Form NPORT-EX Eaton Vance Floating-Rat For: Aug 31

Article Stock Quotes (1)

FREE Breaking News Alerts from StreetInsider.com!

StreetInsider.com Top Tickers, 4/19/2024

1. NFLX
2. TSM
3. ISRG
4. TSLA
5. SPY

6. INFY
7. SNV
8. SMCI
9. SLB
10. PPG

Top News Most Read Special Reports

October 29, 2019 9:02 AM EDT

E-mail

Eaton Vance

Floating-Rate Income Plus Fund

August 31, 2019

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 133.4%⁽¹⁾


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 3.0%
Dynasty Acquisition Co., Inc.
Term Loan, 6.33%, (3 mo. USD LIBOR + 4.00%), Maturing April 6, 2026	$	114	$	114,048
TransDigm, Inc.
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing June 9, 2023		1,521		1,513,863
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing August 22, 2024		1,320		1,309,385
Wesco Aircraft Hardware Corp.
Term Loan, 5.12%, (1 mo. USD LIBOR + 3.00%), Maturing November 30, 2020		194		194,063
WP CPP Holdings, LLC
Term Loan, 6.01%, (USD LIBOR + 3.75%), Maturing April 30, 2025⁽²⁾		796		797,155

			$	3,928,514

Automotive — 3.3%
Adient US, LLC
Term Loan, 6.46%, (3 mo. USD LIBOR + 4.25%), Maturing May 6, 2024	$	300	$	291,422
American Axle and Manufacturing, Inc.
Term Loan, 4.43%, (USD LIBOR + 2.25%), Maturing April 6, 2024⁽²⁾		604		593,827
Belron Finance US, LLC
Term Loan, 4.46%, (3 mo. USD LIBOR + 2.25%), Maturing November 7, 2024		123		123,510
Chassix, Inc.
Term Loan, 7.88%, (USD LIBOR + 5.50%), Maturing November 15, 2023⁽²⁾		345		334,407
Dayco Products, LLC
Term Loan, 6.37%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023		244		230,934
IAA, Inc.
Term Loan, 4.63%, (3 mo. USD LIBOR + 2.25%), Maturing June 28, 2026		125		125,937
L&W, Inc.
Term Loan, 6.11%, (1 mo. USD LIBOR + 4.00%), Maturing May 22, 2025		173		168,052
Panther BF Aggregator 2 L.P.
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing April 30, 2026		825		812,962
Tenneco, Inc.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		821		766,663
Thor Industries, Inc.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2026		260		252,826
TI Group Automotive Systems, LLC
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2022		224		222,900
Tower Automotive Holdings USA, LLC
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024		340		340,187

			$	4,263,627

Beverage and Tobacco — 0.8%
Arterra Wines Canada, Inc.
Term Loan, 5.17%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023	$	586	$	583,728


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Flavors Holdings, Inc.
Term Loan - Second Lien, 12.33%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2021	$	500	$	395,000

			$	978,728

Brokerage/Securities Dealers/Investment Houses — 0.0%⁽³⁾
OZ Management L.P.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.75%), Maturing April 10, 2023	$	30	$	29,925

			$	29,925

Building and Development — 3.7%
American Builders & Contractors Supply Co., Inc.
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing October 31, 2023	$	587	$	582,138
Beacon Roofing Supply, Inc.
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025		148		147,255
Brookfield Property REIT, Inc.
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing August 27, 2025		223		218,218
Core & Main L.P.
Term Loan, 5.27%, (2 mo. USD LIBOR + 2.75%), Maturing August 1, 2024		247		246,593
CPG International, Inc.
Term Loan, 5.93%, (3 mo. USD LIBOR + 3.75%), Maturing May 5, 2024		528		523,378
DTZ U.S. Borrower, LLC
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing August 21, 2025		1,265		1,267,962
NCI Building Systems, Inc.
Term Loan, 5.95%, (1 mo. USD LIBOR + 3.75%), Maturing April 12, 2025		174		169,196
Quikrete Holdings, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023		601		595,421
Realogy Group, LLC
Term Loan, 4.42%, (1 mo. USD LIBOR + 2.25%), Maturing February 8, 2025		446		432,895
Summit Materials Companies I, LLC
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing November 21, 2024		148		147,399
Werner FinCo L.P.
Term Loan, 6.33%, (3 mo. USD LIBOR + 4.00%), Maturing July 24, 2024		344		336,379
WireCo WorldGroup, Inc.
Term Loan, 7.11%, (1 mo. USD LIBOR + 5.00%), Maturing September 30, 2023		146		145,814

			$	4,812,648

Business Equipment and Services — 12.0%
Acosta Holdco, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021	$	514	$	183,375
Adtalem Global Education, Inc.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing April 11, 2025		99		99,413
AlixPartners, LLP
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing April 4, 2024		538		539,846
Allied Universal Holdco, LLC
Term Loan, 2.13%, Maturing July 10, 2026⁽⁴⁾		52		51,850
Term Loan, 6.51%, (6 mo. USD LIBOR + 4.25%), Maturing July 10, 2026		523		523,689
AppLovin Corporation
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing August 15, 2025		1,147		1,147,829
ASGN Incorporated
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing April 2, 2025		120		120,039


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Belfor Holdings, Inc.
Term Loan, 6.11%, (1 mo. USD LIBOR + 4.00%), Maturing April 6, 2026	$	125	$	126,091
Bracket Intermediate Holding Corp.
Term Loan, 6.47%, (1 mo. USD LIBOR + 4.25%), Maturing September 5, 2025		199		198,252
Camelot UK Holdco Limited
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing October 3, 2023		150		150,792
Ceridian HCM Holding, Inc.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing April 30, 2025		347		348,374
Change Healthcare Holdings, LLC
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing March 1, 2024		1,264		1,249,986
CM Acquisition Co.
Term Loan, 12.15%, (1 mo. USD LIBOR + 10.00%), Maturing July 26, 2023		91		92,149
Cypress Intermediate Holdings III, Inc.
Term Loan, 4.87%, (1 mo. USD LIBOR + 2.75%), Maturing April 26, 2024		919		912,950
Deerfield Dakota Holding, LLC
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing February 13, 2025		349		340,076
EAB Global, Inc.
Term Loan, 6.38%, (USD LIBOR + 3.75%), Maturing November 15, 2024⁽²⁾		321		317,728
EIG Investors Corp.
Term Loan, 5.88%, (USD LIBOR + 3.75%), Maturing February 9, 2023⁽²⁾		750		737,735
Garda World Security Corporation
Term Loan, 6.02%, (3 mo. USD LIBOR + 3.50%), Maturing May 24, 2024		460		461,248
Global Payments, Inc.
Term Loan, 3.86%, (1 mo. USD LIBOR + 1.75%), Maturing April 21, 2023		76		75,786
IG Investment Holdings, LLC
Term Loan, 6.20%, (USD LIBOR + 4.00%), Maturing May 23, 2025⁽²⁾		584		579,651
IRI Holdings, Inc.
Term Loan, 6.62%, (USD LIBOR + 4.50%), Maturing December 1, 2025⁽²⁾		348		331,708
Iron Mountain, Inc.
Term Loan, 3.86%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026		198		195,525
J.D. Power and Associates
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing September 7, 2023		535		536,769
Kronos Incorporated
Term Loan, 5.25%, (3 mo. USD LIBOR + 3.00%), Maturing November 1, 2023		1,362		1,362,865
KUEHG Corp.
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing February 21, 2025		828		823,404
Monitronics International, Inc.
Term Loan, 8.61%, (1 mo. USD LIBOR + 6.50%), Maturing March 29, 2024		186		170,695
NCR Corporation
Term Loan, Maturing August 8, 2026⁽⁵⁾		93		93,217
Term Loan, Maturing August 8, 2026⁽⁵⁾		107		106,533
PGX Holdings, Inc.
Term Loan, 7.37%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020		247		230,096
Ping Identity Corporation
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing January 24, 2025		74		74,250
Pre-Paid Legal Services, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2025		92		91,271
Prime Security Services Borrower, LLC
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022		533		533,598


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Red Ventures, LLC
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing November 8, 2024	$	343	$	343,687
Solera, LLC
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023		667		665,009
Spin Holdco, Inc.
Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2022		939		919,492
Tempo Acquisition, LLC
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		196		196,294
Trans Union, LLC
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing June 19, 2025		99		99,268
Vestcom Parent Holdings, Inc.
Term Loan, 6.11%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023		121		113,281
WASH Multifamily Laundry Systems, LLC
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		226		222,502
West Corporation
Term Loan, 6.11%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024		271		244,465

			$	15,610,788

Cable and Satellite Television — 5.0%
Altice France S.A.
Term Loan, 6.20%, (1 mo. USD LIBOR + 4.00%), Maturing August 14, 2026	$	499	$	495,562
Charter Communications Operating, LLC
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing April 30, 2025		862		864,946
CSC Holdings, LLC
Term Loan, 4.45%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025		641		639,075
Term Loan, 4.45%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026		224		222,569
Term Loan, 4.70%, (1 mo. USD LIBOR + 2.50%), Maturing January 25, 2026		296		296,620
Numericable Group S.A.
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing July 31, 2025		440		427,778
Radiate Holdco, LLC
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024		442		437,718
Telenet Financing USD, LLC
Term Loan, 4.45%, (1 mo. USD LIBOR + 2.25%), Maturing August 15, 2026		600		599,250
Virgin Media Bristol, LLC
Term Loan, 4.70%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026		1,650		1,651,548
Ziggo Secured Finance Partnership
Term Loan, 4.70%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025		850		845,522

			$	6,480,588

Chemicals and Plastics — 7.2%
Alpha 3 B.V.
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024	$	132	$	128,339
Aruba Investments, Inc.
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2022		72		71,906
Ashland, LLC
Term Loan, 6.00%, (USD Prime + 0.75%), Maturing May 17, 2024		134		133,542
Axalta Coating Systems US Holdings, Inc.
Term Loan, 4.08%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024		989		985,526


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Emerald Performance Materials, LLC
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021	$	118	$	118,193
Term Loan - Second Lien, 9.86%, (1 mo. USD LIBOR + 7.75%), Maturing August 1, 2022		150		148,125
Ferro Corporation
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		73		73,147
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		75		74,737
Flint Group GmbH
Term Loan, 5.28%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021		37		30,222
Flint Group US, LLC
Term Loan, 5.28%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021		225		182,820
Gemini HDPE, LLC
Term Loan, 4.76%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024		479		479,587
H.B. Fuller Company
Term Loan, 4.17%, (1 mo. USD LIBOR + 2.00%), Maturing October 20, 2024		416		414,804
Hexion, Inc.
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing July 1, 2026		575		575,000
Invictus U.S., LLC
Term Loan, 5.15%, (2 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		123		122,126
Kraton Polymers, LLC
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing March 5, 2025		215		214,825
Messer Industries GmbH
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing March 1, 2026		324		322,516
Minerals Technologies, Inc.
Term Loan, 4.45%, (USD LIBOR + 2.25%), Maturing February 14, 2024⁽²⁾		221		222,411
Momentive Performance Materials, Inc.
Term Loan, 5.59%, (3 mo. USD LIBOR + 3.25%), Maturing May 15, 2024		100		98,000
Orion Engineered Carbons GmbH
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing July 25, 2024		292		289,897
Platform Specialty Products Corporation
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing January 30, 2026		149		149,406
PMHC II, Inc.
Term Loan, 6.10%, (USD LIBOR + 3.50%), Maturing March 31, 2025⁽²⁾		427		373,398
Polar US Borrower, LLC
Term Loan, 7.06%, (3 mo. USD LIBOR + 4.75%), Maturing October 15, 2025		199		191,289
PQ Corporation
Term Loan, 4.76%, (3 mo. USD LIBOR + 2.50%), Maturing February 8, 2025		578		577,893
Pregis TopCo Corporation
Term Loan, 6.25%, (3 mo. USD LIBOR + 4.00%), Maturing July 31, 2026		150		149,562
Spectrum Holdings III Corp.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2025		135		124,853
Starfruit Finco B.V.
Term Loan, 5.46%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		673		651,742
Tata Chemicals North America, Inc.
Term Loan, 5.13%, (3 mo. USD LIBOR + 2.75%), Maturing August 7, 2020		197		196,936
Trinseo Materials Operating S.C.A.
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing September 6, 2024		1,035		1,020,832
Tronox Finance, LLC
Term Loan, 4.95%, (USD LIBOR + 2.75%), Maturing September 23, 2024⁽²⁾		760		755,797


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Univar, Inc.
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing July 1, 2024	$	525	$	525,683

			$	9,403,114

Conglomerates — 0.5%
Kronos Acquisition Holdings, Inc.
Term Loan, 9.26%, (3 mo. USD LIBOR + 7.00%), Maturing May 15, 2023	$	623	$	620,320

			$	620,320

Containers and Glass Products — 3.9%
Berlin Packaging, LLC
Term Loan, 5.22%, (USD LIBOR + 3.00%), Maturing November 7, 2025⁽²⁾	$	50	$	48,556
Berry Global, Inc.
Term Loan, 4.45%, (1 mo. USD LIBOR + 2.25%), Maturing October 1, 2022		210		209,943
Term Loan, 4.70%, (1 mo. USD LIBOR + 2.50%), Maturing July 1, 2026		225		225,253
BWAY Holding Company
Term Loan, 5.59%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024		245		238,454
Consolidated Container Company, LLC
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		98		96,944
Flex Acquisition Company, Inc.
Term Loan, 5.32%, (3 mo. USD LIBOR + 3.00%), Maturing December 29, 2023		461		440,882
Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing June 29, 2025		342		327,314
Libbey Glass, Inc.
Term Loan, 5.21%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021		276		211,471
Pelican Products, Inc.
Term Loan, 5.70%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2025		149		144,045
Reynolds Group Holdings, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023		2,362		2,363,724
Ring Container Technologies Group, LLC
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024		220		216,157
Trident TPI Holdings, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing October 17, 2024		517		495,530

			$	5,018,273

Cosmetics/Toiletries — 0.3%
KIK Custom Products, Inc.
Term Loan, 6.26%, (3 mo. USD LIBOR + 4.00%), Maturing May 15, 2023	$	434	$	412,691

			$	412,691

Drugs — 5.4%
Albany Molecular Research, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing August 30, 2024	$	319	$	308,669
Amneal Pharmaceuticals, LLC
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025		817		744,430
Arbor Pharmaceuticals, Inc.
Term Loan, 7.33%, (3 mo. USD LIBOR + 5.00%), Maturing July 5, 2023		501		464,468
Bausch Health Companies, Inc.
Term Loan, 5.20%, (1 mo. USD LIBOR + 3.00%), Maturing June 2, 2025		1,370		1,373,344
Catalent Pharma Solutions, Inc.
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing May 18, 2026		200		200,456


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Endo Luxembourg Finance Company I S.a.r.l.
Term Loan, 6.38%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024	$	1,152	$	1,055,062
Horizon Pharma, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 2.50%), Maturing May 22, 2026		498		499,336
Jaguar Holding Company II
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2022		1,588		1,581,872
Mallinckrodt International Finance S.A.
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024		704		535,839
Term Loan, 5.18%, (3 mo. USD LIBOR + 3.00%), Maturing February 24, 2025		385		292,983

			$	7,056,459

Ecological Services and Equipment — 1.3%
Advanced Disposal Services, Inc.
Term Loan, 4.39%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023	$	460	$	460,863
EnergySolutions, LLC
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing May 9, 2025		422		400,251
GFL Environmental, Inc.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing May 30, 2025		869		862,452

			$	1,723,566

Electronics/Electrical — 18.8%
Almonde, Inc.
Term Loan, 5.70%, (6 mo. USD LIBOR + 3.50%), Maturing June 13, 2024	$	829	$	801,927
Applied Systems, Inc.
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing September 19, 2024		889		887,273
Aptean, Inc.
Term Loan, 6.58%, (3 mo. USD LIBOR + 4.25%), Maturing April 23, 2026		125		124,376
Avast Software B.V.
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing September 30, 2023		167		167,268
Banff Merger Sub, Inc.
Term Loan, 6.58%, (3 mo. USD LIBOR + 4.25%), Maturing October 2, 2025		821		777,632
Barracuda Networks, Inc.
Term Loan, 5.40%, (3 mo. USD LIBOR + 3.25%), Maturing February 12, 2025		470		470,230
Canyon Valor Companies, Inc.
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing June 16, 2023		350		348,307
Cohu, Inc.
Term Loan, 5.20%, (6 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		174		168,911
CommScope, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing April 6, 2026		400		399,125
CPI International, Inc.
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024		147		146,454
DigiCert, Inc.
Term Loan, 6.11%, (1 mo. USD LIBOR + 4.00%), Maturing October 31, 2024		744		744,592
Electro Rent Corporation
Term Loan, 7.28%, (3 mo. USD LIBOR + 5.00%), Maturing January 31, 2024		293		293,231
Energizer Holdings, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.25%), Maturing December 17, 2025		123		122,734
Epicor Software Corporation
Term Loan, 5.37%, (1 mo. USD LIBOR + 3.25%), Maturing June 1, 2022		1,489		1,489,128


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Exact Merger Sub, LLC
Term Loan, 6.58%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024	$	147	$	147,283
EXC Holdings III Corp.
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 2, 2024		123		122,045
Financial & Risk US Holdings, Inc.
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing October 1, 2025		274		275,140
Flexera Software, LLC
Term Loan, 5.62%, (1 mo. USD LIBOR + 3.50%), Maturing February 26, 2025		272		271,922
GlobalLogic Holdings, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing August 1, 2025		109		108,735
Go Daddy Operating Company, LLC
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing February 15, 2024		960		963,518
Hyland Software, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing July 1, 2024		1,957		1,955,107
Infoblox, Inc.
Term Loan, 6.61%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023		478		477,806
Infor (US), Inc.
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing February 1, 2022		1,954		1,955,842
Informatica, LLC
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing August 5, 2022		1,088		1,090,055
MA FinanceCo., LLC
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing November 19, 2021		473		469,958
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		114		111,505
MACOM Technology Solutions Holdings, Inc.
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024		290		266,138
Microchip Technology Incorporated
Term Loan, 4.12%, (1 mo. USD LIBOR + 2.00%), Maturing May 29, 2025		345		346,082
MTS Systems Corporation
Term Loan, 5.40%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023		124		123,841
Renaissance Holding Corp.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing May 30, 2025		272		267,145
Seattle Spinco, Inc.
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		770		753,020
SGS Cayman L.P.
Term Loan, 7.70%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021		49		48,873
SkillSoft Corporation
Term Loan, 6.95%, (6 mo. USD LIBOR + 4.75%), Maturing April 28, 2021		976		818,775
SolarWinds Holdings, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2024		246		246,320
SS&C Technologies Holdings Europe S.a.r.l.
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025		281		282,073
SS&C Technologies, Inc.
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025		417		417,423
SurveyMonkey, Inc.
Term Loan, 5.89%, (1 week USD LIBOR + 3.75%), Maturing October 10, 2025		255		253,786
Sutherland Global Services, Inc.
Term Loan, 7.70%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021		212		209,955
Tibco Software, Inc.
Term Loan, 6.25%, (1 mo. USD LIBOR + 4.00%), Maturing June 30, 2026		497		497,730


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
TriTech Software Systems
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing August 29, 2025	$	199	$	186,894
Uber Technologies
Term Loan, 5.65%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023		900		898,578
Term Loan, 6.20%, (1 mo. USD LIBOR + 4.00%), Maturing April 4, 2025		1,045		1,047,826
Ultimate Software Group, Inc. (The)
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing May 4, 2026		375		376,406
Ultra Clean Holdings, Inc.
Term Loan, 6.61%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		191		183,867
VeriFone Systems, Inc.
Term Loan, 6.14%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025		273		261,833
Veritas Bermuda, Ltd.
Term Loan, 6.65%, (USD LIBOR + 4.50%), Maturing January 27, 2023⁽²⁾		460		438,489
Vero Parent, Inc.
Term Loan, 6.61%, (1 mo. USD LIBOR + 4.50%), Maturing August 16, 2024		565		563,568
Wall Street Systems Delaware, Inc.
Term Loan, 5.65%, (6 mo. USD LIBOR + 3.00%), Maturing November 21, 2024		476		463,288
Western Digital Corporation
Term Loan, 3.86%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023		598		597,147

			$	24,439,161

Equipment Leasing — 0.6%
Avolon TLB Borrower 1 (US), LLC
Term Loan, 3.92%, (1 mo. USD LIBOR + 1.75%), Maturing January 15, 2025	$	643	$	645,535
IBC Capital Limited
Term Loan, 6.15%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023		123		123,077

			$	768,612

Financial Intermediaries — 4.9%
Apollo Commercial Real Estate Finance, Inc.
Term Loan, 4.95%, (1 mo. USD LIBOR + 2.75%), Maturing May 15, 2026	$	100	$	99,750
Aretec Group, Inc.
Term Loan, 6.36%, (1 mo. USD LIBOR + 4.25%), Maturing October 1, 2025		598		582,118
Claros Mortgage Trust, Inc.
Term Loan, 5.46%, (1 mo. USD LIBOR + 3.25%), Maturing August 10, 2026		175		175,214
Clipper Acquisitions Corp.
Term Loan, 3.99%, (1 mo. USD LIBOR + 1.75%), Maturing December 27, 2024		296		294,023
Ditech Holding Corporation
Term Loan, 0.00%, Maturing June 30, 2022⁽⁶⁾		745		190,060
Donnelley Financial Solutions, Inc.
Term Loan, 5.20%, (1 mo. USD LIBOR + 3.00%), Maturing October 2, 2023		26		25,860
FinCo. I, LLC
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing December 27, 2022		202		202,627
Focus Financial Partners, LLC
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing July 3, 2024		646		648,373
Franklin Square Holdings L.P.
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing August 1, 2025		124		124,373
Greenhill & Co., Inc.
Term Loan, 5.45%, (1 mo. USD LIBOR + 3.25%), Maturing April 12, 2024		325		322,562


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
GreenSky Holdings, LLC
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.25%), Maturing March 31, 2025	$	495	$	490,294
Guggenheim Partners, LLC
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023		1,447		1,430,809
Harbourvest Partners, LLC
Term Loan, 4.45%, (1 mo. USD LIBOR + 2.25%), Maturing March 1, 2025		113		113,357
LPL Holdings, Inc.
Term Loan, 4.40%, (1 mo. USD LIBOR + 2.25%), Maturing September 23, 2024		319		319,607
Ocwen Loan Servicing, LLC
Term Loan, 7.11%, (1 mo. USD LIBOR + 5.00%), Maturing December 4, 2020		67		66,105
Starwood Property Trust, Inc.
Term Loan, 4.78%, (2 mo. USD LIBOR + 2.50%), Maturing July 27, 2026		125		125,625
StepStone Group L.P.
Term Loan, 6.11%, (1 mo. USD LIBOR + 4.00%), Maturing March 27, 2025		148		148,495
Victory Capital Holdings, Inc.
Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing July 1, 2026		316		317,519
Virtus Investment Partners, Inc.
Term Loan, 4.75%, (3 mo. USD LIBOR + 2.25%), Maturing June 1, 2024		145		145,075
Walker & Dunlop, Inc.
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing November 7, 2025		498		498,536

			$	6,320,382

Food Products — 3.5%
Alphabet Holding Company, Inc.
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024	$	565	$	528,040
Badger Buyer Corp.
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing September 30, 2024		395		343,628
CHG PPC Parent, LLC
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025		99		98,566
Del Monte Foods, Inc.
Term Loan, 5.40%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021		641		500,262
Dole Food Company, Inc.
Term Loan, 4.90%, (1 mo. USD LIBOR + 2.75%), Maturing April 6, 2024		404		399,612
Hearthside Food Solutions, LLC
Term Loan, 5.80%, (1 mo. USD LIBOR + 3.69%), Maturing May 23, 2025		372		362,008
Term Loan, 6.11%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025		100		98,953
High Liner Foods Incorporated
Term Loan, 5.59%, (3 mo. USD LIBOR + 3.25%), Maturing April 24, 2021		193		188,463
HLF Financing S.a.r.l.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2025		248		248,573
JBS USA Lux S.A.
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing May 1, 2026		1,222		1,226,435
Nomad Foods Europe Midco Limited
Term Loan, 4.45%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024		295		294,360
Post Holdings, Inc.
Term Loan, 4.15%, (1 mo. USD LIBOR + 2.00%), Maturing May 24, 2024		238		238,519
Restaurant Technologies, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		50		49,874

			$	4,577,293


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Food Service — 2.7%
1011778 B.C. Unlimited Liability Company
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing February 16, 2024	$	1,577	$	1,577,621
Aramark Services, Inc.
Term Loan, 4.08%, (3 mo. USD LIBOR + 1.75%), Maturing March 11, 2025		210		209,999
Del Frisco’s Restaurant Group, Inc.
Term Loan, 8.15%, (USD LIBOR + 6.00%), Maturing June 27, 2025⁽²⁾		149		148,682
Dhanani Group, Inc.
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing July 20, 2025		124		117,325
IRB Holding Corp.
Term Loan, 5.55%, (3 mo. USD LIBOR + 3.25%), Maturing February 5, 2025		446		443,597
KFC Holding Co.
Term Loan, 3.93%, (1 mo. USD LIBOR + 1.75%), Maturing April 3, 2025		243		243,336
NPC International, Inc.
Term Loan, 5.70%, (USD LIBOR + 3.50%), Maturing April 19, 2024⁽²⁾		221		160,965
US Foods, Inc.
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing June 27, 2023		197		197,998
Term Loan, Maturing August 15, 2026⁽⁵⁾		375		376,014

			$	3,475,537

Food/Drug Retailers — 0.9%
Albertsons, LLC
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing November 17, 2025	$	182	$	183,074
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing August 17, 2026		925		928,888
Diplomat Pharmacy, Inc.
Term Loan, 6.62%, (1 mo. USD LIBOR + 4.50%), Maturing December 20, 2024		120		111,200

			$	1,223,162

Health Care — 11.6%
ADMI Corp.
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing April 30, 2025	$	396	$	392,040
Akorn, Inc.
Term Loan, 9.13%, (1 mo. USD LIBOR + 7.00%), Maturing April 16, 2021		223		207,666
Alliance Healthcare Services, Inc.
Term Loan, 6.61%, (1 mo. USD LIBOR + 4.50%), Maturing October 24, 2023		193		180,950
athenahealth, Inc.
Term Loan, 6.68%, (USD LIBOR + 4.50%), Maturing February 11, 2026⁽²⁾		449		447,192
Athletico Management, LLC
Term Loan, 5.71%, (1 mo. USD LIBOR + 3.50%), Maturing October 31, 2025		124		124,375
Avantor, Inc.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing November 21, 2024		305		307,954
BioClinica, Inc.
Term Loan, 6.44%, (2 mo. USD LIBOR + 4.25%), Maturing October 20, 2023		391		377,293
BW NHHC Holdco, Inc.
Term Loan, 7.15%, (1 mo. USD LIBOR + 5.00%), Maturing May 15, 2025		223		198,248
Carestream Dental Equipment, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing September 1, 2024		393		384,158
CHG Healthcare Services, Inc.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023		754		749,114
Concentra, Inc.
Term Loan, 5.21%, (3 mo. USD LIBOR + 2.75%), Maturing June 1, 2022		73		72,898


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Convatec, Inc.
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing October 31, 2023	$	146	$	146,616
CPI Holdco, LLC
Term Loan, 5.54%, (6 mo. USD LIBOR + 3.50%), Maturing March 21, 2024		196		195,810
CryoLife, Inc.
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2024		123		123,433
DaVita, Inc.
Term Loan, Maturing August 7, 2026⁽⁵⁾		200		200,286
Ensemble RCM, LLC
Term Loan, 6.00%, (3 mo. USD LIBOR + 3.75%), Maturing August 3, 2026		100		100,141
Envision Healthcare Corporation
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025		1,070		831,633
Gentiva Health Services, Inc.
Term Loan, 5.88%, (1 mo. USD LIBOR + 3.75%), Maturing July 2, 2025		536		536,770
GHX Ultimate Parent Corporation
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing June 28, 2024		196		193,302
Greatbatch Ltd.
Term Loan, 5.22%, (1 mo. USD LIBOR + 3.00%), Maturing October 27, 2022		263		265,048
Grifols Worldwide Operations USA, Inc.
Term Loan, 4.39%, (1 week USD LIBOR + 2.25%), Maturing January 31, 2025		831		832,338
Hanger, Inc.
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing March 6, 2025		247		247,801
Inovalon Holdings, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.50%), Maturing April 2, 2025		297		297,371
IQVIA, Inc.
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing January 17, 2025		172		172,352
Kinetic Concepts, Inc.
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2024		637		638,592
Medical Solutions, LLC
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing June 9, 2024		172		171,026
MPH Acquisition Holdings, LLC
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing June 7, 2023		790		736,650
National Mentor Holdings, Inc.
Term Loan, 6.37%, (1 mo. USD LIBOR + 4.25%), Maturing March 9, 2026		6		5,848
Term Loan, 6.37%, (1 mo. USD LIBOR + 4.25%), Maturing March 9, 2026		94		93,917
Navicure, Inc.
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing November 1, 2024		172		172,499
One Call Corporation
Term Loan, 7.41%, (3 mo. USD LIBOR + 5.25%), Maturing November 25, 2022		263		219,086
Ortho-Clinical Diagnostics S.A.
Term Loan, 5.56%, (3 mo. USD LIBOR + 3.25%), Maturing June 30, 2025		1,466		1,387,834
Parexel International Corporation
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024		529		500,152
Phoenix Guarantor, Inc.
Term Loan, 6.74%, (1 mo. USD LIBOR + 4.50%), Maturing March 5, 2026		425		423,583
Radiology Partners Holdings, LLC
Term Loan, 7.22%, (USD LIBOR + 4.75%), Maturing July 9, 2025⁽²⁾		124		119,459
RadNet, Inc.
Term Loan, 5.86%, (3 mo. USD LIBOR + 3.50%), Maturing June 30, 2023		371		369,931


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Select Medical Corporation
Term Loan, 4.85%, (3 mo. USD LIBOR + 2.50%), Maturing March 6, 2025	$	508	$	507,426
Sotera Health Holdings, LLC
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing May 15, 2022		193		190,000
Sound Inpatient Physicians
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2025		99		98,288
Surgery Center Holdings, Inc.
Term Loan, 5.37%, (1 mo. USD LIBOR + 3.25%), Maturing September 2, 2024		246		235,339
Team Health Holdings, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024		489		398,331
Tecomet, Inc.
Term Loan, 5.45%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2024		196		195,632
U.S. Anesthesia Partners, Inc.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024		393		379,469
Verscend Holding Corp.
Term Loan, 6.61%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		347		348,892
Viant Medical Holdings, Inc.
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing July 2, 2025		99		97,968
Wink Holdco, Inc.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing December 2, 2024		123		120,047

			$	14,994,758

Home Furnishings — 0.8%
Bright Bidco B.V.
Term Loan, 5.76%, (USD LIBOR + 3.50%), Maturing June 30, 2024⁽²⁾	$	392	$	235,426
Serta Simmons Bedding, LLC
Term Loan, 5.70%, (1 mo. USD LIBOR + 3.50%), Maturing November 8, 2023		1,173		788,712

			$	1,024,138

Industrial Equipment — 6.1%
AI Alpine AT Bidco GmbH
Term Loan, 4.99%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2025	$	50	$	48,631
Altra Industrial Motion Corp.
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2025		162		161,535
Apex Tool Group, LLC
Term Loan, 7.61%, (1 mo. USD LIBOR + 5.50%), Maturing August 1, 2024		553		543,752
Clark Equipment Company
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing May 18, 2024		292		292,546
CPM Holdings, Inc.
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing November 15, 2025		75		72,946
Delachaux Group S.A.
Term Loan, 6.82%, (3 mo. USD LIBOR + 4.50%), Maturing March 28, 2026		100		99,812
DexKo Global, Inc.
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing July 24, 2024		491		485,560
DXP Enterprises, Inc.
Term Loan, 6.86%, (1 mo. USD LIBOR + 4.75%), Maturing August 29, 2023		123		123,580
Dynacast International, LLC
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022		290		279,062
Engineered Machinery Holdings, Inc.
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024		369		357,524


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
EWT Holdings III Corp.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing December 20, 2024	$	877	$	878,945
Filtration Group Corporation
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025		356		356,807
Gardner Denver, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing July 30, 2024		235		235,220
Gates Global, LLC
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing April 1, 2024		961		939,386
Hayward Industries, Inc.
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024		98		94,688
LTI Holdings, Inc.
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing September 6, 2025		99		94,288
Term Loan, 6.86%, (1 mo. USD LIBOR + 4.75%), Maturing July 24, 2026		50		48,250
Milacron, LLC
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2023		556		556,692
Pro Mach Group, Inc.
Term Loan, 4.93%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2025		49		47,601
Rexnord, LLC
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing August 21, 2024		790		794,261
Robertshaw US Holding Corp.
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.25%), Maturing February 28, 2025		247		230,828
Tank Holding Corp.
Term Loan, 6.53%, (USD LIBOR + 4.00%), Maturing March 26, 2026⁽²⁾		100		99,562
Thermon Industries, Inc.
Term Loan, 5.98%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2024		82		81,587
Titan Acquisition Limited
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		691		664,291
Welbilt, Inc.
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing October 23, 2025		360		357,276

			$	7,944,630

Insurance — 5.0%
Alliant Holdings Intermediate, LLC
Term Loan, 5.15%, (1 mo. USD LIBOR + 3.00%), Maturing May 9, 2025	$	528	$	514,369
Term Loan, 5.45%, (1 mo. USD LIBOR + 3.25%), Maturing May 9, 2025		100		98,953
AmWINS Group, Inc.
Term Loan, 4.88%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024		640		639,727
Asurion, LLC
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing August 4, 2022		1,189		1,191,378
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023		461		462,505
Term Loan - Second Lien, 8.61%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025		575		583,984
FrontDoor, Inc.
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing August 16, 2025		99		99,620
Hub International, Ltd.
Term Loan, 5.27%, (USD LIBOR + 3.00%), Maturing April 25, 2025⁽²⁾		1,139		1,118,271
NFP Corp.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing January 8, 2024		788		773,460
Sedgwick Claims Management Services, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing December 31, 2025		274		266,306


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
USI, Inc.
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024	$	688	$	672,813

			$	6,421,386

Leisure Goods/Activities/Movies — 4.7%
AMC Entertainment Holdings, Inc.
Term Loan, 5.23%, (6 mo. USD LIBOR + 3.00%), Maturing April 22, 2026	$	424	$	425,880
Ancestry.com Operations, Inc.
Term Loan, Maturing August 22, 2026⁽⁵⁾		700		693,583
Bombardier Recreational Products, Inc.
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing May 23, 2025		1,073		1,068,426
ClubCorp Holdings, Inc.
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024		441		397,705
Crown Finance US, Inc.
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing February 28, 2025		390		388,295
Delta 2 (LUX) S.a.r.l.
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2024		439		432,344
Emerald Expositions Holding, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		260		253,921
Lindblad Expeditions, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing March 27, 2025		97		97,068
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing March 27, 2025		386		388,272
Match Group, Inc.
Term Loan, 4.66%, (2 mo. USD LIBOR + 2.50%), Maturing November 16, 2022		131		131,906
NASCAR Holdings, Inc.
Term Loan, Maturing July 26, 2026⁽⁵⁾		175		176,185
Sabre GLBL, Inc.
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing February 22, 2024		628		629,045
SRAM, LLC
Term Loan, 4.99%, (USD LIBOR + 2.75%), Maturing March 15, 2024⁽²⁾		185		185,289
Steinway Musical Instruments, Inc.
Term Loan, 5.95%, (1 mo. USD LIBOR + 3.75%), Maturing February 14, 2025		198		195,031
Travel Leaders Group, LLC
Term Loan, 6.17%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024		223		223,864
UFC Holdings, LLC
Term Loan, 5.37%, (1 mo. USD LIBOR + 3.25%), Maturing April 29, 2026		438		438,081

			$	6,124,895

Lodging and Casinos — 5.2%
Aristocrat Technologies, Inc.
Term Loan, 4.03%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024	$	265	$	265,261
Boyd Gaming Corporation
Term Loan, 4.39%, (1 week USD LIBOR + 2.25%), Maturing September 15, 2023		210		210,556
CityCenter Holdings, LLC
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing April 18, 2024		613		614,288
Eldorado Resorts, LLC
Term Loan, 4.42%, (USD LIBOR + 2.25%), Maturing April 17, 2024⁽²⁾		187		186,373
ESH Hospitality, Inc.
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing August 30, 2023		283		282,551


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Four Seasons Hotels Limited
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing November 30, 2023	$	219	$	219,992
Golden Nugget, Inc.
Term Loan, 4.89%, (1 mo. USD LIBOR + 2.75%), Maturing October 4, 2023		1,680		1,681,905
GVC Holdings PLC
Term Loan, 4.45%, (6 mo. USD LIBOR + 2.25%), Maturing March 29, 2024		247		247,376
Hanjin International Corp.
Term Loan, 4.65%, (1 mo. USD LIBOR + 2.50%), Maturing October 18, 2020		125		125,000
MGM Growth Properties Operating Partnership L.P.
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing March 21, 2025		460		460,507
Playa Resorts Holding B.V.
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024		834		799,483
Stars Group Holdings B.V. (The)
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025		847		850,469
VICI Properties 1, LLC
Term Loan, 4.17%, (1 mo. USD LIBOR + 2.00%), Maturing December 20, 2024		525		526,378
Wyndham Hotels & Resorts, Inc.
Term Loan, 3.86%, (1 mo. USD LIBOR + 1.75%), Maturing May 30, 2025		298		298,913

			$	6,769,052

Nonferrous Metals/Minerals — 0.3%
Murray Energy Corporation
Term Loan, 9.36%, (1 mo. USD LIBOR + 7.25%), Maturing October 17, 2022	$	473	$	240,541
Noranda Aluminum Acquisition Corporation
Term Loan, 0.00%, Maturing February 28, 2020⁽⁶⁾		238		14,261
Oxbow Carbon, LLC
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing January 4, 2023		139		138,056

			$	392,858

Oil and Gas — 3.6%
Ameriforge Group, Inc.
Term Loan, 9.33%, (3 mo. USD LIBOR + 7.00%), Maturing June 8, 2022	$	113	$	113,353
Apergy Corporation
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing May 9, 2025		58		57,891
Blackstone CQP Holdco L.P.
Term Loan, 5.89%, (3 mo. USD LIBOR + 3.50%), Maturing September 30, 2024		225		225,328
CITGO Petroleum Corporation
Term Loan, 6.82%, (3 mo. USD LIBOR + 4.50%), Maturing July 29, 2021		238		238,423
Term Loan, 7.32%, (3 mo. USD LIBOR + 5.00%), Maturing March 28, 2024		823		832,196
Equitrans Midstream Corporation
Term Loan, 6.61%, (1 mo. USD LIBOR + 4.50%), Maturing January 31, 2024		448		447,190
Fieldwood Energy, LLC
Term Loan, 7.51%, (3 mo. USD LIBOR + 5.25%), Maturing April 11, 2022		695		614,054
McDermott Technology Americas, Inc.
Term Loan, 7.11%, (1 mo. USD LIBOR + 5.00%), Maturing May 9, 2025		496		456,798
Prairie ECI Acquiror L.P.
Term Loan, 7.08%, (3 mo. USD LIBOR + 4.75%), Maturing March 11, 2026		599		586,530
PSC Industrial Holdings Corp.
Term Loan, 5.95%, (1 mo. USD LIBOR + 3.75%), Maturing October 3, 2024		172		172,052


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Sheridan Investment Partners II L.P.
Term Loan, 0.00%, Maturing December 16, 2020⁽⁶⁾	$	9	$	5,247
Term Loan, 0.00%, Maturing December 16, 2020⁽⁶⁾		25		14,069
Term Loan, 0.00%, Maturing December 16, 2020⁽⁶⁾		179		101,136
Sheridan Production Partners I, LLC
Term Loan, 5.98%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		27		20,778
Term Loan, 5.98%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		44		34,017
Term Loan, 5.98%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		330		256,719
UGI Energy Services, LLC
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing August 13, 2026		225		225,281
Ultra Resources, Inc.
Term Loan, 6.15%, (5.90% cash (1 mo. USD LIBOR + 3.75%), 0.25% PIK), Maturing April 12, 2024		350		249,462

			$	4,650,524

Publishing — 1.2%
Ascend Learning, LLC
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024	$	270	$	268,499
Getty Images, Inc.
Term Loan, 6.63%, (1 mo. USD LIBOR + 4.50%), Maturing February 19, 2026		398		397,005
Harland Clarke Holdings Corp.
Term Loan, 7.08%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023		304		238,917
LSC Communications, Inc.
Term Loan, 7.63%, (1 week USD LIBOR + 5.50%), Maturing September 30, 2022		178		151,251
ProQuest, LLC
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing October 24, 2021		409		409,026
Tweddle Group, Inc.
Term Loan, 6.65%, (1 mo. USD LIBOR + 4.50%), Maturing September 17, 2023		54		50,056

			$	1,514,754

Radio and Television — 3.8%
ALM Media Holdings, Inc.
Term Loan, 6.83%, (3 mo. USD LIBOR + 4.50%), Maturing July 31, 2020	$	109	$	103,040
Cumulus Media New Holdings, Inc.
Term Loan, 6.62%, (1 mo. USD LIBOR + 4.50%), Maturing May 15, 2022		351		352,624
Diamond Sports Group, LLC
Term Loan, 5.42%, (1 mo. USD LIBOR + 3.25%), Maturing August 24, 2026		675		676,789
Entercom Media Corp.
Term Loan, 4.89%, (1 mo. USD LIBOR + 2.75%), Maturing November 18, 2024		231		231,201
Entravision Communications Corporation
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing November 29, 2024		224		219,867
Gray Television, Inc.
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing January 2, 2026		149		149,410
Hubbard Radio, LLC
Term Loan, 5.62%, (1 mo. USD LIBOR + 3.50%), Maturing March 28, 2025		134		134,051
iHeartCommunications, Inc.
Term Loan, 6.23%, (1 mo. USD LIBOR + 4.00%), Maturing May 1, 2026		557		559,743
Mission Broadcasting, Inc.
Term Loan, 4.48%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		79		78,481
Nexstar Broadcasting, Inc.
Term Loan, 4.37%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		395		393,965
Term Loan, Maturing June 19, 2026⁽⁵⁾		125		125,134


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Sinclair Television Group, Inc.
Term Loan, 4.70%, (1 mo. USD LIBOR + 2.50%), Maturing July 17, 2026	$	150	$	150,218
Univision Communications, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024		1,851		1,774,270

			$	4,948,793

Retailers (Except Food and Drug) — 2.6%
Ascena Retail Group, Inc.
Term Loan, 6.63%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022	$	537	$	310,306
Bass Pro Group, LLC
Term Loan, 7.11%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024		295		281,302
BJ’s Wholesale Club, Inc.
Term Loan, 4.94%, (1 mo. USD LIBOR + 2.75%), Maturing February 3, 2024		229		230,009
Coinamatic Canada, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		40		38,967
David’s Bridal, Inc.
Term Loan, 9.62%, (1 mo. USD LIBOR + 7.50%), Maturing July 17, 2023		60		60,502
Term Loan, 10.12%, (1 mo. USD LIBOR + 8.00%), Maturing January 18, 2024		230		166,467
Global Appliance, Inc.
Term Loan, 6.12%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024		238		236,863
Hoya Midco, LLC
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2024		243		238,323
J. Crew Group, Inc.
Term Loan, 5.20%, (USD LIBOR + 3.00%), Maturing March 5, 2021⁽²⁾⁽⁷⁾		730		566,435
LSF9 Atlantis Holdings, LLC
Term Loan, 8.21%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023		238		222,359
PetSmart, Inc.
Term Loan, 6.21%, (1 mo. USD LIBOR + 4.00%), Maturing March 11, 2022		758		736,193
PFS Holding Corporation
Term Loan, 5.71%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2021		514		197,856
Pier 1 Imports (U.S.), Inc.
Term Loan, 5.70%, (6 mo. USD LIBOR + 3.50%), Maturing April 30, 2021		119		31,469

			$	3,317,051

Steel — 1.5%
Atkore International, Inc.
Term Loan, 5.07%, (3 mo. USD LIBOR + 2.75%), Maturing December 22, 2023	$	97	$	97,240
GrafTech Finance, Inc.
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2025		598		583,064
Neenah Foundry Company
Term Loan, 8.70%, (USD LIBOR + 6.50%), Maturing December 13, 2022⁽²⁾		173		171,322
Phoenix Services International, LLC
Term Loan, 5.95%, (1 mo. USD LIBOR + 3.75%), Maturing March 1, 2025		173		170,589
Zekelman Industries, Inc.
Term Loan, 4.36%, (1 mo. USD LIBOR + 2.25%), Maturing June 14, 2021		938		938,486

			$	1,960,701

Surface Transport — 0.9%
1199169 B.C. Unlimited Liability Company
Term Loan, 6.33%, (3 mo. USD LIBOR + 4.00%), Maturing April 6, 2026	$	61	$	61,316


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Agro Merchants NAI Holdings, LLC
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing December 6, 2024	$	99	$	98,172
Hertz Corporation (The)
Term Loan, 4.87%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2023		238		237,753
Kenan Advantage Group, Inc.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		27		25,977
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		88		85,424
PODS, LLC
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.75%), Maturing December 6, 2024		147		146,340
Stena International S.a.r.l.
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing March 3, 2021		379		366,998
XPO Logistics, Inc.
Term Loan, 4.11%, (1 mo. USD LIBOR + 2.00%), Maturing February 24, 2025		150		150,496

			$	1,172,476

Telecommunications — 5.1%
CenturyLink, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 2.75%), Maturing January 31, 2025	$	1,231	$	1,216,115
Colorado Buyer, Inc.
Term Loan, 5.21%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		196		183,873
Digicel International Finance Limited
Term Loan, 5.34%, (6 mo. USD LIBOR + 3.25%), Maturing May 28, 2024		172		147,938
Frontier Communications Corp.
Term Loan, 5.87%, (1 mo. USD LIBOR + 3.75%), Maturing June 15, 2024		466		461,192
Global Eagle Entertainment, Inc.
Term Loan, 9.71%, (3 mo. USD LIBOR + 7.50%), Maturing January 6, 2023		471		441,286
Intelsat Jackson Holdings S.A.
Term Loan, 5.90%, (1 mo. USD LIBOR + 3.75%), Maturing November 27, 2023		600		600,812
Term Loan, 6.65%, (1 mo. USD LIBOR + 4.50%), Maturing January 2, 2024		400		403,500
IPC Corp.
Term Loan, 6.76%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021		220		182,731
Onvoy, LLC
Term Loan, 6.83%, (3 mo. USD LIBOR + 4.50%), Maturing February 10, 2024		464		387,701
Plantronics, Inc.
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing July 2, 2025		299		298,100
Sprint Communications, Inc.
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024		831		826,721
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.00%), Maturing February 2, 2024		174		174,152
Syniverse Holdings, Inc.
Term Loan, 7.20%, (1 mo. USD LIBOR + 5.00%), Maturing March 9, 2023		222		207,954
Telesat Canada
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing November 17, 2023		1,093		1,096,031

			$	6,628,106

Utilities — 3.2%
Brookfield WEC Holdings, Inc.
Term Loan, 5.61%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2025	$	772	$	774,000
Calpine Construction Finance Company L.P.
Term Loan, 4.61%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2025		91		91,199


Borrower/Tranche Description	Principal Amount (000’s omitted)		Value
Calpine Corporation
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing January 15, 2024	$	792	$	792,768
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing April 5, 2026		200		200,062
Granite Acquisition, Inc.
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021		619		622,502
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021		28		28,221
Lightstone Holdco, LLC
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024		20		18,996
Term Loan, 5.86%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024		348		336,799
Longview Power, LLC
Term Loan, 8.26%, (3 mo. USD LIBOR + 6.00%), Maturing April 13, 2021		552		463,680
Pike Corporation
Term Loan, 5.40%, (1 mo. USD LIBOR + 3.25%), Maturing July 19, 2026		98		98,145
Talen Energy Supply, LLC
Term Loan, 5.96%, (1 mo. USD LIBOR + 3.75%), Maturing July 8, 2026		175		172,813
USIC Holdings, Inc.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.00%), Maturing December 8, 2023		296		293,363
Vistra Operations Company, LLC
Term Loan, 4.15%, (USD LIBOR + 2.00%), Maturing December 31, 2025⁽²⁾		232		232,400

			$	4,124,948


Total Senior Floating-Rate Loans (identified cost $179,298,957)			$	173,132,458


Corporate Bonds & Notes — 11.1%

Security	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 0.2%
TransDigm, Inc.
7.50%, 3/15/27⁽⁸⁾	$	250	$	269,375

			$	269,375

Automotive — 0.8%
Panther BF Aggregator 2 L.P./Panther Finance Co., Inc.
8.50%, 5/15/27⁽⁸⁾	$	1,000	$	977,500

			$	977,500

Building and Development — 0.4%
Standard Industries, Inc.
5.00%, 2/15/27⁽⁸⁾	$	500	$	513,750

			$	513,750

Cable and Satellite Television — 0.8%
Altice France S.A.
8.125%, 2/1/27⁽⁸⁾	$	500	$	552,500
DISH DBS Corp.
7.75%, 7/1/26		500		492,500

			$	1,045,000


Security	Principal Amount (000’s omitted)		Value
Drugs — 0.7%
Bausch Health Companies, Inc.
6.50%, 3/15/22⁽⁸⁾	$	173	$	179,323
7.00%, 3/15/24⁽⁸⁾		225		238,199
7.00%, 1/15/28⁽⁸⁾		500		525,215

			$	942,737

Ecological Services and Equipment — 0.4%
GFL Environmental, Inc.
8.50%, 5/1/27⁽⁸⁾	$	500	$	548,750

			$	548,750

Electronics/Electrical — 0.6%
Energizer Holdings, Inc.
6.375%, 7/15/26⁽⁸⁾	$	500	$	528,125
Go Daddy Operating Co., LLC/GD Finance Co., Inc.
5.25%, 12/1/27⁽⁸⁾		242		256,217

			$	784,342

Food Products — 1.0%
Dole Food Co., Inc.
7.25%, 6/15/25⁽⁸⁾	$	500	$	485,000
Post Holdings, Inc.
5.625%, 1/15/28⁽⁸⁾		750		801,562

			$	1,286,562

Health Care — 1.4%
Eagle Holding Co. II, LLC
7.75%, (7.75% cash or 8.50% PIK), 5/15/22⁽⁸⁾⁽⁹⁾	$	500	$	506,875
HCA, Inc.
5.875%, 2/1/29		750		864,375
MPH Acquisition Holdings, LLC
7.125%, 6/1/24⁽⁸⁾		500		449,405

			$	1,820,655

Insurance — 0.4%
USI, Inc.
6.875%, 5/1/25⁽⁸⁾	$	500	$	498,750

			$	498,750

Internet Software & Services — 0.8%
Netflix, Inc.
5.375%, 11/15/29⁽⁸⁾	$	1,000	$	1,090,000

			$	1,090,000

Leisure Goods/Activities/Movies — 0.4%
Mattel, Inc.
6.75%, 12/31/25⁽⁸⁾	$	500	$	515,000

			$	515,000


Security	Principal Amount (000’s omitted)		Value
Lodging and Casinos — 0.4%
Caesars Resort Collection, LLC/CRC Finco, Inc.
5.25%, 10/15/25⁽⁸⁾	$	500	$	510,000

			$	510,000

Oil and Gas — 0.5%
Oceaneering International, Inc.
4.65%, 11/15/24	$	251	$	241,540
6.00%, 2/1/28		480		464,400

			$	705,940

Packaging & Containers — 1.0%
ARD Finance S.A.
7.125%, (7.125% cash or 7.875% PIK), 9/15/23⁽⁹⁾	$	1,000	$	1,031,250
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
5.25%, 8/15/27⁽⁸⁾		200		202,500

			$	1,233,750

Radio and Television — 0.5%
iHeartCommunications, Inc.
6.375%, 5/1/26	$	30	$	32,614
8.375%, 5/1/27		554		600,919

			$	633,533

Retailers (Except Food and Drug) — 0.4%
Party City Holdings, Inc.
6.625%, 8/1/26⁽⁸⁾	$	500	$	477,500

			$	477,500

Telecommunications — 0.4%
Altice Luxembourg S.A.
7.625%, 2/15/25⁽⁸⁾	$	500	$	518,750

			$	518,750


Total Corporate Bonds & Notes (identified cost $14,249,422)			$	14,371,894


Asset-Backed Securities — 8.1%

Security	Principal Amount (000’s omitted)		Value
AMMC CLO XII, Ltd.
Series 2013-12A, Class ER, 8.361%, (3 mo. USD LIBOR + 6.18%), 11/10/30^(8)(10)	$	1,000	$	894,389
Ares LII CLO, Ltd.
Series 2019-52A, Class E, 8.828%, (3 mo. USD LIBOR + 6.55%), 4/22/31^(8)(10)		1,000		978,906
Bain Capital Credit CLO, Ltd.
Series 2017-2A, Class E, 8.626%, (3 mo. USD LIBOR + 6.35%), 7/25/30^(8)(10)		1,000		951,139
Canyon Capital CLO, Ltd.
Series 2019-2A, Class E, (3 mo. USD LIBOR + 7.15%), 10/15/32^(8)(11)		1,000		1,001,000


Security	Principal Amount (000’s omitted)		Value
Cedar Funding X CLO, Ltd.
Series 2019-10A, Class E, (3 mo. USD LIBOR + 7.00%), 10/20/32^(8)(11)	$	1,000	$	1,000,500
Cent CLO 17, Ltd.
Series C17A, Class DR, 8.266%, (3 mo. USD LIBOR + 6.00%), 4/30/31^(8)(10)		1,000		927,573
Kayne CLO, Ltd.
Series 2019-5A, Class E, 8.881%, (3 mo. USD LIBOR + 6.70%), 7/24/32^(8)(10)		1,000		985,540
Neuberger Berman Loan Advisers CLO 33, Ltd.
Series 2019-33A, Class E, (3 mo. USD LIBOR + 6.80%), 10/16/32^(8)(11)		1,000		1,000,000
Vibrant CLO X, Ltd.
Series 2018-10A, Class D, 8.468%, (3 mo. USD LIBOR + 6.19%), 10/20/31^(8)(10)		1,000		952,512
Voya CLO, Ltd.
Series 2016-3A, Class DR, 8.38%, (3 mo. USD LIBOR + 6.08%), 10/18/31^(8)(10)		1,000		917,686
Webster Park CLO, Ltd.
Series 2015-1A, Class DR, 7.778%, (3 mo. USD LIBOR + 5.50%), 7/20/30^(8)(10)		1,000		932,847


Total Asset-Backed Securities (identified cost $10,643,715)			$	10,542,092


Convertible Bonds — 0.1%

Security	Principal Amount (000’s omitted)		Value
Oil and Gas — 0.1%
Ascent Resources-Utica, LLC/ARU Finance Corp.
6.50%, 3/1/21⁽⁸⁾⁽⁹⁾	$	124	$	159,353


Total Convertible Bonds (identified cost $124,272)			$	159,353


Common Stocks — 0.6%

Security	Shares		Value
Business Equipment and Services — 0.1%
Crossmark Holdings, Inc.^(12)(13)		1,216	$	99,104

			$	99,104

Electronics/Electrical — 0.0%⁽³⁾
Answers Corp.^(7)(13)		14,876	$	30,198

			$	30,198

Health Care — 0.0%⁽³⁾
New Millennium Holdco, Inc.^(12)(13)		10,394	$	728

			$	728

Oil and Gas — 0.3%
AFG Holdings, Inc.^(7)(12)(13)		4,525	$	276,342
Fieldwood Energy, Inc.^(12)(13)		2,148		60,144
Southcross Holdings Group, LLC^(7)(12)(13)		15		0
Southcross Holdings L.P., Class A^(12)(13)		15		8,062

			$	344,548


Security	Shares		Value
Publishing — 0.0%⁽³⁾
Tweddle Group, Inc.^(7)(12)(13)		444	$	1,532

			$	1,532

Radio and Television — 0.2%
Clear Channel Outdoor Holdings, Inc.^(12)(13)		12,499	$	32,497
Cumulus Media, Inc.^(12)(13)		9,974		135,647
iHeartMedia, Inc., Class A^(12)(13)		5,315		73,347

			$	241,491

Retailers (Except Food and Drug) — 0.0%⁽³⁾
David’s Bridal, Inc.^(12)(13)		4,447	$	4,447

			$	4,447


Total Common Stocks (identified cost $941,954)			$	722,048


Convertible Preferred Stocks — 0.8%

Security	Shares		Value
Oil and Gas — 0.8%
Chesapeake Energy Corp., 5.75%		2,240	$	994,573


Total Convertible Preferred Stocks (identified cost $1,080,600)			$	994,573


Miscellaneous — 0.0%⁽³⁾

Security	Shares		Value
Oil and Gas — 0.0%⁽³⁾
Paragon Offshore Finance Company, Class A^(12)(13)		404	$	222
Paragon Offshore Finance Company, Class B^(12)(13)		202		5,959


Total Miscellaneous (identified cost $4,394)			$	6,181


Short-Term Investments — 1.9%

Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 2.20%⁽¹⁴⁾		2,504,948	$	2,504,697


Total Short-Term Investments (identified cost $2,504,705)			$	2,504,697


Total Investments — 156.0% (identified cost $208,848,019)			$	202,433,296


Less Unfunded Loan Commitments — (0.0)%⁽³⁾			$	(51,802	)


	Value
Net Investments — 156.0% (identified cost $208,796,217)	$	202,381,494


Notes Payable — (38.5)%	$	(50,000,000	)


Variable Rate Term Preferred Shares, at Liquidation Value (net of unamortized deferred debt issuance costs) — (14.6)%	$	(18,970,778	)


Other Assets, Less Liabilities — (2.9)%	$	(3,640,447	)


Net Assets Applicable to Common Shares — 100.0%	$	129,770,269

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

(1)

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

(2)

The stated interest rate represents the weighted average interest rate at August 31, 2019 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

(3)	Amount is less than 0.05% or (0.05)%, as applicable.

(4)

Unfunded or partially unfunded loan commitments. The Fund may enter into certain loan agreements all or a portion of which may be unfunded. The Fund is obligated to fund these commitments at the borrower’s discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At August 31, 2019, the total value of unfunded loan commitments is $51,850.

(5)	This Senior Loan will settle after August 31, 2019, at which time the interest rate will be determined.

(6)	Issuer is in default with respect to interest and/or principal payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

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

(8)

Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At August 31, 2019, the aggregate value of these securities is $21,345,741 or 16.4% of the Fund’s net assets applicable to common shares.

(9)	Represents a payment-in-kind security which may pay interest in additional principal at the issuer’s discretion.

(10)	Variable rate security. The stated interest rate represents the rate in effect at August 31, 2019.

(11)	When-issued, variable rate security whose interest rate will be determined after August 31, 2019.

(12)	Non-income producing security.

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

(14)	Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of August 31, 2019.

Abbreviations:


LIBOR	-	London Interbank Offered Rate

PIK	-	Payment In Kind

Currency Abbreviations:

USD	-	United States Dollar

The Fund did not have any open derivative instruments at August 31, 2019.

At August 31, 2019, the value of the Fund’s investment in affiliated funds was $2,504,697, which represents 1.9% of the Fund’s net assets applicable to common shares. Transactions in affiliated funds by the Fund for the fiscal year to date ended August 31, 2019 were as follows:


Name of affiliated fund	Value, beginning of period		Purchases		Sales proceeds			Net realized gain (loss)			Change in unrealized appreciation (depreciation)			Value, end of period		Dividend income		Units, end of period
Short-Term Investments
Eaton Vance Cash Reserves Fund, LLC, 2.20%	$	4,950,427	$	30,120,908	$	(32,566,123	)	$	(503	)	$	(12	)	$	2,504,697	$	40,509		2,504,948

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

•

Level 1 — quoted prices in active markets for identical investments

•

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

•

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

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

At August 31, 2019, the hierarchy of inputs used in valuing the Fund’s investments, which are carried at value, were as follows:


Asset Description	Level 1		Level 2		Level 3*		Total
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)	$	—	$	172,514,221	$	566,435	$	173,080,656
Corporate Bonds & Notes		—		14,371,894		—		14,371,894
Asset-Backed Securities		—		10,542,092		—		10,542,092
Convertible Bonds		—		159,353		—		159,353
Common Stocks		241,491		172,485		308,072		722,048
Convertible Preferred Stocks		—		994,573		—		994,573
Miscellaneous		—		6,181		—		6,181
Short-Term Investments		—		2,504,697		—		2,504,697
Total Investments	$	241,491	$	201,265,496	$	874,507	$	202,381,494

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended August 31, 2019 is not presented.

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

Serious News for Serious Traders! Try StreetInsider.com Premium Free!

Create E-mail Alert Related Categories

SEC Filings

Sign up for StreetInsider Free!

Receive full access to all new and archived articles, unlimited portfolio tracking, e-mail alerts, custom newswires and RSS feeds - and more!

Form NPORT-EX Eaton Vance Floating-Rat For: Aug 31

You May Also Be Interested In

Create E-mail Alert Related Categories

Sign up for StreetInsider Free!

Free News Feed