$	76,500

(1) May be deemed to be an affiliated issuer as of March 1, 2021.

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.

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At July 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
Asset-Backed Securities	$	—		$	26,706,190		$	—	$	26,706,190
Collateralized Mortgage Obligations		—			21,727,760			—		21,727,760
Commercial Mortgage-Backed Securities		—			17,018,557			—		17,018,557
U.S. Government Agency Mortgage-Backed Securities		—			41,720,718			—		41,720,718
Common Stocks		237,174			302,053			111,966		651,193
Corporate Bonds		—			23,567,269			—		23,567,269
Preferred Stocks		—			31,370			—		31,370
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)		—			72,017,556			6,061		72,023,617
Sovereign Government Bonds		—			31,054,121			—		31,054,121
Sovereign Loans		—			3,514,577			—		3,514,577
Warrants		—			6,054			3,024		9,078
Miscellaneous		—			—			0		0
Short-Term Investments		—
Affiliated Fund		—			9,441,778			—		9,441,778
U.S. Treasury Obligations		—			474,990			—		474,990
Total Investments	$	237,174		$	247,582,993		$	121,051	$	247,941,218
Forward Foreign Currency Exchange Contracts	$	—		$	279,498		$	—	$	279,498
Futures Contracts		117,425			—			—		117,425
Swap Contracts		—			402,871			—		402,871
Total	$	354,599		$	248,265,362		$	121,051	$	248,741,012
Liability Description
Forward Foreign Currency Exchange Contracts	$	—		$	(2,406	)	$	—	$	(2,406	)
Futures Contracts		(446,120	)		—			—		(446,120	)
Swap Contracts		—			(874,869	)		—		(874,869	)
Total	$	(446,120	)	$	(877,275	)	$	—	$	(1,323,395	)

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended July 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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