Eaton Vance Floating-Rate 2022 Target Term Trust (EFL) NPORT-P Eaton Vance Floating-Rate 2022 Target Term Trust (Sep 2021 report)

Eaton Vance

Floating-Rate 2022 Target Term Trust

September 30, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Common Stocks — 0.5%
Security		Shares		Value
Oil and Gas — 0.4%
QuarterNorth Energy, Inc.(1)(2)			7,162	$	753,800
				$	753,800
Telecommunications — 0.1%
GEE Acquisition Holdings Corp.(1)(2)(3)			12,919	$	278,792
				$	278,792
Total Common Stocks (identified cost $1,099,411)				$	1,032,592
Corporate Bonds — 5.5%
Security		Principal Amount (000’s omitted)		Value
Aerospace and Defense — 0.3%
American Airlines Group, Inc., 5.00%, 6/1/22(4)		$	500	$	501,250
United Airlines Holdings, Inc., 4.25%, 10/1/22			250		255,234
				$	756,484
Automotive — 0.3%
ZF North America Capital, Inc., 4.50%, 4/29/22(4)		$	545	$	553,175
				$	553,175
Building and Development — 0.2%
Taylor Morrison Communities, Inc./Taylor Morrison Holdings II, Inc., 5.875%, 4/15/23(4)		$	500	$	524,625
				$	524,625
Cable and Satellite Television — 0.4%
CSC Holdings, LLC, 5.875%, 9/15/22		$	925	$	957,953
				$	957,953
Financial Intermediaries — 1.4%
Ally Financial, Inc., 4.625%, 5/19/22		$	1,000	$	1,026,088
Ford Motor Credit Co., LLC, 3.087%, 1/9/23	��		925		939,754
Navient Corp., 5.50%, 1/25/23			1,007		1,053,574
				$	3,019,416
Food/Drug Retailers — 0.0%(5)
Safeway, Inc., 4.75%, 12/1/21		$	9	$	9,081
				$	9,081
Internet Software & Services — 0.5%
Netflix, Inc., 5.50%, 2/15/22		$	1,000	$	1,017,450
				$	1,017,450

1

Security	Principal Amount (000’s omitted)		Value
Lodging and Casinos — 0.1%
MGM Resorts International, 6.00%, 3/15/23	$	310	$	328,194
			$	328,194
Oil and Gas — 0.5%
Energy Transfer, L.P., 4.25%, 3/15/23	$	1,000	$	1,042,694
			$	1,042,694
Real Estate Investment Trusts (REITs) — 0.4%
Service Properties Trust, 5.00%, 8/15/22	$	770	$	775,775
			$	775,775
Surface Transport — 0.5%
DAE Funding, LLC, 5.25%, 11/15/21(4)	$	1,000	$	1,000,925
			$	1,000,925
Telecommunications — 0.7%
Sprint Communications, Inc., 6.00%, 11/15/22	$	1,500	$	1,579,080
			$	1,579,080
Utilities — 0.2%
TerraForm Power Operating, LLC, 4.25%, 1/31/23(4)	$	525	$	540,372
			$	540,372
Total Corporate Bonds (identified cost $11,831,009)			$	12,105,224
Senior Floating-Rate Loans — 144.8%(6)
Borrower/Description	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 2.6%
AI Convoy (Luxembourg) S.a.r.l., Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), 1/17/27(7)	$	271	$	271,707
Dynasty Acquisition Co., Inc.:
Term Loan, 3.632%, (3 mo. USD LIBOR + 3.50%), 4/6/26		353		345,890
Term Loan, 3.632%, (3 mo. USD LIBOR + 3.50%), 4/6/26		656		643,355
Spirit Aerosystems, Inc., Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 1/15/25		174		174,990
TransDigm, Inc.:
Term Loan, 2.334%, (1 mo. USD LIBOR + 2.25%), 8/22/24		1,180		1,168,887
Term Loan, 2.334%, (1 mo. USD LIBOR + 2.25%), 12/9/25		2,874		2,841,232
WP CPP Holdings, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 4/30/25		243		236,704
			$	5,682,765
Air Transport — 0.5%
Mileage Plus Holdings, LLC, Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), 6/21/27	$	300	$	318,875
SkyMiles IP, Ltd., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/20/27		825		878,264
			$	1,197,139

2

Security	Principal Amount (000’s omitted)			Value
Automotive — 5.0%
Adient US, LLC, Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 4/8/28	$	374		$	374,630
Autokiniton US Holdings, Inc., Term Loan, 5.00%, (12 mo. USD LIBOR + 4.50%, Floor 0.50%), 4/6/28		749			750,248
Belron Finance US, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 4/13/28		348			347,525
Bright Bidco B.V., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/30/24		729			586,621
Chassix, Inc., Term Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), 11/15/23		241			237,617
Clarios Global, L.P., Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 4/30/26		1,204			1,200,281
Garrett LX I S.a.r.l., Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/30/28		275			275,344
Gates Global, LLC, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), 3/31/27		2,317			2,317,074
Les Schwab Tire Centers, Term Loan, 4.00%, (6 mo. USD LIBOR + 3.25%, Floor 0.75%), 11/2/27		2,037			2,040,932
MajorDrive Holdings IV, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 4.00%, Floor 0.50%), 5/12/28		249			250,193
Tenneco, Inc., Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 10/1/25		1,386			1,376,533
Thor Industries, Inc., Term Loan, 3.125%, (1 mo. USD LIBOR + 3.00%), 2/1/26		409			410,028
Truck Hero, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 1/31/28		473			472,182
Wheel Pros, LLC, Term Loan, 5.25%, (1 mo. USD LIBOR + 4.50%, Floor 0.75%), 5/11/28		400			400,409
				$	11,039,617
Beverage and Tobacco — 0.3%
Arterra Wines Canada, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/24/27	$	397		$	397,538
City Brewing Company, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 4/5/28		325			322,359
				$	719,897
Brokerage/Securities Dealers/Investment Houses — 0.6%
Advisor Group, Inc., Term Loan, 4.584%, (1 mo. USD LIBOR + 4.50%), 7/31/26	$	418		$	418,725
Hudson River Trading, LLC, Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 3/20/28		821			817,541
				$	1,236,266
Building and Development — 6.1%
Advanced Drainage Systems, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 7/31/26	$	0	(8)	$	313
Aegion Corporation, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 5/17/28		200			202,188
American Builders & Contractors Supply Co., Inc., Term Loan, 2.084%, (1 mo. USD LIBOR + 2.00%), 1/15/27		931			926,211
American Residential Services, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/15/27		223			223,452
APi Group DE, Inc., Term Loan, 2.584%, (1 mo. USD LIBOR + 2.50%), 10/1/26		546			544,088
Brookfield Property REIT, Inc., Term Loan, 2.584%, (1 mo. USD LIBOR + 2.50%), 8/27/25		364			360,036
Centuri Group, Inc., Term Loan, 3.00%, (3 mo. USD LIBOR + 2.50%, Floor 0.50%), 8/27/28		375			375,156
Cornerstone Building Brands, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/12/28		323			323,341
CP Atlas Buyer, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 11/23/27		598			596,924
CPG International, Inc., Term Loan, 3.25%, (3 mo. USD LIBOR + 2.50%, Floor 0.75%), 5/5/24		2,000			2,003,214
Cushman & Wakefield U.S. Borrower, LLC, Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 8/21/25		2,140			2,124,666
Foundation Building Materials Holding Company, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 2/3/28		474			471,296
MI Windows and Doors, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/18/27		174			174,285

3

Security	Principal Amount (000’s omitted)		Value
Northstar Group Services, Inc., Term Loan, 11/12/26(9)	$	100	$	100,500
Park River Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 12/28/27		249		248,544
Quikrete Holdings, Inc., Term Loan, 2.584%, (1 mo. USD LIBOR + 2.50%), 2/1/27		1,899		1,885,589
SRS Distribution, Inc., Term Loan, 4.25%, (6 mo. USD LIBOR + 3.75%, Floor 0.50%), 6/2/28		425		425,372
Standard Industries, Inc., Term Loan, 9/22/28(9)		775		776,400
Werner FinCo L.P., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 7/24/24		840		842,401
White Cap Buyer, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 4.00%, Floor 0.50%), 10/19/27		868		871,453
			$	13,475,429
Business Equipment and Services — 10.4%
AlixPartners, LLP, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 2/4/28	$	597	$	595,918
Allied Universal Holdco, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 5/12/28		1,308		1,310,972
Amentum Government Services Holdings, LLC, Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 1/29/27		370		370,621
AppLovin Corporation, Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 8/15/25		1,833		1,832,721
Asplundh Tree Expert, LLC, Term Loan, 1.834%, (1 mo. USD LIBOR + 1.75%), 9/7/27		470		468,878
Belfor Holdings, Inc., Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 4/6/26		196		196,233
Bracket Intermediate Holding Corp., Term Loan, 4.395%, (3 mo. USD LIBOR + 4.25%), 9/5/25		340		339,358
Camelot U.S. Acquisition 1 Co.:
Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 10/30/26		712		711,200
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/30/26		447		448,393
Ceridian HCM Holding, Inc., Term Loan, 2.572%, (1 week USD LIBOR + 2.50%), 4/30/25		558		550,691
Deerfield Dakota Holding, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 4/9/27		790		793,315
Employbridge, LLC, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 7/14/28		675		670,992
Endure Digital, Inc., Term Loan, 4.25%, (6 mo. USD LIBOR + 3.50%, Floor 0.75%), 2/10/28		2,170		2,160,071
First Advantage Holdings, LLC, Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 1/31/27		257		257,234
Foundational Education Group, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 4.25%, Floor 0.50%), 8/31/28		250		249,687
Garda World Security Corporation, Term Loan, 4.34%, (1 mo. USD LIBOR + 4.25%), 10/30/26		532		533,759
Grab Holdings, Inc., Term Loan, 5.50%, (6 mo. USD LIBOR + 4.50%, Floor 1.00%), 1/29/26		896		904,455
Greeneden U.S. Holdings II, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27		348		349,855
Hillman Group, Inc. (The):
Term Loan, 1.525%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 7/14/28(10)		30		29,524
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 7/14/28		123		123,261
Intrado Corp., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 10/10/24		344		339,523
IRI Holdings, Inc., Term Loan, 4.334%, (1 mo. USD LIBOR + 4.25%), 12/1/25		608		608,138
Iron Mountain, Inc., Term Loan, 1.834%, (1 mo. USD LIBOR + 1.75%), 1/2/26		338		336,624
Ivanti Software, Inc.:
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27		274		274,736
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/1/27		1,045		1,049,060
KAR Auction Services, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 9/19/26		245		241,325
KUEHG Corp., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/21/25		1,365		1,354,091
Loire Finco Luxembourg S.a.r.l., Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 4/21/27		123		121,054
Magnite, Inc., Term Loan, 5.75%, (USD LIBOR + 5.00%, Floor 0.75%), 4/28/28(7)		274		274,655

4

Security	Principal Amount (000’s omitted)		Value
MedAssets Software Intermediate Holdings, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 1/28/28	$	175	$	174,808
Nielsen Consumer, Inc., Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 3/6/28		274		274,719
Packaging Coordinators Midco, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/30/27		473		473,807
Pike Corporation, Term Loan, 3.09%, (1 mo. USD LIBOR + 3.00%), 1/21/28		168		168,018
Prime Security Services Borrower, LLC, Term Loan, 3.50%, (USD LIBOR + 2.75%, Floor 0.75%), 9/23/26(7)		991		990,512
SITEL Worldwide Corporation, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 8/28/28		825		827,062
Skopima Merger Sub, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 4.00%, Floor 0.50%), 5/12/28		475		473,219
SMG US Midco 2, Inc., Term Loan, 2.616%, (USD LIBOR + 2.50%), 1/23/25(7)		97		95,083
Sotheby’s, Term Loan, 5.00%, (3 mo. USD LIBOR + 4.50%, Floor 0.50%), 1/15/27		172		172,782
Spin Holdco, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 3/4/28		1,667		1,673,135
West Corporation, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 10/10/24		108		106,006
			$	22,925,495
Cable and Satellite Television — 5.2%
Altice France S.A.:
Term Loan, 3.814%, (3 mo. USD LIBOR + 3.69%), 1/31/26	$	1,251	$	1,243,430
Term Loan, 4.125%, (3 mo. USD LIBOR + 4.00%), 8/14/26		1,489		1,487,232
Charter Communications Operating, LLC, Term Loan, 1.84%, (1 mo. USD LIBOR + 1.75%), 2/1/27		1,276		1,269,108
CSC Holdings, LLC:
Term Loan, 2.334%, (1 mo. USD LIBOR + 2.25%), 1/15/26		390		385,491
Term Loan, 2.584%, (1 mo. USD LIBOR + 2.50%), 4/15/27		462		457,406
Telenet Financing USD, LLC, Term Loan, 2.084%, (1 mo. USD LIBOR + 2.00%), 4/30/28		1,500		1,485,117
UPC Broadband Holding B.V., Term Loan, 2.334%, (1 mo. USD LIBOR + 2.25%), 4/30/28		325		322,243
UPC Financing Partnership, Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 1/31/29		1,275		1,273,671
Virgin Media Bristol, LLC:
Term Loan, 2.584%, (1 mo. USD LIBOR + 2.50%), 1/31/28		3,100		3,082,776
Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 1/31/29		475		475,792
			$	11,482,266
Chemicals and Plastics — 7.1%
Aruba Investments, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/24/27	$	299	$	299,806
Atotech B.V., Term Loan, 3.00%, (3 mo. USD LIBOR + 2.50%, Floor 0.50%), 3/18/28		399		398,900
Axalta Coating Systems US Holdings, Inc., Term Loan, 1.882%, (3 mo. USD LIBOR + 1.75%), 6/1/24		2,468		2,463,776
Charter NEX US, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/1/27		174		174,730
CPC Acquisition Corp., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/29/27		299		297,940
Ferro Corporation:
Term Loan, 2.382%, (3 mo. USD LIBOR + 2.25%), 2/14/24		59		59,043
Term Loan, 2.382%, (3 mo. USD LIBOR + 2.25%), 2/14/24		60		60,326
Gemini HDPE, LLC, Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 12/31/27		293		293,631
Hexion, Inc., Term Loan, 3.65%, (3 mo. USD LIBOR + 3.50%), 7/1/26		293		293,617
Illuminate Buyer, LLC, Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 6/30/27		307		307,090

5

Security	Principal Amount (000’s omitted)		Value
INEOS Enterprises Holdings US Finco, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 8/28/26	$	81	$	80,865
INEOS Styrolution US Holding, LLC, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 1/29/26		973		974,143
INEOS US Finance, LLC, Term Loan, 2.11%, (2 mo. USD LIBOR + 2.00%), 4/1/24		1,251		1,245,040
Lonza Group AG, Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), 7/3/28		524		525,570
LSF11 Skyscraper Holdco S.a.r.l., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 9/29/27		323		323,983
Messer Industries GmbH, Term Loan, 2.632%, (3 mo. USD LIBOR + 2.50%), 3/1/26		867		863,587
Momentive Performance Materials, Inc., Term Loan, 3.34%, (1 mo. USD LIBOR + 3.25%), 5/15/24		1,077		1,076,287
Orion Engineered Carbons GmbH, Term Loan, 9/24/28(9)		175		176,102
PMHC II, Inc., Term Loan, 4.50%, (12 mo. USD LIBOR + 3.50%, Floor 1.00%), 3/31/25		728		724,940
Pregis TopCo Corporation, Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 7/31/26		246		246,009
Pretium PKG Holdings, Inc.:
Term Loan, 10/2/28(9)		275		275,745
Term Loan - Second Lien, 10/1/29(9)		175		175,875
Rohm Holding GmbH, Term Loan, 4.904%, (6 mo. USD LIBOR + 4.75%), 7/31/26		147		147,414
Starfruit Finco B.V., Term Loan, 2.832%, (1 mo. USD LIBOR + 2.75%), 10/1/25		895		890,447
Tronox Finance, LLC, Term Loan, 2.366%, (USD LIBOR + 2.25%), 3/13/28(7)		1,529		1,524,635
Venator Materials Corporation, Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 8/8/24		1,248		1,233,960
W.R. Grace & Co. Conn., Term Loan, 9/22/28(9)		500		502,344
			$	15,635,805
Conglomerates — 0.6%
Penn Engineering & Manufacturing Corp., Term Loan, 3.50%, (3 mo. USD LIBOR + 2.50%, Floor 1.00%), 6/27/24	$	1,330	$	1,331,705
			$	1,331,705
Containers and Glass Products — 3.8%
Berlin Packaging, LLC, Term Loan, 4.25%, (USD LIBOR + 3.75%, Floor 0.50%), 3/11/28(7)	$	375	$	374,632
BWAY Holding Company, Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 4/3/24		718		704,604
Flex Acquisition Company, Inc.:
Term Loan, 3.145%, (3 mo. USD LIBOR + 3.00%), 6/29/25		580		577,700
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.50%, Floor 0.50%), 2/23/28		2,101		2,098,896
Libbey Glass, Inc., Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 11/13/25		1,411		1,467,637
Proampac PG Borrower, LLC, Term Loan, 4.50%, (USD LIBOR + 3.75%, Floor 0.75%), 11/3/25(7)		812		814,591
Reynolds Group Holdings, Inc.:
Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 2/5/26		571		567,477
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 9/20/28		450		449,684
TricorBraun Holdings, Inc.:
Term Loan, 3.421%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/3/28(10)		46		45,669
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/3/28		204		202,705
Trident TPI Holdings, Inc.:
Term Loan, 0.00%, 9/15/28(10)		43		43,575
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/17/24		750		749,927
Term Loan, 4.50%, (3 mo. USD LIBOR + 4.00%, Floor 0.50%), 9/15/28		307		307,206
			$	8,404,303

6

Security	Principal Amount (000’s omitted)		Value
Cosmetics/Toiletries — 0.2%
Kronos Acquisition Holdings, Inc., Term Loan, 3.834%, (1 mo. USD LIBOR + 3.75%), 12/22/26	$	496	$	485,581
			$	485,581
Drugs — 5.1%
Akorn, Inc., Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 10/1/25	$	223	$	227,191
Amneal Pharmaceuticals, LLC, Term Loan, 3.625%, (1 mo. USD LIBOR + 3.50%), 5/4/25		1,347		1,331,484
Bausch Health Companies, Inc., Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 6/2/25		325		324,476
Cambrex Corporation, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 12/4/26		124		124,373
Catalent Pharma Solutions, Inc., Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 2/22/28		318		318,482
Curia Global, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 8/30/26		819		821,165
Elanco Animal Health Incorporated, Term Loan, 1.836%, (1 mo. USD LIBOR + 1.75%), 8/1/27		749		740,418
Grifols Worldwide Operations USA, Inc., Term Loan, 2.072%, (1 week USD LIBOR + 2.00%), 11/15/27		344		338,788
Horizon Therapeutics USA, Inc., Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 3/15/28		821		820,533
Jazz Financing Lux S.a.r.l., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 5/5/28		698		699,996
Mallinckrodt International Finance S.A.:
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.25%, Floor 0.75%), 9/24/24		2,800		2,652,745
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), 2/24/25		201		191,651
PPD, Inc., Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 1/13/28		2,786		2,784,780
			$	11,376,082
Ecological Services and Equipment — 0.8%
EnergySolutions, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 5/9/25	$	622	$	622,004
GFL Environmental, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 5/30/25		785		787,969
TruGreen Limited Partnership, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/2/27		223		223,787
US Ecology Holdings, Inc., Term Loan, 2.584%, (1 mo. USD LIBOR + 2.50%), 11/1/26		98		98,230
			$	1,731,990
Electronics/Electrical — 31.3%
Allegro Microsystems, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 9/30/27	$	17	$	17,308
Applied Systems, Inc.:
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 9/19/24		3,421		3,423,949
Term Loan - Second Lien, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), 9/19/25		173		175,887
Aptean, Inc., Term Loan, 4.334%, (1 mo. USD LIBOR + 4.25%), 4/23/26		269		268,342
AQA Acquisition Holding, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.25%, Floor 0.50%), 3/3/28		349		350,871
Astra Acquisition Corp., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 3/1/27		321		322,554
Banff Merger Sub, Inc.:
Term Loan, 3.882%, (3 mo. USD LIBOR + 3.75%), 10/2/25		3,137		3,123,391
Term Loan - Second Lien, 2/27/26(9)		400		404,875

7

Security	Principal Amount (000’s omitted)		Value
Barracuda Networks, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/12/25	$	1,097	$	1,101,917
Buzz Merger Sub, Ltd., Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 1/29/27		222		221,486
Celestica, Inc., Term Loan, 2.586%, (1 mo. USD LIBOR + 2.50%), 6/27/25		73		72,500
CentralSquare Technologies, LLC, Term Loan, 3.882%, (3 mo. USD LIBOR + 3.75%), 8/29/25		316		294,136
Cloudera, Inc.:
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), 12/22/27		249		248,781
Term Loan, 10/8/28(9)		1,225		1,225,382
Cohu, Inc., Term Loan, 3.172%, (6 mo. USD LIBOR + 3.00%), 10/1/25		99		98,561
CommScope, Inc., Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 4/6/26		686		683,534
Constant Contact, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), 2/10/28		724		724,325
Cornerstone OnDemand, Inc., Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 4/22/27		589		589,215
CPI International, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 7/26/24		683		684,006
Creation Holdings, Inc., Term Loan, 9/14/28(9)		450		448,312
Delta TopCo, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/1/27		574		575,056
E2open, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 2/4/28		1,845		1,847,682
ECI Macola Max Holdings, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/9/27		1,541		1,543,673
Electro Rent Corporation, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 1/31/24		865		867,242
Energizer Holdings, Inc., Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 12/22/27		432		432,308
Epicor Software Corporation, Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 7/30/27		3,504		3,506,265
EXC Holdings III Corp., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 12/2/24		860		864,279
Finastra USA, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/13/24		2,605		2,587,169
Fiserv Investment Solutions, Inc., Term Loan, 4.155%, (3 mo. USD LIBOR + 4.00%), 2/18/27		222		222,778
Gainwell Acquisition Corp., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/1/27		2,335		2,344,055
Go Daddy Operating Company, LLC, Term Loan, 2.084%, (1 mo. USD LIBOR + 2.00%), 8/10/27		444		442,181
Hyland Software, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 7/1/24		3,642		3,651,956
Imperva, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 1/12/26		247		248,264
Imprivata, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.50%, Floor 0.50%), 12/1/27		473		473,275
Informatica, LLC, Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 2/25/27		2,339		2,334,404
LogMeIn, Inc., Term Loan, 4.833%, (1 mo. USD LIBOR + 4.75%), 8/31/27		769		769,728
MA FinanceCo., LLC:
Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 6/21/24		241		239,078
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 6/5/25		707		712,950
MACOM Technology Solutions Holdings, Inc., Term Loan, 2.334%, (1 mo. USD LIBOR + 2.25%), 5/17/24		103		103,118
Magenta Buyer, LLC, Term Loan, 5.75%, (3 mo. USD LIBOR + 5.00%, Floor 0.75%), 7/27/28		1,650		1,652,475

8

Security	Principal Amount (000’s omitted)		Value
Marcel LUX IV S.a.r.l.:
Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 3/15/26	$	588	$	587,235
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/31/27		39		39,079
Mavenir Systems, Inc., Term Loan, 5.25%, (3 mo. USD LIBOR + 4.75%, Floor 0.50%), 8/13/28		175		175,583
Mirion Technologies, Inc., Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 3/6/26		297		297,882
NCR Corporation, Term Loan, 2.63%, (3 mo. USD LIBOR + 2.50%), 8/28/26		367		363,813
Panther Commercial Holdings L.P., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.25%, Floor 0.50%), 1/7/28		249		250,622
PointClickCare Technologies, Inc., Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), 12/29/27		249		249,061
Polaris Newco, LLC, Term Loan, 4.50%, (6 mo. USD LIBOR + 4.00%, Floor 0.50%), 6/2/28		1,050		1,053,544
Poseidon Intermediate, LLC, Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 8/18/25		100		99,825
Proofpoint, Inc., Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 8/31/28		1,100		1,095,112
ProQuest, LLC, Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 10/23/26		932		932,733
Rackspace Technology Global, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 2.75%, Floor 0.75%), 2/15/28		572		568,387
RealPage, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/24/28		2,625		2,619,333
Recorded Books, Inc., Term Loan, 4.083%, (1 mo. USD LIBOR + 4.00%), 8/29/25		94		94,298
Renaissance Holding Corp., Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 5/30/25		792		786,518
Seattle Spinco, Inc., Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 6/21/24		1,626		1,614,554
SolarWinds Holdings, Inc., Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 2/5/24		1,410		1,397,089
Sophia L.P., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 10/7/27		2,164		2,174,256
Sovos Compliance, LLC:
Term Loan, 0.00%, 8/11/28(10)		48		48,211
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.50%, Floor 0.50%), 8/11/28		277		279,176
SS&C European Holdings S.a.r.l., Term Loan, 1.834%, (1 mo. USD LIBOR + 1.75%), 4/16/25		248		245,617
SS&C Technologies, Inc., Term Loan, 1.834%, (1 mo. USD LIBOR + 1.75%), 4/16/25		327		324,356
SurveyMonkey, Inc., Term Loan, 3.83%, (1 week USD LIBOR + 3.75%), 10/10/25		1,496		1,492,403
Symplr Software, Inc., Term Loan, 5.25%, (3 mo. USD LIBOR + 4.50%, Floor 0.75%), 12/22/27		323		324,871
Tibco Software, Inc., Term Loan, 3.84%, (1 mo. USD LIBOR + 3.75%), 6/30/26		2,627		2,621,102
TTM Technologies, Inc., Term Loan, 2.586%, (1 mo. USD LIBOR + 2.50%), 9/28/24		54		53,649
Turing Midco, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 3/23/28		150		149,790
Uber Technologies, Inc.:
Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 4/4/25		1,321		1,322,218
Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 2/25/27		1,914		1,915,384
Ultimate Software Group, Inc. (The):
Term Loan, 3.834%, (1 mo. USD LIBOR + 3.75%), 5/4/26		637		639,229
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 5/4/26		1,758		1,763,306
Ultra Clean Holdings, Inc., Term Loan, 3.834%, (1 mo. USD LIBOR + 3.75%), 8/27/25		471		472,819
Valkyr Purchaser, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/29/27		299		299,060
Verifone Systems, Inc., Term Loan, 4.129%, (3 mo. USD LIBOR + 4.00%), 8/20/25		1,095		1,075,260
Veritas US, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/1/25		1,040		1,046,017
VS Buyer, LLC, Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 2/28/27		443		442,585
Western Digital Corporation, Term Loan, 1.838%, (1 mo. USD LIBOR + 1.75%), 4/29/23		413		413,432
			$	69,224,677

9

Security	Principal Amount (000’s omitted)		Value
Equipment Leasing — 0.8%
Avolon TLB Borrower 1 (US), LLC:
Term Loan, 2.50%, (1 mo. USD LIBOR + 1.75%, Floor 0.75%), 1/15/25	$	1,044	$	1,040,988
Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 12/1/27		744		745,537
			$	1,786,525
Financial Intermediaries — 4.1%
Aretec Group, Inc., Term Loan, 4.334%, (1 mo. USD LIBOR + 4.25%), 10/1/25	$	2,486	$	2,482,467
CoreLogic, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 6/2/28		2,650		2,647,019
EIG Management Company, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/22/25		97		96,500
Focus Financial Partners, LLC, Term Loan, 2.084%, (1 mo. USD LIBOR + 2.00%), 7/3/24		1,117		1,110,176
Franklin Square Holdings, L.P., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 8/1/25		194		193,272
Greenhill & Co., Inc., Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 4/12/24		428		427,548
GreenSky Holdings, LLC:
Term Loan, 3.375%, (1 mo. USD LIBOR + 3.25%), 3/31/25		1,303		1,299,493
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 3/29/25		198		197,994
Mariner Wealth Advisors, LLC:
Term Loan, 0.00%, 8/18/28(10)		28		28,055
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 8/18/28		197		196,383
Victory Capital Holdings, Inc., Term Loan, 2.395%, (3 mo. USD LIBOR + 2.25%), 7/1/26		343		342,061
			$	9,020,968
Food Products — 2.5%
Badger Buyer Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 9/30/24	$	482	$	473,065
CHG PPC Parent, LLC, Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 3/31/25		194		192,774
Froneri International, Ltd., Term Loan, 2.334%, (1 mo. USD LIBOR + 2.25%), 1/29/27		815		806,095
H Food Holdings, LLC:
Term Loan, 3.772%, (1 mo. USD LIBOR + 3.69%), 5/23/25		655		653,955
Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 5/23/25		170		170,560
HLF Financing S.a.r.l., Term Loan, 2.584%, (1 mo. USD LIBOR + 2.50%), 8/18/25		378		376,507
JBS USA LUX S.A., Term Loan, 2.084%, (1 mo. USD LIBOR + 2.00%), 5/1/26		2,074		2,067,781
Monogram Food Solutions, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 4.00%, Floor 0.50%), 8/28/28		250		250,625
Nomad Foods Europe Midco Limited, Term Loan, 2.375%, (3 mo. USD LIBOR + 2.25%), 5/15/24		242		241,646
Shearer’s Foods, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 9/23/27		173		173,277
Simply Good Foods USA, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/7/24		104		104,929
			$	5,511,214
Food Service — 2.1%
1011778 B.C. Unlimited Liability Company, Term Loan, 1.837%, (1 mo. USD LIBOR + 1.75%), 11/19/26	$	1,793	$	1,772,410
Aramark Services, Inc., Term Loan, 1.834%, (1 mo. USD LIBOR + 1.75%), 3/11/25		326		320,039
IRB Holding Corp.:
Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), 2/5/25(7)		800		799,904
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 12/15/27		645		647,141
Sovos Brands Intermediate, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 6/8/28		247		247,311

10

Security	Principal Amount (000’s omitted)		Value
US Foods, Inc.:
Term Loan, 1.834%, (1 mo. USD LIBOR + 1.75%), 6/27/23	$	268	$	266,992
Term Loan, 2.084%, (1 mo. USD LIBOR + 2.00%), 9/13/26		637		629,834
			$	4,683,631
Forest Products — 0.4%
Journey Personal Care Corp., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/1/28	$	449	$	450,371
Neenah, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 4/6/28		546		548,549
			$	998,920
Health Care — 13.8%
Accelerated Health Systems, LLC, Term Loan, 3.586%, (1 mo. USD LIBOR + 3.50%), 10/31/25	$	219	$	218,129
ADMI Corp., Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 4/30/25		1,170		1,157,042
AEA International Holdings (Lux) S.a.r.l., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 8/5/28		475		475,594
athenahealth, Inc., Term Loan, 4.377%, (3 mo. USD LIBOR + 4.25%), 2/11/26		957		960,894
Bayou Intermediate II, LLC, Term Loan, 5.25%, (3 mo. USD LIBOR + 4.50%, Floor 0.75%), 8/2/28		325		326,219
BW NHHC Holdco, Inc., Term Loan, 5.125%, (3 mo. USD LIBOR + 5.00%), 5/15/25		387		342,898
Cano Health, LLC, Term Loan, 5.25%, (6 mo. USD LIBOR + 4.50%, Floor 0.75%), 11/19/27		193		193,194
CCRR Parent, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/6/28		199		199,933
Certara L.P., Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 8/15/26		960		958,480
Change Healthcare Holdings, LLC, Term Loan, 3.50%, (USD LIBOR + 2.50%, Floor 1.00%), 3/1/24(7)		1,691		1,690,729
CHG Healthcare Services, Inc., Term Loan, 9/29/28(9)		500		500,000
CryoLife, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/1/27		168		168,859
Ensemble RCM, LLC, Term Loan, 3.879%, (3 mo. USD LIBOR + 3.75%), 8/3/26		543		545,040
Envision Healthcare Corporation, Term Loan, 3.834%, (1 mo. USD LIBOR + 3.75%), 10/10/25		2,459		2,194,643
eResearchTechnology, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/4/27		124		125,148
Gentiva Health Services, Inc., Term Loan, 2.875%, (1 mo. USD LIBOR + 2.75%), 7/2/25		736		736,432
GHX Ultimate Parent Corporation, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 6/28/24		1,341		1,342,812
Hanger, Inc., Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 3/6/25		410		410,189
Inovalon Holdings, Inc., Term Loan, 2.875%, (1 mo. USD LIBOR + 2.75%), 4/2/25		459		459,592
IQVIA, Inc., Term Loan, 1.834%, (1 mo. USD LIBOR + 1.75%), 3/7/24		1,280		1,278,838
MDVIP, Inc., Term Loan, 10/14/28(9)		125		125,195
Medical Solutions, LLC, Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 6/14/24		147		147,306
Midwest Physician Administrative Services, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), 3/12/28		199		198,212
National Mentor Holdings, Inc.:
Term Loan, 3.75%, 3/2/28(10)		37		36,578
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/2/28		25		24,816
Term Loan, 4.50%, (USD LIBOR + 3.75%, Floor 0.75%), 3/2/28(7)		785		786,064
Navicure, Inc., Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 10/22/26		1,787		1,790,097
Ortho-Clinical Diagnostics S.A., Term Loan, 3.083%, (1 mo. USD LIBOR + 3.00%), 6/30/25		1,026		1,026,197
Pacific Dental Services, LLC, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 5/5/28		224		225,384

11

Security	Principal Amount (000’s omitted)		Value
Parexel International Corporation, Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 9/27/24	$	835	$	834,668
Phoenix Guarantor, Inc.:
Term Loan, 3.336%, (1 mo. USD LIBOR + 3.25%), 3/5/26		733		729,753
Term Loan, 3.585%, (1 mo. USD LIBOR + 3.50%), 3/5/26		1,544		1,540,612
Project Ruby Ultimate Parent Corp., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 3/3/28		448		447,505
Radiology Partners, Inc., Term Loan, 4.334%, (1 mo. USD LIBOR + 4.25%), 7/9/25		755		755,502
Radnet Management, Inc., Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), 4/21/28		424		423,739
Select Medical Corporation, Term Loan, 2.34%, (1 mo. USD LIBOR + 2.25%), 3/6/25		2,144		2,134,253
Sotera Health Holdings, LLC, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 12/11/26		225		224,156
Sound Inpatient Physicians, Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 6/27/25		194		192,861
Sunshine Luxembourg VII S.a.r.l., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 10/1/26		448		449,465
Surgery Center Holdings, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 8/31/26		714		716,133
Team Health Holdings, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 2/6/24		725		709,252
U.S. Anesthesia Partners, Inc.:
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/23/24		705		705,168
Term Loan, 10/1/28(9)		925		927,441
US Radiology Specialists, Inc., Term Loan, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), 12/10/27		323		324,435
Verscend Holding Corp., Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 8/27/25		858		860,206
			$	30,619,663
Home Furnishings — 2.1%
ACProducts, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.25%, Floor 0.50%), 5/17/28	$	748	$	748,259
Conair Holdings, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 5/17/28		675		676,336
Mattress Firm, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 9/25/28		575		574,821
Serta Simmons Bedding, LLC:
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		618		624,967
Term Loan - Second Lien, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		2,044		1,948,022
			$	4,572,405
Industrial Equipment — 5.5%
Alliance Laundry Systems, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/8/27	$	442	$	442,770
Altra Industrial Motion Corp., Term Loan, 2.084%, (1 mo. USD LIBOR + 2.00%), 10/1/25		204		203,604
American Trailer World Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/3/28		224		223,643
Apex Tool Group, LLC, Term Loan, 6.50%, (1 mo. USD LIBOR + 5.25%, Floor 1.25%), 8/1/24		886		888,031
CFS Brands, LLC, Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 3/20/25		96		94,077
CPM Holdings, Inc., Term Loan, 3.586%, (1 mo. USD LIBOR + 3.50%), 11/17/25		122		121,106
Delachaux Group S.A., Term Loan, 4.629%, (3 mo. USD LIBOR + 4.50%), 4/16/26		172		171,714
DexKo Global, Inc.:
Term Loan, 9/22/28(9)		60		59,700
Term Loan, 9/23/28(9)		315		313,425

12

Security	Principal Amount (000’s omitted)		Value
DXP Enterprises, Inc., Term Loan, 5.75%, (1 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/16/27	$	248	$	248,358
Dynacast International, LLC:
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 7/22/25		639		642,528
Term Loan, 10.25%, (3 mo. USD LIBOR + 9.25%, Floor 1.00%), 10/22/25		247		254,791
Engineered Machinery Holdings, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 5/19/28		1,093		1,093,542
Filtration Group Corporation:
Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 3/29/25		1,091		1,086,456
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/29/25		149		148,977
Gardner Denver, Inc., Term Loan, 1.834%, (1 mo. USD LIBOR + 1.75%), 3/1/27		436		431,032
GrafTech Finance, Inc., Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 2/12/25		337		337,646
Granite Holdings US Acquisition Co., Term Loan, 4.132%, (3 mo. USD LIBOR + 4.00%), 9/30/26		422		422,005
Harsco Corporation, Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 3/5/28		175		174,344
Ingersoll-Rand Services Company, Term Loan, 1.834%, (1 mo. USD LIBOR + 1.75%), 3/1/27		517		511,105
LTI Holdings, Inc.:
Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 9/6/25		170		167,689
Term Loan, 4.75%, 7/24/26(10)		84		84,340
Term Loan, 4.834%, (1 mo. USD LIBOR + 4.75%), 7/24/26		74		73,684
Term Loan, 4.834%, (1 mo. USD LIBOR + 4.75%), 7/24/26		140		140,215
Madison IAQ, LLC, Term Loan, 3.75%, (6 mo. USD LIBOR + 3.25%, Floor 0.50%), 6/21/28		1,496		1,495,900
Robertshaw US Holding Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 2/28/25		386		374,661
Tiger Acquisition, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 6/1/28		225		224,719
Titan Acquisition Limited, Term Loan, 3.167%, (3 mo. USD LIBOR + 3.00%), 3/28/25		1,134		1,116,155
Vertical US Newco, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.50%, Floor 0.50%), 7/30/27		520		521,394
			$	12,067,611
Insurance — 7.1%
Alliant Holdings Intermediate, LLC:
Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 5/9/25	$	171	$	170,004
Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 5/9/25		865		860,076
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 11/5/27		247		247,786
AmWINS Group, Inc., Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 2/19/28		1,613		1,604,245
AssuredPartners, Inc., Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 2/12/27		1,303		1,296,454
Asurion, LLC:
Term Loan, 11/3/23(9)		1,000		995,893
Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 12/23/26		1,072		1,057,273
Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 7/31/27		747		736,721
Term Loan - Second Lien, 5.334%, (1 mo. USD LIBOR + 5.25%), 1/31/28		920		918,466
Hub International Limited:
Term Loan, 2.875%, (3 mo. USD LIBOR + 2.75%), 4/25/25		1,862		1,846,918
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 4/25/25		688		689,061
NFP Corp., Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 2/15/27		1,367		1,355,204
Ryan Specialty Group, LLC, Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), 9/1/27		718		719,245

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Security	Principal Amount (000’s omitted)		Value
Sedgwick Claims Management Services, Inc., Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 12/31/25	$	462	$	458,798
USI, Inc.:
Term Loan, 3.132%, (3 mo. USD LIBOR + 3.00%), 5/16/24		1,248		1,241,314
Term Loan, 3.382%, (3 mo. USD LIBOR + 3.25%), 12/2/26		1,540		1,532,872
			$	15,730,330
Leisure Goods/Activities/Movies — 5.0%
AMC Entertainment Holdings, Inc., Term Loan, 3.083%, (1 mo. USD LIBOR + 3.00%), 4/22/26	$	707	$	658,088
Bombardier Recreational Products, Inc., Term Loan, 2.084%, (1 mo. USD LIBOR + 2.00%), 5/24/27		198		196,634
Carnival Corporation, Term Loan, 3.75%, (6 mo. USD LIBOR + 3.00%, Floor 0.75%), 6/30/25		543		541,767
ClubCorp Holdings, Inc., Term Loan, 2.882%, (3 mo. USD LIBOR + 2.75%), 9/18/24		648		610,740
Crown Finance US, Inc.:
Term Loan, 3.50%, (6 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/28/25		603		498,548
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 9/30/26		566		462,292
Term Loan, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), 5/23/24		134		143,940
Term Loan, 15.25%, (7.00% cash, 8.25% PIK), 5/23/24(11)		167		207,047
Delta 2 (LUX) S.a.r.l., Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/1/24		1,175		1,173,898
Live Nation Entertainment, Inc., Term Loan, 1.875%, (1 mo. USD LIBOR + 1.75%), 10/17/26		2,644		2,588,584
Match Group, Inc., Term Loan, 1.874%, (3 mo. USD LIBOR + 1.75%), 2/13/27		275		274,083
Playtika Holding Corp., Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 3/13/28		834		834,804
SeaWorld Parks & Entertainment, Inc., Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 8/25/28		400		399,400
Steinway Musical Instruments, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/14/25		75		74,541
Travel Leaders Group, LLC, Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 1/25/24		363		340,363
UFC Holdings, LLC, Term Loan, 3.50%, (6 mo. USD LIBOR + 2.75%, Floor 0.75%), 4/29/26		2,001		1,998,867
			$	11,003,596
Lodging and Casinos — 4.7%
Boyd Gaming Corporation, Term Loan, 2.322%, (1 week USD LIBOR + 2.25%), 9/15/23	$	1,805	$	1,805,825
Four Seasons Hotels Limited, Term Loan, 2.087%, (1 mo. USD LIBOR + 2.00%), 11/30/23		2,872		2,867,672
Golden Nugget, Inc., Term Loan, 3.25%, (2 mo. USD LIBOR + 2.50%, Floor 0.75%), 10/4/23		2,946		2,934,511
Hilton Grand Vacations Borrower, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 8/2/28		400		401,400
Playa Resorts Holding B.V., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 4/29/24		445		436,149
Stars Group Holdings B.V. (The), Term Loan, 2.382%, (3 mo. USD LIBOR + 2.25%), 7/21/26		1,000		997,917
Twin River Worldwide Holdings, Inc., Term Loan, 8/6/28(9)		525		525,533
Wyndham Hotels & Resorts, Inc., Term Loan, 1.835%, (1 mo. USD LIBOR + 1.75%), 5/30/25		485		481,937
			$	10,450,944
Nonferrous Metals/Minerals — 0.1%
Oxbow Carbon, LLC, Term Loan, 5.00%, (1 mo. USD LIBOR + 4.25%, Floor 0.75%), 10/13/25	$	119	$	119,344
			$	119,344
Oil and Gas — 2.5%
Apergy Corporation, Term Loan, 2.625%, (1 mo. USD LIBOR + 2.50%), 5/9/25	$	51	$	50,434
Buckeye Partners L.P., Term Loan, 2.334%, (1 mo. USD LIBOR + 2.25%), 11/1/26		1,034		1,029,623

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Security	Principal Amount (000’s omitted)		Value
Centurion Pipeline Company, LLC:
Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 9/29/25	$	97	$	95,791
Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 9/28/25		99		97,513
CITGO Holding, Inc., Term Loan, 8.00%, (6 mo. USD LIBOR + 7.00%, Floor 1.00%), 8/1/23		98		96,836
CITGO Petroleum Corporation, Term Loan, 7.25%, (6 mo. USD LIBOR + 6.25%, Floor 1.00%), 3/28/24		867		869,855
CQP Holdco, L.P., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 6/5/28		998		995,256
Delek US Holdings, Inc.:
Term Loan, 2.334%, (1 mo. USD LIBOR + 2.25%), 3/31/25		73		71,103
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), 3/31/25		222		223,379
Oryx Midstream Services Permian Basin, LLC, Term Loan, 10/5/28(9)		375		373,125
Prairie ECI Acquiror L.P., Term Loan, 4.834%, (1 mo. USD LIBOR + 4.75%), 3/11/26		443		428,546
PSC Industrial Holdings Corp., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/11/24		289		288,863
QuarterNorth Energy Holding, Inc., Term Loan - Second Lien, 9.00%, (3 mo. USD LIBOR + 8.00%, Floor 1.00%), 8/27/26		423		425,865
UGI Energy Services, LLC, Term Loan, 3.834%, (1 mo. USD LIBOR + 3.75%), 8/13/26		391		392,588
			$	5,438,777
Publishing — 1.4%
Adevinta ASA, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), 6/26/28	$	125	$	124,960
Alchemy Copyrights, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 3/10/28		198		198,499
Ascend Learning, LLC:
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 7/12/24		1,248		1,249,365
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/12/24		149		148,890
Getty Images, Inc., Term Loan, 4.625%, (1 mo. USD LIBOR + 4.50%), 2/19/26		1,297		1,298,911
			$	3,020,625
Radio and Television — 3.4%
Cumulus Media New Holdings, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/31/26	$	136	$	135,783
Diamond Sports Group, LLC, Term Loan, 3.34%, (1 mo. USD LIBOR + 3.25%), 8/24/26		1,642		1,030,726
Entercom Media Corp., Term Loan, 2.585%, (1 mo. USD LIBOR + 2.50%), 11/18/24		661		653,308
Entravision Communications Corporation, Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 11/29/24		302		298,984
Gray Television, Inc., Term Loan, 2.586%, (1 mo. USD LIBOR + 2.50%), 1/2/26		234		233,141
Hubbard Radio, LLC, Term Loan, 5.25%, (1 mo. USD LIBOR + 4.25%, Floor 1.00%), 3/28/25		1,085		1,085,227
iHeartCommunications, Inc.:
Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 5/1/26		776		771,601
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 5/1/26		156		156,264
Nexstar Broadcasting, Inc.:
Term Loan, 2.334%, (1 mo. USD LIBOR + 2.25%), 1/17/24		427		426,620
Term Loan, 2.586%, (1 mo. USD LIBOR + 2.50%), 9/18/26		173		172,595
Sinclair Television Group, Inc., Term Loan, 2.59%, (1 mo. USD LIBOR + 2.50%), 9/30/26		245		241,203
Terrier Media Buyer, Inc., Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 12/17/26		688		687,181
Univision Communications, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 3/15/24		1,661		1,661,680
			$	7,554,313

15

Security	Principal Amount (000’s omitted)		Value
Retailers (Except Food and Drug) — 2.2%
BJ’s Wholesale Club, Inc., Term Loan, 2.083%, (1 mo. USD LIBOR + 2.00%), 2/3/24	$	503	$	504,279
CNT Holdings I Corp., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/8/27		299		299,060
Great Outdoors Group, LLC, Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/6/28		1,042		1,048,530
Harbor Freight Tools USA, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 10/19/27		1,590		1,591,663
Hoya Midco, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/30/24		718		716,000
PetSmart, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/11/28		550		552,062
Protective Industrial Products, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 1/20/28		224		224,437
			$	4,936,031
Steel — 0.9%
Phoenix Services International, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/1/25	$	338	$	335,639
TMS International Corp., Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), 8/14/24(7)		100		99,624
Zekelman Industries, Inc., Term Loan, 2.083%, (1 mo. USD LIBOR + 2.00%), 1/24/27		1,505		1,491,222
			$	1,926,485
Surface Transport — 0.4%
Kenan Advantage Group, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/24/26	$	943	$	943,993
			$	943,993
Telecommunications — 4.6%
CenturyLink, Inc., Term Loan, 2.334%, (1 mo. USD LIBOR + 2.25%), 3/15/27	$	2,726	$	2,699,931
Cyxtera DC Holdings, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 5/1/24		718		713,861
GEE Holdings 2, LLC:
Term Loan, 9.00%, (3 mo. USD LIBOR + 8.00%, Floor 1.00%), 3/24/25		114		114,299
Term Loan - Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), 2.50% cash, 6.75% PIK, 3/23/26		227		207,950
Intelsat Jackson Holdings S.A.:
DIP Loan, 5.392%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 10/13/22(10)		375		376,875
Term Loan, 8.00%, (USD Prime + 4.75%), 11/27/23		900		912,375
Onvoy, LLC, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/10/24		729		729,878
Plantronics, Inc., Term Loan, 2.585%, (1 mo. USD LIBOR + 2.50%), 7/2/25		450		440,555
Syniverse Holdings, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 3/9/23		362		362,314
Zayo Group Holdings, Inc., Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 3/9/27		919		911,586
Ziggo Financing Partnership, Term Loan, 2.584%, (1 mo. USD LIBOR + 2.50%), 4/30/28		2,650		2,631,781
			$	10,101,405

16

Security	Principal Amount (000’s omitted)		Value
Utilities — 1.6%
Brookfield WEC Holdings, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 8/1/25	$	1,265	$	1,258,087
Calpine Corporation, Term Loan, 2.59%, (1 mo. USD LIBOR + 2.50%), 12/16/27		1,266		1,264,305
USIC Holdings, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 5/12/28		1,107		1,107,800
			$	3,630,192
Total Senior Floating-Rate Loans (identified cost $320,727,482)			$	320,065,989
Warrants — 0.2%
Security	Shares		Value
Oil and Gas — 0.2%
QuarterNorth Energy, Inc., Exp. 8/27/28(1)(2)		4,487	$	472,257
Total Warrants (identified cost $0)			$	472,257
Short-Term Investments — 2.4%
Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 0.05%(12)		5,319,698	$	5,319,698
Total Short-Term Investments (identified cost $5,319,698)			$	5,319,698
Total Investments — 153.4% (identified cost $338,977,600)			$	338,995,760
Less Unfunded Loan Commitments — (0.2)%			$	(360,260	)
Net Investments — 153.2% (identified cost $338,617,340)			$	338,635,500
Notes Payable — (37.5)%			$	(83,000,000	)
Variable Rate Term Preferred Shares, at Liquidation Value — (14.5)%			$	(32,000,000	)
Other Assets, Less Liabilities — (1.2)%			$	(2,568,360	)
Net Assets Applicable to Common Shares — 100.0%			$	221,067,140

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

(1) Non-income producing security.

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

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

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(4) 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 September 30, 2021, the aggregate value of these securities is $3,120,347 or 1.4% of the Trust’s net assets applicable to common shares.

(5) Amount is less than 0.05%.

(6) 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.

(7) The stated interest rate represents the weighted average interest rate at September 30, 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.

(8) Principal amount is less than $500.

(9) This Senior Loan will settle after September 30, 2021, at which time the interest rate will be determined.

(10) Unfunded or partially unfunded loan commitments. The Trust may enter into certain loan agreements all or a portion of which may be unfunded. The Trust is obligated to fund these commitments at the borrower’s discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At September 30, 2021, the total value of unfunded loan commitments is $360,798.

(11) Fixed-rate loan.

(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 September 30, 2021.

Abbreviations:

DIP	-     Debtor In Possession
LIBOR	-     London Interbank Offered Rate
PIK	-     Payment in Kind
Currency Abbreviations:
USD	-     United States Dollar

The Trust did not have any open derivative instruments at September 30, 2021.

At September 30, 2021, the value of the Trust’s investment in affiliated funds was $5,319,698, which represents 2.4% of the Trust’s net assets applicable to common shares. Transactions in affiliated funds by the Trust for the fiscal year to date ended September 30, 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	$	6,441,904	$	28,033,344	$	(29,155,550	)	$	13	$	(13	)	$	5,319,698	$	1,312		5,319,698

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)

18

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 September 30, 2021, the hierarchy of inputs used in valuing the Trust’s investments, which are carried at value, were as follows:

Asset Description	Level 1		Level 2		Level 3*		Total
Common Stocks	$	—	$	753,800	$	278,792	$	1,032,592
Corporate Bonds		—		12,105,224		—		12,105,224
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)		—		319,705,729		—		319,705,729
Warrants		—		472,257		—		472,257
Short-Term Investments		—		5,319,698		—		5,319,698
Total Investments	$	—	$	338,356,708	$	278,792	$	338,635,500

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended September 30, 2021 is not presented.

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

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