Edgar Filing: Eaton Vance Short Duration Diversified Income Fund

Eaton Vance Short Duration Diversified Income Fund

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

811-21563

Investment Company Act File Number

Eaton Vance Short Duration Diversified Income Fund

(Exact Name of Registrant as Specified in Charter)

Two International Place, Boston, Massachusetts 02110

(Address of Principal Executive Offices)

Maureen A. Gemma

Two International Place, Boston, Massachusetts 02110

(Name and Address of Agent for Services)

(617) 482-8260

(Registrant’s Telephone Number, Including Area Code)

October 31

Date of Fiscal Year End

January 31, 2019

Date of Reporting Period

Item 1. Schedule of Investments

Eaton Vance

Short Duration Diversified Income Fund

January 31, 2019

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 32.3%⁽¹⁾


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 0.6%
DAE Aviation Holdings, Inc.
Term Loan, Maturing January 23, 2026⁽²⁾		35	$	34,867
Term Loan, Maturing January 23, 2026⁽²⁾		65		64,852
TransDigm, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing June 9, 2023		965		945,224
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing August 22, 2024		489		478,200

			$	1,523,143

Automotive — 0.8%
Allison Transmission, Inc.
Term Loan, 4.26%, (1 mo. USD LIBOR + 1.75%), Maturing September 23, 2022		227	$	226,634
Belron Finance US, LLC
Term Loan, 4.84%, (3 mo. USD LIBOR + 2.25%), Maturing November 7, 2024		74		73,368
Dayco Products, LLC
Term Loan, 6.96%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023		171		167,551
Goodyear Tire & Rubber Company (The)
Term Loan - Second Lien, 4.51%, (1 mo. USD LIBOR + 2.00%), Maturing March 7, 2025		383		371,833
Horizon Global Corporation
Term Loan, 8.80%, (3 mo. USD LIBOR + 6.00%), Maturing June 30, 2021		71		68,570
L&W, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 4.00%), Maturing May 22, 2025		124		123,442
Tenneco, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing October 1, 2025		525		514,391
Thor Industries, Inc.
Term Loan, Maturing October 30, 2025⁽²⁾		225		216,281
Tower Automotive Holdings USA, LLC
Term Loan, 5.31%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024		226		217,207

			$	1,979,277

Beverage and Tobacco — 0.1%
Flavors Holdings, Inc.
Term Loan, 8.55%, (3 mo. USD LIBOR + 5.75%), Maturing April 3, 2020		320	$	297,645

			$	297,645

Brokerage/Securities Dealers/Investment Houses — 0.1%
Advisor Group, Inc.
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing August 15, 2025		75	$	74,439
Aretec Group, Inc.
Term Loan, 6.75%, (1 mo. USD LIBOR + 4.25%), Maturing October 1, 2025		175		172,648
OZ Management L.P.
Term Loan, 7.31%, (1 mo. USD LIBOR + 4.75%), Maturing April 10, 2023		80		79,800

			$	326,887


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Building and Development — 0.9%
Brookfield Property REIT, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing August 27, 2025		150	$	143,346
Core & Main L.P.
Term Loan, 5.72%, (3 mo. USD LIBOR + 3.00%), Maturing August 1, 2024		124		122,461
CPG International, Inc.
Term Loan, 6.63%, (6 mo. USD LIBOR + 3.75%), Maturing May 5, 2024		387		375,094
DTZ U.S. Borrower, LLC
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing August 21, 2025		798		785,032
NCI Building Systems, Inc.
Term Loan, 6.55%, (3 mo. USD LIBOR + 3.75%), Maturing April 12, 2025		100		95,448
Quikrete Holdings, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023		433		420,478
RE/MAX International, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing December 15, 2023		394		387,713
Summit Materials Companies I, LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing November 21, 2024		124		120,734

			$	2,450,306

Business Equipment and Services — 3.4%
Acosta Holdco, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021		376	$	179,513
AlixPartners, LLP
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing April 4, 2024		50		49,125
AppLovin Corporation
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing August 15, 2025		225		225,281
ASGN Incorporated
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing April 2, 2025		72		71,044
Blitz F18-675 GmbH
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 31, 2025	EUR	225		258,549
Bracket Intermediate Holding Corp.
Term Loan, 7.00%, (3 mo. USD LIBOR + 4.25%), Maturing September 5, 2025		125		122,505
Ceridian HCM Holding, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing April 30, 2025		224		222,380
Change Healthcare Holdings, LLC
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2024		1,131		1,109,329
Cypress Intermediate Holdings III, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing April 26, 2024		222		217,262
EAB Global, Inc.
Term Loan, 6.41%, (USD LIBOR + 3.75%), Maturing November 15, 2024⁽³⁾		199		193,041
Education Management, LLC
Term Loan, 0.00%, Maturing July 2, 2020⁽⁴⁾⁽⁵⁾		67		12,709
Term Loan, 0.00%, Maturing July 2, 2020⁽⁴⁾⁽⁵⁾		152		0
EIG Investors Corp.
Term Loan, 6.44%, (USD LIBOR + 3.75%), Maturing February 9, 2023⁽³⁾		510		503,305
Extreme Reach, Inc.
Term Loan, 8.75%, (1 mo. USD LIBOR + 6.25%), Maturing February 7, 2020		87		86,411
First Data Corporation
Term Loan, 4.52%, (1 mo. USD LIBOR + 2.00%), Maturing July 8, 2022		309		308,638
Garda World Security Corporation
Term Loan, 6.24%, (3 mo. USD LIBOR + 3.50%), Maturing May 24, 2024		316		311,609
IG Investment Holdings, LLC
Term Loan, 6.13%, (USD LIBOR + 3.50%), Maturing May 23, 2025⁽³⁾		431		426,172


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Information Resources, Inc.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing December 1, 2025		225	$	221,625
Iron Mountain, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026		124		120,107
J.D. Power and Associates
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing September 7, 2023		171		168,861
KAR Auction Services, Inc.
Term Loan, 5.06%, (3 mo. USD LIBOR + 2.25%), Maturing March 11, 2021		346		343,644
Kronos Incorporated
Term Loan, 5.54%, (3 mo. USD LIBOR + 3.00%), Maturing November 1, 2023		1,022		1,004,199
Monitronics International, Inc.
Term Loan, 8.30%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022		239		210,146
PGX Holdings, Inc.
Term Loan, 7.75%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020		325		318,397
Pre-Paid Legal Services, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2025		69		68,253
Prime Security Services Borrower, LLC
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022		294		290,644
Red Ventures, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing November 8, 2024		163		161,800
Solera, LLC
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023		124		121,501
Spin Holdco, Inc.
Term Loan, 6.03%, (3 mo. USD LIBOR + 3.25%), Maturing November 14, 2022		608		595,900
Tempo Acquisition, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		148		145,349
Travelport Finance (Luxembourg) S.a.r.l.
Term Loan, 5.12%, (3 mo. USD LIBOR + 2.50%), Maturing March 17, 2025		297		296,064
West Corporation
Term Loan, 6.50%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024		173		159,672
Worldpay, LLC
Term Loan, 4.22%, (1 mo. USD LIBOR + 1.75%), Maturing August 9, 2024		273		271,709

			$	8,794,744

Cable and Satellite Television — 1.8%
Charter Communications Operating, LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2025		545	$	538,170
CSC Holdings, LLC
Term Loan, 4.76%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025		451		438,498
Term Loan, 4.76%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026		150		144,687
Term Loan, 5.01%, (1 mo. USD LIBOR + 2.50%), Maturing January 25, 2026		199		193,910
MCC Iowa, LLC
Term Loan, 4.42%, (1 week USD LIBOR + 2.00%), Maturing January 15, 2025		165		164,227
Numericable Group S.A.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing July 31, 2025		319		296,428
Radiate Holdco, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024		173		168,351
Telenet Financing USD, LLC
Term Loan, 4.76%, (1 mo. USD LIBOR + 2.25%), Maturing August 15, 2026		375		366,194
Unitymedia Finance, LLC
Term Loan, 4.76%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026		150		147,719


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
UPC Financing Partnership
Term Loan, 5.01%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026		375	$	369,690
Virgin Media Bristol, LLC
Term Loan, 5.01%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026		1,275		1,254,414
Ziggo Secured Finance Partnership
Term Loan, 5.01%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025		625		606,006

			$	4,688,294

Chemicals and Plastics — 1.6%
Ashland, Inc.
Term Loan, 4.26%, (1 mo. USD LIBOR + 1.75%), Maturing May 17, 2024		99	$	97,946
Axalta Coating Systems US Holdings, Inc.
Term Loan, 4.55%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024		364		357,924
Emerald Performance Materials, LLC
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021		333		331,170
Term Loan - Second Lien, 10.25%, (1 mo. USD LIBOR + 7.75%), Maturing August 1, 2022		100		99,000
Ferro Corporation
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		49		48,560
Term Loan, 5.05%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024		50		49,615
Gemini HDPE, LLC
Term Loan, 5.25%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024		348		343,638
H.B. Fuller Company
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing October 20, 2024		297		292,344
Ineos US Finance, LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing March 31, 2024		520		506,014
Invictus U.S., LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		74		73,461
Kraton Polymers, LLC
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing March 5, 2025		78		76,852
Messer Industries GmbH
Term Loan, Maturing October 1, 2025⁽²⁾		175		171,500
Platform Specialty Products Corporation
Term Loan, Maturing November 14, 2025⁽²⁾		100		99,187
Polar US Borrower, LLC
Term Loan, 7.54%, (3 mo. USD LIBOR + 4.75%), Maturing October 15, 2025		125		124,062
PQ Corporation
Term Loan, 5.24%, (3 mo. USD LIBOR + 2.50%), Maturing February 8, 2025		317		309,252
Spectrum Holdings III Corp.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2025		113		108,310
Starfruit Finco B.V.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		375		367,687
Tata Chemicals North America, Inc.
Term Loan, 5.56%, (3 mo. USD LIBOR + 2.75%), Maturing August 7, 2020		161		159,722
Tronox Blocked Borrower, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing September 23, 2024		157		155,300
Tronox Finance, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing September 23, 2024		363		358,386

			$	4,129,930


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Containers and Glass Products — 0.5%
Berlin Packaging, LLC
Term Loan, 5.55%, (USD LIBOR + 3.00%), Maturing November 7, 2025⁽³⁾		25	$	24,004
BWAY Holding Company
Term Loan, 6.03%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024		237		229,290
Consolidated Container Company, LLC
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		247		241,327
Flex Acquisition Company, Inc.
Term Loan, 5.77%, (1 mo. USD LIBOR + 3.25%), Maturing June 29, 2025		224		218,418
Pelican Products, Inc.
Term Loan, 6.01%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2025		100		97,634
Verallia Packaging S.A.S
Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), Maturing October 29, 2022	EUR	278		316,749
Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), Maturing August 1, 2025	EUR	200		227,982

			$	1,355,404

Cosmetics/Toiletries — 0.1%
KIK Custom Products, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 4.00%), Maturing May 15, 2023		296	$	280,664

			$	280,664

Drugs — 1.5%
Alkermes, Inc.
Term Loan, 4.77%, (1 mo. USD LIBOR + 2.25%), Maturing March 23, 2023		71	$	69,822
Amneal Pharmaceuticals, LLC
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025		522		518,768
Arbor Pharmaceuticals, Inc.
Term Loan, 7.80%, (3 mo. USD LIBOR + 5.00%), Maturing July 5, 2023		258		221,719
Bausch Health Companies, Inc.
Term Loan, 5.51%, (1 mo. USD LIBOR + 3.00%), Maturing June 2, 2025		827		819,771
Endo Luxembourg Finance Company I S.a.r.l.
Term Loan, 6.75%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024		763		757,650
Horizon Pharma, Inc.
Term Loan, 5.56%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2024		647		644,853
Mallinckrodt International Finance S.A.
Term Loan, 5.55%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024		627		585,279
Term Loan, 5.62%, (3 mo. USD LIBOR + 3.00%), Maturing February 24, 2025		124		116,774
PharMerica Corporation
Term Loan, 6.01%, (1 mo. USD LIBOR + 3.50%), Maturing December 6, 2024		124		123,856

			$	3,858,492

Ecological Services and Equipment — 0.2%
EnergySolutions, LLC
Term Loan, 6.55%, (3 mo. USD LIBOR + 3.75%), Maturing May 9, 2025		174	$	152,359
GFL Environmental, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing May 30, 2025		348		336,699

			$	489,058

Electronics/Electrical — 3.6%
Almonde, Inc.
Term Loan, 6.30%, (3 mo. USD LIBOR + 3.50%), Maturing June 13, 2024		399	$	384,048
Applied Systems, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing September 19, 2024		420		411,896


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Avast Software B.V.
Term Loan, 5.30%, (3 mo. USD LIBOR + 2.50%), Maturing September 30, 2023		237	$	234,850
Blackhawk Network Holdings, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing June 15, 2025		124		122,561
BMC Software Finance, Inc.
Term Loan, 7.05%, (3 mo. USD LIBOR + 4.25%), Maturing October 2, 2025		375		366,840
Campaign Monitor Finance Pty. Limited
Term Loan, 8.05%, (3 mo. USD LIBOR + 5.25%), Maturing March 18, 2021		116		100,110
Cohu, Inc.
Term Loan, 5.81%, (3 mo. USD LIBOR + 3.00%), Maturing September 20, 2025		100		98,503
CommScope, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing December 29, 2022		68		67,883
Cypress Semiconductor Corporation
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing July 5, 2021		183		181,499
DigiCert, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 4.00%), Maturing October 31, 2024		174		171,140
Electro Rent Corporation
Term Loan, 7.78%, (3 mo. USD LIBOR + 5.00%), Maturing January 31, 2024		221		219,949
Epicor Software Corporation
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing June 1, 2022		25		24,191
Exact Merger Sub, LLC
Term Loan, 7.06%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024		99		98,380
EXC Holdings III Corp.
Term Loan, 6.30%, (3 mo. USD LIBOR + 3.50%), Maturing December 2, 2024		74		73,413
Financial & Risk US Holdings, Inc.
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing October 1, 2025		175		168,391
Flexera Software, LLC
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing February 26, 2025		25		24,533
GlobalLogic Holdings, Inc.
Term Loan, 3.25%, Maturing August 1, 2025⁽⁶⁾		9		9,293
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing August 1, 2025		65		64,886
Go Daddy Operating Company, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 2.25%), Maturing February 15, 2024		812		803,042
GTCR Valor Companies, Inc.
Term Loan, 5.55%, (3 mo. USD LIBOR + 2.75%), Maturing June 16, 2023		117		115,198
Hyland Software, Inc.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing July 1, 2024		148		146,557
Infoblox, Inc.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023		144		144,252
Informatica, LLC
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing August 5, 2022		352		351,135
Lattice Semiconductor Corporation
Term Loan, 6.76%, (1 mo. USD LIBOR + 4.25%), Maturing March 10, 2021		75		75,054
MA FinanceCo., LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 2.25%), Maturing November 19, 2021		866		851,688
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		26		24,761
Microchip Technology Incorporated
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing May 29, 2025		339		334,319
MTS Systems Corporation
Term Loan, 5.76%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023		212		209,450
Renaissance Holding Corp.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing May 30, 2025		174		167,886


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Seattle Spinco, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing June 21, 2024		172	$	167,216
SkillSoft Corporation
Term Loan, 7.25%, (1 mo. USD LIBOR + 4.75%), Maturing April 28, 2021		674		552,520
SolarWinds Holdings, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2024		173		169,713
SS&C Technologies Holdings Europe S.a.r.l.
Term Loan, 4.75%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025		201		197,387
SS&C Technologies, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 2.25%), Maturing April 16, 2025		523		513,182
SurveyMonkey, Inc.
Term Loan, 6.17%, (1 week USD LIBOR + 3.75%), Maturing October 10, 2025		219		216,158
Tibco Software, Inc.
Term Loan, 6.01%, (1 mo. USD LIBOR + 3.50%), Maturing December 4, 2020		148		146,963
TriTech Software Systems
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing August 29, 2025		125		121,992
Uber Technologies
Term Loan, 6.01%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023		318		314,411
Term Loan, 6.52%, (1 mo. USD LIBOR + 4.00%), Maturing April 4, 2025		224		222,756
Ultra Clean Holdings, Inc.
Term Loan, 7.01%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		124		121,113
VeriFone Systems, Inc.
Term Loan, 6.64%, (3 mo. USD LIBOR + 4.00%), Maturing August 20, 2025		125		122,116
Vero Parent, Inc.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing August 16, 2024		222		222,193
Wall Street Systems Delaware, Inc.
Term Loan, 5.63%, (2 mo. USD LIBOR + 3.00%), Maturing November 21, 2024		113		107,755
Western Digital Corporation
Term Loan, 4.26%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023		341		333,581

			$	9,574,764

Equipment Leasing — 0.6%
Avolon TLB Borrower 1 (US), LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2025		685	$	679,645
Delos Finance S.a.r.l.
Term Loan, 4.55%, (3 mo. USD LIBOR + 1.75%), Maturing October 6, 2023		425		424,810
Flying Fortress, Inc.
Term Loan, 4.55%, (3 mo. USD LIBOR + 1.75%), Maturing October 30, 2022		500		498,959
IBC Capital Limited
Term Loan, 6.55%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023		74		71,925

			$	1,675,339

Financial Intermediaries — 1.1%
Citco Funding, LLC
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2023		652	$	644,409
Clipper Acquisitions Corp.
Term Loan, 4.26%, (1 mo. USD LIBOR + 1.75%), Maturing December 27, 2024		173		170,651
Ditech Holding Corporation
Term Loan, 8.50%, (1 mo. USD LIBOR + 6.00%), Maturing June 30, 2022		474		321,139
Donnelley Financial Solutions, Inc.
Term Loan, 5.51%, (1 mo. USD LIBOR + 3.00%), Maturing October 2, 2023		21		20,455


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
EIG Management Company, LLC
Term Loan, 6.27%, (1 mo. USD LIBOR + 3.75%), Maturing February 22, 2025		50	$	49,532
Focus Financial Partners, LLC
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing July 3, 2024		274		270,433
Fortress Investment Group, LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing December 27, 2022		169		167,852
Franklin Square Holdings L.P.
Term Loan, 5.06%, (1 mo. USD LIBOR + 2.50%), Maturing August 1, 2025		75		74,343
Freedom Mortgage Corporation
Term Loan, 7.25%, (1 mo. USD LIBOR + 4.75%), Maturing February 23, 2022		168		167,525
Greenhill & Co., Inc.
Term Loan, 6.47%, (USD LIBOR + 3.75%), Maturing October 12, 2022⁽³⁾		141		140,449
GreenSky Holdings, LLC
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing March 31, 2025		199		196,515
Guggenheim Partners, LLC
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023		188		187,802
Harbourvest Partners, LLC
Term Loan, 4.76%, (1 mo. USD LIBOR + 2.25%), Maturing March 1, 2025		70		68,330
LPL Holdings, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 2.25%), Maturing September 23, 2024		246		244,411
StepStone Group L.P.
Term Loan, 6.50%, (1 mo. USD LIBOR + 4.00%), Maturing March 14, 2025		99		99,126
Walker & Dunlop, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 2.25%), Maturing October 31, 2025		125		124,062

			$	2,947,034

Food Products — 1.0%
Alphabet Holding Company, Inc.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024		370	$	338,065
CHG PPC Parent, LLC
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025		75		73,226
Del Monte Foods, Inc.
Term Loan, 5.90%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021		119		97,870
Hearthside Food Solutions, LLC
Term Loan, 6.19%, (1 mo. USD LIBOR + 3.69%), Maturing May 23, 2025		100		96,017
Term Loan, 6.50%, (1 mo. USD LIBOR + 4.00%), Maturing May 23, 2025		50		48,687
High Liner Foods Incorporated
Term Loan, 6.04%, (3 mo. USD LIBOR + 3.25%), Maturing April 24, 2021		134		113,869
HLF Financing S.a.r.l.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2025		150		149,064
Jacobs Douwe Egberts International B.V.
Term Loan, 4.56%, (3 mo. USD LIBOR + 2.00%), Maturing November 1, 2025		268		265,966
JBS USA Lux S.A.
Term Loan, 5.26%, (USD LIBOR + 2.50%), Maturing October 30, 2022⁽³⁾		1,180		1,169,667
Nomad Foods Europe Midco Limited
Term Loan, 4.76%, (1 mo. USD LIBOR + 2.25%), Maturing May 15, 2024		199		194,336
Post Holdings, Inc.
Term Loan, 4.52%, (1 mo. USD LIBOR + 2.00%), Maturing May 24, 2024		164		162,051
Restaurant Technologies, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing October 1, 2025		25		24,914

			$	2,733,732


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Food Service — 0.3%
Aramark Services, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 1.75%), Maturing March 11, 2025		140	$	139,142
Del Frisco’s Restaurant Group, Inc.
Term Loan, 8.50%, (1 mo. USD LIBOR + 6.00%), Maturing June 27, 2025		75		71,453
IRB Holding Corp.
Term Loan, 5.76%, (1 mo. USD LIBOR + 3.25%), Maturing February 5, 2025		274		267,391
KFC Holding Co.
Term Loan, 4.26%, (1 mo. USD LIBOR + 1.75%), Maturing April 3, 2025		171		169,897
US Foods, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing June 27, 2023		124		122,278

			$	770,161

Food/Drug Retailers — 0.3%
Albertsons, LLC
Term Loan, 5.69%, (3 mo. USD LIBOR + 3.00%), Maturing June 22, 2023		487	$	480,311
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing November 17, 2025		177		173,148
Diplomat Pharmacy, Inc.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing December 20, 2024		81		80,332

			$	733,791

Health Care — 3.0%
ADMI Corp.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing April 30, 2025		249	$	245,952
Agiliti Health, Inc.
Term Loan, 1.50%, Maturing January 4, 2026⁽⁶⁾		75		74,813
Akorn, Inc.
Term Loan, 8.00%, (1 mo. USD LIBOR + 5.50%), Maturing April 16, 2021		159		129,766
Alliance Healthcare Services, Inc.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing October 24, 2023		147		145,773
Athletico Management, LLC
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing October 31, 2025		75		74,156
Avantor, Inc.
Term Loan, 6.57%, (3 mo. USD LIBOR + 3.75%), Maturing November 21, 2024		188		188,159
Beaver-Visitec International, Inc.
Term Loan, 6.62%, (2 mo. USD LIBOR + 4.00%), Maturing August 21, 2023		147		145,172
BW NHHC Holdco, Inc.
Term Loan, 7.50%, (1 mo. USD LIBOR + 5.00%), Maturing May 15, 2025		149		146,265
CHG Healthcare Services, Inc.
Term Loan, 5.66%, (USD LIBOR + 3.00%), Maturing June 7, 2023⁽³⁾		442		438,008
Concentra, Inc.
Term Loan, 5.27%, (1 mo. USD LIBOR + 2.75%), Maturing June 1, 2022		50		49,561
DaVita, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing June 24, 2021		327		327,321
DJO Finance, LLC
Term Loan, 5.83%, (USD LIBOR + 3.25%), Maturing June 8, 2020⁽³⁾		386		385,517
Envision Healthcare Corporation
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing October 10, 2025		175		165,287
Gentiva Health Services, Inc.
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing July 2, 2025		292		291,017
Greatbatch Ltd.
Term Loan, 5.51%, (1 mo. USD LIBOR + 3.00%), Maturing October 27, 2022		108		107,187


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Hanger, Inc.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing March 6, 2025		149	$	148,131
Indivior Finance S.a.r.l.
Term Loan, 7.25%, (3 mo. USD LIBOR + 4.50%), Maturing December 18, 2022		191		187,687
Inovalon Holdings, Inc.
Term Loan, 6.06%, (1 mo. USD LIBOR + 3.50%), Maturing April 2, 2025		174		172,493
IQVIA, Inc.
Term Loan, 4.80%, (3 mo. USD LIBOR + 2.00%), Maturing March 7, 2024		258		256,802
Term Loan, 4.80%, (3 mo. USD LIBOR + 2.00%), Maturing January 17, 2025		222		220,577
Kinetic Concepts, Inc.
Term Loan, 6.05%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2024		493		490,191
KUEHG Corp.
Term Loan, 6.55%, (3 mo. USD LIBOR + 3.75%), Maturing February 21, 2025		317		310,761
Term Loan - Second Lien, 11.05%, (3 mo. USD LIBOR + 8.25%), Maturing August 18, 2025		50		50,000
MPH Acquisition Holdings, LLC
Term Loan, 5.55%, (3 mo. USD LIBOR + 2.75%), Maturing June 7, 2023		364		352,885
Navicure, Inc.
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing November 1, 2024		124		122,016
New Millennium Holdco, Inc.
Term Loan, 9.00%, (1 mo. USD LIBOR + 6.50%), Maturing December 21, 2020		86		48,109
One Call Corporation
Term Loan, 7.76%, (1 mo. USD LIBOR + 5.25%), Maturing November 25, 2022		226		199,289
Ortho-Clinical Diagnostics S.A.
Term Loan, 5.76%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025		520		502,816
Parexel International Corporation
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024		395		375,332
Prospect Medical Holdings, Inc.
Term Loan, 8.06%, (1 mo. USD LIBOR + 5.50%), Maturing February 22, 2024		174		172,819
Select Medical Corporation
Term Loan, 5.01%, (1 mo. USD LIBOR + 2.50%), Maturing March 6, 2025		246		243,783
Surgery Center Holdings, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing September 2, 2024		148		144,422
Syneos Health, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing August 1, 2024		57		56,417
Tecomet, Inc.
Term Loan, 6.02%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2024		123		121,740
U.S. Anesthesia Partners, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024		222		219,870
Verscend Holding Corp.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing August 27, 2025		224		222,754
Wink Holdco, Inc.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing December 2, 2024		322		311,159

			$	7,844,007

Home Furnishings — 0.3%
Serta Simmons Bedding, LLC
Term Loan, 6.01%, (1 mo. USD LIBOR + 3.50%), Maturing November 8, 2023		784	$	672,280

			$	672,280

Industrial Equipment — 1.4%
AL Alpine AT Bidco GmbH
Term Loan, 5.81%, (3 mo. USD LIBOR + 3.25%), Maturing October 31, 2025		25	$	24,125


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Altra Industrial Motion Corp.
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing October 1, 2025		98	$	96,621
Apex Tool Group, LLC
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing February 1, 2022		366		352,828
Clark Equipment Company
Term Loan, 4.80%, (3 mo. USD LIBOR + 2.00%), Maturing May 18, 2024		253		249,005
CPM Holdings, Inc.
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing November 15, 2025		50		49,281
DexKo Global, Inc.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing July 24, 2024		124		122,283
EWT Holdings III Corp.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing December 20, 2024		757		747,053
Filtration Group Corporation
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025		248		246,471
Gardner Denver, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing July 30, 2024		148		147,680
Gates Global, LLC
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing April 1, 2024		367		360,382
Hamilton Holdco, LLC
Term Loan, 4.81%, (3 mo. USD LIBOR + 2.00%), Maturing July 2, 2025		124		123,284
Paladin Brands Holding, Inc.
Term Loan, 8.31%, (3 mo. USD LIBOR + 5.50%), Maturing August 15, 2022		189		187,256
Pro Mach Group, Inc.
Term Loan, 5.51%, (1 mo. USD LIBOR + 3.00%), Maturing March 7, 2025		25		23,986
Robertshaw US Holding Corp.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing February 28, 2025		149		138,826
Tank Holding Corp.
Term Loan, 5.76%, (1 mo. USD LIBOR + 3.25%), Maturing March 17, 2022		131		129,012
Titan Acquisition Limited
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025		422		399,140
Wittur GmbH
Term Loan, 5.00%, (3 mo. EURIBOR + 4.00%, Floor 1.00%), Maturing March 31, 2022	EUR	175		201,161

			$	3,598,394

Insurance — 1.1%
Alliant Holdings I, Inc.
Term Loan, 5.26%, (1 mo. USD LIBOR + 2.75%), Maturing May 9, 2025		245	$	236,031
AmWINS Group, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024		99		97,876
Asurion, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing August 4, 2022		839		827,769
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023		415		409,190
Term Loan - Second Lien, 9.00%, (1 mo. USD LIBOR + 6.50%), Maturing August 4, 2025		100		100,844
Hub International Limited
Term Loan, 5.51%, (USD LIBOR + 2.75%), Maturing April 25, 2025⁽³⁾		721		697,028
NFP Corp.
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing January 8, 2024		50		48,065


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Sedgwick Claims Management Services, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing December 31, 2025		175	$	171,062
USI, Inc.
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024		395		379,941

			$	2,967,806

Leisure Goods/Activities/Movies — 1.0%
Ancestry.com Operations, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing October 19, 2023		123	$	120,948
Bombardier Recreational Products, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing May 23, 2025		809		795,765
CDS U.S. Intermediate Holdings, Inc.
Term Loan, 6.39%, (USD LIBOR + 3.75%), Maturing July 8, 2022⁽³⁾		166		158,347
ClubCorp Holdings, Inc.
Term Loan, 5.55%, (3 mo. USD LIBOR + 2.75%), Maturing September 18, 2024		269		259,817
Crown Finance US, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing February 28, 2025		298		291,423
Delta 2 (LUX) S.a.r.l.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing February 1, 2024		110		106,012
Emerald Expositions Holding, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		166		162,026
Lindblad Expeditions, Inc.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing March 21, 2025		78		76,834
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing March 21, 2025		310		309,858
SRAM, LLC
Term Loan, 5.43%, (USD LIBOR + 2.75%), Maturing March 15, 2024⁽³⁾		222		218,303
Steinway Musical Instruments, Inc.
Term Loan, 6.26%, (1 mo. USD LIBOR + 3.75%), Maturing February 13, 2025		124		121,581
Travel Leaders Group, LLC
Term Loan, 6.51%, (1 mo. USD LIBOR + 4.00%), Maturing January 25, 2024		124		123,831

			$	2,744,745

Lodging and Casinos — 1.3%
Aristocrat Technologies, Inc.
Term Loan, 4.53%, (3 mo. USD LIBOR + 1.75%), Maturing October 19, 2024		93	$	91,174
CityCenter Holdings, LLC
Term Loan, 4.75%, (1 mo. USD LIBOR + 2.25%), Maturing April 18, 2024		419		412,895
Golden Nugget, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing October 4, 2023		117		115,526
GVC Holdings PLC
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing March 29, 2024		149		147,572
Hanjin International Corp.
Term Loan, 5.01%, (1 mo. USD LIBOR + 2.50%), Maturing October 18, 2020		75		73,641
Hilton Worldwide Finance, LLC
Term Loan, 4.26%, (1 mo. USD LIBOR + 1.75%), Maturing October 25, 2023		669		662,203
Las Vegas Sands, LLC
Term Loan, 4.25%, (1 mo. USD LIBOR + 1.75%), Maturing March 27, 2025		149		146,509
MGM Growth Properties Operating Partnership L.P.
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing March 21, 2025		365		359,597
Playa Resorts Holding B.V.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024		370		357,666


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Stars Group Holdings B.V. (The)
Term Loan, 6.30%, (3 mo. USD LIBOR + 3.50%), Maturing July 10, 2025		597	$	592,672
VICI Properties 1, LLC
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing December 20, 2024		239		234,684
Wyndham Hotels & Resorts, Inc.
Term Loan, 4.25%, (1 mo. USD LIBOR + 1.75%), Maturing May 30, 2025		200		196,549

			$	3,390,688

Nonferrous Metals/Minerals — 0.3%
Global Brass & Copper, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing May 29, 2025		147	$	145,338
Murray Energy Corporation
Term Loan, 9.75%, (1 mo. USD LIBOR + 7.25%), Maturing October 17, 2022		351		297,552
Noranda Aluminum Acquisition Corporation
Term Loan, 0.00%, Maturing February 28, 2019⁽⁴⁾⁽⁵⁾		75		5,806
Oxbow Carbon, LLC
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing January 4, 2023		95		94,881
Term Loan - Second Lien, 10.00%, (1 mo. USD LIBOR + 7.50%), Maturing January 4, 2024		125		125,313

			$	668,890

Oil and Gas — 0.7%
Ameriforge Group, Inc.
Term Loan, 9.80%, (3 mo. USD LIBOR + 7.00%), Maturing June 8, 2022		77	$	77,187
Apergy Corporation
Term Loan, 5.16%, (USD LIBOR + 2.50%), Maturing May 9, 2025⁽³⁾		45		43,714
Fieldwood Energy, LLC
Term Loan, 7.75%, (1 mo. USD LIBOR + 5.25%), Maturing April 11, 2022		196		181,931
McDermott Technology Americas, Inc.
Term Loan, 7.50%, (1 mo. USD LIBOR + 5.00%), Maturing May 10, 2025		174		167,174
MEG Energy Corp.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing December 31, 2023		194		193,229
PSC Industrial Holdings Corp.
Term Loan, 6.26%, (1 mo. USD LIBOR + 3.75%), Maturing October 3, 2024		124		120,966
Sheridan Investment Partners II L.P.
Term Loan, 6.21%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020		27		23,019
Term Loan, 6.21%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020		72		61,724
Term Loan, 6.21%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020		520		443,711
Sheridan Production Partners I, LLC
Term Loan, 6.24%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		17		14,368
Term Loan, 6.24%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		28		23,522
Term Loan, 6.24%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		208		177,516
Ultra Resources, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 4.00%), Maturing April 12, 2024		250		224,375

			$	1,752,436

Publishing — 0.5%
Ascend Learning, LLC
Term Loan, 5.50%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024		173	$	169,572
Getty Images, Inc.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing October 18, 2019		529		526,970
Harland Clarke Holdings Corp.
Term Loan, 7.55%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023		187		174,343


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
LSC Communications, Inc.
Term Loan, 8.00%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2022		159	$	158,625
ProQuest, LLC
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing October 24, 2021		314		313,023
Tweddle Group, Inc.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing September 17, 2023		46		43,274

			$	1,385,807

Radio and Television — 0.6%
CBS Radio, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing November 18, 2024		190	$	184,889
Cumulus Media New Holdings, Inc.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing May 15, 2022		521		504,073
Entravision Communications Corporation
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024		144		138,259
Gray Television, Inc.
Term Loan, 5.02%, (3 mo. USD LIBOR + 2.50%), Maturing January 2, 2026		100		98,625
Hubbard Radio, LLC
Term Loan, 6.02%, (1 mo. USD LIBOR + 3.50%), Maturing March 28, 2025		106		104,246
iHeartCommunications, Inc.
Term Loan, 0.00%, Maturing July 30, 2019⁽⁴⁾		450		303,469
Mission Broadcasting, Inc.
Term Loan, 4.76%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		48		46,673
Nexstar Broadcasting, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 2.25%), Maturing January 17, 2024		278		269,970

			$	1,650,204

Retailers (Except Food and Drug) — 0.9%
Ascena Retail Group, Inc.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022		238	$	219,659
Bass Pro Group, LLC
Term Loan, 7.50%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024		247		244,653
BJ’s Wholesale Club, Inc.
Term Loan, 5.51%, (1 mo. USD LIBOR + 3.00%), Maturing February 3, 2024		162		160,613
CDW, LLC
Term Loan, 4.25%, (1 mo. USD LIBOR + 1.75%), Maturing August 17, 2023		354		352,548
David’s Bridal, Inc.
Term Loan, 10.29%, (3 mo. USD LIBOR + 7.50%), Maturing July 17, 2023		47		47,747
Term Loan, 10.79%, (3 mo. USD LIBOR + 8.00%), Maturing January 18, 2026		180		156,282
Evergreen Acqco 1 L.P.
Term Loan, 6.53%, (USD LIBOR + 3.75%), Maturing July 9, 2019⁽³⁾		359		341,634
Global Appliance, Inc.
Term Loan, 6.50%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024		143		141,316
Hoya Midco, LLC
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing June 30, 2024		172		167,635
J. Crew Group, Inc.
Term Loan, 5.79%, (USD LIBOR + 3.00%), Maturing March 5, 2021⁽³⁾⁽⁵⁾		522		350,080
LSF9 Atlantis Holdings, LLC
Term Loan, 8.51%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023		168		155,384
Pier 1 Imports (U.S.), Inc.
Term Loan, 6.38%, (3 mo. USD LIBOR + 3.50%), Maturing April 30, 2021		96		59,688
Staples, Inc.
Term Loan, 6.54%, (3 mo. USD LIBOR + 4.00%), Maturing September 12, 2024		99		97,886

			$	2,495,125


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Steel — 0.4%
Atkore International, Inc.
Term Loan, 5.56%, (3 mo. USD LIBOR + 2.75%), Maturing December 22, 2023		242	$	236,863
GrafTech Finance, Inc.
Term Loan, 6.00%, (1 mo. USD LIBOR + 3.50%), Maturing February 12, 2025		366		359,674
Neenah Foundry Company
Term Loan, 9.13%, (2 mo. USD LIBOR + 6.50%), Maturing December 13, 2022		111		109,970
Phoenix Services International, LLC
Term Loan, 6.27%, (1 mo. USD LIBOR + 3.75%), Maturing March 1, 2025		124		122,977
Zekelman Industries, Inc.
Term Loan, 4.86%, (2 mo. USD LIBOR + 2.25%), Maturing June 14, 2021		147		144,987

			$	974,471

Surface Transport — 0.2%
PODS, LLC
Term Loan, 5.26%, (1 mo. USD LIBOR + 2.75%), Maturing December 6, 2024		99	$	96,734
Stena International S.a.r.l.
Term Loan, 5.81%, (3 mo. USD LIBOR + 3.00%), Maturing March 3, 2021		262		256,371
XPO Logistics, Inc.
Term Loan, 4.50%, (1 mo. USD LIBOR + 2.00%), Maturing February 24, 2025		100		98,641

			$	451,746

Telecommunications — 1.4%
CenturyLink, Inc.
Term Loan, 5.25%, (1 mo. USD LIBOR + 2.75%), Maturing January 31, 2025		817	$	782,379
Digicel International Finance Limited
Term Loan, 5.96%, (3 mo. USD LIBOR + 3.25%), Maturing May 28, 2024		123		113,563
Frontier Communications Corp.
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing June 15, 2024		246		236,195
Global Eagle Entertainment, Inc.
Term Loan, 10.35%, (6 mo. USD LIBOR + 7.50%), Maturing January 6, 2023		215		217,308
Intelsat Jackson Holdings S.A.
Term Loan, 7.00%, (1 mo. USD LIBOR + 4.50%), Maturing January 2, 2024		250		253,229
IPC Corp.
Term Loan, 7.25%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021		181		150,484
Onvoy, LLC
Term Loan, 7.30%, (3 mo. USD LIBOR + 4.50%), Maturing February 10, 2024		123		109,610
Plantronics, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing July 2, 2025		192		186,706
Sprint Communications, Inc.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024		614		600,998
Syniverse Holdings, Inc.
Term Loan, 7.51%, (1 mo. USD LIBOR + 5.00%), Maturing March 9, 2023		149		135,662
Telesat Canada
Term Loan, 5.31%, (3 mo. USD LIBOR + 2.50%), Maturing November 17, 2023		842		828,410

			$	3,614,544

Utilities — 0.7%
Brookfield WEC Holdings, Inc.
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing August 1, 2025		325	$	323,984
Calpine Construction Finance Company L.P.
Term Loan, 5.00%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2025		167		164,304


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Calpine Corporation
Term Loan, 5.31%, (3 mo. USD LIBOR + 2.50%), Maturing January 15, 2024		422	$	415,764
Granite Acquisition, Inc.
Term Loan, 6.30%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021		21		21,068
Term Loan, 6.30%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021		462		461,768
Lightstone Holdco, LLC
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024		7		6,841
Term Loan, 6.25%, (1 mo. USD LIBOR + 3.75%), Maturing January 30, 2024		129		124,089
USIC Holdings, Inc.
Term Loan, 5.75%, (1 mo. USD LIBOR + 3.25%), Maturing December 8, 2023		174		168,177
Vistra Energy Corp.
Term Loan, 4.51%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2025		149		146,750

			$	1,832,745


Total Senior Floating-Rate Loans (identified cost $87,771,192)			$	84,652,553


Corporate Bonds & Notes — 19.3%

Security	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 0.8%
Bombardier, Inc.
6.00%, 10/15/22⁽⁷⁾		600	$	581,250
TransDigm, Inc.
6.50%, 7/15/24		250		247,500
6.50%, 5/15/25		1,000		973,750
6.25%, 3/15/26⁽⁷⁾⁽⁸⁾		168		170,940

			$	1,973,440

Automotive — 0.4%
Deck Chassis Acquisition, Inc.
10.00%, 6/15/23⁽⁷⁾		1,000	$	967,500

			$	967,500

Building and Development — 0.3%
Builders FirstSource, Inc.
5.625%, 9/1/24⁽⁷⁾		121	$	115,858
Five Point Operating Co., L.P./Five Point Capital Corp.
7.875%, 11/15/25⁽⁷⁾		84		80,850
Reliance Intermediate Holdings, L.P.
6.50%, 4/1/23⁽⁷⁾		675		696,937

			$	893,645

Business Equipment and Services — 1.1%
EIG Investors Corp.
10.875%, 2/1/24		960	$	1,015,200
KAR Auction Services, Inc.
5.125%, 6/1/25⁽⁷⁾		250		242,145
Prime Security Services Borrower, LLC/Prime Finance, Inc.
9.25%, 5/15/23⁽⁷⁾⁽⁹⁾		36		38,160


Security	Principal Amount* (000’s omitted)		Value
ServiceMaster Co., LLC (The)
7.45%, 8/15/27		1,000	$	1,034,380
Solera, LLC/Solera Finance, Inc.
10.50%, 3/1/24⁽⁷⁾		425		463,241
West Corp.
8.50%, 10/15/25⁽⁷⁾		168		140,910

			$	2,934,036

Cable and Satellite Television — 1.2%
Cablevision Systems Corp.
8.00%, 4/15/20		1,000	$	1,042,500
CCO Holdings, LLC/CCO Holdings Capital Corp.
5.50%, 5/1/26⁽⁷⁾		1,000		1,000,000
CSC Holdings, LLC
5.125%, 12/15/21⁽⁷⁾		1,000		1,004,050

			$	3,046,550

Chemicals and Plastics — 0.1%
Chemours Co. (The)
5.375%, 5/15/27		365	$	352,225

			$	352,225

Conglomerates — 0.2%
TMS International Corp.
7.25%, 8/15/25⁽⁷⁾		625	$	589,062

			$	589,062

Containers and Glass Products — 1.0%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
7.25%, 5/15/24⁽⁷⁾		741	$	770,640
BWAY Holding Co.
5.50%, 4/15/24⁽⁷⁾		655		642,313
Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC
7.00%, 7/15/24⁽⁷⁾		1,254		1,284,566

			$	2,697,519

Drugs — 0.6%
Bausch Health Cos, Inc.
5.875%, 5/15/23⁽⁷⁾		755	$	742,444
9.00%, 12/15/25⁽⁷⁾		338		360,609
Catalent Pharma Solutions, Inc.
4.875%, 1/15/26⁽⁷⁾		400		390,000

			$	1,493,053

Ecological Services and Equipment — 0.5%
Covanta Holding Corp.
5.875%, 7/1/25		1,000	$	983,750
GFL Environmental, Inc.
5.375%, 3/1/23⁽⁷⁾		152		142,880
Hulk Finance Corp.
7.00%, 6/1/26⁽⁷⁾		160		148,432
Waste Pro USA, Inc.
5.50%, 2/15/26⁽⁷⁾		137		133,815

			$	1,408,877


Security	Principal Amount* (000’s omitted)		Value
Electronics/Electrical — 0.7%
Energizer Holdings, Inc.
7.75%, 1/15/27⁽⁷⁾		700	$	722,995
Infor (US), Inc.
6.50%, 5/15/22		1,000		1,021,250

			$	1,744,245

Energy — 0.0%⁽¹⁰⁾
Sunoco, L.P./Sunoco Finance Corp.
4.875%, 1/15/23		75	$	74,062
5.50%, 2/15/26		32		31,680

			$	105,742

Financial Intermediaries — 0.3%
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.
6.25%, 2/1/22		645	$	663,544

			$	663,544

Financial Services — 0.3%
Debt and Asset Trading Corp.
1.00%, 10/10/25⁽¹¹⁾		1,060	$	734,050

			$	734,050

Food Products — 0.1%
Dole Food Co., Inc.
7.25%, 6/15/25⁽⁷⁾		250	$	228,750
Iceland Bondco PLC
5.178%, (3 mo. GBP LIBOR + 4.25%), 7/15/20^(7)(12)	GBP	42		55,525
Post Holdings, Inc.
5.625%, 1/15/28⁽⁷⁾		85		81,812

			$	366,087

Health Care — 2.8%
HCA Healthcare, Inc.
6.25%, 2/15/21		1,000	$	1,045,000
HCA, Inc.
5.875%, 2/1/29		753		789,709
Kinetic Concepts, Inc./KCI USA, Inc.
7.875%, 2/15/21⁽⁷⁾		1,500		1,531,875
12.50%, 11/1/21⁽⁷⁾		525		569,625
MPH Acquisition Holdings, LLC
7.125%, 6/1/24⁽⁷⁾		1,000		995,500
Polaris Intermediate Corp.
8.50%, (8.50% Cash or 9.25% PIK), 12/1/22^(7)(13)		1,000		963,750
Syneos Health, Inc./inVentiv Health, Inc./inVentiv Health Clinical, Inc.
7.50%, 10/1/24⁽⁷⁾		600		635,250
WellCare Health Plans, Inc.
5.25%, 4/1/25		750		767,812

			$	7,298,521

Industrial Equipment — 0.0%⁽¹⁰⁾
CFX Escrow Corp.
6.00%, 2/15/24⁽⁷⁾⁽⁸⁾		36	$	36,000
6.375%, 2/15/26⁽⁷⁾⁽⁸⁾		59		59,560


Security	Principal Amount* (000’s omitted)		Value
Titan Acquisition, Ltd./Titan Co-Borrower, LLC
7.75%, 4/15/26⁽⁷⁾		32	$	28,080

			$	123,640

Insurance — 0.5%
Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer
8.25%, 8/1/23⁽⁷⁾		1,000	$	1,020,000
Ardonagh Midco 3 PLC
8.625%, 7/15/23⁽⁷⁾		200		174,000

			$	1,194,000

Internet Software & Services — 0.4%
Netflix, Inc.
5.875%, 11/15/28⁽⁷⁾		230	$	233,737
Riverbed Technology, Inc.
8.875%, 3/1/23⁽⁷⁾		1,010		742,350

			$	976,087

Leisure Goods/Activities/Movies — 0.8%
AMC Entertainment Holdings, Inc.
6.125%, 5/15/27		2,000	$	1,790,000
Viking Cruises, Ltd.
5.875%, 9/15/27⁽⁷⁾		320		313,600

			$	2,103,600

Lodging and Casinos — 1.8%
Caesars Resort Collection, LLC/CRC Finco, Inc.
5.25%, 10/15/25⁽⁷⁾		751	$	702,035
Eldorado Resorts, Inc.
6.00%, 9/15/26⁽⁷⁾		531		532,327
Golden Nugget, Inc.
8.75%, 10/1/25⁽⁷⁾		1,000		1,027,500
Hilton Domestic Operating Co., Inc.
4.25%, 9/1/24		55		54,176
Hilton Worldwide Finance, LLC / Hilton Worldwide Finance Corp.
4.625%, 4/1/25		1,000		992,500
Jack Ohio Finance, LLC/Jack Ohio Finance 1 Corp.
10.25%, 11/15/22⁽⁷⁾		585		631,800
MGM Growth Properties Operating Partnership, L.P./MGP Finance Co-Issuer, Inc.
5.75%, 2/1/27⁽⁷⁾		44		44,495
Stars Group Holdings B.V./Stars Group US Co-Borrower, LLC
7.00%, 7/15/26⁽⁷⁾		500		508,900
Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp.
5.25%, 5/15/27⁽⁷⁾		278		260,278

			$	4,754,011

Metals/Mining — 0.4%
Teck Resources, Ltd.
8.50%, 6/1/24⁽⁷⁾		1,000	$	1,079,990

			$	1,079,990

Nonferrous Metals/Minerals — 0.7%
Eldorado Gold Corp.
6.125%, 12/15/20⁽⁷⁾		1,000	$	960,000


Security	Principal Amount* (000’s omitted)		Value
First Quantum Minerals, Ltd.
7.25%, 4/1/23⁽⁷⁾		834	$	801,691
New Gold, Inc.
6.25%, 11/15/22⁽⁷⁾		215		199,412

			$	1,961,103

Oil and Gas — 1.9%
Great Western Petroleum, LLC/Great Western Finance Corp.
9.00%, 9/30/21⁽⁷⁾		1,000	$	897,500
Hilcorp Energy I, L.P./Hilcorp Finance Co.
5.75%, 10/1/25⁽⁷⁾		2		1,955
6.25%, 11/1/28⁽⁷⁾		19		18,596
Oasis Petroleum, Inc.
6.875%, 1/15/23		50		49,688
Parsley Energy, LLC/Parsley Finance Corp.
6.25%, 6/1/24⁽⁷⁾		1,000		1,027,368
Petroleos Mexicanos
6.625%^(11)(14)		1,400		1,169,000
Whiting Petroleum Corp.
6.25%, 4/1/23		8		7,940
6.625%, 1/15/26		1,000		985,000
WildHorse Resource Development Corp.
6.875%, 2/1/25		890		905,397

			$	5,062,444

Publishing — 0.4%
Laureate Education, Inc.
8.25%, 5/1/25⁽⁷⁾		975	$	1,062,750

			$	1,062,750

Retailers (Except Food and Drug) — 0.1%
Party City Holdings, Inc.
6.125%, 8/15/23⁽⁷⁾		300	$	304,500

			$	304,500

Surface Transport — 0.3%
Park Aerospace Holdings, Ltd.
5.50%, 2/15/24⁽⁷⁾		350	$	356,563
XPO Logistics, Inc.
6.125%, 9/1/23⁽⁷⁾		346		352,702

			$	709,265

Technology — 0.4%
Dell International, LLC/EMC Corp.
7.125%, 6/15/24⁽⁷⁾		895	$	944,572

			$	944,572

Telecommunications — 0.7%
CenturyLink, Inc.
7.50%, 4/1/24		595	$	604,669
Hughes Satellite Systems Corp.
6.625%, 8/1/26		470		453,550


Security	Principal Amount* (000’s omitted)		Value
Sprint Capital Corp.
6.875%, 11/15/28		225	$	224,156
Sprint Communications, Inc.
6.00%, 11/15/22		25		25,380
Sprint Corp.
7.875%, 9/15/23		605		644,325

			$	1,952,080

Utilities — 0.5%
AES Corp. (The)
5.50%, 4/15/25		14	$	14,525
Calpine Corp.
5.25%, 6/1/26⁽⁷⁾		75		71,531
Perusahaan Listrik Negara PT
5.25%, 10/24/42⁽¹¹⁾		1,000		960,000
TerraForm Power Operating, LLC
4.25%, 1/31/23⁽⁷⁾		45		44,213
5.00%, 1/31/28⁽⁷⁾		70		65,275

			$	1,155,544


Total Corporate Bonds & Notes (identified cost $52,128,640)			$	50,651,682


Foreign Government Securities — 10.8%
Security	Principal Amount* (000’s omitted)		Value
Albania — 0.6%
Republic of Albania
3.50%, 10/9/25⁽¹¹⁾	EUR	1,370	$	1,585,805

Total Albania			$	1,585,805

Argentina — 0.1%
Republic of Argentina
3.875%, 1/15/22⁽¹¹⁾	EUR	175	$	180,791

Total Argentina			$	180,791

Bahamas — 0.7%
Commonwealth of Bahamas
5.75%, 1/16/24⁽¹¹⁾		1,800	$	1,840,500

Total Bahamas			$	1,840,500

Bahrain — 1.5%
Kingdom of Bahrain
6.125%, 8/1/23⁽¹¹⁾		460	$	482,440
6.75%, 9/20/29⁽¹¹⁾		483		490,665
7.00%, 1/26/26⁽¹¹⁾		235		249,363
7.00%, 10/12/28⁽¹¹⁾		865		897,213
7.50%, 9/20/47⁽¹¹⁾		1,867		1,868,146

Total Bahrain			$	3,987,827


Security	Principal Amount* (000’s omitted)		Value
Barbados — 0.2%
Government of Barbados
6.625%, 12/5/35^(4)(11)		855	$	465,719
7.25%, 12/15/21^(4)(11)		300		161,610

Total Barbados			$	627,329

Dominican Republic — 0.5%
Dominican Republic
8.625%, 4/20/27⁽¹¹⁾		1,129	$	1,312,180

Total Dominican Republic			$	1,312,180

Ecuador — 0.4%
Republic of Ecuador
9.65%, 12/13/26⁽¹¹⁾		1,100	$	1,079,595

Total Ecuador			$	1,079,595

Egypt — 0.6%
Arab Republic of Egypt
4.75%, 4/16/26⁽¹¹⁾	EUR	512	$	549,375
8.50%, 1/31/47⁽¹¹⁾		1,100		1,061,941

Total Egypt			$	1,611,316

El Salvador — 0.6%
Republic of El Salvador
6.375%, 1/18/27⁽¹¹⁾		1,168	$	1,118,360
8.25%, 4/10/32⁽¹¹⁾		120		126,436
8.625%, 2/28/29⁽¹¹⁾		308		333,410

Total El Salvador			$	1,578,206

Fiji — 0.3%
Republic of Fiji
6.625%, 10/2/20⁽¹¹⁾		929	$	926,989

Total Fiji			$	926,989

Honduras — 0.5%
Republic of Honduras
6.25%, 1/19/27⁽¹¹⁾		1,245	$	1,283,819

Total Honduras			$	1,283,819

Ivory Coast — 0.1%
Ivory Coast
5.125%, 6/15/25⁽¹¹⁾	EUR	185	$	209,845

Total Ivory Coast			$	209,845

Kenya — 0.4%
Republic of Kenya
7.25%, 2/28/28⁽¹¹⁾		1,000	$	978,383

Total Kenya			$	978,383

Macedonia — 0.4%
Republic of Macedonia
2.75%, 1/18/25⁽¹¹⁾	EUR	100	$	115,509
3.975%, 7/24/21⁽¹¹⁾	EUR	264		319,814
4.875%, 12/1/20⁽¹¹⁾	EUR	425		522,079

Total Macedonia			$	957,402

Mongolia — 0.4%
Development Bank of Mongolia, LLC
7.25%, 10/23/23⁽¹¹⁾		200	$	200,400


Security	Principal Amount* (000’s omitted)		Value
Mongolia International Bond
5.125%, 12/5/22⁽¹¹⁾		476	$	465,249
5.625%, 5/1/23⁽¹¹⁾		304		299,416

Total Mongolia			$	965,065

Nigeria — 0.1%
Republic of Nigeria
6.75%, 1/28/21⁽¹¹⁾		200	$	206,436

Total Nigeria			$	206,436

Poland — 0.1%
Republic of Poland
4.00%, 1/22/24		350	$	362,920

Total Poland			$	362,920

Rwanda — 0.6%
Republic of Rwanda
6.625%, 5/2/23⁽¹¹⁾		1,550	$	1,568,133

Total Rwanda			$	1,568,133

Senegal — 0.1%
Republic of Senegal
4.75%, 3/13/28⁽¹¹⁾	EUR	135	$	148,499

Total Senegal			$	148,499

Seychelles — 0.4%
Republic of Seychelles
8.00%, 1/1/26⁽¹¹⁾		973	$	990,719

Total Seychelles			$	990,719

Sri Lanka — 0.7%
Republic of Sri Lanka
6.125%, 6/3/25⁽¹¹⁾		800	$	767,134
6.85%, 11/3/25⁽¹¹⁾		1,000		988,918

Total Sri Lanka			$	1,756,052

Tunisia — 0.3%
Banque Centrale de Tunisie International Bond
5.625%, 2/17/24⁽¹¹⁾	EUR	819	$	872,970

Total Tunisia			$	872,970

Turkey — 0.4%
Republic of Turkey
6.625%, 2/17/45		1,200	$	1,141,500

Total Turkey			$	1,141,500

Ukraine — 0.8%
Ukraine Government International Bond
7.75%, 9/1/20⁽¹¹⁾	$	360	$	357,300
9.75%, 11/1/28⁽¹¹⁾		1,893		1,883,535

Total Ukraine			$	2,240,835


Total Foreign Government Securities (identified cost $28,659,545)			$	28,413,116


Sovereign Loans — 1.2%

Borrower	Principal Amount (000’s omitted)		Value
Barbados — 0.1%
Government of Barbados
Term Loan, 0.00%, Maturing December 20, 2019^(4)(15)	$	800	$	276,840

Total Barbados			$	276,840

Kenya — 0.1%
Government of Kenya
Term Loan, 7.57%, (6 mo. USD LIBOR + 5.00%), Maturing April 18, 2019⁽¹²⁾	$	100	$	100,000

Total Kenya			$	100,000

Nigeria — 0.3%
Bank of Industry Limited
Term Loan, 8.74%, (3 mo. USD LIBOR + 6.00%), Maturing May 21, 2021⁽¹²⁾	$	720	$	725,523

			$	725,523

Tanzania — 0.7%
Government of the United Republic of Tanzania
Term Loan, 8.11%, (6 mo. USD LIBOR + 5.20%), Maturing June 23, 2022⁽¹²⁾	$	1,900	$	1,903,527

Total Tanzania			$	1,903,527


Total Sovereign Loans (identified cost $3,513,523)			$	3,005,890


Mortgage Pass-Throughs — 12.8%

Security	Principal Amount (000’s omitted)		Value
Federal Home Loan Mortgage Corp.:
2.879%, (COF + 1.25%), with maturity at 2035⁽¹⁶⁾	$	1,346	$	1,363,625
4.50%, with various maturities to 2048		669		685,482
6.00%, with maturity at 2029		1,028		1,125,803
6.15%, with maturity at 2027		309		333,956
6.50%, with maturity at 2032		1,043		1,153,781
7.00%, with maturity at 2036		1,172		1,314,898
7.50%, with maturity at 2024		441		466,383
8.50%, with maturity at 2031		561		631,939
9.00%, with maturity at 2031		63		71,538
9.50%, with maturity at 2022		7		7,282

			$	7,154,687

Federal National Mortgage Association:
4.067%, (6 mo. USD LIBOR + 1.54%), with maturity at 2037⁽¹⁶⁾	$	363	$	375,708
5.00%, with various maturities to 2040		1,796		1,914,919
5.50%, with various maturities to 2033		1,307		1,409,440
6.00%, with maturity at 2023		586		616,385
6.323%, (COF + 2.00%), with maturity at 2032⁽¹⁶⁾		475		507,314
6.50%, with various maturities to 2036		2,474		2,740,002
7.00%, with various maturities to 2037		1,210		1,340,115
7.50%, with maturity at 2035		1,831		2,041,004



Security	Principal Amount (000’s omitted)		Value
8.00%, with various maturities to 2034	$	394	$	438,020
10.00%, with various maturities to 2031		31		33,398

			$	11,416,305

Government National Mortgage Association:
4.50%, with maturity at 2047	$	2,418	$	2,521,612
5.00%, with various maturities to 2048		9,943		10,408,157
7.50%, with maturity at 2025		669		714,084
8.00%, with maturity at 2034		1,078		1,209,697
9.50%, with maturity at 2025		25		26,097

			$	14,879,647


Total Mortgage Pass-Throughs (identified cost $33,098,404)			$	33,450,639


Collateralized Mortgage Obligations — 26.2%

Security	Principal Amount (000’s omitted)		Value
Federal Home Loan Mortgage Corp.:
Series 2113, Class QG, 6.00%, 1/15/29	$	500	$	544,688
Series 2167, Class BZ, 7.00%, 6/15/29		449		496,415
Series 2182, Class ZB, 8.00%, 9/15/29		773		873,769
Series 4273, Class PU, 4.00%, 11/15/43		420		429,248
Series 4337, Class YT, 3.50%, 4/15/49		1,742		1,739,818
Series 4416, Class SU, 3.56%, (8.60% - 1 mo. USD LIBOR x 2.00), 12/15/44⁽¹⁷⁾		519		480,737
Series 4452, Class ZJ, 3.00%, 11/15/44		1,103		1,013,254
Series 4584, Class PM, 3.00%, 5/15/46		1,034		1,025,234
Series 4608, Class TV, 3.50%, 1/15/55		1,652		1,637,089
Series 4630, Class CZ, 3.00%, 12/15/43		951		929,654
Series 4677, Class SB, 5.921%, (16.00% - 1 mo. USD LIBOR x 4.00), 4/15/47⁽¹⁷⁾		744		776,416
Series 4746, Class CZ, 4.00%, 11/15/47		1,053		1,043,143
Series 4751, Class ZC, 4.00%, 11/15/47		756		752,329
Series 4774, Class QD, 4.50%, 1/15/43		2,630		2,724,347
Series 4776, Class C, 4.50%, 3/15/43		3,433		3,556,907
Series 4858, Class LA, 4.50%, 8/15/43		3,469		3,621,720
Interest Only:⁽¹⁸⁾
Series 2631, Class DS, 4.591%, (7.10% - 1 mo. USD LIBOR), 6/15/33⁽¹⁷⁾		988		134,918
Series 2770, Class SH, 4.591%, (7.10% - 1 mo. USD LIBOR), 3/15/34⁽¹⁷⁾		1,313		234,871
Series 2981, Class CS, 4.211%, (6.72% - 1 mo. USD LIBOR), 5/15/35⁽¹⁷⁾		742		102,346
Series 3114, Class TS, 4.141%, (6.65% - 1 mo. USD LIBOR), 9/15/30⁽¹⁷⁾		1,819		205,977
Series 3339, Class JI, 4.081%, (6.59% - 1 mo. USD LIBOR), 7/15/37⁽¹⁷⁾		2,163		348,636
Series 4109, Class ES, 3.641%, (6.15% - 1 mo. USD LIBOR), 12/15/41⁽¹⁷⁾		34		5,697
Series 4121, Class IM, 4.00%, 10/15/39		2,868		245,614
Series 4163, Class GS, 3.691%, (6.20% - 1 mo. USD LIBOR), 11/15/32⁽¹⁷⁾		3,702		600,867
Series 4169, Class AS, 3.741%, (6.25% - 1 mo. USD LIBOR), 2/15/33⁽¹⁷⁾		2,060		282,057
Series 4180, Class GI, 3.50%, 8/15/26		1,597		110,830
Series 4203, Class QS, 3.741%, (6.25% - 1 mo. USD LIBOR), 5/15/43⁽¹⁷⁾		2,291		288,839
Series 4212, Class SA, 3.691%, (6.20% - 1 mo. USD LIBOR), 7/15/38⁽¹⁷⁾		2,709		131,871
Series 4332, Class KI, 4.00%, 9/15/43		975		155,636



Security	Principal Amount (000’s omitted)		Value
Series 4370, Class IO, 3.50%, 9/15/41	$	1,400	$	197,419
Series 4497, Class CS, 3.691%, (6.20% - 1 mo. USD LIBOR), 9/15/44⁽¹⁷⁾		3,246		613,941
Series 4507, Class EI, 4.00%, 8/15/44		3,337		597,780
Series 4535, Class JS, 3.591%, (6.10% - 1 mo. USD LIBOR), 11/15/43⁽¹⁷⁾		3,848		559,363
Series 4548, Class JS, 3.591%, (6.10% - 1 mo. USD LIBOR), 9/15/43⁽¹⁷⁾		4,117		645,705
Series 4629, Class QI, 3.50%, 11/15/46		3,490		569,187
Series 4644, Class TI, 3.50%, 1/15/45		2,770		469,559
Series 4653, Class PI, 3.50%, 7/15/44		2,782		367,037
Series 4667, Class PI, 3.50%, 5/15/42		4,282		565,148
Series 4676, Class DI, 4.00%, 7/15/44		5,193		727,654
Series 4744, Class IO, 4.00%, 11/15/47		2,787		555,108
Series 4749, Class IL, 4.00%, 12/15/47		2,263		491,875
Series 4767, Class IM, 4.00%, 5/15/45		2,755		403,667
Series 4768, Class IO, 4.00%, 3/15/48		2,773		605,564
Series 4772, Class PI, 4.00%, 1/15/48		1,913		430,570
Principal Only:⁽¹⁹⁾
Series 3309, Class DO, 0.00%, 4/15/37		1,186		1,020,316
Series 4478, Class PO, 0.00%, 5/15/45		699		576,441

			$	33,889,261

Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes:
Series 2017-DNA2, Class M2, 5.96%, (1 mo. USD LIBOR + 3.45%), 10/25/29⁽¹²⁾	$	2,000	$	2,158,119

			$	2,158,119

Federal National Mortgage Association:
Series G-33, Class PT, 7.00%, 10/25/21	$	30	$	31,078
Series 1989-89, Class H, 9.00%, 11/25/19		2		1,661
Series 1991-122, Class N, 7.50%, 9/25/21		27		27,808
Series 1994-42, Class K, 6.50%, 4/25/24		169		179,468
Series 1997-38, Class N, 8.00%, 5/20/27		257		289,066
Series 2007-74, Class AC, 5.00%, 8/25/37		1,298		1,386,020
Series 2011-49, Class NT, 6.00%, (66.00% - 1 mo. USD LIBOR x 10.00, Cap 6.00%), 6/25/41⁽¹⁷⁾		368		397,668
Series 2012-134, Class ZT, 2.00%, 12/25/42		1,322		1,121,290
Series 2013-6, Class TA, 1.50%, 1/25/43		1,233		1,189,569
Series 2013-52, Class MD, 1.25%, 6/25/43		1,382		1,259,303
Series 2013-99, Class CF, 3.51%, (1 mo. USD LIBOR + 1.00%), 7/25/43⁽¹²⁾		437		393,044
Series 2015-74, Class SL, 0.875%, (2.349% - 1 mo. USD LIBOR x 0.587), 10/25/45⁽¹⁷⁾		867		530,013
Series 2017-15, Class LE, 3.00%, 6/25/46		1,546		1,539,963
Series 2017-66, Class ZJ, 3.00%, 9/25/57		958		879,036
Series 2017-96, Class Z, 3.00%, 12/25/57		963		926,123
Series 2017-110, Class Z, 3.00%, 2/25/57		782		748,142
Series 2018-18, Class QD, 4.50%, 5/25/45		2,010		2,093,442
Series 2018-50, Class MZ, 4.50%, 7/25/48		1,281		1,293,012
Interest Only:⁽¹⁸⁾
Series 2004-46, Class SI, 3.49%, (6.00% - 1 mo. USD LIBOR), 5/25/34⁽¹⁷⁾		1,178		137,327
Series 2005-17, Class SA, 4.19%, (6.70% - 1 mo. USD LIBOR), 3/25/35⁽¹⁷⁾		1,103		194,626
Series 2006-42, Class PI, 4.08%, (6.59% - 1 mo. USD LIBOR), 6/25/36⁽¹⁷⁾		1,675		269,740
Series 2006-44, Class IS, 4.09%, (6.60% - 1 mo. USD LIBOR), 6/25/36⁽¹⁷⁾		1,389		229,151
Series 2007-50, Class LS, 3.94%, (6.45% - 1 mo. USD LIBOR), 6/25/37⁽¹⁷⁾		1,050		175,022
Series 2008-26, Class SA, 3.69%, (6.20% - 1 mo. USD LIBOR), 4/25/38⁽¹⁷⁾		1,627		245,226
Series 2008-61, Class S, 3.59%, (6.10% - 1 mo. USD LIBOR), 7/25/38⁽¹⁷⁾		2,408		358,113
Series 2010-99, Class NS, 4.09%, (6.60% - 1 mo. USD LIBOR), 3/25/39⁽¹⁷⁾		596		17,621



Security	Principal Amount (000’s omitted)		Value
Series 2010-109, Class PS, 4.09%, (6.60% - 1 mo. USD LIBOR), 10/25/40⁽¹⁷⁾	$	2,635	$	433,686
Series 2010-124, Class SJ, 3.54%, (6.05% - 1 mo. USD LIBOR), 11/25/38⁽¹⁷⁾		1,166		57,724
Series 2010-147, Class KS, 3.44%, (5.95% - 1 mo. USD LIBOR), 1/25/41⁽¹⁷⁾		3,474		395,824
Series 2010-150, Class GS, 4.24%, (6.75% - 1 mo. USD LIBOR), 1/25/21⁽¹⁷⁾		746		24,479
Series 2012-52, Class AI, 3.50%, 8/25/26		2,057		121,059
Series 2012-56, Class SU, 4.24%, (6.75% - 1 mo. USD LIBOR), 8/25/26⁽¹⁷⁾		220		9,146
Series 2012-63, Class EI, 3.50%, 8/25/40		2,853		275,594
Series 2012-103, Class GS, 3.59%, (6.10% - 1 mo. USD LIBOR), 2/25/40⁽¹⁷⁾		2,552		166,273
Series 2012-112, Class SB, 3.64%, (6.15% - 1 mo. USD LIBOR), 9/25/40⁽¹⁷⁾		3,923		520,128
Series 2012-118, Class IN, 3.50%, 11/25/42		3,866		732,928
Series 2012-150, Class PS, 3.64%, (6.15% - 1 mo. USD LIBOR), 1/25/43⁽¹⁷⁾		4,546		593,911
Series 2012-150, Class SK, 3.64%, (6.15% - 1 mo. USD LIBOR), 1/25/43⁽¹⁷⁾		2,536		311,832
Series 2013-23, Class CS, 3.74%, (6.25% - 1 mo. USD LIBOR), 3/25/33⁽¹⁷⁾		2,081		290,850
Series 2013-54, Class HS, 3.79%, (6.30% - 1 mo. USD LIBOR), 10/25/41⁽¹⁷⁾		1,577		124,649
Series 2014-32, Class EI, 4.00%, 6/25/44		867		179,165
Series 2014-55, Class IN, 3.50%, 7/25/44		2,376		386,123
Series 2014-80, Class BI, 3.00%, 12/25/44		4,050		625,745
Series 2014-89, Class IO, 3.50%, 1/25/45		1,870		347,819
Series 2015-14, Class KI, 3.00%, 3/25/45		4,499		686,332
Series 2015-17, Class SA, 3.69%, (6.20% - 1 mo. USD LIBOR), 11/25/43⁽¹⁷⁾		3,326		486,692
Series 2015-52, Class MI, 3.50%, 7/25/45		2,175		369,759
Series 2015-57, Class IO, 3.00%, 8/25/45		11,224		1,690,684
Series 2015-93, Class BS, 3.64%, (6.15% - 1 mo. USD LIBOR), 8/25/45⁽¹⁷⁾		3,721		706,350
Series 2015-95, Class SB, 3.49%, (6.00% - 1 mo. USD LIBOR), 1/25/46⁽¹⁷⁾		3,073		477,575
Series 2017-46, Class NI, 3.00%, 8/25/42		3,026		412,431
Series 2018-21, Class IO, 3.00%, 4/25/48		4,722		848,238
Principal Only:⁽¹⁹⁾
Series 2006-8, Class WQ, 0.00%, 3/25/36		932		805,993

			$	27,993,521

Federal National Mortgage Association Connecticut Avenue Securities:
Series 2017-C01, Class 1B1, 8.26%, (1 mo. USD LIBOR + 5.75%), 7/25/29⁽¹²⁾	$	730	$	839,357
Series 2017-C03, Class 1B1, 7.36%, (1 mo. USD LIBOR + 4.85%), 10/25/29⁽¹²⁾		500		552,376
Series 2017-C03, Class 1M2, 5.51%, (1 mo. USD LIBOR + 3.00%), 10/25/29⁽¹²⁾		2,000		2,110,356

			$	3,502,089

Government National Mortgage Association:
Series 2011-156, Class GA, 2.00%, 12/16/41	$	396	$	340,175
Series 2013-131, Class GS, 0.98%, (3.50% - 1 mo. USD LIBOR), 6/20/43⁽¹⁷⁾		756		536,272
Series 2017-82, Class TZ, 2.50%, 2/16/43		105		98,124
Interest Only:⁽¹⁸⁾
Series 2017-121, Class DS, 1.997%, (4.50% - 1 mo. USD LIBOR), 8/20/47⁽¹⁷⁾		4,172		276,620

			$	1,251,191


Total Collateralized Mortgage Obligations (identified cost $73,014,767)			$	68,794,181

Commercial Mortgage-Backed Securities — 6.0%

Security	Principal Amount (000’s omitted)		Value
Citigroup Commercial Mortgage Trust
Series 2015-P1, Class D, 3.225%, 9/15/48⁽⁷⁾	$	2,000	$	1,730,712



Security	Principal Amount (000’s omitted)		Value
JPMBB Commercial Mortgage Securities Trust
Series 2014-C19, Class D, 4.664%, 4/15/47^(7)(20)	$	1,425	$	1,296,873
Series 2014-C22, Class D, 4.558%, 9/15/47^(7)(20)		1,850		1,605,772
Series 2014-C23, Class D, 3.978%, 9/15/47^(7)(20)		850		774,365
JPMorgan Chase Commercial Mortgage Securities Trust
Series 2011-C5, Class D, 5.373%, 8/15/46^(7)(20)		1,850		1,846,936
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2015-C23, Class D, 4.131%, 7/15/50^(7)(20)		1,500		1,387,888
RETL Trust
Series 2018-RVP, Class C, 4.559%, (1 mo. USD LIBOR + 2.05%), 3/15/33^(7)(12)		341		339,628
UBS Commercial Mortgage Trust
Series 2012-C1, Class D, 5.544%, 5/10/45^(7)(20)		2,000		1,970,368
UBS-Barclays Commercial Mortgage Trust
Series 2013-C6, Class D, 4.313%, 4/10/46^(7)(20)		1,000		911,092
Wells Fargo Commercial Mortgage Trust
Series 2013-LC12, Class D, 4.286%, 7/15/46^(7)(20)		2,000		1,719,010
Series 2015-C31, Class D, 3.852%, 11/15/48		922		807,263
Series 2015-SG1, Class C, 4.468%, 9/15/48⁽²⁰⁾		1,399		1,374,908


Total Commercial Mortgage-Backed Securities (identified cost $15,772,369)			$	15,764,815


Asset-Backed Securities — 16.5%

Security	Principal Amount (000’s omitted)		Value
AMMC CLO XII, Ltd.
Series 2013-12A, Class ER, 8.798%, (3 mo. USD LIBOR + 6.18%), 11/10/30^(7)(12)	$	1,000	$	968,748
AMMC CLO, Ltd.
Series 2014-15A, Class ERR, 9.237%, (3 mo. USD LIBOR + 6.91%), 1/15/32^(7)(12)		2,000		1,976,266
Ares CLO, Ltd.
Series 2014-32RA, Class D, 8.466%, (3 mo. USD LIBOR + 5.85%), 5/15/30^(7)(12)		1,000		949,413
Ares XL CLO, Ltd.
Series 2016-40A, Class DR, 9.137%, (3 mo. USD LIBOR + 6.35%), 1/15/29^(7)(12)		1,000		987,489
Barings CLO, Ltd.
Series 2017-1A, Class E, 8.78%, (3 mo. USD LIBOR + 6.00%), 7/18/29^(7)(12)		2,000		1,930,290
Carlyle Global Market Strategies CLO, Ltd.
Series 2012-3A, Class DR2, 9.297%, (3 mo. USD LIBOR + 6.50%), 1/14/32^(7)(12)		2,000		1,953,830
Series 2014-4RA, Class D, 8.437%, (3 mo. USD LIBOR + 5.65%), 7/15/30^(7)(12)		1,000		941,994
Series 2015-5A, Class DR, (3 mo. USD LIBOR + 6.70%), 1/20/32⁽⁷⁾⁽⁸⁾		1,000		980,000
Cole Park CLO, Ltd.
Series 2015-1A, Class ER, 9.361%, (3 mo. USD LIBOR + 6.60%), 10/20/28^(7)(12)		3,000		2,968,971
Dryden Senior Loan Fund
Series 2015-40A, Class ER, 8.366%, (3 mo. USD LIBOR + 5.75%), 8/15/31^(7)(12)		1,150		1,097,738
Galaxy CLO, Ltd.
Series 2015-21A, Class ER, 8.011%, (3 mo. USD LIBOR + 5.25%), 4/20/31^(7)(12)		1,000		911,918
Galaxy XV CLO, Ltd.
Series 2013-15A, Class ER, 9.432%, (3 mo. USD LIBOR + 6.65%), 10/15/30^(7)(12)		1,440		1,395,009
Galaxy XXV CLO, Ltd.
Series 2018-25A, Class E, 8.287%, (3 mo. USD LIBOR + 5.95%), 10/25/31^(7)(12)		1,250		1,178,142



Security	Principal Amount (000’s omitted)		Value
Golub Capital Partners CLO, Ltd.
Series 2015-22A, Class ER, 8.761%, (3 mo. USD LIBOR + 6.00%), 1/20/31^(7)(12)	$	2,000	$	1,878,062
Series 2015-23A, Class ER, 8.511%, (3 mo. USD LIBOR + 5.75%), 1/20/31^(7)(12)		2,000		1,853,036
Invitation Homes Trust
Series 2018-SFR1, Class C, 3.758%, (1 mo. USD LIBOR + 1.25%), 3/17/37^(7)(12)		190		189,381
Madison Park Funding XXV, Ltd.
Series 2017-25A, Class D, 8.871%, (3 mo. USD LIBOR + 6.10%), 4/25/29^(7)(12)		3,000		2,967,516
Neuberger Berman CLO XIV, Ltd.
Series 2013-14A, Class DR, 6.415%, (3 mo. USD LIBOR + 3.65%), 1/28/30^(7)(12)		2,563		2,535,932
Neuberger Berman CLO XVIII, Ltd.
Series 2014-18A, Class DR2, 8.681%, (3 mo. USD LIBOR + 5.92%), 10/21/30^(7)(12)		3,000		2,870,505
Oak Hill Credit Partners VII, Ltd.
Series 2012-7A, Class ER, 10.145%, (3 mo. USD LIBOR + 7.50%), 11/20/27^(7)(12)		4,000		4,000,072
Palmer Square CLO, Ltd.
Series 2013-2A, Class DRR, 8.623%, (3 mo. USD LIBOR + 5.85%), 10/17/31^(7)(12)		2,000		1,902,016
Series 2015-1A, Class DR, 8.846%, (3 mo. USD LIBOR + 6.20%), 5/21/29^(7)(12)		2,000		1,949,628
Regatta IX Funding, Ltd.
Series 2017-1A, Class E, 8.773%, (3 mo. USD LIBOR + 6.00%), 4/17/30^(7)(12)		2,000		1,927,914
Sierra Receivables Funding Co., LLC
Series 2015-1A, Class B, 3.05%, 3/22/32⁽⁷⁾		68		67,989
Voya CLO, Ltd.
Series 2015-3A, Class DR, 8.961%, (3 mo. USD LIBOR + 6.20%), 10/20/31^(7)(12)		2,000		1,934,970
Wind River CLO, Ltd.
Series 2017-1A, Class E, 9.20%, (3 mo. USD LIBOR + 6.42%), 4/18/29^(7)(12)		1,050		1,030,847


Total Asset-Backed Securities (identified cost $43,740,640)			$	43,347,676


Common Stocks — 0.8%

Security	Shares		Value
Automotive — 0.2%
Dayco Products, LLC^(21)(22)		8,898	$	328,114

			$	328,114

Electronics/Electrical — 0.0%⁽¹⁰⁾
Answers Corp.^(5)(21)(22)		5,814	$	11,337

			$	11,337

Health Care — 0.0%⁽¹⁰⁾
New Millennium Holdco, Inc.^(21)(22)		8,641	$	1,469

			$	1,469

Oil and Gas — 0.1%
AFG Holdings, Inc.^(5)(21)(22)		3,122	$	219,477
Paragon Offshore Finance Company, Class A^(21)(22)		270		270
Paragon Offshore Finance Company, Class B^(21)(22)		135		4,927
Samson Resources II, LLC, Class A^(21)(22)		4,171		95,933

			$	320,607



Security	Shares		Value
Publishing — 0.5%
ION Media Networks, Inc.^(5)(21)(22)		1,357	$	1,280,275
Tweddle Group, Inc.^(5)(21)(22)		333		16,104

			$	1,296,379

Radio and Television — 0.0%⁽¹⁰⁾
Cumulus Media, Inc., Class A^(21)(22)		6,722	$	81,000

			$	81,000

Retailers (Except Food and Drug) — 0.0%⁽¹⁰⁾
David’s Bridal, Inc.^(21)(22)		3,445	$	26,699

			$	26,699


Total Common Stocks (identified cost $518,472)			$	2,065,605


Short-Term Investments — 4.2%

U.S. Treasury Obligations — 1.1%

Security	Principal Amount (000’s omitted)		Value
U.S. Treasury Bill, 0.00%, 2/14/19⁽⁹⁾	$	3,000	$	2,997,465


Total U.S. Treasury Obligations (identified cost $2,997,465)			$	2,997,465


Other — 3.1%

Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 2.61%⁽²³⁾		8,129,858	$	8,129,858


Total Other (identified cost $8,129,573)			$	8,129,858


Total Short-Term Investments (identified cost $11,127,038)			$	11,127,323


Total Investments — 130.1% (identified cost $349,344,590)			$	341,273,480


Less Unfunded Loan Commitments — (0.0)%⁽¹⁰⁾			$	(84,375	)


Net Investments — 130.1% (identified cost $349,260,215)			$	341,189,105


Other Assets, Less Liabilities — (30.1)%			$	(78,849,049	)


Net Assets — 100.0%			$	262,340,056

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

*	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)	This Senior Loan will settle after January 31, 2019, at which time the interest rate will be determined.

(3)

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

(4)	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.

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

(6)

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

(7)

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 January 31, 2019, the aggregate value of these securities is $87,925,284 or 33.5% of the Fund’s net assets.

(8)	When-issued security. For a variable rate security, interest rate will be determined after January 31, 2019.

(9)	Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

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

(11)

Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities is $29,771,746 or 11.3% of the Fund’s net assets.

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

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

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

(15)	Loan is subject to scheduled mandatory prepayments. Maturity date shown reflects the final maturity date.

(16)

Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at January 31, 2019.

(17)	Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at January 31, 2019.

(18)	Interest only security that entitles the holder to receive only interest payments on the underlying mortgages. Principal amount shown is the notional amount of the underlying mortgages on which coupon interest is calculated.

(19)	Principal only security that entitles the holder to receive only principal payments on the underlying mortgages.

(20)	Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at January 31, 2019.

(21)	Non-income producing security.

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

(23)

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 January 31, 2019. Net income from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended January 31, 2019 was $71,389.

Forward Foreign Currency Exchange Contracts


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
EUR	171,740	USD	197,510	Deutsche Bank AG		2/14/19	$	—	$	(772	)
EUR	47,006	USD	55,108	Goldman Sachs International		2/21/19		—		(1,228	)
EUR	111,976	USD	128,326	Deutsche Bank AG		2/22/19		36		—
USD	2,000,573	EUR	1,753,289	Deutsche Bank AG		2/22/19		—		(9,278	)
USD	1,003,405	EUR	875,954	HSBC Bank USA, N.A.		3/29/19		—		(3,829	)
USD	962,929	EUR	838,000	Goldman Sachs International		4/4/19		—		(1,181	)
USD	571,809	EUR	494,753	Citibank, N.A.		4/15/19		2,073		—
EUR	913	USD	1,048	Goldman Sachs International		4/16/19		3		—
EUR	91,878	USD	105,466	Goldman Sachs International		4/16/19		345		—
USD	154,888	EUR	134,933	Goldman Sachs International		4/16/19		—		(507	)
USD	208,167	EUR	181,347	Goldman Sachs International		4/16/19		—		(682	)
USD	231,807	EUR	201,941	Goldman Sachs International		4/16/19		—		(759	)
USD	961,373	EUR	837,511	Goldman Sachs International		4/16/19		—		(3,149	)
USD	55,526	GBP	42,281	State Street Bank and Trust Company		4/30/19		—		(172	)

							$	2,457	$	(21,557	)

Futures Contracts


Description	Number of Contracts		Position		Expiration Date		Notional Amount			Value/ Unrealized Appreciation (Depreciation)
Interest Rate Futures
5-Year USD Deliverable Interest Rate Swap		18		Short		3/18/19	$	(1,818,422	)	$	(23,344	)
10-Year USD Deliverable Interest Rate Swap		49		Short		3/18/19		(5,040,109	)		(104,891	)
U.S. Long Treasury Bond		7		Short		3/20/19		(1,026,813	)		(10,500	)
U.S. 10-Year Treasury Note		126		Long		3/20/19		15,431,063			394,219

										$	255,484

Centrally Cleared Interest Rate Swaps


Notional Amount (000’s omitted)		Fund Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
EUR	587	Receives	6-month EURIBOR (pays semi-annually)	0.25% (pays annually)		9/20/22	$	(8,050	)	$	320		$	(7,730	)
EUR	120	Receives	6-month EURIBOR (pays semi-annually)	1.00% (pays annually)		3/21/23		(6,899	)		2,942			(3,957	)
EUR	860	Receives	6-month EURIBOR (pays semi-annually)	0.37% (pays annually)		5/9/23		(16,986	)		(181	)		(17,167	)
EUR	1,880	Receives	6-month EURIBOR (pays semi-annually)	0.40% (pays annually)		10/4/23		(36,061	)		1,992			(34,069	)


Notional Amount (000’s omitted)		Fund Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
EUR	100	Receives	6-month EURIBOR (pays semi-annually)	1.01% (pays annually)		3/20/28	$	(5,663	)	$	(54	)	$	(5,717	)
EUR	125	Receives	6-month EURIBOR (pays semi-annually)	1.01% (pays annually)		3/21/28		(7,076	)		(275	)		(7,351	)
EUR	343	Receives	6-month EURIBOR (pays semi-annually)	1.06% (pays annually)		10/16/28		(17,462	)		(75	)		(17,537	)
USD	335	Receives	3-month USD-LIBOR (pays quarterly)	1.93% (pays semi-annually)		11/3/20		4,558			—			4,558
USD	200	Receives	3-month USD-LIBOR (pays quarterly)	2.68% (pays semi-annually)		3/16/21		(1,631	)		(74	)		(1,705	)
USD	645	Receives	3-month USD-LIBOR (pays quarterly)	1.87% (pays semi-annually)		9/18/22		12,607			—			12,607
USD	140	Receives	3-month USD-LIBOR (pays quarterly)	3.11% (pays semi-annually)		9/27/23		(4,657	)		4			(4,653	)
USD	225	Receives	3-month USD-LIBOR (pays quarterly)	3.06% (pays semi-annually)		10/2/23		(7,023	)		(26	)		(7,049	)
USD	62	Receives	3-month USD-LIBOR (pays quarterly)	3.08% (pays semi-annually)		10/2/23		(1,982	)		—			(1,982	)
USD	191	Receives	3-month USD-LIBOR (pays quarterly)	3.15% (pays semi-annually)		10/19/23		(6,795	)		—			(6,795	)
USD	162	Receives	3-month USD-LIBOR (pays quarterly)	3.19% (pays semi-annually)		10/23/23		(6,049	)		897			(5,152	)
USD	259	Receives	3-month USD-LIBOR (pays quarterly)	3.09% (pays semi-annually)		10/31/23		(8,507	)		—			(8,507	)
USD	287	Receives	3-month USD-LIBOR (pays quarterly)	3.00% (pays semi-annually)		11/23/23		(6,240	)		—			(6,240	)
USD	1,120	Receives	3-month USD-LIBOR (pays quarterly)	2.63% (pays semi-annually)		1/11/24		(4,773	)		—			(4,773	)
USD	1,025	Receives	3-month USD-LIBOR (pays quarterly)	2.18% (pays semi-annually)		9/19/27		30,391			—			30,391
USD	110	Receives	3-month USD-LIBOR (pays quarterly)	2.68% (pays semi-annually)		1/30/28		(415	)		—			(415	)
USD	60	Receives	3-month USD-LIBOR (pays quarterly)	2.72% (pays semi-annually)		1/31/28		(454	)		—			(454	)
USD	197	Receives	3-month USD-LIBOR (pays quarterly)	2.74% (pays semi-annually)		2/1/28		(3,078	)		—			(3,078	)
USD	309	Receives	3-month USD-LIBOR (pays quarterly)	3.11% (pays semi-annually)		10/2/28		(14,592	)		157			(14,435	)
USD	250	Receives	3-month USD-LIBOR (pays quarterly)	3.12% (pays semi-annually)		10/2/28		(11,946	)		—			(11,946	)
USD	208	Receives	3-month USD-LIBOR (pays quarterly)	3.29% (pays semi-annually)		11/13/28		(11,735	)		—			(11,735	)
USD	452	Receives	3-month USD-LIBOR (pays quarterly)	3.25% (pays semi-annually)		11/13/28		(23,788	)		—			(23,788	)
USD	388	Receives	3-month USD-LIBOR (pays quarterly)	2.72% (pays semi-annually)		1/15/29		(2,066	)		85			(1,981	)


Notional Amount (000’s omitted)		Fund Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
USD	516	Receives	3-month USD-LIBOR (pays quarterly)	2.75% (pays semi-annually)		1/18/29	$	(4,201	)	$	—		$	(4,201	)
USD	174	Receives	3-month USD-LIBOR (pays quarterly)	2.76% (pays semi-annually)		1/18/29		(1,554	)		—			(1,554	)
USD	164	Receives	3-month USD-LIBOR (pays quarterly)	2.76% (pays semi-annually)		1/22/29		(1,471	)		—			(1,471	)
USD	350	Receives	3-month USD-LIBOR (pays quarterly)	2.74% (pays semi-annually)		1/31/29		(2,526	)		—			(2,526	)
USD	144	Receives	3-month USD-LIBOR (pays quarterly)	2.76% (pays semi-annually)		2/1/29		(1,246	)		—			(1,246	)
USD	800	Receives	3-month USD-LIBOR (pays quarterly)	2.89% (pays semi-annually)		1/29/39		(11,404	)		—			(11,404	)
USD	233	Receives	3-month USD-LIBOR (pays quarterly)	3.12% (pays semi-annually)		10/1/48		(17,044	)		—			(17,044	)
USD	234	Receives	3-month USD-LIBOR (pays quarterly)	3.12% (pays semi-annually)		10/2/48		(16,724	)		—			(16,724	)
USD	57	Receives	3-month USD-LIBOR (pays quarterly)	3.22% (pays semi-annually)		10/9/48		(5,268	)		(425	)		(5,693	)
USD	502	Receives	3-month USD-LIBOR (pays quarterly)	2.95% (pays semi-annually)		12/20/48		(15,198	)		—			(15,198	)
USD	550	Receives	3-month USD-LIBOR (pays quarterly)	2.88% (pays semi-annually)		1/29/49		(9,278	)		—			(9,278	)
USD	525	Receives	3-month USD-LIBOR (pays quarterly)	2.88% (pays semi-annually)		1/31/49		(8,113	)		(276	)		(8,389	)

Total							$	(260,399	)	$	5,011		$	(255,388	)

Centrally Cleared Credit Default Swaps — Sell Protection


Reference Entity	Notional Amount* (000’s omitted)		Contract Annual Fixed Rate**	Termination Date		Current Market Annual Fixed Rate***			Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation
Argentina	$	4,237	5.00% (pays quarterly)⁽¹⁾		12/20/23		6.21	%	$	(173,287	)	$	377,350		$	204,063
Indonesia		5,200	1.00% (pays quarterly)⁽¹⁾		12/20/23		1.11			(18,671	)		102,934			84,263
Poland		2,500	1.00% (pays quarterly)⁽¹⁾		6/20/23		0.59			45,379			(41,849	)		3,530

Total	$	11,937							$	(146,579	)	$	438,435		$	291,856

Credit Default Swaps — Sell Protection


Reference Entity	Counterparty	Notional Amount* (000’s omitted)		Contract Annual Fixed Rate**	Termination Date		Current Market Annual Fixed Rate***			Value			Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
Brazil	Citibank, N.A.	$	5,250	1.00% (pays quarterly)⁽¹⁾		12/20/23		1.64	%	$	(144,635	)	$	395,585	$	250,950
Colombia	Goldman Sachs International		5,000	1.00% (pays quarterly)⁽¹⁾		12/20/23		1.23			(45,388	)		28,629		(16,759	)


Reference Entity	Counterparty	Notional Amount* (000’s omitted)		Contract Annual Fixed Rate**	Termination Date		Current Market Annual Fixed Rate***			Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
Croatia	Nomura International PLC	$	5,000	1.00% (pays quarterly)⁽¹⁾		12/20/21		0.55	%	$	69,047		$	132,687		$	201,734
Cyprus	Goldman Sachs International		5,000	1.00% (pays quarterly)⁽¹⁾		12/20/21		0.98			8,622			156,401			165,023
Dubai	Bank of America, N.A.		2,000	1.00% (pays quarterly)⁽¹⁾		12/20/22		1.08			(3,295	)		24,800			21,505
Dubai	Bank of America, N.A.		3,000	1.00% (pays quarterly)⁽¹⁾		6/20/23		1.18			(18,680	)		11,950			(6,730	)
Hungary	Barclays Bank PLC		2,200	1.00% (pays quarterly)⁽¹⁾		12/20/21		0.44			36,915			5,953			42,868
Kazakhstan	Barclays Bank PLC		2,500	1.00% (pays quarterly)⁽¹⁾		12/20/22		0.54			45,619			29,603			75,222
Mexico	BNP Paribas		2,500	1.00% (pays quarterly)⁽¹⁾		12/20/23		1.35			(36,016	)		16,501			(19,515	)
Peru	BNP Paribas		5,000	1.00% (pays quarterly)⁽¹⁾		12/20/23		0.75			63,942			(53,512	)		10,430
Romania	Barclays Bank PLC		2,200	1.00% (pays quarterly)⁽¹⁾		12/20/21		0.59			27,785			(2,991	)		24,794
Russia	Deutsche Bank AG		200	1.00% (pays quarterly)⁽¹⁾		12/20/23		1.30			(2,474	)		5,388			2,914
Russia	Deutsche Bank AG		4,800	1.00% (pays quarterly)⁽¹⁾		12/20/23		1.30			(59,364	)		120,768			61,404
Saudi Arabia	Bank of America, N.A.		2,000	1.00% (pays quarterly)⁽¹⁾		12/20/23		0.88			13,035			(18,714	)		(5,679	)
Saudi Arabia	Bank of America, N.A.		3,000	1.00% (pays quarterly)⁽¹⁾		12/20/23		0.88			19,552			(28,071	)		(8,519	)
Turkey	BNP Paribas		6,500	1.00% (pays quarterly)⁽¹⁾		6/20/23		2.89			(471,780	)		238,956			(232,824	)

Total		$	56,150							$	(497,115	)	$	1,063,933		$	566,818

If the Fund is the seller of credit protection, the notional amount is the maximum potential amount of future payments the Fund could be required to make if a credit event, as defined in the credit default swap agreement, were to occur. At January 31, 2019, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $68,087,000.

**	The contract annual fixed rate represents the fixed rate of interest received by the Fund (as a seller of protection) on the notional amount of the credit default swap contract.

***

Current market annual fixed rates, utilized in determining the net unrealized appreciation or depreciation as of period end, serve as an indicator of the market’s perception of the current status of the payment/performance risk associated with the credit derivative. The current market annual fixed rate of a particular reference entity reflects the cost, as quoted by the pricing vendor, of selling protection against default of that entity as of period end and may include upfront payments required to be made to enter into the agreement. The higher the fixed rate, the greater the market perceived risk of a credit event involving the reference entity. A rate identified as “Defaulted” indicates a credit event has occurred for the reference entity.

(1)	Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon.

Abbreviations:



COF	-	Cost of Funds 11th District

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

At January 31, 2019, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

In the normal course of pursuing its investment objectives, the Fund is subject to the following risks:

Credit Risk: The Fund enters into credit default swap contracts to enhance total return and/or as a substitute for the purchase of securities.

Foreign Exchange Risk: The Fund 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 Fund enters into forward foreign currency exchange contracts.

Interest Rate Risk: The Fund utilizes various interest rate derivatives including futures contracts and interest rate swaps to manage the duration of its portfolio and to hedge against fluctuations in securities prices due to interest rates.

The fair value of open derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) by risk exposure at January 31, 2019 was as follows:


		Fair Value
Risk	Derivative	Asset Derivative		Liability Derivative
Credit	Credit Default Swaps	$	284,517	$	(781,632	)
Credit	Credit Default Swaps (Centrally Cleared)		45,379		(191,958	)

Total		$	329,896	$	(973,590	)


Foreign Exchange	Forward Foreign Currency Exchange Contracts	$	2,457	$	(21,557	)

Total		$	2,457	$	(21,557	)


Interest Rate	Financial Futures Contracts	$	394,219	$	(138,735	)
Interest Rate	Interest Rate Swaps (Centrally Cleared)		47,556		(307,955	)

Total		$	441,775	$	(446,690	)

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 January 31, 2019, the hierarchy of inputs used in valuing the Fund’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)	$	—		$	84,199,583		$	368,595	$	84,568,178
Corporate Bonds & Notes		—			50,651,682			—		50,651,682
Foreign Government Securities		—			28,413,116			—		28,413,116
Sovereign Loans		—			3,005,890			—		3,005,890
Mortgage Pass-Throughs		—			33,450,639			—		33,450,639
Collateralized Mortgage Obligations		—			68,794,181			—		68,794,181
Commercial Mortgage-Backed Securities		—			15,764,815			—		15,764,815
Asset-Backed Securities		—			43,347,676			—		43,347,676
Common Stocks		81,000			457,412			1,527,193		2,065,605
Short-Term Investments —
U.S. Treasury Obligations		—			2,997,465			—		2,997,465
Other		—			8,129,858			—		8,129,858
Total Investments	$	81,000		$	339,212,317		$	1,895,788	$	341,189,105
Forward Foreign Currency Exchange Contracts	$	—		$	2,457		$	—	$	2,457
Futures Contracts		394,219			—			—		394,219
Swap Contracts		—			377,452			—		377,452
Total	$	475,219		$	339,592,226		$	1,895,788	$	341,963,233

Liability Description
Forward Foreign Currency Exchange Contracts	$	—		$	(21,557	)	$	—	$	(21,557	)
Futures Contracts		(138,735	)		—			—		(138,735	)
Swap Contracts		—			(1,281,545	)		—		(1,281,545	)
Total	$	(138,735	)	$	(1,303,102	)	$	—	$	(1,441,837	)

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

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

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

Item 2. Controls and Procedures

(a) It is the conclusion of the registrant’s principal executive officer and principal financial officer that the effectiveness of the registrant’s current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant on this Form N-Q has been recorded, processed, summarized and reported within the time period specified in the Commission’s rules and forms and that the information required to be disclosed by the registrant on this Form N-Q has been accumulated and communicated to the registrant’s principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.

(b) There have been no changes in the registrant’s internal controls over financial reporting during the fiscal quarter for which the report is being filed that have materially affected, or are reasonably likely to materially affect the registrant’s internal control over financial reporting.

Item 3. Exhibits

A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act is attached hereto.

Signatures

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Eaton Vance Short Duration Diversified Income Fund



By:		/s/ Payson F. Swaffield
		Payson F. Swaffield
		President

Date:		March 22, 2019

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.



By:		/s/ Payson F. Swaffield
		Payson F. Swaffield
		President

Date:		March 22, 2019



By:		/s/ James F. Kirchner
		James F. Kirchner
		Treasurer

Date:		March 22, 2019