Senior Debt Portfolio NPORT-P Senior Debt Portfolio (MA) (Jan 2020 report)

Senior Debt Portfolio

January 31, 2020

Portfolio of Investments (Unaudited)

Senior Floating-Rate Loans — 113.9%(1)
Borrower/Tranche Description														Principal Amount* (000's omitted)									Value
________________________________________________________________________________________________________
Aerospace and Defense — 1.9%
________________________________________________________________________________________________________
Aernnova Aerospace S.A.U
	Term Loan, Maturing January 29, 2027(2)									EUR				1,071							$		1,188,267
	Term Loan, Maturing January 29, 2027(2)									EUR				4,179									4,674,792
Dynasty Acquisition Co., Inc.
	Term Loan, 5.94%, (3 mo. USD LIBOR + 4.00%), Maturing April 6, 2026													6,893									6,929,738
IAP Worldwide Services, Inc.
	Revolving Loan, 1.42%, (3 mo. USD LIBOR + 5.50%), Maturing July 19, 2021(3)													944									928,375
	Term Loan - Second Lien, 8.44%, (3 mo. USD LIBOR + 6.50%), Maturing July 18, 2020(4)													1,234									986,422
Maverick Purchaser Sub, LLC
	Term Loan, Maturing January 22, 2027(2)													11,075									11,158,063
TransDigm, Inc.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing June 9, 2023													53,357									53,381,527
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing August 22, 2024													30,790									30,847,261
WP CPP Holdings, LLC
	Term Loan, 5.53%, (USD LIBOR + 3.75%), Maturing April 30, 2025(5)													29,982									29,357,222
________________________________________________________________________________________________________
																					$		139,451,667
________________________________________________________________________________________________________
Automotive — 2.6%
________________________________________________________________________________________________________
Adient US, LLC
	Term Loan, 6.18%, (3 mo. USD LIBOR + 4.25%), Maturing May 6, 2024													3,010							$		3,018,655
American Axle and Manufacturing, Inc.
	Term Loan, 3.92%, (1 mo. USD LIBOR + 2.25%), Maturing April 6, 2024													19,982									20,008,728
Autokiniton US Holdings, Inc.
	Term Loan, 8.02%, (1 mo. USD LIBOR + 6.38%), Maturing May 22, 2025													9,776									9,385,080
Bright Bidco B.V.
	Term Loan, 5.35%, (USD LIBOR + 3.50%), Maturing June 30, 2024(5)													20,333									12,149,244
Chassix, Inc.
	Term Loan, 7.44%, (3 mo. USD LIBOR + 5.50%), Maturing November 15, 2023													7,154									6,474,370
CS Intermediate Holdco 2, LLC
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing November 2, 2023													3,990									3,830,672
Dayco Products, LLC
	Term Loan, 6.16%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023													11,792									10,671,881
Garrett LX III S.a.r.l.
	Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), Maturing September 27, 2025									EUR				4,953									5,522,804
Goodyear Tire & Rubber Company (The)
	Term Loan - Second Lien, 3.66%, (1 mo. USD LIBOR + 2.00%), Maturing March 7, 2025													8,583									8,565,454
IAA, Inc.
	Term Loan, 3.94%, (1 mo. USD LIBOR + 2.25%), Maturing June 28, 2026													7,227									7,289,674
Panther BF Aggregator 2 L.P.
	Term Loan, 5.16%, (1 mo. USD LIBOR + 3.50%), Maturing April 30, 2026													35,586									35,859,823
	Term Loan, Maturing April 30, 2026(2)									EUR				500									558,999
Tenneco, Inc.
	Term Loan, 4.65% (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025													40,714									40,026,706
Thor Industries, Inc.
	Term Loan, 5.44%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2026													7,637									7,672,189
TI Group Automotive Systems, LLC
	Term Loan, 3.50%, (3 mo. EURIBOR + 2.75%, Floor 0.75%), Maturing June 30, 2022									EUR				6,655									7,440,274
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2022													12,393									12,442,159
Visteon Corporation
	Term Loan, 3.44%, (USD LIBOR + 1.75%), Maturing March 25, 2024(5)													2,500									2,515,625
________________________________________________________________________________________________________
																					$		193,432,337
________________________________________________________________________________________________________
Beverage and Tobacco — 0.2%
________________________________________________________________________________________________________
Arterra Wines Canada, Inc.
	Term Loan, 4.65%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023													4,766							$		4,775,244
Flavors Holdings, Inc.
	Term Loan, 7.69%, (3 mo. USD LIBOR + 5.75%), Maturing April 3, 2020													11,387									11,187,661
	Term Loan - Second Lien, 11.94%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2021													2,000									1,890,000
________________________________________________________________________________________________________
																					$		17,852,905
________________________________________________________________________________________________________
Brokerage/Securities Dealers/Investment Houses — 0.4%
________________________________________________________________________________________________________
Advisor Group, Inc.
	Term Loan, Maturing August 1, 2026(2)													11,550							$		11,570,617
Clipper Acquisitions Corp.
	Term Loan, 3.48%, (1 mo. USD LIBOR + 1.75%), Maturing December 27, 2024													12,177									12,206,941
OZ Management L.P.
	Term Loan, 6.44%, (1 mo. USD LIBOR + 4.75%), Maturing April 10, 2023													1,319									1,323,444
Resolute Investment Managers, Inc.
	Term Loan - Second Lien, 9.28%, (3 mo. USD LIBOR + 7.50%), Maturing April 30, 2023													3,800									3,800,000
________________________________________________________________________________________________________
																					$		28,901,002
________________________________________________________________________________________________________
Building and Development — 3.3%
________________________________________________________________________________________________________
Advanced Drainage Systems, Inc.
	Term Loan, 4.06%, (1 mo. USD LIBOR + 2.25%), Maturing July 31, 2026													3,357							$		3,386,383
American Builders & Contractors Supply Co., Inc.
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2027													25,711									25,777,924
APi Group DE, Inc.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing October 1, 2026													16,300									16,408,672
Brookfield Property REIT, Inc.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing August 27, 2025													6,255									6,223,926
Core & Main L.P.
	Term Loan, 4.57%, (USD LIBOR + 2.75%), Maturing August 1, 2024(5)													18,330									18,367,711
CPG International, Inc.
	Term Loan, 5.93%, (3 mo. USD LIBOR + 3.75%), Maturing May 5, 2024													14,906									14,957,641
Cushman & Wakefield U.S. Borrower, LLC
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing August 21, 2025													55,069									55,413,014
Henry Company, LLC
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing October 5, 2023													7,590									7,624,382
NCI Building Systems, Inc.
	Term Loan, 5.43%, (1 mo. USD LIBOR + 3.75%), Maturing April 12, 2025													10,321									10,316,905
Quikrete Holdings, Inc.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2027													31,384									31,486,844
RE/MAX International, Inc.
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing December 15, 2023													16,245									16,295,792
Realogy Group, LLC
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing February 8, 2025													8,086									8,028,334
Summit Materials Companies I, LLC
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing November 21, 2024													2,034									2,045,227
Werner FinCo L.P.
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing July 24, 2024													13,369									13,352,675
WireCo WorldGroup, Inc.
	Term Loan, 6.65%, (1 mo. USD LIBOR + 5.00%), Maturing September 30, 2023													4,726									4,515,234
	Term Loan - Second Lien, 10.65%, (1 mo. USD LIBOR + 9.00%), Maturing September 30, 2024													8,525									7,757,750
________________________________________________________________________________________________________
																					$		241,958,414
________________________________________________________________________________________________________
Business Equipment and Services — 9.7%
________________________________________________________________________________________________________
Adtalem Global Education, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing April 11, 2025													6,230							$		6,266,465
AlixPartners, LLP
	Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), Maturing April 4, 2024									EUR				9,354									10,443,562
	Term Loan, 4.15%, (3 mo. USD LIBOR + 2.50%), Maturing April 4, 2024													29,419									29,559,170
Allied Universal Holdco, LLC
	Term Loan, 5.90%, (1 mo. USD LIBOR + 4.25%), Maturing July 10, 2026													1,628									1,642,335
	Term Loan, 5.90%, (1 mo. USD LIBOR + 4.25%), Maturing July 10, 2026													16,447									16,587,586
Altran Technologies
	Term Loan, 3.00%, (1 mo. EURIBOR + 3.00%), Maturing March 20, 2025									EUR				21,332									23,796,513
AppLovin Corporation
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing August 15, 2025													34,425									34,575,253
ASGN Incorporated
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing April 2, 2025													5,105									5,147,577
Belfor Holdings, Inc.
	Term Loan, 5.78%, (1 mo. USD LIBOR + 4.00%), Maturing April 6, 2026													6,766									6,820,974
BidFair MergeRight, Inc.
	Term Loan, 7.17%, (1 mo. USD LIBOR + 5.50%), Maturing January 15, 2027													7,735									7,754,641
Bracket Intermediate Holding Corp.
	Term Loan, 6.16%, (3 mo. USD LIBOR + 4.25%), Maturing September 5, 2025													9,589									9,583,396
Brand Energy & Infrastructure Services, Inc.
	Term Loan, 6.09%, (3 mo. USD LIBOR + 4.25%), Maturing June 21, 2024													7,808									7,819,609
Camelot U.S. Acquisition 1 Co.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing October 31, 2026													8,458									8,521,435
Ceridian HCM Holding, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing April 30, 2025													29,452									29,647,857
CM Acquisition Co.
	Term Loan, 11.94%, (3 mo. USD LIBOR + 10.00%), Maturing July 26, 2023													2,790									2,762,499
Cypress Intermediate Holdings III, Inc.
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024													22,767									22,824,187
Da Vinci Purchaser Corp.
	Term Loan, 5.87%, (3 mo. USD LIBOR + 4.00%), Maturing January 8, 2027													4,125									4,161,094
Deerfield Dakota Holding, LLC
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing February 13, 2025													14,684									14,737,525
EAB Global, Inc.
	Term Loan, 5.74%, (USD LIBOR + 3.75%), Maturing November 15, 2024(5)													13,288									13,321,533
EIG Investors Corp.
	Term Loan, 5.67%, (2 mo. USD LIBOR + 3.75%), Maturing February 9, 2023													38,389									38,340,538
Garda World Security Corporation
	Term Loan, 6.66%, (3 mo. USD LIBOR + 4.75%), Maturing October 30, 2026													8,983									9,065,353
IG Investment Holdings, LLC
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025													30,100									30,294,591
IRI Holdings, Inc.
	Term Loan, 6.15%, (USD LIBOR + 4.50%), Maturing December 1, 2025(5)													23,734									23,199,496
Iron Mountain, Inc.
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026													9,309									9,301,433
KAR Auction Services, Inc.
	Term Loan, 3.94%, (1 mo. USD LIBOR + 2.25%), Maturing September 19, 2026													7,082									7,149,751
Kronos Incorporated
	Term Loan, 4.91%, (3 mo. USD LIBOR + 3.00%), Maturing November 1, 2023													85,067									85,532,144
KUEHG Corp.
	Term Loan, 5.69%, (3 mo. USD LIBOR + 3.75%), Maturing February 21, 2025													31,133									31,317,964
	Term Loan - Second Lien, 10.19%, (3 mo. USD LIBOR + 8.25%), Maturing August 18, 2025													4,075									4,090,281
LGC Group Holdings Ltd.
	Term Loan, Maturing January 22, 2027(2)									EUR				5,025									5,598,849
LGC Limited
	Term Loan, Maturing January 22, 2027(2)													3,600									3,611,250
Monitronics International, Inc.
	Term Loan, 8.15%, (1 mo. USD LIBOR + 6.50%), Maturing March 29, 2024													15,437									13,198,430
Outfront Media Capital, LLC
	Term Loan, 3.43%, (1 mo. USD LIBOR + 1.75%), Maturing November 18, 2026													9,547									9,605,603
PGX Holdings, Inc.
	Term Loan, 6.90%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020													12,701									5,651,887
Pike Corporation
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing July 24, 2026													5,867									5,916,293
Pre-Paid Legal Services, Inc.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2025													8,985									9,046,880
Prime Security Services Borrower, LLC
	Term Loan, 5.01%, (1 mo. USD LIBOR + 3.25%), Maturing September 23, 2026													13,729									13,775,677
Prometric Holdings, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing January 29, 2025													5,606									5,605,590
Rockwood Service Corporation
	Term Loan, Maturing January 23, 2027(2)													5,075									5,132,094
Sabre GLBL, Inc.
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing February 22, 2024													6,622									6,656,108
ServiceMaster Company
	Term Loan, 3.44%, (1 mo. USD LIBOR + 1.75%), Maturing November 5, 2026													5,875									5,902,906
Spin Holdco, Inc.
	Term Loan, 5.09%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2022													43,106									43,097,079
STG-Fairway Holdings, LLC
	Term Loan, Maturing January 22, 2027(2)													4,350									4,388,062
Techem Verwaltungsgesellschaft 675 mbH
	Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing July 31, 2025									EUR				3,906									4,364,754
Trans Union, LLC
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing November 16, 2026													26,693									26,819,843
Vestcom Parent Holdings, Inc.
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023													1,806									1,724,527
WASH Multifamily Laundry Systems, LLC
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022													11,307									11,200,761
West Corporation
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing October 10, 2024													4,999									4,255,292
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024													16,679									14,278,364
Zephyr Bidco Limited
	Term Loan, 3.50%, (1 mo. EURIBOR + 3.50%), Maturing July 23, 2025									EUR				5,025									5,619,647
	Term Loan, 5.21%, (1 mo. GBP LIBOR + 4.50%), Maturing July 23, 2025									GBP				8,725									11,420,549
________________________________________________________________________________________________________
																					$		711,135,207
________________________________________________________________________________________________________
Cable and Satellite Television — 4.7%
________________________________________________________________________________________________________
Altice France S.A.
	Term Loan, 5.36%, (1 mo. USD LIBOR + 3.69%), Maturing January 31, 2026													10,890							$		10,870,882
	Term Loan, 5.68%, (1 mo. USD LIBOR + 4.00%), Maturing August 14, 2026													7,036									7,047,849
Charter Communications Operating, LLC
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing February 1, 2027													39,972									40,188,749
CSC Holdings, LLC
	Term Loan, 3.93%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025													47,899									48,108,022
	Term Loan, 3.93%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026													13,786									13,865,018
	Term Loan, 4.18%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2027													3,209									3,229,184
MCC Iowa, LLC
	Term Loan, 3.57%, (1 week USD LIBOR + 2.00%), Maturing January 15, 2025													5,827									5,865,614
Mediacom Illinois, LLC
	Term Loan, 3.32%, (1 week USD LIBOR + 1.75%), Maturing February 15, 2024													4,628									4,651,416
Numericable Group S.A.
	Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing July 31, 2025									EUR				8,923									9,882,303
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing July 31, 2025													21,112									20,981,491
Telenet Financing USD, LLC
	Term Loan, Maturing April 30, 2028(2)													39,725									39,646,980
Telenet International Finance S.a.r.l.
	Term Loan, 2.25%, (3 mo. EURIBOR + 2.25%), Maturing April 24, 2029									EUR				14,965									16,635,597
UPC Broadband Holding B.V.
	Term Loan, Maturing April 30, 2028(2)													8,800									8,800,000
	Term Loan, Maturing April 30, 2029(2)									EUR				7,650									8,473,623
Virgin Media Bristol, LLC
	Term Loan, 4.18%, (1 mo. USD LIBOR + 2.50%), Maturing January 31, 2028													44,255									44,352,239
Virgin Media SFA Finance Limited
	Term Loan, 3.91%, (1 mo. GBP LIBOR + 3.25%), Maturing January 15, 2027									GBP				16,075									21,252,911
	Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), Maturing January 31, 2029									EUR				13,800									15,336,182
Ziggo B.V.
	Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing January 31, 2029									EUR				22,800									25,342,515
________________________________________________________________________________________________________
																					$		344,530,575
________________________________________________________________________________________________________
Chemicals and Plastics — 4.6%
________________________________________________________________________________________________________
Alpha 3 B.V.
	Term Loan, 4.94%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024													14,090							$		14,125,612
Aruba Investments, Inc.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing February 2, 2022													11,022									11,049,564
Axalta Coating Systems US Holdings, Inc.
	Term Loan, 3.69%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024													28,064									28,096,085
Caldic B.V.
	Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing July 18, 2024									EUR				500									552,029
	Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing July 18, 2024									EUR				2,266									2,502,315
Chemours Company (The)
	Term Loan, 2.50%, (3 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing April 3, 2025									EUR				5,756									6,325,578
Element Solutions, Inc.
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing January 31, 2026													9,108									9,165,099
Emerald Performance Materials, LLC
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021													3,586									3,601,533
Ferro Corporation
	Term Loan, 4.19%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024													3,429									3,437,251
	Term Loan, 4.19%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024													3,657									3,666,050
	Term Loan, 4.19%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024													3,736									3,745,746
Flint Group GmbH
	Term Loan, 3.75%, (3 mo. EURIBOR + 3.00%, Floor 0.75%), Maturing September 7, 2021									EUR				1,216									1,214,212
	Term Loan, 4.80%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021													1,949									1,727,851
Flint Group US, LLC
	Term Loan, 4.80%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021													2,917									2,586,728
	Term Loan, 4.80%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021													11,789									10,452,082
Gemini HDPE, LLC
	Term Loan, 4.28%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024													12,871									12,967,224
Hexion, Inc.
	Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), Maturing July 1, 2026									EUR				18,800									20,993,476
INEOS Enterprises Holdings II Limited
	Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), Maturing August 28, 2026									EUR				2,325									2,599,952
INEOS Enterprises Holdings US Finco, LLC
	Term Loan, 5.91%, (3 mo. USD LIBOR + 4.00%), Maturing August 31, 2026													3,092									3,115,442
INEOS Finance PLC
	Term Loan, 2.50%, (1 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing April 1, 2024									EUR				15,856									17,604,192
Inovyn Finance PLC
	Term Loan, 2.50%, (3 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing November 10, 2025									EUR				11,065									12,347,282
Kraton Polymers, LLC
	Term Loan, 2.75%, (3 mo. EURIBOR + 2.00%, Floor 0.75%), Maturing March 5, 2025									EUR				1,515									1,689,013
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing March 5, 2025													5,848									5,847,859
Messer Industries GmbH
	Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), Maturing March 1, 2026									EUR				4,575									5,103,498
Minerals Technologies, Inc.
	Term Loan, 3.96%, (USD LIBOR + 2.25%), Maturing February 14, 2024(5)													13,866									13,941,488
Momentive Performance Materials, Inc.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing May 15, 2024													1,145									1,145,435
PMHC II, Inc.
	Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing March 31, 2025													14,914									13,702,344
PQ Corporation
	Term Loan, 4.28%, (3 mo. USD LIBOR + 2.50%), Maturing February 8, 2025													22,369									22,464,087
Pregis TopCo Corporation
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing July 31, 2026													7,575									7,595,119
Spectrum Holdings III Corp.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2025													10,515									9,798,900
Starfruit Finco B.V.
	Term Loan, 4.70%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025													17,226									17,265,118
Tronox Finance, LLC
	Term Loan, 4.52%, (USD LIBOR + 2.75%), Maturing September 23, 2024(5)													35,924									35,976,498
Univar, Inc.
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing July 1, 2024													28,981									29,143,601
Venator Materials Corporation
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing August 8, 2024													579									578,066
________________________________________________________________________________________________________
																					$		336,126,329
________________________________________________________________________________________________________
Clothing/Textiles — 0.1%
________________________________________________________________________________________________________
Samsonite International SA
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing April 25, 2025													4,621							$		4,614,493
________________________________________________________________________________________________________
																					$		4,614,493
________________________________________________________________________________________________________
Conglomerates — 0.1%
________________________________________________________________________________________________________
Penn Engineering & Manufacturing Corp.
	Term Loan, 3.50%, (3 mo. EURIBOR + 2.50%, Floor 1.00%), Maturing June 27, 2024									EUR				1,919							$		2,143,344
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2024													2,097									2,093,057
SGB-SMIT Management GmbH
	Term Loan, 4.50%, (6 mo. EURIBOR + 4.50%), Maturing July 18, 2024									EUR				8,722									6,179,011
________________________________________________________________________________________________________
																					$		10,415,412
________________________________________________________________________________________________________
Containers and Glass Products — 3.1%
________________________________________________________________________________________________________
Berry Global, Inc.
	Term Loan, 3.68%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2022													8,749							$		8,811,752
	Term Loan, 3.68%, (1 mo. USD LIBOR + 2.00%), Maturing January 19, 2024													10,059									10,124,504
	Term Loan, 3.78%, (1 mo. USD LIBOR + 2.00%), Maturing July 1, 2026													12,064									12,144,808
BWAY Holding Company
	Term Loan, 5.08%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024													11,245									11,178,702
Flex Acquisition Company, Inc.
	Term Loan, 4.90%, (USD LIBOR + 3.00%), Maturing December 29, 2023(5)													35,554									35,220,610
	Term Loan, 5.16%, (3 mo. USD LIBOR + 3.25%), Maturing June 29, 2025													5,141									5,076,514
Libbey Glass, Inc.
	Term Loan, 4.70%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021													13,905									10,428,769
Pelican Products, Inc.
	Term Loan, 5.16%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2025													9,954									9,506,171
Proampac PG Borrower, LLC
	Term Loan, 5.30%, (USD LIBOR + 3.50%), Maturing November 20, 2023(5)													12,905									12,776,156
Reynolds Consumer Products, Inc.
	Term Loan, Maturing January 29, 2029(2)													24,525									24,494,344
Reynolds Group Holdings, Inc.
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023													71,271									71,521,595
Trident TPI Holdings, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing October 17, 2024													19,761									19,489,574
________________________________________________________________________________________________________
																					$		230,773,499
________________________________________________________________________________________________________
Cosmetics/Toiletries — 0.5%
________________________________________________________________________________________________________
KIK Custom Products, Inc.
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing May 15, 2023													36,924							$		36,468,323
________________________________________________________________________________________________________
																					$		36,468,323
________________________________________________________________________________________________________
Drugs — 5.7%
________________________________________________________________________________________________________
Akorn, Inc.
	Term Loan, 11.81%, (11.06% cash (1 mo. USD LIBOR + 9.25%), 0.75% PIK), Maturing April 16, 2021													21,437							$		20,727,216
Albany Molecular Research, Inc.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing August 30, 2024													10,456									10,420,396
Alkermes, Inc.
	Term Loan, 3.92%, (1 mo. USD LIBOR + 2.25%), Maturing March 27, 2023													13,162									13,153,631
Amneal Pharmaceuticals, LLC
	Term Loan, 5.19%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025													30,326									28,082,110
Arbor Pharmaceuticals, Inc.
	Term Loan, 6.94%, (3 mo. USD LIBOR + 5.00%), Maturing July 5, 2023													16,655									15,301,850
Bausch Health Companies, Inc.
	Term Loan, 4.67%, (1 mo. USD LIBOR + 3.00%), Maturing June 2, 2025													77,494									77,930,385
Catalent Pharma Solutions, Inc.
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing May 18, 2026													10,297									10,365,746
Endo Luxembourg Finance Company I S.a.r.l.
	Term Loan, 5.94%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024													44,125									42,767,749
Grifols Worldwide Operations USA, Inc.
	Term Loan, 3.56%, (1 week USD LIBOR + 2.00%), Maturing November 15, 2027													48,733									49,050,297
Horizon Therapeutics USA, Inc.
	Term Loan, 4.00%, (1 mo. USD LIBOR + 2.25%), Maturing May 22, 2026													13,469									13,586,396
Jaguar Holding Company II
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2022													88,269									88,387,483
Mallinckrodt International Finance S.A.
	Term Loan, 4.69%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024													38,090									32,026,981
	Term Loan, 4.91%, (3 mo. USD LIBOR + 3.00%), Maturing February 24, 2025													15,227									12,739,762
Nidda Healthcare Holding AG
	Term Loan, Maturing August 21, 2024(2)									EUR				168									186,596
	Term Loan, Maturing August 21, 2024(2)									EUR				290									322,067
	Term Loan, Maturing August 21, 2024(2)									EUR				542									602,805
	Term Loan, Maturing August 21, 2024(2)									EUR				6,425									7,140,913
________________________________________________________________________________________________________
																					$		422,792,383
________________________________________________________________________________________________________
Ecological Services and Equipment — 1.2%
________________________________________________________________________________________________________
Advanced Disposal Services, Inc.
	Term Loan, 3.82%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023													34,283							$		34,418,983
EnergySolutions, LLC
	Term Loan, 5.69%, (3 mo. USD LIBOR + 3.75%), Maturing May 9, 2025													20,230									19,395,615
GFL Environmental, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing May 30, 2025													23,389									23,398,020
Terrapure Environmental Ltd.
	Term Loan, Maturing November 25, 2026(2)													4,375									4,396,875
US Ecology Holdings, Inc.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing November 1, 2026													3,100									3,127,125
________________________________________________________________________________________________________
																					$		84,736,618
________________________________________________________________________________________________________
Electronics/Electrical — 17.6%
________________________________________________________________________________________________________
Almonde, Inc.
	Term Loan, 5.28%, (USD LIBOR + 3.50%), Maturing June 13, 2024(5)													30,767							$		30,511,468
Applied Systems, Inc.
	Term Loan, 5.19%, (3 mo. USD LIBOR + 3.25%), Maturing September 19, 2024													46,478									46,706,715
	Term Loan - Second Lien, 8.94%, (3 mo. USD LIBOR + 7.00%), Maturing September 19, 2025													4,000									4,118,332
Aptean, Inc.
	Term Loan, 6.19%, (3 mo. USD LIBOR + 4.25%), Maturing April 23, 2026													6,625									6,629,078
Avast Software B.V.
	Term Loan, 4.19%, (3 mo. USD LIBOR + 2.25%), Maturing September 29, 2023													6,361									6,384,913
Banff Merger Sub, Inc.
	Term Loan, 4.75%, (3 mo. EURIBOR + 4.75%), Maturing October 2, 2025									EUR				3,515									3,933,485
	Term Loan, 5.90%, (1 mo. USD LIBOR + 4.25%), Maturing October 2, 2025													48,137									47,545,691
Barracuda Networks, Inc.
	Term Loan, 4.91%, (1 mo. USD LIBOR + 3.25%), Maturing February 12, 2025													5,663									5,712,301
Castle US Holding Corporation
	Term Loan, Maturing January 27, 2027(2)													14,057									14,101,202
CDW, LLC
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing October 13, 2026													19,802									19,950,840
Celestica, Inc.
	Term Loan, 3.79%, (1 mo. USD LIBOR + 2.13%), Maturing June 27, 2025													4,753									4,708,069
	Term Loan, 4.16%, (1 mo. USD LIBOR + 2.50%), Maturing June 27, 2025													4,391									4,405,845
Cohu, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025													10,058									10,019,860
CommScope, Inc.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing April 6, 2026													22,593									22,661,042
CPI International, Inc.
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024													15,188									15,131,430
Datto, Inc.
	Term Loan, 5.90%, (1 mo. USD LIBOR + 4.25%), Maturing April 2, 2026													4,502									4,530,515
ECI Macola/Max Holding, LLC
	Term Loan, 6.19%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024													10,115									10,140,993
Electro Rent Corporation
	Term Loan, 6.80%, (3 mo. USD LIBOR + 5.00%), Maturing January 31, 2024													23,823									23,941,727
Energizer Holdings, Inc.
	Term Loan, 4.06%, (1 mo. USD LIBOR + 2.25%), Maturing December 17, 2025													2,075									2,083,704
Entegris, Inc.
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing November 6, 2025													3,292									3,320,553
Epicor Software Corporation
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing June 1, 2022													45,883									46,149,272
EXC Holdings III Corp.
	Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing December 2, 2024									EUR				1,715									1,887,755
	Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing December 2, 2024													3,560									3,569,174
Flexera Software, LLC
	Term Loan, Maturing February 26, 2025(2)													857									861,964
	Term Loan, Maturing February 26, 2025(2)													2,143									2,153,571
Go Daddy Operating Company, LLC
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing February 15, 2024													58,801									59,016,677
Hyland Software, Inc.
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing July 1, 2024													59,804									60,203,185
	Term Loan - Second Lien, 8.65%, (1 mo. USD LIBOR + 7.00%), Maturing July 7, 2025													7,034									7,128,763
Infoblox, Inc.
	Term Loan, 6.15%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023													16,559									16,675,859
Infor (US), Inc.
	Term Loan, 4.69%, (3 mo. USD LIBOR + 2.75%), Maturing February 1, 2022													93,508									94,255,725
Informatica, LLC
	Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing August 5, 2022									EUR				753									841,759
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing August 5, 2022													62,530									62,783,529
MA FinanceCo., LLC
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing November 19, 2021													31,390									31,409,449
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024													5,548									5,526,546
MACOM Technology Solutions Holdings, Inc.
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024													14,639									14,236,477
Marcel LUX IV S.a.r.l.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing March 15, 2026													3,772									3,757,357
	Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing March 16, 2026									EUR				3,350									3,727,391
MaxLinear, Inc.
	Term Loan, 4.18%, (3 mo. USD LIBOR + 2.50%), Maturing May 12, 2024													6,947									6,947,368
Mirion Technologies, Inc.
	Term Loan, 5.94%, (3 mo. USD LIBOR + 4.00%), Maturing March 6, 2026													6,109									6,179,103
MKS Instruments, Inc.
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing February 2, 2026													4,016									4,035,677
MTS Systems Corporation
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023													3,545									3,564,607
NCR Corporation
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing August 28, 2026													10,923									10,987,484
Renaissance Holding Corp.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing May 30, 2025													13,905									13,866,046
	Term Loan - Second Lien, 8.65%, (1 mo. USD LIBOR + 7.00%), Maturing May 29, 2026													2,175									2,117,906
Seattle Spinco, Inc.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024													37,468									37,322,128
SGS Cayman L.P.
	Term Loan, 7.32%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021													3,800									3,760,652
SkillSoft Corporation
	Term Loan, 6.53%, (3 mo. USD LIBOR + 4.75%), Maturing April 28, 2021													57,613									48,481,195
SolarWinds Holdings, Inc.
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2024													73,443									73,829,700
Solera, LLC
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023													51,521									51,694,123
Sophos Group PLC
	Term Loan, Maturing January 15, 2027(2)													10,000									10,075,000
Sparta Systems, Inc.
	Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing August 21, 2024													7,061									6,337,449
SS&C Technologies Holdings Europe S.a.r.l.
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing April 16, 2025													19,236									19,285,521
SS&C Technologies, Inc.
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing April 16, 2025													7,603									7,627,051
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing April 16, 2025													26,957									27,026,854
SurveyMonkey, Inc.
	Term Loan, 5.32%, (1 week USD LIBOR + 3.75%), Maturing October 10, 2025													9,342									9,400,136
Sutherland Global Services, Inc.
	Term Loan, 7.32%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021													16,326									16,155,581
Tibco Software, Inc.
	Term Loan, 5.74%, (1 mo. USD LIBOR + 4.00%), Maturing June 30, 2026													24,025									24,175,048
TriTech Software Systems
	Term Loan, 5.40%, (1 mo. USD LIBOR + 3.75%), Maturing August 29, 2025													4,061									3,915,814
TTM Technologies, Inc.
	Term Loan, 4.28%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2024													11,983									12,037,939
Uber Technologies, Inc.
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023													41,251									41,251,219
	Term Loan, 5.66%, (1 mo. USD LIBOR + 4.00%), Maturing April 4, 2025													33,964									34,022,431
Ultimate Software Group, Inc. (The)
	Term Loan, 5.40%, (1 mo. USD LIBOR + 3.75%), Maturing May 4, 2026													21,147									21,264,070
Ultra Clean Holdings, Inc.
	Term Loan, 6.15%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025													10,329									10,360,848
Verifone Systems, Inc.
	Term Loan, 5.90%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025													19,149									18,989,495
Veritas Bermuda, Ltd.
	Term Loan, 6.19%, (USD LIBOR + 4.50%), Maturing January 27, 2023(5)													26,030									24,935,742
Vero Parent, Inc.
	Term Loan, 8.16%, (3 mo. USD LIBOR + 6.25%), Maturing August 16, 2024													26,183									25,550,234
Vungle, Inc.
	Term Loan, 7.15%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2026													7,706									7,705,688
Western Digital Corporation
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023													9,209									9,216,886
________________________________________________________________________________________________________
																					$		1,292,841,211
________________________________________________________________________________________________________
Equipment Leasing — 0.8%
________________________________________________________________________________________________________
Avolon TLB Borrower 1 (US), LLC
	Term Loan, 3.41%, (1 mo. USD LIBOR + 1.75%), Maturing January 15, 2025													40,436							$		40,672,184
Delos Finance S.a.r.l.
	Term Loan, 3.69%, (3 mo. USD LIBOR + 1.75%), Maturing October 6, 2023													15,593									15,663,508
IBC Capital Limited
	Term Loan, 5.65%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023													3,169									3,172,650
________________________________________________________________________________________________________
																					$		59,508,342
________________________________________________________________________________________________________
Financial Intermediaries — 3.2%
________________________________________________________________________________________________________
Aretec Group, Inc.
	Term Loan, 5.90%, (1 mo. USD LIBOR + 4.25%), Maturing October 1, 2025													24,916							$		24,884,630
Citco Funding, LLC
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2023													24,181									24,181,400
Claros Mortgage Trust, Inc.
	Term Loan, 4.95%, (1 mo. USD LIBOR + 3.25%), Maturing August 9, 2026													7,057									7,092,599
Ditech Holding Corporation
	Term Loan, 0.00%, Maturing June 30, 2022(6)													28,127									11,625,662
EIG Management Company, LLC
	Term Loan, 5.40%, (1 mo. USD LIBOR + 3.75%), Maturing February 22, 2025													2,776									2,784,236
Evergood 4 ApS
	Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing February 6, 2025									EUR				9,550									10,692,370
FinCo. I, LLC
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing December 27, 2022													9,939									9,980,221
Focus Financial Partners, LLC
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing July 3, 2024													16,614									16,697,432
Franklin Square Holdings L.P.
	Term Loan, 3.94%, (1 mo. USD LIBOR + 2.25%), Maturing August 1, 2025													6,740									6,769,171
Greenhill & Co., Inc.
	Term Loan, 4.92%, (1 mo. USD LIBOR + 3.25%), Maturing April 12, 2024													7,654									7,620,265
GreenSky Holdings, LLC
	Term Loan, 4.94%, (1 mo. USD LIBOR + 3.25%), Maturing March 31, 2025													14,173									14,269,999
Guggenheim Partners, LLC
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023													35,160									35,214,783
Harbourvest Partners, LLC
	Term Loan, 3.93%, (1 mo. USD LIBOR + 2.25%), Maturing March 3, 2025													6,771									6,792,076
LPL Holdings, Inc.
	Term Loan, 3.41%, (1 mo. USD LIBOR + 1.75%), Maturing November 12, 2026													19,900									20,007,798
Nets Holding A/S
	Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), Maturing February 6, 2025									EUR				1,000									1,111,406
Starwood Property Trust, Inc.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing July 27, 2026													4,140									4,175,797
StepStone Group L.P.
	Term Loan, 5.76%, (2 mo. USD LIBOR + 4.00%), Maturing March 27, 2025													6,534									6,558,126
Victory Capital Holdings, Inc.
	Term Loan, 4.10%, (1 mo. USD LIBOR + 2.50%), Maturing July 1, 2026													14,779									14,908,362
Virtus Investment Partners, Inc.
	Term Loan, 3.98%, (1 mo. USD LIBOR + 2.25%), Maturing June 1, 2024													8,869									8,920,815
Walker & Dunlop, Inc.
	Term Loan, 3.67%, (1 mo. USD LIBOR + 2.00%), Maturing November 7, 2025													4,451									4,467,597
________________________________________________________________________________________________________
																					$		238,754,745
________________________________________________________________________________________________________
Food Products — 3.6%
________________________________________________________________________________________________________
Alphabet Holding Company, Inc.
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024													38,303							$		36,667,147
Atkins Nutritionals Holdings II, Inc.
	Term Loan, 5.43%, (1 mo. USD LIBOR + 3.75%), Maturing July 7, 2024													4,006									4,061,263
B&G Foods, Inc.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing October 10, 2026													3,067									3,080,732
Badger Buyer Corp.
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing September 30, 2024													12,887									11,823,620
Del Monte Foods, Inc.
	Term Loan, 5.16%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021													15,528									14,612,140
Froneri International PLC
	Term Loan, Maturing January 29, 2027(2)													21,650									21,744,719
Hearthside Food Solutions, LLC
	Term Loan, 5.33%, (1 mo. USD LIBOR + 3.69%), Maturing May 23, 2025													13,224									13,098,000
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025													6,311									6,265,885
HLF Financing S.a.r.l.
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing August 18, 2025													28,568									28,817,570
Jacobs Douwe Egberts International B.V.
	Term Loan, 3.81%, (1 mo. USD LIBOR + 2.00%), Maturing November 1, 2025													22,212									22,340,031
JBS USA Lux S.A.
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing May 1, 2026													56,622									56,999,625
Nomad Foods Europe Midco Limited
	Term Loan, 3.93%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024													21,135									21,188,112
Sunshine Investments B.V.
	Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), Maturing March 28, 2025									EUR				13,118									14,650,576
	Term Loan, 4.79%, (3 mo. GBP LIBOR + 4.00%), Maturing March 28, 2025									GBP				750									995,504
Valeo F1 Company Limited (Ireland)
	Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing August 27, 2024									EUR				9,500									10,400,983
________________________________________________________________________________________________________
																					$		266,745,907
________________________________________________________________________________________________________
Food Service — 1.9%
________________________________________________________________________________________________________
1011778 B.C. Unlimited Liability Company
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing November 19, 2026													61,144							$		61,230,190
Aramark Services, Inc.
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing March 11, 2025													8,977									9,027,371
IRB Holding Corp.
	Term Loan, 4.38%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2025													29,905									30,040,518
NPC International, Inc.
	Term Loan, 11.50%, (1 mo. USD LIBOR + 10.00%, Floor 1.50%), Maturing April 17, 2020													1,561									1,569,404
	Term Loan, 5.28%, (3 mo. USD LIBOR + 3.50%), Maturing April 19, 2024													13,026									5,975,741
Restaurant Technologies, Inc.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025													8,182									8,253,895
US Foods, Inc.
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing June 27, 2023													26,410									26,527,844
________________________________________________________________________________________________________
																					$		142,624,963
________________________________________________________________________________________________________
Food/Drug Retailers — 0.6%
________________________________________________________________________________________________________
Albertsons, LLC
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing November 17, 2025													2,394							$		2,398,080
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing August 17, 2026													13,632									13,677,290
Allsup's Convenience Stores, Inc.
	Term Loan, 7.91%, (1 mo. USD LIBOR + 6.25%), Maturing November 18, 2024													6,750									6,800,625
Diplomat Pharmacy, Inc.
	Term Loan, 6.41%, (3 mo. USD LIBOR + 4.50%), Maturing December 20, 2024													4,891									4,826,101
L1R HB Finance Limited
	Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing August 9, 2024									EUR				8,523									6,720,430
	Term Loan, 6.04%, (3 mo. GBP LIBOR + 5.25%), Maturing September 2, 2024									GBP				6,773									6,340,961
________________________________________________________________________________________________________
																					$		40,763,487
________________________________________________________________________________________________________
Forest Products — 0.1%
________________________________________________________________________________________________________
Clearwater Paper Corporation
	Term Loan, 5.00%, (1 mo. USD LIBOR + 3.25%), Maturing July 26, 2026													4,075							$		4,100,469
________________________________________________________________________________________________________
																					$		4,100,469
________________________________________________________________________________________________________
Health Care — 8.9%
________________________________________________________________________________________________________
Acadia Healthcare Company, Inc.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing February 16, 2023													1,269							$		1,275,589
Accelerated Health Systems, LLC
	Term Loan, 5.18%, (1 mo. USD LIBOR + 3.50%), Maturing October 31, 2025													7,425									7,443,563
ADMI Corp.
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing April 30, 2025													5,463									5,474,916
Alliance Healthcare Services, Inc.
	Term Loan, 6.15%, (1 mo. USD LIBOR + 4.50%), Maturing October 24, 2023													9,466									9,134,497
	Term Loan - Second Lien, 11.65%, (1 mo. USD LIBOR + 10.00%), Maturing April 24, 2024													5,175									4,683,375
athenahealth, Inc.
	Term Loan, 6.40%, (3 mo. USD LIBOR + 4.50%), Maturing February 11, 2026													24,415									24,575,568
Avantor, Inc.
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing November 21, 2024													7,866									7,930,284
BioClinica, Inc.
	Term Loan, 5.88%, (1 mo. USD LIBOR + 4.25%), Maturing October 20, 2023													16,148									15,744,719
BW NHHC Holdco, Inc.
	Term Loan, 6.91%, (3 mo. USD LIBOR + 5.00%), Maturing May 15, 2025													13,110									11,225,196
Carestream Dental Equipment, Inc.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing September 1, 2024													740									732,623
CeramTec AcquiCo GmbH
	Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), Maturing March 7, 2025									EUR				17,827									19,592,824
Certara L.P.
	Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing August 15, 2024													7,579									7,597,676
Change Healthcare Holdings, LLC
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing March 1, 2024													25,284									25,336,406
CHG Healthcare Services, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023													25,684									25,854,464
CryoLife, Inc.
	Term Loan, 5.19%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2024													5,170									5,199,654
Elsan SAS
	Term Loan, 3.50%, (1 mo. EURIBOR + 3.50%), Maturing October 31, 2024									EUR				8,750									9,801,895
Ensemble RCM, LLC
	Term Loan, 5.66%, (3 mo. USD LIBOR + 3.75%), Maturing August 3, 2026													6,035									6,066,932
Envision Healthcare Corporation
	Term Loan, 5.40%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025													70,644									59,769,913
Gentiva Health Services, Inc.
	Term Loan, 4.94%, (1 mo. USD LIBOR + 3.25%), Maturing July 2, 2025													36,545									36,727,473
Greatbatch Ltd.
	Term Loan, 4.20%, (1 mo. USD LIBOR + 2.50%), Maturing October 27, 2022													10,341									10,366,928
Hanger, Inc.
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing March 6, 2025													23,455									23,611,122
Inovalon Holdings, Inc.
	Term Loan, 5.19%, (1 mo. USD LIBOR + 3.50%), Maturing April 2, 2025													15,581									15,649,300
IQVIA, Inc.
	Term Loan, 3.69%, (3 mo. USD LIBOR + 1.75%), Maturing March 7, 2024													6,160									6,193,225
	Term Loan, 3.69%, (3 mo. USD LIBOR + 1.75%), Maturing January 17, 2025													14,898									14,979,257
Medical Solutions, LLC
	Term Loan, 6.15%, (1 mo. USD LIBOR + 4.50%), Maturing June 14, 2024													13,601									13,651,828
MPH Acquisition Holdings, LLC
	Term Loan, 4.69%, (3 mo. USD LIBOR + 2.75%), Maturing June 7, 2023													28,469									28,101,228
National Mentor Holdings, Inc.
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing March 9, 2026													344									347,189
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing March 9, 2026													6,187									6,240,445
Navicure, Inc.
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing October 22, 2026													10,725									10,778,625
One Call Corporation
	Term Loan, 7.16%, (3 mo. USD LIBOR + 5.25%), Maturing November 25, 2022													15,422									14,889,075
Ortho-Clinical Diagnostics S.A.
	Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing June 30, 2025									EUR				4,225									4,700,377
	Term Loan, 5.01%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025													53,749									53,188,953
Parexel International Corporation
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024													15,630									15,403,199
Phoenix Guarantor, Inc.
	Term Loan, 4.95%, (1 mo. USD LIBOR + 3.25%), Maturing March 5, 2026													23,930									24,019,487
Radiology Partners Holdings, LLC
	Term Loan, 6.66%, (USD LIBOR + 4.75%), Maturing July 9, 2025(5)													6,995									7,027,140
RadNet, Inc.
	Term Loan, 5.38%, (3 mo. USD LIBOR + 3.50%), Maturing June 30, 2023													10,255									10,287,050
Select Medical Corporation
	Term Loan, 4.58%, (3 mo. USD LIBOR + 2.50%), Maturing March 6, 2025													38,886									39,144,544
Surgery Center Holdings, Inc.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing September 2, 2024													13,780									13,767,851
Team Health Holdings, Inc.
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024													24,678									19,757,437
Tecomet, Inc.
	Term Loan, 4.91%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2024													12,220									12,267,272
U.S. Anesthesia Partners, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024													2,692									2,683,930
Verscend Holding Corp.
	Term Loan, 6.15%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025													23,797									23,977,936
Viant Medical Holdings, Inc.
	Term Loan, 5.69%, (3 mo. USD LIBOR + 3.75%), Maturing July 2, 2025													2,960									2,921,538
________________________________________________________________________________________________________
																					$		658,122,503
________________________________________________________________________________________________________
Home Furnishings — 0.6%
________________________________________________________________________________________________________
Serta Simmons Bedding, LLC
	Term Loan, 5.17%, (1 mo. USD LIBOR + 3.50%), Maturing November 8, 2023													61,584							$		40,684,130
________________________________________________________________________________________________________
																					$		40,684,130
________________________________________________________________________________________________________
Industrial Equipment — 5.1%
________________________________________________________________________________________________________
AI Alpine AT Bidco GmbH
	Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing October 31, 2025									EUR				6,125							$		6,680,845
Altra Industrial Motion Corp.
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2025													8,550									8,593,430
Apex Tool Group, LLC
	Term Loan, 7.15%, (1 mo. USD LIBOR + 5.50%), Maturing August 1, 2024													20,397									20,184,545
Carlisle Foodservice Products, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing March 20, 2025													10,265									10,085,291
Clark Equipment Company
	Term Loan, 3.69%, (3 mo. USD LIBOR + 1.75%), Maturing May 18, 2024													15,956									15,987,982
Coherent Holding GmbH
	Term Loan, 3.00%, (3 mo. EURIBOR + 2.25%, Floor 0.75%), Maturing November 7, 2023									EUR				4,798									5,386,982
Columbus McKinnon Corporation
	Term Loan, 4.44%, (3 mo. USD LIBOR + 2.50%), Maturing January 31, 2024													4,943									4,964,474
CPM Holdings, Inc.
	Term Loan, 5.40%, (1 mo. USD LIBOR + 3.75%), Maturing November 17, 2025													7,351									7,286,431
Delachaux Group S.A.
	Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing April 16, 2026									EUR				4,650									5,186,893
	Term Loan, 6.35%, (3 mo. USD LIBOR + 4.50%), Maturing April 16, 2026													5,900									5,888,937
DexKo Global, Inc.
	Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024									EUR				2,638									2,896,037
	Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024									EUR				6,594									7,240,131
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing July 24, 2024													13,418									13,441,091
DXP Enterprises, Inc.
	Term Loan, 6.40%, (1 mo. USD LIBOR + 4.75%), Maturing August 29, 2023													5,205									5,237,720
Dynacast International, LLC
	Term Loan, 5.19%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022													12,487									12,175,254
Engineered Machinery Holdings, Inc.
	Term Loan, 4.94%, (3 mo. USD LIBOR + 3.00%), Maturing July 19, 2024													14,759									14,684,943
	Term Loan, 6.19%, (3 mo. USD LIBOR + 4.25%), Maturing July 19, 2024													2,020									2,024,599
EWT Holdings III Corp.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing December 20, 2024													25,857									26,014,344
Filtration Group Corporation
	Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing March 29, 2025									EUR				4,651									5,204,683
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025													43,934									44,172,228
Gardner Denver, Inc.
	Term Loan, 3.00%, (1 mo. EURIBOR + 3.00%), Maturing July 30, 2024									EUR				4,624									5,151,215
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing July 30, 2024													5,239									5,266,240
Gates Global, LLC
	Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing April 1, 2024									EUR				7,854									8,691,795
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing April 1, 2024													20,952									20,921,529
LTI Holdings, Inc.
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing September 6, 2025													5,456									5,005,823
	Term Loan, 6.40%, (1 mo. USD LIBOR + 4.75%), Maturing July 24, 2026													2,444									2,303,352
Minimax Viking GmbH
	Term Loan, 3.00%, (1 mo. EURIBOR + 3.00%), Maturing July 31, 2025									EUR				3,453									3,871,734
Quimper AB
	Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing February 13, 2026									EUR				23,125									25,799,060
Rexnord, LLC
	Term Loan, 3.41%, (1 mo. USD LIBOR + 1.75%), Maturing August 21, 2024													7,920									7,970,638
Robertshaw US Holding Corp.
	Term Loan, 4.94%, (1 mo. USD LIBOR + 3.25%), Maturing February 28, 2025													24,621									22,958,771
Terex Corporation
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing January 31, 2024													8,833									8,866,608
Thermon Industries, Inc.
	Term Loan, 5.53%, (1 mo. USD LIBOR + 3.75%), Maturing October 30, 2024													3,115									3,140,309
Titan Acquisition Limited
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025													33,952									33,391,763
________________________________________________________________________________________________________
																					$		376,675,677
________________________________________________________________________________________________________
Insurance — 3.8%
________________________________________________________________________________________________________
Alliant Holdings Intermediate, LLC
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing May 9, 2025													7,271							$		7,268,480
	Term Loan, 4.92%, (1 mo. USD LIBOR + 3.25%), Maturing May 9, 2025													5,746									5,747,021
AmWINS Group, Inc.
	Term Loan, 4.41%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024													56,211									56,720,469
Andromeda Investissements
	Term Loan, Maturing June 12, 2026(2)									EUR				2,250									2,528,502
Asurion, LLC
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing August 4, 2022													28,065									28,167,152
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023													42,298									42,482,897
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2024													2,463									2,469,887
	Term Loan - Second Lien, 8.15%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025													28,200									28,615,950
Financiere CEP S.A.S.
	Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing January 16, 2025									EUR				3,425									3,837,665
Hub International Limited
	Term Loan, 4.55%, (3 mo. USD LIBOR + 2.75%), Maturing April 25, 2025													34,599									34,617,289
NFP Corp.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing January 8, 2024													34,830									34,854,875
USI, Inc.
	Term Loan, 4.94%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024													33,699									33,619,876
________________________________________________________________________________________________________
																					$		280,930,063
________________________________________________________________________________________________________
Leisure Goods/Activities/Movies — 5.3%
________________________________________________________________________________________________________
AMC Entertainment Holdings, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing April 22, 2026													16,739							$		16,814,127
Amer Sports Oyj
	Term Loan, 4.50%, (3 mo. EURIBOR + 4.50%), Maturing March 30, 2026									EUR				37,975									42,045,948
Ancestry.com Operations, Inc.
	Term Loan, 5.90%, (1 mo. USD LIBOR + 4.25%), Maturing August 27, 2026													43,889									42,024,030
Bombardier Recreational Products, Inc.
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing May 23, 2025													33,534									33,639,173
Buzz Merger Sub Ltd.
	Term Loan, Maturing January 22, 2027(2)													5,825									5,857,766
ClubCorp Holdings, Inc.
	Term Loan, 4.69%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024													21,527									20,542,028
Crown Finance US, Inc.
	Term Loan, 2.38%, (1 mo. EURIBOR + 2.38%), Maturing February 28, 2025									EUR				3,540									3,942,365
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing February 28, 2025													18,676									18,546,204
Delta 2 (LUX) S.a.r.l.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2024													29,796									29,743,150
Emerald Expositions Holding, Inc.
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024													13,983									13,493,886
Etraveli Holding AB
	Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing August 2, 2024									EUR				9,350									10,427,942
Lindblad Expeditions, Inc.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing March 27, 2025													1,174									1,182,430
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing March 27, 2025													4,695									4,729,719
Live Nation Entertainment, Inc.
	Term Loan, 3.44%, (1 mo. USD LIBOR + 1.75%), Maturing October 17, 2026													12,953									12,979,720
Motion Finco S.a.r.l.
	Term Loan, 0.50%, Maturing November 4, 2026(3)													709									716,557
	Term Loan, 5.15%, (3 mo. USD LIBOR + 3.25%), Maturing November 13, 2026													5,391									5,452,067
	Term Loan, Maturing November 13, 2026(2)									EUR				1,000									1,119,308
NASCAR Holdings, Inc.
	Term Loan, 4.41%, (1 mo. USD LIBOR + 2.75%), Maturing October 19, 2026													8,563									8,659,662
Playtika Holding Corp.
	Term Loan, 7.65%, (1 mo. USD LIBOR + 6.00%), Maturing December 10, 2024													35,100									35,483,924
SeaWorld Parks & Entertainment, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing March 31, 2024													21,184									21,269,075
SRAM, LLC
	Term Loan, 4.46%, (USD LIBOR + 2.75%), Maturing March 15, 2024(5)													10,362									10,414,054
Steinway Musical Instruments, Inc.
	Term Loan, 5.42%, (1 mo. USD LIBOR + 3.75%), Maturing February 14, 2025													4,687									4,692,811
Travel Leaders Group, LLC
	Term Loan, 5.66%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024													14,519									14,500,751
UFC Holdings, LLC
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing April 29, 2026													17,013									17,092,468
Vue International Bidco PLC
	Term Loan, 4.75%, (3 mo. EURIBOR + 4.75%), Maturing July 3, 2026									EUR				8,518									9,523,992
	Term Loan, Maturing July 3, 2026(2)									EUR				1,532									1,712,516
________________________________________________________________________________________________________
																					$		386,605,673
________________________________________________________________________________________________________
Lodging and Casinos — 4.6%
________________________________________________________________________________________________________
Aristocrat Technologies, Inc.
	Term Loan, 3.58%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024													10,829							$		10,872,097
Azelis Finance S.A.
	Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), Maturing November 7, 2025									EUR				3,750									4,178,691
Boyd Gaming Corporation
	Term Loan, 3.81%, (1 week USD LIBOR + 2.25%), Maturing September 15, 2023													4,011									4,030,390
Churchill Downs Incorporated
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing December 27, 2024													3,430									3,450,367
CityCenter Holdings, LLC
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing April 18, 2024													59,394									59,579,716
Eldorado Resorts, LLC
	Term Loan, 3.94%, (1 mo. USD LIBOR + 2.25%), Maturing April 17, 2024													2,748									2,749,546
ESH Hospitality, Inc.
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing September 18, 2026													22,085									22,250,615
Four Seasons Hotels Limited
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing November 30, 2023													7,135									7,194,661
Golden Nugget, Inc.
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing October 4, 2023													49,342									49,501,215
GVC Holdings PLC
	Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), Maturing March 29, 2024									EUR				22,500									25,114,764
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing March 29, 2024													15,818									15,929,468
Hanjin International Corp.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing October 18, 2020													5,225									5,225,000
MGM Growth Properties Operating Partnership L.P.
	Term Loan, 3.57%, (1 week USD LIBOR + 2.00%), Maturing March 21, 2025													23,431									23,550,454
Playa Resorts Holding B.V.
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024													14,206									14,136,908
Richmond UK Bidco Limited
	Term Loan, 4.96%, (1 mo. GBP LIBOR + 4.25%), Maturing March 3, 2024									GBP				3,703									4,821,178
Stars Group Holdings B.V. (The)
	Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 10, 2025									EUR				11,450									12,819,940
	Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025													47,200									47,566,924
VICI Properties 1, LLC
	Term Loan, 3.41%, (1 mo. USD LIBOR + 1.75%), Maturing December 20, 2024													23,570									23,658,844
________________________________________________________________________________________________________
																					$		336,630,778
________________________________________________________________________________________________________
Nonferrous Metals/Minerals — 0.4%
________________________________________________________________________________________________________
CD&R Hydra Buyer, Inc.
	Term Loan, 7.50%, (0.00% cash, 7.50% PIK), Maturing August 15, 2021(4)(7)													385							$		311,934
Murray Energy Corporation
	DIP Loan, 13.00%, (1 mo. USD LIBOR + 11.00%, Floor 2.00%), Maturing July 31, 2020													5,008									5,115,916
	Term Loan, 0.00%, Maturing October 17, 2022(6)													17,992									3,283,596
Noranda Aluminum Acquisition Corporation
	Term Loan, 0.00%, Maturing February 28, 2020(6)													2,904									174,237
Oxbow Carbon, LLC
	Term Loan, 5.40%, (1 mo. USD LIBOR + 3.75%), Maturing January 4, 2023													8,285									8,305,387
Rain Carbon GmbH
	Term Loan, 3.00%, (2 mo. EURIBOR + 3.00%), Maturing January 16, 2025									EUR				14,875									15,795,984
________________________________________________________________________________________________________
																					$		32,987,054
________________________________________________________________________________________________________
Oil and Gas — 3.1%
________________________________________________________________________________________________________
Ameriforge Group, Inc.
	Term Loan, 8.94%, (3 mo. USD LIBOR + 7.00%), Maturing June 8, 2022													14,935							$		14,934,765
Apergy Corporation
	Term Loan, 4.19%, (1 mo. USD LIBOR + 2.50%), Maturing May 9, 2025													3,193									3,200,753
Blackstone CQP Holdco L.P.
	Term Loan, 5.41%, (3 mo. USD LIBOR + 3.50%), Maturing September 30, 2024													12,313									12,334,291
Buckeye Partners L.P.
	Term Loan, 4.53%, (1 mo. USD LIBOR + 2.75%), Maturing November 1, 2026													29,450									29,784,375
Centurion Pipeline Company, LLC
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing September 29, 2025													3,440									3,451,001
CITGO Holding, Inc.
	Term Loan, 8.65%, (1 mo. USD LIBOR + 7.00%), Maturing August 1, 2023													2,993									3,060,765
CITGO Petroleum Corporation
	Term Loan, 6.44%, (3 mo. USD LIBOR + 4.50%), Maturing July 29, 2021													15,381									15,458,294
	Term Loan, 6.94%, (3 mo. USD LIBOR + 5.00%), Maturing March 28, 2024													30,343									30,438,023
Delek US Holdings, Inc.
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing March 31, 2025													9,474									9,437,976
Equitrans Midstream Corporation
	Term Loan, Maturing January 31, 2024(2)													7,068									6,938,062
Fieldwood Energy, LLC
	Term Loan, 7.03%, (3 mo. USD LIBOR + 5.25%), Maturing April 11, 2022													26,962									23,333,772
Matador Bidco S.a.r.l.
	Term Loan, 6.40%, (1 mo. USD LIBOR + 4.75%), Maturing October 15, 2026													7,000									7,043,750
McDermott Technology Americas, Inc.
	DIP Loan, 0.00%, Maturing October 21, 2020(3)													10,000									9,950,000
	Term Loan, 11.85%, (3 mo. USD LIBOR + 10.00%), Maturing October 21, 2021													4,712									4,931,810
	Term Loan, 0.00%, Maturing May 9, 2025(6)													19,164									12,213,940
Prairie ECI Acquiror L.P.
	Term Loan, 6.69%, (3 mo. USD LIBOR + 4.75%), Maturing March 11, 2026													12,198									12,111,223
PSC Industrial Holdings Corp.
	Term Loan, 5.43%, (1 mo. USD LIBOR + 3.75%), Maturing October 11, 2024													11,359									11,330,464
Sheridan Production Partners I, LLC
	Term Loan, 0.00%, Maturing February 14, 2020(6)													776									454,213
	Term Loan, 0.00%, Maturing February 14, 2020(6)													1,271									743,629
	Term Loan, 0.00%, Maturing February 14, 2020(6)													9,593									5,611,950
Sunrise Oil & Gas Properties, LLC
	Term Loan, 8.67%, (1 mo. USD LIBOR + 7.00%), Maturing January 17, 2023													834									843,100
	Term Loan, 8.67%, (1 mo. USD LIBOR + 7.00%), Maturing January 17, 2023(4)													963									779,214
	Term Loan - Second Lien, 8.67%, (1 mo. USD LIBOR + 7.00%), Maturing January 17, 2023													834									843,100
UGI Energy Services, LLC
	Term Loan, 5.40%, (1 mo. USD LIBOR + 3.75%), Maturing August 13, 2026													12,089									12,142,140
________________________________________________________________________________________________________
																					$		231,370,610
________________________________________________________________________________________________________
Publishing — 1.2%
________________________________________________________________________________________________________
Axel Springer S.E.
	Term Loan, 5.00%, (3 mo. EURIBOR + 5.00%), Maturing December 18, 2026									EUR				2,000							$		2,237,508
Getty Images, Inc.
	Term Loan, 5.00%, (1 mo. EURIBOR + 5.00%), Maturing February 19, 2026									EUR				4,000									4,386,291
	Term Loan, 6.19%, (1 mo. USD LIBOR + 4.50%), Maturing February 19, 2026													13,422									13,316,775
Harland Clarke Holdings Corp.
	Term Loan, 6.69%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023													9,418									7,564,933
LSC Communications, Inc.
	Term Loan, 7.06%, (1 week USD LIBOR + 5.50%), Maturing September 30, 2022													5,882									3,916,418
Nielsen Finance, LLC
	Term Loan, 3.70%, (1 mo. USD LIBOR + 2.00%), Maturing October 4, 2023													15,171									15,218,774
ProQuest, LLC
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing October 23, 2026													17,725									17,758,234
Terrier Media Buyer, Inc.
	Term Loan, 6.15%, (3 mo. USD LIBOR + 4.25%), Maturing December 17, 2026													18,675									18,861,750
Tweddle Group, Inc.
	Term Loan, 6.15%, (1 mo. USD LIBOR + 4.50%), Maturing September 17, 2023													2,014									1,886,454
________________________________________________________________________________________________________
																					$		85,147,137
________________________________________________________________________________________________________
Radio and Television — 2.5%
________________________________________________________________________________________________________
AP NMT Acquisition B.V.
	Term Loan, 7.66%, (3 mo. USD LIBOR + 5.75%), Maturing August 13, 2021													5,042							$		5,060,586
Cumulus Media New Holdings, Inc.
	Term Loan, 5.40%, (1 mo. USD LIBOR + 3.75%), Maturing March 31, 2026													6,060									6,118,744
Diamond Sports Group, LLC
	Term Loan, 4.91%, (1 mo. USD LIBOR + 3.25%), Maturing August 24, 2026													36,085									36,039,457
Entercom Media Corp.
	Term Loan, 4.16%, (1 mo. USD LIBOR + 2.50%), Maturing November 18, 2024													6,024									6,067,784
Entravision Communications Corporation
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024													8,312									8,242,426
Gray Television, Inc.
	Term Loan, 4.28%, (1 mo. USD LIBOR + 2.50%), Maturing January 2, 2026													8,369									8,420,418
Hubbard Radio, LLC
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing March 28, 2025													10,057									10,085,894
iHeartCommunications, Inc.
	Term Loan, 5.78%, (1 mo. USD LIBOR + 4.00%), Maturing May 1, 2026													3,274									3,287,155
	Term Loan, Maturing May 1, 2026(2)													3,275									3,290,694
Mission Broadcasting, Inc.
	Term Loan, 4.03%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024													4,002									4,013,609
Nexstar Broadcasting, Inc.
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024													19,660									19,716,373
	Term Loan, 4.53%, (1 mo. USD LIBOR + 2.75%), Maturing September 18, 2026													6,185									6,226,375
Sinclair Television Group, Inc.
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing January 3, 2024													17,096									17,174,465
	Term Loan, 4.18%, (3 mo. USD LIBOR + 2.50%), Maturing September 30, 2026													7,531									7,568,781
Univision Communications, Inc.
	Term Loan, 4.40%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024													44,983									44,523,911
________________________________________________________________________________________________________
																					$		185,836,672
________________________________________________________________________________________________________
Rail Industries — 0.1%
________________________________________________________________________________________________________
Genesee & Wyoming, Inc. (New)
	Term Loan, 3.91%, (3 mo. USD LIBOR + 2.00%), Maturing December 30, 2026													10,175							$		10,269,332
________________________________________________________________________________________________________
																					$		10,269,332
________________________________________________________________________________________________________
Retailers (Except Food and Drug) — 1.9%
________________________________________________________________________________________________________
Apro, LLC
	Term Loan, 2.00%, Maturing November 14, 2026(3)													1,589							$		1,602,792
	Term Loan, 5.68%, (1 mo. USD LIBOR + 4.00%), Maturing November 14, 2026													5,561									5,609,771
Ascena Retail Group, Inc.
	Term Loan, 6.19%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022													19,158									13,075,621
Bass Pro Group, LLC
	Term Loan, 6.65%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024													9,335									9,327,349
BJ's Wholesale Club, Inc.
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing February 3, 2024													14,207									14,292,529
Coinamatic Canada, Inc.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022													1,407									1,394,129
David's Bridal, Inc.
	Term Loan, 7.92%, (3 mo. USD LIBOR + 6.00%), Maturing June 30, 2023													2,719									2,669,044
Global Appliance, Inc.
	Term Loan, 5.65%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024													4,185									4,187,894
Go Wireless, Inc.
	Term Loan, 8.15%, (1 mo. USD LIBOR + 6.50%), Maturing December 22, 2024													2,801									2,699,889
Hoya Midco, LLC
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2024													7,827									7,778,017
J. Crew Group, Inc.
	Term Loan, 4.75%, (USD LIBOR + 3.00%), Maturing March 5, 2021(4)(5)													22,456									18,158,188
LSF9 Atlantis Holdings, LLC
	Term Loan, 7.68%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023													14,051									12,985,712
PetSmart, Inc.
	Term Loan, 5.67%, (1 mo. USD LIBOR + 4.00%), Maturing March 11, 2022													34,518									34,492,975
PFS Holding Corporation
	Term Loan, 5.41%, (3 mo. USD LIBOR + 3.50%), Maturing January 31, 2021													11,258									4,334,410
Pier 1 Imports (U.S.), Inc.
	Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing April 30, 2021													6,008									1,622,130
Radio Systems Corporation
	Term Loan, 4.51%, (2 mo. USD LIBOR + 2.75%), Maturing May 2, 2024													5,923									5,934,600
________________________________________________________________________________________________________
																					$		140,165,050
________________________________________________________________________________________________________
Steel — 1.5%
________________________________________________________________________________________________________
Atkore International, Inc.
	Term Loan, 4.70%, (3 mo. USD LIBOR + 2.75%), Maturing December 22, 2023													35,334							$		35,525,123
GrafTech Finance, Inc.
	Term Loan, 5.15%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2025													26,977									26,875,653
Neenah Foundry Company
	Term Loan, 8.31%, (2 mo. USD LIBOR + 6.50%), Maturing December 13, 2022													7,261									7,115,973
Phoenix Services International, LLC
	Term Loan, 5.41%, (1 mo. USD LIBOR + 3.75%), Maturing March 1, 2025													8,427									8,139,119
Zekelman Industries, Inc.
	Term Loan, 3.91%, (1 mo. USD LIBOR + 2.25%), Maturing January 24, 2027													34,050									34,120,654
________________________________________________________________________________________________________
																					$		111,776,522
________________________________________________________________________________________________________
Surface Transport — 0.5%
________________________________________________________________________________________________________
1199169 B.C. Unlimited Liability Company
	Term Loan, 5.94%, (3 mo. USD LIBOR + 4.00%), Maturing April 6, 2026													3,706							$		3,725,666
Agro Merchants NAI Holdings, LLC
	Term Loan, 5.69%, (3 mo. USD LIBOR + 3.75%), Maturing December 6, 2024													12,191									12,161,016
Kenan Advantage Group, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022													3,744									3,742,705
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022													15,832									15,825,328
XPO Logistics, Inc.
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing February 24, 2025													2,789									2,804,851
________________________________________________________________________________________________________
																					$		38,259,566
________________________________________________________________________________________________________
Telecommunications — 7.0%
________________________________________________________________________________________________________
CenturyLink, Inc.
	Term Loan, Maturing March 15, 2027(2)													73,725							$		73,725,000
Ciena Corporation
	Term Loan, 3.41%, (1 mo. USD LIBOR + 1.75%), Maturing September 26, 2025													14,033									14,103,416
Colorado Buyer, Inc.
	Term Loan, 4.67%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024													19,439									16,891,669
Digicel International Finance Limited
	Term Loan, 5.34%, (6 mo. USD LIBOR + 3.25%), Maturing May 28, 2024													19,673									17,878,149
eircom Holdings (Ireland) Limited
	Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing May 15, 2026									EUR				16,424									18,309,460
Gamma Infrastructure III B.V.
	Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), Maturing January 9, 2025									EUR				25,162									27,905,550
Global Eagle Entertainment, Inc.
	Term Loan, 9.38%, (3 mo. USD LIBOR + 7.50%), Maturing January 6, 2023													22,845									20,903,109
Intelsat Jackson Holdings S.A.
	Term Loan, 5.68%, (6 mo. USD LIBOR + 3.75%), Maturing November 27, 2023													37,650									37,537,050
	Term Loan, 6.31%, (6 mo. USD LIBOR + 4.50%), Maturing January 2, 2024													19,500									19,829,063
IPC Corp.
	Term Loan, 6.28%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021													8,930									7,579,338
Level 3 Financing, Inc.
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing March 1, 2027													31,911									31,931,158
Matterhorn Telecom S.A.
	Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing September 15, 2026									EUR				5,225									5,847,661
Onvoy, LLC
	Term Loan, 6.15%, (1 mo. USD LIBOR + 4.50%), Maturing February 10, 2024													17,906									16,160,167
Plantronics, Inc.
	Term Loan, 4.15%, (1 mo. USD LIBOR + 2.50%), Maturing July 2, 2025													13,087									12,618,202
SBA Senior Finance II, LLC
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing April 11, 2025													14,418									14,453,932
Sprint Communications, Inc.
	Term Loan, 4.19%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024													66,199									65,392,196
	Term Loan, 4.69%, (1 mo. USD LIBOR + 3.00%), Maturing February 2, 2024													15,733									15,536,338
Syniverse Holdings, Inc.
	Term Loan, 6.87%, (6 mo. USD LIBOR + 5.00%), Maturing March 9, 2023													12,286									11,251,859
Telesat Canada
	Term Loan, 4.63%, (3 mo. USD LIBOR + 2.75%), Maturing December 7, 2026													14,350									14,466,508
Zayo Group, LLC
	Term Loan, 3.90%, (1 mo. USD LIBOR + 2.25%), Maturing January 19, 2024													12,400									12,432,934
Ziggo Financing Partnership
	Term Loan, 4.13%, (1 mo. USD LIBOR + 2.50%), Maturing April 30, 2028													57,575									57,676,965
________________________________________________________________________________________________________
																					$		512,429,724
________________________________________________________________________________________________________
Utilities — 1.5%
________________________________________________________________________________________________________
Brookfield WEC Holdings, Inc.
	Term Loan, 4.65%, (1 mo. USD LIBOR + 3.00%), Maturing August 1, 2025													27,178							$		27,285,376
Calpine Construction Finance Company L.P.
	Term Loan, 3.65%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2025													7,608									7,632,388
Calpine Corporation
	Term Loan, 4.20%, (3 mo. USD LIBOR + 2.25%), Maturing January 15, 2024													31,542									31,689,705
Granite Acquisition, Inc.
	Term Loan, 5.44%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021													11,010									11,067,351
Lightstone Holdco, LLC
	Term Loan, 5.40%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024													1,182									1,112,513
	Term Loan, 5.40%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024													20,956									19,724,857
Longview Power, LLC
	Term Loan, 7.78%, (3 mo. USD LIBOR + 6.00%), Maturing April 13, 2021													11,184									6,137,364
USIC Holdings, Inc.
	Term Loan, 4.90%, (1 mo. USD LIBOR + 3.25%), Maturing December 8, 2023													3,071									3,065,732
Vistra Operations Company, LLC
	Term Loan, 3.40%, (1 mo. USD LIBOR + 1.75%), Maturing December 31, 2025													3,166									3,188,668
________________________________________________________________________________________________________
																					$		110,903,954
________________________________________________________________________________________________________
Total Senior Floating-Rate Loans
(identified cost $8,600,031,935)																					$		8,387,322,733
________________________________________________________________________________________________________
Corporate Bonds & Notes — 4.0%
Security													Principal Amount* (000's omitted)										Value
________________________________________________________________________________________________________
Aerospace and Defense — 0.1%
________________________________________________________________________________________________________
TransDigm, Inc.
	6.25%, 3/15/26(8)													5,800							$		6,266,169
________________________________________________________________________________________________________
																					$		6,266,169
________________________________________________________________________________________________________
Automotive — 0.2%
________________________________________________________________________________________________________
Panther BF Aggregator 2 L.P./Panther Finance Co., Inc.
	6.25%, 5/15/26(8)													4,975							$		5,345,518
Tenneco, Inc.
	4.875%, (3 mo. EURIBOR + 4.875%), 4/15/24(8)(9)									EUR				6,000									6,695,913
________________________________________________________________________________________________________
																					$		12,041,431
________________________________________________________________________________________________________
Building and Development — 0.1%
________________________________________________________________________________________________________
American Builders & Contractors Supply Co., Inc.
	4.00%, 1/15/28(8)													3,475							$		3,510,063
________________________________________________________________________________________________________
																					$		3,510,063
________________________________________________________________________________________________________
Business Equipment and Services — 0.6%
________________________________________________________________________________________________________
Allied Universal Holdco, LLC/Allied Universal Finance Corp.
	6.625%, 7/15/26(8)													6,000							$		6,389,994
Garda World Security Corp.
	4.625%, 2/15/27(8)													9,950									9,875,375
Prime Security Services Borrower, LLC/Prime Finance, Inc.
	5.25%, 4/15/24 (8)													9,125									9,531,838
	5.75%, 4/15/26 (8)													17,950									18,970,888
________________________________________________________________________________________________________
																					$		44,768,095
________________________________________________________________________________________________________
Cable and Satellite Television — 0.1%
________________________________________________________________________________________________________
Altice France S.A.
	7.375%, 5/1/26(8)													1,000							$		1,065,650
	5.50%, 1/15/28(8)													6,100									6,221,847
Ziggo B.V.
	5.50%, 1/15/27(8)													2,000									2,123,700
________________________________________________________________________________________________________
																					$		9,411,197
________________________________________________________________________________________________________
Chemicals and Plastics — 0.0%(10)
________________________________________________________________________________________________________
PQ Corp.
	6.75%, 11/15/22(8)													3,000							$		3,082,479
________________________________________________________________________________________________________
																					$		3,082,479
________________________________________________________________________________________________________
Containers and Glass Products — 0.4%
________________________________________________________________________________________________________
Berry Global, Inc.
	5.625%, 7/15/27(8)													2,500							$		2,659,438
Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC
	5.75%, 10/15/20													19,746									19,815,666
	5.331%, (3 mo. USD LIBOR + 3.50%), 7/15/21 (8)(9)													8,075									8,093,249
	5.125%, 7/15/23 (8)													250									256,459
________________________________________________________________________________________________________
																					$		30,824,812
________________________________________________________________________________________________________
Drugs — 0.7%
________________________________________________________________________________________________________
Bausch Health Cos., Inc.
	6.50%, 3/15/22(8)													9,841							$		10,035,950
	7.00%, 3/15/24(8)													12,794									13,290,215
	5.50%, 11/1/25(8)													20,375									21,147,518
Par Pharmaceutical, Inc.
	7.50%, 4/1/27(8)													7,500									7,650,188
________________________________________________________________________________________________________
																					$		52,123,871
________________________________________________________________________________________________________
Electronics/Electrical — 0.2%
________________________________________________________________________________________________________
CommScope, Inc.
	6.00%, 3/1/26(8)													14,645							$		15,386,418
________________________________________________________________________________________________________
																					$		15,386,418
________________________________________________________________________________________________________
Food Products — 0.0%(10)
________________________________________________________________________________________________________
Iceland Bondco PLC
	5.015%, (3 mo. GBP LIBOR + 4.25%), 7/15/20(8)(9)									GBP				1,548							$		2,038,755
________________________________________________________________________________________________________
																					$		2,038,755
________________________________________________________________________________________________________
Food/Drug Retailers — 0.1%
________________________________________________________________________________________________________
Fresh Market, Inc. (The)
	9.75%, 5/1/23(8)													8,600							$		4,257,000
________________________________________________________________________________________________________
																					$		4,257,000
________________________________________________________________________________________________________
Health Care — 0.6%
________________________________________________________________________________________________________
Avantor, Inc.
	6.00%, 10/1/24(8)													13,250							$		14,105,751
CHS/Community Health Systems, Inc.
	5.125%, 8/1/21													11,650									11,685,533
HCA, Inc.
	5.25%, 4/15/25													1,250									1,423,210
RegionalCare Hospital Partners Holdings, Inc.
	8.25%, 5/1/23(8)													14,825									15,579,963
________________________________________________________________________________________________________
																					$		42,794,457
________________________________________________________________________________________________________
Oil and Gas — 0.1%
________________________________________________________________________________________________________
CITGO Petroleum Corp.
	6.25%, 8/15/22(8)													7,700							$		7,805,929
________________________________________________________________________________________________________
																					$		7,805,929
________________________________________________________________________________________________________
Radio and Television — 0.3%
________________________________________________________________________________________________________
Diamond Sports Group, LLC/Diamond Sports Finance Co.
	5.375%, 8/15/26(8)													7,525							$		7,509,770
iHeartCommunications, Inc.
	6.375%, 5/1/26													1,159									1,254,358
	8.375%, 5/1/27													2,101									2,289,213
	5.25%, 8/15/27 (8)													2,500									2,610,875
	4.75%, 1/15/28 (8)													2,975									3,037,832
Univision Communications, Inc.
	5.125%, 2/15/25(8)													3,000									3,000,000
________________________________________________________________________________________________________
																					$		19,702,048
________________________________________________________________________________________________________
Telecommunications — 0.3%
________________________________________________________________________________________________________
CenturyLink, Inc.
	4.00%, 2/15/27(8)													17,400							$		17,523,018
Digicel International Finance, Ltd./Digicel Holdings Bermuda, Ltd.
	8.75%, 5/25/24(8)													7,250									7,216,759
________________________________________________________________________________________________________
																					$		24,739,777
________________________________________________________________________________________________________
Utilities — 0.2%
________________________________________________________________________________________________________
Calpine Corp.
	5.25%, 6/1/26 (8)													7,675							$		7,943,030
	4.50%, 2/15/28 (8)													3,475									3,461,969
Talen Energy Supply, LLC
	6.625%, 1/15/28(8)													5,950									5,966,943
________________________________________________________________________________________________________
																					$		17,371,942
________________________________________________________________________________________________________
Total Corporate Bonds & Notes
(identified cost $293,234,253)																					$		296,124,443
________________________________________________________________________________________________________
Asset-Backed Securities — 4.0%
Security													Principal Amount (000's omitted)										Value
________________________________________________________________________________________________________
Alinea CLO, Ltd.
Series 2018-1A, Class D, 4.919%, (3 mo. USD LIBOR + 3.10%), 7/20/31(8)(9)												$	2,500						$				2,502,174
Series 2018-1A, Class E, 7.819%, (3 mo. USD LIBOR + 6.00%), 7/20/31(8)(9)													3,000										2,957,123
ALM Loan Funding, Ltd.
Series 2013-7RA, Class DR, 8.971%, (3 mo. USD LIBOR + 7.14%), 10/15/28(8)(9)													3,000										3,003,029
AMMC CLO 15, Ltd.
Series 2014-15A, Class ERR, 8.741%, (3 mo. USD LIBOR + 6.91%), 1/15/32(8)(9)													5,000										4,937,502
AMMC CLO XII, Ltd.
Series 2013-12A, Class ER, 8.081%, (3 mo. USD LIBOR + 6.18%), 11/10/30(8)(9)													3,525										3,372,810
Apidos CLO XX
Series 2015-20A, Class DR, 7.543%, (3 mo. USD LIBOR + 5.70%), 7/16/31(8)(9)													2,375										2,343,692
Ares LII CLO, Ltd.
Series 2019-52A, Class E, 8.352%, (3 mo. USD LIBOR + 6.55%), 4/22/31(8)(9)													1,250										1,251,967
Ares XL CLO, Ltd.
Series 2016-40A, Class CR, 5.231%, (3 mo. USD LIBOR + 3.40%), 1/15/29(8)(9)													2,500										2,505,378
Series 2016-40A, Class DR, 8.181%, (3 mo. USD LIBOR + 6.35%), 1/15/29(8)(9)													3,500										3,505,254
Ares XLIX CLO, Ltd.
Series 2018-49A, Class D, 4.802%, (3 mo. USD LIBOR + 3.00%), 7/22/30(8)(9)													2,500										2,500,668
Series 2018-49A, Class E, 7.502%, (3 mo. USD LIBOR + 5.70%), 7/22/30(8)(9)													3,500										3,397,471
Ares XXXIIR CLO, Ltd.
Series 2014-32RA, Class C, 4.81%, (3 mo. USD LIBOR + 2.90%), 5/15/30(8)(9)													5,000										4,987,660
Series 2014-32RA, Class D, 7.76%, (3 mo. USD LIBOR + 5.85%), 5/15/30(8)(9)													1,000										976,810
Ares XXXVR CLO, Ltd.
Series 2015-35RA, Class E, 7.531%, (3 mo. USD LIBOR + 5.70%), 7/15/30(8)(9)													4,000										3,931,885
Babson CLO, Ltd.
Series 2015-1A, Class DR, 4.419%, (3 mo. USD LIBOR + 2.60%), 1/20/31(8)(9)													2,500										2,420,883
Series 2016-1A, Class DR, 4.856%, (3 mo. USD LIBOR + 3.05%), 7/23/30(8)(9)													1,250										1,238,355
Series 2016-1A, Class ER, 7.806%, (3 mo. USD LIBOR + 6.00%), 7/23/30(8)(9)													3,500										3,138,118
Series 2018-1A, Class C, 4.431%, (3 mo. USD LIBOR + 2.60%), 4/15/31(8)(9)													3,500										3,390,082
Bain Capital Credit CLO
Series 2018-1A, Class D, 4.506%, (3 mo. USD LIBOR + 2.70%), 4/23/31(8)(9)													5,000										4,801,295
Benefit Street Partners CLO V-B, Ltd.
Series 2018-5BA, Class C, 4.749%, (3 mo. USD LIBOR + 2.93%), 4/20/31(8)(9)													5,000										4,873,370
Series 2018-5BA, Class D, 7.769%, (3 mo. USD LIBOR + 5.95%), 4/20/31(8)(9)													3,500										3,389,324
Benefit Street Partners CLO VIII, Ltd.
Series 2015-8A, Class DR, 7.419%, (3 mo. USD LIBOR + 5.60%), 1/20/31(8)(9)													5,401										5,166,695
Benefit Street Partners CLO XIV, Ltd.
Series 2018-14A, Class D, 4.419%, (3 mo. USD LIBOR + 2.60%), 4/20/31(8)(9)													1,500										1,436,000
Benefit Street Partners CLO XVI, Ltd.
Series 2018-16A, Class D, 5.536%, (3 mo. USD LIBOR + 3.70%), 1/17/32(8)(9)													2,000										2,011,785
Series 2018-16A, Class E, 8.536%, (3 mo. USD LIBOR + 6.70%), 1/17/32(8)(9)													2,250										2,242,164
Benefit Street Partners CLO XVII, Ltd.
Series 2019-17A, Class E, 8.431%, (3 mo. USD LIBOR + 6.60%), 7/15/32(8)(9)													1,750										1,753,164
Betony CLO 2, Ltd.
Series 2018-1A, Class C, 4.67%, (3 mo. USD LIBOR + 2.90%), 4/30/31(8)(9)													2,500										2,497,467
Series 2018-1A, Class D, 7.42%, (3 mo. USD LIBOR + 5.65%), 4/30/31(8)(9)													4,550										4,392,127
BlueMountain CLO, Ltd.
Series 2015-3A, Class CR, 4.419%, (3 mo. USD LIBOR + 2.60%), 4/20/31(8)(9)													5,000										4,798,945
Series 2015-3A, Class DR, 7.219%, (3 mo. USD LIBOR + 5.40%), 4/20/31(8)(9)													3,000										2,819,425
Series 2016-3A, Class DR, 5.01%, (3 mo. USD LIBOR + 3.10%), 11/15/30(8)(9)													1,500										1,477,706
Series 2016-3A, Class ER, 7.86%, (3 mo. USD LIBOR + 5.95%), 11/15/30(8)(9)													1,500										1,413,121
Series 2018-1A, Class D, 4.82%, (3 mo. USD LIBOR + 3.05%), 7/30/30(8)(9)													2,500										2,455,903
Series 2018-1A, Class E, 7.72%, (3 mo. USD LIBOR + 5.95%), 7/30/30(8)(9)													2,000										1,885,972
Canyon Capital CLO, Ltd.
Series 2012-1RA, Class E, 7.531%, (3 mo. USD LIBOR + 5.70%), 7/15/30(8)(9)													4,875										4,641,905
Series 2016-1A, Class DR, 4.631%, (3 mo. USD LIBOR + 2.80%), 7/15/31(8)(9)													3,000										2,899,791
Series 2016-1A, Class ER, 7.581%, (3 mo. USD LIBOR + 5.75%), 7/15/31(8)(9)													4,000										3,704,528
Series 2016-2A, Class ER, 7.831%, (3 mo. USD LIBOR + 6.00%), 10/15/31(8)(9)													4,500										4,146,556
Series 2018-1A, Class D, 4.731%, (3 mo. USD LIBOR + 2.90%), 7/15/31(8)(9)													3,000										2,892,570
Series 2018-1A, Class E, 7.581%, (3 mo. USD LIBOR + 5.75%), 7/15/31(8)(9)													2,750										2,573,474
Carlyle CLO, Ltd.
Series C17A, Class CR, 4.57%, (3 mo. USD LIBOR + 2.80%), 4/30/31(8)(9)													5,000										4,958,345
Carlyle Global Market Strategies CLO, Ltd.
Series 2012-3A, Class CR2, 5.338%, (3 mo. USD LIBOR + 3.50%), 1/14/32(8)(9)													2,500										2,496,653
Series 2012-3A, Class DR2, 8.338%, (3 mo. USD LIBOR + 6.50%), 1/14/32(8)(9)													1,500										1,364,212
Series 2014-3RA, Class C, 4.744%, (3 mo. USD LIBOR + 2.95%), 7/27/31(8)(9)													1,000										969,385
Series 2014-3RA, Class D, 7.194%, (3 mo. USD LIBOR + 5.40%), 7/27/31(8)(9)													2,150										1,918,777
Series 2014-4RA, Class C, 4.731%, (3 mo. USD LIBOR + 2.90%), 7/15/30(8)(9)													2,750										2,589,438
Series 2014-4RA, Class D, 7.481%, (3 mo. USD LIBOR + 5.65%), 7/15/30(8)(9)													3,500										3,071,250
Series C17A, Class DR, 7.77%, (3 mo. USD LIBOR + 6.00%), 4/30/31(8)(9)													3,500										3,228,976
Cole Park CLO, Ltd.
Series 2015-1A, Class ER, 8.419%, (3 mo. USD LIBOR + 6.60%), 10/20/28(8)(9)													2,000										2,001,630
Dryden CLO, Ltd.
Series 2018-55A, Class D, 4.681%, (3 mo. USD LIBOR + 2.85%), 4/15/31(8)(9)													1,500										1,479,183
Dryden Senior Loan Fund
Series 2015-40A, Class DR, 5.01%, (3 mo. USD LIBOR + 3.10%), 8/15/31(8)(9)													3,000										3,002,671
Series 2015-40A, Class ER, 7.66%, (3 mo. USD LIBOR + 5.75%), 8/15/31(8)(9)													2,350										2,271,911
Series 2015-41A, Class DR, 4.431%, (3 mo. USD LIBOR + 2.60%), 4/15/31(8)(9)													7,000										6,768,573
Series 2015-41A, Class ER, 7.131%, (3 mo. USD LIBOR + 5.30%), 4/15/31(8)(9)													1,268										1,187,735
Series 2016-42A, Class DR, 4.761%, (3 mo. USD LIBOR + 2.93%), 7/15/30(8)(9)													2,500										2,457,598
Series 2016-42A, Class ER, 7.381%, (3 mo. USD LIBOR + 5.55%), 7/15/30(8)(9)													3,500										3,354,669
Series 2018-55A, Class E, 7.231%, (3 mo. USD LIBOR + 5.40%), 4/15/31(8)(9)													2,000										1,910,767
Fort Washington CLO 2019-1, Ltd.
Series 2019-1A, Class E, 9.158%, (3 mo. USD LIBOR + 7.25%), 10/20/32(8)(9)													1,000										1,004,484
Galaxy XV CLO, Ltd.
Series 2013-15A, Class ER, 8.476%, (3 mo. USD LIBOR + 6.65%), 10/15/30(8)(9)													4,500										4,298,360
Galaxy XXV CLO, Ltd.
Series 2015-19A, Class D1R, 8.331%, (3 mo. USD LIBOR + 6.53%), 7/24/30(8)(9)													2,000										1,975,084
Series 2018-25A, Class D, 4.894%, (3 mo. USD LIBOR + 3.10%), 10/25/31(8)(9)													2,500										2,506,369
Series 2018-25A, Class E, 7.744%, (3 mo. USD LIBOR + 5.95%), 10/25/31(8)(9)													3,500										3,383,862
Goldentree Loan Management US CLO 5, Ltd.
Series 2019-5A, Class D, 6.038%, (3 mo. USD LIBOR + 3.85%), 10/20/32(8)(9)													1,500										1,513,925
Golub Capital Partners CLO, Ltd.
Series 2018-37A, Class D, 5.119%, (3 mo. USD LIBOR + 3.30%), 7/20/30(8)(9)													4,000										4,004,485
Series 2018-37A, Class E, 7.569%, (3 mo. USD LIBOR + 5.75%), 7/20/30(8)(9)													4,750										4,752,171
ICG US CLO, Ltd.
Series 2018-2A, Class D, 4.902%, (3 mo. USD LIBOR + 3.10%), 7/22/31(8)(9)													2,000										1,937,676
Series 2018-2A, Class E, 7.552%, (3 mo. USD LIBOR + 5.75%), 7/22/31(8)(9)													3,000										2,760,921
Kayne CLO 5, Ltd.
Series 2019-5A, Class E, 8.501%, (3 mo. USD LIBOR + 6.70%), 7/24/32(8)(9)													500										497,181
Neuberger Berman CLO XVIII, Ltd.
Series 2014-18A, Class DR2, 7.739%, (3 mo. USD LIBOR + 5.92%), 10/21/30(8)(9)													2,000										1,986,259
Neuberger Berman CLO XXII, Ltd.
Series 2016-22A, Class DR, 4.936%, (3 mo. USD LIBOR + 3.10%), 10/17/30(8)(9)													2,500										2,493,245
Series 2016-22A, Class ER, 7.896%, (3 mo. USD LIBOR + 6.06%), 10/17/30(8)(9)													3,000										2,918,907
Neuberger Berman Loan Advisers CLO, Ltd.
Series 2018-28A, Class E, 7.419%, (3 mo. USD LIBOR + 5.60%), 4/20/30(8)(9)													1,950										1,875,966
Series 2019-33A, Class E, 8.94%, (3 mo. USD LIBOR + 6.80%), 10/16/32(8)(9)													950										953,470
Oaktree CLO, Ltd.
Series 2019-3A, Class D, 5.779%, (3 mo. USD LIBOR + 3.96%), 7/20/31(8)(9)													2,625										2,629,254
OHA Credit Partners VII, Ltd.
Series 2012-7A, Class ER, 9.399%, (3 mo. USD LIBOR + 7.50%), 11/20/27(8)(9)													3,000										3,002,233
Palmer Square CLO, Ltd.
Series 2013-2A, Class CRR, 5.036%, (3 mo. USD LIBOR + 3.20%), 10/17/31(8)(9)													2,500										2,504,383
Series 2013-2A, Class DRR, 7.686%, (3 mo. USD LIBOR + 5.85%), 10/17/31(8)(9)													3,250										3,232,064
Series 2015-1A, Class DR2, 8.145%, (3 mo. USD LIBOR + 6.25%), 5/21/29(8)(9)													1,850										1,851,689
Series 2018-1A, Class C, 4.319%, (3 mo. USD LIBOR + 2.50%), 4/18/31(8)(9)													3,000										2,964,573
Series 2018-1A, Class D, 6.969%, (3 mo. USD LIBOR + 5.15%), 4/18/31(8)(9)													2,000										2,007,499
Series 2018-2A, Class D, 7.443%, (3 mo. USD LIBOR + 5.60%), 7/16/31(8)(9)													2,000										1,979,707
Regatta XIII Funding, Ltd.
Series 2018-2A, Class C, 4.931%, (3 mo. USD LIBOR + 3.10%), 7/15/31(8)(9)													2,500										2,502,887
Series 2018-2A, Class D, 7.781%, (3 mo. USD LIBOR + 5.95%), 7/15/31(8)(9)													5,000										4,714,170
Regatta XIV Funding, Ltd.
Series 2018-3A, Class D, 4.994%, (3 mo. USD LIBOR + 3.20%), 10/25/31(8)(9)													2,500										2,501,978
Series 2018-3A, Class E, 7.744%, (3 mo. USD LIBOR + 5.95%), 10/25/31(8)(9)													4,500										4,319,959
Regatta XV Funding, Ltd.
Series 2018-4A, Class D, 8.294%, (3 mo. USD LIBOR + 6.50%), 10/25/31(8)(9)													3,875										3,812,309
Southwick Park CLO, LLC
Series 2019-4A, Class D, 5.669%, (3 mo. USD LIBOR + 3.85%), 7/20/32(8)(9)													1,500										1,514,751
Series 2019-4A, Class E, 8.519%, (3 mo. USD LIBOR + 6.70%), 7/20/32(8)(9)													1,750										1,748,416
Upland CLO, Ltd.
Series 2016-1A, Class CR, 4.719%, (3 mo. USD LIBOR + 2.90%), 4/20/31(8)(9)													4,500										4,375,768
Series 2016-1A, Class DR, 7.719%, (3 mo. USD LIBOR + 5.90%), 4/20/31(8)(9)													4,625										4,416,395
Vibrant CLO 1X, Ltd.
Series 2018-9A, Class C, 5.019%, (3 mo. USD LIBOR + 3.20%), 7/20/31(8)(9)													2,500										2,415,470
Series 2018-9A, Class D, 8.069%, (3 mo. USD LIBOR + 6.25%), 7/20/31(8)(9)													3,500										3,137,591
Vibrant CLO X, Ltd.
Series 2018-10A, Class C, 5.069%, (3 mo. USD LIBOR + 3.25%), 10/20/31(8)(9)													5,000										4,874,020
Series 2018-10A, Class D, 8.009%, (3 mo. USD LIBOR + 6.19%), 10/20/31(8)(9)													5,000										4,510,570
Voya CLO, Ltd.
Series 2014-1A, Class DR2, 7.819%, (3 mo. USD LIBOR + 6.00%), 4/18/31(8)(9)													3,250										3,069,495
Series 2015-3A, Class CR, 4.969%, (3 mo. USD LIBOR + 3.15%), 10/20/31(8)(9)													2,500										2,446,398
Series 2015-3A, Class DR, 8.019%, (3 mo. USD LIBOR + 6.20%), 10/20/31(8)(9)													5,500										5,314,683
Series 2016-3A, Class CR, 5.069%, (3 mo. USD LIBOR + 3.25%), 10/18/31(8)(9)													2,000										1,966,832
Series 2016-3A, Class DR, 7.899%, (3 mo. USD LIBOR + 6.08%), 10/18/31(8)(9)													3,375										3,077,978
Series 2018-1A, Class C, 4.419%, (3 mo. USD LIBOR + 2.60%), 4/19/31(8)(9)													5,000										4,815,380
Webster Park CLO, Ltd.
Series 2015-1A, Class CR, 4.719%, (3 mo. USD LIBOR + 2.90%), 7/20/30(8)(9)													2,000										1,998,982
Series 2015-1A, Class DR, 7.319%, (3 mo. USD LIBOR + 5.50%), 7/20/30(8)(9)													2,500										2,451,815
________________________________________________________________________________________________________
Total Asset-Backed Securities
(identified cost $302,937,579)																					$		294,685,535
________________________________________________________________________________________________________
Common Stocks — 0.8%
Security													Shares										Value
________________________________________________________________________________________________________
Aerospace and Defense — 0.0%(10)
________________________________________________________________________________________________________
IAP Global Services, LLC(4)(11)(12)													168								$		2,226,842
________________________________________________________________________________________________________
																					$		2,226,842
________________________________________________________________________________________________________
Automotive — 0.0%(10)
________________________________________________________________________________________________________
Dayco Products, LLC(11)(12)													48,926								$		366,945
________________________________________________________________________________________________________
																					$		366,945
________________________________________________________________________________________________________
Business Equipment and Services — 0.0%(10)
________________________________________________________________________________________________________
Crossmark Holdings, Inc.(11)(12)													37,581								$		1,897,841
________________________________________________________________________________________________________
																					$		1,897,841
________________________________________________________________________________________________________
Chemicals and Plastics — 0.1%
________________________________________________________________________________________________________
Hexion Holdings Corp., Class B(11)(12)													454,988								$		5,914,844
________________________________________________________________________________________________________
																					$		5,914,844
________________________________________________________________________________________________________
Electronics/Electrical — 0.0%(10)
________________________________________________________________________________________________________
Answers Corp.(4)(11)(12)													642,963								$		1,273,067
________________________________________________________________________________________________________
																					$		1,273,067
________________________________________________________________________________________________________
Health Care — 0.0%
________________________________________________________________________________________________________
New Millennium Holdco, Inc.(4)(11)(12)													319,499								$		0
________________________________________________________________________________________________________
																					$		0
________________________________________________________________________________________________________
Oil and Gas — 0.3%
________________________________________________________________________________________________________
AFG Holdings, Inc.(4)(11)(12)													281,241								$		10,754,656
Fieldwood Energy, Inc.(11)(12)													109,481										2,048,203
Samson Resources II, LLC, Class A(11)(12)													387,972										8,147,412
Southcross Holdings Group, LLC(4)(11)(12)													573										0
Southcross Holdings L.P., Class A(11)													573										44,694
Sunrise Oil(4)(11)(12)													121,973										1,186,797
________________________________________________________________________________________________________
																					$		22,181,762
________________________________________________________________________________________________________
Publishing — 0.1%
________________________________________________________________________________________________________
ION Media Networks, Inc.(4)(11)													13,247								$		6,002,613
Tweddle Group, Inc.(4)(11)(12)													18,167										139,159
________________________________________________________________________________________________________
																					$		6,141,772
________________________________________________________________________________________________________
Radio and Television — 0.2%
________________________________________________________________________________________________________
Clear Channel Outdoor Holdings, Inc.(11)(12)													482,097								$		1,316,125
Cumulus Media, Inc., Class A(11)(12)													371,654										5,203,156
iHeartMedia, Inc., Class A(11)(12)													205,018										3,624,718
________________________________________________________________________________________________________
																					$		10,143,999
________________________________________________________________________________________________________
Retailers (Except Food and Drug) — 0.1%
________________________________________________________________________________________________________
David’s Bridal, Inc.(4)(11)(12)													195,511								$		4,365,761
________________________________________________________________________________________________________
																					$		4,365,761
________________________________________________________________________________________________________
Total Common Stocks
(identified cost $57,259,088)																					$		54,512,833
________________________________________________________________________________________________________
Preferred Stocks — 0.0%(10)
Security													Shares										Value
________________________________________________________________________________________________________
Retailers (Except Food and Drug) — 0.0%(10)
________________________________________________________________________________________________________
David’s Bridal, LLC, Series A (4)(11)(12)									5,438										$		435,040
David’s Bridal, LLC, Series B (4)(11)(12)									22,162												1,794,235
________________________________________________________________________________________________________
Total Preferred Stocks
(identified cost $1,794,235)																					$		2,229,275
________________________________________________________________________________________________________
Closed-End Funds — 0.6%
Security													Shares										Value
SPDR Blackstone/GSO Senior Loan ETF													1,003,000								$		46,639,500
________________________________________________________________________________________________________
Total Closed-End Funds
(identified cost $45,977,384)																					$		46,639,500
________________________________________________________________________________________________________
Miscellaneous — 0.0%(10)
Security														Shares									Value
________________________________________________________________________________________________________
Oil and Gas — 0.0%(10)
________________________________________________________________________________________________________
Paragon Offshore Finance Company, Class A(11)(12)													16,581								$		4,974
Paragon Offshore Finance Company, Class B(11)(12)													8,290										159,583
________________________________________________________________________________________________________
Total Miscellaneous
(identified cost $180,309)																					$		164,557
________________________________________________________________________________________________________
Warrants — 0.0%
Security													Shares										Value
________________________________________________________________________________________________________
Retailers (Except Food and Drug) — 0.0%
________________________________________________________________________________________________________
David’s Bridal, LLC, Exp. 11/26/22 (4)(11)(12)													37,742								$		0
________________________________________________________________________________________________________
Total Warrants
(identified cost $0)																					$		0
________________________________________________________________________________________________________
Short-Term Investments — 1.4%
Description									Units									Value
________________________________________________________________________________________________________
Eaton Vance Cash Reserves Fund, LLC, 1.74%(13)									104,814,820								$	104,825,301
________________________________________________________________________________________________________
Total Short-Term Investments
(identified cost $104,823,114)																					$		104,825,301
________________________________________________________________________________________________________
Total Investments — 124.7%
(identified cost $9,406,237,897)																					$		9,186,504,177
________________________________________________________________________________________________________
Less Unfunded Loan Commitments — (0.2)%																					$		(12,996,857)
________________________________________________________________________________________________________
Net Investments — 124.5%
(identified cost $9,393,241,040)																					$		9,173,507,320
________________________________________________________________________________________________________
Other Assets, Less Liabilities — (24.5)%																				$		(1,807,793,512)
________________________________________________________________________________________________________
Net Assets — 100.0%																					$		7,365,713,808
________________________________________________________________________________________________________
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)			Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate ("LIBOR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Base lending rates may be subject to a floor, or minimum rate.
(2)			This Senior Loan will settle after January 31, 2020, at which time the interest rate will be determined.
(3)			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, 2020, the total value of unfunded loan commitments is $13,104,887.
(4)			For fair value measurement disclosure purposes, security is categorized as Level 3.
(5)			The stated interest rate represents the weighted average interest rate at January 31, 2020 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.
(6)			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.
(7)			Fixed-rate loan.
(8)			Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2020, the aggregate value of these securities is $554,341,998 or 7.5% of the Portfolio's net assets.
(9)			Variable rate security. The stated interest rate represents the rate in effect at January 31, 2020.
(10)			Amount is less than 0.05%.
(11)			Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale.
(12)			Non-income producing security.
(13)			Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of January 31, 2020.
Forward Foreign Currency Exchange Contracts
Currency Purchased						Currency Sold		Counterparty			Settlement Date					Unrealized Appreciation									Unrealized (Depreciation)
___________________________________________________________________________________________________________
USD		1,692,183				EUR	1,515,000	State Street Bank and Trust Company			2/28/20					9,505										—
USD		1,104,011				EUR	992,133	State Street Bank and Trust Company			2/28/20					2,070										—
USD		4,655,908				EUR	4,225,000	State Street Bank and Trust Company			2/28/20					—										(36,707)
USD		181,758,101				EUR	163,861,183	State Street Bank and Trust Company			2/28/20					—										(238,950)
USD		210,389,170				EUR	188,524,985	HSBC Bank USA, N.A.			3/31/20					585,763										—
USD		977,151				EUR	873,072	HSBC Bank USA, N.A.			3/31/20					5,537										—
USD		854,775				EUR	764,314	State Street Bank and Trust Company			3/31/20					4,195										—
USD		845,481				EUR	756,196	State Street Bank and Trust Company			3/31/20					3,934										—
USD		561,034				EUR	500,792	State Street Bank and Trust Company			3/31/20					3,719										—
USD		2,221,509				EUR	1,994,136	State Street Bank and Trust Company			3/31/20					2,299										—
USD		558,308				EUR	502,972	State Street Bank and Trust Company			3/31/20					—										(1,433)
USD		989,781				GBP	752,682	State Street Bank and Trust Company			3/31/20					—										(5,623)
USD		58,407,927				GBP	44,796,494	State Street Bank and Trust Company			3/31/20					—										(834,404)
USD		678,315				EUR	611,610	HSBC Bank USA, N.A.			4/30/20					—										(3,566)
___________________________________________________________________________________________________________
															$	617,022								$		(1,120,683)
___________________________________________________________________________________________________________
Abbreviations:
DIP				-	Debtor In Possession
EURIBOR				-	Euro Interbank Offered Rate
LIBOR				-	London Interbank Offered Rate
PIK				-	Payment In Kind
Currency Abbreviations:
EUR				-	Euro
GBP				-	British Pound Sterling
USD				-	United States Dollar

Senior Debt Portfolio

January 31, 2020

Portfolio of Investments (Unaudited)— continued

At January 31, 2020, 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.

Name of affiliated fund	Value, beginning of period			Purchases			Sales proceeds			Net realized gain (loss)			Change in unrealized appreciation (depreciation)					Value, end of period	Dividend income				Units, end of period
Short-Term Investments
Eaton Vance Cash Reserves Fund, LLC		$	79,652,699		$	823,974,960		$	(798,816,655)		$	12,826		$	1,471	$	104,825,301			$	525,392	104,814,820

At January 31, 2020, the value of the Portfolio's investment in affiliated funds was $104,825,301, which represents 1.4% of the Portfolio's net assets. Transactions in affiliated funds by the Portfolio for the fiscal year to date ended January 31, 2020 were as follows:

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

• Level 1 – quoted prices in active markets for identical investments

• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including a fund’s own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At January 31, 2020, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at value, were as follows:

Senior Debt Portfolio

January 31, 2020

Portfolio of Investments (Unaudited)— continued

Asset Description			Level 1			Level 2			Level 3*			Total
________________________________________________________________________________________________________
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)		$	—	$	8,354,090,118		$	20,235,758		$	8,374,325,876
Corporate Bonds & Notes			—		296,124,443			—			296,124,443
Asset-Backed Securities			—		294,685,535			—			294,685,535
Common Stocks			16,058,843		12,505,095			25,948,895			54,512,833
Preferred Stocks			—		—			2,229,275			2,229,275
Closed-End Funds			46,639,500		—			—			46,639,500
Miscellaneous			—		164,557			—			164,557
Warrants			—		—			0			0
Short-Term Investments			—		104,825,301			—			104,825,301
________________________________________________________________________________________________________
Total Investments		$	62,698,343	$	9,062,395,049		$	48,413,928		$	9,173,507,320
________________________________________________________________________________________________________
Forward Foreign Currency Exchange Contracts		$	—	$	617,022		$	—		$	617,022
________________________________________________________________________________________________________
Total		$	62,698,343	$	9,063,012,071		$	48,413,928		$	9,174,124,342
________________________________________________________________________________________________________
Liability Description
________________________________________________________________________________________________________
Forward Foreign Currency Exchange Contracts		$	—	$	(1,120,683)		$	—		$	(1,120,683)
________________________________________________________________________________________________________
Total		$	—	$	(1,120,683)		$	—		$	(1,120,683)
________________________________________________________________________________________________________
*	None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Portfolio.

Senior Debt Portfolio

January 31, 2020

Portfolio of Investments (Unaudited)— continued

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, 2020 is not presented.

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