Eaton Vance Floating-Rate Income Plus Fund NPORTP (Feb 2020 report)

Eaton Vance

Floating-Rate Income Plus Fund

February 29, 2020

Portfolio of Investments (Unaudited)

Senior Floating-Rate Loans — 133.3%⁽¹⁾

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 3.1%
AI Convoy (Luxembourg) S.a.r.l.
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.50%), Maturing January 17, 2027	$	150	$	148,969
Dynasty Acquisition Co., Inc.
Term Loan, 5.21%, (3 mo. USD LIBOR + 3.50%), Maturing April 6, 2026		79		77,079
Term Loan, 5.21%, (3 mo. USD LIBOR + 3.50%), Maturing April 6, 2026		146		143,366
TransDigm, Inc.
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing August 22, 2024		1,313		1,292,067
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing December 9, 2025		1,514		1,486,015
WP CPP Holdings, LLC
Term Loan, 5.53%, (USD LIBOR + 3.75%), Maturing April 30, 2025⁽²⁾		792		766,723
			$	3,914,219
Automotive — 3.1%
Adient US, LLC
Term Loan, 5.89%, (3 mo. USD LIBOR + 4.00%), Maturing May 6, 2024	$	299	$	295,142
American Axle and Manufacturing, Inc.
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.25%), Maturing April 6, 2024		553		541,788
Autokiniton US Holdings, Inc.
Term Loan, 7.98%, (1 mo. USD LIBOR + 6.38%), Maturing May 22, 2025		172		171,513
Bright Bidco B.V.
Term Loan, 5.33%, (USD LIBOR + 3.50%), Maturing June 30, 2024⁽²⁾		390		190,504
Chassix, Inc.
Term Loan, 7.35%, (USD LIBOR + 5.50%), Maturing November 15, 2023⁽²⁾		343		311,273
Dayco Products, LLC
Term Loan, 5.86%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023		243		220,028
IAA, Inc.
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.25%), Maturing June 28, 2026		121		120,938
Panther BF Aggregator 2 L.P.
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing April 30, 2026		823		812,651
Tenneco, Inc.
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		817		773,190
Thor Industries, Inc.
Term Loan, 5.44%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2026		246		243,055
TI Group Automotive Systems, LLC
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2022		224		222,108
			$	3,902,190
Beverage and Tobacco — 0.8%
Arterra Wines Canada, Inc.
Term Loan, 4.65%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023	$	583	$	580,006
Flavors Holdings, Inc.
Term Loan - Second Lien, 11.94%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2021		500		470,000
			$	1,050,006
Brokerage/Securities Dealers/Investment Houses — 0.6%
Advisor Group, Inc.
Term Loan, 6.60%, (1 mo. USD LIBOR + 5.00%), Maturing August 1, 2026	$	500	$	495,312

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Clipper Acquisitions Corp.
Term Loan, 3.42%, (1 mo. USD LIBOR + 1.75%), Maturing December 27, 2024		294		292,163
OZ Management L.P.
Term Loan, 6.44%, (1 mo. USD LIBOR + 4.75%), Maturing April 10, 2023		11		10,814
			$	798,289
Building and Development — 4.3%
ACProducts, Inc.
Term Loan, Maturing August 18, 2025⁽³⁾	$	100	$	102,125
American Builders & Contractors Supply Co., Inc.
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2027		549		542,453
APi Group DE, Inc.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing October 1, 2026		350		348,250
Beacon Roofing Supply, Inc.
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025		147		145,809
Brookfield Property REIT, Inc.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing August 27, 2025		222		215,800
Core & Main L.P.
Term Loan, 4.51%, (USD LIBOR + 2.75%), Maturing August 1, 2024⁽²⁾		245		243,037
CPG International, Inc.
Term Loan, 5.93%, (12 mo. USD LIBOR + 3.75%), Maturing May 5, 2024		521		518,201
Cushman & Wakefield U.S. Borrower, LLC
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing August 21, 2025		1,259		1,241,750
NCI Building Systems, Inc.
Term Loan, 5.41%, (1 mo. USD LIBOR + 3.75%), Maturing April 12, 2025		173		167,839
Quikrete Holdings, Inc.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2027		601		593,449
Realogy Group, LLC
Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing February 8, 2025		444		429,145
Summit Materials Companies I, LLC
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing November 21, 2024		147		146,510
Werner FinCo L.P.
Term Loan, 5.60%, (1 mo. USD LIBOR + 4.00%), Maturing July 24, 2024		342		337,234
WireCo WorldGroup, Inc.
Term Loan, 6.60%, (1 mo. USD LIBOR + 5.00%), Maturing September 30, 2023		470		447,794
			$	5,479,396
Business Equipment and Services — 11.2%
Adtalem Global Education, Inc.
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing April 11, 2025	$	99	$	98,777
AlixPartners, LLP
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing April 4, 2024		636		622,105
Allied Universal Holdco, LLC
Term Loan, 5.85%, (1 mo. USD LIBOR + 4.25%), Maturing July 10, 2026		800		795,333
Amentum Government Services Holdings, LLC
Term Loan, 5.76%, (2 mo. USD LIBOR + 4.00%), Maturing February 1, 2027		225		225,844
AppLovin Corporation
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing August 15, 2025		1,141		1,143,072
ASGN Incorporated
Term Loan, 3.35%, (1 mo. USD LIBOR + 1.75%), Maturing April 2, 2025		75		75,078
Belfor Holdings, Inc.
Term Loan, 5.60%, (1 mo. USD LIBOR + 4.00%), Maturing April 6, 2026		124		125,075
Bracket Intermediate Holding Corp.
Term Loan, 6.16%, (3 mo. USD LIBOR + 4.25%), Maturing September 5, 2025		198		195,895
Camelot U.S. Acquisition 1 Co.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing October 31, 2026		425		425,266

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
CCC Information Services, Inc.
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024		1,039		1,030,157
Ceridian HCM Holding, Inc.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing April 30, 2025		346		345,193
CM Acquisition Co.
Term Loan, 11.94%, (3 mo. USD LIBOR + 10.00%), Maturing July 26, 2023		90		87,389
Da Vinci Purchaser Corp.
Term Loan, 5.87%, (3 mo. USD LIBOR + 4.00%), Maturing January 8, 2027		100		99,625
Deerfield Dakota Holding, LLC
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing February 13, 2025		347		347,348
EAB Global, Inc.
Term Loan, 5.74%, (USD LIBOR + 3.75%), Maturing November 15, 2024⁽²⁾		319		314,523
EIG Investors Corp.
Term Loan, 5.39%, (USD LIBOR + 3.75%), Maturing February 9, 2023⁽²⁾		708		702,139
Fiserv Investment Solutions, Inc.
Term Loan, 6.44%, (3 mo. USD LIBOR + 4.75%), Maturing February 18, 2027		125		125,781
Garda World Security Corporation
Term Loan, 6.39%, (3 mo. USD LIBOR + 4.75%), Maturing October 30, 2026		326		325,132
IG Investment Holdings, LLC
Term Loan, 5.60%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025		581		577,995
IRI Holdings, Inc.
Term Loan, 6.11%, (3 mo. USD LIBOR + 4.50%), Maturing December 1, 2025		347		333,723
Iron Mountain, Inc.
Term Loan, 3.35%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026		197		192,447
KAR Auction Services, Inc.
Term Loan, 3.94%, (1 mo. USD LIBOR + 2.25%), Maturing September 19, 2026		150		149,672
Kronos Incorporated
Term Loan, 4.76%, (3 mo. USD LIBOR + 3.00%), Maturing November 1, 2023		1,362		1,360,069
KUEHG Corp.
Term Loan, 5.69%, (3 mo. USD LIBOR + 3.75%), Maturing February 21, 2025		824		811,624
Monitronics International, Inc.
Term Loan, 8.10%, (1 mo. USD LIBOR + 6.50%), Maturing March 29, 2024		185		158,393
PGX Holdings, Inc.
Term Loan, 6.86%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020		244		122,442
Pike Corporation
Term Loan, 4.86%, (1 mo. USD LIBOR + 3.25%), Maturing July 24, 2026		96		95,210
Pre-Paid Legal Services, Inc.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2025		89		88,131
Prime Security Services Borrower, LLC
Term Loan, 4.91%, (1 mo. USD LIBOR + 3.25%), Maturing September 23, 2026		532		521,114
Red Ventures, LLC
Term Loan, 4.16%, (1 mo. USD LIBOR + 2.50%), Maturing November 8, 2024		342		336,555
Rockwood Service Corporation
Term Loan, Maturing January 23, 2027⁽³⁾		100		100,375
Sabre GLBL, Inc.
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing February 22, 2024		624		601,561
Spin Holdco, Inc.
Term Loan, 5.09%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2022		934		923,557
Tempo Acquisition, LLC
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing May 1, 2024		195		192,319
Vestcom Parent Holdings, Inc.
Term Loan, 5.60%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023		121		115,691
WASH Multifamily Laundry Systems, LLC
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		225		222,747
West Corporation
Term Loan, 5.60%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024		269		216,274
			$	14,203,631

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Cable and Satellite Television — 4.8%
Altice France S.A.
Term Loan, 5.66%, (1 mo. USD LIBOR + 4.00%), Maturing August 14, 2026	$	496	$	487,650
Charter Communications Operating, LLC
Term Loan, 3.36%, (1 mo. USD LIBOR + 1.75%), Maturing February 1, 2027		858		850,464
CSC Holdings, LLC
Term Loan, 3.91%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025		638		630,226
Term Loan, 3.91%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026		223		220,798
Term Loan, 4.16%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2027		296		293,287
Numericable Group S.A.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing July 31, 2025		438		423,676
Radiate Holdco, LLC
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024		440		430,853
Telenet Financing USD, LLC
Term Loan, 3.66%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2028		900		879,375
UPC Broadband Holding B.V.
Term Loan, 3.91%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2028		200		198,000
Virgin Media Bristol, LLC
Term Loan, 4.16%, (1 mo. USD LIBOR + 2.50%), Maturing January 31, 2028		1,650		1,634,737
			$	6,049,066
Chemicals and Plastics — 5.6%
Alpha 3 B.V.
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024	$	131	$	126,987
Aruba Investments, Inc.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing February 2, 2022		72		72,071
Axalta Coating Systems US Holdings, Inc.
Term Loan, 3.69%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024		861		846,183
Emerald Performance Materials, LLC
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021		118		117,467
Ferro Corporation
Term Loan, 4.19%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		73		71,984
Term Loan, 4.19%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		74		73,549
Flint Group GmbH
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021		37		30,864
Flint Group US, LLC
Term Loan, 4.80%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021		224		186,705
Gemini HDPE, LLC
Term Loan, 4.28%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024		468		467,538
H.B. Fuller Company
Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing October 20, 2024		387		383,159
Hexion, Inc.
Term Loan, 5.41%, (3 mo. USD LIBOR + 3.50%), Maturing July 1, 2026		572		567,119
Kraton Polymers, LLC
Term Loan, 6.25%, (USD Prime + 1.50%), Maturing March 5, 2025		172		171,882
Messer Industries GmbH
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.50%), Maturing March 1, 2026		323		317,724
Minerals Technologies, Inc.
Term Loan, 3.92%, (USD LIBOR + 2.25%), Maturing February 14, 2024⁽²⁾		221		222,365
Momentive Performance Materials, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 3.25%), Maturing May 15, 2024		100		96,017
Orion Engineered Carbons GmbH
Term Loan, 3.94%, (3 mo. USD LIBOR + 2.00%), Maturing July 25, 2024		291		290,092
PMHC II, Inc.
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing March 31, 2025		425		371,508
PQ Corporation
Term Loan, 4.03%, (3 mo. USD LIBOR + 2.25%), Maturing February 7, 2027		517		510,666

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Pregis TopCo Corporation
Term Loan, 5.60%, (1 mo. USD LIBOR + 4.00%), Maturing July 31, 2026		150		148,969
Spectrum Holdings III Corp.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2025		84		76,121
Starfruit Finco B.V.
Term Loan, 4.67%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		653		642,221
Tata Chemicals North America, Inc.
Term Loan, 4.44%, (1 mo. USD LIBOR + 2.75%), Maturing August 7, 2020		197		196,690
Tronox Finance, LLC
Term Loan, 4.49%, (USD LIBOR + 2.75%), Maturing September 23, 2024⁽²⁾		717		700,607
Univar, Inc.
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing July 1, 2024		461		456,634
			$	7,145,122
Containers and Glass Products — 4.3%
Berry Global, Inc.
Term Loan, 3.67%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2022	$	210	$	207,257
Term Loan, 3.67%, (1 mo. USD LIBOR + 2.00%), Maturing July 1, 2026		224		221,189
BWAY Holding Company
Term Loan, 5.08%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024		244		234,203
Consolidated Container Company, LLC
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		98		97,633
Flex Acquisition Company, Inc.
Term Loan, 4.90%, (USD LIBOR + 3.00%), Maturing December 29, 2023⁽²⁾		419		403,642
Term Loan, 5.16%, (3 mo. USD LIBOR + 3.25%), Maturing June 29, 2025		342		329,745
Libbey Glass, Inc.
Term Loan, 4.67%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021		275		209,141
Pelican Products, Inc.
Term Loan, 5.16%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2025		148		143,318
Reynolds Consumer Products, Inc.
Term Loan, 3.50%, (3 mo. USD LIBOR + 1.75%), Maturing February 4, 2027		550		545,417
Reynolds Group Holdings, Inc.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023		2,350		2,335,445
Ring Container Technologies Group, LLC
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024		219		216,962
Trident TPI Holdings, Inc.
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing October 17, 2024		515		496,552
			$	5,440,504
Cosmetics/Toiletries — 0.8%
Kronos Acquisition Holdings, Inc.
Term Loan, 5.60%, (1 mo. USD LIBOR + 4.00%), Maturing May 15, 2023	$	434	$	428,167
Term Loan, 8.60%, (1 mo. USD LIBOR + 7.00%), Maturing May 15, 2023		620		615,660
			$	1,043,827
Drugs — 7.0%
Akorn, Inc.
Term Loan, 11.69%, (1 mo. USD LIBOR + 10.00%), 10.94% Cash, 0.75% PIK, Maturing April 16, 2021	$	225	$	219,298
Albany Molecular Research, Inc.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing August 30, 2024		318		312,790
Amneal Pharmaceuticals, LLC
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025		812		731,868
Arbor Pharmaceuticals, Inc.
Term Loan, 6.94%, (3 mo. USD LIBOR + 5.00%), Maturing July 5, 2023		388		347,002
Bausch Health Companies, Inc.
Term Loan, 4.66%, (1 mo. USD LIBOR + 3.00%), Maturing June 2, 2025		1,305		1,300,393

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Catalent Pharma Solutions, Inc.
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing May 18, 2026		199		198,128
Elanco Animal Health Incorporated
Term Loan, Maturing February 4, 2027⁽³⁾		475		471,437
Endo Luxembourg Finance Company I S.a.r.l.
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024		1,146		1,101,710
Grifols Worldwide Operations USA, Inc.
Term Loan, 3.58%, (1 week USD LIBOR + 2.00%), Maturing November 15, 2027		1,029		1,022,063
Horizon Therapeutics USA, Inc.
Term Loan, 3.94%, (1 mo. USD LIBOR + 2.25%), Maturing May 22, 2026		498		500,868
Jaguar Holding Company II
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2022		1,579		1,568,829
Mallinckrodt International Finance S.A.
Term Loan, 4.69%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024		700		627,812
Term Loan, 4.70%, (3 mo. USD LIBOR + 3.00%), Maturing February 24, 2025		632		561,384
			$	8,963,582
Ecological Services and Equipment — 1.3%
Advanced Disposal Services, Inc.
Term Loan, 3.83%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023	$	457	$	457,405
EnergySolutions, LLC
Term Loan, 5.69%, (3 mo. USD LIBOR + 3.75%), Maturing May 9, 2025		420		394,557
GFL Environmental, Inc.
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing May 30, 2025		585		575,791
Term Loan, 6.75%, (USD Prime + 2.00%), Maturing May 30, 2025		280		275,602
			$	1,703,355
Electronics/Electrical — 20.6%
Almonde, Inc.
Term Loan, 5.28%, (3 mo. USD LIBOR + 3.50%), Maturing June 13, 2024	$	825	$	787,936
Applied Systems, Inc.
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.25%), Maturing September 19, 2024		884		876,349
Term Loan - Second Lien, 8.94%, (3 mo. USD LIBOR + 7.00%), Maturing September 19, 2025		100		102,500
Aptean, Inc.
Term Loan, 6.19%, (3 mo. USD LIBOR + 4.25%), Maturing April 23, 2026		174		172,866
Astra Acquisition Corp.
Term Loan, Maturing March 1, 2027⁽³⁾		200		197,000
Avast Software B.V.
Term Loan, 4.19%, (3 mo. USD LIBOR + 2.25%), Maturing September 29, 2023		125		124,854
Banff Merger Sub, Inc.
Term Loan, 5.85%, (1 mo. USD LIBOR + 4.25%), Maturing October 2, 2025		817		787,653
Barracuda Networks, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 3.25%), Maturing February 12, 2025		468		465,862
Buzz Merger Sub Ltd.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing January 29, 2027		125		124,883
Castle US Holding Corporation
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.75%), Maturing January 29, 2027		245		239,472
CDW, LLC
Term Loan, 3.36%, (1 mo. USD LIBOR + 1.75%), Maturing October 13, 2026		299		299,150
Cohu, Inc.
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		173		169,356
CommScope, Inc.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing April 6, 2026		399		396,501
CPI International, Inc.
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024		147		144,303

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
ECI Macola/Max Holdings, LLC
Term Loan, 6.19%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024		171		171,712
Electro Rent Corporation
Term Loan, 6.80%, (3 mo. USD LIBOR + 5.00%), Maturing January 31, 2024		391		392,548
Energizer Holdings, Inc.
Term Loan, 3.94%, (1 mo. USD LIBOR + 2.25%), Maturing December 17, 2025		39		39,163
Epicor Software Corporation
Term Loan, 4.86%, (1 mo. USD LIBOR + 3.25%), Maturing June 1, 2022		1,482		1,474,195
EXC Holdings III Corp.
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing December 2, 2024		123		121,581
Flexera Software, LLC
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing February 26, 2025		270		269,799
GlobalLogic Holdings, Inc.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing August 1, 2025		108		107,217
Go Daddy Operating Company, LLC
Term Loan, 3.35%, (1 mo. USD LIBOR + 1.75%), Maturing February 15, 2024		954		941,870
Hyland Software, Inc.
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing July 1, 2024		1,947		1,941,404
Infoblox, Inc.
Term Loan, 6.10%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023		476		478,943
Infor (US), Inc.
Term Loan, 4.69%, (3 mo. USD LIBOR + 2.75%), Maturing February 1, 2022		1,944		1,935,105
Informatica, LLC
Term Loan, Maturing February 25, 2027⁽³⁾		1,375		1,350,938
MA FinanceCo., LLC
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing November 19, 2021		473		471,431
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		114		109,366
MACOM Technology Solutions Holdings, Inc.
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024		289		276,324
Microchip Technology Incorporated
Term Loan, 3.61%, (1 mo. USD LIBOR + 2.00%), Maturing May 29, 2025		345		344,500
MTS Systems Corporation
Term Loan, 4.86%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023		122		121,449
NCR Corporation
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.50%), Maturing August 28, 2026		200		199,656
Recorded Books, Inc.
Term Loan, Maturing August 29, 2025⁽³⁾		300		297,750
Refinitiv US Holdings, Inc.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		272		271,995
Renaissance Holding Corp.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing May 30, 2025		271		265,796
Seattle Spinco, Inc.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		770		738,576
SGS Cayman L.P.
Term Loan, 7.32%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021		49		48,688
SkillSoft Corporation
Term Loan, 6.53%, (3 mo. USD LIBOR + 4.75%), Maturing April 28, 2021		971		765,508
SolarWinds Holdings, Inc.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2024		245		242,346
Solera, LLC
Term Loan, 4.36%, (USD LIBOR + 2.75%), Maturing March 3, 2023⁽²⁾		664		659,202
Sparta Systems, Inc.
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing August 21, 2024		524		472,087
SS&C Technologies Holdings Europe S.a.r.l.
Term Loan, 3.35%, (1 mo. USD LIBOR + 1.75%), Maturing April 16, 2025		257		253,192
SS&C Technologies, Inc.
Term Loan, 3.35%, (1 mo. USD LIBOR + 1.75%), Maturing April 16, 2025		361		355,539

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
STG-Fairway Holdings, LLC
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2027		100		99,875
SurveyMonkey, Inc.
Term Loan, 5.34%, (1 week USD LIBOR + 3.75%), Maturing October 10, 2025		253		252,191
Sutherland Global Services, Inc.
Term Loan, 7.32%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021		211		209,160
Tibco Software, Inc.
Term Loan, 5.67%, (1 mo. USD LIBOR + 4.00%), Maturing June 30, 2026		496		495,123
Term Loan, Maturing June 30, 2026⁽³⁾		325		326,828
TriTech Software Systems
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.75%), Maturing August 29, 2025		198		190,575
Uber Technologies, Inc.
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023		895		888,785
Term Loan, 5.64%, (1 mo. USD LIBOR + 4.00%), Maturing April 4, 2025		1,040		1,033,870
Ultimate Software Group, Inc. (The)
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.75%), Maturing May 4, 2026		374		372,971
Ultra Clean Holdings, Inc.
Term Loan, 6.10%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		171		168,000
Verifone Systems, Inc.
Term Loan, 5.69%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025		272		264,109
Veritas Bermuda, Ltd.
Term Loan, 6.16%, (USD LIBOR + 4.50%), Maturing January 27, 2023⁽²⁾		458		431,477
Vero Parent, Inc.
Term Loan, 7.86%, (3 mo. USD LIBOR + 6.25%), Maturing August 16, 2024		562		541,757
Vertiv Group Corporation
Term Loan, Maturing February 11, 2027⁽³⁾		50		49,875
VS Buyer, LLC
Term Loan, Maturing February 28, 2027⁽³⁾		275		273,625
Vungle, Inc.
Term Loan, 7.10%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2026		150		148,877
Western Digital Corporation
Term Loan, 3.35%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023		418		415,434
			$	26,169,097
Equipment Leasing — 0.1%
IBC Capital Limited
Term Loan, 5.65%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023	$	73	$	72,585
			$	72,585
Financial Intermediaries — 4.5%
Apollo Commercial Real Estate Finance, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 2.75%), Maturing May 15, 2026	$	100	$	98,878
Aretec Group, Inc.
Term Loan, 5.85%, (1 mo. USD LIBOR + 4.25%), Maturing October 1, 2025		844		832,921
Claros Mortgage Trust, Inc.
Term Loan, 4.92%, (1 mo. USD LIBOR + 3.25%), Maturing August 9, 2026		175		173,472
Ditech Holding Corporation
Term Loan, 0.00%, Maturing June 30, 2022⁽⁴⁾		745		312,108
FinCo. I, LLC
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing December 27, 2022		202		201,009
Focus Financial Partners, LLC
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing July 3, 2024		642		639,008
Franklin Square Holdings L.P.
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.25%), Maturing August 1, 2025		123		123,978
Greenhill & Co., Inc.
Term Loan, 4.91%, (1 mo. USD LIBOR + 3.25%), Maturing April 12, 2024		303		301,722

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
GreenSky Holdings, LLC
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.25%), Maturing March 31, 2025		493		485,348
Guggenheim Partners, LLC
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023		1,439		1,436,616
Harbourvest Partners, LLC
Term Loan, 3.93%, (2 mo. USD LIBOR + 2.25%), Maturing March 3, 2025		105		105,302
LPL Holdings, Inc.
Term Loan, 3.36%, (1 mo. USD LIBOR + 1.75%), Maturing November 12, 2026		300		300,469
Starwood Property Trust, Inc.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing July 27, 2026		125		124,999
StepStone Group L.P.
Term Loan, 5.76%, (2 mo. USD LIBOR + 4.00%), Maturing March 27, 2025		147		146,822
Victory Capital Holdings, Inc.
Term Loan, 4.16%, (1 mo. USD LIBOR + 2.50%), Maturing July 1, 2026		274		273,448
Virtus Investment Partners, Inc.
Term Loan, 3.92%, (1 mo. USD LIBOR + 2.25%), Maturing June 1, 2024		137		137,330
			$	5,693,430
Food Products — 3.7%
Alphabet Holding Company, Inc.
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024	$	562	$	539,158
Atkins Nutritionals Holdings II, Inc.
Term Loan, 5.40%, (1 mo. USD LIBOR + 3.75%), Maturing July 7, 2024		97		97,434
Badger Buyer Corp.
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing September 30, 2024		393		357,598
CHG PPC Parent, LLC
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025		99		96,530
Del Monte Foods, Inc.
Term Loan, 4.87%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021		637		593,632
Dole Food Company, Inc.
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.75%), Maturing April 6, 2024		398		392,959
Froneri International PLC
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing January 29, 2027		475		469,137
Hearthside Food Solutions, LLC
Term Loan, 5.29%, (1 mo. USD LIBOR + 3.69%), Maturing May 23, 2025		370		359,408
Term Loan, 5.60%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025		99		96,927
HLF Financing S.a.r.l.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing August 18, 2025		247		245,872
JBS USA Lux S.A.
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing May 1, 2026		1,216		1,202,135
Nomad Foods Europe Midco Limited
Term Loan, 3.91%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024		295		292,698
			$	4,743,488
Food Service — 2.1%
1011778 B.C. Unlimited Liability Company
Term Loan, 3.35%, (1 mo. USD LIBOR + 1.75%), Maturing November 19, 2026	$	1,025	$	1,014,101
Aramark Services, Inc.
Term Loan, 3.35%, (1 mo. USD LIBOR + 1.75%), Maturing March 11, 2025		210		208,800
IRB Holding Corp.
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2025		443		434,677
KFC Holding Co.
Term Loan, 3.41%, (1 mo. USD LIBOR + 1.75%), Maturing April 3, 2025		242		240,742
NPC International, Inc.
Term Loan, 0.00%, Maturing April 19, 2024⁽⁴⁾		219		102,667
Restaurant Technologies, Inc.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		50		49,376

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
US Foods, Inc.
Term Loan, 3.35%, (1 mo. USD LIBOR + 1.75%), Maturing June 27, 2023		196		194,310
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing September 13, 2026		374		371,491
			$	2,616,164
Food/Drug Retailers — 0.1%
Allsup’s Convenience Stores, Inc.
Term Loan, 7.89%, (1 mo. USD LIBOR + 6.25%), Maturing November 18, 2024	$	150	$	151,500
			$	151,500
Health Care — 11.4%
Accelerated Health Systems, LLC
Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing October 31, 2025	$	124	$	123,131
ADMI Corp.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing April 30, 2025		394		390,848
Alliance Healthcare Services, Inc.
Term Loan, 6.10%, (1 mo. USD LIBOR + 4.50%), Maturing October 24, 2023		190		180,500
athenahealth, Inc.
Term Loan, 6.16%, (1 mo. USD LIBOR + 4.50%), Maturing February 11, 2026		447		444,392
Avantor, Inc.
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing November 21, 2024		277		276,523
BioClinica, Inc.
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.25%), Maturing October 20, 2023		389		379,977
BW NHHC Holdco, Inc.
Term Loan, 6.62%, (3 mo. USD LIBOR + 5.00%), Maturing May 15, 2025		222		189,674
Carestream Dental Equipment, Inc.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing September 1, 2024		266		258,662
Change Healthcare Holdings, LLC
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing March 1, 2024		1,195		1,181,553
CHG Healthcare Services, Inc.
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023		753		754,966
CryoLife, Inc.
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2024		123		122,500
Ensemble RCM, LLC
Term Loan, 5.51%, (3 mo. USD LIBOR + 3.75%), Maturing August 3, 2026		100		99,127
Envision Healthcare Corporation
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025		1,313		1,059,422
Gentiva Health Services, Inc.
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.25%), Maturing July 2, 2025		533		529,741
GHX Ultimate Parent Corporation
Term Loan, 5.21%, (3 mo. USD LIBOR + 3.25%), Maturing June 28, 2024		195		192,316
Greatbatch, Ltd.
Term Loan, 4.17%, (1 mo. USD LIBOR + 2.50%), Maturing October 27, 2022		258		256,502
Hanger, Inc.
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing March 6, 2025		246		246,034
Inovalon Holdings, Inc.
Term Loan, 4.69%, (1 mo. USD LIBOR + 3.00%), Maturing April 2, 2025		280		278,560
IQVIA, Inc.
Term Loan, 3.69%, (3 mo. USD LIBOR + 1.75%), Maturing January 17, 2025		171		170,154
Medical Solutions, LLC
Term Loan, 6.10%, (1 mo. USD LIBOR + 4.50%), Maturing June 14, 2024		271		269,847
MPH Acquisition Holdings, LLC
Term Loan, 4.69%, (3 mo. USD LIBOR + 2.75%), Maturing June 7, 2023		790		761,337
National Mentor Holdings, Inc.
Term Loan, 5.61%, (1 mo. USD LIBOR + 4.00%), Maturing March 9, 2026		6		6,339
Term Loan, 5.61%, (1 mo. USD LIBOR + 4.00%), Maturing March 9, 2026		118		118,401

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Navicure, Inc.
Term Loan, 5.60%, (1 mo. USD LIBOR + 4.00%), Maturing October 22, 2026		225		223,031
One Call Corporation
Term Loan, 6.95%, (3 mo. USD LIBOR + 5.25%), Maturing November 25, 2022		261		250,668
Ortho-Clinical Diagnostics S.A.
Term Loan, 4.91%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025		1,451		1,396,728
Parexel International Corporation
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024		526		511,021
Phoenix Guarantor, Inc.
Term Loan, 4.92%, (1 mo. USD LIBOR + 3.25%), Maturing March 5, 2026		423		418,911
Radiology Partners Holdings, LLC
Term Loan, 5.98%, (USD LIBOR + 4.25%), Maturing July 9, 2025⁽²⁾		601		596,351
RadNet, Inc.
Term Loan, 5.38%, (3 mo. USD LIBOR + 3.50%), Maturing June 30, 2023		361		359,659
Select Medical Corporation
Term Loan, 4.58%, (6 mo. USD LIBOR + 2.50%), Maturing March 6, 2025		547		541,108
Sound Inpatient Physicians
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2025		99		98,500
Surgery Center Holdings, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 3.25%), Maturing September 2, 2024		244		237,044
Team Health Holdings, Inc.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024		486		371,576
Tecomet, Inc.
Term Loan, 4.89%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2024		270		266,625
U.S. Anesthesia Partners, Inc.
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024		391		377,655
Verscend Holding Corp.
Term Loan, 6.10%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		346		344,545
Viant Medical Holdings, Inc.
Term Loan, 5.69%, (3 mo. USD LIBOR + 3.75%), Maturing July 2, 2025		99		95,664
Wink Holdco, Inc.
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing December 2, 2024		123		121,224
			$	14,500,816
Home Furnishings — 0.5%
Serta Simmons Bedding, LLC
Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing November 8, 2023	$	1,167	$	682,573
			$	682,573
Industrial Equipment — 5.7%
AI Alpine AT Bidco GmbH
Term Loan, 4.62%, (3 mo. USD LIBOR + 2.75%), Maturing October 31, 2025	$	50	$	48,263
Altra Industrial Motion Corp.
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2025		155		154,176
Apex Tool Group, LLC
Term Loan, 7.10%, (1 mo. USD LIBOR + 5.50%), Maturing August 1, 2024		547		522,381
CPM Holdings, Inc.
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.75%), Maturing November 17, 2025		74		72,579
Delachaux Group S.A.
Term Loan, 6.35%, (3 mo. USD LIBOR + 4.50%), Maturing April 16, 2026		100		99,875
DexKo Global, Inc.
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing July 24, 2024		489		485,138
DXP Enterprises, Inc.
Term Loan, 6.35%, (1 mo. USD LIBOR + 4.75%), Maturing August 29, 2023		122		121,882
Dynacast International, LLC
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022		288		275,442

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Engineered Machinery Holdings, Inc.
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.00%), Maturing July 19, 2024		368		360,609
EWT Holdings III Corp.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing December 20, 2024		779		774,723
Filtration Group Corporation
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025		354		353,305
Gates Global, LLC
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing April 1, 2024		956		939,536
Hayward Industries, Inc.
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024		96		94,683
Ingersoll-Rand Services Company
Term Loan, Maturing February 5, 2027⁽³⁾		300		297,281
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2027		285		281,935
LTI Holdings, Inc.
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing September 6, 2025		374		311,147
Term Loan, 6.35%, (1 mo. USD LIBOR + 4.75%), Maturing July 24, 2026		50		42,519
Rexnord, LLC
Term Loan, 3.38%, (1 mo. USD LIBOR + 1.75%), Maturing August 21, 2024		681		682,026
Robertshaw US Holding Corp.
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.25%), Maturing February 28, 2025		246		222,291
Thermon Industries, Inc.
Term Loan, 5.41%, (1 mo. USD LIBOR + 3.75%), Maturing October 30, 2024		70		70,664
Titan Acquisition Limited
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		688		654,996
Welbilt, Inc.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing October 23, 2025		360		354,430
			$	7,219,881
Insurance — 6.1%
Alliant Holdings Intermediate, LLC
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing May 9, 2025	$	525	$	516,285
Term Loan, 4.91%, (1 mo. USD LIBOR + 3.25%), Maturing May 9, 2025		100		98,630
AmWINS Group, Inc.
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024		861		863,552
AssuredPartners, Inc.
Term Loan, Maturing February 12, 2027⁽³⁾		550		546,906
Asurion, LLC
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing August 4, 2022		1,089		1,082,493
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023		459		457,025
Term Loan - Second Lien, 8.10%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025		575		576,438
FrontDoor, Inc.
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.50%), Maturing August 16, 2025		99		98,904
Hub International Limited
Term Loan, 4.54%, (USD LIBOR + 2.75%), Maturing April 25, 2025⁽²⁾		1,133		1,104,431
Term Loan, 5.69%, (3 mo. USD LIBOR + 4.00%), Maturing April 25, 2025		425		426,100
NFP Corp.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing February 15, 2027		784		779,662
Sedgwick Claims Management Services, Inc.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing December 31, 2025		272		264,763
USI, Inc.
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024		684		667,144
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.00%), Maturing December 2, 2026		325		322,156
			$	7,804,489
Leisure Goods/Activities/Movies — 5.2%
AMC Entertainment Holdings, Inc.
Term Loan, 4.61%, (1 mo. USD LIBOR + 3.00%), Maturing April 22, 2026	$	422	$	411,794

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Ancestry.com Operations, Inc.
Term Loan, 5.86%, (1 mo. USD LIBOR + 4.25%), Maturing August 27, 2026		697		642,521
Bombardier Recreational Products, Inc.
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing May 24, 2027		1,067		1,056,137
ClubCorp Holdings, Inc.
Term Loan, 4.69%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024		440		412,383
Crown Finance US, Inc.
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing February 28, 2025		388		361,029
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing September 30, 2026		324		302,845
Delta 2 (LUX) S.a.r.l.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2024		439		432,106
Emerald Expositions Holding, Inc.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		258		241,595
Lindblad Expeditions, Inc.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing March 27, 2025		96		95,557
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing March 27, 2025		384		382,229
Match Group, Inc.
Term Loan, 3.46%, (3 mo. USD LIBOR + 1.75%), Maturing February 15, 2027		175		174,453
Motion Finco S.a.r.l.
Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing November 4, 2026		15		14,094
Term Loan, 4.94%, (1 mo. USD LIBOR + 3.25%), Maturing November 13, 2026		110		107,235
NASCAR Holdings, Inc.
Term Loan, 4.39%, (1 mo. USD LIBOR + 2.75%), Maturing October 19, 2026		165		164,238
Playtika Holding Corp.
Term Loan, 7.60%, (1 mo. USD LIBOR + 6.00%), Maturing December 10, 2024		775		776,453
SRAM, LLC
Term Loan, 4.42%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024		164		163,988
Steinway Musical Instruments, Inc.
Term Loan, 5.41%, (1 mo. USD LIBOR + 3.75%), Maturing February 14, 2025		112		112,276
Travel Leaders Group, LLC
Term Loan, 5.61%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024		222		218,301
UFC Holdings, LLC
Term Loan, 4.86%, (1 mo. USD LIBOR + 3.25%), Maturing April 29, 2026		535		529,735
			$	6,598,969
Lodging and Casinos — 5.1%
Aristocrat Technologies, Inc.
Term Loan, 3.58%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024	$	245	$	241,410
Boyd Gaming Corporation
Term Loan, 3.83%, (1 week USD LIBOR + 2.25%), Maturing September 15, 2023		153		151,174
CityCenter Holdings, LLC
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing April 18, 2024		610		604,193
Eldorado Resorts, LLC
Term Loan, 3.89%, (1 mo. USD LIBOR + 2.25%), Maturing April 17, 2024		101		100,805
ESH Hospitality, Inc.
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing September 18, 2026		163		162,025
Four Seasons Hotels Limited
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing November 30, 2023		218		216,231
GBT III B.V.
Term Loan, Maturing February 26, 2027⁽³⁾		296		290,684
Term Loan, Maturing February 26, 2027⁽³⁾		354		347,128
Golden Nugget, Inc.
Term Loan, 4.12%, (1 mo. USD LIBOR + 2.50%), Maturing October 4, 2023		1,628		1,601,754
GVC Holdings PLC
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing March 29, 2024		246		243,245
Hanjin International Corp.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing October 18, 2020		125		124,375

Borrower/Tranche Description	Principal Amount (000’s omitted)			Value
Playa Resorts Holding B.V.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024		830			788,152
Stars Group Holdings B.V. (The)
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025		790			787,252
VICI Properties 1, LLC
Term Loan, 3.38%, (1 mo. USD LIBOR + 1.75%), Maturing December 20, 2024		525			517,289
Wyndham Hotels & Resorts, Inc.			��
Term Loan, 3.35%, (1 mo. USD LIBOR + 1.75%), Maturing May 30, 2025		296			294,621
				$	6,470,338
Nonferrous Metals/Minerals — 0.4%
Arconic Rolled Products Corporation
Term Loan, Maturing February 4, 2027⁽³⁾	$	125		$	124,844
Murray Energy Corporation
DIP Loan, 13.00%, (1 mo. USD LIBOR + 11.00%, Floor 2.00%), Maturing July 31, 2020		132			133,944
Term Loan, 0.00%, Maturing October 17, 2022⁽⁴⁾		473			84,973
Noranda Aluminum Acquisition Corporation
Term Loan, 0.00%, Maturing February 28, 2021⁽⁴⁾		238			14,261
Oxbow Carbon, LLC
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.75%), Maturing January 4, 2023		135			134,972
				$	492,994
Oil and Gas — 4.1%
Ameriforge Group, Inc.
Term Loan, 8.94%, (3 mo. USD LIBOR + 7.00%), Maturing June 8, 2022	$	113		$	112,509
Apergy Corporation
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.50%), Maturing May 9, 2025		48			47,473
Blackstone CQP Holdco L.P.
Term Loan, 5.41%, (3 mo. USD LIBOR + 3.50%), Maturing September 30, 2024		224			219,491
Buckeye Partners L.P.
Term Loan, 4.41%, (1 mo. USD LIBOR + 2.75%), Maturing November 1, 2026		625			620,938
CITGO Petroleum Corporation
Term Loan, 6.44%, (3 mo. USD LIBOR + 4.50%), Maturing July 29, 2021		237			236,875
Term Loan, 6.94%, (3 mo. USD LIBOR + 5.00%), Maturing March 28, 2024		819			816,765
Equitrans Midstream Corporation
Term Loan, 6.11%, (1 mo. USD LIBOR + 4.50%), Maturing January 31, 2024		446			438,400
Fieldwood Energy, LLC
Term Loan, 7.03%, (3 mo. USD LIBOR + 5.25%), Maturing April 11, 2022		695			553,285
McDermott Technology Americas, Inc.
DIP Loan, 10.72%, (2 mo. USD LIBOR + 9.00%), Maturing October 21, 2020		225			228,375
DIP Loan, 10.65%, (3 mo. USD LIBOR + 9.00%), Maturing October 22, 2020		108			109,577
Term Loan, 0.00%, Maturing May 9, 2025⁽⁴⁾		494			289,659
Prairie ECI Acquiror L.P.
Term Loan, 6.69%, (3 mo. USD LIBOR + 4.75%), Maturing March 11, 2026		804			773,230
Term Loan, Maturing March 11, 2026⁽³⁾		100			96,167
PSC Industrial Holdings Corp.
Term Loan, 5.41%, (1 mo. USD LIBOR + 3.75%), Maturing October 11, 2024		172			170,964
Sheridan Production Partners I, LLC
Term Loan, 0.00%, Maturing February 28, 2021⁽⁴⁾		27			14,097
Term Loan, 0.00%, Maturing February 28, 2021⁽⁴⁾		44			23,079
Term Loan, 0.00%, Maturing February 28, 2021⁽⁴⁾		330			171,696
Sunrise Oil & Gas Properties, LLC
Term Loan, 8.66%, (1 mo. USD LIBOR + 7.00%), Maturing January 17, 2023		22			21,858
Term Loan - Second Lien, 8.66%, (1 mo. USD LIBOR + 7.00%), Maturing January 17, 2023		22			21,858
Term Loan - Third Lien, 8.66%, (1 mo. USD LIBOR + 7.00%), Maturing January 17, 2023⁽⁵⁾		25			20,201

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
UGI Energy Services, LLC
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.75%), Maturing August 13, 2026		224		223,035
			$	5,209,532
Publishing — 1.3%
Ascend Learning, LLC
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024	$	269	$	264,780
Getty Images, Inc.
Term Loan, 6.13%, (1 mo. USD LIBOR + 4.50%), Maturing February 19, 2026		393		381,508
Harland Clarke Holdings Corp.
Term Loan, 6.46%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023		95		75,814
LSC Communications, Inc.
Term Loan, 7.08%, (1 week USD LIBOR + 5.50%), Maturing September 30, 2022		163		106,065
ProQuest, LLC
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing October 23, 2026		350		349,563
Terrier Media Buyer, Inc.
Term Loan, 6.15%, (3 mo. USD LIBOR + 4.25%), Maturing December 17, 2026		400		397,250
Tweddle Group, Inc.
Term Loan, 6.10%, (1 mo. USD LIBOR + 4.50%), Maturing September 17, 2023		47		43,579
			$	1,618,559
Radio and Television — 3.4%
Cumulus Media New Holdings, Inc.
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.75%), Maturing March 31, 2026	$	125	$	125,186
Diamond Sports Group, LLC
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.25%), Maturing August 24, 2026		673		611,873
Entercom Media Corp.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing November 18, 2024		205		203,943
Entravision Communications Corporation
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024		200		196,728
Gray Television, Inc.
Term Loan, 4.16%, (1 mo. USD LIBOR + 2.50%), Maturing January 2, 2026		127		126,809
Hubbard Radio, LLC
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.50%), Maturing March 28, 2025		124		123,710
iHeartCommunications, Inc.
Term Loan, 4.66%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2026		450		446,625
Mission Broadcasting, Inc.
Term Loan, 3.91%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		78		77,743
Nexstar Broadcasting, Inc.
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		350		347,452
Term Loan, 4.41%, (1 mo. USD LIBOR + 2.75%), Maturing September 18, 2026		125		124,220
Sinclair Television Group, Inc.
Term Loan, 4.16%, (1 mo. USD LIBOR + 2.50%), Maturing September 30, 2026		150		148,503
Univision Communications, Inc.
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024		1,851		1,788,732
			$	4,321,524
Retailers (Except Food and Drug) — 2.4%
Ascena Retail Group, Inc.
Term Loan, 6.13%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022	$	537	$	355,979
Bass Pro Group, LLC
Term Loan, 6.60%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024		293		282,986
BJ’s Wholesale Club, Inc.
Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing February 3, 2024		198		197,095
Coinamatic Canada, Inc.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		39		39,010

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
David’s Bridal, Inc.
Term Loan, 7.65%, (3 mo. USD LIBOR + 6.00%), Maturing June 30, 2023		75		72,770
Global Appliance, Inc.
Term Loan, 5.61%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024		238		235,230
Hoya Midco, LLC
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2024		243		238,627
J. Crew Group, Inc.
Term Loan, 4.73%, (USD LIBOR + 3.00%), Maturing March 5, 2021⁽²⁾⁽⁵⁾		725		567,842
LSF9 Atlantis Holdings, LLC
Term Loan, 7.65%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023		234		215,234
PetSmart, Inc.
Term Loan, 5.66%, (1 mo. USD LIBOR + 4.00%), Maturing March 11, 2022		699		692,246
PFS Holding Corporation
Term Loan, 0.00%, Maturing January 31, 2021⁽⁴⁾		511		196,812
Pier 1 Imports (U.S.), Inc.
Term Loan, 0.00%, Maturing April 30, 2021⁽⁴⁾		118		24,806
			$	3,118,637
Steel — 1.4%
Atkore International, Inc.
Term Loan, 4.70%, (3 mo. USD LIBOR + 2.75%), Maturing December 22, 2023	$	93	$	91,694
GrafTech Finance, Inc.
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2025		533		511,333
Neenah Foundry Company
Term Loan, 8.19%, (2 mo. USD LIBOR + 6.50%), Maturing December 13, 2022		168		163,745
Phoenix Services International, LLC
Term Loan, 5.39%, (1 mo. USD LIBOR + 3.75%), Maturing March 1, 2025		172		165,705
Zekelman Industries, Inc.
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing January 24, 2027		825		819,328
			$	1,751,805
Surface Transport — 0.4%
Agro Merchants NAI Holdings, LLC
Term Loan, 5.69%, (3 mo. USD LIBOR + 3.75%), Maturing December 6, 2024	$	23	$	22,710
Hertz Corporation (The)
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2023		236		234,643
Kenan Advantage Group, Inc.
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		27		26,510
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		88		87,177
XPO Logistics, Inc.
Term Loan, 3.61%, (3 mo. USD LIBOR + 2.00%), Maturing February 24, 2025		150		148,687
			$	519,727
Telecommunications — 5.2%
CenturyLink, Inc.
Term Loan, 3.85%, (1 mo. USD LIBOR + 2.25%), Maturing March 15, 2027	$	1,650	$	1,612,875
Colorado Buyer, Inc.
Term Loan, 4.66%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		195		166,481
Digicel International Finance Limited
Term Loan, 4.87%, (3 mo. USD LIBOR + 3.25%), Maturing May 28, 2024		171		156,951
Global Eagle Entertainment, Inc.
Term Loan, 9.38%, (3 mo. USD LIBOR + 7.50%), Maturing January 6, 2023		469		421,750
Intelsat Jackson Holdings S.A.
Term Loan, 5.68%, (3 mo. USD LIBOR + 3.75%), Maturing November 27, 2023		600		596,625
Term Loan, 6.43%, (6 mo. USD LIBOR + 4.50%), Maturing January 2, 2024		400		403,625
IPC Corp.
Term Loan, 6.28%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021		220		185,482

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Onvoy, LLC
Term Loan, 6.10%, (1 mo. USD LIBOR + 4.50%), Maturing February 10, 2024		462		413,434
Plantronics, Inc.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing July 2, 2025		292		270,035
Sprint Communications, Inc.
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024		827		821,975
Term Loan, 4.63%, (1 mo. USD LIBOR + 3.00%), Maturing February 2, 2024		173		172,384
Syniverse Holdings, Inc.
Term Loan, 6.87%, (6 mo. USD LIBOR + 5.00%), Maturing March 9, 2023		221		202,272
Telesat Canada
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.75%), Maturing December 7, 2026		325		323,777
Ziggo Financing Partnership
Term Loan, 4.16%, (1 mo. USD LIBOR + 2.50%), Maturing April 30, 2028		850		833,744
			$	6,581,410
Utilities — 2.7%
Brookfield WEC Holdings, Inc.
Term Loan, 4.60%, (1 mo. USD LIBOR + 3.00%), Maturing August 1, 2025	$	768	$	757,312
Calpine Construction Finance Company L.P.
Term Loan, 3.60%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2025		91		89,781
Calpine Corporation
Term Loan, 4.20%, (3 mo. USD LIBOR + 2.25%), Maturing January 15, 2024		788		777,534
Term Loan, 4.20%, (3 mo. USD LIBOR + 2.25%), Maturing April 5, 2026		199		197,134
Granite Acquisition, Inc.
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021		617		611,904
Lightstone Holdco, LLC
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024		20		17,506
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024		348		310,389
Longview Power, LLC
Term Loan, 7.78%, (3 mo. USD LIBOR + 6.00%), Maturing April 13, 2021		549		300,303
Talen Energy Supply, LLC
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.75%), Maturing July 8, 2026		100		99,375
USIC Holdings, Inc.
Term Loan, 4.85%, (1 mo. USD LIBOR + 3.25%), Maturing December 8, 2023		295		291,048
			$	3,452,286
Total Senior Floating-Rate Loans
(identified cost $176,348,925)			$	169,482,991

Corporate Bonds & Notes — 9.2%

Security	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 0.2%
TransDigm, Inc.
7.50%, 3/15/27	$	250	$	263,913
			$	263,913
Automotive — 0.8%
Panther BF Aggregator 2 L.P./Panther Finance Co., Inc.
8.50%, 5/15/27⁽⁶⁾	$	1,000	$	1,019,350
			$	1,019,350

Security	Principal Amount (000’s omitted)		Value
Building and Development — 0.4%
Standard Industries, Inc.
5.00%, 2/15/27⁽⁶⁾	$	500	$	514,464
			$	514,464
Cable and Satellite Television — 1.0%
Altice France S.A.
8.125%, 2/1/27⁽⁶⁾	$	500	$	545,815
Altice Luxembourg S.A.
7.625%, 2/15/25⁽⁶⁾		200		208,000
DISH DBS Corp.
7.75%, 7/1/26		500		538,205
			$	1,292,020
Containers and Glass Products — 0.2%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
5.25%, 8/15/27⁽⁶⁾	$	200	$	203,630
			$	203,630
Drugs — 0.7%
Bausch Health Companies, Inc.
6.50%, 3/15/22⁽⁶⁾	$	173	$	175,379
7.00%, 3/15/24⁽⁶⁾		225		232,124
7.00%, 1/15/28⁽⁶⁾		500		535,975
			$	943,478
Ecological Services and Equipment — 0.4%
GFL Environmental, Inc.
8.50%, 5/1/27⁽⁶⁾	$	500	$	543,425
			$	543,425
Electronics/Electrical — 0.6%
Energizer Holdings, Inc.
6.375%, 7/15/26⁽⁶⁾	$	500	$	519,575
Go Daddy Operating Co., LLC/GD Finance Co., Inc.
5.25%, 12/1/27⁽⁶⁾		242		252,128
			$	771,703
Food Products — 1.0%
Dole Food Co., Inc.
7.25%, 6/15/25⁽⁶⁾		500	$	491,457
Post Holdings, Inc.
5.625%, 1/15/28⁽⁶⁾		750		785,295
			$	1,276,752
Health Care — 1.1%
HCA, Inc.
5.875%, 2/1/29	$	750	$	866,085
MPH Acquisition Holdings, LLC
7.125%, 6/1/24⁽⁶⁾		500		466,355
			$	1,332,440

Security	Principal Amount (000’s omitted)		Value
Insurance — 0.4%
USI, Inc.
6.875%, 5/1/25⁽⁶⁾	$	500	$	498,935
			$	498,935
Internet Software & Services — 0.9%
Netflix, Inc.
5.375%, 11/15/29⁽⁶⁾	$	1,000	$	1,089,050
			$	1,089,050
Leisure Goods/Activities/Movies — 0.4%
Mattel, Inc.
6.75%, 12/31/25⁽⁶⁾		500	$	526,517
			$	526,517
Lodging and Casinos — 0.4%
Caesars Resort Collection, LLC/CRC Finco, Inc.
5.25%, 10/15/25⁽⁶⁾	$	500	$	492,260
			$	492,260
Radio and Television — 0.5%
iHeartCommunications, Inc.
6.375%, 5/1/26	$	30	$	32,361
8.375%, 5/1/27		554		603,164
			$	635,525
Retailers (Except Food and Drug) — 0.2%
Party City Holdings, Inc.
6.625%, 8/1/26⁽⁶⁾		500	$	295,000
			$	295,000
Total Corporate Bonds & Notes
(identified cost $11,709,085)			$	11,698,462

Asset-Backed Securities — 9.0%

Security	Principal Amount (000’s omitted)		Value
AMMC CLO XII, Ltd.
Series 2013-12A, Class ER, 7.914%, (3 mo. USD LIBOR + 6.18%), 11/10/30⁽⁶⁾⁽⁷⁾	$	1,000	$	912,733
Ares LII CLO, Ltd.
Series 2019-52A, Class E, 8.352%, (3 mo. USD LIBOR + 6.55%), 4/22/31⁽⁶⁾⁽⁷⁾		1,000		1,000,018
Bain Capital Credit CLO, Ltd.
Series 2017-2A, Class E, 8.144%, (3 mo. USD LIBOR + 6.35%), 7/25/30⁽⁶⁾⁽⁷⁾		1,000		955,399
Canyon Capital CLO, Ltd.
Series 2019-2A, Class E, 9.238%, (3 mo. USD LIBOR + 7.15%), 10/15/32⁽⁶⁾⁽⁷⁾		1,000		1,005,970
Cedar Funding X CLO, Ltd.
Series 2019-10A, Class E, 9.131%, (3 mo. USD LIBOR + 7.00%), 10/20/32⁽⁶⁾⁽⁷⁾		1,000		983,485
Cent CLO 17, Ltd.
Series C17A, Class DR, 7.77%, (3 mo. USD LIBOR + 6.00%), 4/30/31⁽⁶⁾⁽⁷⁾		1,000		914,685
Kayne CLO, Ltd.
Series 2019-5A, Class E, 8.501%, (3 mo. USD LIBOR + 6.70%), 7/24/32⁽⁶⁾⁽⁷⁾		1,000		985,637
Neuberger Berman Loan Advisers CLO 33, Ltd.
Series 2019-33A, Class E, 8.94%, (3 mo. USD LIBOR + 6.80%), 10/16/32⁽⁶⁾⁽⁷⁾		1,000		1,001,670

Security	Principal Amount (000’s omitted)		Value
Regatta XII Funding, Ltd.
Series 2019-1A, Class E, 8.851%, (3 mo. USD LIBOR + 6.85%), 10/15/32⁽⁶⁾⁽⁷⁾		1,000		1,002,989
Vibrant CLO X, Ltd.
Series 2018-10A, Class D, 8.009%, (3 mo. USD LIBOR + 6.19%), 10/20/31⁽⁶⁾⁽⁷⁾		1,000		894,241
Voya CLO, Ltd.
Series 2016-3A, Class DR, 7.899%, (3 mo. USD LIBOR + 6.08%), 10/18/31⁽⁶⁾⁽⁷⁾		1,000		909,681
Webster Park CLO, Ltd.
Series 2015-1A, Class DR, 7.319%, (3 mo. USD LIBOR + 5.50%), 7/20/30⁽⁶⁾⁽⁷⁾		1,000		933,836
Total Asset-Backed Securities
(identified cost $11,643,117)			$	11,500,344

Convertible Bonds — 0.1%

Security	Principal Amount (000’s omitted)		Value
Oil & Gas — 0.1%
Ascent Resources-Utica, LLC/ARU Finance Corp.
6.50%, 3/1/21⁽⁶⁾⁽⁸⁾	$	128	$	174,820
Total Convertible Bonds
(identified cost $128,310)			$	174,820

Common Stocks — 0.6%

Security	Shares		Value
Business Equipment and Services — 0.1%
Crossmark Holdings, Inc.^(9)(10)		1,216	$	69,920
			$	69,920
Electronics/Electrical — 0.0%⁽¹¹⁾
Answers Corp.^(5)(9)(10)		14,876	$	29,752
			$	29,752
Health Care — 0.0%
New Millennium Holdco, Inc.^(5)(9)(10)		10,394	$	0
			$	0
Oil and Gas — 0.2%
AFG Holdings, Inc.^(5)(9)(10)		4,525	$	175,796
Fieldwood Energy, Inc.^(9)(10)		2,148		40,186
Southcross Holdings Group, LLC^(5)(9)(10)		15		0
Southcross Holdings L.P., Class A^(9)(10)		15		1,170
Sunrise Oil & Gas, Inc., Class A^(5)(9)(10)		3,200		32,160
			$	249,312
Publishing — 0.0%⁽¹¹⁾
Tweddle Group, Inc.^(5)(9)(10)		444	$	5,164
			$	5,164
Radio and Television — 0.2%
Clear Channel Outdoor Holdings, Inc.^(9)(10)		12,499	$	25,873
Cumulus Media, Inc., Class A^(9)(10)		9,974		120,187

Security	Shares		Value
iHeartMedia, Inc., Class A^(9)(10)		5,315		80,309
			$	226,369
Retailers (Except Food and Drug) — 0.1%
David’s Bridal, LLC^(5)(9)(10)		5,304	$	122,257
			$	122,257
Total Common Stocks
(identified cost $1,059,126)			$	702,774

Preferred Stocks — 0.1%

Security	Shares		Value
Retailers (Except Food and Drug) — 0.1%
David’s Bridal, LLC, Series A^(5)(9)(10)		148	$	11,840
David’s Bridal, LLC, Series B^(5)(9)(10)		601		48,657
Total Preferred Stocks
(identified cost $48,657)			$	60,497

Warrants — 0.0%

Security	Shares		Value
David’s Bridal, LLC, Exp. 11/26/22^(5)(9)(10)		1,024	$	0
Total Warrants
(identified cost $0)			$	0

Miscellaneous — 0.0%⁽¹¹⁾

Security	Shares		Value
Oil and Gas — 0.0%⁽¹¹⁾
Paragon Offshore Finance Company, Class A^(9)(10)		404	$	121
Paragon Offshore Finance Company, Class B^(9)(10)		202		3,889
Total Miscellaneous
(identified cost $4,393)			$	4,010

Short-Term Investments — 2.4%

Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 1.75%⁽¹²⁾		2,991,890	$	2,992,488
Total Short-Term Investments
(identified cost $2,992,393)			$	2,992,488
Total Investments — 154.7%
(identified cost $203,934,006)			$	196,616,386
Notes Payable — (35.8)%			$	(45,500,000	)
Variable Rate Term Preferred Shares, at Liquidation Value (net of unamortized deferred debt issuance costs) — (14.9)%			$	(18,961,057	)
Other Assets, Less Liabilities — (4.0)%			$	(5,035,069	)
Net Assets Applicable to Common Shares — 100.0%			$	127,120,260

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

⁽¹⁾

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

⁽²⁾

The stated interest rate represents the weighted average interest rate at February 29, 2020 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

⁽³⁾

This Senior Loan will settle after February 29, 2020, at which time the interest rate will be determined.

⁽⁴⁾

Issuer is in default with respect to interest and/or principal payments or has declared bankruptcy. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

⁽⁵⁾

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

⁽⁶⁾

Security exempt from registration pursuant to Rule 144A under 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 February 29, 2020, the aggregate value of these securities is $21,069,898 or 16.6% of the Fund’s net assets applicable to common shares.

⁽⁷⁾

Variable rate security. The stated interest rate represents the rate in effect at February 29, 2020.

⁽⁸⁾

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

⁽⁹⁾

Non-income producing security.

⁽¹⁰⁾

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

⁽¹¹⁾

Amount is less than 0.05%.

⁽¹²⁾

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 February 29, 2020.

Abbreviations:

DIP	-	Debtor In Possession
LIBOR	-	London Interbank Offered Rate
PIK	-	Payment In Kind

Currency Abbreviations:

USD

United States Dollar

The Fund did not have any open derivative instruments at February 29, 2020.

At February 29, 2020, the value of the Fund’s investment in affiliated funds was $2,992,488, which represents 2.4% of the Fund’s net assets applicable to common shares. Transactions in affiliated funds by the Fund for the fiscal year to date ended February 29, 2020 were as follows:

Name of affiliated fund

Value,
beginning of
period

Purchases

Sales
proceeds

Net
realized
gain (loss)

Change in
unrealized
appreciation
(depreciation)

Value, end

of period

Dividend
income

Units, end
of period

Short-Term Investments

Eaton Vance Cash Reserves Fund, LLC

4,950,427

71,184,231

(73,143,568

)

1,307

2,992,488

85,895

2,991,890

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 February 29, 2020, the hierarchy of inputs used in valuing the Fund’s investments, which are carried at value, were as follows:

Asset Description	Level 1		Level 2		Level 3*		Total
Senior Floating-Rate Loans	$	—	$	168,894,948	$	588,043	$	169,482,991
Corporate Bonds & Notes		—		11,698,462		—		11,698,462
Asset-Backed Securities		—		11,500,344		—		11,500,344
Convertible Bonds		—		174,820		—		174,820
Common Stocks		226,369		111,276		365,129		702,774
Preferred Stocks		—		—		60,497		60,497
Warrants		—		—		0		0
Miscellaneous		—		4,010		—		4,010
Short-Term Investments		—		2,992,488		—		2,992,488
Total Investments	$	226,369	$	195,376,348	$	1,013,669	$	196,616,386

*	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 endedFebruary 29, 2020is 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.

Eaton Vance Floating-Rate Income Plus Fund (EFF) NPORT-PEaton Vance Floating-Rate Income Plus Fund (Feb 2020 report)