Eaton Vance

Floating-Rate 2022 Target Term Trust

March 31, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Common Stocks — 0.8%

Security	Shares		Value
Containers and Glass Products — 0.0%(1)
LG Newco Holdco, Inc.(2)(3)		45,462	$	79,559
			$	79,559
Electronics/Electrical — 0.5%
Software Luxembourg Holding S.A.(2)(3)		5,496	$	961,800
			$	961,800
Entertainment — 0.0%(1)
Cineworld Group PLC(2)(3)		49,861	$	37,799
			$	37,799
Health Care — 0.2%
Akorn Holding Company, LLC, Class A(2)(3)		19,009	$	301,768
			$	301,768
Nonferrous Metals/Minerals — 0.0%(1)
ACNR Holdings, Inc., Class A(2)(3)		1,237	$	18,555
			$	18,555
Oil and Gas — 0.0%(1)
McDermott International, Ltd.(2)(3)		35,449	$	28,359
			$	28,359
Telecommunications — 0.1%
Gee Acquisition Holdings Corp.(2)(3)(4)		12,919	$	257,992
			$	257,992
Total Common Stocks (identified cost $1,479,876)			$	1,685,832
Corporate Bonds — 7.5%
Security	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 0.9%
Air Canada, 7.75%, 4/15/21(5)	$	190	$	190,371
American Airlines Group, Inc., 5.00%, 6/1/22(5)		500		491,875
Bombardier, Inc., 6.125%, 1/15/23(5)		1,000		1,042,250
United Airlines Holdings, Inc., 4.25%, 10/1/22		250		254,687
			$	1,979,183
Automotive — 0.3%
ZF North America Capital, Inc., 4.50%, 4/29/22(5)	$	545	$	558,625
			$	558,625
Building and Development — 0.2%
Taylor Morrison Communities, Inc./Taylor Morrison Holdings II, Inc., 5.875%, 4/15/23(5)	$	500	$	532,447
			$	532,447

1

Security	Principal Amount (000’s omitted)		Value
Cable and Satellite Television — 0.4%
CSC Holdings, LLC, 5.875%, 9/15/22	$	925	$	978,446
			$	978,446
Financial Intermediaries — 1.6%
Ally Financial, Inc., 4.625%, 5/19/22	$	1,000	$	1,044,560
Ford Motor Credit Co., LLC:
3.087%, 1/9/23		925		941,747
5.875%, 8/2/21		321		325,719
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp., 6.25%, 2/1/22		189		189,472
Navient Corp., 5.50%, 1/25/23		1,007		1,047,909
			$	3,549,407
Food/Drug Retailers — 0.0%(1)
Safeway, Inc., 4.75%, 12/1/21	$	9	$	9,158
			$	9,158
Internet Software & Services — 0.5%
Netflix, Inc., 5.50%, 2/15/22	$	1,000	$	1,041,875
			$	1,041,875
Lodging and Casinos — 0.1%
MGM Resorts International, 6.00%, 3/15/23	$	310	$	332,475
			$	332,475
Oil and Gas — 0.6%
Energy Transfer Operating, L.P., 4.25%, 3/15/23	$	1,000	$	1,056,223
Ovintiv Exploration, Inc., 5.75%, 1/30/22		155		160,112
			$	1,216,335
Real Estate Investment Trusts (REITs) — 0.4%
Service Properties Trust, 5.00%, 8/15/22	$	770	$	783,421
			$	783,421
Surface Transport — 0.5%
DAE Funding, LLC, 5.25%, 11/15/21(5)	$	1,000	$	1,020,000
			$	1,020,000
Technology — 0.1%
Dell International, LLC/EMC Corp., 5.875%, 6/15/21(5)	$	293	$	293,733
			$	293,733
Telecommunications — 1.7%
Hughes Satellite Systems Corp., 7.625%, 6/15/21	$	1,000	$	1,012,750
Sprint Communications, Inc., 6.00%, 11/15/22		1,500		1,606,875
T-Mobile USA, Inc., 6.00%, 3/1/23		1,000		1,007,500
			$	3,627,125
Utilities — 0.2%
TerraForm Power Operating, LLC, 4.25%, 1/31/23(5)	$	525	$	543,047
			$	543,047
Total Corporate Bonds (identified cost $16,022,931)			$	16,465,277

2

Preferred Stocks — 0.2%
Security	Shares		Value
Containers and Glass Products — 0.2%
LG Newco Holdco, Inc.(2)(3)		6,887	$	378,760
			$	378,760
Nonferrous Metals/Minerals — 0.0%(1)
ACNR Holdings, Inc., 15.00% (PIK)(2)(3)		584	$	51,684
			$	51,684
Total Preferred Stocks (identified cost $361,544)			$	430,444
Senior Floating-Rate Loans — 140.2%(6)
Borrower Description	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 2.6%
AI Convoy (Luxembourg) S.a.r.l., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 1/17/27	$	272	$	272,463
Dynasty Acquisition Co., Inc.:
Term Loan, 3.703%, (3 mo. USD LIBOR + 3.50%), 4/6/26		355		344,378
Term Loan, 3.703%, (3 mo. USD LIBOR + 3.50%), 4/6/26		660		640,544
Spirit Aerosystems, Inc., Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 1/15/25		175		176,090
TransDigm, Inc.:
Term Loan, 2.359%, (1 mo. USD LIBOR + 2.25%), 8/22/24		1,186		1,166,451
Term Loan, 2.359%, (1 mo. USD LIBOR + 2.25%), 12/9/25		2,889		2,832,180
WP CPP Holdings, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 4/30/25		244		238,297
			$	5,670,403
Air Transport — 0.6%
JetBlue Airways Corporation, Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), 6/17/24	$	168	$	172,789
Mileage Plus Holdings, LLC, Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), 6/21/27		300		319,354
SkyMiles IP, Ltd., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/20/27		825		867,642
			$	1,359,785
Automotive — 4.8%
Adient US, LLC, Term Loan, 4.38%, (USD LIBOR + 4.25%), 5/6/24(7)	$	516	$	516,457
Autokiniton US Holdings, Inc.:
Term Loan, 6.484%, (1 mo. USD LIBOR + 6.375%), 5/22/25		292		292,115
Term Loan, 3/29/28(8)		500		498,750
Bright Bidco B.V., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/30/24		733		563,411
Chassix, Inc., Term Loan, 6.50%, (USD LIBOR + 5.50%, Floor 1.00%), 11/15/23(7)		242		230,991
Clarios Global L.P., Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 4/30/26		1,378		1,372,831
Garrett LX III S.a.r.l., Term Loan, 5.75%, (USD Prime + 2.50%), 9/27/25		98		98,404
Garrett Motion, Inc., DIP Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 4/30/21		10		10,311
Gates Global, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), 3/31/27		2,331		2,328,193
IAA, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 6/28/26		217		216,021
Les Schwab Tire Centers, Term Loan, 4.25%, (6 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/2/27		1,047		1,050,866

3

Borrower Description	Principal Amount (000’s omitted)		Value
Tenneco, Inc., Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 10/1/25	$	1,393	$	1,360,726
Thor Industries, Inc., Term Loan, 3.201%, (3 mo. USD LIBOR + 3.00%), 2/1/26		409		410,028
TI Group Automotive Systems, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/16/24		1,057		1,056,353
Truck Hero, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 1/31/28		475		475,000
			$	10,480,457
Beverage and Tobacco — 0.3%
Arterra Wines Canada, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/24/27	$	399	$	399,997
City Brewing Company, LLC, Term Loan, 4/5/28(8)		325		323,375
			$	723,372
Brokerage/Securities Dealers/Investment Houses — 0.6%
Advisor Group, Inc., Term Loan, 4.615%, (1 mo. USD LIBOR + 4.50%), 7/31/26	$	420	$	419,912
Hudson River Trading, LLC, Term Loan, 3.14%, (1 mo. USD LIBOR + 3.00%), 3/17/28		825		818,813
			$	1,238,725
Building and Development — 5.4%
ACProducts, Inc., Term Loan, 7.50%, (6 mo. USD LIBOR + 6.50%, Floor 1.00%), 8/18/25	$	171	$	174,677
Advanced Drainage Systems, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 7/31/26		79		78,992
American Builders & Contractors Supply Co., Inc., Term Loan, 2.109%, (1 mo. USD LIBOR + 2.00%), 1/15/27		936		930,077
American Residential Services, LLC, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/15/27		224		224,438
APi Group DE, Inc.:
Term Loan, 2.609%, (1 mo. USD LIBOR + 2.50%), 10/1/26		568		566,836
Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 10/1/26		125		124,220
Beacon Roofing Supply, Inc., Term Loan, 2.359%, (1 mo. USD LIBOR + 2.25%), 1/2/25		120		119,454
Brookfield Property REIT, Inc., Term Loan, 2.609%, (1 mo. USD LIBOR + 2.50%), 8/27/25		366		350,010
Core & Main L.P., Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 8/1/24		1,623		1,620,244
Cornerstone Building Brands, Inc., Term Loan, 3.856%, (1 mo. USD LIBOR + 3.75%), 4/12/25		292		292,591
CP Atlas Buyer, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 11/23/27		475		472,588
Cushman & Wakefield U.S. Borrower, LLC, Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 8/21/25		2,151		2,113,136
Foundation Building Materials Holding Company, LLC, Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 2/3/28		475		471,289
LSF11 Skyscraper Holdco S.a.r.l., Term Loan, 9/29/27(8)		325		325,000
MI Windows and Doors, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/18/27		175		175,326
Park River Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 12/28/27		250		249,040
Quikrete Holdings, Inc., Term Loan, 2.609%, (1 mo. USD LIBOR + 2.50%), 2/1/27		1,909		1,897,846
Werner FinCo L.P., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 7/24/24		845		841,510
White Cap Buyer, LLC, Term Loan, 4.50%, (6 mo. USD LIBOR + 4.00%, Floor 0.50%), 10/19/27		873		872,207
			$	11,899,481

4

Borrower Description	Principal Amount (000’s omitted)		Value
Business Equipment and Services — 10.4%
Adevinta ASA, Term Loan, 4/20/28(8)	$	125	$	125,254
Adtalem Global Education, Inc., Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 4/11/25		146		144,963
AlixPartners, LLP, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 2/4/28		600		598,417
Allied Universal Holdco, LLC, Term Loan, 4.359%, (1 mo. USD LIBOR + 4.25%), 7/10/26		1,308		1,306,556
Amentum Government Services Holdings, LLC, Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 1/29/27		372		369,396
AppLovin Corporation, Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 8/15/25		1,842		1,842,637
ASGN Incorporated., Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 4/2/25		104		104,674
Asplundh Tree Expert, LLC, Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 9/7/27		473		471,992
Belfor Holdings, Inc., Term Loan, 4.109%, (1 mo. USD LIBOR + 4.00%), 4/6/26		197		196,991
Bracket Intermediate Holding Corp., Term Loan, 4.488%, (3 mo. USD LIBOR + 4.25%), 9/5/25		341		340,823
Camelot U.S. Acquisition 1 Co.:
Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 10/30/26		716		711,314
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/30/26		449		448,875
Cardtronics USA, Inc., Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), 6/29/27		223		223,871
CCC Information Services, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 4/29/24		904		904,582
Ceridian HCM Holding, Inc., Term Loan, 2.581%, (1 week USD LIBOR + 2.50%), 4/30/25		561		553,792
Constant Contact, Inc.:
Term Loan, 0.50%, 2/10/28(9)		154		152,762
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/10/28		571		568,613
Deerfield Dakota Holding, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 4/9/27		794		795,985
EAB Global, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 3.75%, Floor 1.00%), 11/15/24		534		532,611
Endure Digital, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 2/10/28		1,175		1,171,818
First Advantage Holdings, LLC, Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 1/31/27		348		346,071
Garda World Security Corporation, Term Loan, 4.37%, (1 mo. USD LIBOR + 4.25%), 10/30/26		532		533,363
Grab Holdings, Inc., Term Loan, 5.50%, (6 mo. USD LIBOR + 4.50%, Floor 1.00%), 1/29/26		900		918,000
Greeneden U.S. Holdings II, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27		350		350,350
IG Investment Holdings, LLC, Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 5/23/25		170		170,379
IRI Holdings, Inc., Term Loan, 4.359%, (1 mo. USD LIBOR + 4.25%), 12/1/25		611		611,319
Iron Mountain, Inc., Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 1/2/26		340		335,468
Ivanti Software, Inc.:
Term Loan, 4.75%, (1 week USD LIBOR + 4.00%, Floor 0.75%), 12/1/27		275		274,313
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/1/27		1,050		1,056,300
KAR Auction Services, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 9/19/26		246		242,043
KUEHG Corp., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/21/25		1,372		1,344,653
Loire Finco Luxembourg S.a.r.l., Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 4/21/27		124		122,876
Nielsen Consumer, Inc., Term Loan, 4.103%, (1 mo. USD LIBOR + 4.00%), 3/6/28		275		274,381
Packaging Coordinators Midco, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/30/27		475		475,371

5

Borrower Description	Principal Amount (000’s omitted)		Value
Pike Corporation, Term Loan, 3.13%, (1 mo. USD LIBOR + 3.00%), 1/21/28	$	175	$	174,859
Prime Security Services Borrower, LLC, Term Loan, 3.50%, (USD LIBOR + 2.75%, Floor 0.75%), 9/23/26(7)		995		991,935
Red Ventures, LLC, Term Loan, 2.609%, (1 mo. USD LIBOR + 2.50%), 11/8/24		297		289,930
Sabre GLBL, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/17/27		150		151,433
SMG US Midco 2, Inc., Term Loan, 2.682%, (USD LIBOR + 2.50%), 1/23/25(7)		97		92,737
Sotheby’s, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 1/15/27		247		248,811
Spin Holdco, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 3/1/28		1,675		1,663,275
Vestcom Parent Holdings, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 12/19/23		100		99,367
West Corporation:
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 10/10/24		122		117,156
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 10/10/24		387		375,269
			$	22,825,585
Cable and Satellite Television — 4.9%
Altice France S.A.:
Term Loan, 3.794%, (1 mo. USD LIBOR + 3.69%), 1/31/26	$	1,258	$	1,248,631
Term Loan, 4.198%, (3 mo. USD LIBOR + 4.00%), 8/14/26		491		490,285
Charter Communications Operating, LLC, Term Loan, 1.86%, (1 mo. USD LIBOR + 1.75%), 2/1/27		1,282		1,277,236
CSC Holdings, LLC:
Term Loan, 2.356%, (1 mo. USD LIBOR + 2.25%), 1/15/26		392		387,380
Term Loan, 2.606%, (1 mo. USD LIBOR + 2.50%), 4/15/27		464		459,853
Telenet Financing USD, LLC, Term Loan, 2.106%, (1 mo. USD LIBOR + 2.00%), 4/30/28		1,500		1,483,242
UPC Broadband Holding B.V.:
Term Loan, 2.356%, (1 mo. USD LIBOR + 2.25%), 4/30/28		325		322,405
Term Loan, 3.606%, (1 mo. USD LIBOR + 3.50%), 1/31/29		775		773,962
Term Loan, 3.606%, (1 mo. USD LIBOR + 3.50%), 1/31/29		775		773,962
Virgin Media Bristol, LLC:
Term Loan, 2.606%, (1 mo. USD LIBOR + 2.50%), 1/31/28		3,100		3,076,573
Term Loan, 1/31/29(8)		475		474,830
			$	10,768,359
Chemicals and Plastics — 7.1%
Aruba Investments, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/24/27	$	300	$	301,125
Atotech B.V., Term Loan, 3.00%, (3 mo. USD LIBOR + 2.50%, Floor 0.50%), 3/18/28		400		399,312
Axalta Coating Systems US Holdings, Inc., Term Loan, 1.953%, (3 mo. USD LIBOR + 1.75%), 6/1/24		2,482		2,474,065
Charter NEX US, Inc., Term Loan, 5.00%, (1 mo. USD LIBOR + 4.25%, Floor 0.75%), 12/1/27		175		175,533
Ferro Corporation:
Term Loan, 2.453%, (3 mo. USD LIBOR + 2.25%), 2/14/24		60		59,503
Term Loan, 2.453%, (3 mo. USD LIBOR + 2.25%), 2/14/24		61		60,796
Gemini HDPE, LLC, Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 12/31/27		300		299,625
Hexion, Inc., Term Loan, 3.74%, (3 mo. USD LIBOR + 3.50%), 7/1/26		295		295,118
Illuminate Buyer, LLC, Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 6/30/27		324		323,073
INEOS Enterprises Holdings US Finco, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 8/28/26		81		81,170
INEOS Styrolution US Holding, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 1/29/26		975		972,806

6

Borrower Description	Principal Amount (000’s omitted)		Value
INEOS US Finance, LLC, Term Loan, 2.109%, (1 mo. USD LIBOR + 2.00%), 4/1/24	$	1,258	$	1,246,316
Messer Industries GmbH, Term Loan, 2.703%, (3 mo. USD LIBOR + 2.50%), 3/1/26		983		976,174
Momentive Performance Materials, Inc., Term Loan, 3.36%, (1 mo. USD LIBOR + 3.25%), 5/15/24		663		652,687
NIC Acquisition Corp., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/29/27		300		299,063
PMHC II, Inc., Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), 3/31/25(7)		732		715,125
PQ Corporation:
Term Loan, 2.462%, (3 mo. USD LIBOR + 2.25%), 2/7/27		1,153		1,146,175
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 2/7/27		599		599,993
Pregis TopCo Corporation, Term Loan, 3.859%, (1 mo. USD LIBOR + 3.75%), 7/31/26		247		245,486
Rohm Holding GmbH, Term Loan, 5.228%, (6 mo. USD LIBOR + 5.00%), 7/31/26		148		148,305
Starfruit Finco B.V., Term Loan, 2.86%, (1 mo. USD LIBOR + 2.75%), 10/1/25		1,074		1,059,085
Tronox Finance, LLC:
Term Loan, 9/23/24(8)		1,000		1,000,104
Term Loan, 2.648%, (USD LIBOR + 2.50%), 3/13/28(7)		800		796,334
Venator Materials Corporation, Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 8/8/24		1,255		1,237,251
			$	15,564,224
Clothing/Textiles — 0.1%
Protective Industrial Products, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 1/20/28	$	225	$	224,719
			$	224,719
Conglomerates — 0.6%
Penn Engineering & Manufacturing Corp., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 6/27/24	$	1,337	$	1,336,843
			$	1,336,843
Containers and Glass Products — 4.5%
BWAY Holding Company, Term Loan, 3.443%, (3 mo. USD LIBOR + 3.25%), 4/3/24	$	722	$	706,922
Flex Acquisition Company, Inc.:
Term Loan, 3.488%, (3 mo. USD LIBOR + 3.25%), 6/29/25		580		571,483
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 2/23/28		2,106		2,084,083
Libbey Glass, Inc., Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 11/12/25		1,370		1,343,910
Proampac PG Borrower, LLC, Term Loan, 5.00%, (USD LIBOR + 4.00%, Floor 1.00%), 11/3/25(7)		816		816,237
Reynolds Consumer Products, LLC, Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 2/4/27		804		800,816
Reynolds Group Holdings, Inc.:
Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 2/5/23		1,661		1,658,167
Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 2/5/26		574		568,006
Ring Container Technologies Group, LLC, Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 10/31/24		339		336,448
TricorBraun Holdings, Inc.:
Term Loan, 0.608%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/3/28(9)		46		45,559
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/3/28		204		202,547
Trident TPI Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/17/24		754		747,994
			$	9,882,172

7

Borrower Description	Principal Amount (000’s omitted)		Value
Cosmetics/Toiletries — 0.2%
Kronos Acquisition Holdings, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 12/22/26	$	499	$	492,308
			$	492,308
Drugs — 5.0%
Akorn, Inc., Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 10/1/25	$	223	$	228,726
Albany Molecular Research, Inc.:
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 8/30/24		724		724,956
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 8/30/24		100		100,031
Amneal Pharmaceuticals, LLC, Term Loan, 3.625%, (1 mo. USD LIBOR + 3.50%), 5/4/25		1,354		1,331,747
Bausch Health Companies, Inc., Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 6/2/25		379		378,435
Cambrex Corporation, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 12/4/26		125		124,960
Catalent Pharma Solutions, Inc., Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 2/22/28		319		320,111
Elanco Animal Health Incorporated, Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 8/2/27		752		743,511
Grifols Worldwide Operations USA, Inc., Term Loan, 2.081%, (1 week USD LIBOR + 2.00%), 11/15/27		346		342,208
Horizon Therapeutics USA, Inc., Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 2/26/28		825		823,625
Mallinckrodt International Finance S.A.:
Term Loan, 5.50%, (6 mo. USD LIBOR + 4.75%, Floor 0.75%), 9/24/24		2,814		2,782,728
Term Loan, 5.75%, (6 mo. USD LIBOR + 5.00%, Floor 0.75%), 2/24/25		202		199,959
PPD, Inc., Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 1/13/28		2,800		2,791,468
			$	10,892,465
Ecological Services and Equipment — 0.8%
EnergySolutions, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 5/9/25	$	658	$	655,440
GFL Environmental, Inc., Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 5/30/25		789		790,617
TruGreen Limited Partnership, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/2/27		224		224,578
US Ecology Holdings, Inc., Term Loan, 2.609%, (1 mo. USD LIBOR + 2.50%), 11/1/26		99		98,729
			$	1,769,364
Electronics/Electrical — 26.9%
Allegro Microsystems, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 9/30/27	$	17	$	17,286
Applied Systems, Inc.:
Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 9/19/24		3,427		3,419,697
Term Loan - Second Lien, 5.703%, (3 mo. USD LIBOR + 5.50%), 9/19/25		175		176,313
Aptean, Inc., Term Loan, 4.359%, (1 mo. USD LIBOR + 4.25%), 4/23/26		270		268,818
AQA Acquisition Holding, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.25%, Floor 0.50%), 3/3/28		350		351,312
Astra Acquisition Corp., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 3/1/27		323		324,982
Banff Merger Sub, Inc., Term Loan, 3.859%, (1 mo. USD LIBOR + 3.75%), 10/2/25		2,152		2,145,616
Barracuda Networks, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/12/25		1,103		1,102,796
Buzz Merger Sub, Ltd., Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 1/29/27		223		221,636

8

Borrower Description	Principal Amount (000’s omitted)		Value
Cambium Learning Group, Inc., Term Loan, 5.25%, (3 mo. USD LIBOR + 4.50%, Floor 0.75%), 12/18/25	$	521	$	522,049
Celestica, Inc., Term Loan, 2.609%, (1 mo. USD LIBOR + 2.50%), 6/27/25		73		72,409
CentralSquare Technologies, LLC, Term Loan, 3.949%, (3 mo. USD LIBOR + 3.75%), 8/29/25		318		304,821
Cloudera, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), 12/22/27		250		249,844
Cohu, Inc., Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 10/1/25		196		195,679
CommScope, Inc., Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 4/6/26		690		686,340
Cornerstone OnDemand, Inc., Term Loan, 4.361%, (1 mo. USD LIBOR + 4.25%), 4/22/27		592		593,410
CPI International, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 7/26/24		683		682,087
Delta TopCo, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/1/27		575		575,000
E2open, LLC, Term Loan, 4.00%, (3 mo. USD LIBOR + 3.50%, Floor 0.50%), 10/29/27		350		350,000
ECI Macola Max Holdings, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/9/27		449		448,314
Electro Rent Corporation, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 1/31/24		870		870,163
Energizer Holdings, Inc., Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 12/22/27		434		433,532
Epicor Software Corporation, Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 7/30/27		3,521		3,516,497
EXC Holdings III Corp., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 12/2/24		664		665,443
Finastra USA, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/13/24		2,620		2,571,092
Fiserv Investment Solutions, Inc., Term Loan, 4.189%, (3 mo. USD LIBOR + 4.00%), 2/18/27		223		223,499
Gainwell Acquisition Corp., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/1/27		2,347		2,341,195
GlobalLogic Holdings, Inc.:
Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 8/1/25		171		170,880
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 9/14/27		299		299,806
Go Daddy Operating Company, LLC, Term Loan, 2.109%, (1 mo. USD LIBOR + 2.00%), 8/10/27		447		444,601
Hyland Software, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 7/1/24		3,661		3,662,774
Imperva, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 1/12/26		249		248,928
Imprivata, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 12/1/27		475		474,604
Informatica, LLC, Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 2/25/27		2,351		2,335,821
Liftoff Mobile, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 3/17/28		200		199,001
LogMeIn, Inc., Term Loan, 4.854%, (1 mo. USD LIBOR + 4.75%), 8/31/27		773		772,165
MA FinanceCo., LLC:
Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 6/21/24		241		238,137
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 6/5/25		716		721,754
MACOM Technology Solutions Holdings, Inc., Term Loan, 2.359%, (1 mo. USD LIBOR + 2.25%), 5/17/24		146		145,178
Marcel LUX IV S.a.r.l.:
Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 3/15/26		591		587,284
Term Loan, 4.75%, (2 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/31/27		175		175,219
Mirion Technologies, Inc., Term Loan, 4.203%, (3 mo. USD LIBOR + 4.00%), 3/6/26		298		299,410
MKS Instruments, Inc., Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 2/2/26		131		131,408
NCR Corporation, Term Loan, 2.72%, (3 mo. USD LIBOR + 2.50%), 8/28/26		367		364,730

9

Borrower Description	Principal Amount (000’s omitted)		Value
Panther Commercial Holdings L.P., Term Loan, 4.712%, (3 mo. USD LIBOR + 4.50%), 1/7/28	$	225	$	224,531
PointClickCare Technologies, Inc., Term Loan, 3.75%, (6 mo. USD LIBOR + 3.00%, Floor 0.75%), 12/29/27		250		250,156
Rackspace Hosting, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 2.75%, Floor 0.75%), 2/15/28		575		571,191
RealPage, Inc., Term Loan, 2/17/28(8)		900		896,812
Recorded Books, Inc., Term Loan, 4.109%, (1 mo. USD LIBOR + 4.00%), 8/29/25		94		93,828
Redstone Buyer, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/1/27		648		652,698
Renaissance Holding Corp., Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 5/30/25		796		778,150
Seattle Spinco, Inc., Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 6/21/24		1,626		1,608,201
SkillSoft Corporation:
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 12/27/24		178		182,630
Term Loan - Second Lien, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 4/27/25		587		586,414
SolarWinds Holdings, Inc., Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 2/5/24		1,418		1,393,509
Solera, LLC, Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 3/3/23		2,484		2,473,920
Sophia L.P., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 10/7/27		175		174,672
SS&C European Holdings S.a.r.l., Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 4/16/25		275		273,088
SS&C Technologies, Inc., Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 4/16/25		369		365,727
Symplr Software, Inc., Term Loan, 5.25%, (6 mo. USD LIBOR + 4.50%, Floor 0.75%), 12/22/27		325		326,463
Tech Data Corporation, Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 6/30/25		473		474,545
Thoughtworks, Inc., Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/23/28		175		175,000
Tibco Software, Inc., Term Loan, 3.86%, (1 mo. USD LIBOR + 3.75%), 6/30/26		1,638		1,623,296
TTM Technologies, Inc., Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 9/28/24		54		53,470
Uber Technologies, Inc.:
Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 4/4/25		1,328		1,323,611
Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 2/16/27		1,924		1,918,764
Ultimate Software Group, Inc. (The):
Term Loan, 3.859%, (1 mo. USD LIBOR + 3.75%), 5/4/26		640		640,206
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 5/4/26		1,766		1,767,690
Ultra Clean Holdings, Inc., Term Loan, 3.859%, (1 mo. USD LIBOR + 3.75%), 8/27/25		521		523,035
Valkyr Purchaser, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/29/27		300		301,500
Verifone Systems, Inc., Term Loan, 4.182%, (3 mo. USD LIBOR + 4.00%), 8/20/25		1,100		1,078,404
Veritas US, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/1/25		1,045		1,047,804
Vero Parent, Inc., Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 8/16/24		1,255		1,258,296
VS Buyer, LLC, Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 2/28/27		446		444,943
Vungle, Inc., Term Loan, 5.609%, (1 mo. USD LIBOR + 5.50%), 9/30/26		271		271,975
Western Digital Corporation, Term Loan, 1.865%, (1 mo. USD LIBOR + 1.75%), 4/29/23		610		610,534
			$	58,966,593
Equipment Leasing — 0.8%
Avolon TLB Borrower 1 (US), LLC:
Term Loan, 2.50%, (1 mo. USD LIBOR + 1.75%, Floor 0.75%), 1/15/25	$	1,044	$	1,042,185
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), 12/1/27		748		749,112
			$	1,791,297
Financial Intermediaries — 2.5%
Aretec Group, Inc., Term Loan, 4.359%, (1 mo. USD LIBOR + 4.25%), 10/1/25	$	1,496	$	1,498,781

10

Borrower Description	Principal Amount (000’s omitted)		Value
EIG Management Company, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/22/25	$	97	$	97,243
Focus Financial Partners, LLC, Term Loan, 2.109%, (1 mo. USD LIBOR + 2.00%), 7/3/24		1,122		1,110,681
Franklin Square Holdings, L.P., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 8/1/25		195		194,146
Greenhill & Co., Inc., Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 4/12/24		479		478,817
GreenSky Holdings, LLC:
Term Loan, 3.375%, (1 mo. USD LIBOR + 3.25%), 3/31/25		1,310		1,270,215
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 3/29/25		199		198,500
Harbourvest Partners, LLC, Term Loan, 2.356%, (1 mo. USD LIBOR + 2.25%), 3/3/25		158		157,314
Victory Capital Holdings, Inc., Term Loan, 2.439%, (2 mo. USD LIBOR + 2.25%), 7/1/26		392		388,359
Virtus Investment Partners, Inc., Term Loan, 3.00%, (6 mo. USD LIBOR + 2.25%, Floor 0.75%), 6/1/24		43		42,722
			$	5,436,778
Food Products — 3.1%
Alphabet Holding Company, Inc., Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 9/26/24	$	1,351	$	1,343,642
B&G Foods, Inc., Term Loan, 2.609%, (1 mo. USD LIBOR + 2.50%), 10/10/26		158		157,633
Badger Buyer Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 9/30/24		485		470,377
CHG PPC Parent, LLC, Term Loan, 2.857%, (1 mo. USD LIBOR + 2.75%), 3/31/25		195		192,069
Froneri International, Ltd., Term Loan, 2.359%, (1 mo. USD LIBOR + 2.25%), 1/29/27		819		808,513
H Food Holdings, LLC:
Term Loan, 3.796%, (1 mo. USD LIBOR + 3.6875%), 5/23/25		658		653,591
Term Loan, 4.109%, (1 mo. USD LIBOR + 4.00%), 5/23/25		171		170,448
HLF Financing S.a.r.l., Term Loan, 2.609%, (1 mo. USD LIBOR + 2.50%), 8/18/25		414		413,524
JBS USA LUX S.A., Term Loan, 2.109%, (1 mo. USD LIBOR + 2.00%), 5/1/26		2,084		2,072,219
Nomad Foods Europe Midco Limited, Term Loan, 2.356%, (1 mo. USD LIBOR + 2.25%), 5/15/24		245		243,008
Shearer’s Foods, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 9/23/27		174		174,144
Simply Good Foods USA, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/7/24		127		127,843
			$	6,827,011
Food Service — 2.0%
1011778 B.C. Unlimited Liability Company, Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 11/19/26	$	1,802	$	1,773,062
Aramark Services, Inc., Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 3/11/25		326		323,517
IRB Holding Corp.:
Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), 2/5/25(7)		804		798,737
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 12/15/27		648		647,738
US Foods, Inc.:
Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 6/27/23		315		311,380
Term Loan, 2.109%, (1 mo. USD LIBOR + 2.00%), 9/13/26		640		628,913
			$	4,483,347
Food/Drug Retailers — 0.1%
BW Gas & Convenience Holdings, LLC, Term Loan, 6.36%, (1 mo. USD LIBOR + 6.25%), 11/18/24	$	186	$	187,780
			$	187,780

11

Borrower Description	Principal Amount (000’s omitted)		Value
Forest Products — 0.5%
Journey Personal Care Corp., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/1/28	$	450	$	451,125
Neenah, Inc.:
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/30/27		372		373,118
Term Loan, 3/19/28(8)		175		175,000
			$	999,243
Health Care — 14.5%
Accelerated Health Systems, LLC, Term Loan, 3.611%, (1 mo. USD LIBOR + 3.50%), 10/31/25	$	220	$	219,113
ADMI Corp., Term Loan, 2.865%, (1 mo. USD LIBOR + 2.75%), 4/30/25		1,176		1,161,691
Alliance Healthcare Services, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 10/24/23		220		206,358
athenahealth, Inc., Term Loan, 4.453%, (3 mo. USD LIBOR + 4.25%), 2/11/26		962		965,482
Avantor Funding, Inc.:
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.25%, Floor 1.00%), 11/21/24		113		113,303
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.25%, Floor 1.00%), 11/8/27		175		174,846
BioClinica Holding I L.P., Term Loan, 5.25%, (1 mo. USD LIBOR + 4.25%, Floor 1.00%), 10/20/23		722		722,185
BW NHHC Holdco, Inc., Term Loan, 5.189%, (3 mo. USD LIBOR + 5.00%), 5/15/25		389		365,498
Cano Health, LLC:
Term Loan, 4.75%, 11/19/27(9)		134		133,713
Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 11/19/27		365		365,839
CCRR Parent, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/6/28		200		200,625
Certara L.P., Term Loan, 3.703%, (3 mo. USD LIBOR + 3.50%), 8/15/24		962		962,085
Change Healthcare Holdings, LLC, Term Loan, 3.50%, (USD LIBOR + 2.50%, Floor 1.00%), 3/1/24(7)		1,741		1,740,446
CHG Healthcare Services, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/7/23		2,270		2,267,000
CryoLife, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 12/1/24		169		169,947
DuPage Medical Group Ltd., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 3/12/28		200		199,350
Ensemble RCM, LLC, Term Loan, 3.962%, (3 mo. USD LIBOR + 3.75%), 8/3/26		546		546,000
Envision Healthcare Corporation, Term Loan, 3.859%, (1 mo. USD LIBOR + 3.75%), 10/10/25		2,472		2,136,241
eResearchTechnology, Inc., Term Loan, 2/4/27(8)		125		125,264
Gentiva Health Services, Inc., Term Loan, 2.875%, (1 mo. USD LIBOR + 2.75%), 7/2/25		841		837,256
GHX Ultimate Parent Corporation, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 6/28/24		1,348		1,343,085
Greatbatch, Ltd., Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 10/27/22		567		568,174
Hanger, Inc., Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 3/6/25		412		412,379
Inovalon Holdings, Inc., Term Loan, 2.875%, (1 mo. USD LIBOR + 2.75%), 4/2/25		462		459,102
IQVIA, Inc., Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 3/7/24		1,344		1,338,340
MedAssets Software Intermediate Holdings, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 1/28/28		175		174,256
Medical Solutions, LLC, Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 6/14/24		148		148,027
MPH Acquisition Holdings, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 6/7/23		1,557		1,550,060
National Mentor Holdings, Inc.:
Term Loan, 0.50%, 2/18/28(9)		82		81,457
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/18/28		25		24,745

12

Borrower Description	Principal Amount (000’s omitted)		Value
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/18/28	$	743	$	739,646
Navicure, Inc., Term Loan, 4.109%, (1 mo. USD LIBOR + 4.00%), 10/22/26		570		571,673
One Call Corporation, Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), 11/27/22		421		419,359
Ortho-Clinical Diagnostics S.A., Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 6/30/25		1,026		1,025,604
Parexel International Corporation, Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 9/27/24		835		826,087
Phoenix Guarantor, Inc.:
Term Loan, 3.361%, (1 mo. USD LIBOR + 3.25%), 3/5/26		737		732,240
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 3/5/26		224		223,385
Term Loan, 3/5/26(8)		325		323,476
Project Ruby Ultimate Parent Corp., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 3/3/28		450		448,687
Radiology Partners, Inc., Term Loan, 4.79%, (USD LIBOR + 4.25%), 7/9/25(7)		480		477,195
Select Medical Corporation, Term Loan, 2.36%, (1 mo. USD LIBOR + 2.25%), 3/6/25		2,144		2,135,593
Sotera Health Holdings, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 12/11/26		225		224,719
Sound Inpatient Physicians, Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 6/27/25		195		193,831
Sunshine Luxembourg VII S.a.r.l., Term Loan, 10/1/26(8)		450		450,321
Surgery Center Holdings, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), 9/3/24		718		712,306
Team Health Holdings, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 2/6/24		729		680,415
U.S. Anesthesia Partners, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/23/24		709		700,749
US Radiology Specialists, Inc., Term Loan, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), 12/10/27		324		325,808
Verscend Holding Corp.:
Term Loan, 4.607%, (1 mo. USD LIBOR + 4.50%), 8/27/25		585		587,296
Term Loan, 8/27/25(8)		275		275,000
			$	31,785,257
Home Furnishings — 1.3%
Mattress Firm, Inc., Term Loan, 6.25%, (6 mo. USD LIBOR + 5.25%, Floor 1.00%), 11/26/27	$	317	$	321,628
Serta Simmons Bedding, LLC:
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		621		628,952
Term Loan - Second Lien, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		2,055		1,977,681
			$	2,928,261
Industrial Equipment — 6.0%
AI Alpine AT Bidco GmbH, Term Loan, 3.234%, (6 mo. USD LIBOR + 3.00%), 10/31/25	$	98	$	95,734
Alliance Laundry Systems, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/8/27		449		448,501
Altra Industrial Motion Corp., Term Loan, 2.109%, (1 mo. USD LIBOR + 2.00%), 10/1/25		226		225,187
American Trailer World Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/17/28		225		223,734
Apex Tool Group, LLC, Term Loan, 6.50%, (1 mo. USD LIBOR + 5.25%, Floor 1.25%), 8/1/24		897		898,022
CFS Brands, LLC, Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 3/20/25		97		93,463
CPM Holdings, Inc., Term Loan, 3.615%, (1 mo. USD LIBOR + 3.50%), 11/17/25		122		119,413

13

Borrower Description	Principal Amount (000’s omitted)		Value
Delachaux Group S.A., Term Loan, 4.744%, (6 mo. USD LIBOR + 4.50%), 4/16/26	$	173	$	172,492
DXP Enterprises, Inc., Term Loan, 5.75%, (1 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/16/27		249		249,998
Dynacast International, LLC:
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 7/19/25		643		638,528
Term Loan, 10.25%, (3 mo. USD LIBOR + 9.25%, Floor 1.00%), 2/4/28		248		257,932
Engineered Machinery Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 7/19/24		1,096		1,093,375
EWT Holdings III Corp., Term Loan, 2.609%, (1 mo. USD LIBOR + 2.50%), 12/20/24		1,675		1,674,559
Filtration Group Corporation:
Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 3/29/25		1,097		1,083,397
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/29/25		149		149,511
Gardner Denver, Inc., Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 3/1/27		438		433,939
Granite Holdings US Acquisition Co., Term Loan, 4.203%, (3 mo. USD LIBOR + 4.00%), 9/30/26		424		423,478
Harsco Corporation, Term Loan, 3/5/28(8)		175		173,979
Hayward Industries, Inc., Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 8/5/24		614		614,573
Hillman Group, Inc. (The):
Term Loan, 2/23/28(8)		30		29,434
Term Loan, 2/23/28(8)		145		144,964
Ingersoll-Rand Services Company, Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 3/1/27		520		514,553
LTI Holdings, Inc.:
Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 9/6/25		171		168,359
Term Loan, 4.859%, (1 mo. USD LIBOR + 4.75%), 7/24/26		74		73,321
Rexnord, LLC, Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 8/21/24		1,173		1,173,548
Robertshaw US Holding Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 2/28/25		388		365,205
Thermon Industries, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/30/24		74		74,436
Titan Acquisition Limited, Term Loan, 3.267%, (6 mo. USD LIBOR + 3.00%), 3/28/25		1,140		1,119,089
Vertical Midco GmbH, Term Loan, 4.478%, (6 mo. USD LIBOR + 4.25%), 7/30/27		522		524,119
			$	13,256,843
Insurance — 6.1%
Alliant Holdings Intermediate, LLC:
Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 5/9/25	$	172	$	170,111
Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 5/9/25		870		859,722
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 10/8/27		248		248,476
AmWINS Group, Inc., Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 2/19/28		1,621		1,612,398
AssuredPartners Capital, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/12/27		198		198,763
AssuredPartners, Inc., Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 2/12/27		568		562,223
Asurion, LLC:
Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 12/23/26		1,077		1,071,689
Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 7/31/27		750		745,391
Term Loan - Second Lien, 5.359%, (1 mo. USD LIBOR + 5.25%), 1/31/28		920		938,170
FrontDoor, Inc., Term Loan, 2.625%, (1 mo. USD LIBOR + 2.50%), 8/16/25		144		143,747
Hub International Limited:
Term Loan, 3.215%, (3 mo. USD LIBOR + 3.00%), 4/25/25		1,872		1,847,909

14

Borrower Description	Principal Amount (000’s omitted)		Value
Term Loan, 4.00%, (6 mo. USD LIBOR + 3.25%, Floor 0.75%), 4/25/25	$	691	$	692,098
NFP Corp., Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 2/15/27		1,374		1,354,785
Ryan Specialty Group, LLC, Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), 9/1/27		721		722,578
Sedgwick Claims Management Services, Inc., Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 12/31/25		464		458,327
USI, Inc.:
Term Loan, 3.203%, (3 mo. USD LIBOR + 3.00%), 5/16/24		1,255		1,241,619
Term Loan, 3.453%, (3 mo. USD LIBOR + 3.25%), 12/2/26		543		538,472
			$	13,406,478
Leisure Goods/Activities/Movies — 4.0%
AMC Entertainment Holdings, Inc., Term Loan, 3.195%, (3 mo. USD LIBOR + 3.00%), 4/22/26	$	711	$	616,930
Bombardier Recreational Products, Inc., Term Loan, 2.109%, (1 mo. USD LIBOR + 2.00%), 5/24/27		199		197,152
Carnival Corporation, Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 6/30/25		546		564,981
ClubCorp Holdings, Inc., Term Loan, 2.953%, (3 mo. USD LIBOR + 2.75%), 9/18/24		651		613,921
Crown Finance US, Inc.:
Term Loan, 3.50%, (6 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/28/25		605		517,926
Term Loan, 3.75%, (6 mo. USD LIBOR + 2.75%, Floor 1.00%), 9/30/26		568		482,668
Term Loan, 15.45%, (3 mo. USD LIBOR + 15.25%), 7.20% cash, 8.25% PIK, 5/23/24		158		201,094
Delta 2 (LUX) S.a.r.l., Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/1/24		1,175		1,164,963
Live Nation Entertainment, Inc., Term Loan, 1.875%, (1 mo. USD LIBOR + 1.75%), 10/17/26		2,664		2,599,237
Match Group, Inc., Term Loan, 1.948%, (3 mo. USD LIBOR + 1.75%), 2/13/27		275		273,224
Playtika Holding Corp., Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 3/13/28		838		834,602
Steinway Musical Instruments, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/14/25		116		114,675
Travel Leaders Group, LLC, Term Loan, 4.109%, (1 mo. USD LIBOR + 4.00%), 1/25/24		365		343,338
UFC Holdings, LLC, Term Loan, 3.75%, (6 mo. USD LIBOR + 3.00%, Floor 0.75%), 4/29/26		172		171,494
			$	8,696,205
Lodging and Casinos — 5.1%
Boyd Gaming Corporation, Term Loan, 2.331%, (1 week USD LIBOR + 2.25%), 9/15/23	$	1,821	$	1,819,128
CityCenter Holdings, LLC, Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 4/18/24		1,184		1,170,437
Four Seasons Hotels Limited, Term Loan, 2.109%, (1 mo. USD LIBOR + 2.00%), 11/30/23		2,887		2,882,651
Golden Nugget, Inc., Term Loan, 3.25%, (2 mo. USD LIBOR + 2.50%, Floor 0.75%), 10/4/23		2,962		2,922,328
GVC Holdings (Gibraltar) Limited, Term Loan, 3.00%, (6 mo. USD LIBOR + 2.00%, Floor 1.00%), 3/29/24		907		907,148
Playa Resorts Holding B.V., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 4/29/24		459		441,372
Stars Group Holdings B.V. (The), Term Loan, 3.703%, (3 mo. USD LIBOR + 3.50%), 7/10/25		668		670,083
Wyndham Hotels & Resorts, Inc., Term Loan, 1.859%, (1 mo. USD LIBOR + 1.75%), 5/30/25		488		483,120
			$	11,296,267

15

Borrower Description	Principal Amount (000’s omitted)		Value
Nonferrous Metals/Minerals — 0.1%
American Consolidated Natural Resources, Inc., Term Loan, 17.00%, (3 mo. USD LIBOR + 16.00%, Floor 1.00%), 14.00% cash, 3.00% PIK, 9/16/25	$	193	$	190,112
Oxbow Carbon, LLC, Term Loan, 5.00%, (1 mo. USD LIBOR + 4.25%, Floor 0.75%), 10/13/25		122		122,561
			$	312,673
Oil and Gas — 3.2%
Apergy Corporation, Term Loan, 2.625%, (1 mo. USD LIBOR + 2.50%), 5/9/25	$	51	$	50,476
Blackstone CQP Holdco L.P., Term Loan, 3.687%, (3 mo. USD LIBOR + 3.50%), 9/30/24		1,893		1,890,634
Buckeye Partners L.P., Term Loan, 2.359%, (1 mo. USD LIBOR + 2.25%), 11/1/26		1,040		1,035,261
Centurion Pipeline Company, LLC:
Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 9/29/25		98		97,506
Term Loan, 4.109%, (1 mo. USD LIBOR + 4.00%), 9/28/25		100		99,251
CITGO Holding, Inc., Term Loan, 8.00%, (6 mo. USD LIBOR + 7.00%, Floor 1.00%), 8/1/23		99		95,052
CITGO Petroleum Corporation, Term Loan, 7.25%, (6 mo. USD LIBOR + 6.25%, Floor 1.00%), 3/28/24		871		875,133
Delek US Holdings, Inc.:
Term Loan, 2.359%, (1 mo. USD LIBOR + 2.25%), 3/31/25		73		71,568
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), 3/31/25		223		224,769
Fieldwood Energy, LLC:
DIP Loan, 3.675%, (1 mo. USD LIBOR + 8.75%, Floor 1.00%), 8/4/21(9)		222		229,355
Term Loan, 0.00%, 4/11/22(10)		1,500		588,750
Lealand Finance Company B.V.:
Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 6/30/24		9		7,635
Term Loan, 4.109%, (1 mo. USD LIBOR + 4.00%), 1.109% cash, 3.00% PIK, 6/30/25		81		48,226
Prairie ECI Acquiror L.P., Term Loan, 4.859%, (1 mo. USD LIBOR + 4.75%), 3/11/26		1,018		989,671
PSC Industrial Holdings Corp., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/11/24		290		284,203
UGI Energy Services, LLC, Term Loan, 3.859%, (1 mo. USD LIBOR + 3.75%), 8/13/26		393		393,860
			$	6,981,350
Publishing — 1.6%
Alchemy Copyrights, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 3/10/28	$	199	$	199,996
Ascend Learning, LLC:
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 7/12/24		1,255		1,253,063
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/12/24		149		149,561
Getty Images, Inc., Term Loan, 4.625%, (1 mo. USD LIBOR + 4.50%), 2/19/26		702		697,208
Nielsen Finance, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 6/4/25		254		255,787
ProQuest, LLC, Term Loan, 3.359%, (1 mo. USD LIBOR + 3.25%), 10/23/26		1,049		1,043,871
			$	3,599,486
Radio and Television — 3.6%
Cumulus Media New Holdings, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/31/26	$	178	$	176,484
Diamond Sports Group, LLC, Term Loan, 3.36%, (1 mo. USD LIBOR + 3.25%), 8/24/26		1,650		1,169,349
Entercom Media Corp., Term Loan, 2.609%, (1 mo. USD LIBOR + 2.50%), 11/18/24		661		648,726
Entravision Communications Corporation, Term Loan, 2.859%, (1 mo. USD LIBOR + 2.75%), 11/29/24		304		301,216
Gray Television, Inc., Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 1/2/26		234		232,301

16

Borrower Description	Principal Amount (000’s omitted)		Value
Hubbard Radio, LLC, Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 3/28/25	$	1,085	$	1,079,127
iHeartCommunications, Inc.:
Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 5/1/26		864		855,345
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 5/1/26		174		171,733
Nexstar Broadcasting, Inc.:
Term Loan, 2.36%, (1 mo. USD LIBOR + 2.25%), 1/17/24		471		468,426
Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 9/18/26		173		171,502
Sinclair Television Group, Inc., Term Loan, 2.61%, (1 mo. USD LIBOR + 2.50%), 9/30/26		246		243,480
Terrier Media Buyer, Inc., Term Loan, 3.609%, (1 mo. USD LIBOR + 3.50%), 12/17/26		691		686,029
Univision Communications, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 3/15/24		1,661		1,651,908
			$	7,855,626
Retailers (Except Food and Drug) — 2.3%
Apro, LLC, Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 11/14/26	$	1,284	$	1,285,268
Ascena Retail Group, Inc., Term Loan, 0.00%, 8/21/22(10)		557		89,544
BJ’s Wholesale Club, Inc., Term Loan, 2.106%, (1 mo. USD LIBOR + 2.00%), 2/3/24		575		575,588
CNT Holdings I Corp., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/8/27		300		299,625
Great Outdoors Group, LLC, Term Loan, 5.00%, (6 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/6/28		1,047		1,049,121
Harbor Freight Tools USA, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 10/19/27		599		598,837
Hoya Midco, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/30/24		722		710,040
PetSmart, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/12/28		550		549,770
			$	5,157,793
Steel — 1.9%
Atkore International, Inc., Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 12/22/23	$	1,796	$	1,801,548
GrafTech Finance, Inc., Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 2/12/25		415		415,943
Phoenix Services International, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/1/25		340		337,166
TMS International Corp., Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), 8/14/24(7)		100		99,376
Zekelman Industries, Inc., Term Loan, 2.11%, (1 mo. USD LIBOR + 2.00%), 1/24/27		1,505		1,488,086
			$	4,142,119
Surface Transport — 0.4%
Kenan Advantage Group, Inc., Term Loan, 3/24/26(8)	$	950	$	947,329
			$	947,329
Telecommunications — 4.6%
CenturyLink, Inc., Term Loan, 2.359%, (1 mo. USD LIBOR + 2.25%), 3/15/27	$	2,740	$	2,712,268
Colorado Buyer, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 5/1/24		722		694,160
Global Eagle Entertainment, Inc.:
Term Loan, 11.25%, (3 mo. USD LIBOR + 10.00%, Floor 1.25%), 3/24/25		114		111,543
Term Loan - Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), 3/23/26		220		206,448
Intelsat Jackson Holdings S.A.:
DIP Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), 7/13/22		267		271,052
Term Loan, 8.00%, (USD Prime + 4.75%), 11/27/23		900		916,688

17

Borrower Description	Principal Amount (000’s omitted)		Value
Onvoy, LLC, Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/10/24	$	770	$	770,165
Plantronics, Inc., Term Loan, 2.615%, (1 mo. USD LIBOR + 2.50%), 7/2/25		459		453,895
Syniverse Holdings, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 3/9/23		364		359,625
Zayo Group Holdings, Inc., Term Loan, 3.109%, (1 mo. USD LIBOR + 3.00%), 3/9/27		919		912,328
Ziggo Financing Partnership, Term Loan, 2.606%, (1 mo. USD LIBOR + 2.50%), 4/30/28		2,650		2,626,630
			$	10,034,802
Utilities — 1.7%
Brookfield WEC Holdings, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 8/1/25	$	1,272	$	1,262,597
Calpine Corporation, Term Loan, 2.61%, (1 mo. USD LIBOR + 2.50%), 12/16/27		1,272		1,266,646
USIC Holdings, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 12/8/23		1,107		1,104,456
			$	3,633,699
Total Senior Floating-Rate Loans (identified cost $310,468,093)			$	307,854,499
Warrants — 0.0%(1)
Security	Shares		Value
Health Care — 0.0%(1)
THAIHOT Investment Company US Limited, Exp. 10/13/27(2)(3)(4)		7	$	3,530
THAIHOT Investment Company US Limited, Exp. 10/13/27 (Contingent Warrants)(2)(3)(4)		375		0
Total Warrants (identified cost $0)			$	3,530
Short-Term Investments — 4.0%
Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 0.10%(11)		8,887,131	$	8,887,131
Total Short-Term Investments (identified cost $8,887,131)			$	8,887,131
Total Investments — 152.7% (identified cost $337,219,575)			$	335,326,713
Less Unfunded Loan Commitments — (0.3)%			$	(612,711	)
Net Investments — 152.4% (identified cost $336,606,864)			$	334,714,002
Notes Payable — (35.1)%			$	(77,000,000	)

18

Description	Value
Variable Rate Term Preferred Shares, at Liquidation Value — (14.6)%	$	(32,000,000	)
Other Assets, Less Liabilities — (2.7)%	$	(6,153,893	)
Net Assets Applicable to Common Shares — 100.0%	$	219,560,109

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

(1) Amount is less than 0.05%.

(2) Non-income producing security.

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

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

(5) Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At March 31, 2021, the aggregate value of these securities is $4,672,348 or 2.1% of the Trust’s net assets applicable to common shares.

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

(7) The stated interest rate represents the weighted average interest rate at March 31, 2021 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

(8) This Senior Loan will settle after March 31, 2021, at which time the interest rate will be determined.

(9) Unfunded or partially unfunded loan commitments. The Trust may enter into certain loan agreements all or a portion of which may be unfunded. The Trust is obligated to fund these commitments at the borrower’s discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At March 31, 2021, the total value of unfunded loan commitments is $618,392.

(10) 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.

(11) 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 March 31, 2021.

Abbreviations:

DIP	-	Debtor In Possession
LIBOR	-	London Interbank Offered Rate
PIK	-	Payment In Kind

Currency Abbreviations:

USD - United States Dollar

19

The Trust did not have any open derivative instruments at March 31, 2021.

At March 31, 2021, the value of the Trust’s investment in affiliated funds was $8,887,131, which represents 4.0% of the Trust’s net assets applicable to common shares. Transactions in affiliated funds by the Trust for the fiscal year to date ended March 31, 2021 were as follows:

Name of affiliated fund	Value, beginning of period		Purchases		Sales proceeds			Net realized gain (loss)			Change in unrealized appreciation (depreciation)		Value, end of period		Dividend income		Units, end of period
Short-Term Investments
Eaton Vance Cash Reserves Fund, LLC	$	3,044,693	$	105,186,200	$	(99,343,604	)	$	(158	)	$	—	$	8,887,131	$	6,076		8,887,131

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 March 31, 2021, the hierarchy of inputs used in valuing the Trust’s investments, which are carried at value, were as follows:

Asset Description	Level 1		Level 2		Level 3*		Total
Common Stocks	$	28,359	$	1,399,481	$	257,992	$	1,685,832
Corporate Bonds		—		16,465,277		—		16,465,277
Preferred Stocks		—		430,444		—		430,444
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)		—		307,241,788		—		307,241,788
Warrants		—		—		3,530		3,530
Short-Term Investments		—		8,887,131		—		8,887,131
Total Investments	$	28,359	$	334,424,121	$	261,522	$	334,714,002

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended March 31, 2021 is not presented.

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

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