Eaton Vance Floating-Rate Income Plus Fund NPORTP (Feb 2021 report)

Eaton Vance

Floating-Rate Income Plus Fund

February 28, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Asset-Backed Securities — 9.3%


Security	Principal Amount (000’s omitted)		Value
AMMC CLO XII, Ltd., Series 2013-12A, Class ER, 6.375%, (3 mo. USD LIBOR + 6.18%), 11/10/30⁽¹⁾⁽²⁾	$	1,000	$	931,081
Ares LII CLO, Ltd., Series 2019-52A, Class E, 6.772%, (3 mo. USD LIBOR + 6.55%), 4/22/31⁽¹⁾⁽²⁾		1,000		996,157
Bain Capital Credit CLO, Ltd., Series 2017-2A, Class E, 6.567%, (3 mo. USD LIBOR + 6.35%), 7/25/30⁽¹⁾⁽²⁾		1,000		995,547
Canyon Capital CLO, Ltd., Series 2019-2A, Class E, 7.391%, (3 mo. USD LIBOR + 7.15%), 10/15/32⁽¹⁾⁽²⁾		1,000		1,002,973
Cedar Funding X CLO, Ltd., Series 2019-10A, Class E, 7.224%, (3 mo. USD LIBOR + 7.00%), 10/20/32⁽¹⁾⁽²⁾		1,000		1,002,205
Cent CLO 17, Ltd., Series C17A, Class DR, 6.205%, (3 mo. USD LIBOR + 6.00%), 4/30/31⁽¹⁾⁽²⁾		1,000		962,599
Kayne CLO 5, Ltd., Series 2019-5A, Class E, 6.918%, (3 mo. USD LIBOR + 6.70%), 7/24/32⁽¹⁾⁽²⁾		1,000		1,002,436
Neuberger Berman Loan Advisers CLO 33, Ltd., Series 2019-33A, Class E, 7.026%, (3 mo. USD LIBOR + 6.80%), 10/16/32⁽¹⁾⁽²⁾		1,000		1,004,228
Regatta XII Funding, Ltd., Series 2019-1A, Class E, 7.091%, (3 mo. USD LIBOR + 6.85%), 10/15/32⁽¹⁾⁽²⁾		1,000		1,002,108
Vibrant CLO X, Ltd., Series 2018-10A, Class D, 6.414%, (3 mo. USD LIBOR + 6.19%), 10/20/31⁽¹⁾⁽²⁾		1,000		891,485
Voya CLO, Ltd., Series 2016-3A, Class DR, 6.303%, (3 mo. USD LIBOR + 6.08%), 10/18/31⁽¹⁾⁽²⁾		1,000		943,375
Webster Park CLO, Ltd., Series 2015-1A, Class DR, 5.724%, (3 mo. USD LIBOR + 5.50%), 7/20/30⁽¹⁾⁽²⁾		1,000		983,564


Total Asset-Backed Securities (identified cost $11,681,374)			$	11,717,758


Common Stocks — 0.9%

Security	Shares		Value
Business Equipment and Services — 0.1%
Crossmark Holdings, Inc.⁽³⁾⁽⁴⁾		1,216	$	72,960

			$	72,960

Containers and Glass Products — 0.0%⁽⁵⁾
LG Newco Holdco, Inc.⁽³⁾⁽⁴⁾		6,775	$	11,856

			$	11,856

Electronics/Electrical — 0.4%
Answers Corp.^(3)(4)(6)		14,876	$	8,628
Software Luxembourg Holding S.A.⁽³⁾⁽⁴⁾		2,725		490,500

			$	499,128


Security	Shares		Value
Entertainment — 0.0%⁽⁵⁾
Cineworld Group PLC⁽³⁾⁽⁴⁾		29,935	$	23,635

			$	23,635

Health Care — 0.1%
Akorn Holding Company, LLC, Class A⁽³⁾⁽⁴⁾		8,323	$	132,128

			$	132,128

Nonferrous Metals/Minerals — 0.0%⁽⁵⁾
ACNR Holdings, Inc., Class A⁽³⁾⁽⁴⁾		797	$	5,579

			$	5,579

Oil and Gas — 0.1%
AFG Holdings, Inc.^(3)(4)(6)		4,525	$	54,707
Fieldwood Energy, Inc.⁽³⁾⁽⁴⁾		2,148		215
McDermott International, Ltd.⁽³⁾⁽⁴⁾		35,628		30,284
RDV Resources, Inc., Class A^(3)(4)(6)		7,016		0
Sunrise Oil & Gas, Inc., Class A⁽³⁾⁽⁴⁾		3,200		960

			$	86,166

Publishing — 0.0%⁽⁵⁾
Tweddle Group, Inc.^(3)(4)(6)		444	$	169

			$	169

Radio and Television — 0.1%
Clear Channel Outdoor Holdings, Inc.⁽³⁾⁽⁴⁾		12,499	$	21,498
Cumulus Media, Inc., Class A⁽³⁾⁽⁴⁾		9,974		96,648
iHeartMedia, Inc., Class A⁽³⁾⁽⁴⁾		5,315		74,782

			$	192,928

Retailers (Except Food and Drug) — 0.0%⁽⁵⁾
David’s Bridal, LLC^(3)(4)(6)		5,304	$	0
Phillips Pet Holding Corp.^(3)(4)(6)		134		55,269

			$	55,269

Utilities — 0.1%
Longview Intermediate Holdings, LLC, Class A^(3)(4)(6)		17,629	$	140,504

			$	140,504


Total Common Stocks (identified cost $1,751,849)			$	1,220,322


Corporate Bonds & Notes — 3.4%

Security	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 0.1%
TransDigm, Inc., 7.50%, 3/15/27	$	125	$	133,446

			$	133,446


Security	Principal Amount (000’s omitted)		Value
Automotive — 0.4%
Clarios Global, L.P./Clarios US Finance Co., 8.50%, 5/15/27⁽¹⁾	$	500	$	540,325

			$	540,325

Cable and Satellite Television — 0.2%
Altice France S.A., 8.125%, 2/1/27⁽¹⁾	$	250	$	272,789

			$	272,789

Ecological Services and Equipment — 0.1%
GFL Environmental, Inc., 8.50%, 5/1/27⁽¹⁾	$	150	$	165,281

			$	165,281

Electronics/Electrical — 0.1%
Go Daddy Operating Co., LLC/GD Finance Co., Inc., 5.25%, 12/1/27⁽¹⁾	$	121	$	127,277

			$	127,277

Food Products — 0.3%
Post Holdings, Inc., 5.625%, 1/15/28⁽¹⁾	$	375	$	394,350

			$	394,350

Health Care — 0.4%
HCA, Inc., 5.875%, 2/1/29	$	375	$	442,708

			$	442,708

Insurance — 0.4%
USI, Inc., 6.875%, 5/1/25⁽¹⁾	$	500	$	510,932

			$	510,932

Internet Software & Services — 0.5%
Netflix, Inc., 5.375%, 11/15/29⁽¹⁾	$	500	$	591,350

			$	591,350

Lodging and Casinos — 0.2%
Caesars Resort Collection, LLC/CRC Finco, Inc., 5.25%, 10/15/25⁽¹⁾	$	250	$	248,779

			$	248,779

Radio and Television — 0.7%
Diamond Sports Group, LLC/Diamond Sports Finance Co., 5.375%, 8/15/26⁽¹⁾	$	667	$	472,227
iHeartCommunications, Inc.:
6.375%, 5/1/26		30		31,862
8.375%, 5/1/27		304		323,246

			$	827,335


Total Corporate Bonds & Notes (identified cost $4,138,478)			$	4,254,572


Preferred Stocks— 0.1%

Security	Shares		Value
Containers and Glass Products— 0.1%
LG Newco Holdco, Inc.⁽³⁾⁽⁴⁾		1,020	$	56,081

			$	56,081


Security	Shares		Value
Financial Services— 0.0%⁽⁵⁾
DBI Investors, Inc., Series A-1^(3)(4)(6)		251	$	3,712

			$	3,712

Nonferrous Metals/Minerals— 0.0%⁽⁵⁾
ACNR Holdings, Inc., 15.00% (PIK)⁽³⁾⁽⁴⁾		376	$	17,766

			$	17,766

Retailers (Except Food and Drug)— 0.0%⁽⁵⁾
David’s Bridal, LLC, Series A, 8.00% (PIK)^(3)(4)(6)		148	$	2,189
David’s Bridal, LLC, Series B, 10.00% (PIK)^(3)(4)(6)		601		8,889

			$	11,078


Total Preferred Stocks (identified cost $102,162)			$	88,637


Senior Floating-Rate Loans — 139.1%⁽⁷⁾

Borrower/Description	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 3.4%
AI Convoy (Luxembourg) S.a.r.l., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 1/17/27	$	149	$	149,127
Dynasty Acquisition Co., Inc.:
Term Loan, 3.754%, (3 mo. USD LIBOR + 3.50%), 4/6/26		217		210,621
Term Loan, 3.754%, (3 mo. USD LIBOR + 3.50%), 4/6/26		403		391,755
TransDigm, Inc.:
Term Loan, 2.365%, (1 mo. USD LIBOR + 2.25%), 8/22/24		1,300		1,286,829
Term Loan, 2.365%, (1 mo. USD LIBOR + 2.25%), 12/9/25		1,499		1,480,483
WP CPP Holdings, LLC, Term Loan, 4.75%, (USD LIBOR + 3.75%, Floor 1.00%), 4/30/25⁽⁸⁾		785		757,813

			$	4,276,628

Air Transport — 1.5%
Delta Air Lines, Inc., Term Loan, 5.75%, (1 mo. USD LIBOR + 4.75%, Floor 1.00%), 4/29/23	$	473	$	477,241
JetBlue Airways Corporation, Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), 6/17/24		702		725,887
Mileage Plus Holdings, LLC, Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), 6/25/27		175		187,283
SkyMiles IP, Ltd., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/20/27		475		502,864

			$	1,893,275

Automotive — 4.5%
Adient US, LLC, Term Loan, 4.384%, (USD LIBOR + 4.25%), 5/6/24⁽⁸⁾	$	296	$	297,004
American Axle and Manufacturing, Inc., Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 4/6/24		759		760,372
American Trailer World Corp., Term Loan, 2/17/28⁽⁹⁾		125		125,312
Autokiniton US Holdings, Inc., Term Loan, 6.49%, (1 mo. USD LIBOR + 6.38%), 5/22/25		171		171,905
Bright Bidco B.V., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/30/24		386		296,466


Borrower/Description	Principal Amount (000’s omitted)		Value
Chassix, Inc., Term Loan, 6.50%, (USD LIBOR + 5.50%, Floor 1.00%), 11/15/23⁽⁸⁾	$	340	$	337,802
Clarios Global, L.P., Term Loan, 3.615%, (1 mo. USD LIBOR + 3.50%), 4/30/26		800		800,455
Dayco Products, LLC, Term Loan, 4.44%, (3 mo. USD LIBOR + 4.25%), 5/19/23		241		220,172
IAA, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 6/28/26		121		121,202
Les Schwab Tire Centers, Term Loan, 4.25%, (6 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/2/27		625		629,167
Tenneco, Inc., Term Loan, 3.115%, (1 mo. USD LIBOR + 3.00%), 10/1/25		809		795,236
Thor Industries, Inc., Term Loan, 3.875%, (1 mo. USD LIBOR + 3.75%), 2/1/26		236		236,997
TI Group Automotive Systems, LLC, Term Loan, 4.004%, (3 mo. USD LIBOR + 3.75%), 12/16/24		298		299,475
Truck Hero, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 1/31/28		625		626,389

			$	5,717,954

Beverage and Tobacco — 0.2%
Arterra Wines Canada, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/24/27	$	225	$	226,875

			$	226,875

Brokerage/Securities Dealers/Investment Houses — 0.8%
Advisor Group, Inc., Term Loan, 4.615%, (1 mo. USD LIBOR + 4.50%), 7/31/26	$	763	$	765,768
Clipper Acquisitions Corp., Term Loan, 1.863%, (1 mo. USD LIBOR + 1.75%), 12/27/24		291		291,000

			$	1,056,768

Building and Development — 5.4%
ACProducts, Inc., Term Loan, 7.50%, (6 mo. USD LIBOR + 6.50%, Floor 1.00%), 8/18/25	$	98	$	100,660
American Builders & Contractors Supply Co., Inc., Term Loan, 2.115%, (1 mo. USD LIBOR + 2.00%), 1/15/27		543		541,520
American Residential Services, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/15/27		150		150,562
APi Group DE, Inc., Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 10/1/26		347		347,150
Beacon Roofing Supply, Inc., Term Loan, 2.365%, (1 mo. USD LIBOR + 2.25%), 1/2/25		80		80,228
Brookfield Property REIT, Inc., Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 8/27/25		220		214,821
Core & Main L.P., Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 8/1/24		243		243,208
Cornerstone Building Brands, Inc., Term Loan, 3.86%, (1 mo. USD LIBOR + 3.75%), 4/12/25		171		171,623
CP Atlas Buyer, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 11/23/27		275		275,286
CPG International, Inc., Term Loan, 3.25%, (12 mo. USD LIBOR + 2.50%, Floor 0.75%), 5/5/24		302		303,628
Cushman & Wakefield U.S. Borrower, LLC, Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 8/21/25		1,250		1,243,483


Borrower/Description	Principal Amount (000’s omitted)		Value
Foundation Building Materials Holding Company, LLC, Term Loan, 3.75%, (1 week USD LIBOR + 3.25%, Floor 0.50%), 2/3/28	$	275	$	274,871
LSF11 Skyscraper Holdco S.a.r.l., Term Loan, 5.74%, (3 mo. USD LIBOR + 5.50%), 9/29/27		191		191,958
MI Windows and Doors, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/18/27		100		101,016
Northstar Group Services, Inc., Term Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), 11/9/26		300		301,875
Park River Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 12/28/27		150		150,527
Quikrete Holdings, Inc., Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 2/1/27		595		594,952
Realogy Group, LLC, Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 2/8/25		165		164,581
Werner FinCo L.P., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 7/24/24		339		338,444
White Cap Buyer, LLC, Term Loan, 4.50%, (6 mo. USD LIBOR + 4.00%, Floor 0.50%), 10/19/27		524		526,306
WireCo WorldGroup, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/30/23		462		452,478

			$	6,769,177

Business Equipment and Services — 12.2%
Adtalem Global Education, Inc., Term Loan, 3.115%, (1 mo. USD LIBOR + 3.00%), 4/11/25	$	98	$	97,013
Airbnb, Inc., Term Loan, 8.50%, (USD LIBOR + 7.50%, Floor 1.00%), 4/17/25⁽⁸⁾		174		189,651
AlixPartners, LLP, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 2/4/28		350		350,365
Allied Universal Holdco, LLC, Term Loan, 4.365%, (1 mo. USD LIBOR + 4.25%), 7/10/26		1,090		1,092,772
AppLovin Corporation, Term Loan, 3.615%, (1 mo. USD LIBOR + 3.50%), 8/15/25		1,278		1,278,460
ASGN Inc., Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 4/2/25		75		75,022
Asplundh Tree Expert, LLC, Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 9/7/27		274		274,949
Belfor Holdings, Inc., Term Loan, 4.115%, (1 mo. USD LIBOR + 4.00%), 4/6/26		123		123,587
Bracket Intermediate Holding Corp., Term Loan, 4.488%, (3 mo. USD LIBOR + 4.25%), 9/5/25		196		195,744
Brand Energy & Infrastructure Services, Inc., Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 6/21/24		372		371,305
Camelot U.S. Acquisition 1 Co., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/30/26		275		276,100
Cardtronics USA, Inc., Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), 6/29/27		124		124,880
CCC Information Services, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 4/29/24		1,028		1,031,464
Ceridian HCM Holding, Inc., Term Loan, 2.59%, (1 week USD LIBOR + 2.50%), 4/30/25		342		341,270
CM Acquisition Co., Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 7/26/23		65		64,257


Borrower/Description	Principal Amount (000’s omitted)		Value
Deerfield Dakota Holding, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 4/9/27	$	473	$	476,085
EAB Global, Inc., Term Loan, 4.75%, (USD LIBOR + 3.75%, Floor 1.00%), 11/15/24⁽⁸⁾		316		316,062
First Advantage Holdings, LLC, Term Loan, 3.123%, (1 mo. USD LIBOR + 3.00%), 1/31/27		851		850,161
Garda World Security Corporation, Term Loan, 4.99%, (3 mo. USD LIBOR + 4.75%), 10/30/26		326		327,716
Greeneden U.S. Holdings II, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27		200		201,100
IG Investment Holdings, LLC, Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 5/23/25		575		577,817
Illuminate Buyer, LLC, Term Loan, 3.615%, (1 mo. USD LIBOR + 3.50%), 6/30/27		1,025		1,026,911
IRI Holdings, Inc., Term Loan, 4.365%, (1 mo. USD LIBOR + 4.25%), 12/1/25		343		344,125
Ivanti Software, Inc.:
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/1/27		625		630,729
Term Loan, 12/1/27⁽⁹⁾		175		176,349
KAR Auction Services, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 9/19/26		148		146,644
KUEHG Corp., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/21/25		816		794,378
Monitronics International, Inc., Term Loan, 7.75%, (1 mo. USD LIBOR + 6.50%, Floor 1.25%), 3/29/24		183		173,676
Packaging Coordinators Midco, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/30/27		275		276,461
PGX Holdings, Inc., Term Loan, 10.50%, (12 mo. USD LIBOR + 9.50%, Floor 1.00%), 6.25% cash, 4.25% PIK, 9/29/23		190		181,752
Pike Corporation, Term Loan, 3.12%, (1 mo. USD LIBOR + 3.00%), 1/21/28		100		100,281
Prime Security Services Borrower, LLC, Term Loan, 3.50%, (USD LIBOR + 2.75%, Floor 0.75%), 9/23/26⁽⁸⁾		476		477,522
Rockwood Service Corporation, Term Loan, 4.365%, (1 mo. USD LIBOR + 4.25%), 1/23/27		99		99,870
Sabre GLBL, Inc.:
Term Loan, 2.115%, (1 mo. USD LIBOR + 2.00%), 2/22/24		618		609,035
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/17/27		100		101,292
Spin Holdco, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), 11/14/22		924		925,179
Tempo Acquisition, LLC, Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 11/2/26		170		170,324
Vestcom Parent Holdings, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 12/19/23		120		119,502
WASH Multifamily Laundry Systems, LLC, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), 5/16/22		222		222,430
West Corporation, Term Loan, 5.00%, (USD LIBOR + 4.00%, Floor 1.00%), 10/10/24⁽⁸⁾		267		263,290

			$	15,475,530


Borrower/Description	Principal Amount (000’s omitted)		Value
Cable and Satellite Television — 5.4%
Altice France S.A., Term Loan, 4.198%, (3 mo. USD LIBOR + 4.00%), 8/14/26	$	491	$	492,373
Charter Communications Operating, LLC, Term Loan, 1.87%, (1 mo. USD LIBOR + 1.75%), 2/1/27		849		848,835
CSC Holdings, LLC:
Term Loan, 2.361%, (1 mo. USD LIBOR + 2.25%), 7/17/25		632		629,667
Term Loan, 2.361%, (1 mo. USD LIBOR + 2.25%), 1/15/26		221		219,732
Term Loan, 2.611%, (1 mo. USD LIBOR + 2.50%), 4/15/27		293		293,242
Numericable Group S.A., Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 7/31/25		433		429,103
Telenet Financing USD, LLC, Term Loan, 2.112%, (1 mo. USD LIBOR + 2.00%), 4/30/28		900		895,852
UPC Broadband Holding B.V.:
Term Loan, 2.362%, (1 mo. USD LIBOR + 2.25%), 4/30/28		200		199,234
Term Loan, 3.612%, (1 mo. USD LIBOR + 3.50%), 1/31/29		450		451,744
Term Loan, 3.612%, (1 mo. USD LIBOR + 3.50%), 1/31/29		450		451,744
Virgin Media Bristol, LLC:
Term Loan, 2.612%, (1 mo. USD LIBOR + 2.50%), 1/31/28		1,650		1,647,835
Term Loan, 1/31/29⁽⁹⁾		300		300,773

			$	6,860,134

Chemicals and Plastics — 5.6%
Alpha 3 B.V., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 1/31/24	$	130	$	129,889
Aruba Investments, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/24/27		175		176,531
Axalta Coating Systems US Holdings, Inc., Term Loan, 2.004%, (3 mo. USD LIBOR + 1.75%), 6/1/24		851		850,841
Emerald Performance Materials, LLC, Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), 8/12/25		86		86,080
Ferro Corporation:
Term Loan, 2.504%, (3 mo. USD LIBOR + 2.25%), 2/14/24		33		32,778
Term Loan, 2.504%, (3 mo. USD LIBOR + 2.25%), 2/14/24		34		33,491
Flint Group GmbH, Term Loan, 6.00%, (USD LIBOR + 5.00%, Floor 1.00%), 5.25% cash, 0.75% PIK, 9/21/23⁽⁸⁾		37		35,734
Flint Group US, LLC, Term Loan, 6.00%, (USD LIBOR + 5.00%, Floor 1.00%), 5.25% cash, 0.75% PIK, 9/21/23⁽⁸⁾		222		216,159
Gemini HDPE, LLC, Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 12/31/27		175		174,836
H.B. Fuller Company, Term Loan, 2.111%, (1 mo. USD LIBOR + 2.00%), 10/20/24		268		268,272
Hexion, Inc., Term Loan, 3.74%, (3 mo. USD LIBOR + 3.50%), 7/1/26		566		564,959
INEOS Styrolution US Holding, LLC, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 1/29/26		575		576,386
Messer Industries GmbH, Term Loan, 2.754%, (3 mo. USD LIBOR + 2.50%), 3/1/26		319		319,797
Minerals Technologies, Inc., Term Loan, 3.00%, (USD LIBOR + 2.25%, Floor 0.75%), 2/14/24⁽⁸⁾		184		184,884
Momentive Performance Materials, Inc., Term Loan, 3.37%, (1 mo. USD LIBOR + 3.25%), 5/15/24		99		97,577
NIC Acquisition Corp., Term Loan, 4.50%, (2 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/29/27		175		175,437


Borrower/Description	Principal Amount (000’s omitted)		Value
Orion Engineered Carbons GmbH, Term Loan, 2.254%, (3 mo. USD LIBOR + 2.00%), 7/25/24	$	287	$	287,684
PMHC II, Inc., Term Loan, 4.50%, (12 mo. USD LIBOR + 3.50%, Floor 1.00%), 3/31/25		420		410,803
PQ Corporation:
Term Loan, 2.462%, (3 mo. USD LIBOR + 2.25%), 2/7/27		349		348,731
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 2/7/27		348		348,672
Pregis TopCo Corporation, Term Loan, 3.865%, (1 mo. USD LIBOR + 3.75%), 7/31/26		149		148,933
Starfruit Finco B.V., Term Loan, 3.111%, (1 mo. USD LIBOR + 3.00%), 10/1/25		438		437,210
Tronox Finance, LLC, Term Loan, 3.179%, (USD LIBOR + 3.00%), 9/23/24⁽⁸⁾		638		638,780
Univar, Inc., Term Loan, 2.365%, (1 mo. USD LIBOR + 2.25%), 7/1/24		461		461,957

			$	7,006,421

Clothing/Textiles — 0.1%
Protective Industrial Products, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 1/20/28	$	125	$	125,391

			$	125,391

Containers and Glass Products — 3.6%
Berry Global, Inc., Term Loan, 2.121%, (1 mo. USD LIBOR + 2.00%), 7/1/26	$	222	$	221,833
BWAY Holding Company, Term Loan, 3.443%, (USD LIBOR + 3.25%), 4/3/24⁽⁸⁾		741		729,734
Flex Acquisition Company, Inc.:
Term Loan, 3.238%, (3 mo. USD LIBOR + 3.00%), 6/29/25		341		339,143
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 12/29/23		732		732,525
Libbey Glass, Inc., Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 11/12/25		203		194,799
Reynolds Consumer Products, LLC, Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 2/4/27		479		480,167
Reynolds Group Holdings, Inc.:
Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 2/5/23		885		884,244
Term Loan, 3.365%, (1 mo. USD LIBOR + 3.25%), 2/5/26		325		324,289
TricorBraun Holdings, Inc.:
Term Loan, 2/3/28⁽⁹⁾		28		27,576
Term Loan, 2/3/28⁽⁹⁾		122		122,601
Trident TPI Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/17/24		509		509,708

			$	4,566,619

Cosmetics/Toiletries — 0.2%
Kronos Acquisition Holdings, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 12/22/26	$	300	$	299,962

			$	299,962

Drugs — 7.4%
Akorn, Inc., Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 10/1/25	$	98	$	98,989
Albany Molecular Research, Inc., Term Loan, 4.25%, (USD LIBOR + 3.25%, Floor 1.00%), 8/30/24⁽⁸⁾		314		315,931


Borrower/Description	Principal Amount (000’s omitted)		Value
Amneal Pharmaceuticals, LLC, Term Loan, 3.625%, (1 mo. USD LIBOR + 3.50%), 5/4/25	$	804	$	795,473
Arbor Pharmaceuticals, Inc., Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), 7/5/23		143		139,719
Bausch Health Companies, Inc., Term Loan, 3.115%, (1 mo. USD LIBOR + 3.00%), 6/2/25		1,112		1,115,570
Catalent Pharma Solutions, Inc., Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 2/22/28		197		197,482
Elanco Animal Health Incorporated, Term Loan, 1.873%, (1 mo. USD LIBOR + 1.75%), 8/1/27		258		258,018
Endo Luxembourg Finance Company I S.a.r.l., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 4/29/24		1,134		1,132,104
Grifols Worldwide Operations USA, Inc., Term Loan, 2.09%, (1 week USD LIBOR + 2.00%), 11/15/27		1,018		1,017,295
Horizon Therapeutics USA, Inc.:
Term Loan, 2.125%, (1 mo. USD LIBOR + 2.00%), 5/22/26		498		499,102
Term Loan, 2/26/28⁽⁹⁾		500		501,250
Mallinckrodt International Finance S.A.:
Term Loan, 5.50%, (6 mo. USD LIBOR + 4.75%, Floor 0.75%), 9/24/24		1,193		1,156,106
Term Loan, 5.75%, (6 mo. USD LIBOR + 5.00%, Floor 0.75%), 2/24/25		625		606,392
PPD, Inc., Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 1/13/28		1,500		1,507,032

			$	9,340,463

Ecological Services and Equipment — 0.8%
EnergySolutions, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 5/9/25	$	415	$	415,740
GFL Environmental, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 5/30/25		515		518,195
TruGreen Limited Partnership, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/2/27		125		126,094

			$	1,060,029

Electronics/Electrical — 26.2%
Allegro Microsystems, Inc., Term Loan, 4.50%, (2 mo. USD LIBOR + 4.00%, Floor 0.50%), 9/30/27	$	10	$	9,603
Applied Systems, Inc.:
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 9/19/24		875		878,633
Term Loan - Second Lien, 8.00%, (3 mo. USD LIBOR + 7.00%, Floor 1.00%), 9/19/25		100		101,000
Aptean, Inc., Term Loan, 4.365%, (1 mo. USD LIBOR + 4.25%), 4/23/26		172		172,740
AQA Acquisition Holding, Inc., Term Loan, 11/19/27⁽⁹⁾		200		200,750
Astra Acquisition Corp., Term Loan, 7.75%, (USD Prime + 4.50%), 3/1/27		199		199,989
Avast Software B.V., Term Loan, 3.25%, (3 mo. USD LIBOR + 2.25%, Floor 1.00%), 9/29/23		42		42,534
Banff Merger Sub, Inc., Term Loan, 3.898%, (1 mo. USD LIBOR + 3.75%), 10/2/25		1,190		1,191,482
Barracuda Networks, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/12/25		587		590,662
Buzz Merger Sub, Ltd., Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 1/29/27		124		123,830


Borrower/Description	Principal Amount (000’s omitted)		Value
Cambium Learning Group, Inc., Term Loan, 4.754%, (3 mo. USD LIBOR + 4.50%), 12/18/25	$	199	$	200,164
CentralSquare Technologies, LLC, Term Loan, 4.004%, (3 mo. USD LIBOR + 3.75%), 8/29/25		196		188,160
Cloudera, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), 12/22/27		150		150,375
Cohu, Inc., Term Loan, 3.115%, (1 mo. USD LIBOR + 3.00%), 10/1/25		171		170,668
CommScope, Inc., Term Loan, 3.365%, (1 mo. USD LIBOR + 3.25%), 4/6/26		395		395,555
Cornerstone OnDemand, Inc., Term Loan, 4.361%, (1 mo. USD LIBOR + 4.25%), 4/22/27		339		341,868
CPI International, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 7/26/24		137		136,837
Delta TopCo, Inc.:
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/1/27		350		352,406
Term Loan - Second Lien, 8.00%, (6 mo. USD LIBOR + 7.25%, Floor 0.75%), 12/1/28		475		485,687
E2open, LLC, Term Loan, 4.00%, (3 mo. USD LIBOR + 3.50%, Floor 0.50%), 10/29/27		200		200,500
ECI Macola/Max Holdings, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/9/27		275		276,341
Electro Rent Corporation, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 1/31/24		387		390,415
Endure Digital, Inc., Term Loan, 2/10/28⁽⁹⁾		700		699,271
Energizer Holdings, Inc., Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 12/22/27		253		253,614
Epicor Software Corporation:
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 7/30/27		1,595		1,605,542
Term Loan - Second Lien, 8.75%, (1 mo. USD LIBOR + 7.75%, Floor 1.00%), 7/31/28		200		209,333
EXC Holdings III Corp., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 12/2/24		965		964,728
Finastra USA, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/13/24		1,415		1,402,547
Fiserv Investment Solutions, Inc., Term Loan, 4.939%, (3 mo. USD LIBOR + 4.75%), 2/18/27		124		124,997
Gainwell Acquisition Corp., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/1/27		1,400		1,397,666
GlobalLogic Holdings, Inc.:
Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 8/1/25		107		107,341
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 9/14/27		175		176,090
Go Daddy Operating Company, LLC:
Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 2/15/24		941		941,220
Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 8/10/27		274		274,233
Grab Holdings, Inc., Term Loan, 5.50%, (6 mo. USD LIBOR + 4.50%, Floor 1.00%), 1/29/26		525		526,860
Hyland Software, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 7/1/24		2,301		2,312,917
Imperva, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 1/12/26		150		150,509
Imprivata, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 12/1/27		275		276,848


Borrower/Description	Principal Amount (000’s omitted)		Value
Informatica, LLC, Term Loan, 3.365%, (1 mo. USD LIBOR + 3.25%), 2/25/27	$	1,365	$	1,365,446
Liftoff Mobile, Inc., Term Loan, 2/18/28⁽⁹⁾		125		125,234
LogMeIn, Inc., Term Loan, 4.874%, (1 mo. USD LIBOR + 4.75%), 8/31/27		450		450,797
MA FinanceCo., LLC:
Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 6/21/24		111		110,371
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 6/5/25		420		425,808
Marcel LUX IV S.a.r.l., Term Loan, 4.75%, (2 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/31/27		100		100,625
MaxLinear, Inc., Term Loan, 4.365%, (1 mo. USD LIBOR + 4.25%), 7/31/23		236		236,250
Mirion Technologies, Inc., Term Loan, 4.257%, (3 mo. USD LIBOR + 4.00%), 3/6/26		175		175,392
MTS Systems Corporation, Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 7/5/23		119		118,731
NCR Corporation, Term Loan, 2.72%, (3 mo. USD LIBOR + 2.50%), 8/28/26		196		194,278
Panther Commercial Holdings L.P, Term Loan, 4.712%, (3 mo. USD LIBOR + 4.50%), 1/7/28		750		751,641
PointClickCare Technologies, Inc., Term Loan, 3.75%, (6 mo. USD LIBOR + 3.00%, Floor 0.75%), 12/29/27		150		150,844
Rackspace Hosting, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 2.75%, Floor 0.75%), 2/3/28		325		325,426
RealPage, Inc., Term Loan, 2/17/28⁽⁹⁾		550		551,461
Recorded Books, Inc., Term Loan, 4.113%, (1 mo. USD LIBOR + 4.00%), 8/29/25		282		283,336
Redstone Buyer, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/1/27		599		607,010
Seattle Spinco, Inc., Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 6/21/24		752		745,360
SkillSoft Corporation:
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 12/27/24		88		90,475
Term Loan - Second Lien, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 4/27/25		291		290,746
SolarWinds Holdings, Inc., Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 2/5/24		243		239,355
Solera, LLC, Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 3/3/23		657		657,058
SurveyMonkey, Inc., Term Loan, 3.84%, (1 week USD LIBOR + 3.75%), 10/10/25		251		251,205
Symplr Software, Inc., Term Loan, 5.25%, (6 mo. USD LIBOR + 4.50%, Floor 0.75%), 12/22/27		175		176,138
Tech Data Corporation, Term Loan, 3.615%, (1 mo. USD LIBOR + 3.50%), 6/30/25		274		276,610
Tibco Software, Inc., Term Loan, 3.87%, (1 mo. USD LIBOR + 3.75%), 6/30/26		813		814,560
Uber Technologies, Inc.:
Term Loan, 4/4/25⁽⁹⁾		1,029		1,033,236
Term Loan, 3.688%, (3 mo. USD LIBOR + 3.50%), 2/16/27		886		888,455
Ultimate Software Group, Inc. (The):
Term Loan, 3.865%, (1 mo. USD LIBOR + 3.75%), 5/4/26		370		372,792
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 5/4/26		923		929,360
Ultra Clean Holdings, Inc., Term Loan, 4.615%, (1 mo. USD LIBOR + 4.50%), 8/27/25		156		156,267
Valkyr Purchaser, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/29/27		175		176,750


Borrower/Description	Principal Amount (000’s omitted)		Value
Verifone Systems, Inc., Term Loan, 4.182%, (3 mo. USD LIBOR + 4.00%), 8/20/25	$	269	$	263,278
Veritas US, Inc., Term Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), 9/1/25		599		603,064
Vero Parent, Inc., Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 8/16/24		556		559,572
VS Buyer, LLC, Term Loan, 3.115%, (1 mo. USD LIBOR + 3.00%), 2/28/27		273		273,734
Vungle, Inc., Term Loan, 5.615%, (1 mo. USD LIBOR + 5.50%), 9/30/26		148		148,727

			$	33,143,307

Equipment Leasing — 0.3%
Avolon TLB Borrower 1 (US), LLC, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), 12/1/27	$	425	$	426,594

			$	426,594

Financial Intermediaries — 3.1%
Aretec Group, Inc., Term Loan, 4.365%, (1 mo. USD LIBOR + 4.25%), 10/1/25	$	836	$	836,346
Ditech Holding Corporation, Term Loan, 0.00%, 6/30/22⁽¹⁰⁾		600		200,858
FinCo I, LLC, Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 6/27/25		183		183,030
Focus Financial Partners, LLC, Term Loan, 2.115%, (1 mo. USD LIBOR + 2.00%), 7/3/24		636		635,215
Greenhill & Co., Inc., Term Loan, 3.365%, (1 mo. USD LIBOR + 3.25%), 4/12/24		283		282,938
GreenSky Holdings, LLC:
Term Loan, 3.375%, (1 mo. USD LIBOR + 3.25%), 3/31/25		488		475,530
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 3/29/25		100		99,500
Guggenheim Partners, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), 7/21/23		550		550,764
LPL Holdings, Inc., Term Loan, 1.868%, (1 mo. USD LIBOR + 1.75%), 11/12/26		297		295,701
Victory Capital Holdings, Inc., Term Loan, 2.439%, (2 mo. USD LIBOR + 2.25%), 7/1/26		234		233,423
Virtus Investment Partners, Inc., Term Loan, 3.00%, (6 mo. USD LIBOR + 2.25%, Floor 0.75%), 6/1/24		102		102,840

			$	3,896,145

Food Products — 3.1%
Alphabet Holding Company, Inc., Term Loan, 3.615%, (1 mo. USD LIBOR + 3.50%), 9/26/24	$	556	$	555,704
Badger Buyer Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 9/30/24		389		375,332
CHG PPC Parent, LLC, Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 3/31/25		98		97,256
Froneri International, Ltd., Term Loan, 2.365%, (1 mo. USD LIBOR + 2.25%), 1/29/27		473		469,161
H Food Holdings, LLC:
Term Loan, 3.802%, (1 mo. USD LIBOR + 3.69%), 5/23/25		367		365,344
Term Loan, 4.115%, (1 mo. USD LIBOR + 4.00%), 5/23/25		98		98,245
HLF Financing S.a.r.l., Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 8/18/25		244		244,986
JBS USA LUX S.A., Term Loan, 2.115%, (1 mo. USD LIBOR + 2.00%), 5/1/26		1,204		1,203,412
Nomad Foods Europe Midco Limited, Term Loan, 2.362%, (1 mo. USD LIBOR + 2.25%), 5/15/24		292		291,370


Borrower/Description	Principal Amount (000’s omitted)		Value
Shearer’s Foods, Inc., Term Loan, 4.75%, (USD LIBOR + 4.00%, Floor 0.75%), 9/23/27⁽⁸⁾	$	100	$	100,418
Simply Good Foods USA, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/7/24		85		85,600

			$	3,886,828

Food Service — 1.2%
1011778 B.C. Unlimited Liability Company, Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 11/19/26	$	130	$	128,665
Aramark Services, Inc., Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 3/11/25		210		208,450
IRB Holding Corp.:
Term Loan, 3.75%, (6 mo. USD LIBOR + 2.75%, Floor 1.00%), 2/5/25		439		439,087
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 12/15/27		500		502,774
KFC Holding Co., Term Loan, 1.858%, (1 mo. USD LIBOR + 1.75%), 4/3/25		239		239,964

			$	1,518,940

Food/Drug Retailers — 0.1%
BW Gas & Convenience Holdings, LLC, Term Loan, 6.37%, (1 mo. USD LIBOR + 6.25%), 11/18/24	$	112	$	113,400

			$	113,400

Forest Products — 0.4%
Domtar Corporation, Term Loan, 2/18/28⁽⁹⁾	$	275	$	276,031
Neenah, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 6/30/27		224		224,995

			$	501,026

Health Care — 12.7%
Accelerated Health Systems, LLC, Term Loan, 3.611%, (1 mo. USD LIBOR + 3.50%), 10/31/25	$	123	$	122,194
ADMI Corp., Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 4/30/25		390		386,788
Alliance Healthcare Services, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 10/24/23		178		165,231
athenahealth, Inc., Term Loan, 4.453%, (3 mo. USD LIBOR + 4.25%), 2/11/26		567		571,378
Avantor Funding, Inc.:
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.25%, Floor 1.00%), 11/21/24		224		224,837
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 11/8/27		100		100,703
BioClinica Holding I L.P., Term Loan, 5.25%, (1 mo. USD LIBOR + 4.25%, Floor 1.00%), 10/20/23		385		385,925
BW NHHC Holdco, Inc., Term Loan, 5.189%, (3 mo. USD LIBOR + 5.00%), 5/15/25		219		201,962
Cano Health, LLC:
Term Loan, 0.50%, 11/19/27⁽¹¹⁾		80		80,315
Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 11/19/27		220		220,294
Change Healthcare Holdings, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 3/1/24		1,112		1,114,213
CHG Healthcare Services, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/7/23		746		746,913
CryoLife, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 12/1/24		121		121,705
Ensemble RCM, LLC, Term Loan, 3.962%, (3 mo. USD LIBOR + 3.75%), 8/3/26		299		300,182


Borrower/Description	Principal Amount (000’s omitted)		Value
Envision Healthcare Corporation, Term Loan, 3.865%, (1 mo. USD LIBOR + 3.75%), 10/10/25	$	1,300	$	1,121,946
Gentiva Health Services, Inc., Term Loan, 2.875%, (1 mo. USD LIBOR + 2.75%), 7/2/25		462		464,102
GHX Ultimate Parent Corporation, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 6/28/24		193		193,803
Greatbatch, Ltd., Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 10/27/22		235		235,510
Hanger, Inc., Term Loan, 3.615%, (1 mo. USD LIBOR + 3.50%), 3/6/25		243		243,986
Inovalon Holdings, Inc., Term Loan, 2.875%, (1 mo. USD LIBOR + 2.75%), 4/2/25		277		277,922
IQVIA, Inc., Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 1/17/25		169		169,418
MedAssets Software Intermediate Holdings, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 1/28/28		100		100,396
Medical Solutions, LLC, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), 6/14/24		268		269,323
MPH Acquisition Holdings, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 6/7/23		682		682,537
National Mentor Holdings, Inc.:
Term Loan, 4.411%, (USD LIBOR + 4.25%), 3/9/26⁽⁸⁾		118		118,725
Term Loan, 4.51%, (3 mo. USD LIBOR + 4.25%), 3/9/26		5		4,647
Term Loan, 2/18/28⁽⁹⁾		15		14,596
Term Loan, 2/18/28⁽⁹⁾		437		437,372
Term Loan, 2/18/28⁽⁹⁾		48		48,111
Navicure, Inc.:
Term Loan, 4.115%, (1 mo. USD LIBOR + 4.00%), 10/22/26		223		224,708
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/22/26		125		125,311
One Call Corporation, Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), 11/27/22		233		228,039
Ortho-Clinical Diagnostics S.A., Term Loan, 3.363%, (1 mo. USD LIBOR + 3.25%), 6/30/25		836		838,212
Parexel International Corporation, Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 9/27/24		487		485,062
Phoenix Guarantor, Inc.:
Term Loan, 3.361%, (1 mo. USD LIBOR + 3.25%), 3/5/26		419		417,704
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 3/5/26		125		125,313
Term Loan, 3/5/26⁽⁹⁾		200		200,500
Radiology Partners, Inc., Term Loan, 4.795%, (USD LIBOR + 4.25%), 7/9/25⁽⁸⁾		601		599,633
RadNet, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 3.75%, Floor 1.00%), 6/30/23		339		339,811
Select Medical Corporation, Term Loan, 2.53%, (6 mo. USD LIBOR + 2.25%), 3/6/25		558		557,312
Sotera Health Holdings, LLC, Term Loan, 3.25%, (2 mo. USD LIBOR + 2.75%, Floor 0.50%), 12/11/26		150		150,312
Sound Inpatient Physicians, Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 6/27/25		98		97,439
Surgery Center Holdings, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), 9/3/24		758		756,691
Team Health Holdings, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 2/6/24		481		450,904


Borrower/Description	Principal Amount (000’s omitted)		Value
Tecomet, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 5/1/24	$	42	$	41,897
U.S. Anesthesia Partners, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/23/24		586		583,562
US Radiology Specialists, Inc., Term Loan, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), 12/10/27		200		201,938
Verscend Holding Corp.:
Term Loan, 4.615%, (1 mo. USD LIBOR + 4.50%), 8/27/25		342		344,048
Term Loan, 8/27/25⁽⁹⁾		175		176,313

			$	16,069,743

Home Furnishings — 1.0%
Mattress Firm, Inc., Term Loan, 6.25%, (6 mo. USD LIBOR + 5.25%, Floor 1.00%), 11/26/27	$	200	$	204,000
Serta Simmons Bedding, LLC:
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		259		262,796
Term Loan - Second Lien, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		857		811,193

			$	1,277,989

Industrial Equipment — 7.7%
AI Alpine AT Bidco GmbH, Term Loan, 3.234%, (6 mo. USD LIBOR + 3.00%), 10/31/25	$	49	$	48,265
Alliance Laundry Systems, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/8/27		275		276,449
Altra Industrial Motion Corp., Term Loan, 2.115%, (1 mo. USD LIBOR + 2.00%), 10/1/25		133		133,313
Apex Tool Group, LLC, Term Loan, 6.50%, (1 mo. USD LIBOR + 5.25%, Floor 1.25%), 8/1/24		533		533,254
CPM Holdings, Inc., Term Loan, 3.623%, (1 mo. USD LIBOR + 3.50%), 11/17/25		481		477,708
Delachaux Group S.A., Term Loan, 4.744%, (6 mo. USD LIBOR + 4.50%), 4/16/26		99		98,691
DexKo Global, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 7/24/24		484		484,737
DXP Enterprises, Inc., Term Loan, 5.75%, (1 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/16/27		150		150,375
Dynacast International, LLC:
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 7/19/25		214		214,882
Term Loan, 2/4/28⁽⁹⁾		83		83,560
Engineered Machinery Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 7/19/24		764		764,546
EWT Holdings III Corp., Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 12/20/24		770		772,934
Filtration Group Corporation, Term Loan, 3.115%, (1 mo. USD LIBOR + 3.00%), 3/29/25		351		349,257
Gardner Denver, Inc., Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 3/1/27		282		281,547
Gates Global, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), 3/31/27		777		778,182
Granite Holdings US Acquisition Co., Term Loan, 4.169%, (2 mo. USD LIBOR + 4.00%), 9/30/26		475		476,187


Borrower/Description	Principal Amount (000’s omitted)		Value
Hayward Industries, Inc., Term Loan, 3.615%, (1 mo. USD LIBOR + 3.50%), 8/5/24	$	95	$	95,105
Hillman Group, Inc. (The):
Term Loan, 2/23/28⁽⁹⁾		17		16,920
Term Loan, 2/23/28⁽⁹⁾		83		83,330
Ingersoll-Rand Services Company, Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 3/1/27		298		296,873
LTI Holdings, Inc.:
Term Loan, 3.615%, (1 mo. USD LIBOR + 3.50%), 9/6/25		370		363,445
Term Loan, 4.865%, (1 mo. USD LIBOR + 4.75%), 7/24/26		49		48,676
Pro Mach Group, Inc.:
Term Loan, 3.50%, 3/7/25⁽¹¹⁾		50		51,768
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 3/7/25		150		148,844
Rexnord, LLC, Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 8/21/24		681		681,705
Robertshaw US Holding Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 2/28/25		243		230,158
Thermon Industries, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/30/24		67		67,568
Titan Acquisition Limited, Term Loan, 3.267%, (6 mo. USD LIBOR + 3.00%), 3/28/25		681		670,415
Vertical Midco GmbH, Term Loan, 4.478%, (6 mo. USD LIBOR + 4.25%), 7/30/27		299		302,261
Welbilt, Inc., Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 10/23/25		760		745,581

			$	9,726,536

Insurance — 6.3%
Alliant Holdings Intermediate, LLC:
Term Loan, 3.365%, (1 mo. USD LIBOR + 3.25%), 5/9/25	$	99	$	97,989
Term Loan, 3.365%, (1 mo. USD LIBOR + 3.25%), 5/9/25		520		517,059
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 10/8/27		125		125,020
AmWINS Group, Inc., Term Loan, 2/17/28⁽⁹⁾		975		976,646
AssuredPartners Capital, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/12/27		99		99,922
AssuredPartners, Inc., Term Loan, 3.623%, (1 mo. USD LIBOR + 3.50%), 2/12/27		545		543,819
Asurion, LLC:
Term Loan, 3.115%, (1 mo. USD LIBOR + 3.00%), 11/3/23		306		306,344
Term Loan, 3.365%, (1 mo. USD LIBOR + 3.25%), 12/23/26		690		688,814
Term Loan, 3.365%, (1 mo. USD LIBOR + 3.25%), 7/31/27		230		229,483
Term Loan - Second Lien, 5.365%, (1 mo. USD LIBOR + 5.25%), 1/29/28		280		288,575
FrontDoor, Inc., Term Loan, 2.625%, (1 mo. USD LIBOR + 2.50%), 8/16/25		82		82,494
Hub International Limited:
Term Loan, 2.965%, (USD LIBOR + 2.75%), 4/25/25⁽⁸⁾		1,121		1,110,949
Term Loan, 4.00%, (6 mo. USD LIBOR + 3.25%, Floor 0.75%), 4/25/25		421		423,169
NFP Corp., Term Loan, 3.365%, (1 mo. USD LIBOR + 3.25%), 2/15/27		778		772,721
Ryan Specialty Group, LLC, Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 9/1/27		424		426,388
Sedgwick Claims Management Services, Inc., Term Loan, 3.365%, (1 mo. USD LIBOR + 3.25%), 12/31/25		270		268,102


Borrower/Description	Principal Amount (000’s omitted)		Value
USI, Inc.:
Term Loan, 3.254%, (3 mo. USD LIBOR + 3.00%), 5/16/24	$	677	$	673,319
Term Loan, 3.504%, (3 mo. USD LIBOR + 3.25%), 12/2/26		322		320,614

			$	7,951,427

Leisure Goods/Activities/Movies — 4.7%
Bombardier Recreational Products, Inc., Term Loan, 2.115%, (1 mo. USD LIBOR + 2.00%), 5/24/27	$	1,166	$	1,161,720
Carnival Corporation, Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 6/30/25		299		309,694
ClubCorp Holdings, Inc., Term Loan, 3.004%, (3 mo. USD LIBOR + 2.75%), 9/18/24		435		412,627
Crown Finance US, Inc.:
Term Loan, 15.25%, (3 mo. USD LIBOR + 14.25%, Floor 1.00%), 7.00% cash, 8.25% PIK, 5/23/24		94		120,564
Term Loan, 3.50%, (3 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/28/25		384		331,620
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 9/30/26		322		277,985
Delta 2 (LUX) S.a.r.l., Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/1/24		539		538,474
Lindblad Expeditions, Inc.:
Term Loan, 6.75%, (1 mo. USD LIBOR + 6.00%, Floor 0.75%), 5.50% cash, 1.25% PIK, 3/27/25		96		90,471
Term Loan, 6.75%, (1 mo. USD LIBOR + 6.00%, Floor 0.75%), 5.50% cash, 1.25% PIK, 3/27/25		383		361,883
Match Group, Inc., Term Loan, 1.948%, (3 mo. USD LIBOR + 1.75%), 2/13/27		175		174,234
Playtika Holding Corp., Term Loan, 7.00%, (3 mo. USD LIBOR + 6.00%, Floor 1.00%), 12/10/24		736		740,457
SRAM, LLC, Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), 3/15/24⁽⁸⁾		128		128,660
Steinway Musical Instruments, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/14/25		66		65,487
Travel Leaders Group, LLC, Term Loan, 4.115%, (1 mo. USD LIBOR + 4.00%), 1/25/24		219		204,567
UFC Holdings, LLC, Term Loan, 3.75%, (6 mo. USD LIBOR + 3.00%, Floor 0.75%), 4/29/26		1,025		1,028,926

			$	5,947,369

Lodging and Casinos — 3.6%
Aristocrat Technologies, Inc., Term Loan, 1.973%, (3 mo. USD LIBOR + 1.75%), 10/19/24	$	245	$	244,699
Boyd Gaming Corporation, Term Loan, 2.34%, (1 week USD LIBOR + 2.25%), 9/15/23		150		150,138
CityCenter Holdings, LLC, Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 4/18/24		703		698,674
ESH Hospitality, Inc., Term Loan, 2.115%, (1 mo. USD LIBOR + 2.00%), 9/18/26		162		161,024
Golden Nugget, Inc., Term Loan, 3.25%, (2 mo. USD LIBOR + 2.50%, Floor 0.75%), 10/4/23		1,609		1,596,385
GVC Holdings (Gibraltar) Limited, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.25%, Floor 1.00%), 3/29/24		243		243,733
Playa Resorts Holding B.V., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 4/29/24		821		792,707


Borrower/Description	Principal Amount (000’s omitted)		Value
Stars Group Holdings B.V. (The), Term Loan, 3.754%, (3 mo. USD LIBOR + 3.50%), 7/10/25	$	387	$	388,937
Wyndham Hotels & Resorts, Inc., Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 5/30/25		293		292,334

			$	4,568,631

Nonferrous Metals/Minerals — 0.2%
American Consolidated Natural Resources, Inc., Term Loan, 17.00%, (1 mo. USD LIBOR + 16.00%, Floor 1.00%), 14.00% cash, 3.00% PIK, 9/16/25	$	124	$	119,696
Oxbow Carbon, LLC, Term Loan, 5.00%, (1 mo. USD LIBOR + 4.25%, Floor 0.75%), 10/13/25		74		74,359

			$	194,055

Oil and Gas — 3.6%
Ameriforge Group, Inc.:
Term Loan, 8.214%, (1 mo. USD LIBOR + 13.00%, Floor 1.00%), 12/31/23⁽¹¹⁾		8		4,585
Term Loan, 14.00%, (3 mo. USD LIBOR + 13.00%, Floor 1.00%), 9.00% cash, 5.00% PIK, 6/8/22	$	115	$	69,749
Apergy Corporation, Term Loan, 2.625%, (1 mo. USD LIBOR + 2.50%), 5/9/25		25		25,296
Blackstone CQP Holdco L.P., Term Loan, 3.736%, (3 mo. USD LIBOR + 3.50%), 9/30/24		619		619,762
Buckeye Partners L.P., Term Loan, 2.37%, (1 mo. USD LIBOR + 2.25%), 11/1/26		516		515,911
Centurion Pipeline Company, LLC, Term Loan, 4.115%, (1 mo. USD LIBOR + 4.00%), 9/28/25		50		50,000
CITGO Holding, Inc., Term Loan, 8.00%, (6 mo. USD LIBOR + 7.00%, Floor 1.00%), 8/1/23		249		239,102
CITGO Petroleum Corporation, Term Loan, 7.25%, (6 mo. USD LIBOR + 6.25%, Floor 1.00%), 3/28/24		1,110		1,115,748
Delek US Holdings, Inc., Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), 3/31/25		124		124,993
Fieldwood Energy, LLC:
DIP Loan, 3.675%, (1 mo. USD LIBOR + 8.75%, Floor 1.00%), 8/4/21⁽¹¹⁾		103		106,192
Term Loan, 0.00%, 4/11/22⁽¹⁰⁾		695		181,438
Lealand Finance Company B.V.:
Term Loan, 3.115%, (1 mo. USD LIBOR + 3.00%), 6/30/24		6		4,799
Term Loan, 4.115%, (1 mo. USD LIBOR + 4.00%), 1.115% cash, 3.00% PIK, 6/30/25		82		54,252
Prairie ECI Acquiror L.P., Term Loan, 4.865%, (1 mo. USD LIBOR + 4.75%), 3/11/26		704		693,198
PSC Industrial Holdings Corp., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/11/24		409		402,051
RDV Resources Properties, LLC, Term Loan, 15.50%, (1 mo. USD LIBOR + 14.50%, Floor 1.00%), 1.50% cash, 14.00% PIK, 3/29/24⁽⁶⁾		120		82,363
Sunrise Oil & Gas Properties, LLC:
Term Loan, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		21		19,100
Term Loan - Second Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		22		16,403
Term Loan - Third Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		25		12,318


Borrower/Description	Principal Amount (000’s omitted)		Value
UGI Energy Services, LLC, Term Loan, 3.865%, (1 mo. USD LIBOR + 3.75%), 8/13/26	$	222	$	222,779

			$	4,560,039

Publishing — 1.4%
Alchemy Copyrights, LLC, Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 8/16/27	$	125	$	125,311
Ascend Learning, LLC:
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 7/12/24		266		266,751
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/12/24		100		100,311
Getty Images, Inc., Term Loan, 4.625%, (1 mo. USD LIBOR + 4.50%), 2/19/26		388		385,992
LSC Communications, Inc., Term Loan, 0.00%, 9/30/22⁽¹⁰⁾		149		12,059
Nielsen Consumer, Inc., Term Loan, 2/4/28⁽⁹⁾		175		175,492
Nielsen Finance, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 6/4/25		199		200,795
ProQuest, LLC, Term Loan, 3.365%, (1 mo. USD LIBOR + 3.25%), 10/23/26		455		456,117
Tweddle Group, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 9/17/23		46		44,084

			$	1,766,912

Radio and Television — 3.0%
Cumulus Media New Holdings, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/31/26	$	112	$	111,345
Entravision Communications Corporation, Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 11/29/24		197		195,833
Gray Television, Inc., Term Loan, 2.623%, (1 mo. USD LIBOR + 2.50%), 1/2/26		127		127,598
Hubbard Radio, LLC, Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 3/28/25		124		123,710
iHeartCommunications, Inc., Term Loan, 3.115%, (1 mo. USD LIBOR + 3.00%), 5/1/26		446		442,251
Nexstar Broadcasting, Inc.:
Term Loan, 2.365%, (1 mo. USD LIBOR + 2.25%), 1/17/24		304		303,831
Term Loan, 2.873%, (1 mo. USD LIBOR + 2.75%), 9/18/26		108		108,120
Sinclair Television Group, Inc., Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), 9/30/26		148		147,986
Terrier Media Buyer, Inc., Term Loan, 3.615%, (1 mo. USD LIBOR + 3.50%), 12/17/26		565		564,943
Univision Communications, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/15/26		1,697		1,708,292

			$	3,833,909

Retailers (Except Food and Drug) — 1.6%
Ascena Retail Group, Inc., Term Loan, 0.00%, 8/21/22⁽¹⁰⁾	$	371	$	77,155
Bass Pro Group, LLC, Term Loan, 5.75%, (1 mo. USD LIBOR + 5.00%, Floor 0.75%), 9/25/24		638		639,816
CNT Holdings I Corp., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/8/27		175		176,121
Coinamatic Canada, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), 5/16/22		39		38,954
David’s Bridal, Inc.:
Term Loan, 7.00%, (3 mo. USD LIBOR + 6.00%, Floor 1.00%), 6/30/23		80		70,382


Borrower/Description	Principal Amount (000’s omitted)		Value
Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 6.00% cash, 5.00% PIK, 6/23/23	$	68	$	66,124
Harbor Freight Tools USA, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 10/19/27		349		351,089
Hoya Midco, LLC, Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/30/24		241		234,430
PetSmart, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/12/28		325		327,691
Phillips Feed Service, Inc., Term Loan, 8.00%, (3 mo. USD LIBOR + 7.00%, Floor 1.00%), 11/13/24⁽⁶⁾		25		20,096
Pier 1 Imports (U.S.), Inc., Term Loan, 0.00%, 4/30/21^(6)(10)		30		12,438

			$	2,014,296

Steel — 1.1%
Atkore International, Inc., Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 12/22/23	$	84	$	84,309
GrafTech Finance, Inc., Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 2/12/25		240		240,522
Neenah Foundry Company, Term Loan, 10.00%, (2 mo. USD LIBOR + 9.00%, Floor 1.00%), 12/13/22		152		133,205
Phoenix Services International, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/1/25		170		169,975
Zekelman Industries, Inc., Term Loan, 2.111%, (1 mo. USD LIBOR + 2.00%), 1/24/27		801		800,489

			$	1,428,500

Surface Transport — 0.6%
Hertz Corporation (The):
DIP Loan, 5.103%, (1 mo. USD LIBOR + 7.25%, Floor 1.00%), 12/31/21⁽¹¹⁾	$	199	$	203,793
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), 6/30/23		234		232,910
Kenan Advantage Group, Inc.:
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 7/31/22		26		26,283
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 7/31/22		87		86,430
XPO Logistics, Inc., Term Loan, 2.115%, (1 mo. USD LIBOR + 2.00%), 2/24/25		150		150,313

			$	699,729

Telecommunications — 4.7%
CenturyLink, Inc., Term Loan, 2.365%, (1 mo. USD LIBOR + 2.25%), 3/15/27	$	1,634	$	1,631,087
Colorado Buyer, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 5/1/24		193		190,527
Digicel International Finance Limited, Term Loan, 3.51%, (6 mo. USD LIBOR + 3.25%), 5/28/24		169		161,536
Global Eagle Entertainment, Inc.:
DIP Loan, 10.115%, (1 mo. USD LIBOR + 10.00%), 3/31/21		71		69,486
Term Loan, 0.00%, 1/6/23⁽¹⁰⁾		475		338,143
Intelsat Jackson Holdings S.A.:
DIP Loan, 6.50%, (USD LIBOR + 5.50%, Floor 1.00%), 7/13/22⁽⁸⁾		296		301,200
Term Loan, 8.00%, (USD Prime + 4.75%), 11/27/23		600		610,250
Term Loan, 8.75%, (USD Prime + 5.50%), 1/2/24		400		407,583
IPC Corp., Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), 8/6/21⁽⁶⁾		220		180,818


Borrower/Description	Principal Amount (000’s omitted)		Value
Onvoy, LLC, Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/10/24	$	457	$	458,045
Syniverse Holdings, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 3/9/23		219		200,651
Zayo Group Holdings, Inc., Term Loan, 3.115%, (1 mo. USD LIBOR + 3.00%), 3/9/27		515		514,867
Ziggo Financing Partnership, Term Loan, 2.612%, (1 mo. USD LIBOR + 2.50%), 4/30/28		850		846,015

			$	5,910,208

Utilities — 1.4%
Brookfield WEC Holdings, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 8/1/25	$	760	$	759,461
Calpine Construction Finance Company L.P., Term Loan, 2.115%, (1 mo. USD LIBOR + 2.00%), 1/15/25		90		89,587
Calpine Corporation, Term Loan, 2.62%, (1 mo. USD LIBOR + 2.50%), 12/16/27		516		515,231
Longview Power, LLC, Term Loan, 11.50%, (3 mo. USD LIBOR + 10.00%, Floor 1.50%), 7/30/25⁽⁶⁾		70		56,129
USIC Holdings, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 12/8/23		292		292,192

			$	1,712,600


Total Senior Floating-Rate Loans (identified cost $176,799,447)			$	175,823,409


Warrants — 0.0%⁽⁵⁾

Security	Shares		Value
Health Care — 0.0%⁽⁵⁾
THAIHOT Investment Company US Limited, Exp. 10/13/27^(3)(4)(6)		5	$	2,091
THAIHOT Investment Company US Limited, Exp. 10/13/27 (Contingent Warrants)^(3)(4)(6)		299		0

			$	2,091

Retailers (Except Food and Drug) — 0.0%
David’s Bridal, LLC, Exp. 11/26/22^(3)(4)(6)		1,024	$	0

			$	0


Total Warrants (identified cost $0)			$	2,091


Miscellaneous — 0.0%⁽⁵⁾

Security	Shares		Value
Oil and Gas — 0.0%⁽⁵⁾
Paragon Offshore Finance Company, Class A⁽³⁾⁽⁴⁾		404	$	121
Paragon Offshore Finance Company, Class B⁽³⁾⁽⁴⁾		202		1,364


Total Miscellaneous (identified cost $4,394)			$	1,485


Short-Term Investments — 3.3%

Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 0.10%⁽¹²⁾		4,159,279	$	4,159,279


Total Short-Term Investments (identified cost $4,159,279)			$	4,159,279


Total Investments — 156.1% (identified cost $198,636,983)			$	197,267,553


Less Unfunded Loan Commitments — (0.3)%			$	(364,586	)


Net Investments — 155.8% (identified cost $198,272,397)			$	196,902,967


Notes Payable — (38.0)%			$	(48,000,000	)


Variable Rate Term Preferred Shares, at Liquidation Value (net of unamortized deferred debt issuance costs) — (15.0)%			$	(18,970,912	)


Other Assets, Less Liabilities — (2.8)%			$	(3,513,299	)


Net Assets Applicable to Common Shares — 100.0%			$	126,418,756

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

(1)

Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At February 28, 2021, the aggregate value of these securities is $15,041,068 or 11.9% of the Fund’s net assets applicable to common shares.

(2)	Variable rate security. The stated interest rate represents the rate in effect at February 28, 2021.

(3)	Non-income producing security.

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

(5)	Amount is less than 0.05%.

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

(7)

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

(8)

The stated interest rate represents the weighted average interest rate at February 28, 2021 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

(9)	This Senior Loan will settle after February 28, 2021, at which time the interest rate will be determined.

(10)	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.

(11)

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 February 28, 2021, the total value of unfunded loan commitments is $372,051.

(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 28, 2021.

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 28, 2021.

At February 28, 2021, the value of the Fund’s investment in affiliated funds was $4,159,279, which represents 3.3% of the Fund’s net assets applicable to common shares. Transactions in affiliated funds by the Fund for the fiscal year to date ended February 28, 2021 were as follows:


Name of affiliated fund	Value, beginning of period		Purchases		Sales proceeds			Net realized gain (loss)			Change in unrealized appreciation (depreciation)		Value, end of period		Dividend income		Units, end of period
Short-Term Investments
Eaton Vance Cash Reserves Fund, LLC	$	1,464,678	$	50,386,440	$	(47,691,711	)	$	(269	)	$	141	$	4,159,279	$	2,269		4,159,279

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 28, 2021, 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
Asset-Backed Securities	$	—	$	11,717,758	$	—	$	11,717,758
Common Stocks		223,212		737,833		259,277		1,220,322
Corporate Bonds & Notes		—		4,254,572		—		4,254,572
Preferred Stocks		—		73,847		14,790		88,637
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)		—		175,106,979		351,844		175,458,823
Warrants		—		—		2,091		2,091
Miscellaneous		—		1,485		—		1,485
Short-Term Investments		—		4,159,279		—		4,159,279
Total Investments	$	223,212	$	196,051,753	$	628,002	$	196,902,967

*	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 February 28, 2021 is not presented.

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

Subsequent Event

On March 11, 2021, the Fund’s Board of Trustees approved a Plan of Liquidation and Termination (the “Plan”) for the Fund. The Plan will be submitted to the Fund shareholders for approval at the Fund’s annual meeting of shareholders to be held on May 14, 2021.

Eaton Vance Floating-Rate Income Plus Fund (EFF) NPORT-PEaton Vance Floating-Rate Income Plus Fund (Feb 2021 report)