Eaton Vance Floating-Rate Income Plus Fund (EFF) NPORT-P Eaton Vance Floating-Rate Income Plus Fund (Aug 2020 report)

Eaton Vance

Floating-Rate Income Plus Fund

August 31, 2020

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 140.4%⁽¹⁾

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 3.4%
AI Convoy (Luxembourg) S.a.r.l.
Term Loan, 4.65%, (6 mo. USD LIBOR + 3.50%), Maturing January 17, 2027	$	150	$	146,446
Dynasty Acquisition Co., Inc.
Term Loan, 3.81%, (3 mo. USD LIBOR + 3.50%), Maturing April 6, 2026		218		195,326
Term Loan, 3.81%, (3 mo. USD LIBOR + 3.50%), Maturing April 6, 2026		405		363,307
TransDigm, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing August 22, 2024		1,307		1,245,073
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing December 9, 2025		1,506		1,433,901
WP CPP Holdings, LLC
Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), Maturing April 30, 2025(2)		789		682,258
			$	4,066,311
Air Transport — 1.1%
Delta Air Lines, Inc.
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), Maturing April 29, 2023	$	475	$	474,777
JetBlue Airways Corporation
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing June 17, 2024		720		720,000
Mileage Plus Holdings, LLC
Term Loan, 6.25%, (2 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing June 25, 2027		175		176,613
			$	1,371,390
Automotive — 3.4%
Adient US, LLC
Term Loan, 4.43%, (USD LIBOR + 4.25%), Maturing May 6, 2024(2)	$	297	$	295,206
American Axle and Manufacturing, Inc.
Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing April 6, 2024		913		892,336
Autokiniton US Holdings, Inc.
Term Loan, 6.53%, (1 mo. USD LIBOR + 6.38%), Maturing May 22, 2025		172		165,497
Bright Bidco B.V.
Term Loan, 4.57%, (6 mo. USD LIBOR + 3.50%), Maturing June 30, 2024		388		174,437
Chassix, Inc.
Term Loan, 6.50%, (USD LIBOR + 5.50%, Floor 1.00%), Maturing November 15, 2023(2)		341		288,356
Clarios Global L.P.
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing April 30, 2026		819		804,995
Dayco Products, LLC
Term Loan, 4.51%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023		242		154,800

1

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
IAA, Inc.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing June 28, 2026	$	121	$	119,728
Tenneco, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		813		727,130
Thor Industries, Inc.
Term Loan, 3.94%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2026		236		234,712
TI Group Automotive Systems, LLC
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), Maturing June 30, 2022		224		220,240
			$	4,077,437
Beverage and Tobacco — 0.5%
Arterra Wines Canada, Inc.
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing December 15, 2023	$	580	$	574,842
			$	574,842
Brokerage/Securities Dealers/Investment Houses — 0.9%
Advisor Group, Inc.
Term Loan, 5.16%, (1 mo. USD LIBOR + 5.00%), Maturing July 31, 2026	$	767	$	736,798
Clipper Acquisitions Corp.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing December 27, 2024		293		289,575
OZ Management L.P.
Term Loan, 4.94%, (1 mo. USD LIBOR + 4.75%), Maturing April 10, 2023		5		5,081
			$	1,031,454
Building and Development — 4.3%
ACProducts, Inc.
Term Loan, 7.50%, (6 mo. USD LIBOR + 6.50%, Floor 1.00%), Maturing August 18, 2025	$	99	$	99,768
American Builders & Contractors Supply Co., Inc.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2027		546		533,328
APi Group DE, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing October 1, 2026		348		343,625
Beacon Roofing Supply, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025		147		142,715
Brookfield Property REIT, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing August 27, 2025		221		178,957
Core & Main L.P.
Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), Maturing August 1, 2024(2)		244		239,656
CPG International, Inc.
Term Loan, 4.75%, (12 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing May 5, 2024		302		302,289
Cushman & Wakefield U.S. Borrower, LLC
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing August 21, 2025		1,256		1,208,818
LSF11 Skyscraper Holdco S.a.r.l.
Term Loan, Maturing May 4, 2027(3)		225		223,312
NCI Building Systems, Inc.
Term Loan, 3.92%, (1 mo. USD LIBOR + 3.75%), Maturing April 12, 2025		172		169,405

2

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Quikrete Holdings, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2027	$	598	$	584,204
Realogy Group, LLC
Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing February 8, 2025		441		422,772
Werner FinCo L.P.
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing July 24, 2024		341		332,955
WireCo WorldGroup, Inc.
Term Loan, 6.07%, (6 mo. USD LIBOR + 5.00%), Maturing September 30, 2023		464		401,607
			$	5,183,411
Business Equipment and Services — 11.3%
Adtalem Global Education, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing April 11, 2025	$	98	$	94,325
Airbnb, Inc.
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing April 17, 2025		175		187,250
AlixPartners, LLP
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing April 4, 2024		632		619,528
Allied Universal Holdco, LLC
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing July 10, 2026		1,095		1,088,631
Amentum Government Services Holdings, LLC
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing February 1, 2027		225		224,930
AppLovin Corporation
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing August 15, 2025		1,135		1,126,833
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing August 15, 2025		150		148,503
ASGN Incorporated
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing April 2, 2025		75		73,720
Asplundh Tree Expert, LLC
Term Loan, Maturing August 19, 2027(3)		275		275,378
Belfor Holdings, Inc.
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing April 6, 2026		124		123,750
Bracket Intermediate Holding Corp.
Term Loan, 4.55%, (3 mo. USD LIBOR + 4.25%), Maturing September 5, 2025		197		192,324
Brand Energy & Infrastructure Services, Inc.
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing June 21, 2024		374		347,490
Cardtronics USA, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing June 29, 2027		125		125,260
CCC Information Services, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing April 29, 2024		1,033		1,029,223
Ceridian HCM Holding, Inc.
Term Loan, 2.61%, (1 week USD LIBOR + 2.50%), Maturing April 30, 2025		344		336,836
CM Acquisition Co.
Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), Maturing July 26, 2023		66		62,783
Deerfield Dakota Holding, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing April 9, 2027		475		474,555

3

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
EAB Global, Inc.
Term Loan, 4.75%, (USD LIBOR + 3.75%, Floor 1.00%), Maturing November 15, 2024(2)	$	318	$	306,171
EIG Investors Corp.
Term Loan, 4.75%, (USD LIBOR + 3.75%, Floor 1.00%), Maturing February 9, 2023(2)		700		698,874
Garda World Security Corporation
Term Loan, 4.93%, (1 mo. USD LIBOR + 4.75%), Maturing October 30, 2026		326		326,509
IG Investment Holdings, LLC
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing May 23, 2025		578		565,850
Illuminate Buyer, LLC
Term Loan, 4.31%, (3 mo. USD LIBOR + 4.00%), Maturing June 16, 2027		175		174,307
IRI Holdings, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing December 1, 2025		345		337,855
Iron Mountain, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026		196		189,839
KAR Auction Services, Inc.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing September 19, 2026		149		144,781
KUEHG Corp.
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing February 21, 2025		820		760,570
Monitronics International, Inc.
Term Loan, 7.75%, (1 mo. USD LIBOR + 6.50%, Floor 1.25%), Maturing March 29, 2024		184		140,719
PGX Holdings, Inc.
Term Loan, 6.25%, (12 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing September 29, 2023		227		169,183
Pre-Paid Legal Services, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2025		88		85,823
Prime Security Services Borrower, LLC
Term Loan, 4.25%, (6 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing September 23, 2026		529		528,281
Red Ventures, LLC
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing November 8, 2024		340		327,273
Rockwood Service Corporation
Term Loan, 4.56%, (3 mo. USD LIBOR + 4.25%), Maturing January 23, 2027		100		99,251
Sabre GLBL, Inc.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing February 22, 2024		620		579,386
Spin Holdco, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing November 14, 2022		929		907,786
Tempo Acquisition, LLC
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), Maturing November 2, 2026		171		168,218
Vestcom Parent Holdings, Inc.
Term Loan, 5.07%, (6 mo. USD LIBOR + 4.00%), Maturing December 19, 2023		120		115,672
WASH Multifamily Laundry Systems, LLC
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing May 14, 2022		224		218,228
West Corporation
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing October 10, 2024		268		240,251
			$	13,616,146

4

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Cable and Satellite Television — 4.6%
Altice France S.A.
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing August 14, 2026	$	494	$	486,519
Charter Communications Operating, LLC
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing February 1, 2027		853		839,041
CSC Holdings, LLC
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025		635		616,668
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026		222		214,462
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2027		295		286,110
Numericable Group S.A.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing July 31, 2025		435		418,504
Telenet Financing USD, LLC
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2028		900		869,063
UPC Broadband Holding B.V.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2028		200		195,062
Virgin Media Bristol, LLC
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing January 31, 2028		1,650		1,610,926
			$	5,536,355
Chemicals and Plastics — 5.9%
Alpha 3 B.V.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing January 31, 2024	$	130	$	128,946
Aruba Investments, Inc.
Term Loan, 5.25%, (6 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing July 7, 2025		250		250,313
Axalta Coating Systems US Holdings, Inc.
Term Loan, 2.06%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024		856		835,834
Emerald Performance Materials, LLC
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing August 12, 2025		86		86,001
Ferro Corporation
Term Loan, 2.56%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		73		71,674
Term Loan, 2.56%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		74		73,232
Flint Group GmbH
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing September 21, 2023		37		32,689
Flint Group US, LLC
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing September 21, 2023		222		197,744
Gemini HDPE, LLC
Term Loan, 2.76%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024		458		449,638
H.B. Fuller Company
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing October 20, 2024		362		354,426
Hexion, Inc.
Term Loan, 3.80%, (3 mo. USD LIBOR + 3.50%), Maturing July 1, 2026		569		560,711
Messer Industries GmbH
Term Loan, 2.81%, (3 mo. USD LIBOR + 2.50%), Maturing March 1, 2026		321		315,780

5

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Minerals Technologies, Inc.
Term Loan, 3.00%, (USD LIBOR + 2.25%, Floor 0.75%), Maturing February 14, 2024(2)	$	221	$	221,166
Momentive Performance Materials, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing May 15, 2024		99		93,679
Orion Engineered Carbons GmbH
Term Loan, 2.31%, (3 mo. USD LIBOR + 2.00%), Maturing July 25, 2024		289		284,321
PMHC II, Inc.
Term Loan, 4.50%, (12 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing March 31, 2025		422		394,962
PQ Corporation
Term Loan, 2.51%, (3 mo. USD LIBOR + 2.25%), Maturing February 7, 2027		517		508,124
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing February 7, 2027		450		449,437
Pregis TopCo Corporation
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing July 31, 2026		149		147,322
Starfruit Finco B.V.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		440		429,706
Tronox Finance, LLC
Term Loan, 3.22%, (USD LIBOR + 3.00%), Maturing September 23, 2024(2)		717		703,614
Univar, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing July 1, 2024		461		452,349
			$	7,041,668
Containers and Glass Products — 4.2%
Berry Global, Inc.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2022	$	210	$	207,301
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing July 1, 2026		223		216,875
BWAY Holding Company
Term Loan, 3.52%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024		243		230,728
Flex Acquisition Company, Inc.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing December 29, 2023		769		745,515
Term Loan, 3.55%, (3 mo. USD LIBOR + 3.25%), Maturing June 29, 2025		342		328,746
Libbey Glass, Inc.
DIP Loan, 12.00%, (3 mo. USD LIBOR + 11.00%, Floor 1.00%), Maturing November 27, 2020		61		61,887
DIP Loan, 4.00%, (USD LIBOR + 3.00%, Floor 1.00%), 2.00% cash, 2.00% PIK, Maturing November 30, 2020(2)		61		63,012
Term Loan, 0.00%, Maturing April 9, 2021(4)		219		38,599
Pelican Products, Inc.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing May 1, 2025		147		140,385
Reynolds Consumer Products, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing February 4, 2027		526		520,444
Reynolds Group Holdings, Inc.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023		1,824		1,803,603
Ring Container Technologies Group, LLC
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024		219		214,048
Trident TPI Holdings, Inc.
Term Loan, 4.07%, (6 mo. USD LIBOR + 3.00%), Maturing October 17, 2024		512		507,777
			$	5,078,920

6

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Cosmetics/Toiletries — 1.0%
Kronos Acquisition Holdings, Inc.
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing May 15, 2023	$	544	$	540,056
Term Loan, 8.00%, (3 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing May 15, 2023		617		617,188
			$	1,157,244
Drugs — 7.1%
Akorn, Inc.
Term Loan, 15.50%, (1 mo. USD LIBOR + 14.50%, Floor 1.00%), 14.75% cash, 0.75% PIK, Maturing April 16, 2021	$	226	$	202,100
Albany Molecular Research, Inc.
Term Loan, 4.25%, (USD LIBOR + 3.25%, Floor 1.00%), Maturing August 30, 2024(2)		316		311,717
Amneal Pharmaceuticals, LLC
Term Loan, 3.69%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025		808		761,427
Arbor Pharmaceuticals, Inc.
Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing July 5, 2023		377		348,531
Bausch Health Companies, Inc.
Term Loan, 3.18%, (1 mo. USD LIBOR + 3.00%), Maturing June 2, 2025		1,180		1,162,451
Catalent Pharma Solutions, Inc.
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing May 18, 2026		198		196,842
Elanco Animal Health Incorporated
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing August 1, 2027		265		260,149
Endo Luxembourg Finance Company I S.a.r.l.
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), Maturing April 29, 2024		1,140		1,102,993
Grifols Worldwide Operations USA, Inc.
Term Loan, 2.11%, (1 week USD LIBOR + 2.00%), Maturing November 15, 2027		1,024		1,006,048
Horizon Therapeutics USA, Inc.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing May 22, 2026		498		493,494
Jaguar Holding Company II
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing August 18, 2022		1,571		1,569,223
Mallinckrodt International Finance S.A.
Term Loan, 3.50%, (6 mo. USD LIBOR + 2.75%, Floor 0.75%), Maturing September 24, 2024		697		607,864
Term Loan, 3.75%, (6 mo. USD LIBOR + 3.00%, Floor 0.75%), Maturing February 24, 2025		628		547,039
			$	8,569,878
Ecological Services and Equipment — 1.3%
Advanced Disposal Services, Inc.
Term Loan, 3.00%, (1 week USD LIBOR + 2.25%, Floor 0.75%), Maturing November 10, 2023	$	445	$	444,322
EnergySolutions, LLC
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing May 9, 2025		418		390,988
GFL Environmental, Inc.
Term Loan, 4.00%, (USD LIBOR + 3.00%, Floor 1.00%), Maturing May 30, 2025(2)		690		685,750
			$	1,521,060

7

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Electronics/Electrical — 24.1%
Applied Systems, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing September 19, 2024	$	880	$	877,367
Term Loan - Second Lien, 8.00%, (3 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing September 19, 2025		100		101,469
Aptean, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing April 23, 2026		173		168,964
Astra Acquisition Corp.
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing March 1, 2027		200		198,502
Avast Software B.V.
Term Loan, 3.25%, (3 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing September 29, 2023		84		83,418
Banff Merger Sub, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing October 2, 2025		1,313		1,291,763
Barracuda Networks, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing February 12, 2025		465		460,700
Buzz Merger Sub, Ltd.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing January 29, 2027		125		122,350
Castle US Holding Corporation
Term Loan, 4.06%, (3 mo. USD LIBOR + 3.75%), Maturing January 29, 2027		245		236,983
CDW, LLC
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing October 13, 2026		298		297,674
CentralSquare Technologies, LLC
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing August 29, 2025		197		176,019
Cohu, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		172		165,490
CommScope, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing April 6, 2026		397		390,208
Cornerstone OnDemand, Inc.
Term Loan, 4.43%, (1 mo. USD LIBOR + 4.25%), Maturing April 22, 2027		400		399,667
CPI International, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing July 26, 2024		137		131,291
ECI Macola/Max Holdings, LLC
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing September 27, 2024		171		169,910
Electro Rent Corporation
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing January 31, 2024		389		386,716
Epicor Software Corporation
Term Loan, 5.25%, (1 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing July 30, 2027		1,599		1,601,343
Term Loan - Second Lien, 8.75%, (1 mo. USD LIBOR + 7.75%, Floor 1.00%), Maturing July 31, 2028		200		206,312
EXC Holdings III Corp.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing December 2, 2024		970		956,368
Finastra USA, Inc.
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing June 13, 2024		1,423		1,344,856
Fiserv Investment Solutions, Inc.
Term Loan, 5.02%, (3 mo. USD LIBOR + 4.75%), Maturing February 18, 2027		125		124,687

8

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
GlobalLogic Holdings, Inc.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing August 1, 2025	$	108	$	105,599
Term Loan, Maturing August 13, 2027(3)		175		174,562
Go Daddy Operating Company, LLC
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing February 15, 2024		947		930,461
Term Loan, Maturing August 10, 2027(3)		275		272,708
Hyland Software, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing July 1, 2024		1,937		1,916,885
Infoblox, Inc.
Term Loan, 4.66%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023		473		475,064
Informatica, LLC
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing February 25, 2027		1,372		1,344,621
LogMeIn, Inc.
Term Loan, Maturing August 14, 2027(3)		375		366,328
MA FinanceCo., LLC
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		114		108,439
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing June 5, 2025		425		424,203
MACOM Technology Solutions Holdings, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024		287		279,070
MaxLinear, Inc.
Term Loan, Maturing July 31, 2023(3)		300		299,437
MTS Systems Corporation
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing July 5, 2023		120		119,981
NCR Corporation
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing August 28, 2026		199		193,372
Recorded Books, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing August 29, 2025		284		280,960
Redstone Buyer, LLC
Term Loan, Maturing June 29, 2027(3)		525		525,000
Refinitiv US Holdings, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		271		268,868
Seattle Spinco, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		770		732,317
SGS Cayman L.P.
Term Loan, 6.38%, (3 mo. USD LIBOR + 5.38%, Floor 1.00%), Maturing April 23, 2021		49		42,130
SkillSoft Corporation
DIP Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing September 14, 2020		46		45,580
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing December 27, 2024		47		46,831
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing April 27, 2025		291		282,200
Term Loan, Maturing December 27, 2024(3)		46		41,579
SolarWinds Holdings, Inc.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2024		244		241,160

9

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Solera, LLC
Term Loan, 2.94%, (USD LIBOR + 2.75%), Maturing March 3, 2023(2)	$	660	$	649,862
Sparta Systems, Inc.
Term Loan, 4.56%, (6 mo. USD LIBOR + 3.50%), Maturing August 21, 2024		522		495,536
SS&C Technologies Holdings Europe S.a.r.l.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing April 16, 2025		247		240,386
SS&C Technologies, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing April 16, 2025		351		342,153
STG-Fairway Holdings, LLC
Term Loan, 4.32%, (6 mo. USD LIBOR + 3.25%), Maturing January 31, 2027		755		726,530
SurveyMonkey, Inc.
Term Loan, 3.86%, (1 week USD LIBOR + 3.75%), Maturing October 10, 2025		252		252,175
Sutherland Global Services, Inc.
Term Loan, 6.38%, (3 mo. USD LIBOR + 5.38%, Floor 1.00%), Maturing April 23, 2021		210		180,987
Syncsort Incorporated
Term Loan, 6.51%, (3 mo. USD LIBOR + 6.25%), Maturing August 16, 2024		559		547,054
Tech Data Corporation
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2025		275		276,160
Tibco Software, Inc.
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing June 30, 2026		817		794,109
Uber Technologies, Inc.
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023		890		878,442
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing April 4, 2025		1,034		1,027,052
Ultimate Software Group, Inc. (The)
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing May 4, 2026		372		370,024
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing May 4, 2026		925		926,156
Ultra Clean Holdings, Inc.
Term Loan, 4.66%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		164		164,464
Verifone Systems, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025		270		245,081
Veritas US, Inc.
Term Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing September 1, 2025		600		589,687
VS Buyer, LLC
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing February 28, 2027		274		271,569
Vungle, Inc.
Term Loan, 5.66%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2026		149		148,875
Western Digital Corporation
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023		381		377,301
			$	28,913,015
Equipment Leasing — 0.0%(5)
IBC Capital Limited
Term Loan, 4.06%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023	$	47	$	44,477
			$	44,477

10

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Financial Intermediaries — 3.8%
Apollo Commercial Real Estate Finance, Inc.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing May 15, 2026	$	99	$	94,297
Aretec Group, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing October 1, 2025		840		785,844
Claros Mortgage Trust, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing August 9, 2026		174		165,003
Ditech Holding Corporation
Term Loan, 0.00%, Maturing June 30, 2022(4)		600		140,901
FinCo. I, LLC
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing December 27, 2022		202		200,239
Focus Financial Partners, LLC
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing July 3, 2024		639		627,375
Franklin Square Holdings L.P.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing August 1, 2025		123		120,970
Greenhill & Co., Inc.
Term Loan, 3.43%, (1 mo. USD LIBOR + 3.25%), Maturing April 12, 2024		303		295,750
GreenSky Holdings, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing March 29, 2025		100		97,000
Term Loan, 3.44%, (1 mo. USD LIBOR + 3.25%), Maturing March 31, 2025		490		474,299
Guggenheim Partners, LLC
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), Maturing July 21, 2023		553		552,140
Harbourvest Partners, LLC
Term Loan, 2.53%, (3 mo. USD LIBOR + 2.25%), Maturing March 3, 2025		99		97,587
LPL Holdings, Inc.
Term Loan, 1.92%, (1 mo. USD LIBOR + 1.75%), Maturing November 12, 2026		299		292,810
Starwood Property Trust, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing July 27, 2026		124		119,022
StepStone Group L.P.
Term Loan, 5.00%, (6 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing March 27, 2025		147		146,258
Victory Capital Holdings, Inc.
Term Loan, 2.80%, (3 mo. USD LIBOR + 2.50%), Maturing July 1, 2026		269		265,805
Virtus Investment Partners, Inc.
Term Loan, 3.00%, (3 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing June 1, 2024		112		110,891
			$	4,586,191
Food Products — 3.1%
Alphabet Holding Company, Inc.
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024	$	559	$	546,780
Atkins Nutritionals Holdings II, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing July 7, 2024		93		92,988
Badger Buyer Corp.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing September 30, 2024		391		363,588
CHG PPC Parent, LLC
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025		98		95,060

11

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Froneri International, Ltd.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing January 31, 2027	$	475	$	458,587
Hearthside Food Solutions, LLC
Term Loan, 3.84%, (1 mo. USD LIBOR + 3.69%), Maturing May 23, 2025		368		359,503
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025		99		97,269
HLF Financing S.a.r.l.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing August 18, 2025		246		242,432
JBS USA Lux S.A.
Term Loan, 3.07%, (6 mo. USD LIBOR + 2.00%), Maturing May 1, 2026		1,210		1,179,445
Nomad Foods Europe Midco Limited
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024		292		285,966
			$	3,721,618
Food Service — 2.0%
1011778 B.C. Unlimited Liability Company
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing November 19, 2026	$	1,020	$	983,815
Aramark Services, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing March 11, 2025		210		200,968
IRB Holding Corp.
Term Loan, 3.75%, (6 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing February 5, 2025		441		425,871
KFC Holding Co.
Term Loan, 1.90%, (1 mo. USD LIBOR + 1.75%), Maturing April 3, 2025		241		235,176
Restaurant Technologies, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		49		47,403
US Foods, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing June 27, 2023		195		188,654
Term Loan, 3.07%, (6 mo. USD LIBOR + 2.00%), Maturing September 13, 2026		372		358,417
			$	2,440,304
Food/Drug Retailers — 0.1%
BW Gas & Convenience Holdings, LLC
Term Loan, 6.43%, (1 mo. USD LIBOR + 6.25%), Maturing November 18, 2024	$	146	$	146,616
			$	146,616
Forest Products — 0.2%
Neenah, Inc.
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing June 25, 2027	$	225	$	226,406
			$	226,406
Health Care — 12.8%
Accelerated Health Systems, LLC
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing October 31, 2025	$	123	$	120,355
ADMI Corp.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing April 30, 2025		392		378,529
Alliance Healthcare Services, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing October 24, 2023		185		142,045
athenahealth, Inc.
Term Loan, 4.82%, (3 mo. USD LIBOR + 4.50%), Maturing February 11, 2026		444		442,153

12

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Avantor Funding, Inc.
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing November 21, 2024	$	276	$	273,358
BioClinica Holding I L.P.
Term Loan, 5.25%, (1 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing October 20, 2023		387		372,456
BW NHHC Holdco, Inc.
Term Loan, 5.27%, (3 mo. USD LIBOR + 5.00%), Maturing May 15, 2025		221		187,425
Change Healthcare Holdings, LLC
Term Loan, 3.50%, (USD LIBOR + 2.50%, Floor 1.00%), Maturing March 1, 2024(2)		1,195		1,175,953
CHG Healthcare Services, Inc.
Term Loan, 4.07%, (6 mo. USD LIBOR + 3.00%), Maturing June 7, 2023		749		740,344
CryoLife, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing December 1, 2024		122		121,037
Ensemble RCM, LLC
Term Loan, 4.01%, (3 mo. USD LIBOR + 3.75%), Maturing August 3, 2026		99		98,692
Envision Healthcare Corporation
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025		1,306		953,645
Gentiva Health Services, Inc.
Term Loan, 3.44%, (1 mo. USD LIBOR + 3.25%), Maturing July 2, 2025		532		528,416
GHX Ultimate Parent Corporation
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing June 28, 2024		194		191,526
Greatbatch Ltd.
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing October 27, 2022		258		258,113
Hanger, Inc.
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing March 6, 2025		244		243,357
Inovalon Holdings, Inc.
Term Loan, 3.19%, (1 mo. USD LIBOR + 3.00%), Maturing April 2, 2025		279		275,210
IQVIA, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing January 17, 2025		170		166,784
Medical Solutions, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing June 14, 2024		270		261,748
Milano Acquisition Corp.
Term Loan, Maturing August 13, 2027(3)		675		671,625
MPH Acquisition Holdings, LLC
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing June 7, 2023		790		783,637
National Mentor Holdings, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing March 9, 2026		5		5,355
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing March 9, 2026		118		117,606
Navicure, Inc.
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing October 22, 2026		224		219,107
One Call Corporation
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing November 25, 2022		260		226,609
Ortho-Clinical Diagnostics S.A.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025		1,432		1,385,439
Parexel International Corporation
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024		501		486,662

13

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Phoenix Guarantor, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing March 5, 2026	$	421	$	414,239
Radiology Partners, Inc
Term Loan, 5.67%, (USD LIBOR + 4.25%), Maturing July 9, 2025(2)		601		577,759
RadNet, Inc.
Term Loan, 4.75%, (6 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing June 30, 2023		350		348,485
Select Medical Corporation
Term Loan, 2.68%, (1 mo. USD LIBOR + 2.50%), Maturing March 6, 2025		558		544,532
Sound Inpatient Physicians
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2025		98		96,224
Surgery Center Holdings, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing September 3, 2024		762		722,750
Team Health Holdings, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing February 6, 2024		484		407,257
Tecomet, Inc.
Term Loan, 4.68%, (6 mo. USD LIBOR + 3.50%), Maturing May 1, 2024		269		258,875
U.S. Anesthesia Partners, Inc.
Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing June 23, 2024		589		570,559
Verscend Holding Corp.
Term Loan, 4.66%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		344		342,440
Viant Medical Holdings, Inc.
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing July 2, 2025		98		89,899
Wink Holdco, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing December 2, 2024		122		119,285
			$	15,319,490
Home Furnishings — 0.8%
Serta Simmons Bedding, LLC
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing August 10, 2023	$	260	$	260,433
Term Loan - Second Lien, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing August 10, 2023		861		706,184
			$	966,617
Industrial Equipment — 6.9%
AI Alpine AT Bidco GmbH
Term Loan, 4.21%, (6 mo. USD LIBOR + 3.00%), Maturing October 31, 2025	$	49	$	45,064
Altra Industrial Motion Corp.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2025		148		145,158
Apex Tool Group, LLC
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.25%, Floor 1.25%), Maturing August 1, 2024		540		522,065

14

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
CPM Holdings, Inc.
Term Loan, 3.95%, (1 mo. USD LIBOR + 3.75%), Maturing November 17, 2025	$	484	$	449,399
Delachaux Group S.A.
Term Loan, 5.36%, (6 mo. USD LIBOR + 4.50%), Maturing April 16, 2026		99		94,669
DexKo Global, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing July 24, 2024		486		468,537
DXP Enterprises, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 4.75%, Floor 1.00%), Maturing August 29, 2023		109		105,881
Dynacast International, LLC
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing January 28, 2022		287		249,608
Engineered Machinery Holdings, Inc.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 19, 2024		366		356,256
EWT Holdings III Corp.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing December 20, 2024		774		765,636
Filtration Group Corporation
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025		353		347,359
Gardner Denver, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing March 1, 2027		284		275,798
Gates Global, LLC
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing April 1, 2024		951		941,390
Hayward Industries, Inc.
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024		96		94,458
Ingersoll-Rand Services Company
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing March 1, 2027		299		290,810
LTI Holdings, Inc.
Term Loan, 3.67%, (1 mo. USD LIBOR + 3.50%), Maturing September 6, 2025		372		346,176
Term Loan, 4.92%, (1 mo. USD LIBOR + 4.75%), Maturing July 24, 2026		50		46,441
Pro Mach Group, Inc.
Term Loan, 1.75%, Maturing March 7, 2025(6)		100		96,875
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing March 7, 2025		100		96,875
Rexnord, LLC
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing August 21, 2024		681		680,333
Robertshaw US Holding Corp.
Term Loan, 4.25%, (USD LIBOR + 3.50%, Floor 1.00%), Maturing February 28, 2025(2)		244		207,108

15

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Thermon Industries, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing October 30, 2024	$	70	$	69,856
Titan Acquisition Limited
Term Loan, 3.36%, (6 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		682		645,866
Vertical Midco GmbH
Term Loan, 4.57%, (3 mo. USD LIBOR + 4.25%), Maturing July 30, 2027		300		297,833
Welbilt, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing October 23, 2025		760		685,744
			$	8,325,195
Insurance — 6.8%
Alliant Holdings Intermediate, LLC
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing May 9, 2025	$	523	$	506,560
Term Loan, 3.43%, (1 mo. USD LIBOR + 3.25%), Maturing May 9, 2025		99		96,884
AmWINS Group, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing January 25, 2024		856		852,085
AssuredPartners Capital, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing February 12, 2027		100		99,875
AssuredPartners, Inc.
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2027		547		535,279
Asurion, LLC
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing August 4, 2022		1,082		1,070,881
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023		457		449,648
Term Loan - Second Lien, 6.66%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025		540		542,717
FrontDoor, Inc.
Term Loan, 2.69%, (1 mo. USD LIBOR + 2.50%), Maturing August 16, 2025		98		96,653
Hub International Limited
Term Loan, 3.26%, (USD LIBOR + 3.00%), Maturing April 25, 2025(2)		1,127		1,100,656
Term Loan, 5.00%, (USD LIBOR + 4.00%, Floor 1.00%), Maturing April 25, 2025(2)		423		423,786
NFP Corp.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing February 15, 2027		782		754,543
Ryan Specialty Group, LLC
Term Loan, Maturing June 29, 2027(3)		425		424,646
Sedgwick Claims Management Services, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing December 31, 2025		271		262,128
USI, Inc.
Term Loan, 3.31%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024		681		664,412
Term Loan, 4.31%, (3 mo. USD LIBOR + 4.00%), Maturing December 2, 2026		323		319,454
			$	8,200,207

16

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Leisure Goods/Activities/Movies — 5.5%
Ancestry.com Operations, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing August 27, 2026	$	693	$	692,560
Bombardier Recreational Products, Inc.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing May 24, 2027		1,062		1,021,432
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing May 24, 2027		150		153,000
Carnival Corporation
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing June 30, 2025		300		295,125
ClubCorp Holdings, Inc.
Term Loan, 3.06%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024		438		382,192
Crown Finance US, Inc.
Term Loan, 3.32%, (6 mo. USD LIBOR + 2.25%), Maturing February 28, 2025		386		304,735
Term Loan, 3.57%, (6 mo. USD LIBOR + 2.50%), Maturing September 30, 2026		323		252,540
Delta 2 (LUX) S.a.r.l.
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing February 1, 2024		439		428,444
Emerald Expositions Holding, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing May 22, 2024		132		120,162
Lindblad Expeditions, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), Maturing March 27, 2025		96		83,667
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), Maturing March 27, 2025		382		334,669
Match Group, Inc.
Term Loan, 2.00%, (3 mo. USD LIBOR + 1.75%), Maturing February 13, 2027		175		171,354
Motion Finco S.a.r.l.
Term Loan, 4.32%, (6 mo. USD LIBOR + 3.25%), Maturing November 12, 2026		14		13,454
Term Loan, 4.32%, (6 mo. USD LIBOR + 3.25%), Maturing November 12, 2026		110		102,371
Playtika Holding Corp.
Term Loan, 7.07%, (6 mo. USD LIBOR + 6.00%), Maturing December 10, 2024		756		763,224
SRAM, LLC
Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), Maturing March 15, 2024(2)		157		156,727
Steinway Musical Instruments, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing February 14, 2025		112		106,674
Travel Leaders Group, LLC
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024		221		159,725
UFC Holdings, LLC
Term Loan, 4.25%, (6 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing April 29, 2026		1,031		1,020,236
			$	6,562,291
Lodging and Casinos — 3.8%
Aristocrat Technologies, Inc.
Term Loan, 2.02%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024	$	245	$	239,676
Boyd Gaming Corporation
Term Loan, 2.36%, (1 week USD LIBOR + 2.25%), Maturing September 15, 2023		152		148,227
CityCenter Holdings, LLC
Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing April 18, 2024		707		671,122

17

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
ESH Hospitality, Inc.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing September 18, 2026	$	162	$	157,683
Golden Nugget, Inc.
Term Loan, 3.25%, (USD LIBOR + 2.50%, Floor 0.75%), Maturing October 4, 2023(2)		1,618		1,453,900
GVC Holdings (Gibraltar) Limited
Term Loan, 3.31%, (6 mo. USD LIBOR + 2.25%), Maturing March 29, 2024		244		240,557
Hanjin International Corp.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing October 18, 2020		125		117,500
Playa Resorts Holding B.V.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing April 29, 2024		825		718,970
Stars Group Holdings B.V. (The)
Term Loan, 3.81%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025		468		469,305
Wyndham Hotels & Resorts, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing May 30, 2025		295		284,134
			$	4,501,074
Nonferrous Metals/Minerals — 0.2%
Murray Energy Corporation
DIP Loan, 13.00%, (1 mo. USD LIBOR + 11.00%, Floor 2.00%), Maturing July 31, 2021	$	132	$	108,710
Term Loan, 0.00%, Maturing October 17, 2022(4)		473		9,468
Noranda Aluminum Acquisition Corporation
Term Loan, 0.00%, Maturing February 28, 2021(4)		238		16,637
Oxbow Carbon, LLC
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing January 4, 2023		131		127,969
			$	262,784
Oil and Gas — 4.0%
Ameriforge Group, Inc.
Term Loan, 14.00%, (3 mo. USD LIBOR + 13.00%, Floor 1.00%), 9.00% cash, 5.00% PIK, Maturing June 8, 2022	$	113	$	98,829
Apergy Corporation
Term Loan, 2.69%, (1 mo. USD LIBOR + 2.50%), Maturing May 9, 2025		41		39,951
Blackstone CQP Holdco L.P.
Term Loan, 3.81%, (3 mo. USD LIBOR + 3.50%), Maturing September 30, 2024		622		612,261
Buckeye Partners L.P.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing November 1, 2026		623		614,197
Centurion Pipeline Company, LLC
Term Loan, 4.17%, (1 mo. USD LIBOR + 4.00%), Maturing September 28, 2025		50		48,500
CITGO Holding, Inc.
Term Loan, 8.00%, (3 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing August 1, 2023		250		238,633
CITGO Petroleum Corporation
Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing March 28, 2024		1,116		1,073,670

18

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Delek US Holdings, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing March 31, 2025		125		122,194
Fieldwood Energy, LLC
DIP Loan, 3.68%, (1 mo. USD LIBOR + 8.75%), Maturing August 4, 2021(6)		106		106,634
Term Loan, 0.00%, Maturing April 11, 2022(4)		695		173,625
McDermott Technology Americas, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing June 30, 2024		6		5,366
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing June 30, 2025		81		65,669
Prairie ECI Acquiror L.P.
Term Loan, 4.91%, (1 mo. USD LIBOR + 4.75%), Maturing March 11, 2026		904		816,924
PSC Industrial Holdings Corp.
Term Loan, 4.98%, (6 mo. USD LIBOR + 3.75%), Maturing October 11, 2024		411		387,699
RDV Resources Properties, LLC
Term Loan, 7.50%, (1 mo. USD LIBOR + 6.50%, Floor 1.00%), Maturing March 29, 2024(7)		112		71,521
Sunrise Oil & Gas Properties, LLC
Term Loan - First Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023		21		19,446
Term Loan - Second Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023		22		17,387
Term Loan - Third Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023		25		13,518
UGI Energy Services, LLC
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing August 13, 2026		223		221,822
			$	4,747,846
Publishing — 1.2%
Alchemy Copyrights, LLC
Term Loan, 5.50%, (USD Prime + 2.25%), Maturing August 16, 2027	$	125	$	124,687
Ascend Learning, LLC
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 12, 2024		267		264,596
Getty Images, Inc.
Term Loan, 4.69%, (1 mo. USD LIBOR + 4.50%), Maturing February 19, 2026		390		370,281
LSC Communications, Inc.
Term Loan, 0.00%, Maturing September 30, 2022(4)		163		26,338
Nielsen Finance, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing June 4, 2025		200		200,581
ProQuest, LLC
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing October 23, 2026		348		345,638
Tweddle Group, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing September 17, 2023		47		41,740
			$	1,373,861
Radio and Television — 3.8%
Cumulus Media New Holdings, Inc.
Term Loan, 4.82%, (6 mo. USD LIBOR + 3.75%), Maturing March 31, 2026	$	124	$	118,324
Diamond Sports Group, LLC
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing August 24, 2026		670		569,447

19

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Entercom Media Corp.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing November 18, 2024	$	202	$	191,146
Entravision Communications Corporation
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024		199		186,921
Gray Television, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing January 2, 2026		127		125,312
Hubbard Radio, LLC
Term Loan, 5.25%, (6 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing March 28, 2025		124		119,670
iHeartCommunications, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2026		448		425,176
Mission Broadcasting, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		78		76,302
Nexstar Broadcasting, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		304		297,352
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing September 18, 2026		120		118,252
Sinclair Television Group, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing September 30, 2026		149		145,414
Terrier Media Buyer, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing December 17, 2026		568		558,635
Univision Communications, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing March 13, 2026		1,705		1,671,902
			$	4,603,853
Retailers (Except Food and Drug) — 2.3%
Ascena Retail Group, Inc.
Term Loan, 0.00%, Maturing August 21, 2022(4)	$	529	$	202,282
Bass Pro Group, LLC
Term Loan, 6.07%, (6 mo. USD LIBOR + 5.00%), Maturing September 25, 2024		641		639,691
BJ’s Wholesale Club, Inc.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing February 3, 2024		175		173,986
Coinamatic Canada, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing May 14, 2022		39		38,218
David’s Bridal, Inc.
Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 6.00% cash, 5.00% PIK, Maturing June 23, 2023		66		59,691
Term Loan, 7.00%, (3 mo. USD LIBOR + 6.00%, Floor 1.00%), Maturing June 30, 2023		77		61,430
Hoya Midco, LLC
Term Loan, 4.57%, (6 mo. USD LIBOR + 3.50%), Maturing June 30, 2024		242		202,504
LSF9 Atlantis Holdings, LLC
Term Loan, 7.00%, (1 mo. USD LIBOR + 6.00%, Floor 1.00%), Maturing May 1, 2023		230		218,740
PetSmart, Inc.
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing March 11, 2022		974		974,048
PFS Holding Corporation
Term Loan, 0.00%, Maturing January 31, 2021(4)		511		199,368
Pier 1 Imports (U.S.), Inc.
Term Loan, 0.00%, Maturing April 30, 2021(4)		118		38,391
			$	2,808,349

20

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Steel — 1.4%
Atkore International, Inc.
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing December 22, 2023	$	93	$	92,403
GrafTech Finance, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing February 12, 2025		515		508,130
Neenah Foundry Company
Term Loan, 9.19%, (2 mo. USD LIBOR + 9.00%), Maturing December 13, 2022		164		143,236
Phoenix Services International, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing March 1, 2025		171		162,135
Zekelman Industries, Inc.
Term Loan, 2.17%, (1 mo. USD LIBOR + 2.00%), Maturing January 24, 2027		823		799,793
			$	1,705,697
Surface Transport — 0.4%
Hertz Corporation (The)
Term Loan, 3.50%, (2 mo. USD LIBOR + 2.75%, Floor 0.75%), Maturing June 30, 2023	$	234	$	223,096
Kenan Advantage Group, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 31, 2022		27		25,345
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 31, 2022		87		83,347
XPO Logistics, Inc.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing February 24, 2025		150		147,063
			$	478,851
Telecommunications — 5.8%
CenturyLink, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing March 15, 2027	$	1,642	$	1,590,701
Colorado Buyer, Inc.
Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing May 1, 2024		194		166,112
Digicel International Finance Limited
Term Loan, 3.80%, (6 mo. USD LIBOR + 3.25%), Maturing May 28, 2024		170		149,340
Global Eagle Entertainment, Inc.
DIP Loan, 11.25%, (1 mo. USD LIBOR + 10.00%, Floor 1.25%), Maturing January 22, 2021		78		77,267
Term Loan, 0.00%, Maturing January 6, 2023(4)		475		319,720
Intelsat Jackson Holdings S.A.
DIP Loan, 5.05%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing July 13, 2022(6)		296		302,311
Term Loan, 8.00%, (USD Prime + 4.75%), Maturing November 27, 2023		600		606,750
Term Loan, 8.75%, (USD Prime + 5.50%), Maturing January 2, 2024		400		404,714

21

Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
IPC Corp.
Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing August 6, 2021(7)	$	220	$	155,009
Onvoy, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing February 10, 2024		460		444,052
Plantronics, Inc.
Term Loan, 2.78%, (USD LIBOR + 2.50%), Maturing July 2, 2025(2)		292		274,749
Syniverse Holdings, Inc.
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing March 9, 2023		220		174,081
T-Mobile USA, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing April 1, 2027		675		676,980
Telesat Canada
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing December 7, 2026		323		314,725
Zayo Group Holdings, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing March 9, 2027		549		534,099
Ziggo Financing Partnership
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing April 30, 2028		850		823,741
			$	7,014,351
Utilities — 2.4%
Brookfield WEC Holdings, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), Maturing August 1, 2025	$	764	$	753,010
Calpine Construction Finance Company L.P.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2025		90		87,742
Calpine Corporation
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2024		784		766,606
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing April 5, 2026		198		194,246
Granite Acquisition, Inc.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing December 19, 2021		614		610,946
Lightstone Holdco, LLC
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing January 30, 2024		6		5,346
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing January 30, 2024		112		94,787
Longview Power, LLC
Term Loan, 10.25%, (3 mo. USD LIBOR + 10.00%), Maturing July 30, 2025(7)		71		56,411
USIC Holdings, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing December 8, 2023		293		285,686
			$	2,854,780
Total Senior Floating-Rate Loans (identified cost $176,278,778)			$	168,629,989

22

Corporate Bonds & Notes — 3.6%
Security	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 0.1%
TransDigm, Inc.
7.50%, 3/15/27	$	125	$	130,836
			$	130,836
Automotive — 0.5%
Clarios Global, L.P./Clarios US Finance Co.
8.50%, 5/15/27(8)	$	500	$	531,719
			$	531,719
Cable and Satellite Television — 0.2%
Altice France S.A.
8.125%, 2/1/27(8)	$	250	$	279,036
			$	279,036
Ecological Services and Equipment — 0.2%
GFL Environmental, Inc.
8.50%, 5/1/27(8)	$	150	$	163,528
			$	163,528
Electronics/Electrical — 0.3%
Energizer Holdings, Inc.
6.375%, 7/15/26(8)	$	250	$	265,627
Go Daddy Operating Co., LLC/GD Finance Co., Inc.
5.25%, 12/1/27(8)		121		128,831
			$	394,458
Food Products — 0.3%
Post Holdings, Inc.
5.625%, 1/15/28(8)	$	375	$	401,597
			$	401,597
Health Care — 0.6%
HCA, Inc.
5.875%, 2/1/29	$	375	$	456,142
MPH Acquisition Holdings, LLC
7.125%, 6/1/24(8)		250		254,138
			$	710,280
Insurance — 0.4%
USI, Inc.
6.875%, 5/1/25(8)	$	500	$	514,057
			$	514,057

23

Security	Principal Amount (000’s omitted)		Value
Internet Software & Services — 0.5%
Netflix, Inc.
5.375%, 11/15/29(8)	$	500	$	601,875
			$	601,875
Lodging and Casinos — 0.2%
Caesars Resort Collection, LLC/CRC Finco, Inc.
5.25%, 10/15/25(8)	$	250	$	239,671
			$	239,671
Radio and Television — 0.3%
iHeartCommunications, Inc.
6.375%, 5/1/26	$	30	$	31,329
8.375%, 5/1/27		304		306,556
			$	337,885
Total Corporate Bonds & Notes (identified cost $4,114,927)			$	4,304,942
Asset-Backed Securities — 8.8%
Security	Principal Amount (000’s omitted)		Value
AMMC CLO XII, Ltd.
Series 2013-12A, Class ER, 6.423%, (3 mo. USD LIBOR + 6.18%), 11/10/30(8)(9)	$	1,000	$	773,356
Ares LII CLO, Ltd.
Series 2019-52A, Class E, 6.808%, (3 mo. USD LIBOR + 6.55%), 4/22/31(8)(9)		1,000		920,328
Bain Capital Credit CLO, Ltd.
Series 2017-2A, Class E, 6.595%, (3 mo. USD LIBOR + 6.35%), 7/25/30(8)(9)		1,000		848,572
Canyon Capital CLO, Ltd.
Series 2019-2A, Class E, 7.425%, (3 mo. USD LIBOR + 7.15%), 10/15/32(8)(9)		1,000		956,871
Carlyle Global Market Strategies CLO, Ltd.
Series C17A, Class DR, 6.268%, (3 mo. USD LIBOR + 6.00%), 4/30/31(8)(9)		1,000		822,785
Cedar Funding X CLO, Ltd.
Series 2019-10A, Class E, 7.272%, (3 mo. USD LIBOR + 7.00%), 10/20/32(8)(9)		1,000		941,870
Kayne CLO 5, Ltd.
Series 2019-5A, Class E, 6.964%, (3 mo. USD LIBOR + 6.70%), 7/24/32(8)(9)		1,000		935,827
Neuberger Berman Loan Advisers CLO 33, Ltd.
Series 2019-33A, Class E, 7.071%, (3 mo. USD LIBOR + 6.80%), 10/16/32(8)(9)		1,000		955,856
Regatta XII Funding, Ltd.
Series 2019-1A, Class E, 7.125%, (3 mo. USD LIBOR + 6.85%), 10/15/32(8)(9)		1,000		942,867

24

Security	Principal Amount (000’s omitted)		Value
Vibrant CLO X, Ltd.
Series 2018-10A, Class D, 6.462%, (3 mo. USD LIBOR + 6.19%), 10/20/31(8)(9)	$	1,000	$	774,218
Voya CLO, Ltd.
Series 2016-3A, Class DR, 6.352%, (3 mo. USD LIBOR + 6.08%), 10/18/31(8)(9)		1,000		809,592
Webster Park CLO, Ltd.
Series 2015-1A, Class DR, 5.772%, (3 mo. USD LIBOR + 5.50%), 7/20/30(8)(9)		1,000		866,490
Total Asset-Backed Securities (identified cost $11,671,885)			$	10,548,632
Common Stocks — 0.8%
Security	Shares		Value
Business Equipment and Services — 0.1%
Crossmark Holdings, Inc.(10)(11)		1,216	$	69,920
			$	69,920
Electronics/Electrical — 0.3%
Answers Corp.(7)(10)(11)		14,876	$	11,008
Software Luxembourg Holding S.A.(10)(11)		2,725		395,125
			$	406,133
Oil and Gas — 0.2%
AFG Holdings, Inc.(7)(10)(11)		4,525	$	102,627
Fieldwood Energy, Inc.(10)(11)		2,148		215
McDermott International, Ltd.(10)(11)		35,628		105,103
RDV Resources, Inc., Class A(7)(10)(11)		7,016		0
Sunrise Oil & Gas, Inc., Class A(10)(11)		3,200		22,400
			$	230,345
Publishing — 0.0%(5)
Tweddle Group, Inc.(7)(10)(11)		444	$	1,181
			$	1,181
Radio and Television — 0.1%
Clear Channel Outdoor Holdings, Inc.(10)(11)		12,499	$	14,624
Cumulus Media, Inc., Class A(10)(11)		9,974		49,571
iHeartMedia, Inc., Class A(10)(11)		5,315		49,004
			$	113,199
Retailers (Except Food and Drug) — 0.0%(5)
David’s Bridal, LLC(7)(10)(11)		5,304	$	48,001
			$	48,001

25

Security	Shares		Value
Utilities — 0.1%
Longview Intermediate Holdings, LLC, Class A(7)(10)		17,628	$	143,319
			$	143,319
Total Common Stocks (identified cost $1,620,080)			$	1,012,098
Preferred Stocks — 0.1%
Security	Shares		Value
Financial Services — 0.0%(5)
DBI Investors, Inc., Series A-1(7)(10)		251	$	20,163
			$	20,163
Retailers (Except Food and Drug) — 0.1%
David’s Bridal, LLC, Series A, 8.00% (PIK)(7)(10)(11)		148	$	11,840
David’s Bridal, LLC, Series B, 10.00% (PIK)(7)(10)(11)		601		48,657
			$	60,497
Total Preferred Stocks (identified cost $48,657)			$	80,660
Warrants — 0.0%
Security	Shares		Value
Retailers (Except Food and Drug) — 0.0%
David’s Bridal, LLC, Exp. 11/26/22(7)(10)(11)		1,024	$	0
Total Warrants (identified cost $0)			$	0
Miscellaneous — 0.0%(5)
Security	Shares		Value
Oil and Gas — 0.0%(5)
Paragon Offshore Finance Company, Class A(10)(11)		404	$	121
Paragon Offshore Finance Company, Class B(10)(11)		202		2,474
Total Miscellaneous (identified cost $4,393)			$	2,595

26

Short-Term Investments — 1.3%
Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 0.15%(12)		1,606,810	$	1,606,810
Total Short-Term Investments (identified cost $1,606,810)			$	1,606,810
Total Investments — 155.0% (identified cost $195,345,530)			$	186,185,726
Less Unfunded Loan Commitments — (0.3)%			$	(343,719	)
Net Investments — 154.7% (identified cost $195,001,811)			$	185,842,007
Notes Payable — (37.5)%			$	(45,000,000	)
Variable Rate Term Preferred Shares, at Liquidation Value (net of unamortized deferred debt issuance costs) — (15.8)%			$	(18,965,762	)
Other Assets, Less Liabilities — (1.4)%			$	(1,743,625	)
Net Assets Applicable to Common Shares — 100.0%			$	120,132,620

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 August 31, 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 August 31, 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.

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(5) Amount is less than 0.05%.

(6) Unfunded or partially unfunded loan commitments. The Fund may enter into certain loan agreements all or a portion of which may be unfunded. The Fund is obligated to fund these commitments at the borrower’s discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At August 31, 2020, the total value of unfunded loan commitments is $344,001.

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

(8) 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 August 31, 2020, the aggregate value of these securities is $13,928,711 or 11.6% of the Fund’s net assets applicable to common shares.

(9) Variable rate security. The stated interest rate represents the rate in effect at August 31, 2020.

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

(11) Non-income producing security.

(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 August 31, 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 August 31, 2020.

At August 31, 2020, the value of the Fund’s investment in affiliated funds was $1,606,810, which represents 1.3% of the Fund’s net assets applicable to common shares. Transactions in affiliated funds by the Fund for the fiscal year to date ended August 31, 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	$	1,464,678	$	16,420,074	$	(16,277,814	)	$	(269	)	$	141	$	1,606,810	$	1,043		1,606,810

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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, 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 (Less Unfunded Loan Commitments)	$	—	$	168,003,329	$	282,941	$	168,286,270
Corporate Bonds & Notes		—		4,304,942		—		4,304,942
Asset-Backed Securities		—		10,548,632		—		10,548,632
Common Stocks		218,302		487,660		306,136		1,012,098
Preferred Stocks		—		—		80,660		80,660
Warrants		—		—		0		0
Miscellaneous		—		2,595		—		2,595
Short-Term Investments		—		1,606,810		—		1,606,810
Total Investments	$	218,302	$	184,953,968	$	669,737	$	185,842,007

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended August 31, 2020 is not presented.

For information on the Fund’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to shareholders.

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