Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited)
Asset-Backed Securities — 7.5% |
Security | Principal Amount (000's omitted) | Value | |
AIG CLO, Ltd., Series 2019-1A, Class ER, 9.181%, (3 mo. SOFR + 6.70%), 4/18/35(1)(2) | $ | 1,000 | $ 885,046 |
Ares XXXIIR CLO, Ltd., Series 2014-32RA, Class D, 8.755%, (3 mo. USD LIBOR + 5.85%), 5/15/30(1)(2) | 2,000 | 1,775,648 | |
Ares XXXIV CLO, Ltd., Series 2015-2A, Class ER, 9.59%, (3 mo. USD LIBOR + 6.85%), 4/17/33(1)(2) | 1,300 | 1,157,911 | |
Benefit Street Partners CLO XIX, Ltd., Series 2019-19A, Class E, 9.532%, (3 mo. USD LIBOR + 7.02%), 1/15/33(1)(2) | 750 | 689,170 | |
Benefit Street Partners CLO XVIII, Ltd., Series 2019-18A, Class ER, 9.262%, (3 mo. USD LIBOR + 6.75%), 10/15/34(1)(2) | 1,000 | 920,633 | |
Benefit Street Partners CLO XXII, Ltd., Series 2020-22A, Class ER, 9.407%, (3 mo. SOFR + 6.93%), 4/20/35(1)(2) | 1,000 | 931,978 | |
BlueMountain CLO XXVI, Ltd., Series 2019-26A, Class ER, 9.84%, (3 mo. USD LIBOR + 7.13%), 10/20/34(1)(2) | 1,500 | 1,347,890 | |
Canyon Capital CLO, Ltd.: | |||
Series 2019-2A, Class ER, 9.262%, (3 mo. USD LIBOR + 6.75%), 10/15/34(1)(2) | 400 | 364,882 | |
Series 2022-1A, Class E, 6.931%, (3 mo. SOFR + 6.40%), 4/15/35(1)(2) | 1,250 | 1,122,911 | |
Carlyle Global Market Strategies CLO, Ltd.: | |||
Series 2012-3A, Class DR2, 8.983%, (3 mo. USD LIBOR + 6.50%), 1/14/32(1)(2) | 1,200 | 1,043,639 | |
Series 2015-5A, Class DR, 9.41%, (3 mo. USD LIBOR + 6.70%), 1/20/32(1)(2) | 500 | 444,794 | |
Cedar Funding X CLO, Ltd., Series 2019-10A, Class ER, 9.21%, (3 mo. USD LIBOR + 6.50%), 10/20/32(1)(2) | 1,000 | 917,665 | |
Galaxy XV CLO, Ltd., Series 2013-15A, Class ER, 9.157%, (3 mo. USD LIBOR + 6.645%), 10/15/30(1)(2) | 1,000 | 899,671 | |
Galaxy XXI CLO, Ltd., Series 2015-21A, Class ER, 7.96%, (3 mo. USD LIBOR + 5.25%), 4/20/31(1)(2) | 1,000 | 866,448 | |
Galaxy XXV CLO, Ltd., Series 2018-25A, Class E, 8.733%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2) | 250 | 221,322 | |
Golub Capital Partners CLO 23M, Ltd., Series 2015-23A, Class ER, 8.46%, (3 mo. USD LIBOR + 5.75%), 1/20/31(1)(2) | 1,200 | 1,001,624 | |
Golub Capital Partners CLO 50B-R, Ltd., Series 2020-50A, Class ER, 9.577%, (3 mo. SOFR + 7.10%), 4/20/35(1)(2) | 1,000 | 892,462 | |
Madison Park Funding XXXVI, Ltd., Series 2019-36A, Class ER, 9.378%, (3 mo. SOFR + 7.05%), 4/15/35(1)(2) | 1,000 | 911,851 | |
Neuberger Berman Loan Advisers CLO 48, Ltd., Series 2022-48A, Class E, 9.041%, (3 mo. SOFR + 6.50%), 4/25/36(1)(2) | 1,000 | 922,997 |
Security | Principal Amount (000's omitted) | Value | |
Palmer Square CLO, Ltd.: | |||
Series 2013-2A, Class DRR, 8.59%, (3 mo. USD LIBOR + 5.85%), 10/17/31(1)(2) | $ | 900 | $ 827,384 |
Series 2014-1A, Class DR2, 8.44%, (3 mo. USD LIBOR + 5.70%), 1/17/31(1)(2) | 1,500 | 1,379,512 | |
Series 2015-1A, Class DR4, 9.484%, (3 mo. USD LIBOR + 6.50%), 5/21/34(1)(2) | 500 | 463,442 | |
Series 2019-1A, Class DR, 9.405%, (3 mo. USD LIBOR + 6.50%), 11/14/34(1)(2) | 1,000 | 927,394 | |
RAD CLO 5, Ltd., Series 2019-5A, Class E, 9.483%, (3 mo. USD LIBOR + 6.70%), 7/24/32(1)(2) | 1,000 | 884,431 | |
RAD CLO 7, Ltd., Series 2020-7A, Class E, 9.24%, (3 mo. USD LIBOR + 6.50%), 4/17/33(1)(2) | 1,275 | 1,189,723 | |
Regatta XIV Funding, Ltd., Series 2018-3A, Class E, 8.733%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2) | 700 | 614,179 | |
Regatta XVI Funding, Ltd., Series 2019-2A, Class E, 9.512%, (3 mo. USD LIBOR + 7.00%), 1/15/33(1)(2) | 750 | 670,358 | |
Vibrant CLO X, Ltd., Series 2018-10A, Class D, 8.90%, (3 mo. USD LIBOR + 6.19%), 10/20/31(1)(2) | 850 | 686,051 | |
Vibrant CLO XI, Ltd., Series 2019-11A, Class D, 9.48%, (3 mo. USD LIBOR + 6.77%), 7/20/32(1)(2) | 1,000 | 850,230 | |
Voya CLO, Ltd., Series 2013-1A, Class DR, 8.992%, (3 mo. USD LIBOR + 6.48%), 10/15/30(1)(2) | 2,000 | 1,724,620 | |
Wellfleet CLO, Ltd., Series 2020-1A, Class D, 9.752%, (3 mo. USD LIBOR + 7.24%), 4/15/33(1)(2) | 1,300 | 1,202,222 | |
Total Asset-Backed Securities (identified cost $31,635,655) | $ 28,738,088 |
Closed-End Funds — 2.0% |
Security | Shares | Value | |
BlackRock Floating Rate Income Strategies Fund, Inc. | 111,292 | $ 1,342,182 | |
Invesco Senior Income Trust | 402,161 | 1,552,341 | |
Nuveen Credit Strategies Income Fund | 406,731 | 2,192,280 | |
Nuveen Floating Rate Income Fund | 164,907 | 1,428,095 | |
Nuveen Floating Rate Income Opportunity Fund | 115,017 | 977,644 | |
Total Closed-End Funds (identified cost $9,825,291) | $ 7,492,542 |
Common Stocks — 0.8% |
Security | Shares | Value | |
Aerospace and Defense — 0.1% | |||
IAP Global Services, LLC(3)(4)(5) | 58 | $ 255,901 | |
$ 255,901 |
1
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Security | Shares | Value | |
Electronics/Electrical — 0.0%(6) | |||
Riverbed Technology, Inc.(4)(5) | 326 | $ 205 | |
Skillsoft Corp.(4)(5) | 56,469 | 181,830 | |
$ 182,035 | |||
Oil and Gas — 0.3% | |||
Nine Point Energy Holdings, Inc.(3)(4)(7) | 758 | $ 0 | |
QuarterNorth Energy, Inc.(4)(5) | 10,477 | 1,267,717 | |
$ 1,267,717 | |||
Radio and Television — 0.2% | |||
Clear Channel Outdoor Holdings, Inc.(4)(5) | 86,335 | $ 138,136 | |
Cumulus Media, Inc., Class A(4)(5) | 42,499 | 396,091 | |
iHeartMedia, Inc., Class A(4)(5) | 36,714 | 324,919 | |
$ 859,146 | |||
Retailers (Except Food and Drug) — 0.1% | |||
Phillips Pet Holding Corp.(3)(4)(5) | 613 | $ 208,513 | |
$ 208,513 | |||
Telecommunications — 0.1% | |||
GEE Acquisition Holdings Corp.(3)(4)(5) | 46,236 | $ 466,521 | |
$ 466,521 | |||
Total Common Stocks (identified cost $3,642,457) | $ 3,239,833 |
Convertible Preferred Stocks — 0.0%(6) |
Security | Shares | Value | |
Electronics/Electrical — 0.0%(6) | |||
Riverbed Technology, Inc., Series A, 6.50%, (1.50% cash, 5.00% PIK)(5) | 107 | $ 506 | |
$ 506 | |||
Oil and Gas — 0.0% | |||
Nine Point Energy Holdings, Inc., Series A, 12.00%, (PIK)(3)(4)(7) | 14 | $ 0 | |
$ 0 | |||
Total Convertible Preferred Stocks (identified cost $17,197) | $ 506 |
Corporate Bonds — 7.2% |
Security | Principal Amount (000's omitted) | Value | |
Aerospace and Defense — 0.2% | |||
TransDigm, Inc., 4.875%, 5/1/29 | $ | 700 | $ 594,814 |
$ 594,814 | |||
Automotive — 0.3% | |||
Clarios Global, L.P./Clarios U.S. Finance Co., 8.50%, 5/15/27(1) | $ | 1,000 | $ 983,800 |
$ 983,800 | |||
Building and Development — 0.3% | |||
SRM Escrow Issuer, LLC, 6.00%, 11/1/28(1) | $ | 625 | $ 567,891 |
Standard Industries, Inc., 4.75%, 1/15/28(1) | 625 | 547,380 | |
$ 1,115,271 | |||
Business Equipment and Services — 0.6% | |||
GEMS MENASA Cayman, Ltd./GEMS Education Delaware, LLC, 7.125%, 7/31/26(1) | $ | 1,000 | $ 952,214 |
Prime Security Services Borrower, LLC/Prime Finance, Inc.: | |||
5.25%, 4/15/24(1) | 750 | 744,140 | |
5.75%, 4/15/26(1) | 750 | 722,554 | |
$ 2,418,908 | |||
Chemicals and Plastics — 0.3% | |||
NOVA Chemicals Corp., 4.875%, 6/1/24(1) | $ | 1,000 | $ 957,334 |
$ 957,334 | |||
Conglomerates — 0.2% | |||
Spectrum Brands, Inc., 5.50%, 7/15/30(1) | $ | 1,000 | $ 862,825 |
$ 862,825 | |||
Consumer Products — 0.1% | |||
Central Garden & Pet Co., 4.125%, 10/15/30 | $ | 625 | $ 521,281 |
$ 521,281 | |||
Cosmetics/Toiletries — 0.2% | |||
Edgewell Personal Care Co., 5.50%, 6/1/28(1) | $ | 625 | $ 577,928 |
$ 577,928 | |||
Distribution & Wholesale — 0.4% | |||
BCPE Empire Holdings, Inc., 7.625%, 5/1/27(1) | $ | 625 | $ 564,560 |
2
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount (000's omitted) | Value | |
Distribution & Wholesale (continued) | |||
Performance Food Group, Inc., 5.50%, 10/15/27(1) | $ | 1,000 | $ 943,815 |
$ 1,508,375 | |||
Diversified Financial Services — 0.1% | |||
VistaJet Malta Finance PLC/XO Management Holding, Inc., 6.375%, 2/1/30(1) | $ | 625 | $ 538,594 |
$ 538,594 | |||
Engineering & Construction — 0.1% | |||
TopBuild Corp., 3.625%, 3/15/29(1) | $ | 625 | $ 526,494 |
$ 526,494 | |||
Entertainment — 0.3% | |||
Caesars Entertainment, Inc., 8.125%, 7/1/27(1) | $ | 1,000 | $ 983,735 |
$ 983,735 | |||
Financial Intermediaries — 0.2% | |||
Ford Motor Credit Co., LLC, 3.625%, 6/17/31 | $ | 1,000 | $ 810,975 |
$ 810,975 | |||
Food Service — 0.1% | |||
Albertsons Cos., Inc./Safeway, Inc./New Albertsons L.P./Albertsons, LLC, 3.50%, 3/15/29(1) | $ | 625 | $ 514,406 |
$ 514,406 | |||
Health Care — 0.7% | |||
Centene Corp., 3.375%, 2/15/30 | $ | 1,000 | $ 858,895 |
LifePoint Health, Inc., 5.375%, 1/15/29(1) | 625 | 474,613 | |
Tenet Healthcare Corp., 6.875%, 11/15/31 | 1,000 | 938,335 | |
US Acute Care Solutions, LLC, 6.375%, 3/1/26(1) | 625 | 559,227 | |
$ 2,831,070 | |||
Home Furnishings — 0.1% | |||
Tempur Sealy International, Inc., 4.00%, 4/15/29(1) | $ | 625 | $ 514,441 |
$ 514,441 | |||
Insurance — 0.3% | |||
Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27(1) | $ | 625 | $ 568,775 |
AmWINS Group, Inc., 4.875%, 6/30/29(1) | 600 | 522,994 | |
$ 1,091,769 |
Security | Principal Amount (000's omitted) | Value | |
Leisure Goods/Activities/Movies — 0.1% | |||
Viking Cruises, Ltd., 5.875%, 9/15/27(1) | $ | 625 | $ 505,022 |
$ 505,022 | |||
Media — 0.5% | |||
Audacy Capital Corp., 6.50%, 5/1/27(1) | $ | 625 | $ 205,569 |
Diamond Sports Group, LLC/Diamond Sports Finance Co., 5.375%, 8/15/26(1) | 3,160 | 604,350 | |
iHeartCommunications, Inc.: | |||
6.375%, 5/1/26 | 208 | 196,460 | |
8.375%, 5/1/27 | 376 | 331,926 | |
Sirius XM Radio, Inc., 4.00%, 7/15/28(1) | 625 | 545,312 | |
$ 1,883,617 | |||
Nonferrous Metals/Minerals — 0.1% | |||
New Gold, Inc., 7.50%, 7/15/27(1) | $ | 500 | $ 378,230 |
$ 378,230 | |||
Oil and Gas — 0.5% | |||
Centennial Resource Production, LLC, 5.375%, 1/15/26(1) | $ | 625 | $ 578,966 |
Neptune Energy Bondco PLC, 6.625%, 5/15/25(1) | 1,000 | 966,907 | |
Tap Rock Resources, LLC, 7.00%, 10/1/26(1) | 500 | 468,898 | |
$ 2,014,771 | |||
Pipelines — 0.2% | |||
EQM Midstream Partners, L.P., 4.75%, 1/15/31(1) | $ | 625 | $ 541,662 |
$ 541,662 | |||
Real Estate Investment Trusts (REITs) — 0.2% | |||
HAT Holdings I, LLC/HAT Holdings II, LLC, 3.375%, 6/15/26(1) | $ | 625 | $ 543,362 |
$ 543,362 | |||
Retail — 0.1% | |||
Fertitta Entertainment, LLC/Fertitta Entertainment Finance Co., Inc., 6.75%, 1/15/30(1) | $ | 625 | $ 510,750 |
$ 510,750 | |||
Retailers (Except Food and Drug) — 0.3% | |||
Dave & Buster's, Inc., 7.625%, 11/1/25(1) | $ | 500 | $ 503,963 |
PetSmart, Inc./PetSmart Finance Corp., 7.75%, 2/15/29(1) | 500 | 471,872 | |
$ 975,835 |
3
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Security | Principal Amount (000's omitted) | Value | |
Technology — 0.1% | |||
Minerva Merger Sub, Inc., 6.50%, 2/15/30(1) | $ | 625 | $ 531,413 |
$ 531,413 | |||
Telecommunications — 0.2% | |||
Connect Finco S.a.r.l./Connect US Finco, LLC, 6.75%, 10/1/26(1) | $ | 1,000 | $ 918,225 |
$ 918,225 | |||
Utilities — 0.2% | |||
NRG Energy, Inc., 3.625%, 2/15/31(1) | $ | 1,000 | $ 795,550 |
$ 795,550 | |||
Wireless Telecommunication Services — 0.2% | |||
Digicel International Finance, Ltd./Digicel International Holdings, Ltd., 8.75%, 5/25/24(1) | $ | 600 | $ 575,535 |
$ 575,535 | |||
Total Corporate Bonds (identified cost $31,416,532) | $ 27,525,992 |
Senior Floating-Rate Loans — 137.8%(8) |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Aerospace and Defense — 2.8% | |||
Aernnova Aerospace S.A.U.: | |||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 2/22/27 | EUR | 107 | $ 96,637 |
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 2/26/27 | EUR | 418 | 376,883 |
AI Convoy (Luxembourg) S.a.r.l.: | |||
Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 1/18/27 | EUR | 450 | 429,616 |
Term Loan, 5.052%, (USD LIBOR + 3.50%), 1/18/27(9) | 1,732 | 1,704,781 | |
Dynasty Acquisition Co., Inc.: | |||
Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 4/6/26 | 1,936 | 1,873,176 | |
Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 4/6/26 | 1,041 | 1,007,439 | |
IAP Worldwide Services, Inc.: | |||
Revolving Loan, 0.75%, 7/18/23(10) | 325 | 315,455 | |
Term Loan - Second Lien, 8.75%, (3 mo. USD LIBOR + 6.50%), 7/18/23(3) | 413 | 323,432 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Aerospace and Defense (continued) | |||
Spirit Aerosystems, Inc., Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 1/15/25 | 567 | $ 564,501 | |
WP CPP Holdings, LLC, Term Loan, 6.559%, (USD LIBOR + 3.75%), 4/30/25(9) | 4,268 | 3,821,742 | |
$ 10,513,662 | |||
Airlines — 2.3% | |||
AAdvantage Loyalty IP, Ltd., Term Loan, 7.46%, (3 mo. USD LIBOR + 4.75%), 4/20/28 | 3,050 | $ 3,013,781 | |
Air Canada, Term Loan, 6.421%, (3 mo. USD LIBOR + 3.50%), 8/11/28 | 2,000 | 1,940,000 | |
Mileage Plus Holdings, LLC, Term Loan, 7.313%, (3 mo. USD LIBOR + 5.25%), 6/21/27 | 800 | 814,400 | |
United Airlines, Inc., Term Loan, 6.533%, (3 mo. USD LIBOR + 3.75%), 4/21/28 | 3,118 | 3,038,512 | |
$ 8,806,693 | |||
Auto Components — 4.1% | |||
Adient US, LLC, Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 4/10/28 | 2,032 | $ 1,994,729 | |
Chassix, Inc., Term Loan, 7.864%, (USD LIBOR + 5.50%), 11/15/23(9) | 1,432 | 1,332,225 | |
Clarios Global, L.P.: | |||
Term Loan, 3.344%, (1 mo. EURIBOR + 3.25%), 4/30/26 | EUR | 1,000 | 972,918 |
Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 4/30/26 | 3,042 | 2,973,236 | |
Dayco Products, LLC, Term Loan, 6.774%, (1 mo. USD LIBOR + 4.25%), 5/19/23 | 1,066 | 1,033,959 | |
DexKo Global, Inc.: | |||
Term Loan, 3.902%, (3 mo. EURIBOR + 3.75%), 10/4/28(10) | EUR | 74 | 69,023 |
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | 461 | 428,972 |
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | 240 | 223,077 |
Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 10/4/28 | 698 | 669,447 | |
Garrett LX I S.a.r.l., Term Loan, 6.06%, (3 mo. USD LIBOR + 3.25%), 4/30/28 | 769 | 757,650 | |
LTI Holdings, Inc., Term Loan, 7.024%, (1 mo. USD LIBOR + 4.50%), 7/24/26 | 596 | 570,164 | |
Tenneco, Inc., Term Loan, 5.524%, (1 mo. USD LIBOR + 3.00%), 10/1/25 | 2,977 | 2,952,677 | |
Truck Hero, Inc., Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 1/31/28 | 835 | 764,350 | |
Wheel Pros, LLC, Term Loan, 6.868%, (1 mo. USD LIBOR + 4.50%), 5/11/28 | 1,017 | 864,292 | |
$ 15,606,719 |
4
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Automobiles — 0.5% | |||
MajorDrive Holdings IV, LLC: | |||
Term Loan, 5.625%, (3 mo. USD LIBOR + 4.00%), 6/1/28 | 668 | $ 640,685 | |
Term Loan, 7.05%, (SOFR + 5.50%), 6/1/29 | 1,496 | 1,447,622 | |
$ 2,088,307 | |||
Beverages — 1.1% | |||
Arterra Wines Canada, Inc., Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 11/24/27 | 1,084 | $ 1,053,704 | |
City Brewing Company, LLC, Term Loan, 5.873%, (1 mo. USD LIBOR + 3.50%), 4/5/28 | 768 | 673,665 | |
Triton Water Holdings, Inc., Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 3/31/28 | 2,475 | 2,325,883 | |
$ 4,053,252 | |||
Biotechnology — 0.2% | |||
Alkermes, Inc., Term Loan, 4.88%, (1 mo. USD LIBOR + 2.50%), 3/12/26 | 388 | $ 375,088 | |
Alltech, Inc., Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 10/13/28 | 423 | 408,955 | |
$ 784,043 | |||
Building Products — 3.1% | |||
ACProducts, Inc., Term Loan, 6.97%, (USD LIBOR + 4.25%), 5/17/28(9) | 2,104 | $ 1,746,300 | |
Cornerstone Building Brands, Inc., Term Loan, 5.641%, (1 mo. USD LIBOR + 3.25%), 4/12/28 | 2,427 | 2,193,844 | |
CP Atlas Buyer, Inc., Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 11/23/27 | 1,507 | 1,403,300 | |
Gardner Denver, Inc., Term Loan, 4.305%, (SOFR + 1.75%), 3/1/27 | 1,274 | 1,257,738 | |
Ingersoll-Rand Services Company, Term Loan, 4.305%, (SOFR + 1.75%), 3/1/27 | 1,393 | 1,375,236 | |
LHS Borrower, LLC, Term Loan, 7.305%, (SOFR + 4.75%), 2/16/29 | 1,691 | 1,532,253 | |
MI Windows and Doors, LLC, Term Loan, 6.055%, (SOFR + 3.60%), 12/18/27 | 1,543 | 1,521,589 | |
Standard Industries, Inc., Term Loan, 3.788%, (6 mo. USD LIBOR + 2.50%), 9/22/28 | 953 | 943,942 | |
$ 11,974,202 | |||
Capital Markets — 4.2% | |||
Advisor Group, Inc., Term Loan, 7.024%, (1 mo. USD LIBOR + 4.50%), 7/31/26 | 2,386 | $ 2,333,899 | |
AllSpring Buyer, LLC, Term Loan, 5.563%, (3 mo. USD LIBOR + 3.25%), 11/1/28 | 1,349 | 1,335,946 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Capital Markets (continued) | |||
Aretec Group, Inc., Term Loan, 6.805%, (SOFR + 4.25%), 10/1/25 | 3,480 | $ 3,417,763 | |
Edelman Financial Center, LLC, Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 4/7/28 | 2,527 | 2,430,640 | |
EIG Management Company, LLC, Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 2/22/25 | 263 | 260,186 | |
Focus Financial Partners, LLC, Term Loan, 5.024%, (1 mo. USD LIBOR + 2.50%), 6/30/28 | 1,486 | 1,462,882 | |
Greenhill & Co., Inc., Term Loan, 6.32%, (3 mo. USD LIBOR + 3.25%), 4/12/24 | 476 | 468,687 | |
Hudson River Trading, LLC, Term Loan, 6.164%, (SOFR + 3.00%), 3/20/28 | 1,746 | 1,639,130 | |
Mariner Wealth Advisors, LLC: | |||
Term Loan, 5.65%, (SOFR + 3.25%), 8/18/28 | 235 | 226,602 | |
Term Loan, 6.07%, (SOFR + 3.25%), 8/18/28 | 177 | 170,637 | |
Term Loan, 6.07%, (SOFR + 3.25%), 8/18/28 | 1,238 | 1,192,663 | |
Term Loan, 6.223%, (SOFR + 3.25%), 8/18/28 | 39 | 37,862 | |
Victory Capital Holdings, Inc., Term Loan, 4.543%, (3 mo. USD LIBOR + 2.25%), 7/1/26 | 935 | 916,845 | |
$ 15,893,742 | |||
Chemicals — 4.9% | |||
Aruba Investments, Inc.: | |||
Term Loan, 4.059%, (1 mo. EURIBOR + 4.00%), 11/24/27 | EUR | 518 | $ 486,487 |
Term Loan, 6.444%, (1 mo. USD LIBOR + 4.00%), 11/24/27 | 790 | 762,379 | |
Charter NEX US, Inc., Term Loan, 6.556%, (3 mo. USD LIBOR + 3.75%), 12/1/27 | 493 | 478,648 | |
Chemours Company (The), Term Loan, 2.50%, (3 mo. EURIBOR + 2.00%, Floor 0.50%), 4/3/25 | EUR | 620 | 611,988 |
CPC Acquisition Corp., Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 12/29/27 | 815 | 715,397 | |
Flint Group GmbH, Term Loan, 7.759%, (3 mo. USD LIBOR + 5.00%), 7.009% cash, 0.75% PIK, 9/21/23 | 107 | 88,338 | |
Flint Group US, LLC, Term Loan, 8.759%, (3 mo. USD LIBOR + 5.00%), 8.009% cash, 0.75% PIK, 9/21/23 | 650 | 534,371 | |
Gemini HDPE, LLC, Term Loan, 5.81%, (3 mo. USD LIBOR + 3.00%), 12/31/27 | 773 | 761,947 | |
Groupe Solmax, Inc., Term Loan, 7.00%, (3 mo. USD LIBOR + 4.75%), 5/29/28 | 1,535 | 1,384,886 | |
INEOS Enterprises Holdings II Limited, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 8/31/26 | EUR | 200 | 192,532 |
INEOS Enterprises Holdings US Finco, LLC, Term Loan, 6.57%, (3 mo. USD LIBOR + 3.50%), 8/28/26 | 220 | 216,766 | |
INEOS Finance PLC: | |||
Term Loan, 2.50%, (3 mo. EURIBOR + 2.00%, Floor 0.50%), 4/1/24 | EUR | 4 | 3,775 |
5
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Chemicals (continued) | |||
INEOS Finance PLC: (continued) | |||
Term Loan, 3.25%, (3 mo. EURIBOR + 2.75%, Floor 0.50%), 11/8/28 | EUR | 625 | $ 599,202 |
INEOS Styrolution US Holding, LLC, Term Loan, 5.274%, (1 mo. USD LIBOR + 2.75%), 1/29/26 | 1,980 | 1,938,337 | |
INEOS US Finance, LLC, Term Loan, 5.093%, (2 mo. USD LIBOR + 2.50%), 11/8/28 | 524 | 515,178 | |
Kraton Corporation, Term Loan, 5.109%, (SOFR + 3.25%), 3/15/29 | 399 | 394,844 | |
Kraton Polymers Holdings B.V., Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 3/15/29 | EUR | 300 | 285,155 |
Lonza Group AG, Term Loan, 6.25%, (3 mo. USD LIBOR + 4.00%), 7/3/28 | 2,500 | 2,318,707 | |
LSF11 Skyscraper Holdco S.a.r.l., Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 9/29/27 | 667 | 649,939 | |
Momentive Performance Materials, Inc., Term Loan, 5.78%, (1 mo. USD LIBOR + 3.25%), 5/15/24 | 461 | 453,709 | |
Olympus Water US Holding Corporation, Term Loan, 6.654%, (SOFR + 4.50%), 11/9/28 | 349 | 341,997 | |
Orion Engineered Carbons GmbH, Term Loan, 4.50%, (3 mo. USD LIBOR + 2.25%), 9/24/28 | 323 | 313,490 | |
Rohm Holding GmbH, Term Loan, 8.121%, (6 mo. USD LIBOR + 4.75%), 7/31/26 | 1,479 | 1,268,053 | |
Starfruit Finco B.V., Term Loan, 3.00%, (EURIBOR + 3.00%), 10/1/25(9) | EUR | 448 | 430,725 |
Venator Materials Corporation, Term Loan, 5.524%, (1 mo. USD LIBOR + 3.00%), 8/8/24 | 405 | 374,958 | |
W.R. Grace & Co.-Conn., Term Loan, 6.063%, (3 mo. USD LIBOR + 3.75%), 9/22/28 | 2,463 | 2,423,839 | |
$ 18,545,647 | |||
Commercial Services & Supplies — 5.2% | |||
Allied Universal Holdco, LLC, Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 5/12/28 | 3,533 | $ 3,382,872 | |
Belfor Holdings, Inc., Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 4/6/26 | 558 | 552,173 | |
EnergySolutions, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 5/9/25 | 1,780 | 1,667,426 | |
Garda World Security Corporation, Term Loan, 7.24%, (3 mo. USD LIBOR + 4.25%), 10/30/26 | 2,426 | 2,362,999 | |
GFL Environmental, Inc., Term Loan, 5.806%, (3 mo. USD LIBOR + 3.00%), 5/30/25 | 49 | 49,105 | |
LABL, Inc., Term Loan, 7.524%, (1 mo. USD LIBOR + 5.00%), 10/29/28 | 622 | 602,164 | |
Monitronics International, Inc., Term Loan, 10.306%, (3 mo. USD LIBOR + 7.50%), 3/29/24 | 1,563 | 1,047,124 | |
PECF USS Intermediate Holding III Corporation, Term Loan, 6.774%, (1 mo. USD LIBOR + 4.25%), 12/15/28 | 547 | 511,405 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Commercial Services & Supplies (continued) | |||
Phoenix Services International, LLC, Term Loan, 8.25%, (USD Prime + 2.75%), 3/1/25 | 862 | $ 508,432 | |
Prime Security Services Borrower, LLC, Term Loan, 5.107%, (1 mo. USD LIBOR + 2.75%), 9/23/26 | 2,127 | 2,084,165 | |
SITEL Worldwide Corporation, Term Loan, 6.01%, (3 mo. USD LIBOR + 3.75%), 8/28/28 | 2,317 | 2,274,548 | |
Tempo Acquisition, LLC, Term Loan, 5.455%, (SOFR + 3.00%), 8/31/28 | 1,636 | 1,612,818 | |
TMS International Corp., Term Loan, 5.463%, (USD LIBOR + 2.75%), 8/14/24(9) | 271 | 267,489 | |
TruGreen Limited Partnership, Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 11/2/27 | 2,125 | 2,049,023 | |
Werner FinCo, L.P., Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 7/24/24 | 1,096 | 1,022,105 | |
$ 19,993,848 | |||
Communications Equipment — 0.2% | |||
Digi International, Inc., Term Loan, 7.806%, (3 mo. USD LIBOR + 5.00%), 11/1/28 | 365 | $ 362,451 | |
Tiger Acquisition, LLC, Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 6/1/28 | 594 | 568,829 | |
$ 931,280 | |||
Construction Materials — 0.8% | |||
Oscar AcquisitionCo, LLC, Term Loan, 6.109%, (SOFR + 4.50%), 4/29/29 | 825 | $ 774,124 | |
Quikrete Holdings, Inc., Term Loan, 5.524%, (1 mo. USD LIBOR + 3.00%), 6/11/28 | 2,494 | 2,419,828 | |
$ 3,193,952 | |||
Containers & Packaging — 1.7% | |||
Berlin Packaging, LLC, Term Loan, 6.123%, (USD LIBOR + 3.75%), 3/11/28(9) | 1,042 | $ 1,009,124 | |
BWAY Holding Company, Term Loan, 5.623%, (1 mo. USD LIBOR + 3.25%), 4/3/24 | 2,457 | 2,407,878 | |
Clydesdale Acquisition Holdings, Inc., Term Loan, 6.73%, (SOFR + 4.175%), 4/13/29 | 525 | 508,500 | |
Pregis TopCo Corporation, Term Loan, 6.805%, (USD LIBOR + 4.00%), 7/31/26(9) | 658 | 641,260 | |
Pretium PKG Holdings, Inc.: | |||
Term Loan, 6.305%, (USD LIBOR + 4.00%), 10/2/28(9) | 522 | 493,644 | |
Term Loan - Second Lien, 9.075%, (USD LIBOR + 6.75%), 10/1/29(9) | 300 | 261,500 |
6
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Containers & Packaging (continued) | |||
Proampac PG Borrower, LLC, Term Loan, 6.458%, (USD LIBOR + 3.75%), 11/3/25(9) | 618 | $ 603,135 | |
Trident TPI Holdings, Inc., Term Loan, 5.50%, (3 mo. USD LIBOR + 3.25%), 10/17/24 | 741 | 733,605 | |
$ 6,658,646 | |||
Distributors — 1.5% | |||
Autokiniton US Holdings, Inc., Term Loan, 6.873%, (1 mo. USD LIBOR + 4.50%), 4/6/28 | 3,295 | $ 3,201,755 | |
Phillips Feed Service, Inc., Term Loan, 9.377%, (1 mo. USD LIBOR + 7.00%), 11/13/24(3) | 113 | 90,294 | |
White Cap Buyer, LLC, Term Loan, 6.205%, (SOFR + 3.75%), 10/19/27 | 2,334 | 2,259,348 | |
$ 5,551,397 | |||
Diversified Consumer Services — 1.1% | |||
Ascend Learning, LLC, Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 12/11/28 | 572 | $ 547,452 | |
Corporation Service Company, Term Loan, 8/31/29(11) | 350 | 346,500 | |
KUEHG Corp.: | |||
Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 2/21/25 | 2,671 | 2,607,309 | |
Term Loan - Second Lien, 10.50%, (3 mo. USD LIBOR + 8.25%), 8/22/25 | 425 | 418,271 | |
Sotheby's, Term Loan, 7.012%, (3 mo. USD LIBOR + 4.50%), 1/15/27 | 460 | 452,077 | |
$ 4,371,609 | |||
Diversified Financial Services — 0.6% | |||
Concorde Midco Ltd., Term Loan, 4.00%, (6 mo. EURIBOR + 4.00%), 3/1/28 | EUR | 575 | $ 553,288 |
Sandy BidCo B.V., Term Loan, 4.00%, (1 mo. EURIBOR + 4.00%), 6/12/28 | EUR | 950 | 929,344 |
Zephyr Bidco Limited, Term Loan, 6.472%, (SONIA + 4.75%), 7/23/25 | GBP | 775 | 796,781 |
$ 2,279,413 | |||
Diversified Telecommunication Services — 3.9% | |||
Altice France S.A.: | |||
Term Loan, 6.20%, (3 mo. USD LIBOR + 3.69%), 1/31/26 | 2,252 | $ 2,186,721 | |
Term Loan, 6.905%, (3 mo. USD LIBOR + 4.00%), 8/14/26 | 1,709 | 1,657,600 | |
GEE Holdings 2, LLC: | |||
Term Loan, 10.154%, (3 mo. USD LIBOR + 8.00%), 3/24/25 | 408 | 404,978 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Diversified Telecommunication Services (continued) | |||
GEE Holdings 2, LLC: (continued) | |||
Term Loan - Second Lien, 10.404%, (3 mo. USD LIBOR + 8.25%), 3.654% cash, 6.75% PIK, 3/23/26 | 856 | $ 778,693 | |
Numericable Group S.A., Term Loan, 3.238%, (3 mo. EURIBOR + 3.00%), 7/31/25 | EUR | 474 | 452,052 |
UPC Broadband Holding B.V.: | |||
Term Loan, 2.863%, (6 mo. EURIBOR + 2.50%), 4/30/29 | EUR | 775 | 741,842 |
Term Loan, 4.641%, (1 mo. USD LIBOR + 2.25%), 4/30/28 | 900 | 875,250 | |
UPC Financing Partnership, Term Loan, 5.391%, (1 mo. USD LIBOR + 3.00%), 1/31/29 | 660 | 643,881 | |
Virgin Media Bristol, LLC, Term Loan, 5.641%, (1 mo. USD LIBOR + 3.25%), 1/31/29 | 5,775 | 5,714,363 | |
Zayo Group Holdings, Inc., Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 3/9/27 | EUR | 1,432 | 1,331,760 |
$ 14,787,140 | |||
Electrical Equipment — 0.7% | |||
AZZ, Inc., Term Loan, 6.911%, (SOFR + 4.25%), 5/13/29(9) | 399 | $ 395,342 | |
GrafTech Finance, Inc., Term Loan, 5.524%, (1 mo. USD LIBOR + 3.00%), 2/12/25 | 1,368 | 1,356,275 | |
II-VI Incorporated, Term Loan, 5.123%, (1 mo. USD LIBOR + 2.75%), 7/2/29 | 875 | 857,500 | |
$ 2,609,117 | |||
Electronic Equipment, Instruments & Components — 1.9% | |||
Chamberlain Group, Inc., Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 11/3/28 | 1,343 | $ 1,283,643 | |
CPI International, Inc., Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 7/26/24 | 655 | 650,005 | |
Creation Technologies, Inc., Term Loan, 7.785%, (3 mo. USD LIBOR + 5.50%), 10/5/28 | 848 | 767,327 | |
DG Investment Intermediate Holdings 2, Inc., Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 3/31/28 | 990 | 969,407 | |
Mirion Technologies, Inc., Term Loan, 5.627%, (6 mo. USD LIBOR + 2.75%), 10/20/28 | 622 | 610,759 | |
Robertshaw US Holding Corp., Term Loan, 6.063%, (1 mo. USD LIBOR + 3.50%), 2/28/25 | 1,029 | 839,533 | |
Verifone Systems, Inc., Term Loan, 6.997%, (3 mo. USD LIBOR + 4.00%), 8/20/25 | 1,229 | 1,140,294 | |
Verisure Holding AB: | |||
Term Loan, 3.473%, (6 mo. EURIBOR + 3.25%), 3/27/28 | EUR | 850 | 809,362 |
Term Loan, 3.753%, (6 mo. EURIBOR + 3.25%), 7/20/26 | EUR | 325 | 313,055 |
$ 7,383,385 |
7
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Energy Equipment & Services — 0.0%(6) | |||
Ameriforge Group, Inc., Term Loan, 13.968%, (1 mo. USD LIBOR + 13.00%), 12/29/23(10) | 54 | $ 26,819 | |
$ 26,819 | |||
Engineering & Construction — 1.9% | |||
Aegion Corporation, Term Loan, 7.127%, (1 mo. USD LIBOR + 4.75%), 5/17/28 | 546 | $ 510,393 | |
Amentum Government Services Holdings, LLC, Term Loan, 5.163%, (SOFR + 4.00%), 2/15/29 | 675 | 659,812 | |
American Residential Services, LLC, Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 10/15/27 | 616 | 601,004 | |
Brand Energy & Infrastructure Services, Inc., Term Loan, 6.944%, (3 mo. USD LIBOR + 4.25%), 6/21/24 | 1,645 | 1,507,948 | |
Northstar Group Services, Inc., Term Loan, 8.024%, (1 mo. USD LIBOR + 5.50%), 11/12/26 | 1,543 | 1,516,282 | |
USIC Holdings, Inc., Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 5/12/28 | 2,382 | 2,316,743 | |
$ 7,112,182 | |||
Entertainment — 1.7% | |||
Alchemy Copyrights, LLC, Term Loan, 5.373%, (1 mo. USD LIBOR + 3.00%), 3/10/28 | 516 | $ 510,674 | |
City Football Group Limited, Term Loan, 6.484%, (1 mo. USD LIBOR + 3.50%), 7/21/28 | 995 | 960,175 | |
Crown Finance US, Inc.: | |||
Term Loan, 4.00%, (6 mo. USD LIBOR + 2.50%), 2/28/25 | 2,089 | 1,353,683 | |
Term Loan, 4.25%, (6 mo. USD LIBOR + 2.75%), 9/30/26 | 1,511 | 965,923 | |
Term Loan, 15.25%, (7.00% cash, 8.25% PIK), 5/23/24(12) | 549 | 635,093 | |
Renaissance Holding Corp.: | |||
Term Loan, 6.787%, (SOFR + 4.50%), 3/30/29 | 150 | 146,813 | |
Term Loan - Second Lien, 9.524%, (1 mo. USD LIBOR + 7.00%), 5/29/26 | 200 | 193,750 | |
UFC Holdings, LLC, Term Loan, 5.52%, (3 mo. USD LIBOR + 2.75%), 4/29/26 | 1,187 | 1,157,301 | |
Vue International Bidco PLC, Term Loan, 4.75%, (6 mo. EURIBOR + 4.75%), 7/3/26 | EUR | 678 | 515,900 |
$ 6,439,312 | |||
Food Products — 1.0% | |||
8th Avenue Food & Provisions, Inc., Term Loan, 7.274%, (1 mo. USD LIBOR + 4.75%), 10/1/25 | 496 | $ 441,662 | |
Badger Buyer Corp., Term Loan, 5.993%, (1 mo. USD LIBOR + 3.50%), 9/30/24 | 357 | 328,166 | |
CHG PPC Parent, LLC, Term Loan, 5.563%, (1 mo. USD LIBOR + 3.00%), 12/8/28 | 399 | 390,023 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Food Products (continued) | |||
Del Monte Foods, Inc., Term Loan, 6.647%, (SOFR + 4.35%), 5/16/29 | 400 | $ 387,500 | |
Monogram Food Solutions, LLC, Term Loan, 6.563%, (1 mo. USD LIBOR + 4.00%), 8/28/28 | 448 | 437,676 | |
Shearer's Foods, Inc., Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 9/23/27 | 442 | 430,204 | |
Sovos Brands Intermediate, Inc., Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 6/8/28 | 601 | 581,843 | |
United Petfood Group B.V., Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 4/23/28 | EUR | 775 | 717,178 |
$ 3,714,252 | |||
Gas Utilities — 0.8% | |||
CQP Holdco, L.P., Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 6/5/28 | 2,950 | $ 2,902,009 | |
$ 2,902,009 | |||
Health Care Equipment & Supplies — 1.6% | |||
Bayou Intermediate II, LLC, Term Loan, 7.302%, (3 mo. USD LIBOR + 4.50%), 8/2/28 | 871 | $ 848,859 | |
CryoLife, Inc., Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 6/1/27 | 501 | 484,454 | |
Gloves Buyer, Inc., Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 12/29/27 | 1,684 | 1,595,785 | |
Journey Personal Care Corp., Term Loan, 6.50%, (3 mo. USD LIBOR + 4.25%), 3/1/28 | 1,262 | 899,353 | |
Medline Borrower, L.P., Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 10/23/28 | 2,494 | 2,385,095 | |
$ 6,213,546 | |||
Health Care Providers & Services — 7.8% | |||
AEA International Holdings (Lux) S.a.r.l., Term Loan, 6.063%, (3 mo. USD LIBOR + 3.75%), 9/7/28 | 896 | $ 877,590 | |
Biogroup-LCD, Term Loan, 3.027%, (3 mo. EURIBOR + 2.75%), 2/9/28 | EUR | 250 | 235,954 |
BW NHHC Holdco, Inc., Term Loan, 7.961%, (3 mo. USD LIBOR + 5.00%), 5/15/25 | 2,466 | 1,602,081 | |
Cano Health, LLC, Term Loan, 6.555%, (SOFR + 4.00%), 11/23/27 | 2,518 | 2,367,132 | |
CCRR Parent, Inc., Term Loan, 6.01%, (3 mo. USD LIBOR + 3.75%), 3/6/28 | 593 | 572,122 | |
Cerba Healthcare S.A.S.: | |||
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 6/30/28 | EUR | 450 | 430,408 |
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 2/15/29 | EUR | 525 | 512,035 |
CHG Healthcare Services, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 3.25%), 9/29/28 | 943 | 921,267 |
8
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Health Care Providers & Services (continued) | |||
Covis Finco S.a.r.l., Term Loan, 8.704%, (SOFR + 6.50%), 2/18/27 | 839 | $ 684,091 | |
Electron BidCo, Inc., Term Loan, 5.524%, (1 mo. USD LIBOR + 3.00%), 11/1/28 | 698 | 682,831 | |
Envision Healthcare Corporation: | |||
Term Loan, 10.531%, (SOFR + 7.875%), 3/31/27 | 350 | 340,815 | |
Term Loan - Second Lien, 6.83%, (SOFR + 4.25%), 3/31/27 | 2,484 | 1,248,086 | |
Hanger, Inc., Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 3/6/25 | 1,024 | 1,023,977 | |
IVC Acquisition, Ltd., Term Loan, 4.391%, (3 mo. EURIBOR + 4.00%), 2/13/26 | EUR | 1,350 | 1,309,926 |
LSCS Holdings, Inc., Term Loan, 6.75%, (3 mo. USD LIBOR + 4.50%), 12/16/28 | 647 | 617,242 | |
MDVIP, Inc., Term Loan, 5.868%, (1 mo. USD LIBOR + 3.50%), 10/16/28 | 249 | 244,388 | |
Medical Solutions Holdings, Inc.: | |||
Term Loan, 3.50%, 11/1/28(10) | 176 | 172,138 | |
Term Loan, 6.377%, (3 mo. USD LIBOR + 3.50%), 11/1/28 | 1,096 | 1,072,801 | |
Midwest Physician Administrative Services, LLC, Term Loan, 5.50%, (3 mo. USD LIBOR + 3.25%), 3/12/28 | 568 | 528,633 | |
National Mentor Holdings, Inc.: | |||
Term Loan, 6.01%, (3 mo. USD LIBOR + 3.75%), 3/2/28 | 65 | 55,902 | |
Term Loan, 6.131%, (USD LIBOR + 3.75%), 3/2/28(9) | 2,257 | 1,927,123 | |
Option Care Health, Inc., Term Loan, 5.274%, (1 mo. USD LIBOR + 2.75%), 10/27/28 | 373 | 370,093 | |
Pacific Dental Services, LLC, Term Loan, 5.877%, (1 mo. USD LIBOR + 3.50%), 5/5/28 | 594 | 582,120 | |
Pearl Intermediate Parent, LLC, Term Loan - Second Lien, 8.774%, (1 mo. USD LIBOR + 6.25%), 2/13/26 | 175 | 168,000 | |
Pediatric Associates Holding Company, LLC: | |||
Term Loan, 4.255%, (USD LIBOR + 3.25%), 12/29/28(10) | 66 | 64,311 | |
Term Loan, 5.076%, (6 mo. USD LIBOR + 3.25%), 12/29/28 | 433 | 423,921 | |
PetVet Care Centers, LLC, Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 2/14/25 | 346 | 336,016 | |
Phoenix Guarantor, Inc.: | |||
Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 3/5/26 | 2,970 | 2,876,745 | |
Term Loan, 5.944%, (1 mo. USD LIBOR + 3.50%), 3/5/26 | 1,534 | 1,486,509 | |
Radiology Partners, Inc., Term Loan, 6.659%, (1 mo. USD LIBOR + 4.25%), 7/9/25 | 1,305 | 1,221,471 | |
Sound Inpatient Physicians, Term Loan, 5.274%, (1 mo. USD LIBOR + 2.75%), 6/27/25 | 480 | 457,350 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Health Care Providers & Services (continued) | |||
Surgery Center Holdings, Inc., Term Loan, 6.14%, (1 mo. USD LIBOR + 3.75%), 8/31/26 | 2,500 | $ 2,430,945 | |
Synlab Bondco PLC, Term Loan, 2.778%, (6 mo. EURIBOR + 2.50%), 7/1/27 | EUR | 325 | 312,961 |
U.S. Anesthesia Partners, Inc., Term Loan, 6.623%, (1 mo. USD LIBOR + 4.25%), 10/1/28 | 968 | 931,399 | |
WP CityMD Bidco, LLC, Term Loan, 5.50%, (3 mo. USD LIBOR + 3.25%), 12/22/28 | 574 | 560,976 | |
$ 29,649,359 | |||
Health Care Technology — 3.1% | |||
Bracket Intermediate Holding Corp., Term Loan, 6.543%, (3 mo. USD LIBOR + 4.25%), 9/5/25 | 914 | $ 893,802 | |
Certara, L.P., Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 8/15/26 | 952 | 928,653 | |
eResearchTechnology, Inc., Term Loan, 7.024%, (1 mo. USD LIBOR + 4.50%), 2/4/27 | 346 | 329,763 | |
GHX Ultimate Parent Corporation, Term Loan, 6.127%, (6 mo. USD LIBOR + 3.25%), 6/28/24 | 952 | 942,877 | |
Imprivata, Inc.: | |||
Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 12/1/27 | 992 | 969,822 | |
Term Loan, 6.705%, (SOFR + 4.25%), 12/1/27 | 200 | 196,063 | |
MedAssets Software Intermediate Holdings, Inc.: | |||
Term Loan, 6.493%, (1 mo. USD LIBOR + 4.00%), 12/18/28 | 973 | 940,954 | |
Term Loan - Second Lien, 9.274%, (1 mo. USD LIBOR + 6.75%), 12/17/29 | 625 | 559,114 | |
Navicure, Inc., Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 10/22/26 | 1,564 | 1,533,372 | |
PointClickCare Technologies, Inc., Term Loan, 5.938%, (6 mo. USD LIBOR + 3.00%), 12/29/27 | 667 | 653,231 | |
Project Ruby Ultimate Parent Corp., Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 3/10/28 | 1,234 | 1,202,281 | |
Symplr Software, Inc., Term Loan, 6.654%, (SOFR + 4.50%), 12/22/27 | 1,038 | 1,007,944 | |
Verscend Holding Corp., Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 8/27/25 | 1,578 | 1,571,512 | |
$ 11,729,388 | |||
Hotels, Restaurants & Leisure — 3.8% | |||
Carnival Corporation: | |||
Term Loan, 5.877%, (6 mo. USD LIBOR + 3.00%), 6/30/25 | 1,372 | $ 1,312,661 | |
Term Loan, 6.127%, (6 mo. USD LIBOR + 3.25%), 10/18/28 | 2,338 | 2,192,109 | |
ClubCorp Holdings, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 2.75%), 9/18/24 | 1,484 | 1,423,184 |
9
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Hotels, Restaurants & Leisure (continued) | |||
Dave & Buster's, Inc., Term Loan, 7.563%, (SOFR + 5.00%), 6/29/29 | 700 | $ 685,300 | |
Great Canadian Gaming Corporation, Term Loan, 6.096%, (3 mo. USD LIBOR + 4.00%), 11/1/26 | 1,525 | 1,498,948 | |
IRB Holding Corp., Term Loan, 5.437%, (SOFR + 3.15%), 12/15/27 | 2,317 | 2,247,720 | |
Oravel Stays Singapore Pte, Ltd., Term Loan, 10.44%, (3 mo. USD LIBOR + 8.25%), 6/23/26 | 644 | 582,368 | |
Playa Resorts Holding B.V., Term Loan, 5.27%, (1 mo. USD LIBOR + 2.75%), 4/29/24 | 1,085 | 1,065,589 | |
SeaWorld Parks & Entertainment, Inc., Term Loan, 5.563%, (1 mo. USD LIBOR + 3.00%), 8/25/28 | 769 | 758,371 | |
SMG US Midco 2, Inc., Term Loan, 5.024%, (1 mo. USD LIBOR + 2.50%), 1/23/25 | 239 | 232,300 | |
Travel Leaders Group, LLC, Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 1/25/24 | 1,695 | 1,589,482 | |
Twin River Worldwide Holdings, Inc., Term Loan, 5.623%, (1 mo. USD LIBOR + 3.25%), 10/2/28 | 995 | 950,474 | |
$ 14,538,506 | |||
Household Durables — 0.9% | |||
Libbey Glass, Inc., Term Loan, 10.455%, (3 mo. USD LIBOR + 8.00%), 11/13/25 | 687 | $ 705,086 | |
Serta Simmons Bedding, LLC: | |||
Term Loan, 9.891%, (1 mo. USD LIBOR + 7.50%), 8/10/23 | 1,153 | 1,130,967 | |
Term Loan - Second Lien, 9.891%, (1 mo. USD LIBOR + 7.50%), 8/10/23 | 2,666 | 1,530,810 | |
$ 3,366,863 | |||
Household Products — 0.4% | |||
Kronos Acquisition Holdings, Inc.: | |||
Term Loan, 6.82%, (3 mo. USD LIBOR + 3.75%), 12/22/26 | 1,404 | $ 1,355,500 | |
Term Loan, 8.94%, (SOFR + 6.00%), 12/22/26 | 348 | 337,803 | |
$ 1,693,303 | |||
Industrial Conglomerates — 0.3% | |||
SPX Flow, Inc., Term Loan, 7.055%, (SOFR + 4.50%), 4/5/29 | 1,225 | $ 1,164,975 | |
$ 1,164,975 | |||
Insurance — 2.2% | |||
AssuredPartners, Inc.: | |||
Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 2/12/27 | 1,386 | $ 1,350,622 | |
Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 2/12/27 | 1,386 | 1,350,484 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Insurance (continued) | |||
Financiere CEP S.A.S., Term Loan, 4.225%, (6 mo. EURIBOR + 4.00%), 6/18/27 | EUR | 550 | $ 540,839 |
NFP Corp., Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 2/15/27 | 2,178 | 2,112,390 | |
Ryan Specialty Group, LLC, Term Loan, 5.555%, (SOFR + 3.00%), 9/1/27 | 2,970 | 2,921,515 | |
$ 8,275,850 | |||
Interactive Media & Services — 1.7% | |||
Buzz Finco, LLC: | |||
Term Loan, 5.274%, (1 mo. USD LIBOR + 2.75%), 1/29/27 | 587 | $ 573,304 | |
Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 1/29/27 | 67 | 66,263 | |
Camelot U.S. Acquisition, LLC, Term Loan, 5.524%, (1 mo. USD LIBOR + 3.00%), 10/30/26 | 2,692 | 2,633,514 | |
Foundational Education Group, Inc., Term Loan, 6.066%, (SOFR + 3.75%), 8/31/28 | 1,468 | 1,419,927 | |
Getty Images, Inc., Term Loan, 7.623%, (USD LIBOR + 4.50%), 2/19/26(9) | 1,182 | 1,174,694 | |
Match Group, Inc., Term Loan, 4.692%, (3 mo. USD LIBOR + 1.75%), 2/13/27 | 775 | 754,656 | |
$ 6,622,358 | |||
Internet & Direct Marketing Retail — 1.1% | |||
Adevinta ASA: | |||
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 6/26/28 | EUR | 1,250 | $ 1,230,803 |
Term Loan, 5.25%, (3 mo. USD LIBOR + 3.00%), 6/26/28 | 322 | 316,421 | |
CNT Holdings I Corp., Term Loan, 5.812%, (SOFR + 3.50%), 11/8/27 | 1,584 | 1,554,109 | |
Hoya Midco, LLC, Term Loan, 5.705%, (SOFR + 3.25%), 2/3/29 | 985 | 954,536 | |
$ 4,055,869 | |||
IT Services — 5.0% | |||
Asurion, LLC: | |||
Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 12/23/26 | 1,320 | $ 1,213,600 | |
Term Loan, 6.708%, (SOFR + 4.00%), 8/19/28 | 1,236 | 1,158,301 | |
Term Loan - Second Lien, 7.774%, (1 mo. USD LIBOR + 5.25%), 1/31/28 | 2,070 | 1,791,844 | |
Endure Digital, Inc., Term Loan, 5.873%, (1 mo. USD LIBOR + 3.50%), 2/10/28 | 3,317 | 3,117,510 |
10
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
IT Services (continued) | |||
EP Purchaser, LLC, Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 11/6/28 | 349 | $ 343,888 | |
Gainwell Acquisition Corp., Term Loan, 6.25%, (3 mo. USD LIBOR + 4.00%), 10/1/27 | 4,272 | 4,183,925 | |
Indy US Bidco, LLC: | |||
Term Loan, 3.844%, (1 mo. EURIBOR + 3.75%), 3/6/28 | EUR | 618 | 578,293 |
Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 3/5/28 | 790 | 757,606 | |
NAB Holdings, LLC, Term Loan, 5.204%, (SOFR + 3.00%), 11/23/28 | 970 | 941,021 | |
Rackspace Technology Global, Inc., Term Loan, 5.617%, (3 mo. USD LIBOR + 2.75%), 2/15/28 | 2,977 | 2,442,946 | |
Sedgwick Claims Management Services, Inc., Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 12/31/25 | 1,237 | 1,215,220 | |
Skopima Merger Sub, Inc., Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 5/12/28 | 1,563 | 1,512,384 | |
$ 19,256,538 | |||
Leisure Products — 0.5% | |||
Amer Sports Oyj, Term Loan, 5.131%, (6 mo. EURIBOR + 4.50%), 3/30/26 | EUR | 1,813 | $ 1,763,185 |
Fender Musical Instruments Corporation, Term Loan, 6.393%, (SOFR + 4.00%), 12/1/28 | 273 | 262,144 | |
$ 2,025,329 | |||
Life Sciences Tools & Services — 1.5% | |||
Cambrex Corporation, Term Loan, 6.055%, (SOFR + 3.60%), 12/4/26 | 313 | $ 305,489 | |
Curia Global, Inc., Term Loan, 6.555%, (USD LIBOR +3.75%), 8/30/26(9) | 1,972 | 1,908,363 | |
IQVIA, Inc., Term Loan, 4.274%, (1 mo. USD LIBOR + 1.75%), 3/7/24 | 524 | 524,146 | |
LGC Group Holdings, Ltd., Term Loan, 3.12%, (1 mo. EURIBOR + 3.00%), 4/21/27 | EUR | 500 | 472,327 |
Loire Finco Luxembourg S.a.r.l., Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 4/21/27 | 368 | 353,781 | |
Packaging Coordinators Midco, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 11/30/27 | 1,482 | 1,449,664 | |
Sotera Health Holdings, LLC, Term Loan, 5.274%, (1 mo. USD LIBOR + 2.75%), 12/11/26 | 675 | 658,125 | |
$ 5,671,895 | |||
Machinery — 7.3% | |||
AI Aqua Merger Sub, Inc., Term Loan, 6.037%, (SOFR + 3.75%), 7/31/28 | 2,200 | $ 2,120,250 | |
Albion Financing 3 S.a.r.l., Term Loan, 8.009%, (3 mo. USD LIBOR + 5.25%), 8/17/26 | 1,368 | 1,316,820 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Machinery (continued) | |||
Alliance Laundry Systems, LLC, Term Loan, 5.955%, (3 mo. USD LIBOR + 3.50%), 10/8/27 | 2,183 | $ 2,143,494 | |
American Trailer World Corp., Term Loan, 6.305%, (SOFR + 3.75%), 3/3/28 | 1,889 | 1,774,689 | |
Apex Tool Group, LLC, Term Loan, 7.662%, (SOFR + 5.25%), 2/8/29 | 2,272 | 2,095,117 | |
Conair Holdings, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 5/17/28 | 2,184 | 1,875,991 | |
Delachaux Group S.A., Term Loan, 7.306%, (3 mo. USD LIBOR + 4.50%), 4/16/26 | 444 | 411,926 | |
Engineered Machinery Holdings, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 5/19/28 | 2,801 | 2,716,973 | |
Filtration Group Corporation: | |||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 3/29/25 | EUR | 384 | 373,891 |
Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 10/21/28 | 645 | 629,481 | |
Gates Global, LLC, Term Loan, 5.024%, (1 mo. USD LIBOR + 2.50%), 3/31/27 | 2,623 | 2,577,951 | |
Granite Holdings US Acquisition Co., Term Loan, 6.313%, (3 mo. USD LIBOR + 4.00%), 9/30/26 | 1,406 | 1,375,087 | |
Icebox Holdco III, Inc.: | |||
Term Loan, 3.75%, 12/22/28(10) | 124 | 119,470 | |
Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 12/22/28 | 599 | 575,993 | |
Illuminate Buyer, LLC, Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 6/30/27 | 891 | 862,750 | |
Madison IAQ, LLC, Term Loan, 4.524%, (6 mo. USD LIBOR + 3.25%), 6/21/28 | 2,475 | 2,395,595 | |
Penn Engineering & Manufacturing Corp., Term Loan, 4.75%, (3 mo. USD LIBOR + 2.50%), 6/27/24 | 181 | 180,003 | |
Titan Acquisition Limited, Term Loan, 5.877%, (3 mo. USD LIBOR + 3.00%), 3/28/25 | 1,984 | 1,892,675 | |
TK Elevator Topco GmbH, Term Loan, 4.256%, (6 mo. EURIBOR + 3.63%), 7/29/27 | EUR | 525 | 504,422 |
Vertical US Newco, Inc., Term Loan, 6.871%, (6 mo. USD LIBOR + 3.50%), 7/30/27 | 1,327 | 1,290,900 | |
Zephyr German BidCo GmbH, Term Loan, 3.40%, (3 mo. EURIBOR + 3.40%), 3/10/28 | EUR | 650 | 620,790 |
$ 27,854,268 | |||
Media — 2.6% | |||
Diamond Sports Group, LLC, Term Loan, 10.387%, (SOFR + 8.00%), 5/26/26 | 530 | $ 504,480 | |
Gray Television, Inc.: | |||
Term Loan, 4.873%, (1 mo. USD LIBOR + 2.50%), 2/7/24 | 234 | 232,566 | |
Term Loan, 4.873%, (1 mo. USD LIBOR + 2.50%), 1/2/26 | 637 | 627,525 |
11
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Media (continued) | |||
Gray Television, Inc.: (continued) | |||
Term Loan, 5.373%, (1 mo. USD LIBOR + 3.00%), 12/1/28 | 846 | $ 834,121 | |
Hubbard Radio, LLC, Term Loan, 6.78%, (1 mo. USD LIBOR + 4.25%), 3/28/25 | 707 | 675,270 | |
Magnite, Inc., Term Loan, 6.197%, (USD LIBOR + 5.00%), 4/28/28(9) | 767 | 744,232 | |
MJH Healthcare Holdings, LLC, Term Loan, 6.055%, (SOFR + 3.60%), 1/28/29 | 249 | 240,647 | |
Nexstar Broadcasting, Inc., Term Loan, 5.024%, (1 mo. USD LIBOR + 2.50%), 9/18/26 | 294 | 292,914 | |
Recorded Books, Inc., Term Loan, 6.313%, (SOFR + 4.00%), 8/29/25 | 2,520 | 2,491,126 | |
Sinclair Television Group, Inc.: | |||
Term Loan, 5.03%, (1 mo. USD LIBOR + 2.50%), 9/30/26 | 656 | 633,052 | |
Term Loan, 5.53%, (1 mo. USD LIBOR + 3.00%), 4/1/28 | 447 | 425,310 | |
Univision Communications, Inc., Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 3/15/26 | 2,178 | 2,132,807 | |
$ 9,834,050 | |||
Metals/Mining — 0.5% | |||
Dynacast International, LLC, Term Loan, 11.98%, (3 mo. USD LIBOR + 9.00%), 10/22/25 | 367 | $ 331,989 | |
WireCo WorldGroup, Inc., Term Loan, 7.188%, (3 mo. USD LIBOR + 4.25%), 11/13/28 | 445 | 438,872 | |
Zekelman Industries, Inc., Term Loan, 4.185%, (3 mo. USD LIBOR + 2.00%), 1/24/27 | 1,038 | 1,010,864 | |
$ 1,781,725 | |||
Oil, Gas & Consumable Fuels — 3.6% | |||
Centurion Pipeline Company, LLC: | |||
Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 9/29/25 | 266 | $ 263,028 | |
Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 9/28/25 | 247 | 244,406 | |
CITGO Petroleum Corporation, Term Loan, 8.774%, (1 mo. USD LIBOR + 6.25%), 3/28/24 | 4,082 | 4,084,504 | |
Delek US Holdings, Inc., Term Loan, 8.024%, (1 mo. USD LIBOR + 5.50%), 3/31/25 | 587 | 582,101 | |
Freeport LNG Investments, LLLP, Term Loan, 6.21%, (3 mo. USD LIBOR + 3.50%), 12/21/28 | 593 | 570,387 | |
Matador Bidco S.a.r.l., Term Loan, 7.024%, (1 mo. USD LIBOR + 4.50%), 10/15/26 | 4,023 | 3,983,508 | |
Oryx Midstream Services Permian Basin, LLC, Term Loan, 6.211%, (3 mo. USD LIBOR + 3.25%), 10/5/28 | 721 | 711,118 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Oil, Gas & Consumable Fuels (continued) | |||
Oxbow Carbon, LLC, Term Loan, 6.50%, (3 mo. USD LIBOR + 4.25%), 10/17/25 | 707 | $ 703,651 | |
QuarterNorth Energy Holding, Inc., Term Loan - Second Lien, 10.524%, (1 mo. USD LIBOR + 8.00%), 8/27/26 | 783 | 780,946 | |
UGI Energy Services, LLC, Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 8/13/26 | 1,980 | 1,971,343 | |
$ 13,894,992 | |||
Personal Products — 0.5% | |||
HLF Financing S.a.r.l., Term Loan, 5.024%, (1 mo. USD LIBOR + 2.50%), 8/18/25 | 725 | $ 706,594 | |
Sunshine Luxembourg VII S.a.r.l., Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 10/1/26 | 1,234 | 1,193,596 | |
$ 1,900,190 | |||
Pharmaceuticals — 2.9% | |||
Akorn, Inc., Term Loan, 9.777%, (3 mo. USD LIBOR + 7.50%), 10/1/25 | 312 | $ 301,462 | |
Amneal Pharmaceuticals, LLC, Term Loan, 5.939%, (USD LIBOR + 3.50%), 5/4/25(9) | 1,822 | 1,747,306 | |
Bausch Health Companies, Inc., Term Loan, 7.662%, (SOFR + 5.25%), 2/1/27 | 1,715 | 1,379,696 | |
Elanco Animal Health Incorporated, Term Loan, 4.123%, (1 mo. USD LIBOR + 1.75%), 8/1/27 | 617 | 597,744 | |
Jazz Financing Lux S.a.r.l., Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 5/5/28 | 2,475 | 2,433,621 | |
Mallinckrodt International Finance S.A.: | |||
Term Loan, 7.253%, (3 mo. USD LIBOR + 5.25%), 9/30/27 | 2,113 | 1,650,448 | |
Term Loan, 7.503%, (3 mo. USD LIBOR + 5.50%), 9/30/27 | 3,034 | 2,342,176 | |
Nidda Healthcare Holding AG, Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 8/21/26 | EUR | 625 | 596,689 |
PharmaZell GmbH, Term Loan, 4.00%, (1 mo. EURIBOR + 4.00%), 5/12/27 | EUR | 125 | 120,803 |
$ 11,169,945 | |||
Professional Services — 3.4% | |||
AlixPartners, LLP, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/4/28 | EUR | 518 | $ 498,372 |
APFS Staffing Holdings, Inc., Term Loan, 6.774%, (SOFR + 4.00%), 12/29/28(9) | 249 | 245,323 | |
Blitz 20-487 GmbH, Term Loan, 3.438%, (3 mo. EURIBOR + 3.20%), 4/28/28 | EUR | 825 | 791,948 |
Brown Group Holding, LLC: | |||
Term Loan, 5.024%, (1 mo. USD LIBOR + 2.50%), 6/7/28 | 2,203 | 2,167,415 |
12
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Professional Services (continued) | |||
Brown Group Holding, LLC: (continued) | |||
Term Loan, 6.205%, (SOFR + 3.75%), 7/2/29 | 225 | $ 222,356 | |
CoreLogic, Inc., Term Loan, 6.063%, (1 mo. USD LIBOR + 3.50%), 6/2/28 | 3,114 | 2,681,127 | |
Deerfield Dakota Holding, LLC, Term Loan, 6.205%, (SOFR + 3.75%), 4/9/27 | 2,305 | 2,251,153 | |
Employbridge, LLC, Term Loan, 7.00%, (3 mo. USD LIBOR + 4.75%), 7/19/28 | 1,538 | 1,394,152 | |
Techem Verwaltungsgesellschaft 675 mbH, Term Loan, 2.888%, (6 mo. EURIBOR + 2.63%), 7/15/25 | EUR | 801 | 775,860 |
Trans Union, LLC, Term Loan, 4.774%, (1 mo. USD LIBOR + 2.25%), 12/1/28 | 1,559 | 1,534,386 | |
Vaco Holdings, LLC, Term Loan, 7.204%, (SOFR + 5.00%), 1/21/29 | 249 | 244,708 | |
$ 12,806,800 | |||
Road & Rail — 3.7% | |||
Grab Holdings, Inc., Term Loan, 7.03%, (1 mo. USD LIBOR + 4.50%), 1/29/26 | 2,493 | $ 2,350,065 | |
Kenan Advantage Group, Inc., Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 3/24/26 | 2,610 | 2,551,846 | |
PODS, LLC, Term Loan, 5.524%, (1 mo. USD LIBOR + 3.00%), 3/31/28 | 3,468 | 3,364,435 | |
Uber Technologies, Inc.: | |||
Term Loan, 6.57%, (3 mo. USD LIBOR + 3.50%), 4/4/25 | 6,077 | 6,042,461 | |
Term Loan, 6.57%, (3 mo. USD LIBOR + 3.50%), 2/25/27 | 5 | 5,188 | |
$ 14,313,995 | |||
Semiconductors & Semiconductor Equipment — 1.1% | |||
Altar Bidco, Inc.: | |||
Term Loan, 5.506%, (SOFR + 3.35%), 2/1/29(9) | 1,100 | $ 1,060,125 | |
Term Loan - Second Lien, 7.355%, (SOFR + 5.60%), 2/1/30 | 475 | 434,230 | |
Bright Bidco B.V.: | |||
DIP Loan, 2/28/23(11) | 274 | 273,669 | |
Term Loan, 4.774%, (3 mo. USD LIBOR + 3.50%), 6/30/24 | 2,317 | 907,791 | |
MKS Instruments, Inc., Term Loan, 3.00%, (1 mo. EURIBOR + 3.00%), 8/17/29 | EUR | 350 | 342,939 |
Ultra Clean Holdings, Inc., Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 8/27/25 | 1,234 | 1,220,717 | |
$ 4,239,471 | |||
Software — 27.8% | |||
Applied Systems, Inc., Term Loan - Second Lien, 7.75%, (3 mo. USD LIBOR + 5.50%), 9/19/25 | 2,634 | $ 2,614,477 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software (continued) | |||
AppLovin Corporation: | |||
Term Loan, 5.25%, (3 mo. USD LIBOR + 3.00%), 10/25/28 | 1,297 | $ 1,264,980 | |
Term Loan, 5.50%, (3 mo. USD LIBOR + 3.25%), 8/15/25 | 2,177 | 2,142,053 | |
Aptean, Inc., Term Loan, 7.32%, (3 mo. USD LIBOR + 4.25%), 4/23/26 | 2,084 | 2,001,359 | |
AQA Acquisition Holding, Inc., Term Loan, 7.318%, (USD LIBOR + 4.25%), 3/3/28(9) | 965 | 935,488 | |
Astra Acquisition Corp.: | |||
Term Loan, 7.774%, (1 mo. USD LIBOR + 5.25%), 10/25/28 | 1,420 | 1,210,226 | |
Term Loan - Second Lien, 11.399%, (1 mo. USD LIBOR + 8.88%), 10/25/29 | 1,450 | 1,224,955 | |
Avaya, Inc., Term Loan, 6.391%, (1 mo. USD LIBOR + 4.00%), 12/15/27 | 175 | 101,281 | |
Banff Merger Sub, Inc.: | |||
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 10/2/25 | EUR | 291 | 281,514 |
Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 10/2/25 | 3,716 | 3,590,237 | |
Term Loan - Second Lien, 8.024%, (1 mo. USD LIBOR + 5.50%), 2/27/26 | 775 | 733,150 | |
CDK Global, Inc., Term Loan, 6.61%, (SOFR + 4.50%), 7/6/29 | 2,100 | 2,047,937 | |
CentralSquare Technologies, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 8/29/25 | 893 | 796,030 | |
Ceridian HCM Holding, Inc., Term Loan, 5.024%, (1 mo. USD LIBOR + 2.50%), 4/30/25 | 1,029 | 1,005,613 | |
Cloudera, Inc.: | |||
Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 10/8/28 | 2,388 | 2,292,480 | |
Term Loan - Second Lien, 8.524%, (1 mo. USD LIBOR + 6.00%), 10/8/29 | 650 | 598,000 | |
ConnectWise, LLC, Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 9/29/28 | 1,990 | 1,938,260 | |
Constant Contact, Inc., Term Loan, 6.423%, (3 mo. USD LIBOR + 4.00%), 2/10/28 | 2,034 | 1,948,674 | |
Cornerstone OnDemand, Inc., Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 10/16/28 | 1,172 | 1,103,204 | |
Delta TopCo, Inc.: | |||
Term Loan, 5.836%, (3 mo. USD LIBOR + 3.75%), 12/1/27 | 1,547 | 1,468,721 | |
Term Loan - Second Lien, 9.336%, (3 mo. USD LIBOR + 7.25%), 12/1/28 | 2,250 | 2,041,875 | |
E2open, LLC, Term Loan, 5.857%, (1 mo. USD LIBOR + 3.50%), 2/4/28 | 963 | 947,377 | |
ECI Macola Max Holding, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), 11/9/27 | 1,405 | 1,376,523 |
13
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software (continued) | |||
Epicor Software Corporation: | |||
Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 7/30/27 | 2,493 | $ 2,424,753 | |
Term Loan - Second Lien, 10.274%, (1 mo. USD LIBOR + 7.75%), 7/31/28 | 925 | 924,808 | |
Finastra USA, Inc., Term Loan, 6.871%, (6 mo. USD LIBOR + 3.50%), 6/13/24 | 4,925 | 4,620,184 | |
GoTo Group, Inc., Term Loan, 7.118%, (1 mo. USD LIBOR + 4.75%), 8/31/27 | 2,019 | 1,585,111 | |
Greeneden U.S. Holdings II, LLC, Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 12/1/27 | 2,396 | 2,361,606 | |
Hyland Software, Inc., Term Loan - Second Lien, 8.774%, (1 mo. USD LIBOR + 6.25%), 7/7/25 | 3,806 | 3,752,080 | |
Imperva, Inc., Term Loan, 6.921%, (3 mo. USD LIBOR + 4.00%), 1/12/26 | 2,371 | 2,120,227 | |
Ivanti Software, Inc.: | |||
Term Loan, 5.611%, (3 mo. USD LIBOR + 4.00%), 12/1/27 | 790 | 682,362 | |
Term Loan, 5.848%, (3 mo. USD LIBOR + 4.25%), 12/1/27 | 2,878 | 2,486,569 | |
MA FinanceCo., LLC, Term Loan, 5.915%, (3 mo. USD LIBOR + 4.25%), 6/5/25 | 1,671 | 1,656,455 | |
Magenta Buyer, LLC: | |||
Term Loan, 7.25%, (1 mo. USD LIBOR + 4.75%), 7/27/28 | 4,615 | 4,415,138 | |
Term Loan - Second Lien, 10.75%, (1 mo. USD LIBOR + 8.25%), 7/27/29 | 1,250 | 1,199,219 | |
Marcel LUX IV S.a.r.l., Term Loan, 6.455%, (SOFR + 4.00%), 12/31/27 | 112 | 109,979 | |
Mavenir Systems, Inc., Term Loan, 7.711%, (3 mo. USD LIBOR + 4.75%), 8/18/28 | 323 | 292,654 | |
McAfee, LLC, Term Loan, 6.157%, (SOFR + 3.75%), 3/1/29 | 2,500 | 2,383,750 | |
Mediaocean, LLC, Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 12/15/28 | 549 | 534,452 | |
MH Sub I, LLC, Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 9/13/24 | 347 | 340,097 | |
Mitnick Corporate Purchaser, Inc., Term Loan, 7.393%, (SOFR + 4.75%), 5/2/29 | 400 | 391,500 | |
Panther Commercial Holdings, L.P., Term Loan, 7.306%, (3 mo. USD LIBOR + 4.50%), 1/7/28 | 991 | 935,947 | |
Polaris Newco, LLC, Term Loan, 6.524%, (1 mo. USD LIBOR + 4.00%), 6/2/28 | 2,878 | 2,771,755 | |
Proofpoint, Inc., Term Loan, 6.32%, (3 mo. USD LIBOR + 3.25%), 8/31/28 | 2,985 | 2,882,185 | |
RealPage, Inc., Term Loan, 5.524%, (1 mo. USD LIBOR + 3.00%), 4/24/28 | 4,640 | 4,470,872 | |
Redstone Holdco 2 L.P., Term Loan, 7.533%, (3 mo. USD LIBOR + 4.75%), 4/27/28 | 2,432 | 2,086,638 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software (continued) | |||
Sabre GLBL, Inc.: | |||
Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 12/17/27 | 1,521 | $ 1,429,643 | |
Term Loan, 6.024%, (1 mo. USD LIBOR + 3.50%), 12/17/27 | 954 | 896,857 | |
Term Loan, 6.805%, (SOFR + 4.25%), 6/30/28 | 1,006 | 959,057 | |
Seattle Spinco, Inc., Term Loan, 5.274%, (1 mo. USD LIBOR + 2.75%), 6/21/24 | 1,730 | 1,712,264 | |
Sophia, L.P., Term Loan, 5.75%, (3 mo. USD LIBOR + 3.50%), 10/7/27 | 4,205 | 4,069,939 | |
Sovos Compliance, LLC, Term Loan, 7.024%, (1 mo. USD LIBOR + 4.50%), 8/11/28 | 622 | 608,021 | |
Sportradar Capital S.a.r.l., Term Loan, 3.526%, (1 mo. EURIBOR + 3.50%), 11/22/27 | EUR | 288 | 277,941 |
SurveyMonkey, Inc., Term Loan, 6.28%, (1 mo. USD LIBOR + 3.75%), 10/10/25 | 903 | 877,803 | |
Tibco Software, Inc.: | |||
Term Loan, 6.28%, (1 mo. USD LIBOR + 3.75%), 6/30/26 | 2,599 | 2,591,646 | |
Term Loan - Second Lien, 9.78%, (1 mo. USD LIBOR + 7.25%), 3/3/28 | 1,350 | 1,345,781 | |
Turing Midco, LLC, Term Loan, 5.274%, (1 mo. USD LIBOR + 2.75%), 3/23/28 | 270 | 268,177 | |
Ultimate Software Group, Inc. (The): | |||
Term Loan, 5.535%, (3 mo. USD LIBOR + 3.25%), 5/4/26 | 4,557 | 4,422,950 | |
Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 5/4/26 | 1,712 | 1,672,199 | |
Veritas US, Inc.: | |||
Term Loan, 5.75%, (3 mo. EURIBOR + 4.75%, Floor 1.00%), 9/1/25 | EUR | 365 | 331,087 |
Term Loan, 7.25%, (3 mo. USD LIBOR + 5.00%), 9/1/25 | 2,693 | 2,172,383 | |
Vision Solutions, Inc., Term Loan, 6.783%, (3 mo. USD LIBOR + 4.00%), 4/24/28 | 2,481 | 2,359,515 | |
VS Buyer, LLC, Term Loan, 5.524%, (1 mo. USD LIBOR + 3.00%), 2/28/27 | 1,222 | 1,202,020 | |
$ 106,290,038 | |||
Specialty Retail — 4.4% | |||
Belron Finance US, LLC, Term Loan, 5.375%, (3 mo. USD LIBOR + 2.50%), 4/13/28 | 988 | $ 975,927 | |
Boels Topholding B.V., Term Loan, 3.571%, (3 mo. EURIBOR + 3.25%), 2/6/27 | EUR | 600 | 586,389 |
Great Outdoors Group, LLC, Term Loan, 6.274%, (1 mo. USD LIBOR + 3.75%), 3/6/28 | 2,906 | 2,823,461 | |
Harbor Freight Tools USA, Inc., Term Loan, 5.274%, (1 mo. USD LIBOR + 2.75%), 10/19/27 | 2,722 | 2,609,785 |
14
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Specialty Retail (continued) | |||
L1R HB Finance Limited: | |||
Term Loan, 4.25%, (6 mo. EURIBOR + 4.25%), 9/2/24 | EUR | 450 | $ 273,134 |
Term Loan, 6.217%, (SONIA + 5.25%), 9/2/24 | GBP | 450 | 319,438 |
Les Schwab Tire Centers, Term Loan, 6.58%, (3 mo. USD LIBOR + 3.25%), 11/2/27 | 4,665 | 4,562,257 | |
LIDS Holdings, Inc., Term Loan, 7.326%, (SOFR + 5.50%), 12/14/26 | 422 | 378,633 | |
Mattress Firm, Inc., Term Loan, 5.64%, (6 mo. USD LIBOR + 4.25%), 9/25/28 | 1,067 | 923,790 | |
PetSmart, Inc., Term Loan, 6.27%, (1 mo. USD LIBOR + 3.75%), 2/11/28 | 3,242 | 3,174,364 | |
$ 16,627,178 | |||
Trading Companies & Distributors — 3.0% | |||
DXP Enterprises, Inc., Term Loan, 7.274%, (1 mo. USD LIBOR + 4.75%), 12/16/27 | 665 | $ 640,773 | |
Electro Rent Corporation, Term Loan, 7.732%, (3 mo. USD LIBOR + 5.00%), 1/31/24 | 1,713 | 1,696,287 | |
Hillman Group, Inc. (The): | |||
Term Loan, 2.944%, (1 mo. USD LIBOR + 2.75%), 7/14/28(10) | 84 | 82,292 | |
Term Loan, 5.194%, (1 mo. USD LIBOR + 2.75%), 7/14/28 | 350 | 341,199 | |
Park River Holdings, Inc., Term Loan, 5.527%, (3 mo. USD LIBOR + 3.25%), 12/28/27 | 716 | 653,289 | |
Patagonia Bidco Limited: | |||
Term Loan, 6.94%, (SONIA + 5.25%), 3/5/29 | GBP | 1,142 | 1,166,118 |
Term Loan, 6.94%, (SONIA + 5.25%), 3/5/29 | GBP | 208 | 212,022 |
Spin Holdco, Inc., Term Loan, 5.611%, (3 mo. USD LIBOR + 4.00%), 3/4/28 | 4,617 | 4,353,996 | |
SRS Distribution, Inc.: | |||
Term Loan, 6.177%, (SOFR + 3.50%), 6/2/28 | 348 | 333,667 | |
Term Loan, 6.306%, (3 mo. USD LIBOR + 3.50%), 6/2/28 | 1,163 | 1,119,991 | |
TricorBraun Holdings, Inc., Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 3/3/28 | 793 | 770,526 | |
$ 11,370,160 | |||
Transportation Infrastructure — 0.4% | |||
KKR Apple Bidco, LLC, Term Loan, 5.274%, (1 mo. USD LIBOR + 2.75%), 9/23/28 | 1,642 | $ 1,606,863 | |
$ 1,606,863 | |||
Wireless Telecommunication Services — 0.5% | |||
CCI Buyer, Inc., Term Loan, 6.054%, (3 mo. USD LIBOR + 4.00%), 12/17/27 | 373 | $ 359,663 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Wireless Telecommunication Services (continued) | |||
Digicel International Finance Limited, Term Loan, 5.774%, (1 mo. USD LIBOR + 3.25%), 5/28/24 | 1,738 | $ 1,609,405 | |
$ 1,969,068 | |||
Total Senior Floating-Rate Loans (identified cost $557,042,819) | $ 526,143,150 |
Warrants — 0.0% |
Security | Shares | Value | |
Leisure Goods/Activities/Movies — 0.0% | |||
Cineworld Group PLC, Exp. 11/23/25(4)(5) | 154,246 | $ 0 | |
$ 0 | |||
Retailers (Except Food and Drug) — 0.0% | |||
David’s Bridal, LLC, Exp. 11/26/22(3)(4)(5) | 4,543 | $ 0 | |
$ 0 | |||
Total Warrants (identified cost $0) | $ 0 |
Short-Term Investments — 0.8% |
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 2.11%(13) | 2,807,729 | $ 2,807,729 | |
Total Short-Term Investments (identified cost $2,807,729) | $ 2,807,729 | ||
Total Investments — 156.1% (identified cost $636,387,680) | $ 595,947,840 | ||
Less Unfunded Loan Commitments — (0.2)% | $ (791,882) | ||
Net Investments — 155.9% (identified cost $635,595,798) | $ 595,155,958 | ||
Notes Payable — (37.7)% | $(144,000,000) | ||
Variable Rate Term Preferred Shares, at Liquidation Value (net of unamortized deferred debt issuance costs) — (20.9)% | $ (79,954,295) | ||
Other Assets, Less Liabilities — 2.7% | $ 10,674,747 | ||
Net Assets Applicable to Common Shares — 100.0% | $ 381,876,410 |
15
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares. | |
* | In U.S. dollars unless otherwise indicated. |
(1) | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At August 31, 2022, the aggregate value of these securities is $52,011,394 or 13.6% of the Trust's net assets applicable to common shares. |
(2) | Variable rate security. The stated interest rate represents the rate in effect at August 31, 2022. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
(4) | Non-income producing security. |
(5) | Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale. |
(6) | Amount is less than 0.05%. |
(7) | Restricted security. |
(8) | Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate (“LIBOR”) or the Secured Overnight Financing Rate (“SOFR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold. |
(9) | The stated interest rate represents the weighted average interest rate at August 31, 2022 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period. |
(10) | Unfunded or partially unfunded loan commitments. The Trust may enter into certain loan agreements all or a portion of which may be unfunded. The Trust is obligated to fund these commitments at the borrower's discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At August 31, 2022, the total value of unfunded loan commitments is $757,590. |
(11) | This Senior Loan will settle after August 31, 2022, at which time the interest rate will be determined. |
(12) | Fixed-rate loan. |
(13) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of August 31, 2022. |
Forward Foreign Currency Exchange Contracts (OTC) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
EUR | 9,015,019 | USD | 9,065,053 | Standard Chartered Bank | 9/2/22 | $ — | $ (5,406) |
USD | 9,211,688 | EUR | 9,015,019 | Standard Chartered Bank | 9/2/22 | 152,041 | — |
GBP | 73,870 | USD | 88,020 | Bank of America, N.A. | 9/30/22 | — | (2,160) |
USD | 2,278,586 | EUR | 2,150,626 | Standard Chartered Bank | 9/30/22 | 113,343 | — |
USD | 2,247,481 | EUR | 2,122,141 | Standard Chartered Bank | 9/30/22 | 110,916 | — |
USD | 2,188,926 | EUR | 2,065,171 | State Street Bank and Trust Company | 9/30/22 | 109,719 | — |
USD | 2,008,921 | EUR | 1,895,930 | State Street Bank and Trust Company | 9/30/22 | 100,105 | — |
USD | 87,841 | GBP | 72,741 | JPMorgan Chase Bank, N.A. | 9/30/22 | 3,294 | — |
USD | 2,820,312 | GBP | 2,309,699 | State Street Bank and Trust Company | 9/30/22 | 135,716 | — |
USD | 9,084,002 | EUR | 9,015,019 | Standard Chartered Bank | 10/4/22 | 5,290 | — |
EUR | 4,761,511 | USD | 4,886,222 | JPMorgan Chase Bank, N.A. | 10/31/22 | — | (82,080) |
USD | 5,360,831 | EUR | 5,241,269 | Bank of America, N.A. | 10/31/22 | 72,635 | — |
USD | 2,513,105 | EUR | 2,447,669 | Goldman Sachs International | 10/31/22 | 43,521 | — |
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Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
USD | 2,512,841 | EUR | 2,447,669 | Goldman Sachs International | 10/31/22 | $ 43,257 | $ — |
USD | 721,768 | EUR | 704,436 | HSBC Bank USA, N.A. | 10/31/22 | 11,025 | — |
USD | 4,722,102 | EUR | 4,616,969 | State Street Bank and Trust Company | 10/31/22 | 63,796 | — |
$964,658 | $(89,646) |
Abbreviations: | |
DIP | – Debtor In Possession |
EURIBOR | – Euro Interbank Offered Rate |
LIBOR | – London Interbank Offered Rate |
OTC | – Over-the-counter |
PIK | – Payment In Kind |
SOFR | – Secured Overnight Financing Rate |
SONIA | – Sterling Overnight Interbank Average |
Currency Abbreviations: | |
EUR | – Euro |
GBP | – British Pound Sterling |
USD | – United States Dollar |
The Trust is subject to foreign exchange risk in the normal course of pursuing its investment objectives. Because the Trust holds foreign currency denominated investments, the value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Trust enters into forward foreign currency exchange contracts.
At August 31, 2022, the Trust had sufficient cash and/or securities to cover commitments under open derivative contracts.
Restricted Securities
At August 31, 2022, the Trust owned the following securities which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Trust has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.
Description | Date(s) of Acquisition | Shares | Cost | Value |
Common Stocks | ||||
Nine Point Energy Holdings, Inc. | 7/15/14, 10/21/14 | 758 | $34,724 | $0 |
Total Common Stocks | $34,724 | $0 | ||
Convertible Preferred Stocks | ||||
Nine Point Energy Holdings, Inc., Series A, 12.00%, (PIK) | 5/26/17 | 14 | $14,000 | $0 |
Total Convertible Preferred Stocks | $14,000 | $0 | ||
Total Restricted Securities | $48,724 | $0 |
17
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
Affiliated Investments
At August 31, 2022, the value of the Trust's investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Liquidity Fund) was $2,807,729, which represents 0.8% of the Trust's net assets applicable to common shares. Transactions in affiliated funds by the Trust for the fiscal year to date ended August 31, 2022 were as follows:
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Shares, end of period |
Short-Term Investments | ||||||||
Liquidity Fund | $4,301,950 | $31,490,150 | $(32,984,371) | $ — | $ — | $2,807,729 | $13,243 | 2,807,729 |
Fair Value Measurements
Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.
• | Level 1 – quoted prices in active markets for identical investments |
• | Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
• | Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments) |
In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
At August 31, 2022, the hierarchy of inputs used in valuing the Trust’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 | $ — | $ 28,738,088 | $ — | $ 28,738,088 |
Closed-End Funds | 7,492,542 | — | — | 7,492,542 |
Common Stocks | 1,040,976 | 1,267,922 | 930,935 | 3,239,833 |
Convertible Preferred Stocks | — | 506 | 0 | 506 |
Corporate Bonds | — | 27,525,992 | — | 27,525,992 |
Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | — | 524,937,542 | 413,726 | 525,351,268 |
Warrants | — | 0 | 0 | 0 |
Short-Term Investments | 2,807,729 | — | — | 2,807,729 |
Total Investments | $11,341,247 | $582,470,050 | $1,344,661 | $595,155,958 |
Forward Foreign Currency Exchange Contracts | $ — | $ 964,658 | $ — | $ 964,658 |
Total | $11,341,247 | $583,434,708 | $1,344,661 | $596,120,616 |
Liability Description | ||||
Forward Foreign Currency Exchange Contracts | $ — | $ (89,646) | $ — | $ (89,646) |
Total | $ — | $ (89,646) | $ — | $ (89,646) |
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Trust. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended August 31, 2022 is not presented.
18
Eaton Vance
Floating-Rate Income Trust
August 31, 2022
Portfolio of Investments (Unaudited) — continued
For information on the Trust's policy regarding the valuation of investments and other significant accounting policies, please refer to the Trust's most recent financial statements included in its semiannual or annual report to shareholders.
19