NPORT-EX 2 NPORT_247813983620252.htm

HTML

Eaton Vance

Senior Income Trust

September 30, 2020

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 143.7%⁽¹⁾

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Aerospace and Defense — 4.8%
Aernnova Aerospace S.A.U.
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing February 22, 2027		EUR	179			$	159,118
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing February 26, 2027		EUR	696				620,561
AI Convoy (Luxembourg) S.a.r.l.
Term Loan, 4.65%, (6 mo. USD LIBOR + 3.50%), Maturing January 17, 2027			1,816				1,802,256
Dynasty Acquisition Co., Inc.
Term Loan, 3.72%, (3 mo. USD LIBOR + 3.50%), Maturing April 6, 2026			791				702,186
Term Loan, 3.72%, (3 mo. USD LIBOR + 3.50%), Maturing April 6, 2026			1,471				1,306,066
IAP Worldwide Services, Inc.
Revolving Loan, 1.38%, (3 mo. USD LIBOR + 5.50%, Floor 1.50%), Maturing July 19, 2021(2)			161				157,831
Term Loan - Second Lien, 8.00%, (3 mo. USD LIBOR + 6.50%, Floor 1.50%), Maturing July 18, 2021(3)			209				164,995
Spirit Aerosystems, Inc.
Term Loan, Maturing January 30, 2025(4)			200				199,000
TransDigm, Inc.
Term Loan, 2.40%, (1 mo. USD LIBOR + 2.25%), Maturing August 22, 2024			1,195				1,133,197
Term Loan, 2.40%, (1 mo. USD LIBOR + 2.25%), Maturing December 9, 2025			3,584				3,400,020
WP CPP Holdings, LLC
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing April 30, 2025			2,401				2,118,812
						$	11,764,042
Air Transport — 1.8%
Delta Air Lines, Inc.
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), Maturing April 29, 2023			2,469			$	2,468,531
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing October 20, 2027			1,000				1,009,844
JetBlue Airways Corporation
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing June 17, 2024			494				490,911
Mileage Plus Holdings, LLC
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing June 25, 2027			350				356,371
						$	4,325,657
Automotive — 3.9%
Adient US, LLC
Term Loan, 4.42%, (USD LIBOR + 4.25%), Maturing May 6, 2024(5)			1,910			$	1,895,938

1

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Autokiniton US Holdings, Inc.
Term Loan, 6.52%, (1 mo. USD LIBOR + 6.38%), Maturing May 22, 2025			367			$	355,566
Bright Bidco B.V.
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing June 30, 2024			726				352,984
Chassix, Inc.
Term Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing November 15, 2023			632				568,913
Dayco Products, LLC
Term Loan, 4.51%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023			484				309,600
Garrett LX III S.a.r.l.
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing September 27, 2025		EUR	184				208,227
Term Loan, 5.75%, (USD Prime + 2.50%), Maturing September 27, 2025			123				119,005
Garrett Motion, Inc.
DIP Loan, Maturing March 15, 2021(4)			90				90,387
Tenneco, Inc.
Term Loan, 3.15%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025			3,512				3,188,685
TI Group Automotive Systems, LLC
Term Loan, 4.50%, (3 mo. EURIBOR + 3.75%, Floor 0.75%), Maturing December 16, 2024		EUR	1,836				2,146,888
Term Loan, Maturing December 16, 2024(4)			200				199,750
						$	9,435,943
Brokerage/Securities Dealers/Investment Houses — 1.5%
Advisor Group, Inc.
Term Loan, 5.15%, (1 mo. USD LIBOR + 5.00%), Maturing July 31, 2026			3,558			$	3,451,812
OZ Management L.P.
Term Loan, 4.94%, (1 mo. USD LIBOR + 4.75%), Maturing April 10, 2023			11				11,050
Resolute Investment Managers, Inc.
Term Loan - Second Lien, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing April 30, 2023			250				241,250
						$	3,704,112
Building and Development — 3.0%
ACProducts, Inc.
Term Loan, 7.50%, (3 mo. USD LIBOR + 6.50%, Floor 1.00%), Maturing August 18, 2025			198			$	198,611
Advanced Drainage Systems, Inc.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing July 31, 2026			117				116,927
Beacon Roofing Supply, Inc.
Term Loan, 2.40%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025			268				260,249
Brookfield Property REIT, Inc.
Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), Maturing August 27, 2025			1,436				1,171,873
Core & Main L.P.
Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), Maturing August 1, 2024(5)			513				503,810
Cornerstone Building Brands, Inc.
Term Loan, 3.90%, (1 mo. USD LIBOR + 3.75%), Maturing April 12, 2025			343				338,695
CPG International, Inc.
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing May 5, 2024			525				524,099

2

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
LSF11 Skyscraper Holdco S.a.r.l.
Term Loan, Maturing July 10, 2027(4)		EUR	725			$	844,359
Term Loan, Maturing August 7, 2027(4)			350				348,687
RE/MAX International, Inc.
Term Loan, 2.98%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023			884				875,619
Werner FinCo L.P.
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing July 24, 2024			534				516,514
WireCo WorldGroup, Inc.
Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing September 30, 2023			1,407				1,231,576
Term Loan - Second Lien, 10.00%, (6 mo. USD LIBOR + 9.00%, Floor 1.00%), Maturing September 30, 2024			575				445,625
						$	7,376,644
Business Equipment and Services — 13.4%
Adtalem Global Education, Inc.
Term Loan, 3.15%, (1 mo. USD LIBOR + 3.00%), Maturing April 11, 2025			171			$	168,069
Airbnb, Inc.
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing April 17, 2025			374				402,117
Allied Universal Holdco, LLC
Term Loan, 4.40%, (1 mo. USD LIBOR + 4.25%), Maturing July 10, 2026			670				663,919
AppLovin Corporation
Term Loan, 3.65%, (1 mo. USD LIBOR + 3.50%), Maturing August 15, 2025			1,622				1,603,173
Term Loan, 4.15%, (1 mo. USD LIBOR + 4.00%), Maturing August 15, 2025			299				295,142
Asplundh Tree Expert, LLC
Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), Maturing September 7, 2027			550				550,114
Belfor Holdings, Inc.
Term Loan, 4.15%, (1 mo. USD LIBOR + 4.00%), Maturing April 6, 2026			247				246,875
BidFair MergeRight, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing January 15, 2027			298				296,846
Bracket Intermediate Holding Corp.
Term Loan, 4.55%, (3 mo. USD LIBOR + 4.25%), Maturing September 5, 2025			417				409,211
Brand Energy & Infrastructure Services, Inc.
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing June 21, 2024			1,734				1,623,971
Camelot U.S. Acquisition 1 Co.
Term Loan, Maturing October 30, 2026(4)			550				548,739
Cardtronics USA, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing June 29, 2027			274				274,741
CM Acquisition Co.
Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), Maturing July 26, 2023			93				88,691
Deerfield Dakota Holding, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing April 9, 2027			1,746				1,739,260
EAB Global, Inc.
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing November 15, 2024			609				594,141

3

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
EIG Investors Corp.
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing February 9, 2023			1,352			$	1,348,646
Element Materials Technology Group US Holdings, Inc.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing June 28, 2024			170				162,107
Garda World Security Corporation
Term Loan, 4.90%, (1 mo. USD LIBOR + 4.75%), Maturing October 30, 2026			1,495				1,488,349
IG Investment Holdings, LLC
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing May 23, 2025			1,853				1,836,195
Illuminate Buyer, LLC
Term Loan, 4.15%, (1 mo. USD LIBOR + 4.00%), Maturing June 16, 2027			375				372,813
IRI Holdings, Inc.
Term Loan, 4.40%, (1 mo. USD LIBOR + 4.25%), Maturing December 1, 2025			2,948				2,920,175
KUEHG Corp.
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing February 21, 2025			1,414				1,297,483
Term Loan - Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), Maturing August 22, 2025			200				179,500
LGC Group Holdings, Ltd.
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing April 21, 2027		EUR	225				258,415
Loire Finco Luxembourg S.a.r.l.
Term Loan, 3.65%, (1 mo. USD LIBOR + 3.50%), Maturing April 21, 2027			150				146,009
Monitronics International, Inc.
Term Loan, 7.75%, (1 mo. USD LIBOR + 6.50%, Floor 1.25%), Maturing March 29, 2024			739				562,818
PGX Holdings, Inc.
Term Loan, 6.25%, (12 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing September 29, 2023			497				420,321
Pre-Paid Legal Services, Inc.
Term Loan, 3.40%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2025			223				216,225
Prime Security Services Borrower, LLC
Term Loan, 4.25%, (USD LIBOR + 3.25%, Floor 1.00%), Maturing September 23, 2026(5)			1,119				1,110,445
Rockwood Service Corporation
Term Loan, 4.40%, (1 mo. USD LIBOR + 4.25%), Maturing January 23, 2027			1,720				1,711,515
Sabre GLBL, Inc.
Term Loan, 2.15%, (1 mo. USD LIBOR + 2.00%), Maturing February 22, 2024			462				435,460
SMG US Midco 2, Inc.
Term Loan, 2.73%, (USD LIBOR + 2.50%), Maturing January 23, 2025(5)			122				106,807
Spin Holdco, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing November 14, 2022			3,913				3,845,433
Vestcom Parent Holdings, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing December 19, 2023			1,487				1,455,578
WASH Multifamily Laundry Systems, LLC
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing May 14, 2022			639				628,430

4

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
West Corporation
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing October 10, 2024			2,136			$	1,937,490
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing October 10, 2024			511				466,982
Zephyr Bidco Limited
Term Loan, 4.30%, (1 mo. GBP LIBOR + 4.25%), Maturing July 23, 2025		GBP	350				432,428
						$	32,844,633
Cable and Satellite Television — 2.1%
Altice France S.A.
Term Loan, 3.84%, (1 mo. USD LIBOR + 3.69%), Maturing January 31, 2026			343			$	330,837
Term Loan, 4.15%, (1 mo. USD LIBOR + 4.00%), Maturing August 14, 2026			691				672,716
Numericable Group S.A.
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing July 31, 2025		EUR	218				245,338
UPC Broadband Holding B.V.
Term Loan, Maturing January 31, 2029(4)		EUR	400				464,094
Term Loan, Maturing January 31, 2029(4)		EUR	400				464,095
Term Loan, Maturing January 31, 2029(4)			913				886,494
Term Loan, Maturing January 31, 2029(4)			913				886,494
Virgin Media Bristol, LLC
Term Loan, Maturing January 31, 2029(4)			575				566,580
Virgin Media SFA Finance Limited
Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), Maturing January 31, 2029		EUR	575				656,293
						$	5,172,941
Chemicals and Plastics — 3.6%
Alpha 3 B.V.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing January 31, 2024			637			$	628,487
Aruba Investments, Inc.
Term Loan, 5.25%, (6 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing July 7, 2025			525				523,688
Chemours Company (The)
Term Loan, 2.50%, (3 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing April 3, 2025		EUR	283				321,906
Emerald Performance Materials, LLC
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing August 12, 2025			172				171,197
Ferro Corporation
Term Loan, 2.47%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024			157				154,716
Term Loan, 2.47%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024			160				158,079
Term Loan, 2.47%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024			193				190,564
Flint Group GmbH
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 5.25% cash, 0.75% PIK, Maturing September 21, 2023			70				63,823

5

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Flint Group US, LLC
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 5.25% cash, 0.75% PIK, Maturing September 21, 2023			424			$	386,077
Gemini HDPE, LLC
Term Loan, 2.76%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024			715				700,746
Hexion, Inc.
Term Loan, 3.80%, (3 mo. USD LIBOR + 3.50%), Maturing July 1, 2026			346				341,017
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), Maturing July 1, 2026		EUR	700				810,456
INEOS Enterprises Holdings US Finco, LLC
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing August 28, 2026			102				101,188
Momentive Performance Materials, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing May 15, 2024			222				213,670
Orion Engineered Carbons GmbH
Term Loan, 2.25%, (3 mo. EURIBOR + 2.25%), Maturing July 25, 2024		EUR	357				411,813
PMHC II, Inc.
Term Loan, 4.50%, (12 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing March 31, 2025			814				754,331
PQ Corporation
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing February 7, 2027			898				896,403
Pregis TopCo Corporation
Term Loan, 3.90%, (1 mo. USD LIBOR + 3.75%), Maturing July 31, 2026			298				294,400
Rohm Holding GmbH
Term Loan, 5.32%, (6 mo. USD LIBOR + 5.00%), Maturing July 31, 2026			1,666				1,501,615
Venator Materials Corporation
Term Loan, 3.15%, (1 mo. USD LIBOR + 3.00%), Maturing August 8, 2024			170				164,870
						$	8,789,046
Conglomerates — 0.0%(6)
Penn Engineering & Manufacturing Corp.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing June 27, 2024			94			$	92,914
						$	92,914
Containers and Glass Products — 3.4%
BWAY Holding Company
Term Loan, 3.52%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024			1,937			$	1,833,315
Flex Acquisition Company, Inc.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing December 29, 2023			1,622				1,587,558
Term Loan, 3.55%, (3 mo. USD LIBOR + 3.25%), Maturing June 29, 2025			1,685				1,639,680
Libbey Glass, Inc.
DIP Loan, 12.00%, (USD LIBOR + 11.00%, Floor 1.00%), Maturing November 27, 2020(5)			102				102,674
DIP Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 2.00% cash, 2.00% PIK, Maturing November 30, 2020			103				105,205
Term Loan, 0.00%, Maturing April 9, 2021(7)			362				62,361
Pelican Products, Inc.
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing May 1, 2025			293				281,276
Proampac PG Borrower, LLC
Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), Maturing November 20, 2023(5)			1,244				1,229,550

6

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Reynolds Group Holdings, Inc.
Term Loan, Maturing February 3, 2026(4)			700			$	698,250
Ring Container Technologies Group, LLC
Term Loan, 2.90%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024			389				379,921
Trident TPI Holdings, Inc.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing October 17, 2024			365				359,415
						$	8,279,205
Cosmetics/Toiletries — 1.5%
Kronos Acquisition Holdings, Inc.
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing May 15, 2023			3,650			$	3,637,074
						$	3,637,074
Drugs — 5.0%
Aenova Holding GmbH
Term Loan, 5.00%, (6 mo. EURIBOR + 5.00%), Maturing March 6, 2025		EUR	1,400			$	1,641,430
Akorn, Inc.
DIP Loan, 10.50%, (1 mo. USD LIBOR + 9.50%, Floor 1.00%), Maturing November 17, 2020			42				42,421
Term Loan, 15.50%, (1 mo. USD LIBOR + 14.50%, Floor 1.00%), 14.75% cash, 0.75% PIK, Maturing April 16, 2021			970				826,878
Albany Molecular Research, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing August 30, 2024			315				311,349
Alkermes, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing March 27, 2023			185				183,836
Amneal Pharmaceuticals, LLC
Term Loan, 3.69%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025			1,637				1,549,111
Arbor Pharmaceuticals, Inc.
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing July 5, 2023			771				717,287
Endo Luxembourg Finance Company I S.a.r.l.
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), Maturing April 29, 2024			3,834				3,674,509
Mallinckrodt International Finance S.A.
Term Loan, 3.50%, (3 mo. USD LIBOR + 2.75%, Floor 0.75%), Maturing September 24, 2024			1,281				1,079,351
Term Loan, 3.75%, (6 mo. USD LIBOR + 3.00%, Floor 0.75%), Maturing February 24, 2025			1,451				1,234,372
Nidda Healthcare Holding AG
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing August 21, 2026		EUR	275				315,371
Packaging Coordinators Midco, Inc.
Term Loan, Maturing September 25, 2027(4)			575				573,922
						$	12,149,837
Ecological Services and Equipment — 1.7%
Advanced Disposal Services, Inc.
Term Loan, 3.00%, (1 week USD LIBOR + 2.25%, Floor 0.75%), Maturing November 10, 2023			896			$	894,655
EnergySolutions, LLC
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing May 9, 2025			1,852				1,781,815

7

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Patriot Container Corp.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing March 20, 2025			1,496			$	1,466,240
US Ecology Holdings, Inc.
Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), Maturing November 1, 2026			124				122,822
						$	4,265,532
Electronics/Electrical — 27.7%
Allegro Microsystems, Inc.
Term Loan, Maturing September 24, 2027(4)			275			$	274,656
Applied Systems, Inc.
Term Loan - Second Lien, 8.00%, (3 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing September 19, 2025			1,225				1,244,906
Aptean, Inc.
Term Loan, 4.40%, (1 mo. USD LIBOR + 4.25%), Maturing April 23, 2026			1,343				1,310,228
Term Loan, 6.25%, (1 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing April 23, 2026			998				982,538
Term Loan - Second Lien, 8.65%, (1 mo. USD LIBOR + 8.50%), Maturing April 23, 2027			650				662,350
Astra Acquisition Corp.
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing March 1, 2027			398				399,990
Avast Software B.V.
Term Loan, 3.25%, (3 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing September 29, 2023			91				90,819
Banff Merger Sub, Inc.
Term Loan, 4.40%, (1 mo. USD LIBOR + 4.25%), Maturing October 2, 2025			3,986				3,879,536
Term Loan, 4.75%, (3 mo. EURIBOR + 4.75%), Maturing October 2, 2025		EUR	123				141,952
Buzz Merger Sub, Ltd.
Term Loan, 2.90%, (1 mo. USD LIBOR + 2.75%), Maturing January 29, 2027			274				268,495
Castle US Holding Corporation
Term Loan, 3.97%, (3 mo. USD LIBOR + 3.75%), Maturing January 29, 2027			464				447,922
Celestica, Inc.
Term Loan, 2.64%, (1 mo. USD LIBOR + 2.50%), Maturing June 27, 2025			105				103,950
CentralSquare Technologies, LLC
Term Loan, 3.90%, (1 mo. USD LIBOR + 3.75%), Maturing August 29, 2025			1,889				1,703,107
Cohu, Inc.
Term Loan, 3.15%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025			343				330,953
Cornerstone OnDemand, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing April 22, 2027			3,325				3,323,963
CPI International, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing July 26, 2024			1,232				1,196,801
Datto, Inc.
Term Loan, 4.40%, (1 mo. USD LIBOR + 4.25%), Maturing April 2, 2026			173				172,786
ECI Macola/Max Holdings, LLC
Term Loan, 5.25%, (1 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing September 27, 2024			1,362				1,354,811
Electro Rent Corporation
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing January 31, 2024			2,517				2,513,764

8

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Epicor Software Corporation
Term Loan - Second Lien, 8.75%, (1 mo. USD LIBOR + 7.75%, Floor 1.00%), Maturing July 31, 2028			375			$	386,250
EXC Holdings III Corp.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing December 2, 2024			2,209				2,186,497
Finastra USA, Inc.
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing June 13, 2024			3,886				3,651,592
Fiserv Investment Solutions, Inc.
Term Loan, 5.02%, (3 mo. USD LIBOR + 4.75%), Maturing February 18, 2027			1,272				1,269,030
GlobalLogic Holdings, Inc.
Term Loan, 2.90%, (1 mo. USD LIBOR + 2.75%), Maturing August 1, 2025			193				188,467
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), Maturing August 13, 2027			375				373,125
Go Daddy Operating Company, LLC
Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), Maturing August 10, 2027			549				541,767
Hyland Software, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing July 1, 2024			2,813				2,801,985
Term Loan - Second Lien, 7.75%, (1 mo. USD LIBOR + 7.00%, Floor 0.75%), Maturing July 7, 2025			2,031				2,037,218
Infoblox, Inc.
Term Loan, 4.65%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023			696				698,039
Informatica, LLC
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), Maturing February 25, 2027		EUR	124				142,679
Term Loan - Second Lien, 7.13%, Maturing February 25, 2025(8)			750				764,063
LogMeIn, Inc.
Term Loan, 4.91%, (1 mo. USD LIBOR + 4.75%), Maturing August 31, 2027			725				702,041
MA FinanceCo., LLC
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing June 5, 2025			850				847,344
MACOM Technology Solutions Holdings, Inc.
Term Loan, 2.40%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024			573				557,560
Marcel LUX IV S.a.r.l.
Term Loan, Maturing September 22, 2027(4)			225				224,438
MaxLinear, Inc.
Term Loan, 4.47%, (3 mo. USD LIBOR + 4.25%), Maturing July 31, 2023			575				573,922
Milano Acquisition Corp.
Term Loan, Maturing October 1, 2027(4)			1,375				1,363,828
Mirion Technologies, Inc.
Term Loan, 4.27%, (6 mo. USD LIBOR + 4.00%), Maturing March 6, 2026			1,247				1,243,718
MKS Instruments, Inc.
Term Loan, 1.90%, (1 mo. USD LIBOR + 1.75%), Maturing February 2, 2026			154				152,114
MTS Systems Corporation
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing July 5, 2023			230				228,025
Recorded Books, Inc.
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing August 29, 2025			401				398,965
Term Loan, Maturing August 29, 2025(4)			725				717,750
Redstone Buyer, LLC
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing September 1, 2027			750				747,656

9

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Refinitiv US Holdings, Inc.
Term Loan, 3.40%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025			788			$	781,582
Renaissance Holding Corp.
Term Loan, 3.40%, (1 mo. USD LIBOR + 3.25%), Maturing May 30, 2025			562				543,795
Term Loan - Second Lien, 7.15%, (1 mo. USD LIBOR + 7.00%), Maturing May 29, 2026			1,075				1,033,792
SGS Cayman L.P.
Term Loan, 5.60%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021			185				161,389
SkillSoft Corporation
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing December 27, 2024			201				203,049
Term Loan - Second Lien, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing April 27, 2025			664				657,587
Sophia L.P.
Term Loan, Maturing October 7, 2027(4)			200				199,031
Sparta Systems, Inc.
Term Loan, 5.75%, (USD Prime + 2.50%), Maturing August 21, 2024			1,065				1,014,695
STG-Fairway Holdings, LLC
Term Loan, 3.47%, (3 mo. USD LIBOR + 3.25%), Maturing January 31, 2027			1,546				1,508,117
SurveyMonkey, Inc.
Term Loan, 3.86%, (1 week USD LIBOR + 3.75%), Maturing October 10, 2025			467				465,382
Sutherland Global Services, Inc.
Term Loan, 6.38%, (3 mo. USD LIBOR + 5.38%, Floor 1.00%), Maturing April 23, 2021			795				693,321
Switch, Ltd.
Term Loan, 2.40%, (1 mo. USD LIBOR + 2.25%), Maturing June 27, 2024			83				83,177
Syncsort Incorporated
Term Loan, 6.51%, (3 mo. USD LIBOR + 6.25%), Maturing August 16, 2024			1,188				1,172,649
Tech Data Corporation
Term Loan, 3.64%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2025			550				551,833
Tibco Software, Inc.
Term Loan, 3.90%, (1 mo. USD LIBOR + 3.75%), Maturing June 30, 2026			2,482				2,425,685
Term Loan - Second Lien, 7.40%, (1 mo. USD LIBOR + 7.25%), Maturing March 3, 2028			2,250				2,207,813
TTM Technologies, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2024			64				63,241
Uber Technologies, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing April 4, 2025			3,686				3,666,743
Ultimate Software Group, Inc. (The)
Term Loan, 3.90%, (1 mo. USD LIBOR + 3.75%), Maturing May 4, 2026			767				762,275
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing May 4, 2026			1,950				1,947,106
Term Loan - Second Lien, 7.50%, (3 mo. USD LIBOR + 6.75%, Floor 0.75%), Maturing May 3, 2027			125				127,969
Ultra Clean Holdings, Inc.
Term Loan, 4.65%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025			347				346,830
Verifone Systems, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025			1,214				1,094,791

10

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Veritas US, Inc.
Term Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing September 1, 2025			1,225			$	1,199,275
Vungle, Inc.
Term Loan, 5.65%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2026			1,814				1,805,141
						$	67,917,868
Equipment Leasing — 0.1%
Boels Topholding B.V.
Term Loan, 4.00%, (1 mo. EURIBOR + 4.00%), Maturing January 14, 2027		EUR	275			$	314,867
						$	314,867
Financial Intermediaries — 3.1%
Apollo Commercial Real Estate Finance, Inc.
Term Loan, 2.90%, (1 mo. USD LIBOR + 2.75%), Maturing May 15, 2026			198			$	188,612
Aretec Group, Inc.
Term Loan, 4.40%, (1 mo. USD LIBOR + 4.25%), Maturing October 1, 2025			3,335				3,189,554
Citco Funding, LLC
Term Loan, 2.77%, (6 mo. USD LIBOR + 2.50%), Maturing September 28, 2023			1,876				1,826,831
Claros Mortgage Trust, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing August 9, 2026			347				335,672
Ditech Holding Corporation
Term Loan, 0.00%, Maturing June 30, 2022(7)			1,124				269,652
EIG Management Company, LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), Maturing February 22, 2025			122				121,875
Evergood 4 ApS
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing February 6, 2025		EUR	325				377,426
Franklin Square Holdings L.P.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing August 1, 2025			245				242,550
Greenhill & Co., Inc.
Term Loan, 3.40%, (1 mo. USD LIBOR + 3.25%), Maturing April 12, 2024			486				479,555
GreenSky Holdings, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing March 29, 2025			224				218,827
Starwood Property Trust, Inc.
Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), Maturing July 27, 2026			248				240,384
Virtus Investment Partners, Inc.
Term Loan, 3.00%, (3 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing June 1, 2024			206				205,245
						$	7,696,183
Food Products — 1.6%
Alphabet Holding Company, Inc.
Term Loan, 3.65%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024			1,116			$	1,088,728
Atkins Nutritionals Holdings II, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing July 7, 2024			162				162,526
B&G Foods, Inc.
Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), Maturing October 10, 2026			103				103,181

11

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Badger Buyer Corp.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing September 30, 2024			1,160			$	1,101,665
CHG PPC Parent, LLC
Term Loan, 2.90%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025			220				212,240
H Food Holdings, LLC
Term Loan, 3.83%, (1 mo. USD LIBOR + 3.69%), Maturing May 23, 2025			833				813,799
Term Loan, 4.15%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025			197				192,938
Shearer’s Foods, Inc.
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing September 23, 2027			200				199,400
						$	3,874,477
Food Service — 0.4%
IRB Holding Corp.
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing February 5, 2025			1,004			$	961,221
Restaurant Technologies, Inc.
Term Loan, 3.40%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025			98				94,689
						$	1,055,910
Food/Drug Retailers — 0.9%
BW Gas & Convenience Holdings, LLC
Term Loan, 6.40%, (1 mo. USD LIBOR + 6.25%), Maturing November 18, 2024			1,751			$	1,760,624
L1R HB Finance Limited
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing August 9, 2024		EUR	200				188,118
Term Loan, 5.55%, (6 mo. GBP LIBOR + 5.25%), Maturing September 2, 2024		GBP	200				206,820
						$	2,155,562
Forest Products — 0.2%
Neenah, Inc.
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing June 25, 2027			449			$	448,875
						$	448,875
Health Care — 15.4%
Acadia Healthcare Company, Inc.
Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), Maturing February 11, 2022			113			$	113,140
Accelerated Health Systems, LLC
Term Loan, 3.65%, (1 mo. USD LIBOR + 3.50%), Maturing October 31, 2025			246				239,484
ADMI Corp.
Term Loan, 2.90%, (1 mo. USD LIBOR + 2.75%), Maturing April 30, 2025			2,050				1,979,203
Alliance Healthcare Services, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing October 24, 2023			365				280,442
Term Loan - Second Lien, 11.00%, (1 mo. USD LIBOR + 10.00%, Floor 1.00%), Maturing April 24, 2024			225				101,250

12

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
athenahealth, Inc.
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.50%), Maturing February 11, 2026			3,374			$	3,335,918
Avantor Funding, Inc.
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing November 21, 2024			187				185,034
BioClinica Holding I L.P.
Term Loan, 5.25%, (1 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing October 20, 2023			699				676,067
BW NHHC Holdco, Inc.
Term Loan, 5.27%, (3 mo. USD LIBOR + 5.00%), Maturing May 15, 2025			1,058				911,241
Certara L.P.
Term Loan, 3.72%, (3 mo. USD LIBOR + 3.50%), Maturing August 15, 2024			484				478,707
CryoLife, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing December 1, 2024			219				217,718
Dedalus Finance GmbH
Term Loan, 4.50%, (1 mo. EURIBOR + 4.50%), Maturing May 4, 2027		EUR	350				408,306
Term Loan, Maturing July 16, 2027(4)		EUR	525				612,459
Ensemble RCM, LLC
Term Loan, 4.01%, (3 mo. USD LIBOR + 3.75%), Maturing August 3, 2026			248				245,334
Envision Healthcare Corporation
Term Loan, 3.90%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025			2,384				1,719,313
GHX Ultimate Parent Corporation
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing June 28, 2024			436				425,577
Hanger, Inc.
Term Loan, 3.65%, (1 mo. USD LIBOR + 3.50%), Maturing March 6, 2025			488				485,266
IQVIA, Inc.
Term Loan, 1.90%, (1 mo. USD LIBOR + 1.75%), Maturing March 7, 2024			313				309,962
Term Loan, 1.90%, (1 mo. USD LIBOR + 1.75%), Maturing January 17, 2025			461				455,567
Medical Solutions, LLC
Term Loan, 5.50%, (6 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing June 14, 2024			1,806				1,747,598
MPH Acquisition Holdings, LLC
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing June 7, 2023			4,071				4,010,694
National Mentor Holdings, Inc.
Term Loan, 4.40%, (1 mo. USD LIBOR + 4.25%), Maturing March 9, 2026			14				13,891
Term Loan, 4.40%, (1 mo. USD LIBOR + 4.25%), Maturing March 9, 2026			307				304,311
Navicure, Inc.
Term Loan, 4.15%, (1 mo. USD LIBOR + 4.00%), Maturing October 22, 2026			448				438,795
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing October 22, 2026			250				245,000
One Call Corporation
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing November 25, 2022			996				873,330
Ortho-Clinical Diagnostics S.A.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025			2,268				2,178,704

13

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Phoenix Guarantor, Inc.
Term Loan, 3.40%, (1 mo. USD LIBOR + 3.25%), Maturing March 5, 2026			864			$	845,373
Radiology Partners, Inc
Term Loan, 5.67%, (USD LIBOR + 4.25%), Maturing July 9, 2025(5)			2,245				2,160,965
RadNet, Inc.
Term Loan, 4.75%, (6 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing June 30, 2023			2,631				2,601,483
Sound Inpatient Physicians
Term Loan, 2.90%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2025			220				216,180
Surgery Center Holdings, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing September 3, 2024			2,560				2,428,275
Team Health Holdings, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing February 6, 2024			1,332				1,122,535
Tecomet, Inc.
Term Loan, 4.68%, (6 mo. USD LIBOR + 3.50%), Maturing May 1, 2024			487				476,289
U.S. Anesthesia Partners, Inc.
Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing June 23, 2024			1,972				1,866,632
Verscend Holding Corp.
Term Loan, 4.65%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025			363				361,189
Viant Medical Holdings, Inc.
Term Loan, 3.90%, (1 mo. USD LIBOR + 3.75%), Maturing July 2, 2025			221				204,514
Wink Holdco, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing December 2, 2024			2,457				2,454,615
						$	37,730,361
Home Furnishings — 0.8%
Serta Simmons Bedding, LLC
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing August 10, 2023			526			$	526,877
Term Loan - Second Lien, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing August 10, 2023			1,740				1,422,694
						$	1,949,571
Industrial Equipment — 8.3%
AI Alpine AT Bidco GmbH
Term Loan, 4.21%, (6 mo. USD LIBOR + 3.00%), Maturing October 31, 2025			98			$	91,373
Apex Tool Group, LLC
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.25%, Floor 1.25%), Maturing August 1, 2024			2,083				1,974,484
CFS Brands, LLC
Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing March 20, 2025			1,369				1,225,144
CPM Holdings, Inc.
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing November 17, 2025			2,215				2,089,904

14

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Delachaux Group S.A.
Term Loan, 3.75%, (6 mo. EURIBOR + 3.75%), Maturing April 16, 2026		EUR	175			$	198,254
Term Loan, 5.36%, (6 mo. USD LIBOR + 4.50%), Maturing April 16, 2026			223				214,397
DexKo Global, Inc.
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024		EUR	146				164,909
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024		EUR	364				412,274
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing July 24, 2024			1,385				1,355,710
DXP Enterprises, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 4.75%, Floor 1.00%), Maturing August 29, 2023			1,381				1,356,441
Dynacast International, LLC
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing January 28, 2022			573				523,876
Engineered Machinery Holdings, Inc.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 19, 2024			636				621,494
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing July 19, 2024			147				145,533
Gates Global, LLC
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing April 1, 2024		EUR	410				473,562
Hayward Industries, Inc.
Term Loan, 3.65%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024			215				210,176
LTI Holdings, Inc.
Term Loan, 3.65%, (1 mo. USD LIBOR + 3.50%), Maturing September 6, 2025			717				666,533
Term Loan, 4.90%, (1 mo. USD LIBOR + 4.75%), Maturing July 24, 2026			845				789,235
Pro Mach Group, Inc.
Term Loan, 3.50%, Maturing March 7, 2025(2)			99				102,049
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing March 7, 2025			300				293,792
Quimper AB
Term Loan, 4.25%, (6 mo. EURIBOR + 4.25%), Maturing February 13, 2026		EUR	850				982,381
Robertshaw US Holding Corp.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing February 28, 2025			1,209				1,053,097
Terex Corporation
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), Maturing January 31, 2024			2,163				2,119,994
Thermon Industries, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing October 30, 2024			122				121,408
Titan Acquisition Limited
Term Loan, 3.36%, (3 mo. USD LIBOR + 3.00%), Maturing March 28, 2025			2,136				2,023,727
Vertical Midco GmbH
Term Loan, 4.57%, (3 mo. USD LIBOR + 4.25%), Maturing July 30, 2027			600				596,303
Welbilt, Inc.
Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), Maturing October 23, 2025			639				582,692
						$	20,388,742

15

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Insurance — 4.7%
Alliant Holdings Intermediate, LLC
Term Loan, 3.40%, (1 mo. USD LIBOR + 3.25%), Maturing May 9, 2025			222			$	218,647
AmWINS Group, Inc.
Term Loan, Maturing January 25, 2024(4)			275				273,224
AssuredPartners Capital, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing February 12, 2027			224				223,875
AssuredPartners, Inc.
Term Loan, 3.65%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2027			695				675,818
Asurion, LLC
Term Loan - Second Lien, 6.65%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025			4,509				4,528,818
FrontDoor, Inc.
Term Loan, 2.69%, (1 mo. USD LIBOR + 2.50%), Maturing August 16, 2025			221				219,122
Hub International Limited
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing April 25, 2025			3,331				3,327,526
Ryan Specialty Group, LLC
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing September 1, 2027			800				796,000
Sedgwick Claims Management Services, Inc.
Term Loan, 3.40%, (1 mo. USD LIBOR + 3.25%), Maturing December 31, 2025			565				546,476
USI, Inc.
Term Loan, 4.22%, (3 mo. USD LIBOR + 4.00%), Maturing December 2, 2026			645				642,625
						$	11,452,131
Leisure Goods/Activities/Movies — 7.6%
AMC Entertainment Holdings, Inc.
Term Loan, 3.22%, (3 mo. USD LIBOR + 3.00%), Maturing April 22, 2026			837			$	542,119
Amer Sports Oyj
Term Loan, 4.50%, (6 mo. EURIBOR + 4.50%), Maturing March 30, 2026		EUR	1,600				1,688,328
Ancestry.com Operations, Inc.
Term Loan, 4.40%, (1 mo. USD LIBOR + 4.25%), Maturing August 27, 2026			1,382				1,382,762
Bombardier Recreational Products, Inc.
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing May 24, 2027			325				330,281
Carnival Corporation
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing June 30, 2025			623				632,270
ClubCorp Holdings, Inc.
Term Loan, 2.97%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024			1,844				1,589,163
Crown Finance US, Inc.
Term Loan, 2.63%, (6 mo. EURIBOR + 2.63%), Maturing February 28, 2025		EUR	797				637,820
Term Loan, 2.77%, (6 mo. USD LIBOR + 2.50%), Maturing February 28, 2025			789				537,884
Term Loan, 3.02%, (6 mo. USD LIBOR + 2.75%), Maturing September 30, 2026			693				465,003

16

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Delta 2 (LUX) S.a.r.l.
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing February 1, 2024			447			$	436,010
Emerald Expositions Holding, Inc.
Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), Maturing May 22, 2024			288				260,513
Etraveli Holding AB
Term Loan, 4.50%, (6 mo. EURIBOR + 4.50%), Maturing August 2, 2024		EUR	2,175				2,078,314
Lindblad Expeditions, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 4.25% cash, 1.25% PIK, Maturing March 27, 2025			172				159,250
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 4.25% cash, 1.25% PIK, Maturing March 27, 2025			689				636,998
Motion Finco S.a.r.l.
Term Loan, 3.47%, (3 mo. USD LIBOR + 3.25%), Maturing November 12, 2026			32				27,637
Term Loan, 3.47%, (3 mo. USD LIBOR + 3.25%), Maturing November 12, 2026			241				210,278
Playtika Holding Corp.
Term Loan, 7.00%, (6 mo. USD LIBOR + 6.00%, Floor 1.00%), Maturing December 10, 2024			2,454				2,462,653
SeaWorld Parks & Entertainment, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), Maturing March 31, 2024			552				521,730
Steinway Musical Instruments, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing February 14, 2025			236				226,647
Travel Leaders Group, LLC
Term Loan, 4.15%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024			1,936				1,434,693
UFC Holdings, LLC
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing April 29, 2026			100				98,420
Term Loan, 4.25%, (6 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing April 29, 2026			1,017				1,005,043
Vue International Bidco PLC
Term Loan, 4.75%, (3 mo. EURIBOR + 4.75%), Maturing July 3, 2026		EUR	1,333				1,215,892
						$	18,579,708
Lodging and Casinos — 2.8%
Boyd Gaming Corporation
Term Loan, 2.36%, (1 week USD LIBOR + 2.25%), Maturing September 15, 2023			303			$	295,141
CityCenter Holdings, LLC
Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing April 18, 2024			1,536				1,478,496
Golden Nugget, Inc.
Term Loan, 3.25%, (2 mo. USD LIBOR + 2.50%, Floor 0.75%), Maturing October 4, 2023			2,249				2,026,018
Playa Resorts Holding B.V.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing April 29, 2024			2,110				1,867,550
Stars Group Holdings B.V. (The)
Term Loan, 3.72%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025			944				945,211
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 10, 2025		EUR	269				315,796
						$	6,928,212

17

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Nonferrous Metals/Minerals — 0.6%
American Consolidated Natural Resources, Inc.
Term Loan, 13.15%, (1 mo. USD LIBOR + 13.00%), Maturing September 16, 2025			300			$	208,577
CD&R Hydra Buyer, Inc.
Term Loan, 7.50%, (0.00% cash, 7.50% PIK), Maturing August 15, 2021(3)(8)			81				64,858
Noranda Aluminum Acquisition Corporation
Term Loan, 0.00%, Maturing February 28, 2021(7)			449				31,462
Oxbow Carbon, LLC
Term Loan, 3.90%, (1 mo. USD LIBOR + 3.75%), Maturing January 4, 2023			617				607,934
Rain Carbon GmbH
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing January 16, 2025		EUR	450				492,649
						$	1,405,480
Oil and Gas — 7.8%
Ameriforge Group, Inc.
Term Loan, 14.00%, (3 mo. USD LIBOR + 13.00%, Floor 1.00%), 9.00% cash, 5.00% PIK, Maturing June 8, 2022			335			$	293,463
Apergy Corporation
Term Loan, 2.69%, (1 mo. USD LIBOR + 2.50%), Maturing May 9, 2025			80				78,501
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing May 28, 2027			2,074				2,068,566
Blackstone CQP Holdco L.P.
Term Loan, 3.73%, (3 mo. USD LIBOR + 3.50%), Maturing September 30, 2024			3,454				3,388,110
Centurion Pipeline Company, LLC
Term Loan, 4.14%, (1 mo. USD LIBOR + 4.00%), Maturing September 28, 2025			100				98,000
Term Loan, 3.40%, (1 mo. USD LIBOR + 3.25%), Maturing September 29, 2025			123				121,584
CITGO Holding, Inc.
Term Loan, 8.00%, (6 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing August 1, 2023			1,119				1,054,398
CITGO Petroleum Corporation
Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing March 28, 2024			2,209				2,106,860
Delek US Holdings, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing March 31, 2025			2,767				2,701,635
Fieldwood Energy, LLC
DIP Loan, 3.68%, (1 mo. USD LIBOR + 8.75%, Floor 1.00%), Maturing August 4, 2021(2)			198				198,729
Term Loan, 0.00%, Maturing April 11, 2022(7)			1,338				351,356
Matador Bidco S.a.r.l.
Term Loan, 4.90%, (1 mo. USD LIBOR + 4.75%), Maturing October 15, 2026			2,680				2,616,496
McDermott Technology Americas, Inc.
Term Loan, 3.15%, (1 mo. USD LIBOR + 3.00%), Maturing June 30, 2024			11				9,688
Term Loan, 4.15%, (1 mo. USD LIBOR + 4.00%), Maturing June 30, 2025			161				131,339
Prairie ECI Acquiror L.P.
Term Loan, 4.90%, (1 mo. USD LIBOR + 4.75%), Maturing March 11, 2026			2,066				1,872,240
PSC Industrial Holdings Corp.
Term Loan, 4.98%, (6 mo. USD LIBOR + 3.75%), Maturing October 11, 2024			1,238				1,179,259

18

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
RDV Resources Properties, LLC
Term Loan, 7.50%, (1 mo. USD LIBOR + 6.50%, Floor 1.00%), Maturing March 29, 2024(3)			231			$	149,955
Sunrise Oil & Gas Properties, LLC
Term Loan - First Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023			38				34,264
Term Loan - Second Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023			39				30,522
Term Loan - Third Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023			45				22,684
UGI Energy Services, LLC
Term Loan, 3.90%, (1 mo. USD LIBOR + 3.75%), Maturing August 13, 2026			469				468,476
						$	18,976,125
Publishing — 1.1%
Alchemy Copyrights, LLC
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing August 16, 2027			225			$	225,000
Ascend Learning, LLC
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 12, 2024			534				528,332
Getty Images, Inc.
Term Loan, 4.69%, (1 mo. USD LIBOR + 4.50%), Maturing February 19, 2026			778				730,109
LSC Communications, Inc.
Term Loan, 0.00%, Maturing September 30, 2022(7)			385				55,380
Nielsen Finance, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing June 4, 2025			399				399,000
ProQuest, LLC
Term Loan, 3.65%, (1 mo. USD LIBOR + 3.50%), Maturing October 23, 2026			661				654,334
Tweddle Group, Inc.
Term Loan, 4.65%, (1 mo. USD LIBOR + 4.50%), Maturing September 17, 2023			94				84,875
						$	2,677,030
Radio and Television — 3.5%
Cumulus Media New Holdings, Inc.
Term Loan, 4.75%, (6 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing March 31, 2026			1,491			$	1,416,658
Diamond Sports Group, LLC
Term Loan, 3.40%, (1 mo. USD LIBOR + 3.25%), Maturing August 24, 2026			1,411				1,100,385
Entravision Communications Corporation
Term Loan, 2.90%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024			378				361,935
Gray Television, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing February 7, 2024			116				113,599
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing January 2, 2026			276				271,743
Hubbard Radio, LLC
Term Loan, 5.25%, (6 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing March 28, 2025			270				259,454
iHeartCommunications, Inc.
Term Loan, 3.15%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2026			819				778,691
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing May 1, 2026			175				168,889

19

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Nexstar Broadcasting, Inc.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing September 18, 2026			240			$	235,653
Sinclair Television Group, Inc.
Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), Maturing September 30, 2026			297				290,837
Terrier Media Buyer, Inc.
Term Loan, 4.40%, (1 mo. USD LIBOR + 4.25%), Maturing December 17, 2026			2,172				2,123,668
Univision Communications, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing March 15, 2026			1,560				1,521,192
						$	8,642,704
Retailers (Except Food and Drug) — 4.5%
Apro, LLC
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing November 14, 2026			772			$	764,115
Ascena Retail Group, Inc.
DIP Loan, 12.75%, (1 mo. USD LIBOR + 11.75%, Floor 1.00%), Maturing March 16, 2021			303				409,291
Term Loan, 0.00%, Maturing August 21, 2022(7)			873				193,500
Bass Pro Group, LLC
Term Loan, 5.75%, (3 mo. USD LIBOR + 5.00%, Floor 0.75%), Maturing September 25, 2024			2,596				2,580,903
Coinamatic Canada, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing May 14, 2022			101				99,773
David’s Bridal, Inc.
Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 6.00% cash, 5.00% PIK, Maturing June 23, 2023			141				130,176
Term Loan, 7.00%, (3 mo. USD LIBOR + 6.00%, Floor 1.00%), Maturing June 30, 2023			164				133,203
Hoya Midco, LLC
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing June 30, 2024			1,968				1,699,649
LSF9 Atlantis Holdings, LLC
Term Loan, 7.00%, (1 mo. USD LIBOR + 6.00%, Floor 1.00%), Maturing May 1, 2023			433				422,669
PetSmart, Inc.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing March 11, 2022			4,115				4,111,091
PFS Holding Corporation
Term Loan, 0.00%, Maturing January 31, 2021(7)			1,023				399,075
Pier 1 Imports (U.S.), Inc.
Term Loan, 0.00%, Maturing April 30, 2021(3)(7)			236				115,290
						$	11,058,735
Steel — 0.8%
GrafTech Finance, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing February 12, 2025			980			$	970,986
Neenah Foundry Company
Term Loan, 9.19%, (2 mo. USD LIBOR + 9.00%), Maturing December 13, 2022			323				282,839
Phoenix Services International, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing March 1, 2025			390				375,375
Zekelman Industries, Inc.
Term Loan, 2.14%, (1 mo. USD LIBOR + 2.00%), Maturing January 24, 2027			299				289,871
						$	1,919,071

20

Borrower/Tranche Description		Principal Amount* (000’s omitted)				Value
Surface Transport — 1.2%
Hertz Corporation (The)
Term Loan, 3.50%, (3 mo. USD LIBOR + 2.75%, Floor 0.75%), Maturing June 30, 2023			469			$	450,000
Kenan Advantage Group, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 31, 2022			452				436,306
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 31, 2022			1,854				1,787,896
XPO Logistics, Inc.
Term Loan, 2.15%, (1 mo. USD LIBOR + 2.00%), Maturing February 24, 2025			275				270,903
						$	2,945,105
Telecommunications — 4.0%
Cablevision Lightpath, LLC
Term Loan, Maturing September 15, 2027(4)			175			$	174,016
Colorado Buyer, Inc.
Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing May 1, 2024			2,128				1,872,642
Digicel International Finance Limited
Term Loan, 3.80%, (6 mo. USD LIBOR + 3.25%), Maturing May 28, 2024			1,844				1,628,538
Global Eagle Entertainment, Inc.
DIP Loan, 11.25%, (1 mo. USD LIBOR + 10.00%, Floor 1.25%), Maturing January 22, 2021			186				186,338
Term Loan, 0.00%, Maturing January 6, 2023(7)			1,253				872,122
Intelsat Jackson Holdings S.A.
DIP Loan, 5.05%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing July 13, 2022(2)			444				453,466
Term Loan, 8.00%, (USD Prime + 4.75%), Maturing November 27, 2023			650				655,037
Term Loan, 8.75%, (USD Prime + 5.50%), Maturing January 2, 2024			850				859,259
IPC Corp.
Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing August 6, 2021(3)			557				402,732
Onvoy, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing February 10, 2024			1,795				1,726,673
Syniverse Holdings, Inc.
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing March 9, 2023			463				360,852
Ziggo Financing Partnership
Term Loan, 2.65%, (1 mo. USD LIBOR + 2.50%), Maturing April 30, 2028			700				676,570
						$	9,868,245
Utilities — 0.9%
Brookfield WEC Holdings, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), Maturing August 1, 2025			560			$	547,176
Longview Power, LLC
Term Loan, 11.50%, (3 mo. USD LIBOR + 10.00%, Floor 1.50%), Maturing July 30, 2025(3)			168				134,558
USIC Holdings, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing December 8, 2023			1,491				1,472,856
						$	2,154,590
Total Senior Floating-Rate Loans (identified cost $363,595,646)						$	351,977,132

21

Corporate Bonds & Notes — 4.9%

Security		Principal Amount (000’s omitted)				Value
Aerospace and Defense — 0.1%
TransDigm, Inc.
6.50%, 7/15/24		$	223			$	222,987
7.50%, 3/15/27			120				124,800
						$	347,787
Automotive — 0.1%
Ford Motor Co.
9.00%, 4/22/25		$	70			$	80,346
4.75%, 1/15/43			50				45,365
Navistar International Corp.
6.625%, 11/1/25(9)			141				144,965
						$	270,676
Building and Development — 0.2%
Builders FirstSource, Inc.
5.00%, 3/1/30(9)		$	54			$	55,991
Hillman Group, Inc. (The)
6.375%, 7/15/22(9)			12				11,772
Standard Industries, Inc.
5.00%, 2/15/27(9)			271				282,628
						$	350,391
Business Equipment and Services — 0.5%
EIG Investors Corp.
10.875%, 2/1/24		$	417			$	435,200
Prime Security Services Borrower, LLC/Prime Finance, Inc.
5.25%, 4/15/24(9)			325				341,047
5.75%, 4/15/26(9)			325				348,268
ServiceMaster Co., LLC (The)
7.45%, 8/15/27			187				204,730
						$	1,329,245
Cable and Satellite Television — 0.3%
Altice France S.A.
8.125%, 2/1/27(9)		$	212			$	231,261
CCO Holdings, LLC/CCO Holdings Capital Corp.
5.375%, 5/1/25(9)			26				26,780
5.75%, 2/15/26(9)			13				13,536
CSC Holdings, LLC
5.875%, 9/15/22			5				5,297
5.25%, 6/1/24			5				5,372
5.75%, 1/15/30(9)			254				270,247
4.125%, 12/1/30(9)			200				204,050

22

Security		Principal Amount (000’s omitted)				Value
DISH DBS Corp.
6.75%, 6/1/21		$	3			$	3,078
TEGNA, Inc.
5.00%, 9/15/29(9)			24				23,723
						$	783,344
Conglomerates — 0.0%(6)
Spectrum Brands, Inc.
5.75%, 7/15/25		$	30			$	31,005
5.00%, 10/1/29(9)			9				9,360
						$	40,365
Consumer Products — 0.0%(6)
Central Garden & Pet Co.
6.125%, 11/15/23		$	15			$	15,336
						$	15,336
Containers and Glass Products — 0.2%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
4.125%, 8/15/26(9)		$	200			$	203,000
Berry Global, Inc.
6.00%, 10/15/22			4				4,018
Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC
7.00%, 7/15/24(9)			339				345,102
						$	552,120
Distribution & Wholesale — 0.0%(6)
Performance Food Group, Inc.
5.50%, 10/15/27(9)		$	30			$	30,955
						$	30,955
Diversified Financial Services — 0.1%
GEMS MENASA Cayman, Ltd./GEMS Education Delaware, LLC
7.125%, 7/31/26(9)		$	200			$	198,500
						$	198,500
Drugs — 0.2%
AdaptHealth, LLC
6.125%, 8/1/28(9)		$	55			$	57,073
Bausch Health Americas, Inc.
8.50%, 1/31/27(9)			59				64,910
Bausch Health Companies, Inc.
7.00%, 1/15/28(9)			327				346,355
						$	468,338
Ecological Services and Equipment — 0.1%
GFL Environmental, Inc.
8.50%, 5/1/27(9)		$	250			$	271,719
						$	271,719
Electronics/Electrical — 0.0%(6)
Sensata Technologies, Inc.
4.375%, 2/15/30(9)		$	21			$	22,103
						$	22,103

23

Security		Principal Amount (000’s omitted)				Value
Financial Intermediaries — 0.2%
Ford Motor Credit Co., LLC
5.125%, 6/16/25		$	219			$	226,117
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.
6.25%, 2/1/22			7				7,090
6.25%, 5/15/26			271				283,152
JPMorgan Chase & Co.
Series S, 6.75% to 2/1/24(10)(11)			35				37,963
Navient Corp.
5.00%, 10/26/20			10				10,014
						$	564,336
Food Products — 0.3%
Del Monte Foods, Inc.
11.875%, 5/15/25(9)		$	500			$	529,063
JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc.
5.50%, 1/15/30(9)			68				74,205
						$	603,268
Food/Drug Retailers — 0.2%
Fresh Market, Inc. (The)
9.75%, 5/1/23(9)		$	575			$	516,781
						$	516,781
Health Care — 0.1%
Centene Corp.
4.75%, 5/15/22		$	7			$	7,091
HCA, Inc.
5.875%, 2/15/26			7				7,849
MPH Acquisition Holdings, LLC
7.125%, 6/1/24(9)			162				166,657
Tenet Healthcare Corp.
6.75%, 6/15/23			109				114,559
						$	296,156
Insurance — 0.2%
AssuredPartners, Inc.
7.00%, 8/15/25(9)		$	417			$	426,034
						$	426,034
Internet Software & Services — 0.1%
Netflix, Inc.
5.375%, 11/15/29(9)		$	105			$	123,890
Riverbed Technology, Inc.
8.875%, 3/1/23(9)			7				4,900
						$	128,790

24

Security		Principal Amount (000’s omitted)				Value
Leisure Goods/Activities/Movies — 0.1%
Viking Cruises, Ltd.
6.25%, 5/15/25(9)		$	20			$	15,773
5.875%, 9/15/27(9)			373				290,707
						$	306,480
Lodging and Casinos — 0.3%
Caesars Resort Collection, LLC/CRC Finco, Inc.
5.25%, 10/15/25(9)		$	271			$	262,549
ESH Hospitality, Inc.
5.25%, 5/1/25(9)			9				9,103
MGM Growth Properties Operating Partnership, L.P./MGP Finance Co-Issuer, Inc.
5.625%, 5/1/24			5				5,314
MGM Resorts International
7.75%, 3/15/22			10				10,559
Stars Group Holdings B.V./Stars Group US Co-Borrower, LLC
7.00%, 7/15/26(9)			417				443,845
Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp.
5.25%, 5/15/27(9)			109				102,392
						$	833,762
Metals/Mining — 0.2%
Cleveland-Cliffs, Inc.
6.75%, 3/15/26(9)		$	443			$	451,173
						$	451,173
Nonferrous Metals/Minerals — 0.0%(6)
New Gold, Inc.
6.375%, 5/15/25(9)		$	65			$	67,234
						$	67,234
Oil and Gas — 0.4%
Centennial Resource Production, LLC
6.875%, 4/1/27(9)		$	417			$	171,139
Energy Transfer Operating, L.P.
5.875%, 1/15/24			15				16,509
Neptune Energy Bondco PLC
6.625%, 5/15/25(9)			463				414,116
Newfield Exploration Co.
5.625%, 7/1/24			42				40,884
Seven Generations Energy, Ltd.
6.75%, 5/1/23(9)			10				9,797
6.875%, 6/30/23(9)			5				4,904

25

Security		Principal Amount (000’s omitted)				Value
Tervita Corp.
7.625%, 12/1/21(9)		$	425			$	389,009
						$	1,046,358
Packaging & Containers — 0.1%
ARD Finance S.A.
6.50%, (6.50% cash or 7.25% PIK), 6/30/27(9)(12)		$	220			$	219,131
						$	219,131
Radio and Television — 0.2%
Diamond Sports Group, LLC/Diamond Sports Finance Co.
5.375%, 8/15/26(9)		$	53			$	37,625
iHeartCommunications, Inc.
6.375%, 5/1/26			102				106,772
8.375%, 5/1/27			185				182,982
Nielsen Co. Luxembourg S.a.r.l. (The)
5.50%, 10/1/21(9)			3				3,008
Sirius XM Radio, Inc.
4.125%, 7/1/30(9)			39				40,016
Terrier Media Buyer, Inc.
8.875%, 12/15/27(9)			144				145,350
						$	515,753
Steel — 0.2%
Allegheny Technologies, Inc.
7.875%, 8/15/23		$	463			$	474,675
						$	474,675
Surface Transport — 0.0%(6)
XPO Logistics, Inc.
6.50%, 6/15/22(9)		$	22			$	22,104
						$	22,104
Telecommunications — 0.4%
CenturyLink, Inc.
6.75%, 12/1/23		$	15			$	16,481
Connect Finco S.a.r.l./Connect US Finco, LLC
6.75%, 10/1/26(9)			200				200,940
Digicel International Finance, Ltd./Digicel Holdings Bermuda, Ltd.
8.75%, 5/25/24(9)			275				277,063

26

Security		Principal Amount (000’s omitted)				Value
Intelsat Jackson Holdings S.A.
5.50%, 8/1/23(7)		$	10			$	6,300
8.50%, 10/15/24(7)(9)			83				53,734
Level 3 Financing, Inc.
5.375%, 1/15/24			10				10,128
Sprint Communications, Inc.
6.00%, 11/15/22			3				3,236
Sprint Corp.
7.25%, 9/15/21			110				115,225
7.625%, 2/15/25			100				117,188
T-Mobile USA, Inc.
6.50%, 1/15/26			45				47,081
						$	847,376
Utilities — 0.1%
Vistra Operations Co., LLC
5.00%, 7/31/27(9)		$	93			$	97,766
4.30%, 7/15/29(9)			15				16,356
						$	114,122
Total Corporate Bonds & Notes (identified cost $12,480,014)						$	12,114,412
Asset-Backed Securities — 7.8%
Allegany Park CLO, Ltd.
Series 2019-1A, Class E, 7.047%, (3 mo. USD LIBOR + 6.78%), 1/20/33(9)(13)		$	450			$	434,739
Ares LII CLO, Ltd.
Series 2019-52A, Class E, 6.808%, (3 mo. USD LIBOR + 6.55%), 4/22/31(9)(13)			500				476,176
Ares XXXIIR CLO, Ltd.
Series 2014-32RA, Class D, 6.13%, (3 mo. USD LIBOR + 5.85%), 5/15/30(9)(13)			1,000				883,723
Ares XXXIV CLO, Ltd.
Series 2015-2A, Class ER, 7.123%, (3 mo. USD LIBOR + 6.85%), 4/17/33(9)(13)			550				505,083
Bardot CLO, Ltd.
Series 2019-2A, Class E, 7.208%, (3 mo. USD LIBOR + 6.95%), 10/22/32(9)(13)			500				481,927
Benefit Street Partners CLO XIX, Ltd.
Series 2019-19A, Class E, 7.295%, (3 mo. USD LIBOR + 7.02%), 1/15/33(9)(13)			750				719,682
Benefit Street Partners CLO XVII, Ltd.
Series 2019-17A, Class E, 6.875%, (3 mo. USD LIBOR + 6.60%), 7/15/32(9)(13)			500				468,431
Benefit Street Partners CLO XVIII, Ltd.
Series 2019-18A, Class E, 7.175%, (3 mo. USD LIBOR + 6.90%), 10/15/32(9)(13)			500				479,293
BlueMountain CLO XXV, Ltd.
Series 2019-25A, Class E, 6.975%, (3 mo. USD LIBOR + 6.70%), 7/15/32(9)(13)			500				476,016
BlueMountain CLO XXVI, Ltd.
Series 2019-26A, Class E, 7.972%, (3 mo. USD LIBOR + 7.70%), 10/20/32(9)(13)			1,000				992,658
Canyon Capital CLO, Ltd.
Series 2019-2A, Class E, 7.425%, (3 mo. USD LIBOR + 7.15%), 10/15/32(9)(13)			400				388,676
Carlyle Global Market Strategies CLO, Ltd.
Series 2012-3A, Class DR2, 6.768%, (3 mo. USD LIBOR + 6.50%), 1/14/32(9)(13)			600				465,594

27

Security		Principal Amount (000’s omitted)				Value
Series 2015-5A, Class DR, 6.972%, (3 mo. USD LIBOR + 6.70%), 1/20/32(9)(13)		$	500			$	397,621
Cedar Funding X CLO, Ltd.
Series 2019-10A, Class E, 7.272%, (3 mo. USD LIBOR + 7.00%), 10/20/32(9)(13)			500				477,721
Dryden 40 Senior Loan Fund
Series 2015-40A, Class ER, 6.03%, (3 mo. USD LIBOR + 5.75%), 8/15/31(9)(13)			500				446,465
Fort Washington CLO, Ltd.
Series 2019-1A, Class E, 7.522%, (3 mo. USD LIBOR + 7.25%), 10/20/32(9)(13)			500				453,985
Galaxy XV CLO, Ltd.
Series 2013-15A, Class ER, 6.92%, (3 mo. USD LIBOR + 6.65%), 10/15/30(9)(13)			500				441,954
Galaxy XXI CLO, Ltd.
Series 2015-21A, Class ER, 5.522%, (3 mo. USD LIBOR + 5.25%), 4/20/31(9)(13)			500				421,334
Golub Capital Partners CLO 23M, Ltd.
Series 2015-23A, Class ER, 6.022%, (3 mo. USD LIBOR + 5.75%), 1/20/31(9)(13)			600				490,540
Harriman Park CLO, Ltd.
Series 2020-1A, Class E, 8.045%, (3 mo. USD LIBOR + 6.91%), 4/20/31(9)(13)			800				798,574
Kayne CLO 5, Ltd.
Series 2019-5A, Class E, 6.964%, (3 mo. USD LIBOR + 6.70%), 7/24/32(9)(13)			500				482,174
Kayne CLO 7, Ltd.
Series 2020-7A, Class E, 7.371%, (3 mo. USD LIBOR + 6.50%), 4/17/33(9)(13)			575				557,349
Madison Park Funding XXXVI, Ltd.
Series 2019-36A, Class E, 7.525%, (3 mo. USD LIBOR + 7.25%), 1/15/33(9)(13)			250				246,809
Madison Park Funding XXXVII, Ltd.
Series 2019-37A, Class E, 6.825%, (3 mo. USD LIBOR + 6.55%), 7/15/32(9)(13)			500				475,168
Neuberger Berman Loan Advisers CLO 31, Ltd.
Series 2019-31A, Class E, 7.022%, (3 mo. USD LIBOR + 6.75%), 4/20/31(9)(13)			500				486,357
Neuberger Berman Loan Advisers CLO 33, Ltd.
Series 2019-33A, Class E, 7.071%, (3 mo. USD LIBOR + 6.80%), 10/16/32(9)(13)			500				488,545
Oaktree CLO, Ltd.
Series 2019-3A, Class E, 7.042%, (3 mo. USD LIBOR + 6.77%), 7/20/31(9)(13)			750				630,068
Palmer Square CLO, Ltd.
Series 2013-2A, Class DRR, 6.123%, (3 mo. USD LIBOR + 5.85%), 10/17/31(9)(13)			450				404,230
Series 2019-1A, Class D, 7.265%, (3 mo. USD LIBOR + 7.00%), 11/14/32(9)(13)			500				495,008
Regatta XII Funding, Ltd.
Series 2019-1A, Class E, 7.125%, (3 mo. USD LIBOR + 6.85%), 10/15/32(9)(13)			300				287,541
Regatta XIV Funding, Ltd.
Series 2018-3A, Class E, 6.195%, (3 mo. USD LIBOR + 5.95%), 10/25/31(9)(13)			300				263,324
Regatta XVI Funding, Ltd.
Series 2019-2A, Class E, 7.275%, (3 mo. USD LIBOR + 7.00%), 1/15/33(9)(13)			500				484,555
Southwick Park CLO, LLC
Series 2019-4A, Class E, 6.972%, (3 mo. USD LIBOR + 6.70%), 7/20/32(9)(13)			1,000				963,465
Vibrant CLO X, Ltd.
Series 2018-10A, Class D, 6.462%, (3 mo. USD LIBOR + 6.19%), 10/20/31(9)(13)			375				301,489
Vibrant CLO XI, Ltd.
Series 2019-11A, Class D, 7.042%, (3 mo. USD LIBOR + 6.77%), 7/20/32(9)(13)			500				446,629
Voya CLO, Ltd.
Series 2013-1A, Class DR, 6.755%, (3 mo. USD LIBOR + 6.48%), 10/15/30(9)(13)			1,000				782,583
Wellfleet CLO, Ltd.
Series 2020-1A, Class D, 8.011%, (3 mo. USD LIBOR + 7.24%), 4/15/33(9)(13)			550				541,661
Total Asset-Backed Securities (identified cost $20,427,777)						$	19,037,147

28

Common Stocks — 1.8%

Security		Shares				Value
Aerospace and Defense — 0.2%
IAP Global Services, LLC(3)(14)(15)			29			$	431,292
						$	431,292
Automotive — 0.0%(6)
Dayco Products, LLC(14)(15)			10,159			$	76,193
						$	76,193
Business Equipment and Services — 0.0%(6)
Crossmark Holdings, Inc.(14)(15)			1,731			$	99,532
						$	99,532
Chemicals and Plastics — 0.1%
Hexion Holdings Corp., Class B(14)(15)			18,444			$	189,051
						$	189,051
Electronics/Electrical — 0.4%
Answers Corp.(3)(14)(15)			46,839			$	34,661
Software Luxembourg Holding S.A. (14)(15)			6,221				902,045
						$	936,706
Nonferrous Metals/Minerals — 0.0%(6)
Acnr Holdings, Inc. (14)(15)			1,552			$	17,848
						$	17,848
Oil and Gas — 0.3%
AFG Holdings, Inc.(3)(14)(15)			13,348			$	264,023
Fieldwood Energy, Inc.(14)(15)			1,800				180
Fieldwood Energy, Inc.(14)(15)			7,794				779
McDermott International, Ltd.(14)(15)			71,257				171,017
Nine Point Energy Holdings, Inc.(3)(14)(16)			325				0
RDV Resources, Inc., Class A(3)(14)(15)			14,312				0
Samson Resources II, LLC, Class A(3)(15)			22,051				143,332
Sunrise Oil & Gas, Inc., Class A(14)(15)			5,690				39,830
						$	619,161
Publishing — 0.6%
ION Media Networks, Inc.(3)(14)(15)			2,155			$	1,398,595
Tweddle Group, Inc.(3)(14)(15)			889				2,418
						$	1,401,013
Radio and Television — 0.1%
Clear Channel Outdoor Holdings, Inc.(14)(15)			42,539			$	42,539
Cumulus Media, Inc., Class A(14)(15)			18,865				101,305
iHeartMedia, Inc., Class A(14)(15)			18,090				146,891
						$	290,735

29

Security		Shares				Value
Retailers (Except Food and Drug) — 0.0%(6)
David’s Bridal, LLC(3)(14)(15)			11,238			$	102,153
						$	102,153
Utilities — 0.1%
Longview Intermediate Holdings, LLC, Class A(3)(14)(15)			42,155			$	342,719
						$	342,719
Total Common Stocks (identified cost $4,798,572)						$	4,506,403
Convertible Preferred Stocks — 0.0%
Security		Shares				Value
Oil and Gas — 0.0%
Nine Point Energy Holdings, Inc., Series A, 12.00%(3)(12)(14)(16)			5			$	0
Total Convertible Preferred Stocks (identified cost $5,000)						$	0
Preferred Stocks — 0.1%
Security		Shares				Value
Financial Services — 0.0%(6)
DBI Investors, Inc., Series A-1(3)(14)(15)			531			$	42,655
						$	42,655
Nonferrous Metals/Minerals — 0.0%(6)
Acnr Holdings, Inc. (14)(15)			733			$	10,995
						$	10,995
Retailers (Except Food and Drug) — 0.1%
David’s Bridal, LLC, Series A, 8.00%(3)(12)(14)(15)			313			$	25,040
David’s Bridal, LLC, Series B, 10.00%(3)(12)(14)(15)			1,274				103,143
						$	128,183
Total Preferred Stocks (identified cost $103,143)						$	181,833
Closed-End Funds — 1.7%
Security		Shares				Value
BlackRock Floating Rate Income Strategies Fund, Inc.			49,400			$	568,100
Invesco Senior Income Trust			178,510				653,347
Nuveen Credit Strategies Income Fund			180,539				1,066,986
Nuveen Floating Rate Income Fund			73,198				608,275
Nuveen Floating Rate Income Opportunity Fund			51,054				418,643
Voya Prime Rate Trust			196,084				864,730
Total Closed-End Funds (identified cost $5,726,072)						$	4,180,081

30

Warrants — 0.0%
Security		Shares				Value
Retailers (Except Food and Drug) — 0.0%
David’s Bridal, LLC, Exp. 11/26/22(3)(14)(15)			2,169			$	0
Total Warrants (identified cost $0)						$	0
Miscellaneous — 0.0%(6)
Security		Shares				Value
Cable and Satellite Television — 0.0%
ACC Claims Holdings, LLC(3)			200,340			$	0
						$	0
Oil and Gas — 0.0%(6)
Paragon Offshore Finance Company, Class A(14)(15)			764			$	229
Paragon Offshore Finance Company, Class B(14)(15)			382				4,680
						$	4,909
Total Miscellaneous (identified cost $8,309)						$	4,909
Short-Term Investments — 1.6%
Description		Units				Value
Eaton Vance Cash Reserves Fund, LLC, 0.15%(17)			3,903,241			$	3,903,241
Total Short-Term Investments (identified cost $3,903,241)						$	3,903,241
Total Investments — 161.6% (identified cost $411,047,774)						$	395,905,158
Less Unfunded Loan Commitments — (0.2)%						$	(644,024	)
Net Investments — 161.4% (identified cost $410,403,750)						$	395,261,134
Other Assets, Less Liabilities — (46.0)%						$	(112,722,475	)
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (15.4)%						$	(37,600,000	)
Net Assets Applicable to Common Shares — 100.0%						$	244,938,659

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

* In U.S. dollars unless otherwise indicated.

31

(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. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

(2) Unfunded or partially unfunded loan commitments. The Trust may enter into certain loan agreements all or a portion of which may be unfunded. The Trust is obligated to fund these commitments at the borrower’s discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At September 30, 2020, the total value of unfunded loan commitments is $649,686.

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

(4) This Senior Loan will settle after September 30, 2020, at which time the interest rate will be determined.

(5) The stated interest rate represents the weighted average interest rate at September 30, 2020 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

(6) Amount is less than 0.05%.

(7) 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.

(8) Fixed-rate loan.

(9) Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At September 30, 2020, the aggregate value of these securities is $28,126,856 or 11.5% of the Trust’s net assets applicable to common shares.

(10) Security converts to variable rate after the indicated fixed-rate coupon period.

(11) Perpetual security with no stated maturity date but may be subject to calls by the issuer.

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

(13) Variable rate security. The stated interest rate represents the rate in effect at September 30, 2020.

(14) Non-income producing security.

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

(16) Restricted security.

(17) Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of September 30, 2020.

32

Forward Foreign Currency Exchange Contracts

Currency Purchased						Currency Sold								Counterparty		Settlement Date				Unrealized Appreciation				Unrealized (Depreciation)
USD			9,680,042				EUR				8,088,770			Standard Chartered Bank			10/2/20			$	196,366			$	—
USD			9,491,369				EUR				8,088,770			Standard Chartered Bank			11/3/20				1,429				—
USD			5,064,168				EUR				4,280,419			HSBC Bank USA, N.A.			11/30/20				39,465				—
USD			710,264				EUR				600,000			State Street Bank and Trust Company			11/30/20				5,935				—
USD			2,082,678				EUR				1,755,026			State Street Bank and Trust Company			11/30/20				22,486				—
USD			643,741				GBP				487,426			State Street Bank and Trust Company			11/30/20				14,611				—
																				$	280,292			$	—

Abbreviations:

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

Currency Abbreviations:

EUR		-		Euro
GBP		-		British Pound Sterling
USD		-		United States Dollar

33

The Trust is subject to foreign exchange risk in the normal course of pursuing its investment objective. Because the Trust holds foreign currency denominated investments, the value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Trust enters into forward foreign currency exchange contracts.

At September 30, 2020, the Trust had sufficient cash and/or securities to cover commitments under open derivative contracts.

At September 30, 2020, the value of the Trust’s investment in affiliated funds was $3,903,241, which represents 1.6% of the Trust’s net assets applicable to common shares. Transactions in affiliated funds by the Trust for the fiscal year to date ended September 30, 2020 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		$	14,529,910			$	102,195,250			$	(112,820,501	)		$	(1,418	)		$	—			$	3,903,241			$	5,115				3,903,241

Restricted Securities

At September 30, 2020, the Trust owned the following securities which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Trust has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.

Description		Date of Acquisition				Shares				Cost				Value
Common Stocks
Nine Point Energy Holdings, Inc.			7/15/14				325			$	15,070			$	0
Convertible Preferred Stocks
Nine Point Energy Holdings, Inc., Series A, 12.00%			5/26/17				5				5,000				0
Total Restricted Securities										$	20,070			$	0

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

• 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)

34

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.

35

At September 30, 2020, the hierarchy of inputs used in valuing the Trust’s investments and open derivative instruments, 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)		$	—			$	350,300,720			$	1,032,388			$	351,333,108
Corporate Bonds & Notes			—				12,114,412				—				12,114,412
Asset-Backed Securities			—				19,037,147				—				19,037,147
Common Stocks			650,803				1,136,407				2,719,193				4,506,403
Convertible Preferred Stocks			—				—				0				0
Preferred Stocks			—				10,995				170,838				181,833
Closed-End Funds			4,180,081				—				—				4,180,081
Warrants			—				—				0				0
Miscellaneous			—				4,909				0				4,909
Short-Term Investments			—				3,903,241				—				3,903,241
Total Investments		$	4,830,884			$	386,507,831			$	3,922,419			$	395,261,134
Forward Foreign Currency Exchange Contracts		$	—			$	280,292			$	—			$	280,292
Total		$	4,830,884			$	386,788,123			$	3,922,419			$	395,541,426

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

36

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended September 30, 2020 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.

37