Eaton Vance

Senior Floating-Rate Trust

July 31, 2020

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 142.3%⁽¹⁾

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 3.1%
Aernnova Aerospace S.A.U.
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing February 22, 2027	EUR	102	$	95,859
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing February 26, 2027	EUR	398		373,849
AI Convoy (Luxembourg) S.a.r.l.
Term Loan, 3.75%, (6 mo. EURIBOR + 3.75%), Maturing January 17, 2027	EUR	400		456,603
Term Loan, 4.65%, (6 mo. USD LIBOR + 3.50%), Maturing January 17, 2027		673		655,638
Dynasty Acquisition Co., Inc.
Term Loan, 3.81%, (3 mo. USD LIBOR + 3.50%), Maturing April 6, 2026		1,020		823,587
Term Loan, 3.81%, (3 mo. USD LIBOR + 3.50%), Maturing April 6, 2026		1,896		1,531,344
IAP Worldwide Services, Inc.
Revolving Loan, 1.38%, (3 mo. USD LIBOR + 5.50%), Maturing July 19, 2021(2)		311		299,094
Term Loan - Second Lien, 8.00%, (3 mo. USD LIBOR + 6.50%, Floor 1.50%), Maturing July 18, 2021(3)		405		314,170
TransDigm, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing August 22, 2024		2,513		2,361,429
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing December 9, 2025		7,293		6,840,197
WP CPP Holdings, LLC
Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), Maturing April 30, 2025(4)		1,870		1,608,335
			$	15,360,105
Air Transport — 1.2%
Delta Air Lines, Inc.
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), Maturing April 29, 2023		1,975	$	1,951,958
JetBlue Airways Corporation
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing June 12, 2024		3,000		2,967,750
Mileage Plus Holdings, LLC
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing June 25, 2027		750		750,364
			$	5,670,072
Automotive — 3.5%
Adient US, LLC
Term Loan, 4.49%, (USD LIBOR + 4.25%), Maturing May 6, 2024(4)		1,386	$	1,370,696
American Axle and Manufacturing, Inc.
Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing April 6, 2024		2,692		2,626,761
Autokiniton US Holdings, Inc.
Term Loan, 6.54%, (1 mo. USD LIBOR + 6.38%), Maturing May 22, 2025		760		725,323

1

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Bright Bidco B.V.
Term Loan, 4.57%, (6 mo. USD LIBOR + 3.50%), Maturing June 30, 2024		1,480	$	582,906
Chassix, Inc.
Term Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing November 15, 2023		1,316		997,059
Clarios Global, L.P.
Term Loan, 3.67%, (1 mo. USD LIBOR + 3.50%), Maturing April 30, 2026		3,424		3,353,057
Dayco Products, LLC
Term Loan, 4.61%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023		994		629,691
Garrett LX III S.a.r.l.
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing September 27, 2025	EUR	368		410,632
Term Loan, 3.54%, (3 mo. USD LIBOR + 3.25%), Maturing September 27, 2025		246		230,273
IAA, Inc.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing June 28, 2026		556		547,968
Tenneco, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		3,423		2,983,607
Thor Industries, Inc.
Term Loan, 3.94%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2026		991		978,979
TI Group Automotive Systems, LLC
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), Maturing June 30, 2022		897		876,475
Term Loan, 3.50%, (3 mo. EURIBOR + 2.75%, Floor 0.75%), Maturing June 30, 2022	EUR	762		870,671
			$	17,184,098
Beverage and Tobacco — 0.5%
Arterra Wines Canada, Inc.
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing December 15, 2023		2,417	$	2,394,118
			$	2,394,118
Brokerage/Securities Dealers/Investment Houses — 0.7%
Advisor Group, Inc.
Term Loan, 5.16%, (1 mo. USD LIBOR + 5.00%), Maturing July 31, 2026		3,195	$	3,023,620
OZ Management L.P.
Term Loan, 4.94%, (1 mo. USD LIBOR + 4.75%), Maturing April 10, 2023		22		22,017
Resolute Investment Managers, Inc.
Term Loan - Second Lien, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing April 30, 2023		550		517,000
			$	3,562,637
Building and Development — 4.4%
ACProducts, Inc.
Term Loan, 7.50%, (6 mo. USD LIBOR + 6.50%, Floor 1.00%), Maturing August 18, 2025		398	$	394,767
Advanced Drainage Systems, Inc.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing July 31, 2026		299		296,729
American Builders & Contractors Supply Co., Inc.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2027		2,283		2,223,184
APi Group DE, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing October 1, 2026		1,393		1,370,364

2

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Beacon Roofing Supply, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025		562	$	547,367
Brookfield Property REIT, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing August 27, 2025		933		779,701
Core & Main L.P.
Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), Maturing August 1, 2024(4)		1,050		1,023,994
CPG International, Inc.
Term Loan, 4.75%, (12 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing May 5, 2024		1,063		1,059,543
Cushman & Wakefield U.S. Borrower, LLC
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing August 21, 2025		5,319		5,108,062
LSF11 Skyscraper Holdco S.a.r.l.
Term Loan, Maturing July 10, 2027(5)	EUR	975		1,135,581
NCI Building Systems, Inc.
Term Loan, 3.93%, (1 mo. USD LIBOR + 3.75%), Maturing April 12, 2025		737		725,482
Quikrete Holdings, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2027		1,964		1,904,752
RE/MAX International, Inc.
Term Loan, 3.50%, (3 mo. USD LIBOR + 2.75%, Floor 0.75%), Maturing December 15, 2023		1,798		1,761,644
Realogy Group, LLC
Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing February 8, 2025		550		522,731
Werner FinCo L.P.
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing July 24, 2024		1,070		1,033,014
WireCo WorldGroup, Inc.
Term Loan, 6.07%, (6 mo. USD LIBOR + 5.00%), Maturing September 30, 2023		871		741,930
Term Loan - Second Lien, 10.07%, (6 mo. USD LIBOR + 9.00%), Maturing September 30, 2024		1,175		898,875
			$	21,527,720
Business Equipment and Services — 11.1%
Adtalem Global Education, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing April 11, 2025		368	$	353,719
Airbnb, Inc.
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing April 17, 2025		775		821,500
AlixPartners, LLP
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing April 4, 2024		2,603		2,552,110
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), Maturing April 4, 2024	EUR	716		827,526
Allied Universal Holdco, LLC
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing July 10, 2026		1,692		1,672,998
Amentum Government Services Holdings, LLC
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing February 1, 2027		925		922,109
AppLovin Corporation
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing August 15, 2025		3,104		3,084,626
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing August 15, 2025		648		644,323

3

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Belfor Holdings, Inc.
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing April 6, 2026		495	$	493,762
BidFair MergeRight, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing January 15, 2027		595		570,629
Bracket Intermediate Holding Corp.
Term Loan, 4.55%, (3 mo. USD LIBOR + 4.25%), Maturing September 5, 2025		860		813,479
Brand Energy & Infrastructure Services, Inc.
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing June 21, 2024		509		467,428
Cardtronics USA, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing June 25, 2027		550		549,083
CCC Information Services, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing April 29, 2024		2,963		2,937,665
Ceridian HCM Holding, Inc.
Term Loan, 2.61%, (1 week USD LIBOR + 2.50%), Maturing April 30, 2025		903		879,277
CM Acquisition Co.
Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), Maturing July 26, 2023		151		144,541
Deerfield Dakota Holding, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing April 9, 2027		2,025		1,999,898
EAB Global, Inc.
Term Loan, 4.75%, (USD LIBOR + 3.75%, Floor 1.00%), Maturing November 15, 2024(4)		1,246		1,201,134
EIG Investors Corp.
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing February 9, 2023		2,799		2,779,753
Element Materials Technology Group US Holdings, Inc.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing June 28, 2024		366		344,149
Garda World Security Corporation
Term Loan, 4.93%, (1 mo. USD LIBOR + 4.75%), Maturing October 30, 2026		1,408		1,398,801
IG Investment Holdings, LLC
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing May 23, 2025		2,562		2,447,985
Illuminate Buyer, LLC
Term Loan, 4.31%, (3 mo. USD LIBOR + 4.00%), Maturing June 16, 2027		775		768,219
IRI Holdings, Inc.
Term Loan, 4.61%, (3 mo. USD LIBOR + 4.25%), Maturing December 1, 2025		1,970		1,923,212
Iron Mountain, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026		831		801,794
KAR Auction Services, Inc.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing September 19, 2026		596		576,891
KUEHG Corp.
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing February 21, 2025		2,931		2,563,324
Term Loan - Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), Maturing August 18, 2025		400		324,667

4

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
LGC Group Holdings, Ltd.
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing January 22, 2027	EUR	475	$	545,072
Loire Finco Luxembourg S.a.r.l.
Term Loan, 3.67%, (1 mo. USD LIBOR + 3.50%), Maturing April 21, 2027		325		314,844
Monitronics International, Inc.
Term Loan, 7.75%, (1 mo. USD LIBOR + 6.50%, Floor 1.25%), Maturing March 29, 2024		1,419		1,099,815
PGX Holdings, Inc.
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing September 29, 2023		1,108		714,568
Pre-Paid Legal Services, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2025		444		430,737
Prime Security Services Borrower, LLC
Term Loan, 4.25%, (USD LIBOR + 3.25%, Floor 1.00%), Maturing September 23, 2026(4)		2,265		2,230,639
Red Ventures, LLC
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing November 8, 2024		1,385		1,336,523
Rockwood Service Corporation
Term Loan, 4.56%, (3 mo. USD LIBOR + 4.25%), Maturing January 23, 2027		474		470,259
Sabre GLBL, Inc.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing February 22, 2024		927		851,661
SMG US Midco 2, Inc.
Term Loan, 2.73%, (USD LIBOR + 2.50%), Maturing January 23, 2025(4)		220		192,463
Speedster Bidco GmbH
Term Loan, 3.25%, (6 mo. EURIBOR + 3.25%), Maturing March 31, 2027	EUR	2,125		2,370,556
Spin Holdco, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing November 14, 2022		3,433		3,343,573
Techem Verwaltungsgesellschaft 675 mbH
Term Loan, 2.63%, (3 mo. EURIBOR + 2.63%), Maturing July 15, 2025	EUR	739		853,552
Tempo Acquisition, LLC
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing May 1, 2024		1,799		1,760,576
Vestcom Parent Holdings, Inc.
Term Loan, 5.07%, (6 mo. USD LIBOR + 4.00%), Maturing December 19, 2023		482		460,279
WASH Multifamily Laundry Systems, LLC
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing May 14, 2022		243		233,431
West Corporation
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing October 10, 2024		319		278,555
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing October 10, 2024		1,048		924,752
Zephyr Bidco Limited
Term Loan, 4.32%, (1 mo. GBP LIBOR + 4.25%), Maturing July 23, 2025	GBP	700		869,831
			$	54,146,288
Cable and Satellite Television — 4.5%
Altice France S.A.
Term Loan, 3.86%, (1 mo. USD LIBOR + 3.69%), Maturing January 31, 2026		735	$	720,648
Term Loan, 4.17%, (1 mo. USD LIBOR + 4.00%), Maturing August 14, 2026		1,136		1,115,580

5

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
CSC Holdings, LLC
Term Loan, 2.42%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025		3,441	$	3,336,424
Term Loan, 2.67%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2027		1,228		1,195,451
Numericable Group S.A.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing July 31, 2025		1,790		1,724,097
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing July 31, 2025	EUR	435		491,888
Telenet Financing USD, LLC
Term Loan, 2.17%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2028		3,725		3,587,972
UPC Broadband Holding B.V.
Term Loan, 2.42%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2028		825		802,312
Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), Maturing April 30, 2029	EUR	725		835,392
Virgin Media Bristol, LLC
Term Loan, 2.67%, (1 mo. USD LIBOR + 2.50%), Maturing January 31, 2028		4,200		4,089,095
Virgin Media SFA Finance Limited
Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), Maturing January 31, 2029	EUR	1,200		1,377,495
Ziggo B.V.
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), Maturing January 31, 2029	EUR	2,200		2,514,827
			$	21,791,181
Chemicals and Plastics — 7.0%
Alpha 3 B.V.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing January 31, 2024		1,278	$	1,261,539
Aruba Investments, Inc.
Term Loan, 5.25%, (6 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing July 7, 2025		1,075		1,076,344
Axalta Coating Systems US Holdings, Inc.
Term Loan, 2.06%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024		2,254		2,205,432
Chemours Company (The)
Term Loan, 2.50%, (3 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing April 3, 2025	EUR	567		636,519
Emerald Performance Materials, LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing August 1, 2021		360		359,401
Ferro Corporation
Term Loan, 2.56%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		314		309,918
Term Loan, 2.56%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		321		316,655
Term Loan, 2.56%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		411		405,585
Flint Group GmbH
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing September 21, 2023		140		122,840
Flint Group US, LLC
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing September 21, 2023		849		743,082
Gemini HDPE, LLC
Term Loan, 2.76%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024		1,951		1,904,447
H.B. Fuller Company
Term Loan, 2.19%, (1 mo. USD LIBOR + 2.00%), Maturing October 20, 2024		1,485		1,455,573

6

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Hexion, Inc.
Term Loan, 3.80%, (3 mo. USD LIBOR + 3.50%), Maturing July 1, 2026		718	$	706,984
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), Maturing July 1, 2026	EUR	1,450		1,627,965
INEOS Enterprises Holdings II Limited
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), Maturing August 28, 2026	EUR	175		200,794
INEOS Enterprises Holdings US Finco, LLC
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing August 28, 2026		204		200,083
INEOS Finance PLC
Term Loan, 2.50%, (2 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing April 1, 2024	EUR	2,901		3,307,350
Messer Industries GmbH
Term Loan, 2.81%, (3 mo. USD LIBOR + 2.50%), Maturing March 1, 2026		1,383		1,360,611
Minerals Technologies, Inc.
Term Loan, 3.00%, (USD LIBOR + 2.25%, Floor 0.75%), Maturing February 14, 2024(4)		844		841,481
Momentive Performance Materials, Inc.
Term Loan, 3.42%, (1 mo. USD LIBOR + 3.25%), Maturing May 15, 2024		421		395,505
Orion Engineered Carbons GmbH
Term Loan, 2.25%, (3 mo. EURIBOR + 2.25%), Maturing July 25, 2024	EUR	735		833,519
Term Loan, 2.31%, (3 mo. USD LIBOR + 2.00%), Maturing July 25, 2024		1,092		1,065,968
PMHC II, Inc.
Term Loan, 4.50%, (12 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing March 31, 2025		1,583		1,386,760
PQ Corporation
Term Loan, 2.51%, (3 mo. USD LIBOR + 2.25%), Maturing February 7, 2027		2,219		2,163,211
Term Loan, Maturing February 7, 2027(5)		1,875		1,871,094
Pregis TopCo Corporation
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing July 31, 2026		597		586,552
Rohm Holding GmbH
Term Loan, 5.32%, (6 mo. USD LIBOR + 5.00%), Maturing July 31, 2026		373		323,215
Starfruit Finco B.V.
Term Loan, 3.18%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		1,423		1,386,748
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), Maturing October 1, 2025	EUR	425		485,845
Tronox Finance, LLC
Term Loan, 2.97%, (USD LIBOR + 2.75%), Maturing September 23, 2024(4)		2,846		2,772,675
Univar, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing July 1, 2024		1,763		1,736,089
Venator Materials Corporation
Term Loan, 3.17%, (1 mo. USD LIBOR + 3.00%), Maturing August 8, 2024		365		348,276
			$	34,398,060
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		198	$	192,196
			$	192,196
Containers and Glass Products — 3.6%
Berry Global, Inc.
Term Loan, 2.19%, (1 mo. USD LIBOR + 2.00%), Maturing July 1, 2026		916	$	891,712
BWAY Holding Company
Term Loan, 3.52%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024		2,412		2,258,211

7

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Flex Acquisition Company, Inc.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing December 29, 2023		2,758	$	2,675,367
Term Loan, 3.55%, (3 mo. USD LIBOR + 3.25%), Maturing June 29, 2025		1,394		1,331,423
Libbey Glass, Inc.
DIP Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 2.00% cash, 2.00% PIK, Maturing November 30, 2020		118		121,176
DIP Loan, 11.69%, (3 mo. USD LIBOR + 11.00%), Maturing January 1, 2021(2)		250		251,225
Term Loan, 0.00%, Maturing April 9, 2021(7)		941		174,109
Pelican Products, Inc.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing May 1, 2025		588		556,395
Reynolds Consumer Products, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing February 4, 2027		1,272		1,251,410
Reynolds Group Holdings, Inc.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023		5,159		5,071,990
Ring Container Technologies Group, LLC
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024		802		781,561
Trident TPI Holdings, Inc.
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), Maturing October 17, 2024	EUR	1,341		1,500,231
Term Loan, 4.07%, (6 mo. USD LIBOR + 3.00%), Maturing October 17, 2024		537		526,291
			$	17,391,101
Cosmetics/Toiletries — 1.0%
Kronos Acquisition Holdings, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing May 15, 2023		3,430	$	3,393,124
Term Loan, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing May 15, 2023		1,481		1,481,250
			$	4,874,374
Drugs — 7.4%
Aenova Holding GmbH
Term Loan, 5.00%, (6 mo. EURIBOR + 5.00%), Maturing March 6, 2025	EUR	200	$	232,351
Akorn, Inc.
DIP Loan, 10.50%, (1 mo. USD LIBOR + 9.50%, Floor 1.00%), Maturing November 17, 2020		82		83,041
Term Loan, 15.50%, (1 mo. USD LIBOR + 14.50%, Floor 1.00%), 14.75% cash, 0.75% PIK, Maturing April 16, 2021		1,896		1,848,865
Albany Molecular Research, Inc.
Term Loan, 4.25%, (USD LIBOR + 3.25%, Floor 1.00%), Maturing August 30, 2024(4)		778		767,424
Term Loan - Second Lien, 8.00%, (3 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing August 30, 2025		500		484,167
Alkermes, Inc.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing March 27, 2023		348		341,225
Amneal Pharmaceuticals, LLC
Term Loan, 3.69%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025		3,380		3,196,931
Arbor Pharmaceuticals, Inc.
Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing July 5, 2023		1,640		1,506,497

8

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Bausch Health Companies, Inc.
Term Loan, 3.18%, (1 mo. USD LIBOR + 3.00%), Maturing June 2, 2025		4,842	$	4,772,372
Catalent Pharma Solutions, Inc.
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing May 18, 2026		790		787,696
Elanco Animal Health, Inc.
Term Loan, Maturing August 1, 2027(5)		700		684,687
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		4,942		4,743,003
Grifols Worldwide Operations USA, Inc.
Term Loan, 2.11%, (1 week USD LIBOR + 2.00%), Maturing November 15, 2027		4,119		4,045,338
Horizon Therapeutics USA, Inc.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing May 22, 2026		2,008		1,977,884
Jaguar Holding Company II
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing August 18, 2022		5,439		5,425,174
Mallinckrodt International Finance S.A.
Term Loan, 3.50%, (6 mo. USD LIBOR + 2.75%, Floor 0.75%), Maturing September 24, 2024		2,658		2,233,963
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), Maturing February 24, 2025		2,943		2,486,911
Nidda Healthcare Holding AG
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing August 21, 2026	EUR	575		650,737
			$	36,268,266
Ecological Services and Equipment — 0.8%
Advanced Disposal Services, Inc.
Term Loan, 3.00%, (1 week USD LIBOR + 2.25%, Floor 0.75%), Maturing November 10, 2023		1,893	$	1,887,778
EnergySolutions, LLC
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing May 9, 2025		1,818		1,692,839
Patriot Container Corp.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing March 20, 2025		122		119,133
US Ecology Holdings, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing November 1, 2026		249		246,263
			$	3,946,013
Electronics/Electrical — 22.7%
Applied Systems, Inc.
Term Loan - Second Lien, 8.00%, (3 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing September 19, 2025		2,450	$	2,476,950
Aptean, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing April 23, 2026		693		675,857
Term Loan - Second Lien, 8.66%, (1 mo. USD LIBOR + 8.50%), Maturing April 23, 2027		1,375		1,332,513
Astra Acquisition Corp.
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing March 1, 2027		798		778,050
Avast Software B.V.
Term Loan, 3.25%, (3 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing September 29, 2023		348		343,939

9

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Banff Merger Sub, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing October 2, 2025		3,828	$	3,707,627
Term Loan, 4.75%, (3 mo. EURIBOR + 4.75%), Maturing October 2, 2025	EUR	271		315,203
Buzz Merger Sub, Ltd.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing January 29, 2027		549		534,909
Castle US Holding Corporation
Term Loan, 4.06%, (3 mo. USD LIBOR + 3.75%), Maturing January 29, 2027		976		920,016
CDW, LLC
Term Loan, 1.92%, (1 mo. USD LIBOR + 1.75%), Maturing October 13, 2026		1,216		1,215,504
Celestica, Inc.
Term Loan, 2.67%, (1 mo. USD LIBOR + 2.50%), Maturing June 27, 2025		228		215,556
CentralSquare Technologies, LLC
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing August 29, 2025		813		721,611
Cohu, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing October 1, 2025		737		707,400
CommScope, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing April 6, 2026		1,687		1,655,877
Cornerstone OnDemand, Inc.
Term Loan, 4.43%, (1 mo. USD LIBOR + 4.25%), Maturing April 22, 2027		1,700		1,690,437
CPI International, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing July 26, 2024		592		569,419
Datto, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing April 2, 2026		347		345,526
ECI Macola/Max Holdings, LLC
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing September 27, 2024		732		724,196
Electro Rent Corporation
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing January 31, 2024		1,604		1,588,146
Epicor Software Corporation
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing July 30, 2027		4,715		4,719,605
Term Loan - Second Lien, Maturing July 30, 2028(5)		850		870,188
EXC Holdings III Corp.
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing December 2, 2024		463		456,757
Finastra USA, Inc.
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing June 13, 2024		5,367		4,983,197
Fiserv Investment Solutions, Inc.
Term Loan, 5.14%, (3 mo. USD LIBOR + 4.75%), Maturing February 18, 2027		550		543,125
GlobalLogic Holdings, Inc.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing August 1, 2025		409		402,299
Hyland Software, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing July 1, 2024		4,232		4,166,648
Term Loan - Second Lien, 7.75%, (1 mo. USD LIBOR + 7.00%, Floor 0.75%), Maturing July 7, 2025		4,125		4,121,131

10

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Infoblox, Inc.
Term Loan, 4.66%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023		1,965	$	1,970,696
Informatica, LLC
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing February 25, 2027		5,885		5,762,025
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing February 25, 2027	EUR	274		311,716
Term Loan - Second Lien, 7.13%, Maturing February 25, 2025(8)		500		508,125
MA FinanceCo., LLC
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		462		438,405
Term Loan, 4.50%, (3 mo. EURIBOR + 4.50%), Maturing June 5, 2025	EUR	700		799,828
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing June 5, 2025		1,750		1,732,500
MACOM Technology Solutions Holdings, Inc.
Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing May 17, 2024		1,172		1,134,904
MaxLinear, Inc.
Term Loan, Maturing July 31, 2023(5)		1,275		1,273,406
Mirion Technologies, Inc.
Term Loan, 5.07%, (6 mo. USD LIBOR + 4.00%), Maturing March 6, 2026		420		417,766
MKS Instruments, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing February 2, 2026		287		279,706
MTS Systems Corporation
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), Maturing July 5, 2023		481		473,909
NCR Corporation
Term Loan, 2.67%, (1 mo. USD LIBOR + 2.50%), Maturing August 28, 2026		1,490		1,449,261
Recorded Books, Inc.
Term Loan, 4.44%, (1 mo. USD LIBOR + 4.25%), Maturing August 29, 2025		804		790,022
Redstone Buyer, LLC
Term Loan, Maturing June 29, 2027(5)		2,255		2,226,812
Refinitiv US Holdings, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		1,556		1,545,711
Renaissance Holding Corp.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing May 30, 2025		1,176		1,145,620
Term Loan - Second Lien, 7.16%, (1 mo. USD LIBOR + 7.00%), Maturing May 29, 2026		175		162,458
Seattle Spinco, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		3,123		2,960,655
SGS Cayman L.P.
Term Loan, 6.38%, (3 mo. USD LIBOR + 5.38%, Floor 1.00%), Maturing April 23, 2021		376		323,132
SkillSoft Corporation
DIP Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing September 14, 2020		265		263,494
Term Loan, 0.00%, Maturing April 28, 2021(7)		4,676		3,050,313
SolarWinds Holdings, Inc.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2024		1,853		1,828,417
Solera, LLC
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023		2,647		2,608,644

11

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Sparta Systems, Inc.
Term Loan, 4.56%, (6 mo. USD LIBOR + 3.50%), Maturing August 21, 2024		2,161	$	2,009,630
SS&C Technologies Holdings Europe S.a.r.l.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing April 16, 2025		1,006		977,135
SS&C Technologies, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing April 16, 2025		1,432		1,390,802
STG-Fairway Holdings, LLC
Term Loan, 4.57%, (6 mo. USD LIBOR + 3.50%), Maturing January 31, 2027		1,640		1,546,212
SurveyMonkey, Inc.
Term Loan, 3.87%, (1 week USD LIBOR + 3.75%), Maturing October 10, 2025		1,027		1,001,661
Sutherland Global Services, Inc.
Term Loan, 6.38%, (3 mo. USD LIBOR + 5.38%, Floor 1.00%), Maturing April 23, 2021		1,614		1,388,158
Switch, Ltd.
Term Loan, 2.42%, (1 mo. USD LIBOR + 2.25%), Maturing June 27, 2024		243		241,742
Syncsort Incorporated
Term Loan, 6.61%, (3 mo. USD LIBOR + 6.25%), Maturing August 16, 2024		2,407		2,340,039
Tech Data Corporation
Term Loan, 3.67%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2025		1,125		1,117,500
Tibco Software, Inc.
Term Loan, 3.92%, (1 mo. USD LIBOR + 3.75%), Maturing June 30, 2026		4,975		4,813,775
Term Loan - Second Lien, 7.42%, (1 mo. USD LIBOR + 7.25%), Maturing March 3, 2028		1,250		1,204,166
TTM Technologies, Inc.
Term Loan, 2.67%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2024		139		137,719
Uber Technologies, Inc.
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023		4,070		3,985,725
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing April 4, 2025		2,577		2,543,598
Ultimate Software Group, Inc. (The)
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing May 4, 2026		1,588		1,576,786
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing May 4, 2026		3,950		3,958,331
Term Loan - Second Lien, 7.50%, (3 mo. USD LIBOR + 6.75%, Floor 0.75%), Maturing May 3, 2027		250		254,167
Ultra Clean Holdings, Inc.
Term Loan, 4.66%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		720		715,934
Verifone Systems, Inc.
Term Loan, 4.38%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025		1,131		1,000,325
Veritas Bermuda, Ltd.
Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing January 27, 2023		2,134		2,051,505
VS Buyer, LLC
Term Loan, 3.42%, (1 mo. USD LIBOR + 3.25%), Maturing February 28, 2027		1,122		1,106,757
Vungle, Inc.
Term Loan, 5.66%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2026		670		669,938

12

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Western Digital Corporation
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023		1,019	$	1,001,228
			$	111,272,044
Equipment Leasing — 0.2%
Boels Topholding B.V.
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), Maturing February 5, 2027	EUR	575	$	657,002
IBC Capital Limited
Term Loan, 4.06%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023		163		153,415
			$	810,417
Financial Intermediaries — 4.4%
Apollo Commercial Real Estate Finance, Inc.
Term Loan, 2.92%, (1 mo. USD LIBOR + 2.75%), Maturing May 15, 2026		421	$	392,349
Aretec Group, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing October 1, 2025		4,767		4,409,246
Citco Funding, LLC
Term Loan, 3.57%, (6 mo. USD LIBOR + 2.50%), Maturing September 28, 2023		2,460		2,394,985
Claros Mortgage Trust, Inc.
Term Loan, 3.44%, (1 mo. USD LIBOR + 3.25%), Maturing August 9, 2026		744		695,991
Ditech Holding Corporation
Term Loan, 0.00%, Maturing June 30, 2022(7)		3,129		735,402
EIG Management Company, LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), Maturing February 22, 2025		244		243,764
Evergood 4 ApS
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing February 6, 2025	EUR	675		776,233
Focus Financial Partners, LLC
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing July 3, 2024		2,754		2,688,494
Franklin Square Holdings L.P.
Term Loan, 2.44%, (1 mo. USD LIBOR + 2.25%), Maturing August 1, 2025		516		508,075
Greenhill & Co., Inc.
Term Loan, 3.43%, (1 mo. USD LIBOR + 3.25%), Maturing April 12, 2024		980		940,800
GreenSky Holdings, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing March 29, 2025		475		470,250
Term Loan, 3.44%, (1 mo. USD LIBOR + 3.25%), Maturing March 31, 2025		1,344		1,320,541
Guggenheim Partners, LLC
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), Maturing July 21, 2023		1,000		999,419
Harbourvest Partners, LLC
Term Loan, 2.53%, (3 mo. USD LIBOR + 2.25%), Maturing March 3, 2025		873		857,827
LPL Holdings, Inc.
Term Loan, 1.92%, (1 mo. USD LIBOR + 1.75%), Maturing November 12, 2026		1,393		1,370,364
Starwood Property Trust, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing July 27, 2026		496		476,090
StepStone Group L.P.
Term Loan, 5.00%, (6 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing March 27, 2025		587		577,702
Victory Capital Holdings, Inc.
Term Loan, 2.80%, (3 mo. USD LIBOR + 2.50%), Maturing July 1, 2026		1,137		1,119,586

13

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Virtus Investment Partners, Inc.
Term Loan, 3.00%, (3 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing June 1, 2024		462	$	459,860
			$	21,436,978
Food Products — 4.0%
Alphabet Holding Company, Inc.
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024		2,310	$	2,221,150
Atkins Nutritionals Holdings II, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing July 7, 2024		364		363,786
B&G Foods, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing October 10, 2026		248		245,566
Badger Buyer Corp.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing September 30, 2024		340		292,722
CHG PPC Parent, LLC
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025		466		452,699
Term Loan, 3.50%, (1 mo. EURIBOR + 3.50%), Maturing March 31, 2025	EUR	2,825		3,202,921
Froneri International, Ltd.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing January 31, 2027		2,025		1,949,569
Term Loan, 2.63%, (6 mo. EURIBOR + 2.63%), Maturing January 31, 2027	EUR	1,175		1,341,032
Hearthside Food Solutions, LLC
Term Loan, 3.85%, (1 mo. USD LIBOR + 3.69%), Maturing May 23, 2025		1,671		1,618,187
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025		419		410,383
HLF Financing S.a.r.l.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing August 18, 2025		709		700,344
Jacobs Douwe Egberts International B.V.
Term Loan, 2.19%, (1 mo. USD LIBOR + 2.00%), Maturing November 1, 2025		1,372		1,353,890
Term Loan, 2.25%, (3 mo. EURIBOR + 1.75%, Floor 0.50%), Maturing November 1, 2025	EUR	277		327,148
JBS USA Lux S.A.
Term Loan, 3.07%, (6 mo. USD LIBOR + 2.00%), Maturing May 1, 2026		3,999		3,882,725
Nomad Foods Europe Midco Limited
Term Loan, 2.42%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024		1,170		1,138,065
			$	19,500,187
Food Service — 1.8%
1011778 B.C. Unlimited Liability Company
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing November 19, 2026		4,478	$	4,308,040
IRB Holding Corp.
Term Loan, 3.75%, (6 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing February 5, 2025		2,062		1,939,882
Restaurant Technologies, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		197		189,612
US Foods, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing June 27, 2023		782		743,866
Term Loan, 3.07%, (6 mo. USD LIBOR + 2.00%), Maturing September 13, 2026		1,588		1,509,041
			$	8,690,441
Food/Drug Retailers — 0.3%
BW Gas & Convenience Holdings, LLC
Term Loan, 6.43%, (1 mo. USD LIBOR + 6.25%), Maturing November 18, 2024		585	$	582,075

14

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
L1R HB Finance Limited
Term Loan, 4.25%, (6 mo. EURIBOR + 4.25%), Maturing August 9, 2024	EUR	400	$	353,273
Term Loan, 5.55%, (6 mo. GBP LIBOR + 5.25%), Maturing September 2, 2024	GBP	400		392,574
			$	1,327,922
Forest Products — 0.2%
Neenah, Inc.
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing June 25, 2027		925	$	923,844
			$	923,844
Health Care — 13.1%
Acadia Healthcare Company, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing February 11, 2022		227	$	224,769
Accelerated Health Systems, LLC
Term Loan, 3.67%, (1 mo. USD LIBOR + 3.50%), Maturing October 31, 2025		517		501,611
ADMI Corp.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing April 30, 2025		1,642		1,543,022
Alliance Healthcare Services, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing October 24, 2023		740		536,500
Term Loan - Second Lien, 11.00%, (1 mo. USD LIBOR + 10.00%, Floor 1.00%), Maturing April 24, 2024		475		209,000
athenahealth, Inc.
Term Loan, 4.82%, (3 mo. USD LIBOR + 4.50%), Maturing February 11, 2026		1,802		1,780,787
Avantor, Inc.
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.25%, Floor 1.00%), Maturing November 21, 2024		423		420,517
BioClinica Holding I L.P.
Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing October 20, 2023		1,425		1,339,791
BW NHHC Holdco, Inc.
Term Loan, 5.39%, (3 mo. USD LIBOR + 5.00%), Maturing May 15, 2025		2,196		1,811,020
CeramTec AcquiCo GmbH
Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), Maturing March 7, 2025	EUR	829		921,972
Certara L.P.
Term Loan, 3.81%, (3 mo. USD LIBOR + 3.50%), Maturing August 15, 2024		970		928,378
Change Healthcare Holdings, LLC
Term Loan, 3.50%, (3 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing March 1, 2024		4,872		4,771,828
CHG Healthcare Services, Inc.
Term Loan, 4.07%, (6 mo. USD LIBOR + 3.00%), Maturing June 7, 2023		3,119		3,079,538
CryoLife, Inc.
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing December 1, 2024		488		478,969
Dedalus Finance GmbH
Term Loan, Maturing July 16, 2027(5)	EUR	750		862,112
Ensemble RCM, LLC
Term Loan, 4.01%, (3 mo. USD LIBOR + 3.75%), Maturing August 3, 2026		496		495,216
Envision Healthcare Corporation
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025		5,546		3,716,033
Gentiva Health Services, Inc.
Term Loan, 3.44%, (1 mo. USD LIBOR + 3.25%), Maturing July 2, 2025		2,322		2,294,167

15

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
GHX Ultimate Parent Corporation
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing June 28, 2024		875	$	862,107
Greatbatch Ltd.
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing October 27, 2022		1,448		1,437,770
Hanger, Inc.
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing March 6, 2025		1,026		1,008,413
Inovalon Holdings, Inc.
Term Loan, 3.19%, (1 mo. USD LIBOR + 3.00%), Maturing April 2, 2025		1,115		1,098,982
IQVIA, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing March 7, 2024		493		485,497
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing January 17, 2025		900		885,266
Medical Solutions, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing June 14, 2024		1,525		1,418,259
MPH Acquisition Holdings, LLC
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing June 7, 2023		3,099		3,056,972
National Mentor Holdings, Inc.
Term Loan, 4.42%, (1 mo. USD LIBOR + 4.25%), Maturing March 9, 2026		27		26,472
Term Loan, 4.42%, (1 mo. USD LIBOR + 4.25%), Maturing March 9, 2026		592		581,697
Navicure, Inc.
Term Loan, 4.16%, (1 mo. USD LIBOR + 4.00%), Maturing October 22, 2026		923		905,579
One Call Corporation
Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), Maturing November 25, 2022		1,942		1,740,457
Ortho-Clinical Diagnostics S.A.
Term Loan, 3.42%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025		4,589		4,460,845
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing June 30, 2025	EUR	399		449,146
Parexel International Corporation
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024		2,165		2,084,184
Phoenix Guarantor, Inc.
Term Loan, 3.42%, (1 mo. USD LIBOR + 3.25%), Maturing March 5, 2026		1,782		1,747,889
Radiology Partners, Inc
Term Loan, 5.67%, (USD LIBOR + 4.25%), Maturing July 9, 2025(4)		2,363		2,246,097
RadNet, Inc.
Term Loan, 4.75%, (6 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing June 30, 2023		1,466		1,443,941
Select Medical Corporation
Term Loan, 2.68%, (1 mo. USD LIBOR + 2.50%), Maturing March 6, 2025		2,578		2,512,075
Sound Inpatient Physicians
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2025		441		427,494
Surgery Center Holdings, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing September 3, 2024		3,028		2,864,042
Team Health Holdings, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing February 6, 2024		1,854		1,480,254
Tecomet, Inc.
Term Loan, 4.68%, (6 mo. USD LIBOR + 3.50%), Maturing May 1, 2024		1,025		984,313

16

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
U.S. Anesthesia Partners, Inc.
Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing June 23, 2024		2,384	$	2,215,761
Verscend Holding Corp.
Term Loan, 4.66%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		753		751,312
Viant Medical Holdings, Inc.
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing July 2, 2025		442		389,070
Wink Holdco, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing December 2, 2024		463		453,284
			$	63,932,408
Home Furnishings — 0.8%
Serta Simmons Bedding, LLC
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing August 10, 2023		1,074	$	1,061,470
Term Loan - Second Lien, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing August 10, 2023		3,552		2,664,144
			$	3,725,614
Industrial Equipment — 7.1%
AI Alpine AT Bidco GmbH
Term Loan, 4.21%, (6 mo. USD LIBOR + 3.00%), Maturing October 31, 2025		222	$	200,571
Altra Industrial Motion Corp.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2025		622		605,091
Apex Tool Group, LLC
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.25%, Floor 1.25%), Maturing August 1, 2024		2,252		2,069,020
Carlisle Foodservice Products, Inc.
Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing March 20, 2025		245		228,215
CPM Holdings, Inc.
Term Loan, 3.95%, (3 mo. USD LIBOR + 3.75%), Maturing November 17, 2025		2,046		1,874,189
Delachaux Group S.A.
Term Loan, 3.75%, (6 mo. EURIBOR + 3.75%), Maturing April 16, 2026	EUR	350		394,333
Term Loan, 5.36%, (6 mo. USD LIBOR + 4.50%), Maturing April 16, 2026		446		423,225
DexKo Global, Inc.
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024	EUR	292		318,731
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024	EUR	731		796,831
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing July 24, 2024		825		792,762
DXP Enterprises, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 4.75%, Floor 1.00%), Maturing August 29, 2023		456		438,000
Dynacast International, LLC
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing January 28, 2022		1,172		981,584
Engineered Machinery Holdings, Inc.
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 19, 2024		1,790		1,725,524
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing July 19, 2024		271		262,749

17

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
EWT Holdings III Corp.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing December 20, 2024		1,680	$	1,653,959
Filtration Group Corporation
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025		1,504		1,475,562
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing March 29, 2025	EUR	367		422,617
Gardner Denver, Inc.
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing March 1, 2027		1,185		1,140,765
Term Loan, 2.00%, (1 mo. EURIBOR + 2.00%), Maturing March 1, 2027	EUR	375		433,170
Gates Global, LLC
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing April 1, 2024	EUR	847		961,820
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing April 1, 2024		4,111		4,027,248
Hayward Industries, Inc.
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024		430		420,756
Ingersoll-Rand Services Company
Term Loan, 1.91%, (1 mo. USD LIBOR + 1.75%), Maturing March 1, 2027		1,297		1,248,257
LTI Holdings, Inc.
Term Loan, 3.67%, (1 mo. USD LIBOR + 3.50%), Maturing September 6, 2025		1,437		1,271,800
Term Loan, 4.92%, (1 mo. USD LIBOR + 4.75%), Maturing July 24, 2026		199		176,665
Pro Mach Group, Inc.
Term Loan, 1.75%, Maturing March 7, 2025(2)		425		406,406
Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing March 7, 2025		425		406,406
Quimper AB
Term Loan, 4.25%, (6 mo. EURIBOR + 4.25%), Maturing February 13, 2026	EUR	1,750		2,000,860
Robertshaw US Holding Corp.
Term Loan, 4.25%, (USD LIBOR + 3.25%, Floor 1.00%), Maturing February 28, 2025(4)		953		810,103
Thermon Industries, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing October 30, 2024		262		258,848
Titan Acquisition Limited
Term Loan, 3.36%, (6 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		2,824		2,610,165
Vertical Midco GmbH
Term Loan, Maturing July 14, 2027(5)		1,225		1,210,166
Welbilt, Inc.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing October 23, 2025		3,146		2,768,702
			$	34,815,100
Insurance — 6.6%
Alliant Holdings Intermediate, LLC
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing May 9, 2025		2,292	$	2,220,988
Term Loan, 3.43%, (1 mo. USD LIBOR + 3.25%), Maturing May 9, 2025		446		437,008
AmWINS Group, Inc.,
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing January 25, 2024		4,247		4,202,467
AssuredPartners Capital, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing February 12, 2027		474		467,668
AssuredPartners, Inc.
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2027		1,418		1,380,065

18

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Asurion, LLC
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing August 4, 2022		1,072	$	1,058,133
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023		2,037		2,012,537
Term Loan - Second Lien, 6.66%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025		3,499		3,533,143
Financiere CEP S.A.S
Term Loan, 4.75%, (3 mo. EURIBOR + 4.75%), Maturing June 3, 2027	EUR	500		584,926
FrontDoor, Inc.
Term Loan, 2.69%, (1 mo. USD LIBOR + 2.50%), Maturing August 16, 2025		442		437,704
Hub International Limited
Term Loan, 3.26%, (3 mo. USD LIBOR + 3.00%), Maturing April 25, 2025		3,982		3,876,776
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing April 25, 2025		1,741		1,748,713
NFP Corp.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing February 15, 2027		3,350		3,208,743
Ryan Specialty Group, LLC
Term Loan, Maturing June 29, 2027(5)		1,775		1,768,898
Sedgwick Claims Management Services, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing December 31, 2025		1,157		1,107,979
USI, Inc.
Term Loan, 3.31%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024		3,240		3,138,476
Term Loan, 4.31%, (3 mo. USD LIBOR + 4.00%), Maturing December 2, 2026		1,318		1,300,797
			$	32,485,021
Leisure Goods/Activities/Movies — 7.1%
AMC Entertainment Holdings, Inc.
Term Loan, 4.08%, (6 mo. USD LIBOR + 3.00%), Maturing April 22, 2026		1,753	$	1,163,131
Amer Sports Oyj
Term Loan, 4.50%, (6 mo. EURIBOR + 4.50%), Maturing March 30, 2026	EUR	3,300		3,527,668
Ancestry.com Operations, Inc.
Term Loan, 4.42%, (1 mo. USD LIBOR + 4.25%), Maturing August 27, 2026		3,019		2,926,056
Bombardier Recreational Products, Inc.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing May 24, 2027		4,248		4,074,580
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing May 24, 2027		650		657,313
Carnival Corporation
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), Maturing June 30, 2025		1,300		1,280,500
ClubCorp Holdings, Inc.
Term Loan, 3.06%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024		1,726		1,493,584
Crown Finance US, Inc.
Term Loan, 2.38%, (6 mo. EURIBOR + 2.38%), Maturing February 28, 2025	EUR	267		207,285
Term Loan, 3.32%, (6 mo. USD LIBOR + 2.25%), Maturing February 28, 2025		1,604		1,034,497
Term Loan, 3.57%, (6 mo. USD LIBOR + 2.50%), Maturing September 30, 2026		1,390		889,666
Delta 2 (LUX) S.a.r.l.
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), Maturing February 1, 2024		1,538		1,495,709
Emerald Expositions Holding, Inc.
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		1,075		977,165

19

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Etraveli Holding AB
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), Maturing August 2, 2024	EUR	875	$	850,333
Lindblad Expeditions, Inc.
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing March 27, 2025		335		289,735
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing March 27, 2025		1,340		1,158,938
Match Group, Inc.
Term Loan, 2.18%, (3 mo. USD LIBOR + 1.75%), Maturing February 13, 2027		700		684,250
Motion Finco S.a.r.l.
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), Maturing November 12, 2026	EUR	1,275		1,383,613
Term Loan, 4.32%, (6 mo. USD LIBOR + 3.25%), Maturing November 12, 2026		64		57,181
Term Loan, 4.32%, (6 mo. USD LIBOR + 3.25%), Maturing November 12, 2026		484		435,073
Playtika Holding Corp.
Term Loan, 7.07%, (6 mo. USD LIBOR + 6.00%), Maturing December 10, 2024		3,144		3,178,520
SeaWorld Parks & Entertainment, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), Maturing March 31, 2024		1,664		1,552,649
SRAM, LLC
Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), Maturing March 15, 2024(4)		1,142		1,124,553
Steinway Musical Instruments, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing February 14, 2025		474		448,226
Travel Leaders Group, LLC
Term Loan, 4.17%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024		1,632		1,219,920
UFC Holdings, LLC
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing April 29, 2026		200		194,500
Term Loan, 4.25%, (6 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing April 29, 2026		2,088		2,034,336
Vue International Bidco PLC
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing July 3, 2026	EUR	615		565,513
			$	34,904,494
Lodging and Casinos — 4.2%
Aristocrat Technologies, Inc.
Term Loan, 2.02%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024		959	$	935,337
Azelis Finance S.A.
Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), Maturing November 10, 2025	EUR	1,825		2,077,876
Boyd Gaming Corporation
Term Loan, 2.36%, (1 week USD LIBOR + 2.25%), Maturing September 15, 2023		623		604,867
CityCenter Holdings, LLC
Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), Maturing April 18, 2024		3,152		2,929,187
Golden Nugget Online Gaming, Inc
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.50%, Floor 0.75%), Maturing October 4, 2023		4,623		3,894,812
GVC Holdings PLC
Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), Maturing March 29, 2024	EUR	1,725		1,976,720
Term Loan, 3.31%, (6 mo. USD LIBOR + 2.25%), Maturing March 29, 2024		1,026		1,000,716

20

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Hanjin International Corp.
Term Loan, 2.66%, (1 mo. USD LIBOR + 2.50%), Maturing October 18, 2020		500	$	460,000
Playa Resorts Holding B.V.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing April 29, 2024		2,381		2,050,937
Stars Group Holdings B.V. (The)
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 10, 2025	EUR	537		632,747
Term Loan, 3.81%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025		1,947		1,948,766
VICI Properties 1, LLC
Term Loan, 1.93%, (1 mo. USD LIBOR + 1.75%), Maturing December 20, 2024		2,124		2,047,371
			$	20,559,336
Nonferrous Metals/Minerals — 0.6%
CD&R Hydra Buyer, Inc.
Term Loan, 7.50%, (0.00% cash, 7.50% PIK), Maturing August 15, 2021(3)(8)		160	$	125,032
Murray Energy Corporation
DIP Loan, 13.00%, (1 mo. USD LIBOR + 11.00%, Floor 2.00%), Maturing August 31, 2020		520		301,685
Term Loan, 0.00%, Maturing October 17, 2022(7)		1,869		28,030
Noranda Aluminum Acquisition Corporation
Term Loan, 0.00%, Maturing February 28, 2021(7)		888		62,171
Oxbow Carbon, LLC
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing January 4, 2023		1,296		1,257,142
Rain Carbon GmbH
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), Maturing January 16, 2025	EUR	925		1,016,056
			$	2,790,116
Oil and Gas — 4.5%
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		724	$	633,720
Apergy Corporation
Term Loan, 2.69%, (1 mo. USD LIBOR + 2.50%), Maturing May 9, 2025		223		216,789
Term Loan, 6.00%, (1 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing May 28, 2027		200		195,375
Blackstone CQP Holdco L.P.
Term Loan, 3.81%, (3 mo. USD LIBOR + 3.50%), Maturing September 30, 2024		965		942,325
Buckeye Partners L.P.
Term Loan, 2.92%, (1 mo. USD LIBOR + 2.75%), Maturing November 1, 2026		2,569		2,518,262
Centurion Pipeline Company, LLC
Term Loan, 3.41%, (1 mo. USD LIBOR + 3.25%), Maturing September 29, 2025		246		237,375
CITGO Holding, Inc.
Term Loan, 8.00%, (3 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing August 1, 2023		1,173		1,124,244
CITGO Petroleum Corporation
Term Loan, 6.00%, (2 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing March 28, 2024		4,611		4,483,883

21

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Delek US Holdings, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing March 31, 2025		1,259	$	1,192,398
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing March 31, 2025		574		558,148
Fieldwood Energy, LLC
Term Loan, 0.00%, Maturing April 11, 2022(7)		2,677		709,405
Matador Bidco S.a.r.l.
Term Loan, 4.91%, (1 mo. USD LIBOR + 4.75%), Maturing October 15, 2026		3,776		3,624,516
McDermott Technology Americas, Inc.
Term Loan, 3.17%, (1 mo. USD LIBOR + 3.00%), Maturing June 30, 2024		24		21,463
Term Loan, 4.17%, (1 mo. USD LIBOR + 4.00%), Maturing June 30, 2025		330		270,396
Prairie ECI Acquiror, L.P.
Term Loan, 4.91%, (1 mo. USD LIBOR + 4.75%), Maturing March 11, 2026		2,205		1,999,728
Term Loan, 4.93%, (1 mo. USD LIBOR + 4.75%), Maturing March 11, 2026		475		430,766
PSC Industrial Holdings Corp.
Term Loan, 4.98%, (6 mo. USD LIBOR + 3.75%), Maturing October 11, 2024		1,723		1,561,016
RDV Resources Properties, LLC
Term Loan, 7.50%, (1 mo. USD LIBOR + 6.50%, Floor 1.00%), Maturing March 29, 2024(3)		443		272,741
Sunrise Oil & Gas Properties, LLC
Term Loan - First Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023		79		71,304
Term Loan - Second Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023		80		63,753
Term Loan - Third Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), Maturing January 17, 2023		93		49,565
UGI Energy Services, LLC
Term Loan, 3.91%, (1 mo. USD LIBOR + 3.75%), Maturing August 13, 2026		990		980,719
			$	22,157,891
Publishing — 1.0%
Ascend Learning, LLC
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 12, 2024		1,070	$	1,051,196
Getty Images, Inc.
Term Loan, 4.69%, (1 mo. USD LIBOR + 4.50%), Maturing February 19, 2026		1,583		1,436,970
Harland Clarke Holdings Corp.
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), Maturing November 3, 2023		38		27,254
LSC Communications, Inc.
Term Loan, 0.00%, Maturing September 30, 2022(7)		740		129,427
Nielsen Finance, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing June 4, 2025		798		801,491
ProQuest, LLC
Term Loan, 3.66%, (1 mo. USD LIBOR + 3.50%), Maturing October 23, 2026		1,393		1,374,717
Tweddle Group, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing September 17, 2023		189		160,115
			$	4,981,170
Radio and Television — 3.3%
Cumulus Media New Holdings, Inc.
Term Loan, 4.82%, (6 mo. USD LIBOR + 3.75%), Maturing March 31, 2026		521	$	498,657

22

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Diamond Sports Group, LLC
Term Loan, 3.42%, (1 mo. USD LIBOR + 3.25%), Maturing August 24, 2026		2,878	$	2,327,785
Entercom Media Corp.
Term Loan, 2.67%, (1 mo. USD LIBOR + 2.50%), Maturing November 18, 2024		860		824,720
Entravision Communications Corporation
Term Loan, 2.91%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024		777		721,025
Gray Television, Inc.
Term Loan, 2.42%, (1 mo. USD LIBOR + 2.25%), Maturing February 7, 2024		209		203,982
Term Loan, 2.67%, (1 mo. USD LIBOR + 2.50%), Maturing January 2, 2026		595		580,625
Hubbard Radio, LLC
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), Maturing March 28, 2025		697		654,878
iHeartCommunications, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2026		1,716		1,611,782
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), Maturing May 1, 2026		400		389,500
Mission Broadcasting, Inc.
Term Loan, 2.42%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		325		316,514
Nexstar Broadcasting, Inc.
Term Loan, 2.42%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		1,267		1,233,463
Term Loan, 2.92%, (1 mo. USD LIBOR + 2.75%), Maturing September 18, 2026		480		468,805
Sinclair Television Group, Inc.
Term Loan, 2.42%, (1 mo. USD LIBOR + 2.25%), Maturing January 3, 2024		464		453,696
Term Loan, 2.68%, (1 mo. USD LIBOR + 2.50%), Maturing September 30, 2026		596		579,868
Terrier Media Buyer, Inc.
Term Loan, 4.41%, (1 mo. USD LIBOR + 4.25%), Maturing December 17, 2026		2,435		2,375,228
Univision Communications, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing March 13, 2026		3,182		3,079,749
			$	16,320,277
Retailers (Except Food and Drug) — 1.7%
Apro, LLC
Term Loan, 5.00%, (2 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing November 14, 2026		483	$	482,124
Term Loan, 5.00%, (2 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing November 16, 2026		139		138,542
Ascena Retail Group, Inc.
Term Loan, 0.00%, Maturing August 21, 2022(7)		2,126		781,228
Bass Pro Group, LLC
Term Loan, 6.07%, (6 mo. USD LIBOR + 5.00%), Maturing September 25, 2024		1,264		1,261,584
BJ’s Wholesale Club, Inc.
Term Loan, 2.18%, (1 mo. USD LIBOR + 2.00%), Maturing February 3, 2024		683		676,040
Coinamatic Canada, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing May 14, 2022		42		40,881
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		279		242,386
Term Loan, 7.00%, (3 mo. USD LIBOR + 6.00%, Floor 1.00%), Maturing June 30, 2023		323		242,977

23

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Hoya Midco, LLC
Term Loan, 4.57%, (6 mo. USD LIBOR + 3.50%), Maturing June 30, 2024		1,963	$	1,639,039
LSF9 Atlantis Holdings, LLC
Term Loan, 7.00%, (1 mo. USD LIBOR + 6.00%, Floor 1.00%), Maturing May 1, 2023		919		758,504
PetSmart, Inc.
Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), Maturing March 11, 2022		1,231		1,228,991
PFS Holding Corporation
Term Loan, 0.00%, Maturing January 31, 2021(7)		2,115		814,451
Pier 1 Imports (U.S.), Inc.
Term Loan, 0.00%, Maturing April 30, 2021(7)		496		111,628
			$	8,418,375
Steel — 1.1%
Atkore International, Inc.
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), Maturing December 22, 2023		1,274	$	1,263,969
GrafTech Finance, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), Maturing February 12, 2025		2,178		2,126,637
Neenah Foundry Company
Term Loan, 6.73%, (2 mo. USD LIBOR + 6.50%), Maturing December 13, 2022		655		572,945
Phoenix Services International, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing March 1, 2025		831		775,829
Zekelman Industries, Inc.
Term Loan, 2.18%, (1 mo. USD LIBOR + 2.00%), Maturing January 24, 2027		574		558,865
			$	5,298,245
Surface Transport — 0.4%
Hertz Corporation (The)
Term Loan, 0.00%, Maturing June 30, 2023(7)		961	$	913,291
Kenan Advantage Group, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 31, 2022		106		98,977
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing July 31, 2022		350		325,480
XPO Logistics, Inc.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing February 24, 2025		600		593,860
			$	1,931,608
Telecommunications — 6.9%
CenturyLink, Inc.
Term Loan, 2.41%, (1 mo. USD LIBOR + 2.25%), Maturing March 15, 2027		6,816	$	6,587,613
Colorado Buyer, Inc.
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), Maturing May 1, 2024		1,580		1,209,661

24

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Digicel International Finance Limited
Term Loan, 4.25%, (6 mo. USD LIBOR + 3.25%), Maturing May 28, 2024		1,459	$	1,259,548
eircom Finco S.a.r.l.
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing May 15, 2026	EUR	1,540		1,778,600
Gamma Infrastructure III B.V.
Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), Maturing January 9, 2025	EUR	1,500		1,702,138
Global Eagle Entertainment, Inc.
DIP Loan, 11.25%, (1 mo. USD LIBOR + 10.00%, Floor 1.25%), Maturing January 22, 2021		442		435,181
Term Loan, 0.00%, Maturing January 6, 2023(7)		2,678		1,810,768
Intelsat Jackson Holdings S.A.
DIP Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), Maturing July 13, 2022(2)		1,022		1,040,841
Term Loan, 8.00%, (USD Prime + 4.75%), Maturing November 27, 2023		1,750		1,765,313
Term Loan, 8.75%, (USD Prime + 5.50%), Maturing January 2, 2024		1,700		1,714,875
IPC Corp.
Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing August 6, 2021(3)		1,127		778,091
Onvoy, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), Maturing February 10, 2024		1,669		1,598,008
Plantronics, Inc.
Term Loan, 2.69%, (USD LIBOR + 2.50%), Maturing July 2, 2025(4)		1,192		1,112,532
Syniverse Holdings, Inc.
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), Maturing March 9, 2023		953		760,067
T-Mobile USA, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing April 1, 2027		2,900		2,913,668
Telesat Canada
Term Loan, 2.92%, (1 mo. USD LIBOR + 2.75%), Maturing December 7, 2026		1,318		1,281,708
Zayo Group Holdings, Inc.
Term Loan, 3.16%, (1 mo. USD LIBOR + 3.00%), Maturing March 9, 2027		2,419		2,356,952
Term Loan, 3.25%, (6 mo. EURIBOR + 3.25%), Maturing March 9, 2027	EUR	424		485,489
Ziggo Financing Partnership
Term Loan, 2.67%, (1 mo. USD LIBOR + 2.50%), Maturing April 30, 2028		3,475		3,347,402
			$	33,938,455
Utilities — 1.5%
Brookfield WEC Holdings, Inc.
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), Maturing August 1, 2025		1,670	$	1,639,265
Calpine Construction Finance Company, L.P.
Term Loan, 2.16%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2025		869		846,034
Calpine Corporation
Term Loan, 2.42%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2024		3,016		2,960,636
Term Loan, 2.42%, (1 mo. USD LIBOR + 2.25%), Maturing April 5, 2026		866		848,925
Lightstone Holdco, LLC
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing January 30, 2024		41		35,367
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), Maturing January 30, 2024		732		627,051

25

Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Longview Power, LLC
Term Loan, 10.27%, (3 mo. USD LIBOR + 10.00%), Maturing July 30, 2025(3)		340	$	272,244
USIC Holdings, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 3.25%, Floor 1.00%), Maturing December 8, 2023		196		188,685
			$	7,418,207
Total Senior Floating-Rate Loans (identified cost $737,820,195)			$	696,344,379
Corporate Bonds & Notes — 5.2%
Security	Principal Amount (000’s omitted)		Value
Aerospace and Defense — 0.2%
TransDigm, Inc.
6.50%, 7/15/24		477	$	479,404
7.50%, 3/15/27		259		264,618
			$	744,022
Automotive — 0.1%
Ford Motor Co.
9.00%, 4/22/25		137	$	161,593
Navistar International Corp.
6.625%, 11/1/25(9)		294		302,116
			$	463,709
Building and Development — 0.2%
Hillman Group, Inc. (The)
6.375%, 7/15/22(9)		36	$	35,406
Reliance Intermediate Holdings, L.P.
6.50%, 4/1/23(9)		30		30,540
Standard Industries, Inc.
6.00%, 10/15/25(9)		50		52,229
5.00%, 2/15/27(9)		597		639,271
TRI Pointe Group, Inc./TRI Pointe Homes, Inc.
5.875%, 6/15/24		8		8,651
			$	766,097
Business Equipment and Services — 0.6%
EIG Investors Corp.
10.875%, 2/1/24		875	$	897,877
Prime Security Services Borrower, LLC/Prime Finance, Inc.
5.25%, 4/15/24(9)		700		754,324
5.75%, 4/15/26(9)		700		778,620
ServiceMaster Co., LLC (The)
7.45%, 8/15/27		394		425,445
			$	2,856,266
Cable and Satellite Television — 0.3%
Altice France S.A.
8.125%, 2/1/27(9)		597	$	667,956
CCO Holdings, LLC/CCO Holdings Capital Corp.
5.375%, 5/1/25(9)		65		67,201
5.75%, 2/15/26(9)		31		32,434

26

Security	Principal Amount (000’s omitted)		Value
CSC Holdings, LLC
5.875%, 9/15/22		15	$	16,121
5.25%, 6/1/24		10		11,025
5.75%, 1/15/30 (9)		491		544,914
4.125%, 12/1/30(9)		200		210,950
DISH DBS Corp.
6.75%, 6/1/21		14		14,486
5.875%, 11/15/24		5		5,221
TEGNA, Inc.
5.00%, 9/15/29(9)		68		68,616
			$	1,638,924
Conglomerates — 0.0%(6)
Spectrum Brands, Inc.
5.75%, 7/15/25		70	$	72,275
5.00%, 10/1/29(9)		18		18,604
			$	90,879
Consumer Products — 0.0%(6)
Central Garden & Pet Co.
6.125%, 11/15/23		25	$	25,810
			$	25,810
Containers and Glass Products — 0.2%
Berry Global, Inc.
6.00%, 10/15/22		12	$	12,060
Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC
7.00%, 7/15/24(9)		875		892,500
			$	904,560
Distribution & Wholesale — 0.0%(6)
Performance Food Group, Inc.
5.50%, 10/15/27(9)		63	$	65,163
			$	65,163
Diversified Financial Services — 0.0%(6)
GEMS MENASA Cayman, Ltd./GEMS Education Delaware, LLC
7.125%, 7/31/26(9)		221	$	215,475
			$	215,475
Drugs — 0.2%
AdaptHealth, LLC
6.125%, 8/1/28(9)		115	$	120,135
Bausch Health Americas, Inc.
8.50%, 1/31/27(9)		128		142,594
Bausch Health Cos., Inc.
7.00%, 1/15/28(9)		687		748,273
			$	1,011,002
Ecological Services and Equipment — 0.1%
Covanta Holding Corp.
5.875%, 3/1/24		25	$	25,728
GFL Environmental, Inc.
8.50%, 5/1/27(9)		525		589,373
			$	615,101

27

Security	Principal Amount (000’s omitted)		Value
Electronics/Electrical — 0.0%(6)
Sensata Technologies, Inc.
4.375%, 2/15/30(9)		42	$	44,991
			$	44,991
Entertainment — 0.0%(6)
Merlin Entertainments, Ltd.
5.75%, 6/15/26(9)		200	$	190,712
			$	190,712
Financial Intermediaries — 0.3%
Ford Motor Credit Co., LLC
5.125%, 6/16/25		457	$	487,884
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.
6.25%, 2/1/22		18		18,298
6.25%, 5/15/26		597		632,289
JPMorgan Chase & Co.
Series S, 6.75% to 2/1/24(10)(11)		80		88,694
Navient Corp.
5.00%, 10/26/20		25		25,226
			$	1,252,391
Food Products — 0.3%
Del Monte Foods, Inc.
11.875%, 5/15/25(9)		1,000	$	1,069,375
JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc.
5.50%, 1/15/30(9)		143		157,872
			$	1,227,247
Food/Drug Retailers — 0.2%
Fresh Market, Inc. (The)
9.75%, 5/1/23(9)		1,175	$	975,250
			$	975,250
Health Care — 0.1%
Centene Corp.
4.75%, 5/15/22		14	$	14,259
HCA, Inc.
5.875%, 2/15/26		17		19,916
Hologic, Inc.
4.375%, 10/15/25(9)		30		30,815
MPH Acquisition Holdings, LLC
7.125%, 6/1/24(9)		341		350,377
Tenet Healthcare Corp.
8.125%, 4/1/22		45		48,544
			$	463,911
Insurance — 0.2%
AssuredPartners, Inc.
7.00%, 8/15/25(9)		875	$	890,851
			$	890,851

28

Security	Principal Amount (000’s omitted)		Value
Internet Software & Services — 0.1%
Netflix, Inc.
5.375%, 11/15/29(9)		220	$	266,750
Riverbed Technology, Inc.
8.875%, 3/1/23(9)		29		17,907
			$	284,657
Leisure Goods/Activities/Movies — 0.1%
Sabre GLBL, Inc.
5.375%, 4/15/23(9)		25	$	24,596
Viking Cruises, Ltd.
6.25%, 5/15/25(9)		40		26,446
5.875%, 9/15/27(9)		784		516,950
			$	567,992
Lodging and Casinos — 0.4%
Caesars Resort Collection, LLC/CRC Finco, Inc.
5.25%, 10/15/25(9)		597	$	539,052
ESH Hospitality, Inc.
5.25%, 5/1/25(9)		17		17,390
MGM Growth Properties Operating Partnership, L.P./MGP Finance Co-Issuer, Inc.
5.625%, 5/1/24		10		10,876
MGM Resorts International
7.75%, 3/15/22		17		18,116
RHP Hotel Properties, L.P./RHP Finance Corp.
5.00%, 4/15/23		15		14,642
Stars Group Holdings B.V./Stars Group US Co-Borrower, LLC
7.00%, 7/15/26(9)		875		946,203
Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp.
5.25%, 5/15/27(9)		280		249,879
			$	1,796,158
Nonferrous Metals/Minerals — 0.0%(6)
New Gold, Inc.
6.375%, 5/15/25(9)		136	$	141,256
			$	141,256
Oil and Gas — 0.6%
Centennial Resource Production, LLC
6.875%, 4/1/27(9)		875	$	398,479
Energy Transfer Operating, L.P.
5.875%, 1/15/24		30		33,078
Neptune Energy Bondco PLC
6.625%, 5/15/25(9)		972		853,528
Newfield Exploration Co.
5.625%, 7/1/24		82		81,993
Precision Drilling Corp.
6.50%, 12/15/21		677		645,574
Seven Generations Energy, Ltd.
6.75%, 5/1/23(9)		30		30,709
6.875%, 6/30/23(9)		10		9,892
Tervita Corp.
7.625%, 12/1/21(9)		892		707,191
			$	2,760,444

29

Security	Principal Amount (000’s omitted)		Value
Packaging & Containers — 0.1%
ARD Finance S.A.
6.50%, (6.50% cash or 7.25% PIK), 6/30/27(9)(12)		467	$	478,091
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
4.125%, 8/15/26(9)		200		207,810
			$	685,901
Radio and Television — 0.2%
Diamond Sports Group, LLC/Diamond Sports Finance Co.
5.375%, 8/15/26(9)		111	$	85,746
iHeartCommunications, Inc.
6.375%, 5/1/26		208		219,017
8.375%, 5/1/27		376		374,193
Nielsen Co. Luxembourg S.a.r.l. (The)
5.50%, 10/1/21(9)		24		24,158
Sirius XM Radio, Inc.
4.125%, 7/1/30(9)		83		87,694
Terrier Media Buyer, Inc.
8.875%, 12/15/27(9)		327		335,788
			$	1,126,596
Software and Services — 0.0%(6)
IHS Markit, Ltd.
5.00%, 11/1/22(9)		60	$	64,664
			$	64,664
Steel — 0.2%
Allegheny Technologies, Inc.
7.875%, 8/15/23		972	$	1,025,922
			$	1,025,922
Surface Transport — 0.1%
DAE Funding, LLC
5.00%, 8/1/24(9)		612	$	568,398
XPO Logistics, Inc.
6.50%, 6/15/22(9)		56		56,265
			$	624,663
Telecommunications — 0.4%
CenturyLink, Inc.
6.75%, 12/1/23		40	$	44,450
Connect Finco S.a.r.l./Connect US Finco, LLC
6.75%, 10/1/26(9)		250		256,738
Digicel International Finance, Ltd./Digicel Holdings Bermuda, Ltd.
8.75%, 5/25/24(9)		550		556,187
Intelsat Jackson Holdings S.A.
5.50%, 8/1/23		25		15,719
8.50%, 10/15/24(9)		305		202,063
Level 3 Financing, Inc.
5.375%, 1/15/24		25		25,519
Sprint Communications, Inc.
7.00%, 8/15/20		98		98,308
6.00%, 11/15/22		3		3,240

30

Security	Principal Amount (000’s omitted)		Value
Sprint Corp.
7.25%, 9/15/21		225	$	238,219
7.625%, 2/15/25		223		271,267
T-Mobile USA, Inc.
6.375%, 3/1/25		35		35,964
6.50%, 1/15/26		110		116,094
			$	1,863,768
Utilities — 0.0%(6)
Vistra Operations Co., LLC
5.00%, 7/31/27(9)		194	$	207,289
4.30%, 7/15/29(9)		31		33,494
			$	240,783
Total Corporate Bonds & Notes (identified cost $26,499,335)			$	25,625,165
Asset-Backed Securities — 6.8%
Security	Principal Amount (000’s omitted)		Value
Allegany Park CLO, Ltd.
Series 2019-1A, Class E, 7.047%, (3 mo. USD LIBOR + 6.78%), 1/20/33(9)(13)	$	700	$	656,204
Ares LII CLO, Ltd.
Series 2019-52A, Class E, 6.808%, (3 mo. USD LIBOR + 6.55%), 4/22/31(9)(13)		750		687,408
Ares XXXIIR CLO, Ltd.
Series 2014-32RA, Class D, 6.242%, (3 mo. USD LIBOR + 5.85%), 5/15/30(9)(13)		2,000		1,728,465
Ares XXXIV CLO, Ltd.
Series 2015-2A, Class ER, 7.123%, (3 mo. USD LIBOR + 6.85%), 4/17/33(9)(13)		1,150		1,009,761
Bardot CLO, Ltd.
Series 2019-2A, Class E, 7.208%, (3 mo. USD LIBOR + 6.95%), 10/22/32(9)(13)		1,000		914,799
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		674,440
Benefit Street Partners CLO XVII, Ltd.
Series 2019-17A, Class E, 6.875%, (3 mo. USD LIBOR + 6.60%), 7/15/32(9)(13)		1,000		889,868
Benefit Street Partners CLO XVIII, Ltd.
Series 2019-18A, Class E, 7.175%, (3 mo. USD LIBOR + 6.90%), 10/15/32(9)(13)		1,000		937,388
BlueMountain CLO XXV, Ltd.
Series 2019-25A, Class E, 6.975%, (3 mo. USD LIBOR + 6.70%), 7/15/32(9)(13)		1,000		897,750
BlueMountain CLO XXVI, Ltd.
Series 2019-26A, Class E, 7.972%, (3 mo. USD LIBOR + 7.70%), 10/20/32(9)(13)		1,500		1,429,761
Canyon Capital CLO, Ltd.
Series 2019-2A, Class E, 7.425%, (3 mo. USD LIBOR + 7.15%), 10/15/32(9)(13)		400		373,922
Carlyle C17 CLO, Ltd.
Series 2012-3A, Class DR2, 6.768%, (3 mo. USD LIBOR + 6.50%), 1/14/32(9)(13)		1,200		855,118
Carlyle Global Market Strategies CLO, Ltd.
Series 2015-5A, Class DR, 6.972%, (3 mo. USD LIBOR + 6.70%), 1/20/32(9)(13)		500		385,635
Cedar Funding X CLO, Ltd.
Series 2019-10A, Class E, 7.272%, (3 mo. USD LIBOR + 7.00%), 10/20/32(9)(13)		1,000		914,697
Dryden Senior Loan Fund
Series 2015-40A, Class ER, 6.142%, (3 mo. USD LIBOR + 5.75%), 8/15/31(9)(13)		1,000		867,869

31

Security	Principal Amount (000’s omitted)		Value
Fort Washington CLO, Ltd.
Series 2019-1A, Class E, 7.522%, (3 mo. USD LIBOR + 7.25%), 10/20/32(9)(13)	$	1,000	$	882,583
Galaxy XV CLO, Ltd.
Series 2013-15A, Class ER, 6.92%, (3 mo. USD LIBOR + 6.65%), 10/15/30(9)(13)		1,000		855,762
Galaxy XXI CLO, Ltd.
Series 2015-21A, Class ER, 5.522%, (3 mo. USD LIBOR + 5.25%), 4/20/31(9)(13)		1,000		792,778
Galaxy XXV CLO, Ltd.
Series 2018-25A, Class E, 6.195%, (3 mo. USD LIBOR + 5.95%), 10/25/31(9)(13)		250		214,082
Golub Capital Partners CLO 23M, Ltd.
Series 2015-23A, Class ER, 6.022%, (3 mo. USD LIBOR + 5.75%), 1/20/31(9)(13)		1,200		882,209
Harriman Park CLO, Ltd.
Series 2020-1A, Class E, 8.045%, (3 mo. USD LIBOR + 6.91%), 4/20/31(9)(13)		1,100		1,033,765
Kayne CLO 5, Ltd.
Series 2019-5A, Class E, 6.964%, (3 mo. USD LIBOR + 6.70%), 7/24/32(9)(13)		1,000		936,316
Kayne CLO 7, Ltd.
Series 2020-7A, Class E, 7.907%, (3 mo. USD LIBOR + 6.50%), 4/17/33(9)(13)		1,150		1,088,471
Madison Park Funding XXXVI, Ltd.
Series 2019-36A, Class E, 7.525%, (3 mo. USD LIBOR + 7.25%), 1/15/33(9)(13)		500		480,024
Madison Park Funding XXXVII, Ltd.
Series 2019-37A, Class E, 6.825%, (3 mo. USD LIBOR + 6.55%), 7/15/32(9)(13)		1,000		924,077
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)		600		561,137
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)		1,000		940,691
Oaktree CLO, Ltd.
Series 2019-3A, Class E, 7.042%, (3 mo. USD LIBOR + 6.77%), 7/20/31(9)(13)		1,000		832,007
Palmer Square CLO, Ltd.
Series 2013-2A, Class DRR, 6.123%, (3 mo. USD LIBOR + 5.85%), 10/17/31(9)(13)		900		792,558
Series 2019-1A, Class D, 7.424%, (3 mo. USD LIBOR + 7.00%), 11/14/32(9)(13)		1,000		949,577
Regatta XII Funding, Ltd.
Series 2019-1A, Class E, 7.125%, (3 mo. USD LIBOR + 6.85%), 10/15/32(9)(13)		500		458,756
Regatta XIV Funding, Ltd.
Series 2018-3A, Class E, 6.195%, (3 mo. USD LIBOR + 5.95%), 10/25/31(9)(13)		700		594,034
Regatta XVI Funding, Ltd.
Series 2019-2A, Class E, 7.275%, (3 mo. USD LIBOR + 7.00%), 1/15/33(9)(13)		750		711,413
Southwick Park CLO, LLC
Series 2019-4A, Class E, 6.972%, (3 mo. USD LIBOR + 6.70%), 7/20/32(9)(13)		2,000		1,857,895
Vibrant CLO X, Ltd.
Series 2018-10A, Class D, 6.462%, (3 mo. USD LIBOR + 6.19%), 10/20/31(9)(13)		775		598,498
Vibrant CLO XI, Ltd.
Series 2019-11A, Class D, 7.042%, (3 mo. USD LIBOR + 6.77%), 7/20/32(9)(13)		1,000		828,762
Voya CLO, Ltd.
Series 2013-1A, Class DR, 6.755%, (3 mo. USD LIBOR + 6.48%), 10/15/30(9)(13)		2,000		1,603,299
Wellfleet CLO, Ltd.
Series 2020-1A, Class D, 8.422%, (3 mo. USD LIBOR + 7.24%), 4/15/33(9)(13)		1,150		1,070,052
Total Asset-Backed Securities (identified cost $36,997,242)			$	33,111,831

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Common Stocks — 1.3%
Security	Shares		Value
Aerospace and Defense — 0.2%
IAP Global Services, LLC(3)(14)(15)		55	$	840,587
			$	840,587
Automotive — 0.0%(6)
Dayco Products, LLC(14)(15)		18,702	$	140,265
			$	140,265
Business Equipment and Services — 0.0%(6)
Crossmark Holdings, Inc.(14)(15)		2,801	$	161,057
			$	161,057
Chemicals and Plastics — 0.1%
Hexion Holdings Corp., Class B(14)(15)		38,940	$	258,951
			$	258,951
Electric Utilities — 0.1%
Longview Intermediate Holdings, LLC(3)(14)(15)		85,076	$	694,222
			$	694,222
Electronics/Electrical — 0.0%(6)
Answers Corp.(3)(14)(15)		93,678	$	173,304
			$	173,304
Oil and Gas — 0.3%
AFG Holdings, Inc.(3)(14)(15)		29,086	$	571,249
Fieldwood Energy, Inc.(14)(15)		19,189		1,919
McDermott International, Inc.(14)(15)		146,105		518,673
Nine Point Energy Holdings, Inc.(3)(15)(16)		758		0
RDV Resources, Inc., Class A(3)(14)(15)		28,179		0
Samson Resources II, LLC, Class A(3)(14)		44,102		286,663
Sunrise Oil & Gas, Inc., Class A(14)(15)		11,735		82,145
			$	1,460,649
Publishing — 0.4%
ION Media Networks, Inc.(3)(14)		3,990	$	1,700,219
Tweddle Group, Inc.(3)(14)(15)		1,778		5,458
			$	1,705,677
Radio and Television — 0.1%
Clear Channel Outdoor Holdings, Inc.(14)(15)		86,335	$	79,126
Cumulus Media, Inc., Class A(14)(15)		38,163		149,981
iHeartMedia, Inc., Class A(14)(15)		36,714		306,929
			$	536,036
Retailers (Except Food and Drug) — 0.1%
David’s Bridal, LLC(3)(14)(15)		22,476	$	209,027
			$	209,027
Total Common Stocks (identified cost $7,844,386)			$	6,179,775

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Convertible Preferred Stocks — 0.0%
Security	Shares		Value
Oil and Gas — 0.0%
Nine Point Energy Holdings, Inc., Series A, 12.00%(3)(15)(16)		14	$	0
Total Convertible Preferred Stocks (identified cost $14,000)			$	0
Preferred Stocks — 0.1%
Security	Shares		Value
Financial Services — 0.0%(6)
DBI Investors, Inc., Series A-1(3)(14)		1,063	$	85,391
			$	85,391
Retailers (Except Food and Drug) — 0.1%
David’s Bridal, LLC, Series A, 8.00% (PIK)(3)(14)(15)		625	$	50,000
David’s Bridal, LLC, Series B, 10.00% (PIK)(3)(14)(15)		2,548		206,286
			$	256,286
Total Preferred Stocks (identified cost $206,286)			$	341,677
Closed-End Funds — 1.7%
Security	Shares		Value
BlackRock Floating Rate Income Strategies Fund, Inc.		99,936	$	1,142,268
Invesco Senior Income Trust		361,124		1,278,379
Nuveen Credit Strategies Income Fund		365,228		2,147,541
Nuveen Floating Rate Income Fund		148,079		1,189,074
Nuveen Floating Rate Income Opportunity Fund		103,281		823,150
Voya Prime Rate Trust		396,676		1,733,474
Total Closed-End Funds (identified cost $11,583,774)			$	8,313,886
Warrants — 0.0%
Security	Shares		Value
Retailers (Except Food and Drug) — 0.0%
David’s Bridal, LLC, Exp. 11/26/22(3)(14)(15)		4,339	$	0
Total Warrants (identified cost $0)			$	0
Miscellaneous — 0.0%(6)
Security	Shares		Value
Oil and Gas — 0.0%(6)
Paragon Offshore Finance Company, Class A(14)(15)		1,527	$	458
Paragon Offshore Finance Company, Class B(14)(15)		764		9,359
Total Miscellaneous (identified cost $16,616)			$	9,817

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Short-Term Investments — 1.4%
Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 0.22%(17)		7,035,960	$	7,035,256
Total Short-Term Investments (identified cost $7,035,256)			$	7,035,256
Total Investments — 158.8% (identified cost $828,017,090)			$	776,961,786
Less Unfunded Loan Commitments — (0.2)%			$	(1,222,940	)
Net Investments — 158.6% (identified cost $826,794,150)			$	775,738,846
Other Assets, Less Liabilities — (43.1)%			$	(210,687,629	)
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (15.5)%			$	(75,800,000	)
Net Assets Applicable to Common Shares — 100.0%			$	489,251,217

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

(2) 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 July 31, 2020, the total value of unfunded loan commitments is $1,202,824.

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

(4) The stated interest rate represents the weighted average interest rate at July 31, 2020 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

(5) This Senior Loan will settle after July 31, 2020, at which time the interest rate will be determined.

(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 pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At July 31, 2020, the aggregate value of these securities is $51,709,381 or 10.6% of the Trust’s net assets applicable to common shares.

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

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

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

(13) Variable rate security. The stated interest rate represents the rate in effect at July 31, 2020.

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

(15) Non-income producing security.

(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 July 31, 2020.

Forward Foreign Currency Exchange Contracts

Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
USD	16,504,794	EUR	14,684,870	Standard Chartered Bank		8/4/20	$	—	$	(793,258	)
GBP	215,476	USD	266,348	State Street Bank and Trust Company		8/28/20		15,747		—
USD	36,179	GBP	28,660	Standard Chartered Bank		8/28/20		—		(1,341	)
USD	39,466	GBP	31,515	State Street Bank and Trust Company		8/28/20		—		(1,792	)
USD	54,875	GBP	43,965	State Street Bank and Trust Company		8/28/20		—		(2,683	)
USD	1,304,944	GBP	1,065,862	State Street Bank and Trust Company		8/28/20		—		(90,451	)
USD	622,939	EUR	537,625	HSBC Bank USA, N.A.		8/31/20		—		(10,717	)
USD	17,549,706	EUR	15,944,862	HSBC Bank USA, N.A.		8/31/20		—		(1,243,237	)
USD	773,252	EUR	679,000	JPMorgan Chase Bank, N.A.		8/31/20		—		(27,031	)
USD	17,375,227	EUR	14,684,870	Standard Chartered Bank		9/2/20		66,601		—
USD	15,653,353	EUR	13,335,406	Goldman Sachs International		9/30/20		—		(74,201	)
							$	82,348	$	(2,244,711	)

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

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Restricted Securities

At July 31, 2020, the Trust owned the following securities (representing 0.00% 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.

Description	Date of Acquisition		Shares		Cost		Value
Common Stocks
Nine Point Energy Holdings, Inc.		7/15/14		758	$	34,721	$	0
Convertible Preferred Stocks
Nine Point Energy Holdings, Inc., Series A, 12.00%		5/26/17		14	$	14,000	$	0
Total Restricted Securities					$	48,721	$	0

At July 31, 2020, the Trust had sufficient cash and/or securities to cover commitments under open derivative contracts.

The Trust is subject to foreign exchange risk in the normal course of pursuing its investment objectives. 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 July 31, 2020, the value of the Trust’s investment in affiliated funds was $7,035,256, which represents 1.4% of the Trust’s net assets applicable to common shares. Transactions in affiliated funds by the Trust for the fiscal year to date ended July 31, 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	$	12,482,152	$	171,329,263	$	(176,777,737	)	$	2,426	$	(848	)	$	7,035,256	$	92,818		7,035,960

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.

37

At July 31, 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)	$	—	$	693,359,161		$	1,762,278	$	695,121,439
Corporate Bonds & Notes		—		25,625,165			—		25,625,165
Asset-Backed Securities		—		33,111,831			—		33,111,831
Common Stocks		1,313,660		385,386			4,480,729		6,179,775
Convertible Preferred Stocks		—		—			0		0
Preferred Stocks		—		—			341,677		341,677
Closed-End Funds		8,313,886		—			—		8,313,886
Warrants		—		—			0		0
Miscellaneous		—		9,817			—		9,817
Short-Term Investments		—		7,035,256			—		7,035,256
Total Investments	$	9,627,546	$	759,526,616		$	6,584,684	$	775,738,846
Forward Foreign Currency Exchange Contracts	$	—	$	82,348		$	—	$	82,348
Total	$	9,627,546	$	759,608,964		$	6,584,684	$	775,821,194
Liability Description
Forward Foreign Currency Exchange Contracts	$	—	$	(2,244,711	)	$	—	$	(2,244,711	)
Total	$	—	$	(2,244,711	)	$	—	$	(2,244,711	)

* 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 July 31, 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.

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