| Forward Foreign Currency Exchange Contracts (OTC) | |||||||
| Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
| USD | 10,738,728 | EUR | 9,015,019 | Standard Chartered Bank | 3/3/26 | $ 86,580 | $ — |
| GBP | 500,000 | USD | 669,474 | Standard Chartered Bank | 3/31/26 | 4,398 | — |
| USD | 10,824,269 | EUR | 9,151,149 | Deutsche Bank AG | 3/31/26 | — | (3,326) |
| USD | 10,659,206 | EUR | 9,015,019 | Standard Chartered Bank | 4/2/26 | — | (8,349) |
| EUR | 4,000,000 | USD | 4,798,640 | State Street Bank and Trust Company | 4/30/26 | — | (59,130) |
| USD | 3,147,620 | EUR | 2,655,475 | Deutsche Bank AG | 5/29/26 | — | (3,059) |
| USD | 2,830,516 | EUR | 2,387,245 | State Street Bank and Trust Company | 5/29/26 | — | (1,912) |
| USD | 2,634,555 | EUR | 2,226,939 | State Street Bank and Trust Company | 5/29/26 | — | (7,673) |
| Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
| Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
| USD | 1,625,852 | GBP | 1,199,108 | State Street Bank and Trust Company | 5/29/26 | $ 9,400 | $ — |
| $100,378 | $(83,449) | ||||||
| Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Shares, end of period |
| Exchange-Traded Funds | ||||||||
| Eaton Vance Floating-Rate ETF | $ — | $ 2,504,925 | $ — | $ — | $(61,768) | $2,443,157 | $26,910 | 50,625 |
| Short-Term Investments | ||||||||
| Liquidity Fund, Institutional Class(1) | 2,184,349 | 122,631,031 | (119,300,703) | — | — | 5,514,677 | 268,656 | 5,514,677 |
| Total | $ — | $(61,768) | $7,957,834 | $295,566 | ||||
| (1) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
| • | 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) |
| Asset Description | Level 1 | Level 2 | Level 3* | Total |
| Asset-Backed Securities | $ — | $ 30,135,460 | $ — | $ 30,135,460 |
| Common Stocks | 11,828 | 5,483,133 | 752,793 | 6,247,754 |
| Corporate Bonds | — | 18,717,919 | — | 18,717,919 |
| Exchange-Traded Funds | 2,443,157 | — | — | 2,443,157 |
| Preferred Stocks | — | 282,484 | 395,168 | 677,652 |
| Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | — | 430,143,608 | 904,439 | 431,048,047 |
| Warrants | — | — | 0 | 0 |
| Short-Term Investments | 5,514,677 | — | — | 5,514,677 |
| Total Investments | $7,969,662 | $484,762,604 | $2,052,400 | $494,784,666 |
| Forward Foreign Currency Exchange Contracts | $ — | $ 100,378 | $ — | $ 100,378 |
| Total | $7,969,662 | $484,862,982 | $2,052,400 | $494,885,044 |
| Liability Description | ||||
| Forward Foreign Currency Exchange Contracts | $ — | $ (83,449) | $ — | $ (83,449) |
| Total | $ — | $ (83,449) | $ — | $ (83,449) |
| * | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Trust. |