NPORT-EX 2 NPORT_FH4B_49347075_0921.htm

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Eaton Vance

Senior Income Trust

September 30, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Asset-Backed Securities — 13.7%

Security		Principal Amount (000’s omitted)				Value
Allegany Park CLO, Ltd., Series 2019-1A, Class E, 6.909%, (3 mo. USD LIBOR + 6.78%), 1/20/33(1)(2)		$	450			$	450,884
Ares XXXIIR CLO, Ltd., Series 2014-32RA, Class D, 5.975%, (3 mo. USD LIBOR + 5.85%), 5/15/30(1)(2)			1,000				981,683
Ares XXXIV CLO, Ltd., Series 2015-2A, Class ER, 6.984%, (3 mo. USD LIBOR + 6.85%), 4/17/33(1)(2)			550				546,000
Bardot CLO, Ltd., Series 2019-2A, Class E, 7.088%, (3 mo. USD LIBOR + 6.95%), 10/22/32(1)(2)			500				500,156
Benefit Street Partners CLO XIX, Ltd., Series 2019-19A, Class E, 7.146%, (3 mo. USD LIBOR + 7.02%), 1/15/33(1)(2)			750				747,508
Benefit Street Partners CLO XVIII, Ltd., Series 2019-18A, Class E, 7.026%, (3 mo. USD LIBOR + 6.90%), 10/15/32(1)(2)			500				500,030
BlueMountain CLO XXVI, Ltd., Series 2019-26A, Class E, 7.834%, (3 mo. USD LIBOR + 7.70%), 10/20/32(1)(2)			1,000				1,000,684
Canyon Capital CLO, Ltd., Series 2019-2A, Class E, 7.276%, (3 mo. USD LIBOR + 7.15%), 10/15/32(1)(2)			400				400,129
Carlyle Global Market Strategies CLO, Ltd.:
Series 2012-3A, Class DR2, 6.633%, (3 mo. USD LIBOR + 6.50%), 1/14/32(1)(2)			600				551,549
Series 2015-5A, Class DR, 6.834%, (3 mo. USD LIBOR + 6.70%), 1/20/32(1)(2)			500				477,585
Cedar Funding X CLO, Ltd.:
Series 2019-10A, Class E, 7.134%, (3 mo. USD LIBOR + 7.00%), 10/20/32(1)(2)			500				500,131
Series 2019-10A, Class ER, (3 mo. USD LIBOR + 6.50%), 10/20/32(1)(3)			500				500,250
Fort Washington CLO, Ltd., Series 2019-1A, Class E, 7.384%, (3 mo. USD LIBOR + 7.25%), 10/20/32(1)(2)			500				500,090
Galaxy XV CLO, Ltd., Series 2013-15A, Class ER, 6.771%, (3 mo. USD LIBOR + 6.65%), 10/15/30(1)(2)			500				493,034
Galaxy XXI CLO, Ltd., Series 2015-21A, Class ER, 5.384%, (3 mo. USD LIBOR + 5.25%), 4/20/31(1)(2)			500				480,712
Golub Capital Partners CLO 23M, Ltd., Series 2015-23A, Class ER, 5.884%, (3 mo. USD LIBOR + 5.75%), 1/20/31(1)(2)			600				547,955
Kayne CLO 5, Ltd., Series 2019-5A, Class E, 6.825%, (3 mo. USD LIBOR + 6.70%), 7/24/32(1)(2)			500				500,132
Kayne CLO 7, Ltd., Series 2020-7A, Class E, 6.634%, (3 mo. USD LIBOR + 6.50%), 4/17/33(1)(2)			575				575,792
Madison Park Funding XXXVI, Ltd., Series 2019-36A, Class E, 7.376%, (3 mo. USD LIBOR + 7.25%), 1/15/33(1)(2)			250				250,248
Neuberger Berman Loan Advisers CLO 31, Ltd., Series 2019-31A, Class ER, 6.634%, (3 mo. USD LIBOR + 6.50%), 4/20/31(1)(2)			500				499,980
Neuberger Berman Loan Advisers CLO 33, Ltd., Series 2019-33A, Class E, 6.926%, (3 mo. USD LIBOR + 6.80%), 10/16/32(1)(2)			500				500,003
Palmer Square CLO, Ltd.:
Series 2013-2A, Class DRR, 5.984%, (3 mo. USD LIBOR + 5.85%), 10/17/31(1)(2)			450				443,076

1

Security		Principal Amount (000’s omitted)				Value
Series 2019-1A, Class D, 7.125%, (3 mo. USD LIBOR + 7.00%), 11/14/32(1)(2)		$	500			$	500,462
Regatta XII Funding, Ltd., Series 2019-1A, Class E, 6.976%, (3 mo. USD LIBOR + 6.85%), 10/15/32(1)(2)			300				300,002
Regatta XIV Funding, Ltd., Series 2018-3A, Class E, 6.075%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2)			300				289,137
Regatta XVI Funding, Ltd., Series 2019-2A, Class E, 7.126%, (3 mo. USD LIBOR + 7.00%), 1/15/33(1)(2)			500				500,497
Southwick Park CLO, LLC, Series 2019-4A, Class E, 6.834%, (3 mo. USD LIBOR + 6.70%), 7/20/32(1)(2)			1,000				1,000,278
Vibrant CLO X, Ltd., Series 2018-10A, Class D, 6.324%, (3 mo. USD LIBOR + 6.19%), 10/20/31(1)(2)			375				350,630
Vibrant CLO XI, Ltd., Series 2019-11A, Class D, 6.904%, (3 mo. USD LIBOR + 6.77%), 7/20/32(1)(2)			500				474,157
Voya CLO, Ltd., Series 2013-1A, Class DR, 6.606%, (3 mo. USD LIBOR + 6.48%), 10/15/30(1)(2)			1,000				929,488
Wellfleet CLO, Ltd., Series 2020-1A, Class D, 7.366%, (3 mo. USD LIBOR + 7.24%), 4/15/33(1)(2)			550				551,010
Total Asset-Backed Securities (identified cost $16,926,534)						$	16,843,272
Closed-End Funds — 3.2%
Security		Shares				Value
BlackRock Floating Rate Income Strategies Fund, Inc.			49,400			$	659,984
Invesco Senior Income Trust			178,510				794,369
Nuveen Credit Strategies Income Fund			180,539				1,184,336
Nuveen Floating Rate Income Fund			73,198				737,104
Nuveen Floating Rate Income Opportunity Fund			51,054				509,519
Total Closed-End Funds (identified cost $4,622,884)						$	3,885,312
Common Stocks — 2.0%
Security		Shares				Value
Aerospace and Defense — 0.1%
IAP Global Services, LLC(4)(5)(6)			29			$	141,798
						$	141,798
Electronics/Electrical — 0.2%
Skillsoft Corp.(4)(5)(6)(7)			25,137			$	291,849
						$	291,849
Oil and Gas — 0.5%
Nine Point Energy Holdings, Inc.(4)(6)(7)			325			$	0
QuarterNorth Energy, Inc.(4)(5)			6,392				672,758
						$	672,758
Radio and Television — 0.7%
Clear Channel Outdoor Holdings, Inc.(4)(5)			42,539			$	115,281

2

Security		Shares				Value
Cumulus Media, Inc., Class A(4)(5)			18,865			$	231,096
iHeartMedia, Inc., Class A(4)(5)			18,090				452,612
						$	798,989
Retailers (Except Food and Drug) — 0.1%
Phillips Pet Holding Corp.(4)(5)(6)			269			$	104,420
						$	104,420
Telecommunications — 0.4%
GEE Acquisition Holdings Corp.(4)(5)(6)			21,114			$	455,640
						$	455,640
Total Common Stocks (identified cost $2,322,225)						$	2,465,454
Convertible Preferred Stocks — 0.0%
Security		Shares				Value
Oil and Gas — 0.0%
Nine Point Energy Holdings, Inc., Series A, 12.00% (PIK)(4)(6)(7)			5			$	0
Total Convertible Preferred Stocks (identified cost $5,000)						$	0
Corporate Bonds — 2.3%
Security		Principal Amount (000’s omitted)				Value
Business Equipment and Services — 0.6%
Prime Security Services Borrower, LLC/Prime Finance, Inc.:
5.25%, 4/15/24(1)		$	325			$	347,035
5.75%, 4/15/26(1)			325				351,979
						$	699,014
Food Products — 0.5%
Del Monte Foods, Inc., 11.875%, 5/15/25(1)		$	500			$	564,508
						$	564,508
Radio and Television — 1.0%
Diamond Sports Group, LLC/Diamond Sports Finance Co., 5.375%, 8/15/26(1)		$	1,407			$	930,502
iHeartCommunications, Inc.:
6.375%, 5/1/26			102				108,076
8.375%, 5/1/27			185				198,407
						$	1,236,985
Telecommunications — 0.2%
Digicel International Finance, Ltd./Digicel International Holdings, Ltd., 8.75%, 5/25/24(1)		$	275			$	285,040
						$	285,040
Total Corporate Bonds (identified cost $2,880,561)						$	2,785,547

3

Senior Floating-Rate Loans — 124.4%⁽⁸⁾

Borrower/Description		Principal Amount* (000’s omitted)				Value
Aerospace and Defense — 1.8%
Aernnova Aerospace S.A.U.:
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 2/22/27		EUR	179			$	197,799
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 2/26/27		EUR	696				771,414
IAP Worldwide Services, Inc.:
Revolving Loan, 0.75%, 7/18/23(9)			161				161,868
Term Loan-Second Lien, 8.00%, (3 mo. USD LIBOR + 6.50%, Floor 1.50%), 7/18/23(6)			206				168,884
Spirit Aerosystems, Inc., Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 1/15/25			199				199,989
WP CPP Holdings, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 4/30/25			682				663,783
						$	2,163,737
Air Transport — 2.9%
AAdvantage Loyalty IP, Ltd., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 4/20/28			925			$	957,177
Air Canada, Term Loan, 4.25%, (6 mo. USD LIBOR + 3.50%, Floor 0.75%), 8/11/28			600				603,375
Brown Group Holding, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 6/7/28			598				598,690
Mileage Plus Holdings, LLC, Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), 6/21/27			350				372,021
United Airlines, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 4/21/28			997				1,006,607
						$	3,537,870
Automotive — 4.3%
Autokiniton US Holdings, Inc., Term Loan, 5.00%, (12 mo. USD LIBOR + 4.50%, Floor 0.50%), 4/6/28			748			$	749,934
Bright Bidco B.V., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/30/24			719				577,995
Chassix, Inc., Term Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), 11/15/23			626				617,805
Clarios Global, L.P., Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 4/30/26			930				926,978
Dayco Products, LLC, Term Loan, 4.371%, (3 mo. USD LIBOR + 4.25%), 5/19/23			479				466,931
Garrett LX I S.a.r.l., Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/30/28			350				350,437
Gates Global, LLC, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), 3/31/27			773				772,932
MajorDrive Holdings IV, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 4.00%, Floor 0.50%), 5/12/28			324				325,251
Wheel Pros, LLC, Term Loan, 5.25%, (1 mo. USD LIBOR + 4.50%, Floor 0.75%), 5/11/28			450				450,460
						$	5,238,723
Beverage and Tobacco — 1.3%
Arterra Wines Canada, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/24/27			496			$	496,922

4

Borrower/Description		Principal Amount* (000’s omitted)				Value
City Brewing Company, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 4/5/28			400			$	396,750
Triton Water Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.50%, Floor 0.50%), 3/31/28			748				748,008
						$	1,641,680
Brokerage/Securities Dealers/Investment Houses — 0.4%
Hudson River Trading, LLC, Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 3/20/28			474			$	471,885
						$	471,885
Building and Development — 5.1%
Advanced Drainage Systems, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 7/31/26			0	(10)		$	375
American Residential Services, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/15/27			273				273,108
Cornerstone Building Brands, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/12/28			423				422,831
CP Atlas Buyer, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 11/23/27			572				571,455
MI Windows and Doors, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/18/27			223				224,080
Northstar Group Services, Inc., Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), 11/12/26			613				616,348
Park River Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 12/28/27			324				323,107
Quikrete Holdings, Inc., Term Loan, 1/31/27(11)			1,000				997,986
Standard Industries, Inc., Term Loan, 9/22/28(11)			450				450,813
Werner FinCo L.P., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 7/24/24			528				529,682
WireCo WorldGroup, Inc.:
Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/30/23			1,360				1,363,054
Term Loan-Second Lien, 9.158%, (6 mo. USD LIBOR + 9.00%), 9/30/24			490				487,366
						$	6,260,205
Business Equipment and Services — 15.3%
AlixPartners, LLP, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/4/28		EUR	249			$	287,619
AppLovin Corporation, Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 8/15/25			648				648,333
Belfor Holdings, Inc., Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 4/6/26			244				245,291
Blitz 20-487 GmbH, Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 4/28/28		EUR	375				434,076
Bracket Intermediate Holding Corp., Term Loan, 4.395%, (3 mo. USD LIBOR + 4.25%), 9/5/25			412				412,078
Brand Energy & Infrastructure Services, Inc., Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 6/21/24			1,716				1,704,886
Camelot U.S. Acquisition 1 Co., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/30/26			546				548,036
Employbridge, LLC, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 7/14/28			450				447,328
Garda World Security Corporation, Term Loan, 4.34%, (1 mo. USD LIBOR + 4.25%), 10/30/26			1,495				1,498,493

5

Borrower/Description		Principal Amount* (000’s omitted)				Value
Grab Holdings, Inc., Term Loan, 5.50%, (6 mo. USD LIBOR + 4.50%, Floor 1.00%), 1/29/26			1,144			$	1,155,692
Greeneden U.S. Holdings II, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27			723				726,207
Hillman Group, Inc. (The):
Term Loan, 1.525%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 7/14/28(9)			38				37,959
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 7/14/28			159				158,478
Intrado Corp., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 10/10/24			452				445,624
IRI Holdings, Inc., Term Loan, 4.334%, (1 mo. USD LIBOR + 4.25%), 12/1/25			773				773,427
Ivanti Software, Inc.:
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27			348				349,665
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/1/27			1,318				1,323,813
KUEHG Corp., Term Loan-Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), 8/22/25			200				200,167
LGC Group Holdings, Ltd., Term Loan, 3.00%, (1 mo. EURIBOR + 3.00%), 4/21/27		EUR	225				256,231
Loire Finco Luxembourg S.a.r.l., Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 4/21/27			148				145,264
MedAssets Software Intermediate Holdings, Inc., Term Loan, 4.50%, (USD LIBOR + 3.75%, Floor 0.75%), 1/28/28(12)			224				224,753
Monitronics International, Inc., Term Loan, 7.75%, (1 mo. USD LIBOR + 6.50%, Floor 1.25%), 3/29/24			358				352,396
Nielsen Consumer, Inc.:
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 3/6/28		EUR	199				231,616
Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 3/6/28			348				349,643
Pike Corporation, Term Loan, 3.09%, (1 mo. USD LIBOR + 3.00%), 1/21/28			240				240,026
SITEL Worldwide Corporation, Term Loan, 8/28/28(11)			400				401,000
Skopima Merger Sub, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 4.00%, Floor 0.50%), 5/12/28			525				523,031
SMG US Midco 2, Inc., Term Loan, 2.616%, (USD LIBOR + 2.50%), 1/23/25(12)			121				118,853
Sotheby’s, Term Loan, 5.00%, (3 mo. USD LIBOR + 4.50%, Floor 0.50%), 1/15/27			206				207,338
Spin Holdco, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 3/4/28			2,040				2,047,717
West Corporation, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 10/10/24			1,890				1,853,511
Zephyr Bidco Limited, Term Loan, 4.799%, (1 mo. GBP LIBOR + 4.75%), 7/23/25		GBP	350				470,345
						$	18,818,896
Cable and Satellite Television — 2.0%
Altice France S.A., Term Loan, 3.814%, (3 mo. USD LIBOR + 3.69%), 1/31/26			339			$	337,299
Numericable Group S.A., Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 7/31/25		EUR	215				245,015
Virgin Media Bristol, LLC, Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 1/31/29			1,825				1,828,042
						$	2,410,356

6

Borrower/Description		Principal Amount* (000’s omitted)				Value
Chemicals and Plastics — 6.7%
Aruba Investments, Inc.:
Term Loan, 4.00%, (6 mo. EURIBOR + 4.00%), 11/24/27		EUR	249			$	289,220
Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/24/27			348				349,774
Atotech B.V., Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), 3/18/28		EUR	150				172,938
Charter NEX US, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/1/27			224				224,652
Chemours Company (The), Term Loan, 2.50%, (3 mo. EURIBOR + 2.00%, Floor 0.50%), 4/3/25		EUR	280				322,788
CPC Acquisition Corp., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/29/27			373				372,425
Ferro Corporation:
Term Loan, 2.382%, (3 mo. USD LIBOR + 2.25%), 2/14/24			70				69,778
Term Loan, 2.382%, (3 mo. USD LIBOR + 2.25%), 2/14/24			71				71,295
Term Loan, 2.382%, (3 mo. USD LIBOR + 2.25%), 2/14/24			86				85,946
Gemini HDPE, LLC, Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 12/31/27			366				367,038
Groupe Solmax, Inc., Term Loan, 5.50%, (2 mo. USD LIBOR + 4.75%, Floor 0.75%), 5/29/28			449				449,156
Hexion, Inc., Term Loan, 3.65%, (3 mo. USD LIBOR + 3.50%), 7/1/26			342				342,553
Illuminate Buyer, LLC, Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 6/30/27			354				354,335
INEOS Enterprises Holdings US Finco, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 8/28/26			101				101,081
INEOS Styrolution US Holding, LLC, Term Loan, 1/29/26(11)			1,000				1,001,625
Lonza Group AG, Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), 7/3/28			648				650,705
LSF11 Skyscraper Holdco S.a.r.l., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 9/29/27			274				274,140
Momentive Performance Materials, Inc., Term Loan, 3.34%, (1 mo. USD LIBOR + 3.25%), 5/15/24			220				219,869
Orion Engineered Carbons GmbH, Term Loan, 9/24/28(11)			100				100,630
PMHC II, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 3/31/25			806				802,152
Pregis TopCo Corporation, Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 7/31/26			295				295,210
Pretium PKG Holdings, Inc.:
Term Loan, 10/2/28(11)			150				150,406
Term Loan-Second Lien, 10/1/29(11)			100				100,500
Rohm Holding GmbH, Term Loan, 4.904%, (6 mo. USD LIBOR + 4.75%), 7/31/26			449				448,995
Solenis Holdings, LLC, Term Loan, 4.00%, (EURIBOR + 4.00%), 6/26/25(12)		EUR	124				144,007
Venator Materials Corporation, Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 8/8/24			168				166,110
W.R. Grace & Co.-Conn., Term Loan, 9/22/28(11)			300				301,406
						$	8,228,734

7

Borrower/Description		Principal Amount* (000’s omitted)				Value
Conglomerates — 0.1%
Penn Engineering & Manufacturing Corp., Term Loan, 3.50%, (3 mo. USD LIBOR + 2.50%, Floor 1.00%), 6/27/24			83			$	83,232
						$	83,232
Containers and Glass Products — 1.2%
Berlin Packaging, LLC, Term Loan, 4.25%, (USD LIBOR + 3.75%, Floor 0.50%), 3/11/28(12)			225			$	224,779
Libbey Glass, Inc., Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 11/13/25			347				361,059
Reynolds Group Holdings, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 9/20/28			250				249,824
TricorBraun Holdings, Inc.:
Term Loan, 3.421%, (USD LIBOR + 3.25%, Floor 0.50%), 3/3/28(9)(12)			55				54,804
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/3/28			244				243,246
Trident TPI Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/17/24			361				361,593
						$	1,495,305
Drugs — 4.2%
Akorn, Inc., Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 10/1/25			419			$	426,148
Alkermes, Inc., Term Loan, 3.00%, (3 mo. USD LIBOR + 2.50%, Floor 0.50%), 3/9/26			184				183,597
Bausch Health Companies, Inc., Term Loan, 3.084%, (1 mo. USD LIBOR + 3.00%), 6/2/25			600				599,925
Cambrex Corporation, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 12/4/26			149				149,247
Curia Global, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 8/30/26			686				687,638
Jazz Financing Lux S.a.r.l., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 5/5/28			748				749,995
Mallinckrodt International Finance S.A.:
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.25%, Floor 0.75%), 9/24/24			824				781,158
Term Loan, 6.25%, (1 mo. USD LIBOR + 5.50%, Floor 0.75%), 2/24/25			1,350				1,285,236
Nidda Healthcare Holding AG, Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 8/21/26		EUR	275				315,361
						$	5,178,305
Ecological Services and Equipment — 1.7%
EnergySolutions, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 5/9/25			1,742			$	1,742,391
GFL Environmental, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 5/30/25			25				24,894
TruGreen Limited Partnership, Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 11/2/27			298				298,382
						$	2,065,667

8

Borrower/Description		Principal Amount* (000’s omitted)				Value
Electronics/Electrical — 28.0%
Allegro Microsystems, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 9/30/27			21			$	21,154
AQA Acquisition Holding, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.25%, Floor 0.50%), 3/3/28			424				426,057
Astra Acquisition Corp., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 3/1/27			395				396,990
Banff Merger Sub, Inc.:
Term Loan, 3.882%, (3 mo. USD LIBOR + 3.75%), 10/2/25			1,496				1,489,141
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 10/2/25		EUR	122				141,372
Term Loan-Second Lien, 2/27/26(11)			225				227,742
Barracuda Networks, Inc., Term Loan-Second Lien, 7.50%, (3 mo. USD LIBOR + 6.75%, Floor 0.75%), 10/30/28			200				202,833
Buzz Merger Sub, Ltd.:
Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 1/29/27			271				270,706
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 1/29/27			27				26,823
Celestica, Inc., Term Loan, 2.586%, (1 mo. USD LIBOR + 2.50%), 6/27/25			87				87,000
CentralSquare Technologies, LLC, Term Loan, 3.882%, (3 mo. USD LIBOR + 3.75%), 8/29/25			1,567				1,458,310
Cloudera, Inc.:
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), 12/22/27			299				298,538
Term Loan, 10/8/28(11)			700				700,218
Term Loan-Second Lien, 10/8/29(11)			200				200,000
Cohu, Inc., Term Loan, 3.172%, (6 mo. USD LIBOR + 3.00%), 10/1/25			115				114,987
Concorde Midco, Ltd., Term Loan, 4.00%, (6 mo. EURIBOR + 4.00%), 3/1/28		EUR	250				289,949
Constant Contact, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), 2/10/28			923				924,139
Creation Holdings, Inc., Term Loan, 9/14/28(11)			250				249,063
Delta TopCo, Inc., Term Loan-Second Lien, 8.00%, (6 mo. USD LIBOR + 7.25%, Floor 0.75%), 12/1/28			1,000				1,012,500
E2open, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 2/4/28			424				424,467
ECI Macola Max Holdings, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/9/27			596				596,643
Electro Rent Corporation, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 1/31/24			1,493				1,496,801
Epicor Software Corporation, Term Loan-Second Lien, 8.75%, (1 mo. USD LIBOR + 7.75%, Floor 1.00%), 7/31/28			375				386,602
Hyland Software, Inc., Term Loan-Second Lien, 7.00%, (1 mo. USD LIBOR + 6.25%, Floor 0.75%), 7/7/25			1,787				1,809,506
Imperva, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 1/12/26			297				297,917
Informatica, LLC:
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/25/27		EUR	123				142,105
Term Loan-Second Lien, 7.125%, 2/25/25(13)			750				762,188
MA FinanceCo., LLC:
Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 6/21/24			67				66,695
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 6/5/25			829				835,872
Magenta Buyer, LLC:
Term Loan, 5.75%, (3 mo. USD LIBOR + 5.00%, Floor 0.75%), 7/27/28			2,075				2,078,113
Term Loan-Second Lien, 9.00%, (3 mo. USD LIBOR + 8.25%, Floor 0.75%), 7/27/29			550				549,313

9

Borrower/Description		Principal Amount* (000’s omitted)				Value
Marcel LUX IV S.a.r.l., Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/31/27			50			$	50,244
Mavenir Systems, Inc., Term Loan, 5.25%, (3 mo. USD LIBOR + 4.75%, Floor 0.50%), 8/13/28			100				100,333
Mirion Technologies, Inc., Term Loan, 4.132%, (3 mo. USD LIBOR + 4.00%), 3/6/26			1,234				1,238,034
Panther Commercial Holdings L.P., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.25%, Floor 0.50%), 1/7/28			324				325,808
PointClickCare Technologies, Inc., Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), 12/29/27			299				298,873
Poseidon Intermediate, LLC, Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 8/18/25			100				99,825
RealPage, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/24/28			1,625				1,621,492
Redstone Holdco 2 L.P., Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 4/27/28			700				690,958
Renaissance Holding Corp., Term Loan-Second Lien, 7.084%, (1 mo. USD LIBOR + 7.00%), 5/29/26			1,075				1,081,181
Riverbed Technology, Inc., Term Loan-Second Lien, 12.00%, (3 mo. USD LIBOR + 11.00%, Floor 1.00%), 7.50% cash, 4.50% PIK, 12/31/26			6				4,168
Seattle Spinco, Inc., Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 6/21/24			454				450,406
Sophia L.P., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 10/7/27			599				601,430
Sovos Compliance, LLC:
Term Loan, 0.00%, 8/11/28(9)			40				40,794
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.50%, Floor 0.50%), 8/11/28			235				236,226
SurveyMonkey, Inc., Term Loan, 3.83%, (1 week USD LIBOR + 3.75%), 10/10/25			462				461,211
Symplr Software, Inc., Term Loan, 5.25%, (3 mo. USD LIBOR + 4.50%, Floor 0.75%), 12/22/27			398				399,841
Tibco Software, Inc., Term Loan-Second Lien, 7.34%, (1 mo. USD LIBOR + 7.25%), 3/3/28			2,250				2,278,125
TTM Technologies, Inc., Term Loan, 2.586%, (1 mo. USD LIBOR + 2.50%), 9/28/24			64				64,378
Turing Midco, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 3/23/28			171				171,188
Uber Technologies, Inc., Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 4/4/25			1,501				1,502,208
Ultimate Software Group, Inc. (The):
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 5/4/26			1,082				1,085,440
Term Loan-Second Lien, 7.50%, (3 mo. USD LIBOR + 6.75%, Floor 0.75%), 5/3/27			125				127,448
Valkyr Purchaser, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/29/27			373				373,825
Verisure Holding AB, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 3/27/28		EUR	375				432,549
Veritas US, Inc.:
Term Loan, 5.75%, (3 mo. EURIBOR + 4.75%, Floor 1.00%), 9/1/25		EUR	149				173,284
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/1/25			1,213				1,220,353

10

Borrower/Description		Principal Amount* (000’s omitted)				Value
Vision Solutions, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 4/24/28			750			$	749,766
Zebra Buyer, LLC, Term Loan, 4/21/28(11)			450				452,025
						$	34,315,157
Equipment Leasing — 0.3%
Boels Topholding B.V., Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/6/27		EUR	275			$	318,297
						$	318,297
Financial Intermediaries — 1.1%
Edelman Financial Center, LLC, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 4/7/28			449			$	448,554
EIG Management Company, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/22/25			121				120,625
Focus Financial Partners, LLC:
Term Loan, 6/24/28(11)			94				93,387
Term Loan, 7/1/28(11)			406				404,676
GreenSky Holdings, LLC, Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 3/29/25			222				222,743
Mariner Wealth Advisors, LLC:
Term Loan, 0.00%, 8/18/28(9)			16				15,586
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 8/18/28			109				109,101
						$	1,414,672
Food Products — 0.8%
8th Avenue Food & Provisions, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 10/1/25			150			$	148,500
Monogram Food Solutions, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 4.00%, Floor 0.50%), 8/28/28			125				125,313
Shearer’s Foods, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 9/23/27			198				198,031
Simply Good Foods USA, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/7/24			122				122,417
United Petfood Group B.V., Term Loan, 3.25%, (6 mo. EURIBOR + 3.25%), 4/23/28		EUR	350				403,395
						$	997,656
Food Service — 0.7%
Ai Aqua Merger Sub, Inc.:
Term Loan, 7/31/28(11)			67			$	66,933
Term Loan, 7/31/28(11)			533				535,467
Sovos Brands Intermediate, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 6/8/28			292				292,276
						$	894,676
Food/Drug Retailers — 0.4%
L1R HB Finance Limited:
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), 8/9/24		EUR	200			$	221,319
Term Loan, 5.326%, (3 mo. GBP LIBOR + 5.25%), 9/2/24		GBP	200				255,475
						$	476,794

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			574			$	575,474
						$	575,474
Health Care — 11.8%
Accelerated Health Systems, LLC, Term Loan, 3.586%, (1 mo. USD LIBOR + 3.50%), 10/31/25			243			$	242,365
AEA International Holdings (Lux) S.a.r.l., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 8/5/28			275				275,344
Bayou Intermediate II, LLC, Term Loan, 5.25%, (3 mo. USD LIBOR + 4.50%, Floor 0.75%), 8/2/28			400				401,500
Biogroup-LCD, Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 1/28/28		EUR	125				144,374
BW NHHC Holdco, Inc., Term Loan, 5.125%, (3 mo. USD LIBOR + 5.00%), 5/15/25			1,047				928,050
Cano Health, LLC, Term Loan, 5.25%, (6 mo. USD LIBOR + 4.50%, Floor 0.75%), 11/19/27			251				251,152
CCRR Parent, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/6/28			224				224,925
Certara L.P., Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 8/15/26			480				479,240
CHG Healthcare Services, Inc., Term Loan, 9/29/28(11)			275				275,000
CryoLife, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/1/27			217				217,104
Envision Healthcare Corporation, Term Loan, 3.834%, (1 mo. USD LIBOR + 3.75%), 10/10/25			1,163				1,037,630
eResearchTechnology, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/4/27			149				150,177
GHX Ultimate Parent Corporation, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 6/28/24			432				432,517
Hanger, Inc., Term Loan, 3.584%, (1 mo. USD LIBOR + 3.50%), 3/6/25			483				482,575
IQVIA, Inc., Term Loan, 1.834%, (1 mo. USD LIBOR + 1.75%), 3/7/24			299				298,241
Medical Solutions, LLC, Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 6/14/24			1,788				1,791,782
Midwest Physician Administrative Services, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), 3/12/28			249				247,765
Pacific Dental Services, LLC, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 5/5/28			274				275,470
Phoenix Guarantor, Inc., Term Loan, 3.336%, (1 mo. USD LIBOR + 3.25%), 3/5/26			748				744,589
Project Ruby Ultimate Parent Corp., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 3/3/28			547				546,951
Radiology Partners, Inc., Term Loan, 4.334%, (1 mo. USD LIBOR + 4.25%), 7/9/25			150				150,073
Sotera Health Holdings, LLC, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 12/11/26			300				298,875
Sound Inpatient Physicians, Term Loan, 2.834%, (1 mo. USD LIBOR + 2.75%), 6/27/25			218				216,968
Sunshine Luxembourg VII S.a.r.l., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 10/1/26			547				549,347
Surgery Center Holdings, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 8/31/26			723				725,242

12

Borrower/Description		Principal Amount* (000’s omitted)				Value
Synlab Bondco PLC, Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), 7/1/27		EUR	150			$	173,160
Team Health Holdings, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 2/6/24			1,319				1,289,381
U.S. Anesthesia Partners, Inc., Term Loan, 10/1/28(11)			525				526,385
US Radiology Specialists, Inc., Term Loan, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), 12/10/27			397				399,304
Verscend Holding Corp., Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 8/27/25			710				711,477
						$	14,486,963
Home Furnishings — 2.1%
Conair Holdings, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 5/17/28			600			$	601,187
Mattress Firm, Inc., Term Loan, 5.00%, (6 mo. USD LIBOR + 4.25%, Floor 0.75%), 9/25/28			325				324,899
Serta Simmons Bedding, LLC:
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23			521				526,816
Term Loan-Second Lien, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23			1,193				1,136,655
						$	2,589,557
Industrial Equipment — 5.2%
Alliance Laundry Systems, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/8/27			540			$	541,164
American Trailer World Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/3/28			274				273,341
Delachaux Group S.A.:
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 4/16/26		EUR	172				199,933
Term Loan, 4.629%, (3 mo. USD LIBOR + 4.50%), 4/16/26			221				220,776
DexKo Global, Inc.:
Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), 7/24/24		EUR	144				167,138
Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), 7/24/24		EUR	361				417,849
Term Loan, 9/22/28(11)			32				31,840
Term Loan, 9/22/28(11)		EUR	70				80,227
Term Loan, 9/22/28(11)		EUR	134				154,275
Term Loan, 9/23/28(11)		EUR	22				24,823
Term Loan, 9/23/28(11)			168				167,160
DXP Enterprises, Inc., Term Loan, 5.75%, (1 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/16/27			248				248,358
Dynacast International, LLC, Term Loan, 10.25%, (3 mo. USD LIBOR + 9.25%, Floor 1.00%), 10/22/25			164				169,641
Engineered Machinery Holdings, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 5/19/28			896				896,624
Filtration Group Corporation, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/29/25			173				173,807
GrafTech Finance, Inc., Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 2/12/25			797				798,707
Granite Holdings US Acquisition Co., Term Loan, 4.132%, (3 mo. USD LIBOR + 4.00%), 9/30/26			546				546,222
LTI Holdings, Inc.:
Term Loan, 4.75%, 7/24/26(9)			103				103,082
Term Loan, 4.834%, (1 mo. USD LIBOR + 4.75%), 7/24/26			171				171,374

13

Borrower/Description		Principal Amount* (000’s omitted)				Value
Vertical US Newco, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.50%, Floor 0.50%), 7/30/27			594			$	595,879
Zephyr German BidCo GmbH, Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), 3/10/28		EUR	300				346,723
						$	6,328,943
Insurance — 0.5%
NFP Corp., Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 2/15/27			598			$	593,369
						$	593,369
Leisure Goods/Activities/Movies — 6.0%
AMC Entertainment Holdings, Inc., Term Loan, 3.083%, (1 mo. USD LIBOR + 3.00%), 4/22/26			829			$	771,551
Amer Sports Oyj, Term Loan, 4.50%, (6 mo. EURIBOR + 4.50%), 3/30/26		EUR	800				928,900
Carnival Corporation, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), 6/30/25			617				615,645
ClubCorp Holdings, Inc., Term Loan, 2.882%, (3 mo. USD LIBOR + 2.75%), 9/18/24			399				376,021
Crown Finance US, Inc.:
Term Loan, 3.50%, (6 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/28/25			937				774,888
Term Loan, 3.75%, (6 mo. USD LIBOR + 2.75%, Floor 1.00%), 9/30/26			689				562,790
Term Loan, 15.25%, 7.00% cash, 8.25% PIK, 5/23/24(13)			344				427,167
Lindblad Expeditions, Inc.:
Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 4.75% cash, 1.25% PIK, 3/27/25			173				163,098
Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 4.75% cash, 1.25% PIK, 3/27/25			690				652,390
Sandy BidCo B.V., Term Loan, 9/16/28(11)		EUR	275				319,293
SeaWorld Parks & Entertainment, Inc., Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 8/25/28			225				224,663
Steinway Musical Instruments, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/14/25			91				90,514
Vue International Bidco PLC, Term Loan, 4.75%, (6 mo. EURIBOR + 4.75%), 7/3/26		EUR	1,333				1,456,792
						$	7,363,712
Lodging and Casinos — 1.3%
Boyd Gaming Corporation, Term Loan, 2.322%, (1 week USD LIBOR + 2.25%), 9/15/23			298			$	297,776
Oravel Stays Singapore Pte. Ltd., Term Loan, 9.00%, (3 mo. USD LIBOR + 8.25%, Floor 0.75%), 6/23/26			274				289,400
Raptor Acquisition Corp., Term Loan, 11/1/26(11)			450				451,594
Sportradar Capital S.a.r.l., Term Loan, 4.25%, (6 mo. EURIBOR + 4.25%), 11/22/27		EUR	250				291,095
Twin River Worldwide Holdings, Inc., Term Loan, 8/6/28(11)			300				300,305
						$	1,630,170
Nonferrous Metals/Minerals — 0.3%
Oxbow Carbon, LLC, Term Loan, 5.00%, (1 mo. USD LIBOR + 4.25%, Floor 0.75%), 10/13/25			333			$	334,163
						$	334,163

14

Borrower/Description		Principal Amount* (000’s omitted)				Value
Oil and Gas — 5.9%
Ameriforge Group, Inc., Term Loan, 14.00%, (1 mo. USD LIBOR + 13.00%, Floor 1.00%), 12/31/23			0	(10)		$	24
Apergy Corporation, Term Loan, 2.625%, (1 mo. USD LIBOR + 2.50%), 5/9/25			59				58,840
Centurion Pipeline Company, LLC:
Term Loan, 3.334%, (1 mo. USD LIBOR + 3.25%), 9/29/25			122				119,739
Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 9/28/25			99				97,513
CITGO Holding, Inc., Term Loan, 8.00%, (6 mo. USD LIBOR + 7.00%, Floor 1.00%), 8/1/23			1,107				1,094,274
CITGO Petroleum Corporation, Term Loan, 7.25%, (6 mo. USD LIBOR + 6.25%, Floor 1.00%), 3/28/24			2,187				2,194,801
CQP Holdco L.P., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 6/5/28			274				273,695
Delek US Holdings, Inc., Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), 3/31/25			2,740				2,761,236
Oryx Midstream Services Permian Basin, LLC, Term Loan, 10/5/28(11)			200				199,000
QuarterNorth Energy Holding, Inc., Term Loan-Second Lien, 9.00%, (3 mo. USD LIBOR + 8.00%, Floor 1.00%), 8/27/26			378				380,013
						$	7,179,135
Publishing — 2.1%
Adevinta ASA:
Term Loan, 3.25%, (3 mo. EURIBOR+ 3.25%), 6/26/28		EUR	575			$	666,606
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), 6/26/28			150				149,952
Alchemy Copyrights, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 3/10/28			223				223,311
Ascend Learning, LLC:
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 7/12/24			528				528,578
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/12/24			198				198,520
Getty Images, Inc., Term Loan, 4.625%, (1 mo. USD LIBOR + 4.50%), 2/19/26			770				770,500
						$	2,537,467
Radio and Television — 1.4%
Gray Television, Inc.:
Term Loan, 2.336%, (1 mo. USD LIBOR + 2.25%), 2/7/24			116			$	115,853
Term Loan, 2.586%, (1 mo. USD LIBOR + 2.50%), 1/2/26			276				275,530
Hubbard Radio, LLC, Term Loan, 5.25%, (1 mo. USD LIBOR + 4.25%, Floor 1.00%), 3/28/25			250				250,385
Nexstar Broadcasting, Inc., Term Loan, 2.586%, (1 mo. USD LIBOR + 2.50%), 9/18/26			216				215,744
Sinclair Television Group, Inc., Term Loan, 2.59%, (1 mo. USD LIBOR + 2.50%), 9/30/26			294				289,443
Univision Communications, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 3/15/26			599				598,407
						$	1,745,362

15

Borrower/Description		Principal Amount* (000’s omitted)				Value
Retailers (Except Food and Drug) — 3.2%
CNT Holdings I Corp., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/8/27			348			$	348,903
Great Outdoors Group, LLC, Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/6/28			1,290				1,298,180
Harbor Freight Tools USA, Inc., Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 10/19/27			1,000				1,000,739
PetSmart, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/11/28			1,000				1,003,750
Phillips Feed Service, Inc., Term Loan, 8.00%, (3 mo. USD LIBOR + 7.00%, Floor 1.00%), 11/13/24(6)			50				39,923
Pier 1 Imports (U.S.), Inc., Term Loan, 0.00%, 4/30/22(6)(14)			6				5,152
Protective Industrial Products, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 1/20/28			274				274,312
						$	3,970,959
Steel — 0.7%
Neenah Foundry Company, Term Loan, 10.00%, (1 mo. USD LIBOR + 9.00%, Floor 1.00%), 12/13/22			134			$	123,916
Phoenix Services International, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/1/25			386				383,587
TMS International Corp., Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), 8/14/24(12)			124				124,218
Zekelman Industries, Inc., Term Loan, 2.083%, (1 mo. USD LIBOR + 2.00%), 1/24/27			291				288,624
						$	920,345
Telecommunications — 4.5%
Avaya, Inc., Term Loan, 4.084%, (1 mo. USD LIBOR + 4.00%), 12/15/27			100			$	100,250
GEE Holdings 2, LLC:
Term Loan, 9.00%, (3 mo. USD LIBOR + 8.00%, Floor 1.00%), 3/24/25			186				186,804
Term Loan-Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), 2.50% cash, 6.75% PIK, 3/23/26			371				339,863
Intelsat Jackson Holdings S.A.:
DIP Loan, 5.392%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 10/13/22(9)			625				628,125
Term Loan, 8.00%, (USD Prime + 4.75%), 11/27/23			650				658,937
Term Loan, 8.75%, (USD Prime + 5.50%), 1/2/24			850				867,000
IPC Corp., Term Loan, 8.75%, 8/6/21(13)(14)			557				552,692
Onvoy, LLC, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/10/24			1,692				1,692,924
Syniverse Holdings, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 3/9/23			458				458,931
						$	5,485,526
Utilities — 0.6%
USIC Holdings, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 5/12/28			700			$	700,218
						$	700,218
Total Senior Floating-Rate Loans (identified cost $151,362,982)						$	152,453,210

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Warrants — 0.4%

Security		Shares				Value
Health Care — 0.0%
THAIHOT Investment Company US Limited, Exp. 10/13/27 (Contingent Warrants)(4)(5)(6)			599			$	0
						$	0
Leisure Goods/Activities/Movies — 0.0%(15)
Cineworld Group PLC, Exp. 11/23/25(4)(5)			102,872			$	51,549
						$	51,549
Oil and Gas — 0.4%
QuarterNorth Energy, Inc., Exp. 8/27/28(4)(5)			4,004			$	421,421
						$	421,421
Total Warrants (identified cost $0)						$	472,970
Miscellaneous — 0.0%
Security		Shares				Value
Cable and Satellite Television — 0.0%
ACC Claims Holdings, LLC(6)			200,340			$	0
Total Miscellaneous (identified cost $0)						$	0
Short-Term Investments — 0.8%
Description		Units				Value
Eaton Vance Cash Reserves Fund, LLC, 0.05%(16)			1,002,257			$	1,002,257
Total Short-Term Investments (identified cost $1,002,257)						$	1,002,257
Total Investments — 146.8% (identified cost $179,122,443)						$	179,908,022
Less Unfunded Loan Commitments — (0.4)%						$	(500,147	)
Net Investments — 146.4% (identified cost $178,622,296)						$	179,407,875
Other Assets, Less Liabilities — (15.7)%						$	(19,271,162	)
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (30.7)%						$	(37,600,401	)
Net Assets Applicable to Common Shares — 100.0%						$	122,536,312

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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.

(1) Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At September 30, 2021, the aggregate value of these securities is $19,322,336 or 15.8% of the Trust’s net assets applicable to common shares.

(2) Variable rate security. The stated interest rate represents the rate in effect at September 30, 2021.

(3) When-issued, variable rate security whose interest rate will be determined after September 30, 2021.

(4) Non-income producing security.

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

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

(7) Restricted security.

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

(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 September 30, 2021, the total value of unfunded loan commitments is $499,519.

(10) Principal amount is less than $500.

(11) This Senior Loan will settle after September 30, 2021, at which time the interest rate will be determined.

(12) The stated interest rate represents the weighted average interest rate at September 30, 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.

(13) Fixed-rate loan.

(14) 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.

(15) Amount is less than 0.05%.

(16) 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, 2021.

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Forward Foreign Currency Exchange Contracts

Currency Purchased						Currency Sold						Counterparty		Settlement Date				Unrealized Appreciation				Unrealized (Depreciation)
EUR			1,134,653			USD			1,344,939			HSBC Bank USA, N.A.			10/4/21			$	—			$	(30,613	)
EUR			7,299,269			USD			8,459,488			Standard Chartered Bank			10/4/21				—				(4,380	)
USD			9,961,950			EUR			8,433,922			Standard Chartered Bank			10/4/21				192,517				—
EUR			1,129,896			USD			1,340,945			Standard Chartered Bank			10/29/21				—				(31,519	)
USD			659,742			EUR			560,088			State Street Bank and Trust Company			10/29/21				10,661				—
USD			1,308,688			EUR			1,099,565			State Street Bank and Trust Company			10/29/21				34,412				—
USD			19,994			GBP			14,524			State Street Bank and Trust Company			10/29/21				424				—
USD			772,902			GBP			555,635			State Street Bank and Trust Company			10/29/21				24,216				—
USD			8,463,941			EUR			7,299,269			Standard Chartered Bank			11/2/21				4,242				—
USD			4,047,225			EUR			3,423,465			HSBC Bank USA, N.A.			11/30/21				77,381				—
																		$	343,853			$	(66,512	)

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

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, 2021, the Trust had sufficient cash and/or securities to cover commitments under open derivative contracts.

At September 30, 2021, the value of the Trust’s investment in affiliated funds was $1,002,257, which represents 0.8% 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, 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		$	5,030,292			$	173,205,330			$	(177,233,365	)		$	72			$	(72	)		$	1,002,257			$	4,783				1,002,257

Restricted Securities

At September 30, 2021, the Trust owned the following securities (representing 0.2% of net assets applicable to common shares) 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.

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Description		Date of Acquisition				Shares				Cost				Value
Common Stocks
Nine Point Energy Holdings, Inc.			7/15/14				325			$	15,070			$	0
Skillsoft Corp.			6/23/21				25,137				251,373				291,849
Convertible Preferred Stocks
Nine Point Energy Holdings, Inc., Series A, 12.00% (PIK)			5/26/17				5				5,000				0
Total Restricted Securities										$	271,443			$	291,849

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 September 30, 2021, 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
Asset-Backed Securities		$	—			$	16,843,272			$	—			$	16,843,272
Closed-End Funds			3,885,312				—				—				3,885,312
Common Stocks			798,989				672,758				993,707				2,465,454
Convertible Preferred Stocks			—				—				0				0
Corporate Bonds			—				2,785,547				—				2,785,547
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)			—				151,739,104				213,959				151,953,063
Warrants			—				472,970				0				472,970
Miscellaneous			—				—				0				0
Short-Term Investments			—				1,002,257				—				1,002,257
Total Investments		$	4,684,301			$	173,515,908			$	1,207,666			$	179,407,875
Forward Foreign Currency Exchange Contracts		$	—			$	343,853			$	—			$	343,853
Total		$	4,684,301			$	173,859,761			$	1,207,666			$	179,751,728
Liability Description
Forward Foreign Currency Exchange Contracts		$	—			$	(66,512	)		$	—			$	(66,512	)
Total		$	—			$	(66,512	)		$	—			$	(66,512	)

* 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 September 30, 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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