Eaton Vance
Floating-Rate & High Income Fund
January 31, 2024 (Unaudited)
Eaton Vance Floating-Rate & High Income Fund (the Fund), a diversified series of Eaton Vance Mutual Funds Trust, pursues its investment objective by investing in two registered investment companies (each a Portfolio) managed by Eaton Vance Management or its affiliates. The Fund owns a proΒ rata interest in the net assets of each Portfolio in which it invests. At January 31, 2024, the Fund owned 14.2% of Eaton Vance Floating Rate Portfolioβs outstanding interests and 12.2% of High Income Opportunities Portfolioβs outstanding interests. The Fundβs Portfolio of Investments at January 31, 2024 is set forth below.
1
Eaton Vance
Floating-Rate & High Income Fund
January 31, 2024
Portfolio of Investments (Unaudited)
Investments in Affiliated Portfolios |
Description | Β | Value | % of Net Assets |
Eaton Vance Floating Rate Portfolio | Β | Β | Β |
(identified cost $850,240,081) | Β | $781,591,574 | 84.1% |
High Income Opportunities Portfolio | Β | Β | Β |
(identified cost $187,452,638) | Β | 152,310,586 | 16.4 |
Total Investments in Affiliated Portfolios (identified cost $1,037,692,719) | Β | $933,902,160 | 100.5% |
Total Investments (identified cost $1,037,692,719) | Β | $933,902,160 | 100.5% |
Other Assets, Less Liabilities | Β | $β(4,728,988) | (0.5)% |
Net Assets | Β | $929,173,172 | 100.0% |
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.
β’ | Level 1 β quoted prices in active markets for identical investments |
β’ | Level 2 β other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
β’ | Level 3 β 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 January 31, 2024 and October 31, 2023, the Fundβs investments in the Portfolios were valued based on Level 1 inputs.
For information on theΒ Fundβs policy regarding the valuation of investments and other significant accounting policies, please refer to the Fundβs most recent financial statements included in its semiannual or annual report to shareholders.
The Eaton Vance Floating Rate Portfolioβs Portfolio of Investments is included herein. A copy of Part F to Form N-PORT (containing a Portfolio of Investments) for High Income Opportunities Portfolio at January 31, 2024 is available by calling Eaton Vance at 1-800-262-1122 or in the EDGAR database on the Securities and Exchange Commissionβs website at www.sec.gov.
2
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)
Asset-Backed Securities β 5.1% |
Security | Principal Amount (000's omitted) | Value | |
Alinea CLO Ltd.:β | Β | Β | Β |
Series 2018-1A, Class D, 8.679%, (3 mo. SOFR + 3.362%), 7/20/31(1)(2) | $ | ββββββ2,500 | $ββββ2,493,820 |
Series 2018-1A, Class E, 11.579%, (3 mo. SOFR + 6.262%), 7/20/31(1)(2) | Β | ββββββ3,000 | ββββ2,907,228 |
AMMC CLO XII Ltd., Series 2013-12A, Class ER, 11.811%, (3 mo. SOFR + 6.442%), 11/10/30(1)(2) | Β | ββββββ3,525 | ββββ3,247,991 |
AMMC CLO XV Ltd., Series 2014-15A, Class ERR, 12.486%, (3 mo. SOFR + 7.172%), 1/15/32(1)(2) | Β | ββββββ4,000 | ββββ3,787,924 |
Apidos CLO XX Ltd., Series 2015-20A, Class DR, 11.276%, (3 mo. SOFR + 5.962%), 7/16/31(1)(2) | Β | ββββββ2,375 | ββββ2,287,365 |
ARES Loan Funding II Ltd., Series 2022-ALF2A, Class ER, 13.558%, (3 mo. SOFR + 8.24%), 10/20/36(1)(2) | Β | ββββββ1,325 | ββββ1,337,988 |
ARES LVIII CLO Ltd., Series 2020-58A, Class ER, 12.014%, (3 mo. SOFR + 6.70%), 1/15/35(1)(2) | Β | ββββββ3,000 | ββββ2,937,195 |
ARES XLIX CLO Ltd., Series 2018-49A, Class D, 8.579%, (3 mo. SOFR + 3.262%), 7/22/30(1)(2) | Β | ββββββ2,500 | ββββ2,480,843 |
ARES XXXIIR CLO Ltd., Series 2014-32RA, Class C, 8.541%, (3 mo. SOFR + 3.162%), 5/15/30(1)(2) | Β | ββββββ5,000 | ββββ4,925,600 |
ARES XXXVR CLO Ltd., Series 2015-35RA, Class E, 11.276%, (3 mo. SOFR + 5.962%), 7/15/30(1)(2) | Β | ββββββ4,000 | ββββ3,797,260 |
Bain Capital Credit CLO Ltd.:β | Β | Β | Β |
Series 2018-1A, Class D, 8.277%, (3 mo. SOFR + 2.962%), 4/23/31(1)(2) | Β | ββββββ5,000 | ββββ4,857,145 |
Series 2018-1A, Class E, 10.927%, (3 mo. SOFR + 5.612%), 4/23/31(1)(2) | Β | ββββββ3,000 | ββββ2,779,338 |
Barings CLO Ltd.:β | Β | Β | Β |
Series 2015-1A, Class DR, 8.179%, (3 mo. SOFR + 2.862%), 1/20/31(1)(2) | Β | ββββββ2,500 | ββββ2,466,530 |
Series 2018-1A, Class C, 8.176%, (3 mo. SOFR + 2.862%), 4/15/31(1)(2) | Β | ββββββ3,500 | ββββ3,421,351 |
Battalion CLO XXII Ltd., Series 2021-22A, Class E, 12.529%, (3 mo. SOFR + 7.212%), 1/20/35(1)(2) | Β | ββββββ1,750 | ββββ1,605,384 |
Battalion CLO XXIII Ltd., Series 2022-23A, Class D, 9.264%, (3 mo. SOFR + 3.95%), 5/19/36(1)(2) | Β | ββββββ3,500 | ββββ3,503,818 |
Benefit Street Partners CLO V-B Ltd., Series 2018-5BA, Class D, 11.529%, (3 mo. SOFR + 6.212%), 4/20/31(1)(2) | Β | ββββββ3,500 | ββββ3,509,702 |
Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class DR, 11.179%, (3 mo. SOFR + 5.862%), 1/20/31(1)(2) | Β | ββββββ5,401 | ββββ5,086,273 |
Benefit Street Partners CLO XIV Ltd., Series 2018-14A, Class D, 8.179%, (3 mo. SOFR + 2.862%), 4/20/31(1)(2) | Β | ββββββ1,500 | β βββ1,477,002 |
Security | Principal Amount (000's omitted) | Value | |
Benefit Street Partners CLO XVI Ltd., Series 2018-16A, Class E, 12.278%, (3 mo. SOFR + 6.962%), 1/17/32(1)(2) | $ | ββββββ1,250 | $ββββ1,255,258 |
Benefit Street Partners CLO XVII Ltd., Series 2019-17A, Class ER, 11.926%, (3 mo. SOFR + 6.612%), 7/15/32(1)(2) | Β | ββββββ1,750 | ββββ1,725,689 |
Benefit Street Partners CLO XXII Ltd., Series 2020-22A, Class ER, 12.248%, (3 mo. SOFR + 6.93%), 4/20/35(1)(2) | Β | ββββββ1,000 | ββββ1,003,040 |
Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class E, 12.426%, (3 mo. SOFR + 7.112%), 1/15/35(1)(2) | Β | ββββββ3,000 | ββββ3,013,266 |
Betony CLO 2 Ltd.:β | Β | Β | Β |
Series 2018-1A, Class C, 8.479%, (3 mo. SOFR + 3.162%), 4/30/31(1)(2) | Β | ββββββ2,500 | ββββ2,467,833 |
Series 2018-1A, Class D, 11.229%, (3 mo. SOFR + 5.912%), 4/30/31(1)(2) | Β | ββββββ2,475 | ββββ2,360,021 |
BlueMountain CLO Ltd.:β | Β | Β | Β |
Series 2016-3A, Class DR, 8.741%, (3 mo. SOFR + 3.362%), 11/15/30(1)(2) | Β | ββββββ1,500 | ββββ1,445,958 |
Series 2016-3A, Class ER, 11.591%, (3 mo. SOFR + 6.212%), 11/15/30(1)(2) | Β | ββββββ1,500 | ββββ1,404,918 |
Series 2018-1A, Class D, 8.629%, (3 mo. SOFR + 3.312%), 7/30/30(1)(2) | Β | ββββββ2,500 | ββββ2,356,250 |
Series 2018-1A, Class E, 11.529%, (3 mo. SOFR + 6.212%), 7/30/30(1)(2) | Β | ββββββ2,000 | ββββ1,755,904 |
BlueMountain CLO XXIV Ltd., Series 2019-24A, Class ER, 12.419%, (3 mo. SOFR + 7.102%), 4/20/34(1)(2) | Β | ββββββ1,000 | ββββββ973,464 |
BlueMountain CLO XXVI Ltd., Series 2019-26A, Class ER, 12.709%, (3 mo. SOFR + 7.392%), 10/20/34(1)(2) | Β | ββββββ3,000 | ββββ2,962,242 |
BlueMountain CLO XXX Ltd., Series 2020-30A, Class ER, 12.014%, (3 mo. SOFR + 6.70%), 4/15/35(1)(2) | Β | ββββββ2,000 | ββββ1,922,496 |
BlueMountain CLO XXXIII Ltd., Series 2021-33A, Class E, 12.459%, (3 mo. SOFR + 7.092%), 11/20/34(1)(2) | Β | ββββββ2,500 | ββββ2,470,273 |
BlueMountain CLO XXXV Ltd., Series 2022-35A, Class E, 13.068%, (3 mo. SOFR + 7.75%), 7/22/35(1)(2) | Β | ββββββ2,000 | ββββ2,007,388 |
Bryant Park Funding Ltd.:β | Β | Β | Β |
Series 2023-20A, Class D, 11.404%, (3 mo. SOFR + 6.09%), 7/15/36(1)(2) | Β | ββββββ3,500 | ββββ3,518,721 |
Series 2023-21A, Class D, 10.935%, (3 mo. SOFR + 5.45%), 10/18/36(1)(2) | Β | ββββββ3,525 | ββββ3,589,088 |
Canyon Capital CLO Ltd.:β | Β | Β | Β |
Series 2012-1RA, Class E, 11.276%, (3 mo. SOFR + 5.962%), 7/15/30(1)(2) | Β | ββββββ4,875 | ββββ4,534,857 |
Series 2016-1A, Class ER, 11.326%, (3 mo. SOFR + 6.012%), 7/15/31(1)(2) | Β | ββββββ4,000 | ββββ3,725,368 |
Series 2016-2A, Class ER, 11.576%, (3 mo. SOFR + 6.262%), 10/15/31(1)(2) | Β | ββββββ4,500 | β βββ4,249,368 |
Β
3
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Principal Amount (000's omitted) | Value | |
Canyon Capital CLO Ltd.:β(continued) | Β | Β | Β |
Series 2017-1A, Class E, 11.826%, (3 mo. SOFR + 6.512%), 7/15/30(1)(2) | $ | ββββββ3,250 | $ββββ3,104,400 |
Series 2018-1A, Class D, 8.476%, (3 mo. SOFR + 3.162%), 7/15/31(1)(2) | Β | ββββββ3,000 | ββββ2,928,663 |
Series 2018-1A, Class E, 11.326%, (3 mo. SOFR + 6.012%), 7/15/31(1)(2) | Β | ββββββ2,750 | ββββ2,586,441 |
Series 2019-2A, Class ER, 12.326%, (3 mo. SOFR + 7.012%), 10/15/34(1)(2) | Β | ββββββ1,500 | ββββ1,455,548 |
Carlyle C17 CLO Ltd.:β | Β | Β | Β |
Series C17A, Class CR, 8.379%, (3 mo. SOFR + 3.062%), 4/30/31(1)(2) | Β | ββββββ5,000 | ββββ4,925,000 |
Series C17A, Class DR, 11.579%, (3 mo. SOFR + 6.262%), 4/30/31(1)(2) | Β | ββββββ3,500 | ββββ3,352,100 |
Carlyle Global Market Strategies CLO Ltd.:β | Β | Β | Β |
Series 2012-3A, Class CR2, 9.076%, (3 mo. SOFR + 3.762%), 1/14/32(1)(2) | Β | ββββββ2,500 | ββββ2,502,640 |
Series 2012-3A, Class DR2, 12.076%, (3 mo. SOFR + 6.762%), 1/14/32(1)(2) | Β | ββββββ1,500 | ββββ1,441,067 |
Series 2014-3RA, Class C, 8.531%, (3 mo. SOFR + 3.212%), 7/27/31(1)(2) | Β | ββββββ1,000 | ββββββ973,371 |
Series 2014-3RA, Class D, 10.981%, (3 mo. SOFR + 5.662%), 7/27/31(1)(2) | Β | ββββββ2,150 | ββββ2,007,737 |
Series 2014-4RA, Class C, 8.476%, (3 mo. SOFR + 3.162%), 7/15/30(1)(2) | Β | ββββββ2,000 | ββββ1,943,374 |
Series 2014-4RA, Class D, 11.226%, (3 mo. SOFR + 5.912%), 7/15/30(1)(2) | Β | ββββββ1,500 | ββββ1,422,770 |
Carlyle U.S. CLO Ltd.:β | Β | Β | Β |
Series 2019-4A, Class DR, 11.914%, (3 mo. SOFR + 6.60%), 4/15/35(1)(2) | Β | ββββββ3,000 | ββββ2,912,508 |
Series 2022-6A, Class DR, 10.075%, (3 mo. SOFR + 4.75%), 10/25/36(1)(2) | Β | ββββββ2,200 | ββββ2,221,102 |
CarVal CLO IV Ltd., Series 2021-1A, Class E, 12.179%, (3 mo. SOFR + 6.862%), 7/20/34(1)(2) | Β | ββββββ1,000 | ββββ1,002,555 |
CIFC Funding Ltd., Series 2022-4A, Class D, 8.864%, (3 mo. SOFR + 3.55%), 7/16/35(1)(2) | Β | ββββββ1,750 | ββββ1,753,764 |
Dryden CLO Ltd.:β | Β | Β | Β |
Series 2018-55A, Class D, 8.426%, (3 mo. SOFR + 3.112%), 4/15/31(1)(2) | Β | ββββββ1,500 | ββββ1,455,080 |
Series 2018-55A, Class E, 10.976%, (3 mo. SOFR + 5.662%), 4/15/31(1)(2) | Β | ββββββ2,000 | ββββ1,862,956 |
Dryden Senior Loan Fund:β | Β | Β | Β |
Series 2015-41A, Class DR, 8.176%, (3 mo. SOFR + 2.862%), 4/15/31(1)(2) | Β | ββββββ5,000 | ββββ4,821,030 |
Series 2015-41A, Class ER, 10.876%, (3 mo. SOFR + 5.562%), 4/15/31(1)(2) | Β | ββββββ1,268 | ββββ1,141,710 |
Series 2016-42A, Class DR, 8.506%, (3 mo. SOFR + 3.192%), 7/15/30(1)(2) | Β | ββββββ2,500 | ββββ2,450,000 |
Series 2016-42A, Class ER, 11.126%, (3 mo. SOFR + 5.812%), 7/15/30(1)(2) | Β | ββββββ3,500 | ββββ3,261,681 |
Elmwood CLO 14 Ltd., Series 2022-1A, Class E, 11.668%, (3 mo. SOFR + 6.35%), 4/20/35(1)(2) | Β | ββββββ1,950 | β βββ1,956,306 |
Security | Principal Amount (000's omitted) | Value | |
Elmwood CLO 17 Ltd., Series 2022-4A, Class E, 12.467%, (3 mo. SOFR + 7.15%), 7/17/35(1)(2) | $ | ββββββ2,250 | $ββββ2,261,304 |
Galaxy XXV CLO Ltd.:β | Β | Β | Β |
Series 2018-25A, Class D, 8.686%, (3 mo. SOFR + 3.362%), 10/25/31(1)(2) | Β | ββββββ2,500 | ββββ2,502,610 |
Series 2018-25A, Class E, 11.536%, (3 mo. SOFR + 6.212%), 10/25/31(1)(2) | Β | ββββββ3,500 | ββββ3,400,344 |
Golub Capital Partners CLO 22B Ltd., Series 2015-22A, Class ER, 11.579%, (3 mo. SOFR + 6.262%), 1/20/31(1)(2) | Β | ββββββ2,500 | ββββ2,473,570 |
Golub Capital Partners CLO 37B Ltd.:β | Β | Β | Β |
Series 2018-37A, Class D, 8.879%, (3 mo. SOFR + 3.562%), 7/20/30(1)(2) | Β | ββββββ4,000 | ββββ3,968,364 |
Series 2018-37A, Class E, 11.329%, (3 mo. SOFR + 6.012%), 7/20/30(1)(2) | Β | ββββββ4,750 | ββββ4,763,989 |
Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class E, 12.279%, (3 mo. SOFR + 6.962%), 7/20/34(1)(2) | Β | ββββββ1,250 | ββββ1,242,454 |
Golub Capital Partners CLO 58B Ltd., Series 2021-58A, Class E, 12.396%, (3 mo. SOFR + 7.072%), 1/25/35(1)(2) | Β | ββββββ2,500 | ββββ2,511,220 |
HalseyPoint CLO 5 Ltd., Series 2021-5A, Class E, 12.519%, (3 mo. SOFR + 7.202%), 1/30/35(1)(2) | Β | ββββββ2,000 | ββββ1,958,962 |
Harriman Park CLO Ltd., Series 2020-1A, Class ER, 11.979%, (3 mo. SOFR + 6.662%), 4/20/34(1)(2) | Β | ββββββ1,000 | ββββ1,003,849 |
ICG U.S. CLO Ltd.:β | Β | Β | Β |
Series 2018-2A, Class D, 8.679%, (3 mo. SOFR + 3.362%), 7/22/31(1)(2) | Β | ββββββ2,000 | ββββ1,919,842 |
Series 2018-2A, Class E, 11.329%, (3 mo. SOFR + 6.012%), 7/22/31(1)(2) | Β | ββββββ3,000 | ββββ2,750,898 |
Madison Park Funding LIX Ltd., Series 2021-59A, Class E, 12.16%, (3 mo. SOFR + 6.862%), 1/18/34(1)(2) | Β | ββββββ1,450 | ββββ1,457,089 |
Madison Park Funding XXV Ltd., Series 2017-25A, Class D, 11.686%, (3 mo. SOFR + 6.362%), 4/25/29(1)(2) | Β | ββββββ1,500 | ββββ1,482,177 |
Madison Park Funding XXXVI Ltd., Series 2019-36A, Class ER, 12.364%, (3 mo. SOFR + 7.05%), 4/15/35(1)(2) | Β | ββββββ2,500 | ββββ2,506,487 |
Marble Point CLO XXIV Ltd., Series 2022-1A, Class D1, 9.558%, (3 mo. SOFR + 4.24%), 4/20/35(1)(2) | Β | ββββββ2,000 | ββββ1,948,958 |
Neuberger Berman CLO XXII Ltd.:β | Β | Β | Β |
Series 2016-22A, Class DR, 8.678%, (3 mo. SOFR + 3.362%), 10/17/30(1)(2) | Β | ββββββ2,500 | ββββ2,498,140 |
Series 2016-22A, Class ER, 11.638%, (3 mo. SOFR + 6.322%), 10/17/30(1)(2) | Β | ββββββ3,000 | ββββ3,008,187 |
Neuberger Berman Loan Advisers CLO 28 Ltd., Series 2018-28A, Class E, 11.179%, (3 mo. SOFR + 5.862%), 4/20/30(1)(2) | Β | ββββββ1,950 | β βββ1,945,466 |
Β
4
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Principal Amount (000's omitted) | Value | |
Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class ER, 11.779%, (3 mo. SOFR + 6.462%), 1/20/31(1)(2) | $ | ββββββ1,000 | $ββββββ989,702 |
Neuberger Berman Loan Advisers CLO Ltd., Series 2022-48A, Class E, 11.825%, (3 mo. SOFR + 6.50%), 4/25/36(1)(2) | Β | ββββββ3,200 | ββββ3,190,512 |
OCP CLO Ltd.:β | Β | Β | Β |
Series 2022-24A, Class D, 9.118%, (3 mo. SOFR + 3.80%), 7/20/35(1)(2) | Β | ββββββββ500 | ββββββ497,394 |
Series 2022-24A, Class E, 12.738%, (3 mo. SOFR + 7.42%), 7/20/35(1)(2) | Β | ββββββ1,000 | ββββ1,002,594 |
Palmer Square CLO Ltd.:β | Β | Β | Β |
Series 2013-2A, Class DRR, 11.428%, (3 mo. SOFR + 6.112%), 10/17/31(1)(2) | Β | ββββββ1,325 | ββββ1,329,122 |
Series 2015-1A, Class DR4, 12.129%, (3 mo. SOFR + 6.762%), 5/21/34(1)(2) | Β | ββββββ2,000 | ββββ1,992,300 |
Series 2018-1A, Class D, 10.71%, (3 mo. SOFR + 5.412%), 4/18/31(1)(2) | Β | ββββββ2,000 | ββββ1,975,658 |
Series 2018-2A, Class D, 11.176%, (3 mo. SOFR + 5.862%), 7/16/31(1)(2) | Β | ββββββ2,000 | ββββ2,005,912 |
Series 2021-2A, Class E, 11.926%, (3 mo. SOFR + 6.612%), 7/15/34(1)(2) | Β | ββββββ1,000 | ββββ1,004,985 |
Series 2022-1A, Class E, 11.668%, (3 mo. SOFR + 6.35%), 4/20/35(1)(2) | Β | ββββββ2,000 | ββββ2,005,072 |
RAD CLO 5 Ltd., Series 2019-5A, Class E, 12.28%, (3 mo. SOFR + 6.962%), 7/24/32(1)(2) | Β | ββββββ1,250 | ββββ1,244,246 |
RAD CLO 14 Ltd., Series 2021-14A, Class E, 12.076%, (3 mo. SOFR + 6.762%), 1/15/35(1)(2) | Β | ββββββββ950 | ββββββ946,507 |
Regatta XIII Funding Ltd.:β | Β | Β | Β |
Series 2018-2A, Class C, 8.676%, (3 mo. SOFR + 3.362%), 7/15/31(1)(2) | Β | ββββββ2,500 | ββββ2,499,097 |
Series 2018-2A, Class D, 11.526%, (3 mo. SOFR + 6.212%), 7/15/31(1)(2) | Β | ββββββ5,000 | ββββ4,701,525 |
Regatta XIV Funding Ltd.:β | Β | Β | Β |
Series 2018-3A, Class D, 8.786%, (3 mo. SOFR + 3.462%), 10/25/31(1)(2) | Β | ββββββ2,500 | ββββ2,503,595 |
Series 2018-3A, Class E, 11.536%, (3 mo. SOFR + 6.212%), 10/25/31(1)(2) | Β | ββββββ2,000 | ββββ1,937,474 |
Regatta XV Funding Ltd., Series 2018-4A, Class D, 12.086%, (3 mo. SOFR + 6.762%), 10/25/31(1)(2) | Β | ββββββ2,875 | ββββ2,802,369 |
Upland CLO Ltd.:β | Β | Β | Β |
Series 2016-1A, Class CR, 8.479%, (3 mo. SOFR + 3.162%), 4/20/31(1)(2) | Β | ββββββ4,500 | ββββ4,419,949 |
Series 2016-1A, Class DR, 11.479%, (3 mo. SOFR + 6.162%), 4/20/31(1)(2) | Β | ββββββ2,125 | ββββ2,059,667 |
Vibrant CLO IX, Ltd.:β | Β | Β | Β |
Series 2018-9A, Class C, 8.779%, (3 mo. SOFR + 3.462%), 7/20/31(1)(2) | Β | ββββββ2,500 | ββββ2,404,935 |
Series 2018-9A, Class D, 11.829%, (3 mo. SOFR + 6.512%), 7/20/31(1)(2) | Β | ββββββ3,500 | β βββ2,901,059 |
Security | Principal Amount (000's omitted) | Value | |
Vibrant CLO X Ltd.:β | Β | Β | Β |
Series 2018-10A, Class C, 8.829%, (3 mo. SOFR + 3.512%), 10/20/31(1)(2) | $ | ββββββ5,000 | $ββββ5,005,000 |
Series 2018-10A, Class D, 11.769%, (3 mo. SOFR + 6.452%), 10/20/31(1)(2) | Β | ββββββ5,000 | ββββ5,012,500 |
Voya CLO Ltd.:β | Β | Β | Β |
Series 2015-3A, Class CR, 8.729%, (3 mo. SOFR + 3.412%), 10/20/31(1)(2) | Β | ββββββ2,500 | ββββ2,368,330 |
Series 2015-3A, Class DR, 11.779%, (3 mo. SOFR + 6.462%), 10/20/31(1)(2) | Β | ββββββ5,500 | ββββ4,790,285 |
Series 2016-3A, Class CR, 8.81%, (3 mo. SOFR + 3.512%), 10/18/31(1)(2) | Β | ββββββ2,000 | ββββ1,904,282 |
Series 2016-3A, Class DR, 11.64%, (3 mo. SOFR + 6.342%), 10/18/31(1)(2) | Β | ββββββ2,375 | ββββ2,089,948 |
Series 2018-2A, Class E, 10.826%, (3 mo. SOFR + 5.512%), 7/15/31(1)(2) | Β | ββββββ2,500 | ββββ2,251,095 |
Webster Park CLO Ltd.:β | Β | Β | Β |
Series 2015-1A, Class CR, 8.479%, (3 mo. SOFR + 3.162%), 7/20/30(1)(2) | Β | ββββββ2,000 | ββββ1,975,594 |
Series 2015-1A, Class DR, 11.079%, (3 mo. SOFR + 5.762%), 7/20/30(1)(2) | Β | ββββββ2,500 | ββββ2,443,590 |
Wellfleet CLO Ltd.:β | Β | Β | Β |
Series 2021-1A, Class D, 9.079%, (3 mo. SOFR + 3.762%), 4/20/34(1)(2) | Β | ββββββ1,200 | ββββ1,164,358 |
Series 2021-3A, Class E, 12.676%, (3 mo. SOFR + 7.362%), 1/15/35(1)(2) | Β | ββββββββ950 | ββββββ883,722 |
Series 2022-1A, Class D, 9.454%, (3 mo. SOFR + 4.14%), 4/15/34(1)(2) | Β | ββββββ1,000 | ββββ1,001,334 |
Series 2022-1A, Class E, 13.174%, (3 mo. SOFR + 7.86%), 4/15/34(1)(2) | Β | ββββββ2,000 | ββββ1,931,220 |
Total Asset-Backed Securities (identified cost $292,155,725) | Β | Β | $ββ283,971,804 |
Β Β Β Β
Common Stocks β 1.0% |
Security | Shares | Value | |
Aerospace and Defense β 0.0% | |||
IAP Worldwide Services LLC(3)(4)(5)(6) | Β | ββββββββ950 | $ββββββββββββ0 |
IAP Worldwide Services LLC(3)(4)(5) | Β | ββββββ1,627 | ββββββββββββ0 |
Β | Β | Β | $ββββββββββββ0 |
Chemicals β 0.0% | |||
Flint Campfire Topco Ltd., Class A(4)(5)(6) | Β | ββ3,812,783 | $ββββββββββββ0 |
Β | Β | Β | $ββββββββββββ0 |
Commercial Services & Supplies β 0.1% | |||
Monitronics International, Inc.(5)(6) | Β | ββββ223,950 | $ββββ4,702,950 |
Β
5
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Shares | Value | |
Commercial Services & Supplies (continued) | |||
Phoenix Services International LLC(5)(6) | Β | ββββ168,954 | $ββββ1,605,063 |
Phoenix Services International LLC(5)(6) | Β | βββββ15,415 | ββββββ146,443 |
Β | Β | Β | $ββββ6,454,456 |
Containers and Glass Products β 0.1% | |||
LG Parent Holding Co.(5)(6) | Β | ββββ250,979 | $ββββ1,537,246 |
Β | Β | Β | $ββββ1,537,246 |
Electronics/Electrical β 0.0%(7) | |||
Skillsoft Corp.(5)(6) | Β | βββββ44,676 | $ββββββ626,358 |
Β | Β | Β | $ββββββ626,358 |
Entertainment β 0.0%(7) | |||
New Cineworld Ltd.(5)(6) | Β | βββββ80,602 | $ββββ1,219,105 |
Β | Β | Β | $ββββ1,219,105 |
Health Care β 0.2% | |||
Akorn Holding Co. LLC(4)(5)(6) | Β | ββββ705,631 | $ββββββββββββ0 |
Envision Parent, Inc.(5)(6) | Β | ββββ778,264 | ββββ8,171,772 |
Β | Β | Β | $ββββ8,171,772 |
Household Durables β 0.2% | |||
Serta Simmons Bedding, Inc.(5)(6) | Β | ββ1,348,933 | $βββ11,128,697 |
Serta SSB Equipment Co.(4)(5)(6) | Β | ββ1,348,933 | ββββββββββββ0 |
Β | Β | Β | $βββ11,128,697 |
Investment Companies β 0.0%(7) | |||
Aegletes BV(5)(6) | Β | ββββ116,244 | $ββββββ280,439 |
Jubilee Topco Ltd., Class A(4)(5)(6) | Β | ββ2,897,167 | ββββββββββββ0 |
Β | Β | Β | $ββββββ280,439 |
Nonferrous Metals/Minerals β 0.2% | |||
ACNR Holdings, Inc., Class A(5)(6) | Β | ββββ141,193 | $βββ11,701,370 |
Β | Β | Β | $βββ11,701,370 |
Oil and Gas β 0.0%(7) | |||
AFG Holdings, Inc.(4)(5)(6) | Β | ββββ498,342 | $ββββ1,096,352 |
McDermott International Ltd.(5)(6) | Β | ββ1,013,850 | ββββββ255,186 |
Β | Β | Β | $ββββ1,351,538 |
Pharmaceuticals β 0.2% | |||
Covis Midco 1 SARL, Class A(5)(6) | Β | ββββββ8,008 | $ββββββββ4,084 |
Covis Midco 1 SARL, Class B(5)(6) | Β | ββββββ8,008 | ββββββββ4,084 |
Covis Midco 1 SARL, Class C(5)(6) | Β | ββββββ8,008 | ββββββββ4,084 |
Covis Midco 1 SARL, Class D(5)(6) | Β | ββββββ8,008 | β βββββββ4,084 |
Security | Shares | Value | |
Pharmaceuticals (continued) | |||
Covis Midco 1 SARL, Class E(5)(6) | Β | ββββββ8,008 | $ββββββββ4,084 |
Mallinckrodt International Finance SA(5)(6) | Β | ββββ250,308 | ββββ9,261,396 |
Β | Β | Β | $ββββ9,281,816 |
Retailers (Except Food and Drug) β 0.0%(7) | |||
Phillips Feed Service, Inc.(4)(5)(6) | Β | ββββββ2,590 | $ββββββ165,262 |
Β | Β | Β | $ββββββ165,262 |
Telecommunications β 0.0% | |||
GEE Acquisition Holdings Corp.(4)(5)(6) | Β | ββββ364,650 | $ββββββββββββ0 |
Β | Β | Β | $ββββββββββββ0 |
Utilities β 0.0%(7) | |||
Longview Intermediate Holdings C LLC, Class A(6) | Β | ββββ149,459 | $ββββ1,206,134 |
Β | Β | Β | $ββββ1,206,134 |
Total Common Stocks (identified cost $97,591,740) | Β | Β | $βββ53,124,193 |
Β Β Β Β
Corporate Bonds β 9.9% |
Security | Principal Amount* (000's omitted) | Value | |
Aerospace and Defense β 0.4% | |||
TransDigm, Inc.:β | Β | Β | Β |
6.25%, 3/15/26(1) | Β | ββββββ1,500 | $ββββ1,491,013 |
6.75%, 8/15/28(1) | Β | ββββββ3,175 | ββββ3,230,921 |
6.875%, 12/15/30(1) | Β | βββββ19,500 | βββ19,973,363 |
Β | Β | Β | $βββ24,695,297 |
Air Transport β 0.6% | |||
American Airlines, Inc./AAdvantage Loyalty IP Ltd.:β | Β | Β | Β |
5.50%, 4/20/26(1) | Β | βββββ12,881 | $βββ12,750,905 |
5.75%, 4/20/29(1) | Β | βββββ12,875 | βββ12,656,640 |
United Airlines, Inc.:β | Β | Β | Β |
4.375%, 4/15/26(1) | Β | ββββββ4,625 | ββββ4,465,695 |
4.625%, 4/15/29(1) | Β | ββββββ4,625 | ββββ4,282,091 |
Β | Β | Β | $βββ34,155,331 |
Automotive β 0.1% | |||
Adient Global Holdings Ltd., 7.00%, 4/15/28(1) | Β | ββββββ2,175 | $ββββ2,225,410 |
Β
6
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Principal Amount* (000's omitted) | Value | |
Automotive (continued) | |||
Clarios Global LP, 6.75%, 5/15/25(1) | Β | ββββββ1,890 | $ββββ1,890,108 |
Clarios Global LP/Clarios U.S. Finance Co., 6.25%, 5/15/26(1) | Β | ββββββ3,893 | ββββ3,864,082 |
Β | Β | Β | $ββββ7,979,600 |
Building and Development β 0.0%(7) | |||
Winnebago Industries, Inc., 6.25%, 7/15/28(1) | Β | ββββββββ900 | $ββββββ888,667 |
Β | Β | Β | $ββββββ888,667 |
Business Equipment and Services β 0.4% | |||
Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.625%, 7/15/26(1) | Β | ββββββ2,075 | $ββββ2,046,518 |
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL:β | Β | Β | Β |
4.625%, 6/1/28(1) | Β | ββββββ4,475 | ββββ4,036,244 |
4.625%, 6/1/28(1) | Β | βββββ15,725 | βββ14,166,810 |
Β | Β | Β | $βββ20,249,572 |
Chemicals β 0.5% | |||
INEOS Finance PLC:β | Β | Β | Β |
3.375%, 3/31/26(1) | EUR | ββββββ1,250 | $ββββ1,339,021 |
7.50%, 4/15/29 | Β | ββββββ7,825 | ββββ7,781,963 |
Olympus Water U.S. Holding Corp.:β | Β | Β | Β |
4.25%, 10/1/28(1) | Β | ββββββ9,350 | ββββ8,543,936 |
7.125%, 10/1/27(1) | Β | ββββββββ925 | ββββββ929,292 |
9.75%, 11/15/28(1) | Β | ββββββ8,600 | ββββ9,109,330 |
Β | Β | Β | $βββ27,703,542 |
Commercial Services β 0.4% | |||
Neptune Bidco U.S., Inc., 9.29%, 4/15/29(1) | Β | βββββ15,300 | $βββ14,626,422 |
Wand NewCo 3, Inc., 7.625%, 1/30/32(1) | Β | ββββββ7,750 | ββββ8,009,083 |
Β | Β | Β | $βββ22,635,505 |
Containers & Packaging β 0.2% | |||
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC:β | Β | Β | Β |
4.00%, 10/15/27(1) | Β | ββββββ5,150 | $ββββ4,806,572 |
4.375%, 10/15/28(1) | Β | ββββββ9,125 | ββββ8,522,750 |
Β | Β | Β | $βββ13,329,322 |
Diversified Financial Services β 0.3% | |||
AG Issuer LLC, 6.25%, 3/1/28(1) | Β | ββββββ8,075 | $ββββ7,982,776 |
AG TTMT Escrow Issuer LLC, 8.625%, 9/30/27(1) | Β | ββββββ2,925 | ββββ3,038,937 |
Aretec Group, Inc., 10.00%, 8/15/30(1) | Β | ββββββ4,225 | ββββ4,568,375 |
Β | Β | Β | $βββ15,590,088 |
Security | Principal Amount* (000's omitted) | Value | |
Diversified Telecommunication Services β 1.0% | |||
Altice France SA:β | Β | Β | Β |
5.125%, 1/15/29(1) | Β | ββββββ1,300 | $ββββββ963,109 |
5.125%, 7/15/29(1) | Β | βββββ42,825 | βββ31,347,035 |
5.50%, 10/15/29(1) | Β | ββββββ6,455 | ββββ4,763,817 |
Level 3 Financing, Inc., 3.875%, 11/15/29(1) | Β | βββββ11,225 | βββ11,140,813 |
Virgin Media Secured Finance PLC, 4.50%, 8/15/30(1) | Β | ββββββ6,500 | ββββ5,812,950 |
Β | Β | Β | $βββ54,027,724 |
Drugs β 0.2% | |||
Jazz Securities DAC, 4.375%, 1/15/29(1) | Β | ββββββ9,150 | $ββββ8,449,277 |
Β | Β | Β | $ββββ8,449,277 |
Ecological Services and Equipment β 0.1% | |||
GFL Environmental, Inc., 4.25%, 6/1/25(1) | Β | ββββββ5,300 | $ββββ5,211,966 |
Β | Β | Β | $ββββ5,211,966 |
Electronics/Electrical β 0.4% | |||
GoTo Group, Inc., 5.50%, 9/1/27(1) | Β | βββββ10,760 | $ββββ4,438,569 |
Imola Merger Corp., 4.75%, 5/15/29(1) | Β | βββββ18,175 | βββ16,937,180 |
Β | Β | Β | $βββ21,375,749 |
Entertainment β 0.1% | |||
Caesars Entertainment, Inc., 6.50%, 2/15/32(1)(8) | Β | ββββββ3,925 | $ββββ3,970,966 |
Live Nation Entertainment, Inc., 3.75%, 1/15/28(1) | Β | ββββββ2,075 | ββββ1,921,969 |
Six Flags Theme Parks, Inc., 7.00%, 7/1/25(1) | Β | ββββββ1,070 | ββββ1,075,885 |
Β | Β | Β | $ββββ6,968,820 |
Health Care β 0.5% | |||
Medline Borrower LP, 3.875%, 4/1/29(1) | Β | βββββ22,800 | $βββ20,663,150 |
Tenet Healthcare Corp., 4.25%, 6/1/29 | Β | ββββββ7,950 | ββββ7,387,041 |
Β | Β | Β | $βββ28,050,191 |
Hotels, Restaurants & Leisure β 0.6% | |||
Carnival Corp., 4.00%, 8/1/28(1) | Β | βββββ34,575 | $βββ32,003,903 |
SeaWorld Parks & Entertainment, Inc., 8.75%, 5/1/25(1) | Β | ββββββ2,125 | ββββ2,145,155 |
Β | Β | Β | $βββ34,149,058 |
Household Products β 0.3% | |||
Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc., 5.00%, 12/31/26(1) | Β | βββββ14,212 | $βββ13,751,119 |
Β | Β | Β | $βββ13,751,119 |
Β
7
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Principal Amount* (000's omitted) | Value | |
Insurance β 0.2% | |||
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 4.25%, 10/15/27(1) | Β | ββββββββ700 | $ββββββ651,759 |
NFP Corp.:β | Β | Β | Β |
7.50%, 10/1/30(1) | Β | ββββββ2,925 | ββββ3,074,419 |
8.50%, 10/1/31(1) | Β | ββββββ8,300 | ββββ9,139,541 |
Β | Β | Β | $βββ12,865,719 |
Internet Software & Services β 0.3% | |||
Central Parent, Inc./CDK Global, Inc., 7.25%, 6/15/29(1) | Β | βββββ13,700 | $βββ13,970,972 |
Β | Β | Β | $βββ13,970,972 |
Leisure Goods/Activities/Movies β 0.5% | |||
Lindblad Expeditions LLC, 6.75%, 2/15/27(1) | Β | ββββββ3,300 | $ββββ3,273,682 |
NCL Corp. Ltd., 5.875%, 2/15/27(1) | Β | βββββ22,000 | βββ21,689,600 |
Β | Β | Β | $βββ24,963,282 |
Machinery β 0.5% | |||
Husky Injection Molding Systems Ltd./Titan Co.-Borrower LLC, 9.00%, 2/15/29(1)(8) | Β | ββββββ7,775 | $ββββ7,775,000 |
Madison IAQ LLC, 4.125%, 6/30/28(1) | Β | βββββ13,400 | βββ12,326,704 |
TK Elevator U.S. Newco, Inc., 5.25%, 7/15/27(1) | Β | ββββββ7,150 | ββββ6,902,492 |
Β | Β | Β | $βββ27,004,196 |
Media β 0.5% | |||
iHeartCommunications, Inc.:β | Β | Β | Β |
4.75%, 1/15/28(1) | Β | ββββββ2,550 | $ββββ1,908,241 |
5.25%, 8/15/27(1) | Β | ββββββ2,125 | ββββ1,651,426 |
6.375%, 5/1/26 | Β | ββββββ2,896 | ββββ2,490,595 |
8.375%, 5/1/27 | Β | ββββββ5,248 | ββββ3,257,817 |
Univision Communications, Inc.:β | Β | Β | Β |
4.50%, 5/1/29(1) | Β | ββββββ9,125 | ββββ8,115,332 |
7.375%, 6/30/30(1) | Β | ββββββ9,150 | ββββ8,979,463 |
Β | Β | Β | $βββ26,402,874 |
Oil, Gas & Consumable Fuels β 0.2% | |||
CITGO Petroleum Corp., 7.00%, 6/15/25(1) | Β | βββββ10,525 | $βββ10,531,241 |
Β | Β | Β | $βββ10,531,241 |
Professional Services β 0.1% | |||
CoreLogic, Inc., 4.50%, 5/1/28(1) | Β | ββββββ5,525 | $ββββ4,902,333 |
Β | Β | Β | $ββββ4,902,333 |
Security | Principal Amount* (000's omitted) | Value | |
Real Estate Investment Trusts (REITs) β 0.2% | |||
Cushman & Wakefield U.S. Borrower LLC, 6.75%, 5/15/28(1) | Β | ββββββ7,018 | $ββββ6,925,992 |
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, 5.875%, 10/1/28(1) | Β | ββββββ6,425 | ββββ6,252,971 |
Β | Β | Β | $βββ13,178,963 |
Retail β 0.3% | |||
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., 4.625%, 1/15/29(1) | Β | βββββ15,580 | $βββ14,267,775 |
Β | Β | Β | $βββ14,267,775 |
Retailers (Except Food and Drug) β 0.0%(7) | |||
PetSmart, Inc./PetSmart Finance Corp., 4.75%, 2/15/28(1) | Β | ββββββ1,300 | $ββββ1,215,511 |
Β | Β | Β | $ββββ1,215,511 |
Software β 0.5% | |||
Boxer Parent Co., Inc., 7.125%, 10/2/25(1) | Β | ββββββ4,225 | $ββββ4,236,079 |
Cloud Software Group, Inc., 9.00%, 9/30/29(1) | Β | βββββ13,600 | βββ12,883,982 |
UKG, Inc., 6.875%, 2/1/31(1)(8) | Β | ββββββ7,850 | ββββ7,948,125 |
Veritas U.S., Inc./Veritas Bermuda Ltd., 7.50%, 9/1/25(1) | Β | ββββββ4,900 | ββββ4,191,644 |
Β | Β | Β | $βββ29,259,830 |
Technology β 0.2% | |||
Clarivate Science Holdings Corp., 3.875%, 7/1/28(1) | Β | βββββ11,400 | $βββ10,515,602 |
Β | Β | Β | $βββ10,515,602 |
Telecommunications β 0.2% | |||
LCPR Senior Secured Financing DAC, 5.125%, 7/15/29(1) | Β | ββββββ6,075 | $ββββ5,350,799 |
VMED O2 U.K. Financing I PLC, 4.25%, 1/31/31(1) | Β | ββββββ5,550 | ββββ4,858,063 |
Β | Β | Β | $βββ10,208,862 |
Utilities β 0.0%(7) | |||
Calpine Corp., 5.25%, 6/1/26(1) | Β | ββββββ1,109 | $ββββ1,091,712 |
Β | Β | Β | $ββββ1,091,712 |
Β
8
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Principal Amount* (000's omitted) | Value | |
Wireless Telecommunication Services β 0.1% | |||
Digicel International Finance Ltd./Digicel International Holdings Ltd., 9.00%, 5/25/27 | Β | ββββββ6,327 | $ββββ5,898,065 |
Β | Β | Β | $ββββ5,898,065 |
Total Corporate Bonds (identified cost $580,721,943) | Β | Β | $ββ545,487,765 |
Β Β Β Β
Exchange-Traded Funds β 0.3% |
Security | Shares | Value | |
SPDR Blackstone Senior Loan ETF | Β | ββββ426,000 | $βββ17,874,960 |
Total Exchange-Traded Funds (identified cost $19,593,027) | Β | Β | $βββ17,874,960 |
Β Β Β Β
Senior Floating-Rate Loans β 81.8%(9) |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Aerospace and Defense β 1.6% | |||
Aernnova Aerospace SAU:β | Β | Β | Β |
Term Loan, 6.916%, (3 mo. EURIBOR + 3.00%), 2/26/27 | EUR | ββββββ1,194 | $ββββ1,277,321 |
Term Loan, 6.955%, (3 mo. EURIBOR + 3.00%), 2/26/27 | EUR | ββββββ4,656 | ββββ4,981,554 |
AI Convoy (Luxembourg) SARL, Term Loan, 7.612%, (3 mo. EURIBOR + 3.75%), 1/18/27 | EUR | ββββββ3,850 | ββββ4,141,972 |
Dynasty Acquisition Co., Inc.:β | Β | Β | Β |
Term Loan, 9.333%, (SOFR + 4.00%), 8/24/28 | Β | βββββ23,343 | βββ23,400,416 |
Term Loan, 9.333%, (SOFR + 4.00%), 8/24/28 | Β | βββββ10,004 | βββ10,028,750 |
IAP Worldwide Services, Inc., Term Loan - Second Lien, 12.152%, (3 mo. USD LIBOR + 6.50%), 7/18/23(4) | Β | ββββββ6,709 | ββββ5,285,711 |
TransDigm, Inc.:β | Β | Β | Β |
Term Loan, 8.598%, (SOFR + 3.25%), 2/22/27 | Β | βββββ27,474 | βββ27,522,803 |
Term Loan, 8.598%, (SOFR + 3.25%), 8/24/28 | Β | ββββββ9,252 | ββββ9,269,285 |
Β | Β | Β | $βββ85,907,812 |
Airlines β 0.4% | |||
American Airlines, Inc., Term Loan, 10.329%, (SOFR + 4.75%), 4/20/28 | Β | βββββ23,481 | $βββ24,093,641 |
Β | Β | Β | $βββ24,093,641 |
Apparel & Luxury Goods β 0.3% | |||
Gloves Buyer, Inc., Term Loan, 9.447%, (SOFR + 4.00%), 12/29/27 | Β | βββββ12,091 | $βββ12,060,495 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Apparel & Luxury Goods (continued) | |||
Hanesbrands, Inc., Term Loan, 9.083%, (SOFR + 3.75%), 3/8/30 | Β | ββββββ4,541 | $ββββ4,513,725 |
Β | Β | Β | $βββ16,574,220 |
Auto Components β 1.9% | |||
Adient U.S. LLC, Term Loan, 8.083%, (SOFR + 2.75%), 1/31/31 | Β | ββββββ6,473 | $ββββ6,489,505 |
Autokiniton U.S. Holdings, Inc., Term Loan, 9.45%, (SOFR + 4.00%), 4/6/28 | Β | βββββ20,525 | βββ20,563,827 |
Clarios Global LP, Term Loan, 7.103%, (1 mo. EURIBOR + 3.25%), 4/30/26 | EUR | βββββ16,490 | βββ17,890,420 |
DexKo Global, Inc.:β | Β | Β | Β |
Term Loan, 7.925%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | ββββββ3,272 | ββββ3,525,574 |
Term Loan, 7.925%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | ββββββ7,303 | ββββ7,870,454 |
Term Loan, 9.36%, (SOFR + 3.75%), 10/4/28 | Β | ββββββ9,343 | ββββ9,300,996 |
Garrett Motion, Inc., Term Loan, 9.813%, (SOFR + 4.50%), 4/30/28 | Β | ββββββ8,393 | ββββ8,413,839 |
LSF12 Badger Bidco LLC, Term Loan, 11.333%, (SOFR + 6.00%), 8/30/30 | Β | ββββββ3,100 | ββββ3,098,063 |
LTI Holdings, Inc., Term Loan, 10.197%, (SOFR + 4.75%), 7/24/26 | Β | ββββββ7,025 | ββββ6,856,124 |
RealTruck Group, Inc.:β | Β | Β | Β |
Term Loan, 8.947%, (SOFR + 3.50%), 1/31/28 | Β | βββββ11,479 | βββ11,322,484 |
Term Loan, 10.447%, (SOFR + 5.00%), 1/31/28 | Β | ββββββ7,125 | ββββ7,027,031 |
Β | Β | Β | $ββ102,358,317 |
Automobiles β 0.6% | |||
Bombardier Recreational Products, Inc., Term Loan, 8.074%, (SOFR + 2.75%), 1/22/31 | Β | βββββ17,091 | $βββ17,087,639 |
MajorDrive Holdings IV LLC:β | Β | Β | Β |
Term Loan, 9.61%, (SOFR + 4.00%), 6/1/28 | Β | βββββ14,855 | βββ14,773,781 |
Term Loan, 10.998%, (SOFR + 5.50%), 6/1/29 | Β | ββββββ2,135 | ββββ2,145,643 |
Β | Β | Β | $βββ34,007,063 |
Beverages β 0.5% | |||
City Brewing Co. LLC, Term Loan, 9.078%, (SOFR + 3.50%), 4/5/28 | Β | βββββ11,356 | $ββββ8,673,456 |
Triton Water Holdings, Inc., Term Loan, 8.86%, (SOFR + 3.25%), 3/31/28 | Β | βββββ21,103 | βββ20,784,953 |
Β | Β | Β | $βββ29,458,409 |
Biotechnology β 0.5% | |||
Alkermes, Inc., Term Loan, 7.951%, (SOFR + 2.50%), 3/12/26 | Β | βββββ18,131 | $βββ18,108,228 |
Β
9
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Biotechnology (continued) | |||
Alltech, Inc., Term Loan, 9.447%, (SOFR + 4.00%), 10/13/28 | Β | ββββββ4,724 | $ββββ4,694,682 |
Grifols Worldwide Operations USA, Inc., Term Loan, 7.538%, (SOFR + 2.00%), 11/15/27 | Β | ββββββ4,429 | ββββ4,322,442 |
Β | Β | Β | $βββ27,125,352 |
Building Products β 0.6% | |||
Cornerstone Building Brands, Inc., Term Loan, 8.683%, (SOFR + 3.25%), 4/12/28 | Β | ββββββ6,041 | $ββββ6,005,738 |
CPG International, Inc., Term Loan, 7.933%, (SOFR + 2.50%), 4/28/29 | Β | βββββ11,603 | βββ11,604,263 |
LHS Borrower LLC, Term Loan, 10.183%, (SOFR + 4.75%), 2/16/29 | Β | ββββββ5,812 | ββββ5,458,449 |
MI Windows & Doors LLC, Term Loan, 8.933%, (SOFR + 3.50%), 12/18/27 | Β | ββββββ6,528 | ββββ6,536,305 |
Oscar AcquisitionCo LLC, Term Loan, 9.948%, (SOFR + 4.50%), 4/29/29 | Β | ββββββ1,594 | ββββ1,584,289 |
Standard Industries, Inc., Term Loan, 7.701%, (SOFR + 2.25%), 9/22/28 | Β | ββββββ3,804 | ββββ3,804,844 |
Β | Β | Β | $βββ34,993,888 |
Capital Markets β 3.9% | |||
Advisor Group, Inc., Term Loan, 9.833%, (SOFR + 4.50%), 8/17/28 | Β | βββββ22,225 | $βββ22,230,363 |
AllSpring Buyer LLC, Term Loan, 8.887%, (SOFR + 3.25%), 11/1/28 | Β | ββββββ6,204 | ββββ6,186,566 |
Aretec Group, Inc., Term Loan, 9.933%, (SOFR + 4.50%), 8/9/30 | Β | βββββ27,060 | βββ27,118,205 |
CeramTec AcquiCo GmbH, Term Loan, 7.455%, (3 mo. EURIBOR + 3.50%), 3/16/29 | EUR | βββββ12,779 | βββ13,771,841 |
Citco Funding LLC, Term Loan, 8.422%, (SOFR + 3.25%), 4/27/28 | Β | ββββββ8,155 | ββββ8,186,838 |
Clipper Acquisitions Corp., Term Loan, 7.21%, (SOFR + 1.75%), 3/3/28 | Β | ββββββ7,173 | ββββ7,163,750 |
Edelman Financial Center LLC, Term Loan, 8.947%, (SOFR + 3.50%), 4/7/28 | Β | βββββ18,852 | βββ18,781,379 |
EIG Management Co. LLC, Term Loan, 9.183%, (SOFR + 3.75%), 2/22/25 | Β | ββββββ2,851 | ββββ2,851,062 |
FinCo I LLC, Term Loan, 8.313%, (SOFR + 3.00%), 6/27/29 | Β | βββββ12,786 | βββ12,816,385 |
Focus Financial Partners LLC:β | Β | Β | Β |
Term Loan, 7.837%, (SOFR + 2.50%), 6/30/28 | Β | ββββββ9,852 | ββββ9,841,665 |
Term Loan, 8.083%, (SOFR + 2.75%), 6/30/28 | Β | βββββ28,466 | βββ28,392,306 |
Franklin Square Holdings LP, Term Loan, 7.683%, (SOFR + 2.25%), 8/1/25 | Β | ββββββ6,182 | ββββ6,182,399 |
Guggenheim Partners LLC, Term Loan, 8.598%, (SOFR + 3.25%), 12/12/29 | Β | βββββ19,182 | β ββ19,213,036 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Capital Markets (continued) | |||
HighTower Holdings LLC, Term Loan, 9.586%, (SOFR + 4.00%), 4/21/28 | Β | ββββββ2,668 | $ββββ2,668,176 |
LPL Holdings, Inc., Term Loan, 7.206%, (SOFR + 1.75%), 11/12/26 | Β | βββββ10,757 | βββ10,767,744 |
Mariner Wealth Advisors LLC, Term Loan, 8.86%, (SOFR + 3.25%), 8/18/28 | Β | βββββ13,412 | βββ13,367,434 |
Victory Capital Holdings, Inc.:β | Β | Β | Β |
Term Loan, 7.679%, (SOFR + 2.25%), 7/1/26 | Β | ββββββββ437 | ββββββ436,928 |
Term Loan, 7.679%, (SOFR + 2.25%), 12/29/28 | Β | ββββββ6,979 | ββββ6,987,482 |
Β | Β | Β | $ββ216,963,559 |
Chemicals β 4.6% | |||
Axalta Coating Systems U.S. Holdings, Inc., Term Loan, 7.848%, (SOFR + 2.50%), 12/20/29 | Β | βββββ17,612 | $βββ17,649,632 |
CPC Acquisition Corp., Term Loan, 9.36%, (SOFR + 3.75%), 12/29/27 | Β | βββββ14,714 | βββ12,037,790 |
Flint Group Midco Ltd., Term Loan, 10.577%, (SOFR + 5.26%), 9.827% cash, 0.75% PIK, 12/31/26 | Β | ββββββ4,992 | ββββ4,575,609 |
Flint Group Packaging INKS North America Holdings LLC:β | Β | Β | Β |
Term Loan, 8.958%, (3 mo. EURIBOR + 5.00%), 8.208% cash, 0.75% PIK, 12/31/26 | EUR | ββββββ1,549 | ββββ1,534,540 |
Term Loan, 10.958%, (3 mo. EURIBOR + 7.00%), 4.058% cash, 6.90% PIK, 12/30/27 | EUR | ββββββββ771 | ββββββ616,792 |
Term Loan - Second Lien, 10.958%, (3 mo. EURIBOR + 7.00%), 4.058% cash, 6.90% PIK, 12/30/27 | EUR | ββββββ1,027 | ββββββ130,951 |
Flint Group Topco Ltd.:β | Β | Β | Β |
Term Loan, 5.677%, (SOFR + 0.36%), 12/31/27 | Β | ββββββ2,507 | ββββ1,855,454 |
Term Loan - Second Lien, 12.577%, (SOFR + 7.26%), 5.677% cash, 6.90% PIK, 12/31/27 | Β | ββββββ3,344 | ββββββ394,558 |
Gemini HDPE LLC, Term Loan, 8.574%, (SOFR + 3.00%), 12/31/27 | Β | ββββββ4,629 | ββββ4,605,851 |
GEON Performance Solutions LLC, Term Loan, 10.36%, (SOFR + 4.75%), 8/18/28 | Β | ββββββ5,646 | ββββ5,636,370 |
Groupe Solmax, Inc., Term Loan, 10.234%, (SOFR + 4.75%), 5/29/28(10) | Β | ββββββ9,368 | ββββ9,072,043 |
INEOS Enterprises Holdings II Ltd., Term Loan, 7.955%, (3 mo. EURIBOR + 4.00%), 7/7/30 | EUR | ββββββ1,975 | ββββ2,140,163 |
INEOS Enterprises Holdings U.S. Finco LLC, Term Loan, 9.238%, (SOFR + 3.75%), 7/8/30 | Β | βββββ10,925 | βββ10,815,750 |
INEOS Finance PLC:β | Β | Β | Β |
Term Loan, 6.603%, (1 mo. EURIBOR + 2.75%), 11/8/28 | EUR | ββββββ8,900 | ββββ9,467,947 |
Term Loan, 7.853%, (1 mo. EURIBOR + 4.00%), 11/8/27 | EUR | ββββββ6,200 | ββββ6,697,951 |
INEOS Quattro Holdings U.K. Ltd.:β | Β | Β | Β |
Term Loan, 6.603%, (1 mo. EURIBOR + 2.75%), 1/29/26 | EUR | βββββ12,798 | β ββ13,879,423 |
Β
10
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Chemicals (continued) | |||
INEOS Quattro Holdings U.K. Ltd.:β(continued) | Β | Β | Β |
Term Loan, 7.853%, (1 mo. EURIBOR + 4.00%), 3/14/30 | EUR | ββββββ3,300 | $ββββ3,559,624 |
Term Loan, 9.087%, (SOFR + 3.75%), 3/14/30 | Β | ββββββ4,975 | ββββ4,971,891 |
INEOS U.S. Finance LLC:β | Β | Β | Β |
Term Loan, 8.933%, (SOFR + 3.50%), 2/18/30 | Β | βββββ20,601 | βββ20,401,249 |
Term Loan, 9.183%, (SOFR + 3.75%), 11/8/27 | Β | ββββββ2,630 | ββββ2,617,385 |
Term Loan, 1/31/31(11) | Β | ββββββ5,275 | ββββ5,238,734 |
Kraton Corp., Term Loan, 8.896%, (SOFR + 3.25%), 3/15/29 | Β | ββββββ5,600 | ββββ5,527,447 |
Kraton Polymers Holdings BV, Term Loan, 7.204%, (EURIBOR + 3.25%), 3/15/29(10) | EUR | ββββββ4,250 | ββββ4,532,693 |
Lonza Group AG:β | Β | Β | Β |
Term Loan, 7.85%, (3 mo. EURIBOR + 3.93%), 7/3/28 | EUR | ββββββ4,600 | ββββ4,681,235 |
Term Loan, 9.373%, (SOFR + 3.93%), 7/3/28 | Β | βββββ10,739 | βββ10,000,995 |
Momentive Performance Materials, Inc., Term Loan, 9.833%, (SOFR + 4.50%), 3/29/28 | Β | βββββ21,531 | βββ21,226,088 |
Olympus Water U.S. Holding Corp.:β | Β | Β | Β |
Term Loan, 9.36%, (SOFR + 3.75%), 11/9/28 | Β | ββββββ3,937 | ββββ3,929,496 |
Term Loan, 9.566%, (SOFR + 4.25%), 11/9/28 | Β | ββββββ5,330 | ββββ5,341,725 |
Orion Engineered Carbons GmbH, Term Loan, 6.325%, (3 mo. EURIBOR + 2.40%), 9/24/28 | EUR | ββββββ1,250 | ββββ1,340,180 |
PQ Corp., Term Loan, 7.913%, (SOFR + 2.50%), 6/9/28 | Β | ββββββ8,646 | ββββ8,654,015 |
Rohm Holding GmbH:β | Β | Β | Β |
Term Loan, 8.366%, (6 mo. EURIBOR + 4.50%), 7/31/26 | EUR | ββββββ1,000 | ββββ1,014,207 |
Term Loan, 8.472%, (3 mo. EURIBOR + 4.50%), 7/31/26 | EUR | βββββ10,800 | βββ10,953,434 |
Term Loan, 10.581%, (SOFR + 5.00%), 7/31/26 | Β | βββββ13,748 | βββ12,742,276 |
SCUR-Alpha 1503 GmbH, Term Loan, 10.813%, (SOFR + 5.50%), 3/29/30 | Β | ββββββ5,508 | ββββ5,171,085 |
Tronox Finance LLC:β | Β | Β | Β |
Term Loan, 8.082%, (SOFR + 2.50%), 3/10/28(10) | Β | βββββ11,570 | βββ11,555,422 |
Term Loan, 8.598%, (SOFR + 3.25%), 4/4/29 | Β | ββββββ3,611 | ββββ3,612,944 |
Term Loan, 8.848%, (SOFR + 3.50%), 8/16/28 | Β | ββββββ5,075 | ββββ5,081,344 |
Β | Β | Β | $ββ253,264,293 |
Commercial Services & Supplies β 1.7% | |||
Albion Financing 3 SARL:β | Β | Β | Β |
Term Loan, 10.827%, (SOFR + 5.25%), 8/17/26 | Β | ββββββ3,453 | $ββββ3,473,157 |
Term Loan, 10.878%, (SOFR + 5.50%), 8/17/26 | Β | ββββββ3,499 | ββββ3,520,428 |
Belfor Holdings, Inc., Term Loan, 9.083%, (SOFR + 3.75%), 11/1/30 | Β | ββββββ6,575 | ββββ6,583,219 |
EnergySolutions LLC, Term Loan, 9.313%, (SOFR + 4.00%), 9/20/30 | Β | βββββ16,268 | β ββ16,296,264 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Commercial Services & Supplies (continued) | |||
Foundever Group, Term Loan, 7.61%, (1 mo. EURIBOR + 3.75%), 8/28/28 | EUR | ββββββ6,425 | $ββββ6,900,102 |
Foundever Worldwide Corp., Term Loan, 9.197%, (SOFR + 3.75%), 8/28/28 | Β | βββββ16,415 | βββ15,885,497 |
GFL Environmental, Inc., Term Loan, 7.816%, (SOFR + 2.50%), 5/31/27 | Β | ββββββ4,270 | ββββ4,276,197 |
Harsco Corp., Term Loan, 7.697%, (SOFR + 2.25%), 3/10/28 | Β | ββββββββ883 | ββββββ874,741 |
Heritage-Crystal Clean, Inc., Term Loan, 10.317%, (SOFR + 5.00%), 10/17/30 | Β | ββββββ7,325 | ββββ7,334,156 |
Monitronics International, Inc., Term Loan, 13.074%, (SOFR + 7.50%), 6/30/28 | Β | βββββ12,312 | βββ12,388,601 |
Phoenix Services International LLC, Term Loan, 11.437%, (SOFR + 6.10%), 6/30/28 | Β | ββββββ2,047 | ββββ1,924,098 |
Tempo Acquisition LLC, Term Loan, 8.083%, (SOFR + 2.75%), 8/31/28 | Β | ββββββ2,456 | ββββ2,459,180 |
TMF Group Holding BV, Term Loan, 9.329%, (SOFR + 4.00%), 5/3/28 | Β | ββββββ4,650 | ββββ4,676,156 |
TruGreen LP, Term Loan, 9.433%, (SOFR + 4.00%), 11/2/27 | Β | ββββββ8,378 | ββββ8,110,497 |
Β | Β | Β | $βββ94,702,293 |
Construction Materials β 0.4% | |||
Quikrete Holdings, Inc.:β | Β | Β | Β |
Term Loan, 8.072%, (SOFR + 2.63%), 2/1/27 | Β | ββββββ2,726 | $ββββ2,728,833 |
Term Loan, 8.197%, (SOFR + 2.75%), 3/19/29 | Β | βββββ18,965 | βββ18,980,887 |
Β | Β | Β | $βββ21,709,720 |
Consumer Staples Distribution & Retail β 0.4% | |||
Cardenas Markets, Inc., Term Loan, 12.198%, (SOFR + 6.75%), 8/1/29 | Β | ββββββ4,144 | $ββββ4,150,330 |
Peer Holding III BV:β | Β | Β | Β |
Term Loan, 7.675%, (3 mo. EURIBOR + 3.75%), 9/29/28 | EUR | ββββββ5,725 | ββββ6,211,181 |
Term Loan, 8.598%, (SOFR + 3.25%), 10/28/30 | Β | βββββ11,475 | βββ11,506,074 |
Β | Β | Β | $βββ21,867,585 |
Containers & Packaging β 1.1% | |||
Berlin Packaging LLC, Term Loan, 9.223%, (SOFR + 3.75%), 3/11/28(10) | Β | ββββββ2,894 | $ββββ2,881,565 |
Clydesdale Acquisition Holdings, Inc., Term Loan, 4/13/29(11) | Β | βββββ12,925 | βββ12,862,805 |
Kouti BV, Term Loan, 7.38%, (3 mo. EURIBOR + 3.43%), 8/31/28 | EUR | βββββ24,250 | βββ26,002,251 |
Pretium Packaging LLC, Term Loan - Second Lien, 11.356%, (SOFR + 6.00%), 9.953% cash, 1.403% PIK, 10/2/28(10) | Β | ββββββ6,622 | β βββ5,454,816 |
Β
11
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Containers & Packaging (continued) | |||
Pretium PKG Holdings, Inc., Term Loan - Second Lien, 12.208%, (SOFR + 6.75%), 10/1/29 | Β | ββββββ6,675 | $ββββ2,939,083 |
Proampac PG Borrower LLC, Term Loan, 9.821%, (SOFR + 4.50%), 9/15/28 | Β | βββββ11,825 | βββ11,859,494 |
Β | Β | Β | $βββ62,000,014 |
Distributors β 0.4% | |||
Parts Europe SA, Term Loan, 2/3/31(11) | EUR | βββββ14,275 | $βββ15,480,820 |
Phillips Feed Service, Inc., Term Loan, 12.433%, (SOFR + 7.00%), 11/13/24(4) | Β | ββββββββ469 | ββββββ375,528 |
Rubix Group Midco 3 Ltd., Term Loan, 9/30/26(11) | EUR | ββββββ1,500 | ββββ1,623,753 |
Winterfell Financing SARL, Term Loan, 8.973%, (3 mo. EURIBOR + 5.00%), 5/4/28 | EUR | ββββββ2,000 | ββββ2,166,354 |
Β | Β | Β | $βββ19,646,455 |
Diversified Consumer Services β 1.1% | |||
Ascend Learning LLC, Term Loan, 8.933%, (SOFR + 3.50%), 12/11/28 | Β | βββββ11,264 | $βββ11,058,597 |
Belron Finance U.S. LLC, Term Loan, 7.448%, (SOFR + 2.00%), 4/13/28 | Β | ββββββ7,610 | ββββ7,622,894 |
FrontDoor, Inc., Term Loan, 7.697%, (SOFR + 2.25%), 6/17/28 | Β | ββββββββ853 | ββββββ854,725 |
KUEHG Corp., Term Loan, 10.348%, (SOFR + 5.00%), 6/12/30 | Β | βββββ13,691 | βββ13,727,050 |
Sotheby's, Term Loan, 10.076%, (SOFR + 4.50%), 1/15/27 | Β | βββββ10,765 | βββ10,693,211 |
Spring Education Group, Inc., Term Loan, 9.848%, (SOFR + 4.50%), 10/4/30 | Β | ββββββ3,725 | ββββ3,731,984 |
Wand NewCo 3, Inc., Term Loan, 1/30/31(11) | Β | βββββ12,150 | βββ12,173,729 |
Β | Β | Β | $βββ59,862,190 |
Diversified Financial Services β 0.2% | |||
Concorde Midco Ltd., Term Loan, 7.909%, (3 mo. EURIBOR + 4.00%), 3/1/28 | EUR | ββββββ8,730 | $ββββ9,444,730 |
Β | Β | Β | $ββββ9,444,730 |
Diversified Telecommunication Services β 0.8% | |||
CenturyLink, Inc., Term Loan, 7.697%, (SOFR + 2.25%), 3/15/27 | Β | βββββ22,727 | $βββ15,819,682 |
GEE Holdings 2 LLC:β | Β | Β | Β |
Term Loan, 13.46%, (SOFR + 8.00%), 3/24/25 | Β | ββββββ9,639 | ββββ8,771,597 |
Term Loan - Second Lien, 13.71%, (SOFR + 8.25%), 5.46% cash, 8.25% PIK, 3/23/26 | Β | ββββββ7,406 | β βββ4,443,597 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Diversified Telecommunication Services (continued) | |||
Level 3 Financing, Inc., Term Loan, 7.197%, (SOFR + 1.75%), 3/1/27 | Β | βββββ12,351 | $βββ11,898,488 |
Virgin Media Bristol LLC, Term Loan, 7.948%, (SOFR + 2.50%), 1/31/28 | Β | ββββββ2,563 | ββββ2,518,256 |
Β | Β | Β | $βββ43,451,620 |
Electrical Equipment β 0.6% | |||
Brookfield WEC Holdings, Inc., Term Loan, 8.086%, (SOFR + 2.75%), 1/17/31 | Β | βββββ31,492 | $βββ31,371,559 |
Β | Β | Β | $βββ31,371,559 |
Electronic Equipment, Instruments & Components β 1.5% | |||
Chamberlain Group, Inc., Term Loan, 11/3/28(11) | Β | βββββ11,200 | $βββ11,114,835 |
Creation Technologies, Inc., Term Loan, 11.092%, (SOFR + 5.50%), 10/5/28 | Β | βββββ12,784 | βββ12,432,087 |
II-VI Incorporated, Term Loan, 8.197%, (SOFR + 2.75%), 7/2/29 | Β | ββββββββ385 | ββββββ383,727 |
Minimax Viking GmbH, Term Loan, 7.103%, (1 mo. EURIBOR + 3.25%), 7/31/28 | EUR | ββββββ3,469 | ββββ3,778,320 |
Mirion Technologies, Inc., Term Loan, 8.36%, (SOFR + 2.75%), 10/20/28 | Β | ββββββ1,722 | ββββ1,720,648 |
Robertshaw U.S. Holding Corp.:β | Β | Β | Β |
Term Loan, 13.43%, (SOFR + 8.00%), 2/28/27 | Β | ββββββββββ3 | ββββββββ3,339 |
Term Loan, 13.43%, (SOFR + 8.00%), 8.43% cash, 5.00% PIK, 2/28/27 | Β | βββββ18,002 | βββ18,106,019 |
Term Loan - Second Lien, 12.448%, (SOFR + 7.00%), 2/28/27 | Β | βββββ16,894 | βββ13,937,527 |
TTM Technologies, Inc., Term Loan, 8.103%, (SOFR + 2.75%), 5/30/30 | Β | ββββββ5,199 | ββββ5,205,373 |
Verifone Systems, Inc., Term Loan, 9.641%, (SOFR + 4.00%), 8/20/25 | Β | βββββ14,579 | βββ14,004,505 |
Β | Β | Β | $βββ80,686,380 |
Energy Equipment & Services β 0.7% | |||
Ameriforge Group, Inc.:β | Β | Β | Β |
Term Loan, 12.124%, (SOFR + 8.00%), 3/28/24(4)(12) | Β | ββββββ3,251 | $ββββ2,600,082 |
Term Loan, 18.36%, (SOFR + 13.00%), 13.36% cash, 5.00% PIK, 3/28/24(4) | Β | βββββ25,525 | βββ20,417,718 |
GIP Pilot Acquisition Partners LP, Term Loan, 8.327%, (SOFR + 3.00%), 10/4/30 | Β | ββββββ4,875 | ββββ4,885,155 |
Lealand Finance Co. BV:β | Β | Β | Β |
Letter of Credit, 3.638%, 6/28/24(12) | Β | ββββββ9,039 | ββββ7,683,464 |
Term Loan, 9.447%, (SOFR + 4.00%), 6.447% cash, 3.00% PIK, 6/30/25 | Β | ββββββ2,537 | ββββ1,075,260 |
Β | Β | Β | $βββ36,661,679 |
Β
12
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Engineering & Construction β 0.7% | |||
Aegion Corp., Term Loan, 9.587%, (SOFR + 4.25%), 5/17/28 | Β | βββββ15,726 | $βββ15,740,756 |
American Residential Services LLC, Term Loan, 9.11%, (SOFR + 3.50%), 10/15/27 | Β | ββββββββ496 | ββββββ495,187 |
APi Group DE, Inc., Term Loan, 7.701%, (SOFR + 2.25%), 10/1/26 | Β | βββββ10,603 | βββ10,633,257 |
Northstar Group Services, Inc.:β | Β | Β | Β |
Term Loan, 10.947%, (SOFR + 5.50%), 11/12/26 | Β | βββββ10,745 | βββ10,751,542 |
Term Loan, 10.951%, (SOFR + 5.50%), 11/12/26 | Β | ββββββ1,950 | ββββ1,952,437 |
Β | Β | Β | $βββ39,573,179 |
Entertainment β 0.9% | |||
City Football Group Ltd., Term Loan, 8.451%, (SOFR + 3.00%), 7/21/28 | Β | ββββββ8,207 | $ββββ8,172,881 |
Crown Finance U.S., Inc., Term Loan, 13.947%, (SOFR + 8.50%), 6.947% cash, 7.00% PIK, 7/31/28 | Β | ββββββ1,810 | ββββ1,833,231 |
Delta 2 (LUX) SARL, Term Loan, 7.598%, (SOFR + 2.25%), 1/15/30 | Β | ββββββ2,500 | ββββ2,502,500 |
Live Nation Entertainment, Inc., Term Loan, 7.187%, (SOFR + 1.75%), 10/19/26 | Β | ββββββ5,556 | ββββ5,560,156 |
Playtika Holding Corp., Term Loan, 8.197%, (SOFR + 2.75%), 3/13/28 | Β | βββββ13,492 | βββ13,475,415 |
Renaissance Holding Corp., Term Loan, 10.083%, (SOFR + 4.75%), 4/5/30 | Β | βββββ10,997 | βββ11,018,058 |
UFC Holdings LLC, Term Loan, 8.336%, (SOFR + 2.75%), 4/29/26 | Β | ββββββ7,182 | ββββ7,186,467 |
Vue International Bidco PLC:β | Β | Β | Β |
Term Loan, 12.13%, (6 mo. EURIBOR + 8.00%), 6/30/27 | EUR | ββββββββ434 | ββββββ459,953 |
Term Loan, 12.63%, (6 mo. EURIBOR + 8.50%), 6.13% cash, 6.50% PIK, 12/31/27 | EUR | ββββββ3,031 | ββββ1,113,602 |
Β | Β | Β | $βββ51,322,263 |
Equity Real Estate Investment Trusts (REITs) β 0.2% | |||
Iron Mountain, Inc.:β | Β | Β | Β |
Term Loan, 7.197%, (1 mo. USD LIBOR + 1.75%), 1/2/26 | Β | ββββββ3,625 | $ββββ3,619,016 |
Term Loan, 7.587%, (SOFR + 2.25%), 1/31/31 | Β | βββββ10,225 | βββ10,209,028 |
Β | Β | Β | $βββ13,828,044 |
Financial Services β 1.2% | |||
Ditech Holding Corp., Term Loan, 0.00%, 6/30/24(13) | Β | βββββ18,244 | $ββββ2,006,820 |
GTCR W Merger Sub LLC, Term Loan, 1/31/29(11) | Β | βββββ30,700 | β ββ30,716,455 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Financial Services (continued) | |||
NCR Atleos LLC, Term Loan, 10.163%, (SOFR + 4.75%), 3/27/29(10) | Β | βββββ13,700 | $βββ13,738,524 |
Nuvei Technologies Corp., Term Loan, 12/19/30(11) | Β | ββββββ8,300 | ββββ8,302,075 |
Walker & Dunlop, Inc., Term Loan, 7.683%, (SOFR + 2.25%), 12/16/28 | Β | βββββ12,789 | βββ12,773,014 |
WEX, Inc., Term Loan, 3/31/28(11) | Β | ββββββ1,264 | ββββ1,260,982 |
Β | Β | Β | $βββ68,797,870 |
Food Products β 1.1% | |||
8th Avenue Food & Provisions, Inc., Term Loan, 10.197%, (SOFR + 4.75%), 10/1/25 | Β | ββββββ6,525 | $ββββ6,357,614 |
Badger Buyer Corp., Term Loan, 8.951%, (SOFR + 3.50%), 9/30/24 | Β | ββββββ4,763 | ββββ4,429,147 |
Del Monte Foods, Inc., Term Loan, 9.683%, (SOFR + 4.25%), 5/16/29 | Β | ββββββ6,246 | ββββ5,635,010 |
Froneri International Ltd.:β | Β | Β | Β |
Term Loan, 5.991%, (6 mo. EURIBOR + 2.13%), 1/29/27 | EUR | ββββββ1,500 | ββββ1,620,817 |
Term Loan, 7.683%, (SOFR + 2.25%), 1/29/27 | Β | ββββββ4,679 | ββββ4,678,308 |
Nomad Foods U.S. LLC, Term Loan, 8.469%, (SOFR + 3.00%), 11/13/29 | Β | ββββββ7,953 | ββββ7,967,325 |
Shearer's Foods, Inc., Term Loan, 1/31/31(11) | Β | ββββββ7,325 | ββββ7,251,750 |
United Petfood Finance BV, Term Loan, 6.852%, (6 mo. EURIBOR + 2.75%), 4/24/28 | EUR | ββββββ8,400 | ββββ8,990,889 |
Valeo F1 Co. Ltd. (Ireland):β | Β | Β | Β |
Term Loan, 8.136%, (6 mo. EURIBOR + 4.00%), 9/29/28 | EUR | ββββββ8,550 | ββββ8,812,637 |
Term Loan, 10.186%, (SONIA + 5.00%), 6/28/28 | GBP | ββββββ2,500 | ββββ2,948,453 |
Β | Β | Β | $βββ58,691,950 |
Gas Utilities β 0.4% | |||
CQP Holdco LP, Term Loan, 8.348%, (SOFR + 3.00%), 12/31/30 | Β | βββββ20,070 | $βββ20,063,081 |
Β | Β | Β | $βββ20,063,081 |
Health Care Equipment & Supplies β 0.6% | |||
Bayou Intermediate II LLC, Term Loan, 10.154%, (SOFR + 4.50%), 8/2/28 | Β | ββββββ6,644 | $ββββ6,378,434 |
Journey Personal Care Corp., Term Loan, 9.701%, (SOFR + 4.25%), 3/1/28 | Β | βββββ21,202 | βββ20,822,558 |
Medline Borrower LP, Term Loan, 8.451%, (SOFR + 3.00%), 10/23/28 | Β | ββββββ8,591 | ββββ8,590,705 |
Β | Β | Β | $βββ35,791,697 |
Β
13
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Health Care Providers & Services β 4.2% | |||
AEA International Holdings (Lux) SARL, Term Loan, 8.819%, (SOFR + 3.50%), 9/7/28 | Β | βββββ13,646 | $βββ13,671,779 |
BW NHHC Holdco, Inc., Term Loan - Second Lien, 13.348%, (SOFR + 8.00%), 1/15/26 | Β | βββββ17,442 | βββ14,912,513 |
Cano Health LLC, Term Loan, 9.463%, (SOFR + 4.00%), 11/23/27(10) | Β | ββββββ7,208 | ββββ3,003,462 |
CCRR Parent, Inc., Term Loan, 9.197%, (SOFR + 3.75%), 3/6/28 | Β | ββββββ4,697 | ββββ4,508,960 |
Cerba Healthcare SAS:β | Β | Β | Β |
Term Loan, 7.553%, (1 mo. EURIBOR + 3.70%), 6/30/28 | EUR | βββββ18,925 | βββ19,133,818 |
Term Loan, 7.853%, (1 mo. EURIBOR + 4.00%), 2/16/29 | EUR | ββββββ8,225 | ββββ8,398,029 |
CHG Healthcare Services, Inc., Term Loan, 9.083%, (SOFR + 3.75%), 9/29/28 | Β | ββββββ4,200 | ββββ4,205,250 |
Covis Finco SARL, Term Loan, 0.00%, 2/18/27(13) | Β | ββββββ9,853 | ββββ3,731,846 |
Dedalus Finance GmbH, Term Loan, 7.612%, (6 mo. EURIBOR + 3.75%), 7/17/27 | EUR | ββββββ3,350 | ββββ3,546,704 |
Elsan SAS, Term Loan, 7.39%, (6 mo. EURIBOR + 3.35%), 6/16/28 | EUR | ββββββ4,100 | ββββ4,426,484 |
Ensemble RCM LLC, Term Loan, 8.317%, (SOFR + 3.00%), 8/1/29 | Β | ββββββ4,031 | ββββ4,030,314 |
IVC Acquisition Ltd.:β | Β | Β | Β |
Term Loan, 9.071%, (3 mo. EURIBOR + 5.00%), 11/13/26 | EUR | ββββββ4,100 | ββββ4,450,256 |
Term Loan, 10.886%, (SOFR + 5.50%), 11/17/28 | Β | βββββ10,600 | βββ10,630,920 |
Medical Solutions Holdings, Inc.:β | Β | Β | Β |
Term Loan, 8.683%, (SOFR + 3.25%), 11/1/28 | Β | βββββ13,710 | βββ12,412,299 |
Term Loan - Second Lien, 12.433%, (SOFR + 7.00%), 11/1/29 | Β | ββββββ9,500 | ββββ7,861,250 |
Mehilainen Yhtiot OYJ, Term Loan, 7.45%, (3 mo. EURIBOR + 3.53%), 8/8/25 | EUR | ββββββ6,025 | ββββ6,527,497 |
Midwest Physician Administrative Services LLC, Term Loan, 8.86%, (SOFR + 3.25%), 3/12/28 | Β | ββββββ1,406 | ββββ1,255,152 |
National Mentor Holdings, Inc.:β | Β | Β | Β |
Term Loan, 9.186%, (SOFR + 3.75%), 3/2/28(10) | Β | βββββ12,220 | βββ11,178,333 |
Term Loan, 9.198%, (SOFR + 3.75%), 3/2/28 | Β | ββββββββ334 | ββββββ305,270 |
Term Loan - Second Lien, 12.698%, (SOFR + 7.25%), 3/2/29 | Β | ββββββ5,525 | ββββ4,208,210 |
Phoenix Guarantor, Inc.:β | Β | Β | Β |
Term Loan, 8.697%, (SOFR + 3.25%), 3/5/26 | Β | βββββ16,192 | βββ16,164,626 |
Term Loan, 8.947%, (SOFR + 3.50%), 3/5/26 | Β | ββββββ5,348 | ββββ5,338,346 |
R1 RCM, Inc., Term Loan, 6/21/29(11) | Β | ββββββ2,300 | ββββ2,305,175 |
Ramsay Generale de Sante SA, Term Loan, 6.92%, (3 mo. EURIBOR + 2.95%), 4/22/27 | EUR | ββββββ6,600 | ββββ7,141,537 |
Select Medical Corp., Term Loan, 8.333%, (SOFR + 3.00%), 3/6/27 | Β | βββββ36,942 | β ββ36,964,989 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Health Care Providers & Services (continued) | |||
Sound Inpatient Physicians:β | Β | Β | Β |
Term Loan, 8.574%, (SOFR + 3.00%), 6/27/25 | Β | ββββββββ197 | $βββββββ66,792 |
Term Loan, 8.574%, (SOFR + 3.00%), 6/27/25 | Β | ββββββ2,316 | ββββββ783,550 |
Synlab Bondco PLC:β | Β | Β | Β |
Term Loan, 6.361%, (6 mo. EURIBOR + 2.50%), 7/1/27 | EUR | ββββββ2,125 | ββββ2,288,234 |
Term Loan, 12/12/30(11) | EUR | ββββββ5,250 | ββββ5,704,705 |
TTF Holdings LLC, Term Loan, 9.447%, (SOFR + 4.00%), 3/31/28 | Β | ββββββ5,083 | ββββ5,093,181 |
U.S. Anesthesia Partners, Inc., Term Loan, 9.717%, (SOFR + 4.25%), 10/1/28 | Β | ββββββ5,005 | ββββ4,739,401 |
Β | Β | Β | $ββ228,988,882 |
Health Care Technology β 1.1% | |||
Certara LP, Term Loan, 9.15%, (SOFR + 3.50%), 8/15/26 | Β | ββββββ1,804 | $ββββ1,808,260 |
Imprivata, Inc.:β | Β | Β | Β |
Term Loan, 9.087%, (SOFR + 3.75%), 12/1/27 | Β | βββββ11,175 | βββ11,198,153 |
Term Loan, 9.563%, (SOFR + 4.25%), 12/1/27 | Β | ββββββ3,251 | ββββ3,255,070 |
MedAssets Software Intermediate Holdings, Inc.:β | Β | Β | Β |
Term Loan, 9.447%, (SOFR + 4.00%), 12/18/28 | Β | βββββ16,187 | βββ13,677,751 |
Term Loan - Second Lien, 12.201%, (SOFR + 6.75%), 12/17/29 | Β | ββββββ8,775 | ββββ5,352,750 |
Project Ruby Ultimate Parent Corp., Term Loan, 3/10/28(11) | Β | ββββββ3,475 | ββββ3,470,656 |
Symplr Software, Inc., Term Loan, 9.913%, (SOFR + 4.50%), 12/22/27 | Β | βββββ12,894 | βββ11,741,521 |
Verscend Holding Corp., Term Loan, 9.447%, (SOFR + 4.00%), 8/27/25 | Β | ββββββ9,924 | ββββ9,943,819 |
Β | Β | Β | $βββ60,447,980 |
Hotels, Restaurants & Leisure β 4.4% | |||
1011778 BC Unlimited Liability Co., Term Loan, 7.583%, (SOFR + 2.25%), 9/20/30 | Β | βββββ32,566 | $βββ32,441,280 |
Caesars Entertainment, Inc., Term Loan, 1/24/31(11) | Β | βββββ22,475 | βββ22,465,628 |
Carnival Corp., Term Loan, 8.697%, (SOFR + 3.25%), 10/18/28 | Β | βββββ34,325 | βββ34,367,405 |
ClubCorp Holdings, Inc., Term Loan, 10.61%, (SOFR + 5.00%), 9/18/26 | Β | βββββ20,377 | βββ20,144,502 |
Flutter Financing BV, Term Loan, 7.698%, (SOFR + 2.25%), 11/25/30 | Β | βββββ31,750 | βββ31,703,708 |
GVC Holdings (Gibraltar) Ltd., Term Loan, 7.675%, (3 mo. EURIBOR + 3.75%), 6/30/28 | EUR | βββββ21,225 | βββ23,084,412 |
Light and Wonder International, Inc., Term Loan, 8.083%, (SOFR + 2.75%), 4/14/29 | Β | ββββββ7,388 | ββββ7,368,108 |
Ontario Gaming GTA LP, Term Loan, 9.598%, (SOFR + 4.25%), 8/1/30 | Β | βββββ14,925 | β ββ14,966,969 |
Β
14
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Hotels, Restaurants & Leisure (continued) | |||
Oravel Stays Singapore Pte. Ltd., Term Loan, 13.883%, (SOFR + 8.25%), 6/23/26 | Β | ββββββ3,466 | $ββββ3,240,250 |
Playa Resorts Holding BV, Term Loan, 8.582%, (SOFR + 3.25%), 1/5/29 | Β | βββββ26,903 | βββ26,918,260 |
SeaWorld Parks & Entertainment, Inc., Term Loan, 7.833%, (SOFR + 2.50%), 8/25/28 | Β | βββββ14,785 | βββ14,785,181 |
Stars Group Holdings BV, Term Loan, 6.425%, (3 mo. EURIBOR + 2.50%), 7/21/26 | EUR | βββββ11,225 | βββ12,178,243 |
Β | Β | Β | $ββ243,663,946 |
Household Durables β 1.1% | |||
ACProducts, Inc., Term Loan, 9.86%, (SOFR + 4.25%), 5/17/28 | Β | βββββ18,525 | $βββ16,073,753 |
Libbey Glass, Inc., Term Loan, 11.974%, (SOFR + 6.50%), 11/22/27 | Β | βββββ14,400 | βββ13,752,020 |
Serta Simmons Bedding, Inc., Term Loan, 12.963%, (SOFR + 7.50%), 6/29/28 | Β | βββββ19,908 | βββ18,762,824 |
Solis IV BV, Term Loan, 8.88%, (SOFR + 3.50%), 2/26/29 | Β | βββββ13,683 | βββ13,480,309 |
Β | Β | Β | $βββ62,068,906 |
Household Products β 0.4% | |||
Energizer Holdings, Inc., Term Loan, 7.701%, (SOFR + 2.25%), 12/22/27 | Β | ββββββ5,436 | $ββββ5,428,386 |
Kronos Acquisition Holdings, Inc.:β | Β | Β | Β |
Term Loan, 9.36%, (SOFR + 3.75%), 12/22/26 | Β | ββββββ7,965 | ββββ7,976,991 |
Term Loan, 11.538%, (SOFR + 6.00%), 12/22/26 | Β | ββββββ5,047 | ββββ5,072,235 |
Nobel Bidco BV, Term Loan, 7.475%, (3 mo. EURIBOR + 3.50%), 9/1/28 | EUR | ββββββ5,450 | ββββ5,744,603 |
Β | Β | Β | $βββ24,222,215 |
Independent Power and Renewable Electricity Producers β 0.1% | |||
Calpine Corp.:β | Β | Β | Β |
Term Loan, 7.324%, (SOFR + 2.00%), 1/31/31 | Β | ββββββ2,295 | $ββββ2,278,776 |
Term Loan, 1/31/31(11) | Β | ββββββ2,625 | ββββ2,606,544 |
Β | Β | Β | $ββββ4,885,320 |
Industrial Conglomerates β 0.5% | |||
Ammeraal Beltech Holding BV, Term Loan, 8.925%, (3 mo. EURIBOR + 5.00%), 12/30/28 | EUR | ββββββ8,225 | $ββββ8,919,621 |
Rain Carbon GmbH, Term Loan, 8.994%, (3 mo. EURIBOR + 5.00%), 10/31/28 | EUR | βββββ15,183 | βββ16,408,265 |
Β | Β | Β | $βββ25,327,886 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Industrials Conglomerates β 0.4% | |||
Kohler Energy Co. LLC, Term Loan, 1/30/31(11) | Β | βββββ22,475 | $βββ21,913,125 |
Β | Β | Β | $βββ21,913,125 |
Insurance β 1.3% | |||
Alliant Holdings Intermediate LLC, Term Loan, 8.833%, (SOFR + 3.50%), 11/6/30 | Β | βββββ13,868 | $βββ13,910,553 |
AmWINS Group, Inc., Term Loan, 8.197%, (SOFR + 2.75%), 2/19/28 | Β | ββββββ4,975 | ββββ4,972,800 |
AssuredPartners, Inc.:β | Β | Β | Β |
Term Loan, 8.947%, (SOFR + 3.50%), 2/12/27 | Β | ββββββ9,784 | ββββ9,768,382 |
Term Loan, 8.947%, (SOFR + 3.50%), 2/12/27 | Β | ββββββ5,281 | ββββ5,270,487 |
Financiere CEP SAS, Term Loan, 7.885%, (6 mo. EURIBOR + 4.00%), 6/18/27 | EUR | ββββββ5,125 | ββββ5,551,859 |
HUB International Ltd., Term Loan, 8.57%, (SOFR + 3.25%), 6/20/30 | Β | βββββ11,344 | βββ10,611,625 |
NFP Corp., Term Loan, 8.697%, (SOFR + 3.25%), 2/16/27 | Β | βββββ17,079 | βββ17,126,892 |
USI, Inc., Term Loan, 8.598%, (SOFR + 3.25%), 9/27/30 | Β | ββββββ4,489 | ββββ4,486,878 |
Β | Β | Β | $βββ71,699,476 |
Interactive Media & Services β 0.7% | |||
Adevinta ASA:β | Β | Β | Β |
Term Loan, 6.425%, (3 mo. EURIBOR + 2.50%), 6/26/28 | EUR | ββββββ5,249 | $ββββ5,693,284 |
Term Loan, 8.362%, (SOFR + 2.75%), 6/26/28 | Β | ββββββββ898 | ββββββ902,083 |
Buzz Finco LLC:β | Β | Β | Β |
Term Loan, 8.183%, (SOFR + 2.75%), 1/29/27 | Β | ββββββ1,956 | ββββ1,955,075 |
Term Loan, 8.683%, (SOFR + 3.25%), 1/29/27 | Β | ββββββββ435 | ββββββ435,057 |
Foundational Education Group, Inc., Term Loan, 9.324%, (SOFR + 3.75%), 8/31/28 | Β | ββββββ5,123 | ββββ5,039,654 |
Getty Images, Inc.:β | Β | Β | Β |
Term Loan, 8.875%, (1 mo. EURIBOR + 5.00%), 2/19/26 | EUR | ββββββ2,224 | ββββ2,416,578 |
Term Loan, 9.948%, (SOFR + 4.50%), 2/19/26 | Β | βββββ16,392 | βββ16,405,369 |
Match Group, Inc., Term Loan, 7.27%, (SOFR + 1.75%), 2/13/27 | Β | ββββββ6,450 | ββββ6,441,938 |
Β | Β | Β | $βββ39,289,038 |
IT Services β 3.6% | |||
Asurion LLC:β | Β | Β | Β |
Term Loan, 9.433%, (SOFR + 4.00%), 8/19/28 | Β | ββββββ9,036 | $ββββ8,935,556 |
Term Loan, 9.683%, (SOFR + 4.25%), 8/19/28 | Β | ββββββ7,082 | ββββ7,015,782 |
Term Loan - Second Lien, 10.697%, (SOFR + 5.25%), 1/31/28 | Β | βββββ15,790 | βββ15,158,400 |
Term Loan - Second Lien, 10.697%, (SOFR + 5.25%), 1/20/29 | Β | ββββββ2,375 | β βββ2,257,549 |
Β
15
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
IT Services (continued) | |||
Endure Digital, Inc., Term Loan, 9.422%, (SOFR + 3.50%), 2/10/28 | Β | βββββ29,698 | $βββ28,843,890 |
Gainwell Acquisition Corp., Term Loan, 9.448%, (SOFR + 4.00%), 10/1/27 | Β | ββββββ3,576 | ββββ3,483,765 |
Go Daddy Operating Co. LLC, Term Loan, 7.333%, (SOFR + 2.00%), 11/9/29 | Β | βββββ46,341 | βββ46,338,360 |
Informatica LLC, Term Loan, 8.197%, (SOFR + 2.75%), 10/27/28 | Β | βββββ31,514 | βββ31,509,748 |
NAB Holdings LLC, Term Loan, 8.248%, (SOFR + 2.75%), 11/23/28 | Β | βββββ14,316 | βββ14,322,386 |
Rackspace Technology Global, Inc., Term Loan, 8.208%, (SOFR + 2.75%), 2/15/28 | Β | βββββ31,171 | βββ13,466,679 |
Sedgwick Claims Management Services, Inc., Term Loan, 9.083%, (SOFR + 3.75%), 2/24/28 | Β | βββββ12,885 | βββ12,902,083 |
team.blue Finco SARL, Term Loan, 7.125%, (3 mo. EURIBOR + 3.20%), 3/30/28 | EUR | βββββ11,150 | βββ11,874,085 |
Β | Β | Β | $ββ196,108,283 |
Leisure Products β 0.6% | |||
Amer Sports OYJ, Term Loan, 7.853%, (1 mo. EURIBOR + 4.00%), 3/30/26 | EUR | βββββ11,925 | $βββ12,927,623 |
Fender Musical Instruments Corp., Term Loan, 9.437%, (SOFR + 4.00%), 12/1/28 | Β | ββββββ2,257 | ββββ2,194,742 |
Hayward Industries, Inc., Term Loan, 8.197%, (SOFR + 2.75%), 5/30/28 | Β | ββββββ9,032 | ββββ9,025,999 |
Recess Holdings, Inc., Term Loan, 9.388%, (SOFR + 4.00%), 3/29/27 | Β | ββββββ6,185 | ββββ6,184,500 |
SRAM LLC, Term Loan, 8.197%, (SOFR + 2.75%), 5/18/28 | Β | ββββββ1,801 | ββββ1,795,055 |
Β | Β | Β | $βββ32,127,919 |
Life Sciences Tools & Services β 2.4% | |||
Avantor Funding, Inc., Term Loan, 6.353%, (1 mo. EURIBOR + 2.50%), 6/12/28 | EUR | βββββ16,928 | $βββ18,337,149 |
Cambrex Corp., Term Loan, 8.933%, (SOFR + 3.50%), 12/4/26 | Β | ββββββββ324 | ββββββ317,417 |
Catalent Pharma Solutions, Inc.:β | Β | Β | Β |
Term Loan, 7.451%, (SOFR + 2.00%), 2/22/28 | Β | ββββββ1,021 | ββββ1,008,042 |
Term Loan, 8.335%, (SOFR + 3.00%), 2/22/28 | Β | ββββββ2,650 | ββββ2,646,688 |
Curia Global, Inc., Term Loan, 9.163%, (SOFR + 3.75%), 8/30/26(10) | Β | βββββ17,223 | βββ15,863,089 |
ICON Luxembourg SARL, Term Loan, 7.86%, (SOFR + 2.25%), 7/3/28 | Β | βββββ32,163 | βββ32,221,982 |
IQVIA, Inc., Term Loan, 7.348%, (SOFR + 2.00%), 1/2/31 | Β | βββββ13,600 | βββ13,639,671 |
LGC Group Holdings Ltd., Term Loan, 7.103%, (1 mo. EURIBOR + 3.25%), 4/21/27 | EUR | ββββββ5,775 | β βββ6,087,620 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Life Sciences Tools & Services (continued) | |||
Loire Finco Luxembourg SARL, Term Loan, 8.933%, (SOFR + 3.50%), 4/21/27 | Β | ββββββ1,120 | $ββββ1,099,999 |
Packaging Coordinators Midco, Inc., Term Loan, 9.11%, (SOFR + 3.50%), 11/30/27 | Β | ββββββ3,425 | ββββ3,418,044 |
PRA Health Sciences, Inc., Term Loan, 7.86%, (SOFR + 2.25%), 7/3/28 | Β | ββββββ8,013 | ββββ8,028,267 |
Sotera Health Holdings LLC, Term Loan, 8.197%, (SOFR + 2.75%), 12/11/26 | Β | βββββ14,828 | βββ14,821,957 |
Star Parent, Inc., Term Loan, 9.348%, (SOFR + 4.00%), 9/27/30 | Β | βββββ14,400 | βββ14,090,285 |
Β | Β | Β | $ββ131,580,210 |
Machinery β 4.2% | |||
AI Aqua Merger Sub, Inc., Term Loan, 9.105%, (SOFR + 3.75%), 7/31/28 | Β | βββββ21,929 | $βββ21,819,260 |
Ali Group North America Corp., Term Loan, 7.447%, (SOFR + 2.00%), 7/30/29 | Β | βββββ14,937 | βββ14,934,688 |
American Trailer World Corp., Term Loan, 9.183%, (SOFR + 3.75%), 3/3/28 | Β | βββββ13,302 | βββ13,029,709 |
Apex Tool Group LLC, Term Loan, 10.687%, (SOFR + 5.25%), 2/8/29 | Β | βββββ20,373 | βββ18,086,995 |
Barnes Group, Inc., Term Loan, 8.433%, (SOFR + 3.00%), 9/3/30 | Β | βββββ17,332 | βββ17,347,820 |
Clark Equipment Co., Term Loan, 7.948%, (SOFR + 2.50%), 4/20/29 | Β | βββββ10,032 | βββ10,047,965 |
Conair Holdings LLC, Term Loan, 9.197%, (SOFR + 3.75%), 5/17/28 | Β | βββββ24,144 | βββ23,536,322 |
CPM Holdings, Inc., Term Loan, 9.853%, (SOFR + 4.50%), 9/28/28 | Β | ββββββ4,000 | ββββ4,008,752 |
Delachaux Group SA, Term Loan, 8.162%, (3 mo. EURIBOR + 4.25%), 4/16/29 | EUR | ββββββ6,600 | ββββ7,163,827 |
EMRLD Borrower LP, Term Loan, 8.313%, (SOFR + 3.00%), 5/31/30 | Β | βββββ11,247 | βββ11,264,886 |
Engineered Machinery Holdings, Inc.:β | Β | Β | Β |
Term Loan, 7.675%, (3 mo. EURIBOR + 3.75%), 5/21/28 | EUR | βββββ10,630 | βββ11,421,170 |
Term Loan, 9.36%, (SOFR + 3.50%), 5/19/28 | Β | ββββββ9,949 | ββββ9,903,641 |
Term Loan - Second Lien, 11.61%, (SOFR + 6.00%), 5/21/29 | Β | ββββββ2,000 | ββββ1,970,000 |
Icebox Holdco III, Inc., Term Loan, 9.11%, (SOFR + 3.50%), 12/22/28 | Β | ββββββ4,138 | ββββ4,114,406 |
INNIO Group Holding GmbH, Term Loan, 8.182%, (3 mo. EURIBOR + 4.25%), 11/2/28 | EUR | ββββββ4,722 | ββββ5,122,255 |
Madison IAQ LLC, Term Loan, 8.701%, (SOFR + 3.25%), 6/21/28 | Β | βββββ11,551 | βββ11,479,234 |
Pro Mach Group, Inc., Term Loan, 9.083%, (SOFR + 3.75%), 8/31/28 | Β | ββββββ2,791 | β βββ2,799,909 |
Β
16
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Machinery (continued) | |||
Roper Industrial Products Investment Co. LLC:β | Β | Β | Β |
Term Loan, 8.425%, (3 mo. EURIBOR + 4.50%), 11/22/29 | EUR | ββββββββ993 | $ββββ1,077,435 |
Term Loan, 9.348%, (SOFR + 4.00%), 11/22/29 | Β | ββββββ6,415 | ββββ6,424,284 |
SPX Flow, Inc., Term Loan, 9.933%, (SOFR + 4.50%), 4/5/29 | Β | βββββ12,331 | βββ12,342,651 |
TK Elevator Topco GmbH, Term Loan, 7.491%, (6 mo. EURIBOR + 3.63%), 7/30/27 | EUR | ββββββ9,725 | βββ10,534,623 |
Zephyr German BidCo GmbH, Term Loan, 7.775%, (3 mo. EURIBOR + 3.85%), 3/10/28 | EUR | βββββ11,775 | βββ12,492,437 |
Β | Β | Β | $ββ230,922,269 |
Media β 0.8% | |||
Aragorn Parent Corp., Term Loan, 9.583%, (SOFR + 4.25%), 6/15/28 | Β | ββββββ5,674 | $ββββ5,693,228 |
Gray Television, Inc., Term Loan, 8.467%, (SOFR + 3.00%), 12/1/28 | Β | ββββββ1,029 | ββββ1,023,368 |
Hubbard Radio LLC, Term Loan, 9.70%, (SOFR + 4.25%), 3/28/25 | Β | ββββββ5,892 | ββββ4,596,083 |
iHeartCommunications, Inc., Term Loan, 8.447%, (SOFR + 3.00%), 5/1/26 | Β | ββββββ2,365 | ββββ2,079,638 |
Mission Broadcasting, Inc., Term Loan, 7.951%, (SOFR + 2.50%), 6/2/28 | Β | ββββββ3,608 | ββββ3,609,755 |
Nexstar Broadcasting, Inc., Term Loan, 7.951%, (SOFR + 2.50%), 9/18/26 | Β | ββββββ3,623 | ββββ3,627,342 |
Sinclair Television Group, Inc., Term Loan, 7.947%, (SOFR + 2.50%), 9/30/26 | Β | ββββββ6,151 | ββββ6,031,974 |
Univision Communications, Inc., Term Loan, 8.697%, (SOFR + 3.25%), 3/15/26 | Β | βββββ18,141 | βββ18,151,283 |
Β | Β | Β | $βββ44,812,671 |
Metals/Mining β 1.2% | |||
Arsenal AIC Parent LLC, Term Loan, 9.833%, (SOFR + 4.50%), 8/18/30 | Β | βββββ17,805 | $βββ17,844,333 |
Dynacast International LLC:β | Β | Β | Β |
Term Loan, 9.988%, (SOFR + 4.50%), 7/22/25 | Β | βββββ15,142 | βββ14,347,491 |
Term Loan, 14.488%, (SOFR + 9.00%), 10/22/25 | Β | ββββββ3,026 | ββββ2,186,302 |
PMHC II, Inc., Term Loan, 9.723%, (SOFR + 4.25%), 4/23/29 | Β | βββββ16,273 | βββ15,561,070 |
WireCo WorldGroup, Inc., Term Loan, 9.068%, (SOFR + 3.75%), 11/13/28 | Β | ββββββ5,800 | ββββ5,814,356 |
Zekelman Industries, Inc., Term Loan, 7.448%, (SOFR + 2.00%), 1/24/27 | Β | ββββββ8,073 | ββββ8,091,786 |
Β | Β | Β | $βββ63,845,338 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Oil, Gas & Consumable Fuels β 1.0% | |||
GIP II Blue Holding LP, Term Loan, 9.947%, (SOFR + 4.50%), 9/29/28 | Β | βββββ13,535 | $βββ13,572,946 |
ITT Holdings LLC, Term Loan, 8.587%, (SOFR + 3.25%), 10/5/30 | Β | ββββββ8,554 | ββββ8,544,205 |
Matador Bidco SARL, Term Loan, 9.933%, (SOFR + 4.50%), 10/15/26 | Β | βββββ29,032 | βββ29,180,233 |
Oxbow Carbon LLC, Term Loan, 9.44%, (SOFR + 4.00%), 5/10/30(10) | Β | ββββββ5,647 | ββββ5,644,270 |
Β | Β | Β | $βββ56,941,654 |
Pharmaceuticals β 1.7% | |||
Aenova Holding GmbH, Term Loan, 8.403%, (3 mo. EURIBOR + 4.50%), 3/6/26 | EUR | ββββββββ925 | $ββββ1,002,241 |
AI Sirona (Luxembourg) Acquisition SARL, Term Loan, 8.853%, (1 mo. EURIBOR + 5.00%), 9/30/28 | EUR | βββββ13,000 | βββ14,093,006 |
Bausch Health Cos., Inc., Term Loan, 10.687%, (SOFR + 5.25%), 2/1/27 | Β | βββββ16,707 | βββ13,223,600 |
Ceva Sante Animale:β | Β | Β | Β |
Term Loan, 8.175%, (3 mo. EURIBOR + 4.25%), 11/8/30 | EUR | βββββ10,300 | βββ11,193,246 |
Term Loan, 9.616%, (SOFR + 4.25%), 11/1/30 | Β | ββββββ4,175 | ββββ4,201,094 |
Jazz Financing Lux SARL, Term Loan, 8.447%, (SOFR + 3.00%), 5/5/28 | Β | ββββββ6,976 | ββββ6,980,393 |
Mallinckrodt International Finance SA:β | Β | Β | Β |
Term Loan, 12.833%, (SOFR + 7.50%), 11/14/28 | Β | ββββββ3,443 | ββββ3,834,360 |
Term Loan - Second Lien, 14.833%, (SOFR + 9.50%), 11/14/28 | Β | βββββ19,511 | βββ20,998,385 |
PharmaZell GmbH, Term Loan, 7.925%, (3 mo. EURIBOR + 4.00%), 5/12/27 | EUR | ββββββ1,800 | ββββ1,906,760 |
Recipharm AB, Term Loan, 6.944%, (3 mo. EURIBOR + 2.95%), 2/17/28 | EUR | βββββ13,725 | βββ14,593,509 |
Β | Β | Β | $βββ92,026,594 |
Professional Services β 2.6% | |||
APFS Staffing Holdings, Inc., Term Loan, 9.333%, (SOFR + 4.00%), 12/29/28 | Β | ββββββ3,660 | $ββββ3,635,413 |
Apleona Holding GmbH, Term Loan, 6.612%, (3 mo. EURIBOR + 2.70%), 4/28/28 | EUR | ββββββ7,525 | ββββ8,083,475 |
ASGN, Inc., Term Loan, 7.583%, (SOFR + 2.25%), 8/30/30 | Β | ββββββ3,840 | ββββ3,861,578 |
CoreLogic, Inc.:β | Β | Β | Β |
Term Loan, 8.947%, (SOFR + 3.50%), 6/2/28 | Β | βββββ14,063 | βββ13,540,252 |
Term Loan - Second Lien, 11.947%, (SOFR + 6.50%), 6/4/29 | Β | ββββββ1,200 | ββββ1,081,874 |
Corporation Service Co., Term Loan, 8.183%, (SOFR + 2.75%), 11/2/29 | Β | ββββββ4,066 | β βββ4,076,153 |
Β
17
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Professional Services (continued) | |||
EAB Global, Inc., Term Loan, 8.947%, (SOFR + 3.50%), 8/16/28 | Β | βββββ14,357 | $βββ14,345,457 |
Employbridge Holding Co., Term Loan, 10.343%, (SOFR + 4.75%), 7/19/28 | Β | βββββ20,547 | βββ17,619,095 |
First Advantage Holdings LLC, Term Loan, 8.197%, (SOFR + 2.75%), 1/31/27 | Β | ββββββ5,857 | ββββ5,876,939 |
Genuine Financial Holdings LLC, Term Loan, 9.333%, (SOFR + 4.00%), 9/27/30 | Β | ββββββ4,090 | ββββ4,084,638 |
Neptune Bidco U.S., Inc., Term Loan, 10.423%, (SOFR + 5.00%), 4/11/29 | Β | ββββββ7,990 | ββββ7,361,065 |
Rockwood Service Corp., Term Loan, 9.697%, (SOFR + 4.25%), 1/23/27 | Β | ββββββ9,378 | ββββ9,419,058 |
Trans Union LLC, Term Loan, 7.701%, (SOFR + 2.25%), 12/1/28 | Β | βββββ31,546 | βββ31,567,601 |
Vaco Holdings LLC, Term Loan, 10.434%, (SOFR + 5.00%), 1/21/29 | Β | ββββββ9,112 | ββββ9,083,787 |
Wood Mackenzie Ltd., Term Loan, 1/31/31(11) | Β | βββββ11,675 | βββ11,645,813 |
Β | Β | Β | $ββ145,282,198 |
Real Estate Management & Development β 0.8% | |||
Cushman & Wakefield U.S. Borrower LLC:β | Β | Β | Β |
Term Loan, 8.197%, (SOFR + 2.75%), 8/21/25 | Β | ββββββββ734 | $ββββββ733,517 |
Term Loan, 8.683%, (SOFR + 3.25%), 1/31/30 | Β | ββββββ6,644 | ββββ6,594,511 |
Term Loan, 9.333%, (SOFR + 4.00%), 1/31/30 | Β | ββββββ6,376 | ββββ6,347,807 |
Greystar Real Estate Partners LLC:β | Β | Β | Β |
Term Loan, 9.125%, (SOFR + 3.75%), 8/21/30 | Β | ββββββ6,284 | ββββ6,292,105 |
Term Loan, 8/21/30(11) | Β | ββββββ1,700 | ββββ1,700,000 |
Homeserve USA Holding Corp., Term Loan, 8.337%, (SOFR + 3.00%), 10/21/30 | Β | ββββββ9,500 | ββββ9,507,914 |
RE/MAX International, Inc., Term Loan, 7.947%, (SOFR + 2.50%), 7/21/28 | Β | βββββ16,209 | βββ15,512,372 |
Β | Β | Β | $βββ46,688,226 |
Road & Rail β 2.2% | |||
Avis Budget Car Rental LLC:β | Β | Β | Β |
Term Loan, 7.197%, (SOFR + 1.75%), 8/6/27 | Β | βββββ30,163 | $βββ30,108,798 |
Term Loan, 8.433%, (SOFR + 3.00%), 3/16/29 | Β | ββββββ2,993 | ββββ3,000,541 |
Grab Holdings, Inc., Term Loan, 9.947%, (SOFR + 4.50%), 1/29/26 | Β | βββββ15,011 | βββ15,017,688 |
Hertz Corp.:β | Β | Β | Β |
Term Loan, 8.697%, (SOFR + 3.25%), 6/30/28 | Β | βββββ17,062 | βββ16,899,287 |
Term Loan, 8.697%, (SOFR + 3.25%), 6/30/28 | Β | ββββββ3,298 | ββββ3,265,058 |
Term Loan, 9.082%, (SOFR + 3.75%), 6/30/28 | Β | ββββββ7,550 | ββββ7,518,147 |
Uber Technologies, Inc., Term Loan, 8.135%, (SOFR + 2.75%), 3/3/30 | Β | βββββ46,354 | βββ46,415,111 |
Β | Β | Β | $ββ122,224,630 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Semiconductors & Semiconductor Equipment β 0.8% | |||
Altar Bidco, Inc.:β | Β | Β | Β |
Term Loan, 8.41%, (SOFR + 3.10%), 2/1/29 | Β | ββββββ6,331 | $ββββ6,329,446 |
Term Loan - Second Lien, 10.399%, (SOFR + 5.60%), 2/1/30 | Β | ββββββ6,650 | ββββ6,611,211 |
Bright Bidco BV, Term Loan, 14.317%, (SOFR + 9.00%), 6.317% cash, 8.00% PIK, 10/31/27 | Β | ββββββ3,746 | ββββ1,184,778 |
Entegris, Inc., Term Loan, 7.848%, (SOFR + 2.50%), 7/6/29(10) | Β | ββββββ1,087 | ββββ1,087,991 |
MaxLinear, Inc., Term Loan, 7.701%, (SOFR + 2.25%), 6/23/28 | Β | ββββββ2,955 | ββββ2,925,804 |
MKS Instruments, Inc., Term Loan, 7.848%, (SOFR + 2.50%), 8/17/29 | Β | βββββ20,524 | βββ20,525,543 |
Synaptics, Inc., Term Loan, 7.875%, (SOFR + 2.25%), 12/2/28 | Β | ββββββ2,749 | ββββ2,743,431 |
Β | Β | Β | $βββ41,408,204 |
Software β 11.4% | |||
Applied Systems, Inc., Term Loan, 9.848%, (SOFR + 4.50%), 9/18/26 | Β | βββββ43,551 | $βββ43,727,456 |
Astra Acquisition Corp.:β | Β | Β | Β |
Term Loan, 10.86%, (SOFR + 5.25%), 10/25/28 | Β | βββββ12,917 | ββββ7,853,264 |
Term Loan - Second Lien, 14.485%, (SOFR + 8.88%), 10/25/29 | Β | βββββ20,170 | ββββ8,437,839 |
Banff Merger Sub, Inc.:β | Β | Β | Β |
Term Loan, 8.353%, (1 mo. EURIBOR + 4.50%), 12/29/28 | EUR | ββββββ1,911 | ββββ2,070,059 |
Term Loan, 9.583%, (SOFR + 4.25%), 12/29/28 | Β | ββββββ3,553 | ββββ3,561,720 |
Cegid Group SAS, Term Loan, 7.695%, (3 mo. EURIBOR + 3.75%), 7/10/28 | EUR | ββββββ6,150 | ββββ6,662,404 |
Central Parent, Inc., Term Loan, 9.348%, (SOFR + 4.00%), 7/6/29 | Β | βββββ19,825 | βββ19,883,017 |
CentralSquare Technologies LLC, Term Loan, 9.248%, (SOFR + 3.75%), 8/29/25 | Β | βββββ18,311 | βββ17,880,193 |
Cloud Software Group, Inc.:β | Β | Β | Β |
Term Loan, 9.948%, (SOFR + 4.50%), 9/29/28(10) | Β | ββββββ9,454 | ββββ9,273,965 |
Term Loan, 9.948%, (SOFR + 4.50%), 3/30/29(10) | Β | ββββββ4,477 | ββββ4,398,184 |
Cloudera, Inc.:β | Β | Β | Β |
Term Loan, 9.183%, (SOFR + 3.75%), 10/8/28 | Β | βββββ23,897 | βββ23,717,637 |
Term Loan - Second Lien, 11.433%, (SOFR + 6.00%), 10/8/29 | Β | ββββββ2,950 | ββββ2,862,730 |
Constant Contact, Inc., Term Loan, 9.588%, (SOFR + 4.00%), 2/10/28 | Β | ββββββ5,026 | ββββ4,922,632 |
Cornerstone OnDemand, Inc., Term Loan, 9.197%, (SOFR + 3.75%), 10/16/28 | Β | βββββ15,425 | βββ15,029,978 |
Delta TopCo, Inc., Term Loan, 9.121%, (SOFR + 3.75%), 12/1/27 | Β | βββββ10,888 | β ββ10,865,733 |
Β
18
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software (continued) | |||
E2open LLC, Term Loan, 8.947%, (SOFR + 3.50%), 2/4/28 | Β | βββββ16,133 | $βββ16,160,192 |
ECI Macola Max Holding LLC, Term Loan, 9.36%, (SOFR + 3.75%), 11/9/27 | Β | βββββ14,170 | βββ14,171,788 |
Epicor Software Corp.:β | Β | Β | Β |
Term Loan, 8.697%, (SOFR + 3.25%), 7/30/27 | Β | βββββ34,509 | βββ34,579,820 |
Term Loan, 9.083%, (SOFR + 3.75%), 7/30/27 | Β | ββββββ6,150 | ββββ6,193,819 |
Fiserv Investment Solutions, Inc., Term Loan, 9.372%, (SOFR + 4.00%), 2/18/27 | Β | βββββ12,409 | βββ11,860,658 |
Gen Digital, Inc., Term Loan, 7.433%, (SOFR + 2.00%), 9/12/29 | Β | ββββββ1,469 | ββββ1,467,059 |
GoTo Group, Inc., Term Loan, 10.183%, (SOFR + 4.75%), 8/31/27 | Β | βββββ24,097 | βββ12,078,822 |
IGT Holding IV AB:β | Β | Β | Β |
Term Loan, 7.075%, (3 mo. EURIBOR + 3.15%), 3/31/28 | EUR | ββββββ6,205 | ββββ6,702,488 |
Term Loan, 8.972%, (SOFR + 3.40%), 3/31/28 | Β | ββββββ4,005 | ββββ4,007,295 |
iSolved, Inc., Term Loan, 9.484%, (SOFR + 4.00%), 10/14/30 | Β | ββββββ5,175 | ββββ5,194,406 |
Ivanti Software, Inc., Term Loan, 9.839%, (SOFR + 4.25%), 12/1/27 | Β | ββββββ3,880 | ββββ3,703,785 |
Magenta Buyer LLC:β | Β | Β | Β |
Term Loan, 10.574%, (SOFR + 5.00%), 7/27/28 | Β | βββββ14,696 | ββββ9,638,358 |
Term Loan - Second Lien, 13.824%, (SOFR + 8.25%), 7/27/29 | Β | ββββββ7,100 | ββββ2,573,750 |
Marcel LUX IV SARL:β | Β | Β | Β |
Term Loan, 8.393%, (3 mo. EURIBOR + 4.50%), 11/7/30 | EUR | ββββββ8,650 | ββββ9,411,156 |
Term Loan, 9.82%, (SOFR + 4.50%), 11/11/30 | Β | βββββ28,322 | βββ28,469,693 |
Maverick Bidco, Inc., Term Loan, 9.213%, (SOFR + 3.75%), 5/18/28 | Β | βββββ10,930 | βββ10,906,480 |
McAfee LLC, Term Loan, 9.203%, (SOFR + 3.75%), 3/1/29 | Β | βββββ19,703 | βββ19,564,737 |
Mosel Bidco SE:β | Β | Β | Β |
Term Loan, 8.681%, (3 mo. EURIBOR + 4.75%), 9/16/30 | EUR | ββββββ1,825 | ββββ1,982,962 |
Term Loan, 10.098%, (SOFR + 4.75%), 9/16/30 | Β | ββββββ2,575 | ββββ2,578,219 |
N-Able International Holdings II LLC, Term Loan, 8.40%, (SOFR + 2.75%), 7/19/28 | Β | ββββββ1,261 | ββββ1,262,778 |
Open Text Corp., Term Loan, 8.183%, (SOFR + 2.75%), 1/31/30 | Β | βββββ23,237 | βββ23,278,192 |
Polaris Newco LLC:β | Β | Β | Β |
Term Loan, 7.955%, (3 mo. EURIBOR + 4.00%), 6/2/28 | EUR | ββββββ8,455 | ββββ8,890,322 |
Term Loan, 9.574%, (SOFR + 4.00%), 6/2/28 | Β | ββββββ2,934 | ββββ2,866,249 |
Proofpoint, Inc., Term Loan, 8.697%, (SOFR + 3.25%), 8/31/28 | Β | ββββββ7,685 | ββββ7,646,941 |
Quest Software U.S. Holdings, Inc., Term Loan, 9.713%, (SOFR + 4.25%), 2/1/29 | Β | βββββ17,537 | β ββ13,893,511 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software (continued) | |||
RealPage, Inc., Term Loan, 8.447%, (SOFR + 3.00%), 4/24/28 | Β | βββββ10,691 | $βββ10,473,963 |
Red Planet Borrower LLC, Term Loan, 9.183%, (SOFR + 3.75%), 10/2/28 | Β | ββββββ3,920 | ββββ3,824,545 |
Redstone Holdco 2 LP, Term Loan, 10.201%, (SOFR + 4.75%), 4/27/28 | Β | βββββ11,692 | ββββ9,715,902 |
Sabre GLBL, Inc.:β | Β | Β | Β |
Term Loan, 8.947%, (SOFR + 3.50%), 12/17/27 | Β | ββββββ5,850 | ββββ5,318,570 |
Term Loan, 8.947%, (SOFR + 3.50%), 12/17/27 | Β | ββββββ3,734 | ββββ3,394,865 |
Term Loan, 9.683%, (SOFR + 4.25%), 6/30/28 | Β | ββββββ3,513 | ββββ3,211,161 |
Term Loan, 10.433%, (SOFR + 5.00%), 6/30/28 | Β | ββββββ1,000 | ββββββ919,583 |
Skillsoft Corp., Term Loan, 10.696%, (SOFR + 5.25%), 7/14/28 | Β | βββββ10,311 | ββββ9,666,757 |
SolarWinds Holdings, Inc., Term Loan, 8.586%, (SOFR + 3.25%), 2/5/27 | Β | βββββ18,345 | βββ18,391,301 |
Sophia LP, Term Loan, 8.933%, (SOFR + 3.50%), 10/7/27 | Β | βββββ23,132 | βββ23,125,978 |
Turing Midco LLC, Term Loan, 7.947%, (SOFR + 2.50%), 3/24/28 | Β | ββββββββ464 | ββββββ465,092 |
Ultimate Software Group, Inc., Term Loan, 8.68%, (SOFR + 3.25%), 5/4/26 | Β | βββββ45,453 | βββ45,478,806 |
Veritas U.S., Inc., Term Loan, 10.447%, (SOFR + 5.00%), 9/1/25 | Β | βββββ24,103 | βββ20,886,542 |
Vision Solutions, Inc.:β | Β | Β | Β |
Term Loan, 9.586%, (SOFR + 4.00%), 4/24/28 | Β | βββββ33,234 | βββ32,818,563 |
Term Loan - Second Lien, 12.836%, (SOFR + 7.25%), 4/23/29 | Β | ββββββ1,500 | ββββ1,383,750 |
Β | Β | Β | $ββ629,305,669 |
Specialty Retail β 2.1% | |||
Belron Luxembourg SARL, Term Loan, 6.381%, (3 mo. EURIBOR + 2.43%), 4/13/28 | EUR | ββββββ3,575 | $ββββ3,878,617 |
Boels Topholding BV, Term Loan, 7.216%, (EURIBOR + 3.25%), 2/6/27(10) | EUR | ββββββ6,681 | ββββ7,244,513 |
Etraveli Holding AB, Term Loan, 8.925%, (3 mo. EURIBOR + 5.00%), 11/2/28 | EUR | ββββββ7,844 | ββββ8,514,136 |
Great Outdoors Group LLC, Term Loan, 9.197%, (SOFR + 3.75%), 3/6/28 | Β | βββββ27,251 | βββ27,235,207 |
Harbor Freight Tools USA, Inc., Term Loan, 8.197%, (SOFR + 2.75%), 10/19/27 | Β | βββββ17,787 | βββ17,613,648 |
Hoya Midco LLC, Term Loan, 8.563%, (SOFR + 3.25%), 2/3/29 | Β | ββββββ2,633 | ββββ2,642,810 |
Les Schwab Tire Centers, Term Loan, 8.708%, (SOFR + 3.25%), 11/2/27 | Β | βββββ13,830 | βββ13,832,906 |
LIDS Holdings, Inc., Term Loan, 11.028%, (SOFR + 5.50%), 12/14/26 | Β | ββββββ4,819 | β βββ4,752,492 |
Β
19
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Specialty Retail (continued) | |||
Mattress Firm, Inc., Term Loan, 9.86%, (SOFR + 4.25%), 9/25/28 | Β | βββββ15,825 | $βββ15,745,820 |
PetSmart, Inc., Term Loan, 9.183%, (SOFR + 3.75%), 2/11/28 | Β | βββββ12,195 | βββ12,155,505 |
Β | Β | Β | $ββ113,615,654 |
Trading Companies & Distributors β 2.8% | |||
American Builders & Contractors Supply Co., Inc., Term Loan, 7.333%, (SOFR + 2.00%), 1/29/31 | Β | ββββββ8,460 | $ββββ8,443,695 |
Avolon TLB Borrower 1 (US) LLC, Term Loan, 7.337%, (SOFR + 2.00%), 6/22/28 | Β | βββββ40,828 | βββ40,859,792 |
DXP Enterprises, Inc., Term Loan, 10.291%, (SOFR + 4.75%), 10/11/30 | Β | ββββββ7,207 | ββββ7,231,715 |
Foundation Building Materials Holding Co. LLC, Term Loan, 1/29/31(11) | Β | βββββ12,400 | βββ12,356,079 |
Patagonia Bidco Ltd., Term Loan, 10.437%, (SONIA + 5.25%), 11/1/28 | GBP | βββββ20,400 | βββ23,752,375 |
PEARLS (Netherlands) Bidco BV, Term Loan, 7.412%, (3 mo. EURIBOR + 3.50%), 2/26/29 | EUR | ββββββ6,000 | ββββ6,453,583 |
Spin Holdco, Inc., Term Loan, 9.625%, (SOFR + 4.00%), 3/4/28 | Β | βββββ38,407 | βββ34,400,948 |
SRS Distribution, Inc.:β | Β | Β | Β |
Term Loan, 8.683%, (SOFR + 3.25%), 6/2/28 | Β | ββββββ4,974 | ββββ4,947,389 |
Term Loan, 8.947%, (SOFR + 3.50%), 6/2/28 | Β | ββββββ4,245 | ββββ4,229,735 |
Windsor Holdings III LLC, Term Loan, 9.848%, (SOFR + 4.50%), 8/1/30 | Β | βββββ11,799 | βββ11,827,182 |
Β | Β | Β | $ββ154,502,493 |
Wireless Telecommunication Services β 0.5% | |||
CCI Buyer, Inc., Term Loan, 9.348%, (SOFR + 4.00%), 12/17/27 | Β | ββββββ8,495 | $ββββ8,484,696 |
Digicel International Finance Ltd., Term Loan, 10.469%, (SOFR + 5.15%), 5/25/27 | Β | βββββ13,872 | βββ13,259,447 |
SBA Senior Finance II LLC, Term Loan, 7.34%, (SOFR + 2.00%), 1/25/31 | Β | ββββββ7,275 | ββββ7,266,408 |
Β | Β | Β | $βββ29,010,551 |
Total Senior Floating-Rate Loans (identified cost $4,684,849,157) | Β | Β | $4,507,128,200 |
Β Β Β Β
Short-Term Investments β 3.5% |
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.21%(14) | Β | 195,635,269 | $ββ195,635,269 |
Total Short-Term Investments (identified cost $195,635,269) | Β | Β | $ββ195,635,269 |
Total Investments β 101.6% (identified cost $5,870,546,861) | Β | Β | $5,603,222,191 |
Less Unfunded Loan Commitments β (0.2)% | Β | Β | $βββ(9,340,092) |
Net Investments β 101.4% (identified cost $5,861,206,769) | Β | Β | $5,593,882,099 |
Other Assets, Less Liabilities β (1.4)% | Β | Β | $ββ(80,832,911) |
Net Assets β 100.0% | Β | Β | $5,513,049,188 |
The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | |
* | In U.S. dollars unless otherwise indicated. |
(1) | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2024, the aggregate value of these securities is $802,644,088 or 14.6% of the Portfolio's net assets. |
(2) | Variable rate security. The stated interest rate represents the rate in effect at January 31, 2024. |
(3) | Affiliated company. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
(5) | Non-income producing security. |
(6) | Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale. |
(7) | Amount is less than 0.05%. |
(8) | When-issued security. |
Β
20
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
(9) | 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 Secured Overnight Financing Rate (βSOFRβ) (or the London Interbank Offered Rate (βLIBORβ) for those loans whose rates reset prior to the discontinuance of LIBOR on June 30, 2023) and secondarily, the prime rate offered by one or more major United States banks (the βPrime Rateβ). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold. |
(10) | The stated interest rate represents the weighted average interest rate at January 31, 2024 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either monthly or quarterly by reference to the indicated base lending rate and spread and the reset period. |
(11) | This Senior Loan will settle after January 31, 2024, at which time the interest rate will be determined. |
(12) | Unfunded or partially unfunded loan commitments. 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 January 31, 2024, the total value of unfunded loan commitments is $7,924,009. |
(13) | 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. |
(14) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2024. |
Β
Forward Foreign Currency Exchange Contracts (OTC)β | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
USD | 299,448,286 | EUR | 270,766,698 | Standard Chartered Bank | 2/2/24 | $β6,830,659 | $βββββ |
EUR | ββ1,000,000 | USD | ββ1,109,394 | Standard Chartered Bank | 2/29/24 | ββββββββ | (27,478) |
USD | ββ1,097,337 | EUR | ββ1,000,000 | Australia and New Zealand Banking Group Limited | 2/29/24 | ββββ15,421 | βββββ |
USD | β41,547,125 | EUR | β37,650,000 | Bank of America, N.A. | 2/29/24 | βββ813,004 | βββββ |
USD | β41,322,183 | EUR | β37,447,827 | Bank of America, N.A. | 2/29/24 | βββ806,796 | βββββ |
USD | β40,906,211 | EUR | β37,100,000 | Bank of America, N.A. | 2/29/24 | βββ767,144 | βββββ |
USD | ββ2,856,495 | EUR | ββ2,590,164 | Bank of America, N.A. | 2/29/24 | ββββ54,156 | βββββ |
USD | β41,545,036 | EUR | β37,650,000 | HSBC Bank USA, N.A. | 2/29/24 | βββ810,915 | βββββ |
USD | β42,705,438 | EUR | β38,700,000 | Standard Chartered Bank | 2/29/24 | βββ835,306 | βββββ |
USD | β24,817,107 | GBP | β19,597,549 | Bank of America, N.A. | 2/29/24 | ββββββββ | (24,156) |
USD | ββββ816,230 | GBP | ββββ646,513 | Citibank, N.A. | 2/29/24 | ββββββββ | β(3,270) |
USD | ββββ243,238 | GBP | ββββ191,945 | Standard Chartered Bank | 2/29/24 | ββββββββ | ββββ(65) |
USD | ββ1,139,168 | GBP | ββββ898,267 | State Street Bank and Trust Company | 2/29/24 | βββββββ551 | βββββ |
USD | 294,497,420 | EUR | 270,766,698 | Standard Chartered Bank | 3/4/24 | β1,501,803 | βββββ |
USD | ββ4,581,027 | EUR | ββ4,108,946 | Australia and New Zealand Banking Group Limited | 3/28/24 | βββ130,122 | βββββ |
USD | β13,622,151 | EUR | β12,216,924 | Goldman Sachs International | 3/28/24 | βββ388,497 | βββββ |
USD | β13,712,916 | EUR | β12,300,000 | State Street Bank and Trust Company | 3/28/24 | βββ389,271 | βββββ |
USD | β13,682,091 | EUR | β12,275,000 | State Street Bank and Trust Company | 3/28/24 | βββ385,527 | βββββ |
USD | β13,381,500 | EUR | β12,000,000 | State Street Bank and Trust Company | 3/28/24 | βββ382,822 | βββββ |
Β | Β | Β | Β | Β | Β | $14,111,994 | $(54,969) |
21
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Abbreviations: | |
EURIBOR | ββEuro Interbank Offered Rate |
LIBOR | ββLondon Interbank Offered Rate |
OTC | ββOver-the-counter |
PIK | ββPayment In Kind |
SOFR | ββSecured Overnight Financing Rate |
SONIA | ββSterling Overnight Interbank Average |
Currency Abbreviations: | |
EUR | ββEuro |
GBP | ββBritish Pound Sterling |
USD | ββUnited States Dollar |
Β
At January 31, 2024, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.
The Portfolio is subject to foreign exchange risk in the normal course of pursuing its investment objective. Because the Portfolio holds foreign currency denominated investments, the value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Portfolio enters into forward foreign currency exchange contracts.
Affiliated Investments
An affiliated company is a company in which a fund has a direct or indirect ownership of, control of, or voting power of 5 percent or more of the outstanding voting shares, or a company that is under common ownership or control with a fund. At January 31, 2024, the value of the Portfolio's investment in affiliated companies and inΒ funds that may be deemed to be affiliated was $195,635,269, which represents 3.5% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended January 31, 2024 were as follows:
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Shares, end of period |
Common Stocks*β | ||||||||
IAP Worldwide Services LLC(1)(2)(3) | $0 | $ββ | $ββ | $ββ | $ββ | $0 | $ββ | ββββββ2,577 |
Short-Term Investmentsβ | ||||||||
Liquidity Fund, Institutional Class(4) | 143,913,942 | 422,003,883 | (370,282,556) | ββ | ββ | 195,635,269 | 1,495,397 | 195,635,269 |
Total | Β | Β | Β | $ββ | $ββ | $195,635,269 | $1,495,397 | Β |
* | The related industry is the same as the presentation in the Portfolio of Investments. |
(1) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
(2) | Non-income producing security. |
(3) | A portion of the shares were acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale. |
(4) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
Fair Value Measurements
Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.
β’ | Level 1 β quoted prices in active markets for identical investments |
β’ | Level 2 β other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
β’ | Level 3 β 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.
22
Eaton Vance
Floating Rate Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
At January 31, 2024, the hierarchy of inputs used in valuing the Portfolioβs investments and open derivative instruments, which are carried at fair value, were as follows:
Asset Descriptionβ | Level 1 | Level 2 | Level 3* | Total |
Asset-Backed Securities | $βββββββββ | $ββ283,971,804 | $ββββββββ | $ββ283,971,804 |
Common Stocks | ββββ626,358 | βββ51,236,221 | β1,261,614 | βββ53,124,193 |
Corporate Bonds | βββββββββ | ββ545,487,765 | ββββββββ | ββ545,487,765 |
Exchange-Traded Funds | β17,874,960 | βββββββββββ | ββββββββ | βββ17,874,960 |
Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | βββββββββ | 4,469,109,069 | 28,679,039 | 4,497,788,108 |
Short-Term Investments | 195,635,269 | βββββββββββ | ββββββββ | ββ195,635,269 |
Total Investments | $214,136,587 | $5,349,804,859 | $29,940,653 | $5,593,882,099 |
Forward Foreign Currency Exchange Contracts | $βββββββββ | $βββ14,111,994 | $ββββββββ | $βββ14,111,994 |
Total | $214,136,587 | $5,363,916,853 | $29,940,653 | $5,607,994,093 |
Liability Descriptionβ | Β | Β | Β | Β |
Forward Foreign Currency Exchange Contracts | $βββββββββ | $ββββββ(54,969) | $ββββββββ | $ββββββ(54,969) |
Total | $βββββββββ | $ββββββ(54,969) | $ββββββββ | $ββββββ(54,969) |
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Portfolio. |
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 January 31, 2024 is not presented.
For information on theΒ Portfolioβs policy regarding the valuation of investments and other significant accounting policies, please refer to the Portfolioβs most recent financial statements included in its semiannual or annual report to shareholders.
23