# EDGAR Filing Document

**Accession Number:** 0001287498
**File Stem:** 0001410368-25-012469
**Filing Date:** 2025-9
**Character Count:** 572228
**Document Hash:** 531f0a8809ad58b3899385c82465d5c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012469.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001410368-25-012469

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Short Duration Diversified Income Fund
- **CENTRAL INDEX KEY:** 0001287498

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21563
- **FILM NUMBER:** 251350591

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE LOW DURATION DIVERSIFIED INCOME FUND
- **DATE OF NAME CHANGE:** 20040416

## Nport-Ex

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited)

------

Asset-Backed Securities — 10.7%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class D1, 7.368%, (3 mo. SOFR + 3.05%), 10/15/37<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$1005002 |
| Carlyle Global Market Strategies CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-4RA, Class D, 10.229%, (3 mo. SOFR + 5.912%), 7/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 994111 |
| &nbsp;&nbsp;&nbsp;Series 2015-5A, Class DR, 11.287%, (3 mo. SOFR + 6.962%), 1/20/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1001875 |
| Carlyle U.S. CLO Ltd., Series 2022-6A, Class DR, 9.069%, (3 mo. SOFR + 4.75%), 10/25/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1002549 |
| Galaxy XXI CLO Ltd., Series 2015-21A, Class ER, 9.837%, (3 mo. SOFR + 5.512%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1003585 |
| Harvest U.S. CLO Ltd., Series 2024-2A, Class D1, 7.568%, (3 mo. SOFR + 3.25%), 10/15/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1505170 |
| Madison Park Funding LV Ltd., Series 2022-55A, Class D1R, 7.479%, (3 mo. SOFR + 3.15%), 7/18/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1505823 |
| Magnetite XXII Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-22A, Class DJ, 8.468%, (3 mo. SOFR + 4.15%), 7/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 501217 |
| &nbsp;&nbsp;&nbsp;Series 2019-22A, Class DRR, 7.218%, (3 mo. SOFR + 2.90%), 7/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1503002 |
| New Mountain CLO 6 Ltd., Series CLO-6A, Class E, 10.418%, (3 mo. SOFR + 6.10%), 10/15/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1006497 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp; 220993 |
| Octagon 60 Ltd., Series 2022-1A, Class ER, 11.326%, (3 mo. SOFR + 7.00%), 10/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1014910 |
| Octagon 68 Ltd., Series 2023-1A, Class D, 8.526%, (3 mo. SOFR + 4.20%), 10/20/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1005170 |
| Sixth Street CLO XXI Ltd., Series 2022-21A, Class D1R, 7.326%, (3 mo. SOFR + 3.00%), 10/21/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1003227 |
| Voya CLO Ltd., Series 2015-3A, Class DR, 10.787%, (3 mo. SOFR + 6.462%), 10/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1926970 |
| Total Asset-Backed Securities<br> (identified cost $16,092,860) |  | &nbsp;&nbsp;**$16200101** |

---

Collateralized Mortgage Obligations — 22.4%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 7/25/27, 8/25/54<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;$401849 |
| Champs Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class A, 8.72%, 7/25/59<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp; 1025772 |
| &nbsp;&nbsp;&nbsp;Series 2024-2, Class A, 9.251%, 11/25/59<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp; 1121322 |
| &nbsp;&nbsp;&nbsp;Series 2025-1, Class A, 8.177%, 4/25/60<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861 | &nbsp;&nbsp;&nbsp;&nbsp; 1939091 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2113, Class QG, 6.00%, 1/15/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;$69082 |
| &nbsp;&nbsp;&nbsp;Series 2167, Class BZ, 7.00%, 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp; 39620 |
| &nbsp;&nbsp;&nbsp;Series 2182, Class ZB, 8.00%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp; 81800 |
| &nbsp;&nbsp;&nbsp;Series 5327, Class B, 6.00%, 8/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1022163 |
| &nbsp;&nbsp;&nbsp;Series 5410, Class KY, 6.00%, 5/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2009298 |
| &nbsp;&nbsp;&nbsp;Series 5508, Class SC, 7.95%, (21.00% - 30-day SOFR Average x 3.00), 2/25/55<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp; 764672 |
| &nbsp;&nbsp;&nbsp;Series 5513, Class MQ, 8.10%, (30-day SOFR Average + 3.95%), 6/25/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp; 954139 |
| &nbsp;&nbsp;&nbsp;Series 5563, Class TB, 8.227%, (21.15% - 30-day SOFR Average x 3.00), 6/25/55<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2050208 |
| &nbsp;&nbsp;&nbsp;Series 5563, Class TV, 8.011%, (21.06% - 30-day SOFR Average x 3.00), 8/25/55<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1026219 |
| Interest Only:<sup>(6)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 362, Class C7, 3.50%, 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp; 169140 |
| &nbsp;&nbsp;&nbsp;Series 2631, Class DS, 2.646%, (6.986% - 30-day SOFR Average), 6/15/33<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Series 2770, Class SH, 2.646%, (6.986% - 30-day SOFR Average), 3/15/34<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp; 30261 |
| &nbsp;&nbsp;&nbsp;Series 2981, Class CS, 2.266%, (6.606% - 30-day SOFR Average), 5/15/35<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp; 9482 |
| &nbsp;&nbsp;&nbsp;Series 3114, Class TS, 2.196%, (6.536% - 30-day SOFR Average), 9/15/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp; 5506 |
| &nbsp;&nbsp;&nbsp;Series 3339, Class JI, 2.136%, (6.476% - 30-day SOFR Average), 7/15/37<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp; 44291 |
| &nbsp;&nbsp;&nbsp;Series 4109, Class ES, 1.696%, (6.036% - 30-day SOFR Average), 12/15/41<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp; 3317 |
| &nbsp;&nbsp;&nbsp;Series 4163, Class GS, 1.746%, (6.086% - 30-day SOFR Average), 11/15/32<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 | &nbsp;&nbsp;&nbsp;&nbsp; 54582 |
| &nbsp;&nbsp;&nbsp;Series 4169, Class AS, 1.796%, (6.136% - 30-day SOFR Average), 2/15/33<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp; 25245 |
| &nbsp;&nbsp;&nbsp;Series 4203, Class QS, 1.796%, (6.136% - 30-day SOFR Average), 5/15/43<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp; 37380 |
| &nbsp;&nbsp;&nbsp;Series 4370, Class IO, 3.50%, 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Series 4497, Class CS, 1.746%, (6.086% - 30-day SOFR Average), 9/15/44<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp; 3209 |
| &nbsp;&nbsp;&nbsp;Series 4507, Class EI, 4.00%, 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp; 64089 |
| &nbsp;&nbsp;&nbsp;Series 4629, Class QI, 3.50%, 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp; 78476 |
| &nbsp;&nbsp;&nbsp;Series 4644, Class TI, 3.50%, 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp; 42835 |
| &nbsp;&nbsp;&nbsp;Series 4744, Class IO, 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp; 85445 |
| &nbsp;&nbsp;&nbsp;Series 4749, Class IL, 4.00%, 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp; 66832 |
| &nbsp;&nbsp;&nbsp;Series 4768, Class IO, 4.00%, 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp; 79929 |
| &nbsp;&nbsp;&nbsp;Series 4772, Class PI, 4.00%, 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp; 57893 |
| &nbsp;&nbsp;&nbsp;Series 4966, Class SY, 1.586%, (5.936% - 30-day SOFR Average), 4/25/50<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548 | &nbsp;&nbsp;&nbsp;&nbsp; 207755 |
| Principal Only:<sup>(7)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 3309, Class DO, 0.00%, 4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp; 252597 |
| &nbsp;&nbsp;&nbsp;Series 4478, Class PO, 0.00%, 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp; 117650 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 1997-38, Class N, 8.00%, 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp; 17131 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2007-74, Class AC, 5.00%, 8/25/37 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;$330557 |
| &nbsp;&nbsp;&nbsp;Series 2011-49, Class NT, 6.00%, (64.855% - 30-day SOFR Average x 10.00, Cap 6.00%), 6/25/41<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp; 99190 |
| &nbsp;&nbsp;&nbsp;Series 2012-134, Class ZT, 2.00%, 12/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp; 342829 |
| &nbsp;&nbsp;&nbsp;Series 2013-6, Class TA, 1.50%, 1/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp; 158503 |
| &nbsp;&nbsp;&nbsp;Series 2015-74, Class SL, 0.00%, (2.282% - 30-day SOFR Average x 0.587, Floor 0.00%), 10/25/45<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp; 515352 |
| &nbsp;&nbsp;&nbsp;Series 2017-15, Class LE, 3.00%, 6/25/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp; 33242 |
| Interest Only:<sup>(6)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2004-46, Class SI, 1.536%, (5.886% - 30-day SOFR Average), 5/25/34<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp; 5559 |
| &nbsp;&nbsp;&nbsp;Series 2005-17, Class SA, 2.236%, (6.586% - 30-day SOFR Average), 3/25/35<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp; 26316 |
| &nbsp;&nbsp;&nbsp;Series 2006-42, Class PI, 2.126%, (6.476% - 30-day SOFR Average), 6/25/36<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp; 29211 |
| &nbsp;&nbsp;&nbsp;Series 2006-44, Class IS, 2.136%, (6.486% - 30-day SOFR Average), 6/25/36<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp; 31839 |
| &nbsp;&nbsp;&nbsp;Series 2007-50, Class LS, 1.986%, (6.336% - 30-day SOFR Average), 6/25/37<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp; 31692 |
| &nbsp;&nbsp;&nbsp;Series 2008-26, Class SA, 1.736%, (6.086% - 30-day SOFR Average), 4/25/38<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 | &nbsp;&nbsp;&nbsp;&nbsp; 36392 |
| &nbsp;&nbsp;&nbsp;Series 2008-61, Class S, 1.636%, (5.986% - 30-day SOFR Average), 7/25/38<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp; 32879 |
| &nbsp;&nbsp;&nbsp;Series 2010-109, Class PS, 2.136%, (6.486% - 30-day SOFR Average), 10/25/40<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp; 48518 |
| &nbsp;&nbsp;&nbsp;Series 2010-147, Class KS, 1.486%, (5.836% - 30-day SOFR Average), 1/25/41<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp; 22803 |
| &nbsp;&nbsp;&nbsp;Series 2012-52, Class AI, 3.50%, 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp; 17 |
| &nbsp;&nbsp;&nbsp;Series 2012-118, Class IN, 3.50%, 11/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp; 187300 |
| &nbsp;&nbsp;&nbsp;Series 2012-150, Class PS, 1.686%, (6.036% - 30-day SOFR Average), 1/25/43<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp;&nbsp; 168485 |
| &nbsp;&nbsp;&nbsp;Series 2012-150, Class SK, 1.686%, (6.036% - 30-day SOFR Average), 1/25/43<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp; 71559 |
| &nbsp;&nbsp;&nbsp;Series 2013-23, Class CS, 1.786%, (6.136% - 30-day SOFR Average), 3/25/33<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp; 25588 |
| &nbsp;&nbsp;&nbsp;Series 2014-32, Class EI, 4.00%, 6/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp; 30541 |
| &nbsp;&nbsp;&nbsp;Series 2014-55, Class IN, 3.50%, 7/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp; 66466 |
| &nbsp;&nbsp;&nbsp;Series 2014-80, Class BI, 3.00%, 12/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp; 131814 |
| &nbsp;&nbsp;&nbsp;Series 2014-89, Class IO, 3.50%, 1/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp; 54890 |
| &nbsp;&nbsp;&nbsp;Series 2015-14, Class KI, 3.00%, 3/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp; 106469 |
| &nbsp;&nbsp;&nbsp;Series 2015-52, Class MI, 3.50%, 7/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp; 63250 |
| &nbsp;&nbsp;&nbsp;Series 2015-57, Class IO, 3.00%, 8/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp; 209034 |
| &nbsp;&nbsp;&nbsp;Series 2015-93, Class BS, 1.686%, (6.036% - 30-day SOFR Average), 8/25/45<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp; 27794 |
| &nbsp;&nbsp;&nbsp;Series 2018-21, Class IO, 3.00%, 4/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;&nbsp; 109416 |
| &nbsp;&nbsp;&nbsp;Series 2020-23, Class SP, 1.586%, (5.936% - 30-day SOFR Average), 2/25/50<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp; 163678 |
| &nbsp;&nbsp;&nbsp;Series 2020-45, Class IJ, 2.50%, 7/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659 | &nbsp;&nbsp;&nbsp;&nbsp; 249431 |
| Principal Only:<sup>(7)</sup><br> Series 2006-8, Class WQ, 0.00%, 3/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp; 237086 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class M10, 8.215%, (30-day SOFR Average + 3.864%), 3/25/50<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;$946044 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-189, Class US, 6.791%, (22.733% - 30-day SOFR Average x 3.667), 11/20/52<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp; 236336 |
| &nbsp;&nbsp;&nbsp;Series 2023-56, Class ZE, 6.00%, 4/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144 | &nbsp;&nbsp;&nbsp;&nbsp; 1165752 |
| &nbsp;&nbsp;&nbsp;Series 2023-96, Class BL, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1026178 |
| &nbsp;&nbsp;&nbsp;Series 2023-97, Class CB, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1029530 |
| &nbsp;&nbsp;&nbsp;Series 2023-115, Class AL, 6.00%, 8/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 513015 |
| &nbsp;&nbsp;&nbsp;Series 2023-149, Class S, 8.406%, (21.45% - 30-day SOFR Average x 3.00), 10/20/53<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 | &nbsp;&nbsp;&nbsp;&nbsp; 684686 |
| &nbsp;&nbsp;&nbsp;Series 2023-164, Class EL, 6.00%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1027709 |
| &nbsp;&nbsp;&nbsp;Series 2023-165, Class DY, 6.00%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1028154 |
| &nbsp;&nbsp;&nbsp;Series 2023-165, Class EY, 6.50%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2094401 |
| &nbsp;&nbsp;&nbsp;Series 2023-173, Class AX, 6.00%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1027709 |
| &nbsp;&nbsp;&nbsp;Series 2023-182, Class EL, 6.00%, 12/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1028763 |
| &nbsp;&nbsp;&nbsp;Series 2025-139, Class MT, (30-day SOFR Average + 3.30%), 4/20/55<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1011054 |
| Interest Only:<sup>(6)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-121, Class DS, 0.035%, (4.386% - 1 mo. SOFR), 8/20/47<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 | &nbsp;&nbsp;&nbsp;&nbsp; 27837 |
| &nbsp;&nbsp;&nbsp;Series 2020-146, Class IQ, 2.00%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893 | &nbsp;&nbsp;&nbsp;&nbsp; 610343 |
| &nbsp;&nbsp;&nbsp;Series 2021-131, Class QI, 3.00%, 7/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651 | &nbsp;&nbsp;&nbsp;&nbsp; 348755 |
| &nbsp;&nbsp;&nbsp;Series 2021-193, Class IU, 3.00%, 11/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202 | &nbsp;&nbsp;&nbsp;&nbsp; 752089 |
| &nbsp;&nbsp;&nbsp;Series 2021-209, Class IW, 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3953 | &nbsp;&nbsp;&nbsp;&nbsp; 542701 |
| JPM Lending Facility, 11.356%, (SOFR + 7.00%), 7/15/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 | &nbsp;&nbsp;&nbsp;&nbsp; 1249547 |
| Total Collateralized Mortgage Obligations<br> (identified cost $42,652,680) |  | &nbsp;&nbsp;**$33956871** |

---

Commercial Mortgage-Backed Securities — 6.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| BAMLL Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM, 3.719%, 11/5/32<sup>(1)(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;$632156 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class FNM, 3.719%, 11/5/32<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp; 1130535 |
| BBCMS Mortgage Trust, Series 2017-C1, Class D, 3.546%, 2/15/50<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 489970 |
| COMM Mortgage Trust, Series 2013-CR11, Class D, 4.456%, 8/10/50<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244 | &nbsp;&nbsp;&nbsp;&nbsp; 2153866 |
| Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class G, 9.992%, (1 mo. SOFR + 5.65%), 12/15/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 502312 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class D, 4.508%, 9/15/47<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp; 327845 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Bank of America Merrill Lynch Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-C29, Class D, 3.00%, 5/15/49<sup>(1)(9)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$759839 |
| &nbsp;&nbsp;&nbsp;Series 2016-C32, Class D, 3.396%, 12/15/49<sup>(1)(4)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 200938 |
| Morgan Stanley Capital I Trust, Series 2016-UBS12, Class D, 3.312%, 12/15/49<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp; 755019 |
| UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class D, 3.929%, 4/10/46<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 | &nbsp;&nbsp;&nbsp;&nbsp; 734807 |
| Wells Fargo Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-C31, Class D, 3.852%, 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp; 804639 |
| &nbsp;&nbsp;&nbsp;Series 2016-C35, Class D, 3.142%, 7/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 929970 |
| &nbsp;&nbsp;&nbsp;Series 2016-C36, Class D, 2.942%, 11/15/59<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 374192 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $10,313,547) |  | &nbsp;&nbsp;**$9796088** |

---

Common Stocks — 0.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Commercial Services & Supplies — 0.0%<sup>†</sup> | Commercial Services & Supplies — 0.0%<sup>†</sup> | Commercial Services & Supplies — 0.0%<sup>†</sup> |
| Monitronics International, Inc.<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 | &nbsp;&nbsp;$37642 |
| Phoenix Services International LLC<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp; 9460 |
| Phoenix Services International LLC<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp; 864 |
|  |  | &nbsp;&nbsp;**$47966** |
| Electronic Equipment, Instruments & Components — 0.1% | Electronic Equipment, Instruments & Components — 0.1% | Electronic Equipment, Instruments & Components — 0.1% |
| Range Red Acquisitions LLC, Class A1<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;$164462 |
|  |  | &nbsp;&nbsp;**$164462** |
| Electronics/Electrical — 0.0%<sup>†</sup> | Electronics/Electrical — 0.0%<sup>†</sup> | Electronics/Electrical — 0.0%<sup>†</sup> |
| Skillsoft Corp.<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;$8342 |
|  |  | &nbsp;&nbsp;**$8342** |
| Health Care — 0.1% | Health Care — 0.1% | Health Care — 0.1% |
| Akorn Holding Co. LLC<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6053 | &nbsp;&nbsp;$0 |
| Cano Health, Inc.<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp; 12455 |
| Envision Parent, Inc.<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10840 | &nbsp;&nbsp;&nbsp;&nbsp; 185635 |
|  |  | &nbsp;&nbsp;**$198090** |
| Household Durables — 0.1% | Household Durables — 0.1% | Household Durables — 0.1% |
| Serta Simmons Bedding, Inc.<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17110 | &nbsp;&nbsp;$160834 |
| Serta SSB Equipment Co.<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17110 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;**$160834** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% |
| ACNR Holdings, Inc., Class A<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179 | &nbsp;&nbsp;$87394 |
|  |  | &nbsp;&nbsp;**$87394** |
| Oil and Gas — 0.0% | Oil and Gas — 0.0% | Oil and Gas — 0.0% |
| AFG Holdings, Inc.<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Pharmaceuticals — 0.3% | Pharmaceuticals — 0.3% | Pharmaceuticals — 0.3% |
| Endo, Inc.<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;$5827 |
| Mallinckrodt International Finance SA<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5076 | &nbsp;&nbsp;&nbsp;&nbsp; 442119 |
|  |  | &nbsp;&nbsp;**$447946** |
| Retail — 0.0% | Retail — 0.0% | Retail — 0.0% |
| Jubilee Enterprise PCL, Class A1<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;$0 |
| Jubilee Enterprise PCL, Class A2<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;63218 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;**$0** |
| Telecommunications — 0.0% | Telecommunications — 0.0% | Telecommunications — 0.0% |
| Anuvu<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3588 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Total Common Stocks<br> (identified cost $1,194,399) |  | &nbsp;&nbsp;**$1115034** |

---

Corporate Bonds — 17.8%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense — 0.5% | Aerospace and Defense — 0.5% | Aerospace and Defense — 0.5% |
| Bombardier, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;7.25%, 7/1/31<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;$156819 |
| &nbsp;&nbsp;&nbsp;7.875%, 4/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp; 14081 |
| TransDigm, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 146777 |
| &nbsp;&nbsp;&nbsp;4.875%, 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 245475 |
| &nbsp;&nbsp;&nbsp;6.625%, 3/1/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 205904 |
|  |  | &nbsp;&nbsp;**$769056** |
| Automotive — 0.7% | Automotive — 0.7% | Automotive — 0.7% |
| Asbury Automotive Group, Inc., 5.00%, 2/15/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;$186488 |
| Clarios Global LP/Clarios U.S. Finance Co., 8.50%, 5/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp; 647113 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Automotive (continued) | Automotive (continued) | Automotive (continued) |
| Real Hero Merger Sub 2, Inc., 6.25%, 2/1/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;$51605 |
| Sonic Automotive, Inc., 4.625%, 11/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 192502 |
|  |  | &nbsp;&nbsp;**$1077708** |
| Building and Development — 0.2% | Building and Development — 0.2% | Building and Development — 0.2% |
| Ashton Woods USA LLC/Ashton Woods Finance Co., 4.625%, 4/1/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;$46943 |
| EMRLD Borrower LP/Emerald Co-Issuer, Inc., 6.625%, 12/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp; 94940 |
| Smyrna Ready Mix Concrete LLC, 6.00%, 11/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp; 191525 |
|  |  | &nbsp;&nbsp;**$333408** |
| Building Materials — 0.7% | Building Materials — 0.7% | Building Materials — 0.7% |
| Builders FirstSource, Inc., 4.25%, 2/1/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$461867 |
| Quikrete Holdings, Inc., 6.75%, 3/1/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp; 379718 |
| Standard Industries, Inc., 3.375%, 1/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 178838 |
|  |  | &nbsp;&nbsp;**$1020423** |
| Business Equipment and Services — 0.4% | Business Equipment and Services — 0.4% | Business Equipment and Services — 0.4% |
| Adtalem Global Education, Inc., 5.50%, 3/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;$247242 |
| Allied Universal Holdco LLC, 7.875%, 2/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 104931 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.00%, 6/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 194827 |
|  |  | &nbsp;&nbsp;**$547000** |
| Cable and Satellite Television — 0.4% | Cable and Satellite Television — 0.4% | Cable and Satellite Television — 0.4% |
| CCO Holdings LLC/CCO Holdings Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 3/1/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;$387979 |
| &nbsp;&nbsp;&nbsp;5.125%, 5/1/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 198488 |
|  |  | &nbsp;&nbsp;**$586467** |
| Chemicals — 0.1% | Chemicals — 0.1% | Chemicals — 0.1% |
| Calderys Financing LLC, 11.25%, 6/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$211555 |
|  |  | &nbsp;&nbsp;**$211555** |
| Chemicals and Plastics — 0.3% | Chemicals and Plastics — 0.3% | Chemicals and Plastics — 0.3% |
| Celanese U.S. Holdings LLC: |  |  |
| &nbsp;&nbsp;&nbsp;6.665%, 7/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$205122 |
| &nbsp;&nbsp;&nbsp;6.75%, 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp; 24229 |
| &nbsp;&nbsp;&nbsp;7.20%, 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp; 7314 |
| Valvoline, Inc., 3.625%, 6/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 180225 |
|  |  | &nbsp;&nbsp;**$416890** |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Commercial Services — 0.8% | Commercial Services — 0.8% | Commercial Services — 0.8% |
| APi Group DE, Inc., 4.75%, 10/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;$289257 |
| Boost Newco Borrower LLC, 7.50%, 1/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 211588 |
| Korn Ferry, 4.625%, 12/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp; 281533 |
| Mavis Tire Express Services Topco Corp., 6.50%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp; 238345 |
| Wand NewCo 3, Inc., 7.625%, 1/30/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp; 218569 |
|  |  | &nbsp;&nbsp;**$1239292** |
| Computers — 0.4% | Computers — 0.4% | Computers — 0.4% |
| Fortress Intermediate 3, Inc., 7.50%, 6/1/31<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;$157610 |
| Insight Enterprises, Inc., 6.625%, 5/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 102369 |
| McAfee Corp., 7.375%, 2/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp; 175440 |
| Seagate Data Storage Technology Pte. Ltd., 9.625%, 12/1/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 225409 |
|  |  | &nbsp;&nbsp;**$660828** |
| Distribution & Wholesale — 0.5% | Distribution & Wholesale — 0.5% | Distribution & Wholesale — 0.5% |
| Performance Food Group, Inc., 5.50%, 10/15/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;$321766 |
| RB Global Holdings, Inc., 6.75%, 3/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 204978 |
| Windsor Holdings III LLC, 8.50%, 6/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 212240 |
|  |  | &nbsp;&nbsp;**$738984** |
| Diversified Financial Services — 0.2% | Diversified Financial Services — 0.2% | Diversified Financial Services — 0.2% |
| Hightower Holding LLC, 9.125%, 1/31/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$106776 |
| Jane Street Group/JSG Finance, Inc., 4.50%, 11/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp; 170623 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 3.875%, 3/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 92337 |
|  |  | &nbsp;&nbsp;**$369736** |
| Diversified Telecommunication Services — 0.1% | Diversified Telecommunication Services — 0.1% | Diversified Telecommunication Services — 0.1% |
| Virgin Media Secured Finance PLC, 4.50%, 8/15/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$186165 |
|  |  | &nbsp;&nbsp;**$186165** |
| Ecological Services and Equipment — 0.4% | Ecological Services and Equipment — 0.4% | Ecological Services and Equipment — 0.4% |
| GFL Environmental, Inc., 4.75%, 6/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;$232895 |
| Reworld Holding Corp., 5.00%, 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 189913 |
| Wrangler Holdco Corp., 6.625%, 4/1/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 206796 |
|  |  | &nbsp;&nbsp;**$629604** |
| Electric Utilities — 0.7% | Electric Utilities — 0.7% | Electric Utilities — 0.7% |
| Alpha Generation LLC, 6.75%, 10/15/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$204838 |
| California Buyer Ltd./Atlantica Sustainable Infrastructure PLC, 6.375%, 2/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 202177 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Electric Utilities (continued) | Electric Utilities (continued) | Electric Utilities (continued) |
| WESCO Distribution, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 3/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;$403589 |
| &nbsp;&nbsp;&nbsp;6.625%, 3/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp; 96074 |
| XPLR Infrastructure Operating Partners LP, 4.50%, 9/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 193834 |
|  |  | &nbsp;&nbsp;**$1100512** |
| Electronics/Electrical — 0.4% | Electronics/Electrical — 0.4% | Electronics/Electrical — 0.4% |
| Imola Merger Corp., 4.75%, 5/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;$379672 |
| Sensata Technologies, Inc., 4.375%, 2/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp; 181077 |
|  |  | &nbsp;&nbsp;**$560749** |
| Energy — 0.1% | Energy — 0.1% | Energy — 0.1% |
| Sunoco LP, 7.25%, 5/1/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;$200350 |
|  |  | &nbsp;&nbsp;**$200350** |
| Engineering & Construction — 0.3% | Engineering & Construction — 0.3% | Engineering & Construction — 0.3% |
| TopBuild Corp., 4.125%, 2/15/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;$138399 |
| VM Consolidated, Inc., 5.50%, 4/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp; 363569 |
|  |  | &nbsp;&nbsp;**$501968** |
| Entertainment — 0.4% | Entertainment — 0.4% | Entertainment — 0.4% |
| Allwyn Entertainment Financing U.K. PLC, 7.875%, 4/30/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$208325 |
| Caesars Entertainment, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 2/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp; 136739 |
| &nbsp;&nbsp;&nbsp;7.00%, 2/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 206431 |
| Churchill Downs, Inc., 5.75%, 4/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 99828 |
|  |  | &nbsp;&nbsp;**$651323** |
| Financial Services — 0.7% | Financial Services — 0.7% | Financial Services — 0.7% |
| Vietnam Debt and Asset Trading Corp., 1.00%, 10/10/25<sup>(13)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;$1044483 |
|  |  | &nbsp;&nbsp;**$1044483** |
| Food Products — 0.2% | Food Products — 0.2% | Food Products — 0.2% |
| Pilgrim's Pride Corp., 6.875%, 5/15/34 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;$273772 |
|  |  | &nbsp;&nbsp;**$273772** |
| Food Service — 0.4% | Food Service — 0.4% | Food Service — 0.4% |
| 1011778 BC ULC/New Red Finance, Inc., 4.00%, 10/15/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;$196683 |
| Chobani LLC/Chobani Finance Corp., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 11/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 245410 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Food Service (continued) | Food Service (continued) | Food Service (continued) |
| Chobani LLC/Chobani Finance Corp., Inc.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;7.625%, 7/1/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;$221142 |
|  |  | &nbsp;&nbsp;**$663235** |
| Health Care — 1.5% | Health Care — 1.5% | Health Care — 1.5% |
| Fortrea Holdings, Inc., 7.50%, 7/1/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;$127261 |
| Heartland Dental LLC/Heartland Dental Finance Corp., 10.50%, 4/30/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 211076 |
| IQVIA, Inc., 5.00%, 5/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 298498 |
| LifePoint Health, Inc., 5.375%, 1/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp; 197580 |
| Medline Borrower LP, 5.25%, 10/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 686761 |
| Molina Healthcare, Inc., 3.875%, 11/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp; 353426 |
| Option Care Health, Inc., 4.375%, 10/31/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 382407 |
|  |  | &nbsp;&nbsp;**$2257009** |
| Health Care Technology — 0.2% | Health Care Technology — 0.2% | Health Care Technology — 0.2% |
| athenahealth Group, Inc., 6.50%, 2/15/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 | &nbsp;&nbsp;$297123 |
|  |  | &nbsp;&nbsp;**$297123** |
| Home Furnishings — 0.1% | Home Furnishings — 0.1% | Home Furnishings — 0.1% |
| Somnigroup International, Inc., 3.875%, 10/15/31<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;$195357 |
|  |  | &nbsp;&nbsp;**$195357** |
| Industrial Equipment — 0.1% | Industrial Equipment — 0.1% | Industrial Equipment — 0.1% |
| Madison IAQ LLC, 5.875%, 6/30/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;$80884 |
|  |  | &nbsp;&nbsp;**$80884** |
| Insurance — 0.5% | Insurance — 0.5% | Insurance — 0.5% |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer: |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 11/1/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$197111 |
| &nbsp;&nbsp;&nbsp;6.75%, 10/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 100170 |
| &nbsp;&nbsp;&nbsp;7.00%, 1/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp; 89534 |
| AssuredPartners, Inc., 5.625%, 1/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 199783 |
| Panther Escrow Issuer LLC, 7.125%, 6/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp; 95196 |
|  |  | &nbsp;&nbsp;**$681794** |
| Internet Software & Services — 0.3% | Internet Software & Services — 0.3% | Internet Software & Services — 0.3% |
| Arches Buyer, Inc., 4.25%, 6/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;$81947 |
| Cars.com, Inc., 6.375%, 11/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp; 186771 |
| Snap, Inc., 6.875%, 3/1/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp; 154940 |
|  |  | &nbsp;&nbsp;**$423658** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Iron & Steel — 0.1% | Iron & Steel — 0.1% | Iron & Steel — 0.1% |
| Cleveland-Cliffs, Inc., 4.625%, 3/1/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;$141515 |
|  |  | &nbsp;&nbsp;**$141515** |
| Leisure Goods/Activities/Movies — 0.9% | Leisure Goods/Activities/Movies — 0.9% | Leisure Goods/Activities/Movies — 0.9% |
| Acushnet Co., 7.375%, 10/15/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;$90738 |
| Carnival Corp., 6.00%, 5/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp; 90854 |
| Cinemark USA, Inc., 5.25%, 7/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 99371 |
| NCL Corp. Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 2/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp; 376345 |
| &nbsp;&nbsp;&nbsp;7.75%, 2/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 106152 |
| Viking Cruises Ltd., 5.875%, 9/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp; 540008 |
|  |  | &nbsp;&nbsp;**$1303468** |
| Lodging and Casinos — 0.3% | Lodging and Casinos — 0.3% | Lodging and Casinos — 0.3% |
| Genting New York LLC/GENNY Capital, Inc., 7.25%, 10/1/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;$412117 |
|  |  | &nbsp;&nbsp;**$412117** |
| Machinery — 0.1% | Machinery — 0.1% | Machinery — 0.1% |
| ESAB Corp., 6.25%, 4/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$102301 |
|  |  | &nbsp;&nbsp;**$102301** |
| Media — 0.1% | Media — 0.1% | Media — 0.1% |
| CSC Holdings LLC, 11.25%, 5/15/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$201240 |
|  |  | &nbsp;&nbsp;**$201240** |
| Metals/Mining — 0.4% | Metals/Mining — 0.4% | Metals/Mining — 0.4% |
| Arsenal AIC Parent LLC, 8.00%, 10/1/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$212252 |
| Compass Minerals International, Inc., 6.75%, 12/1/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp; 30001 |
| Constellium SE, 3.75%, 4/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 234824 |
| Hudbay Minerals, Inc., 4.50%, 4/1/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 148898 |
|  |  | &nbsp;&nbsp;**$625975** |
| Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% |
| Eldorado Gold Corp., 6.25%, 9/1/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;$150336 |
|  |  | &nbsp;&nbsp;**$150336** |
| Oil and Gas — 1.6% | Oil and Gas — 1.6% | Oil and Gas — 1.6% |
| Aethon United BR LP/Aethon United Finance Corp., 7.50%, 10/1/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;$298856 |
| Archrock Partners LP/Archrock Partners Finance Corp., 6.875%, 4/1/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp; 90286 |
| Permian Resources Operating LLC: |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 2/1/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 100687 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Oil and Gas (continued) | Oil and Gas (continued) | Oil and Gas (continued) |
| Permian Resources Operating LLC: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 4/15/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$102329 |
| Petroleos de Venezuela SA: |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 4/12/27<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;&nbsp;&nbsp; 89797 |
| &nbsp;&nbsp;&nbsp;5.50%, 4/12/37<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp; 33144 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/28/22<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp; 47941 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/16/24<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp; 82055 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/26<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp; 39181 |
| &nbsp;&nbsp;&nbsp;8.50%, 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp; 238200 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/17/21<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp; 55719 |
| &nbsp;&nbsp;&nbsp;9.75%, 5/17/35<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp; 52651 |
| &nbsp;&nbsp;&nbsp;12.75%, 2/17/22<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp; 51735 |
| Petroleos Mexicanos: |  |  |
| &nbsp;&nbsp;&nbsp;5.35%, 2/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp; 29269 |
| &nbsp;&nbsp;&nbsp;6.75%, 9/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 232575 |
| &nbsp;&nbsp;&nbsp;6.84%, 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp; 448031 |
| &nbsp;&nbsp;&nbsp;6.875%, 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 100464 |
| Petronas Capital Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;2.48%, 1/28/32<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 219138 |
| &nbsp;&nbsp;&nbsp;4.55%, 4/21/50<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 170476 |
|  |  | &nbsp;&nbsp;**$2482534** |
| Pharmaceuticals — 0.1% | Pharmaceuticals — 0.1% | Pharmaceuticals — 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV, 4.10%, 10/1/46 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;$173970 |
|  |  | &nbsp;&nbsp;**$173970** |
| Pipelines — 0.4% | Pipelines — 0.4% | Pipelines — 0.4% |
| Antero Midstream Partners LP/Antero Midstream Finance Corp., 5.75%, 3/1/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$100128 |
| NGL Energy Operating LLC/NGL Energy Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;8.125%, 2/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp; 26745 |
| &nbsp;&nbsp;&nbsp;8.375%, 2/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp; 26434 |
| Venture Global LNG, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;8.125%, 6/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 155397 |
| &nbsp;&nbsp;&nbsp;9.00% to 9/30/29<sup>(1)(15)(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp; 224259 |
| &nbsp;&nbsp;&nbsp;9.875%, 2/1/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp; 63695 |
|  |  | &nbsp;&nbsp;**$596658** |
| Publishing — 0.2% | Publishing — 0.2% | Publishing — 0.2% |
| McGraw-Hill Education, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 8/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;$133587 |
| &nbsp;&nbsp;&nbsp;8.00%, 8/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 203462 |
|  |  | &nbsp;&nbsp;**$337049** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Radio and Television — 0.1% | Radio and Television — 0.1% | Radio and Television — 0.1% |
| Clear Channel Outdoor Holdings, Inc., 7.75%, 4/15/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;$59551 |
| Outfront Media Capital LLC/Outfront Media Capital Corp., 5.00%, 8/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 148592 |
|  |  | &nbsp;&nbsp;**$208143** |
| Real Estate Investment Trusts (REITs) — 0.1% | Real Estate Investment Trusts (REITs) — 0.1% | Real Estate Investment Trusts (REITs) — 0.1% |
| Greystar Real Estate Partners LLC, 7.75%, 9/1/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;$95236 |
|  |  | &nbsp;&nbsp;**$95236** |
| Retail — 0.4% | Retail — 0.4% | Retail — 0.4% |
| Evergreen AcqCo 1 LP/TVI, Inc., 9.75%, 4/26/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;$81309 |
| Group 1 Automotive, Inc., 4.00%, 8/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 385926 |
| Raising Cane's Restaurants LLC, 9.375%, 5/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp; 157399 |
|  |  | &nbsp;&nbsp;**$624634** |
| Software — 0.2% | Software — 0.2% | Software — 0.2% |
| Cloud Software Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 3/31/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;$98027 |
| &nbsp;&nbsp;&nbsp;9.00%, 9/30/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp; 201940 |
|  |  | &nbsp;&nbsp;**$299967** |
| Software and Services — 0.2% | Software and Services — 0.2% | Software and Services — 0.2% |
| Fair Isaac Corp., 4.00%, 6/15/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;$241687 |
|  |  | &nbsp;&nbsp;**$241687** |
| Telecommunications — 0.2% | Telecommunications — 0.2% | Telecommunications — 0.2% |
| Ciena Corp., 4.00%, 1/31/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$94606 |
| Zegona Finance PLC, 8.625%, 7/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 213200 |
|  |  | &nbsp;&nbsp;**$307806** |
| Utilities — 0.7% | Utilities — 0.7% | Utilities — 0.7% |
| Calpine Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;$247438 |
| &nbsp;&nbsp;&nbsp;4.625%, 2/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp; 344208 |
| TerraForm Power Operating LLC, 5.00%, 1/31/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp; 69112 |
| Vistra Operations Co. LLC, 6.875%, 4/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp; 332695 |
|  |  | &nbsp;&nbsp;**$993453** |
| Total Corporate Bonds<br> (identified cost $25,985,706) |  | &nbsp;&nbsp;**$27017422** |

---

Preferred Stocks — 0.0%<sup>†</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Technology — 0.0%<sup>†</sup> | Technology — 0.0%<sup>†</sup> | Technology — 0.0%<sup>†</sup> |
| Cohesity Global, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Series G<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;$20010 |
| &nbsp;&nbsp;&nbsp;Series G1<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 | &nbsp;&nbsp;&nbsp;&nbsp; 13823 |
| Total Preferred Stocks<br> (identified cost $30,155) |  | &nbsp;&nbsp;**$33833** |

---

Senior Floating-Rate Loans — 29.1%<sup>(17)</sup>

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense — 0.1% | Aerospace and Defense — 0.1% | Aerospace and Defense — 0.1% |
| Air Comm Corp. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.058%, (3 mo. USD Term SOFR + 2.75%), 12/11/31<sup>(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;$15423 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.064%, (3 mo. USD Term SOFR + 2.75%), 12/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp; 184614 |
|  |  | &nbsp;&nbsp;**$200037** |
| Airlines — 0.1% | Airlines — 0.1% | Airlines — 0.1% |
| SkyMiles IP Ltd., Term Loan, 8.076%, (3 mo. USD Term SOFR + 3.75%), 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;$83312 |
|  |  | &nbsp;&nbsp;**$83312** |
| Apparel & Luxury Goods — 0.2% | Apparel & Luxury Goods — 0.2% | Apparel & Luxury Goods — 0.2% |
| Gloves Buyer, Inc., Term Loan, 8.356%, (1 mo. USD Term SOFR + 4.00%), 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;$269912 |
|  |  | &nbsp;&nbsp;**$269912** |
| Auto Components — 0.7% | Auto Components — 0.7% | Auto Components — 0.7% |
| Adient U.S. LLC, Term Loan, 6.606%, (1 mo. USD Term SOFR + 2.25%), 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;$78756 |
| Autokiniton U.S. Holdings, Inc., Term Loan, 8.471%, (1 mo. USD Term SOFR + 4.00%), 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp; 162844 |
| Clarios Global LP, Term Loan, 6.856%, (1 mo. USD Term SOFR + 2.50%), 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp; 323051 |
| DexKo Global, Inc., Term Loan, 8.221%, (1 mo. USD Term SOFR + 3.75%), 10/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp; 115605 |
| Garrett LX I SARL, Term Loan, 6.558%, (3 mo. USD Term SOFR + 2.25%), 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp; 96991 |
| RealTruck Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.221%, (1 mo. USD Term SOFR + 3.75%), 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp; 177404 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Auto Components (continued) | Auto Components (continued) | Auto Components (continued) |
| RealTruck Group, Inc.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.471%, (1 mo. USD Term SOFR + 5.00%), 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;$92405 |
|  |  | &nbsp;&nbsp;**$1047056** |
| Automobiles — 0.7% | Automobiles — 0.7% | Automobiles — 0.7% |
| Bombardier Recreational Products, Inc., Term Loan, 7.106%, (1 mo. USD Term SOFR + 2.75%), 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;$758933 |
| MajorDrive Holdings IV LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.557%, (3 mo. USD Term SOFR + 4.00%), 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp; 70931 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.946%, (3 mo. USD Term SOFR + 5.50%), 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp; 216191 |
|  |  | &nbsp;&nbsp;**$1046055** |
| Beverages — 0.2% | Beverages — 0.2% | Beverages — 0.2% |
| Arterra Wines Canada, Inc., Term Loan, 8.057%, (3 mo. USD Term SOFR + 3.50%), 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;$141581 |
| City Brewing Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.079%, (3 mo. USD Term SOFR + 3.50%), 4/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp; 12923 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.568%, (3 mo. USD Term SOFR + 6.25%), 4/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp; 4189 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 0.00%, 4/5/28<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp; 149 |
| Sazerac Co., Inc., Term Loan, 6.84%, (3 mo. USD Term SOFR + 2.50%), 7/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 150703 |
|  |  | &nbsp;&nbsp;**$309545** |
| Broadline Retail — 0.2% | Broadline Retail — 0.2% | Broadline Retail — 0.2% |
| Peer Holding III BV: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.796%, (3 mo. USD Term SOFR + 2.50%), 10/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;$148634 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.796%, (3 mo. USD Term SOFR + 2.50%), 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp; 174806 |
|  |  | &nbsp;&nbsp;**$323440** |
| Building Products — 0.3% | Building Products — 0.3% | Building Products — 0.3% |
| LHS Borrower LLC, Term Loan, 9.206%, (1 mo. USD Term SOFR + 4.75%), 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;$114803 |
| MI Windows & Doors LLC, Term Loan, 7.106%, (1 mo. USD Term SOFR + 2.75%), 3/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp; 173705 |
| Oscar AcquisitionCo LLC, Term Loan, 8.546%, (3 mo. USD Term SOFR + 4.25%), 4/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp; 111024 |
| Standard Industries, Inc., Term Loan, 6.105%, (1 mo. USD Term SOFR + 1.75%), 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp; 51532 |
|  |  | &nbsp;&nbsp;**$451064** |

---

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Capital Markets — 0.6% | Capital Markets — 0.6% | Capital Markets — 0.6% |
| Advisor Group, Inc., Term Loan, 7.856%, (1 mo. USD Term SOFR + 3.50%), 8/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;$266369 |
| Aretec Group, Inc., Term Loan, 7.856%, (1 mo. USD Term SOFR + 3.50%), 8/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp; 162416 |
| FinCo I LLC, Term Loan, 6.103%, (1 mo. USD Term SOFR + 1.75%), 6/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp; 172146 |
| Franklin Square Holdings LP, Term Loan, 6.606%, (1 mo. USD Term SOFR + 2.25%), 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp; 124523 |
| Victory Capital Holdings, Inc., Term Loan, 6.629%, (3 mo. USD Term SOFR + 2.25%), 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp; 120791 |
|  |  | &nbsp;&nbsp;**$846245** |
| Chemicals — 1.1% | Chemicals — 1.1% | Chemicals — 1.1% |
| Aruba Investments Holdings LLC, Term Loan, 8.456%, (1 mo. USD Term SOFR + 4.00%), 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;$92327 |
| INEOS Quattro Holdings U.K. Ltd., Term Loan, 8.706%, (1 mo. USD Term SOFR + 4.25%), 4/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp; 146704 |
| INEOS U.S. Finance LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.356%, (1 mo. USD Term SOFR + 3.00%), 2/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp; 68872 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.606%, (1 mo. USD Term SOFR + 3.25%), 2/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp; 246380 |
| Lonza Group AG, Term Loan, 8.321%, (3 mo. USD Term SOFR + 3.93%), 7/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp; 237210 |
| Momentive Performance Materials, Inc., Term Loan, 8.356%, (1 mo. USD Term SOFR + 4.00%), 3/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp; 79420 |
| Nouryon Finance BV, Term Loan, 7.51%, (3 mo. USD Term SOFR + 3.25%), 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp; 157734 |
| Olympus Water U.S. Holding Corp., Term Loan, 7.296%, (3 mo. USD Term SOFR + 3.00%), 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp; 319042 |
| Tronox Finance LLC, Term Loan, 6.796% - 6.856%, (1 mo. USD Term SOFR + 2.50%, 3 mo. USD Term SOFR + 2.50%), 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp; 186609 |
| W.R. Grace & Co.-Conn., Term Loan, 7.546%, (3 mo. USD Term SOFR + 3.25%), 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp; 145066 |
|  |  | &nbsp;&nbsp;**$1679364** |
| Commercial Services & Supplies — 1.2% | Commercial Services & Supplies — 1.2% | Commercial Services & Supplies — 1.2% |
| Albion Financing 3 SARL, Term Loan, 7.316%, (1 mo. USD Term SOFR + 3.00%, 3 mo. USD Term SOFR + 3.00%), 5/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;$218571 |
| Allied Universal Holdco LLC, Term Loan, 8.206%, (1 mo. USD Term SOFR + 3.75%), 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp; 452965 |
| EnergySolutions LLC, Term Loan, 7.606%, (1 mo. USD Term SOFR + 3.25%), 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp; 122434 |
| Flame Newco LLC, Term Loan, 12.50%, (U.S. (Fed) Prime Rate + 5.00%), 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp; 29964 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) |
| Garda World Security Corp., Term Loan, 7.343%, (1 mo. USD Term SOFR + 3.00%), 2/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;$167905 |
| Gategroup Fin Luxembourg SA, Term Loan, 6/10/32<sup>(19)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp; 75399 |
| GFL Environmental, Inc., Term Loan, 6.824%, (3 mo. USD Term SOFR + 2.50%), 3/3/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp; 175438 |
| LSF12 Crown U.S. Commercial Bidco LLC, Term Loan, 7.856%, (1 mo. USD Term SOFR + 3.50%), 12/2/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp; 277006 |
| Monitronics International, Inc., Term Loan, 12.057%, (3 mo. USD Term SOFR + 7.50%), 6/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp; 138651 |
| Prime Security Services Borrower LLC, Term Loan, 6.129%, (6 mo. USD Term SOFR + 2.00%), 10/13/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp; 124193 |
|  |  |  | &nbsp;&nbsp;**$1782526** |
| Construction Materials — 0.1% | Construction Materials — 0.1% | Construction Materials — 0.1% | Construction Materials — 0.1% |
| Quikrete Holdings, Inc., Term Loan, 6.606%, (1 mo. USD Term SOFR + 2.25%), 2/10/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$199575 |
|  |  |  | &nbsp;&nbsp;**$199575** |
| Consumer Finance — 0.1% | Consumer Finance — 0.1% | Consumer Finance — 0.1% | Consumer Finance — 0.1% |
| CPI Holdco B LLC, Term Loan, 6.356%, (1 mo. USD Term SOFR + 2.00%), 5/19/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;$148887 |
|  |  |  | &nbsp;&nbsp;**$148887** |
| Containers & Packaging — 0.3% | Containers & Packaging — 0.3% | Containers & Packaging — 0.3% | Containers & Packaging — 0.3% |
| Berlin Packaging LLC, Term Loan, 7.558%, (3 mo. USD Term SOFR + 3.25%), 6/7/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;$169945 |
| Clydesdale Acquisition Holdings, Inc., Term Loan, 7.531%, (1 mo. USD Term SOFR + 3.18%), 4/13/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp; 61045 |
| Pregis TopCo Corp., Term Loan, 8.356%, (1 mo. USD Term SOFR + 4.00%), 2/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp; 95564 |
| Proampac PG Borrower LLC, Term Loan, 8.318% - 8.324%, (3 mo. USD Term SOFR + 4.00%), 9/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp; 173135 |
|  |  |  | &nbsp;&nbsp;**$499689** |
| Distributors — 0.1% | Distributors — 0.1% | Distributors — 0.1% | Distributors — 0.1% |
| Parts Europe SA, Term Loan, 5.274%, (3 mo. EURIBOR + 3.25%), 2/3/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$229841 |
|  |  |  | &nbsp;&nbsp;**$229841** |
| Diversified Consumer Services — 0.2% | Diversified Consumer Services — 0.2% | Diversified Consumer Services — 0.2% | Diversified Consumer Services — 0.2% |
| KUEHG Corp., Term Loan, 7.041%, (3 mo. USD Term SOFR + 2.75%), 6/12/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;$154352 |

---

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Diversified Consumer Services (continued) | Diversified Consumer Services (continued) | Diversified Consumer Services (continued) |
| Wand NewCo 3, Inc., Term Loan, 6.856%, (1 mo. USD Term SOFR + 2.50%), 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;$143363 |
|  |  | &nbsp;&nbsp;**$297715** |
| Diversified Telecommunication Services — 0.3% | Diversified Telecommunication Services — 0.3% | Diversified Telecommunication Services — 0.3% |
| Altice France SA, Term Loan, 9.818%, (3 mo. USD Term SOFR + 5.50%), 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;$188507 |
| Anuvu Holdings 2 LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.664%, (3 mo. USD Term SOFR + 8.25%), 3/23/26<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 |
| &nbsp;&nbsp;&nbsp;Term Loan, 14.413%, (3 mo. USD Term SOFR + 10.00%), 8.413% cash, 6.00% PIK, 9/27/27<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp; 33636 |
| Virgin Media Bristol LLC, Term Loan, 7.706%, (1 mo. USD Term SOFR + 3.25%), 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp; 174195 |
|  |  | &nbsp;&nbsp;**$397928** |
| Electric Utilities — 0.4% | Electric Utilities — 0.4% | Electric Utilities — 0.4% |
| Kohler Energy Co. LLC, Term Loan, 8.046%, (3 mo. USD Term SOFR + 3.75%), 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;$299498 |
| MRP Buyer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.568%, (3 mo. USD Term SOFR + 3.25%), 6/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 218379 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6/4/32<sup>(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp; 27793 |
|  |  | &nbsp;&nbsp;**$545670** |
| Electrical Equipment — 0.6% | Electrical Equipment — 0.6% | Electrical Equipment — 0.6% |
| Nvent Electric PLC, Term Loan, 7.856%, (1 mo. USD Term SOFR + 3.50%), 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;$150985 |
| WEC U.S. Holdings Ltd., Term Loan, 6.579%, (1 mo. USD Term SOFR + 2.25%), 1/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp; 752734 |
|  |  | &nbsp;&nbsp;**$903719** |
| Electronic Equipment, Instruments & Components — 0.6% | Electronic Equipment, Instruments & Components — 0.6% | Electronic Equipment, Instruments & Components — 0.6% |
| Chamberlain Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.706%, (1 mo. USD Term SOFR + 3.25%), 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;$390546 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9/8/32<sup>(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp; 25021 |
| Creation Technologies, Inc., Term Loan, 10.047%, (3 mo. USD Term SOFR + 5.50%), 10/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp; 144944 |
| II-VI, Inc., Term Loan, 6.356%, (1 mo. USD Term SOFR + 2.00%), 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp; 113077 |
| Range Red Operating, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.422%, (1 mo. USD Term SOFR + 8.00%), 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp; 26759 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.422%, (1 mo. USD Term SOFR + 8.00%), 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp; 112250 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Electronic Equipment, Instruments & Components (continued) | Electronic Equipment, Instruments & Components (continued) | Electronic Equipment, Instruments & Components (continued) | Electronic Equipment, Instruments & Components (continued) |
| Verifone Systems, Inc., Term Loan, 10.07%, (3 mo. USD Term SOFR + 5.50%), 8/18/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;$74745 |
|  |  |  | &nbsp;&nbsp;**$887342** |
| Energy Equipment & Services — 0.1% | Energy Equipment & Services — 0.1% | Energy Equipment & Services — 0.1% | Energy Equipment & Services — 0.1% |
| Ameriforge Group, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 15.473%, (1 mo. USD Term SOFR + 11.00%), 4.473% cash, 11.00% PIK, 12/31/25<sup>(12)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;$1815 |
| &nbsp;&nbsp;&nbsp;Term Loan, 15.473%, (1 mo. USD Term SOFR + 11.00%), 4.473% cash, 11.00% PIK, 12/31/25<sup>(12)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp; 15720 |
| PG Investment Co. 59 SARL, Term Loan, 7.046%, (3 mo. USD Term SOFR + 2.75%), 3/26/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp; 149547 |
|  |  |  | &nbsp;&nbsp;**$167082** |
| Engineering & Construction — 0.3% | Engineering & Construction — 0.3% | Engineering & Construction — 0.3% | Engineering & Construction — 0.3% |
| American Residential Services LLC, Term Loan, 7.606%, (1 mo. USD Term SOFR + 3.25%), 2/2/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;$96330 |
| Azuria Water Solutions, Inc., Term Loan, 7.356%, (1 mo. USD Term SOFR + 3.00%), 5/17/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp; 72615 |
| Northstar Group Services, Inc., Term Loan, 8.881%, (6 mo. USD Term SOFR + 4.75%), 5/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp; 224720 |
|  |  |  | &nbsp;&nbsp;**$393665** |
| Entertainment — 0.2% | Entertainment — 0.2% | Entertainment — 0.2% | Entertainment — 0.2% |
| Pretzel Parent, Inc., Term Loan, 8.856%, (1 mo. USD Term SOFR + 4.50%), 10/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;$124937 |
| Renaissance Holding Corp., Term Loan, 8.356%, (1 mo. USD Term SOFR + 4.00%), 4/5/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp; 136354 |
| Vue Entertainment International Ltd., Term Loan, 10.759%, (6 mo. EURIBOR + 8.50%), 2.359% cash, 8.40% PIK, 12/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp; 35423 |
| Vue International Bidco PLC, Term Loan, 10.259%, (6 mo. EURIBOR + 8.00%), 6/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp; 13462 |
|  |  |  | &nbsp;&nbsp;**$310176** |
| Financial Services — 0.4% | Financial Services — 0.4% | Financial Services — 0.4% | Financial Services — 0.4% |
| NCR Atleos LLC, Term Loan, 8.058%, (3 mo. USD Term SOFR + 3.75%), 4/16/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;$86251 |
| Planet U.S. Buyer LLC, Term Loan, 7.33%, (3 mo. USD Term SOFR + 3.00%), 2/7/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp; 174246 |
| Synechron, Inc., Term Loan, 8.058%, (3 mo. USD Term SOFR + 3.75%), 10/3/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 124843 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Financial Services (continued) | Financial Services (continued) | Financial Services (continued) | Financial Services (continued) |
| Walker & Dunlop, Inc., Term Loan, 6.34%, (1 mo. USD Term SOFR + 2.00%), 3/14/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$100249 |
| WEX, Inc., Term Loan, 6.106%, (1 mo. USD Term SOFR + 1.75%), 3/5/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 99730 |
|  |  |  | &nbsp;&nbsp;**$585319** |
| Food Products — 0.4% | Food Products — 0.4% | Food Products — 0.4% | Food Products — 0.4% |
| Froneri Lux Finco SARL, Term Loan, 6.197%, (6 mo. USD Term SOFR + 2.00%), 9/30/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;$284651 |
| Newly Weds Foods, Inc., Term Loan, 6.59%, (1 mo. USD Term SOFR + 2.25%), 3/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 150375 |
| POP Bidco SAS, Term Loan, 6.583%, (6 mo. EURIBOR + 4.50%), 11/26/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 172223 |
|  |  |  | &nbsp;&nbsp;**$607249** |
| Health Care Equipment & Supplies — 0.2% | Health Care Equipment & Supplies — 0.2% | Health Care Equipment & Supplies — 0.2% | Health Care Equipment & Supplies — 0.2% |
| Bayou Intermediate II LLC, Term Loan, 9.07%, (3 mo. USD Term SOFR + 4.50%), 8/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;$121183 |
| Journey Personal Care Corp., Term Loan, 8.046%, (3 mo. USD Term SOFR + 3.75%), 3/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp; 165508 |
|  |  |  | &nbsp;&nbsp;**$286691** |
| Health Care Providers & Services — 1.8% | Health Care Providers & Services — 1.8% | Health Care Providers & Services — 1.8% | Health Care Providers & Services — 1.8% |
| AEA International Holdings (Lux) SARL, Term Loan, 7.046%, (3 mo. USD Term SOFR + 2.75%), 9/7/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;$145888 |
| BW NHHC Holdco, Inc., Term Loan - Second Lien, 12.296%, (3 mo. USD Term SOFR + 8.00%), 10.046% cash, 2.25% PIK, 1/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 135447 |
| Cano Health LLC, Term Loan, 13.796%, (3 mo. USD Term SOFR + 9.50%), 6/28/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp; 13163 |
| CHG Healthcare Services, Inc., Term Loan, 7.333%, (3 mo. USD Term SOFR + 3.00%), 9/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp; 144521 |
| CNT Holdings I Corp., Term Loan, 6.558%, (3 mo. USD Term SOFR + 2.25%), 11/8/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp; 96325 |
| Electron BidCo, Inc., Term Loan, 7.106%, (1 mo. USD Term SOFR + 2.75%), 11/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp; 121988 |
| Ensemble RCM LLC, Term Loan, 7.308%, (3 mo. USD Term SOFR + 3.00%), 8/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp; 228926 |
| Hanger, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.856%, (1 mo. USD Term SOFR + 3.50%), 10/23/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp; 155311 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.856%, (1 mo. USD Term SOFR + 3.50%), 10/23/31<sup>(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp; 20040 |
| IVC Acquisition Ltd., Term Loan, 8.046%, (3 mo. USD Term SOFR + 3.75%), 12/12/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 148724 |
| Medical Solutions Holdings, Inc., Term Loan, 7.908%, (3 mo. USD Term SOFR + 3.50%), 11/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp; 107569 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Health Care Providers & Services (continued) | Health Care Providers & Services (continued) | Health Care Providers & Services (continued) |
| National Mentor Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.146% - 8.206%, (1 mo. USD Term SOFR + 3.75%, 3 mo. USD Term SOFR+ 3.75%), 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;$305742 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.146%, (3 mo. USD Term SOFR + 3.75%), 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp; 9258 |
| Pacific Dental Services LLC, Term Loan, 7.101%, (1 mo. USD Term SOFR + 2.75%), 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp; 174079 |
| Phoenix Guarantor, Inc., Term Loan, 6.856%, (1 mo. USD Term SOFR + 2.50%), 2/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp; 227637 |
| Raven Acquisition Holdings LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.606%, (1 mo. USD Term SOFR + 3.25%), 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp; 186349 |
| &nbsp;&nbsp;&nbsp;Term Loan, 11/19/31<sup>(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp; 13344 |
| Select Medical Corp., Term Loan, 6.356%, (1 mo. USD Term SOFR + 2.00%), 12/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp; 124375 |
| Surgery Center Holdings, Inc., Term Loan, 7.106%, (1 mo. USD Term SOFR + 2.75%), 12/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp; 193538 |
| TTF Holdings LLC, Term Loan, 8.002%, (6 mo. USD Term SOFR + 3.75%), 7/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp; 170775 |
|  |  | &nbsp;&nbsp;**$2722999** |
| Health Care Technology — 0.4% | Health Care Technology — 0.4% | Health Care Technology — 0.4% |
| Imprivata, Inc., Term Loan, 7.321%, (3 mo. USD Term SOFR + 3.00%), 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;$193619 |
| PointClickCare Technologies, Inc., Term Loan, 7.082%, (3 mo. USD Term SOFR + 2.75%), 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp; 96243 |
| Project Ruby Ultimate Parent Corp., Term Loan, 7.215%, (1 mo. USD Term SOFR + 2.75%), 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp; 168450 |
| Symplr Software, Inc., Term Loan, 8.908%, (3 mo. USD Term SOFR + 4.50%), 12/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp; 97253 |
| Waystar Technologies, Inc., Term Loan, 6.606%, (1 mo. USD Term SOFR + 2.25%), 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp; 127506 |
|  |  | &nbsp;&nbsp;**$683071** |
| Hotels, Restaurants & Leisure — 1.7% | Hotels, Restaurants & Leisure — 1.7% | Hotels, Restaurants & Leisure — 1.7% |
| 1011778 BC Unlimited Liability Co., Term Loan, 6.106%, (1 mo. USD Term SOFR + 1.75%), 9/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;$832995 |
| Caesars Entertainment, Inc., Term Loan, 6.606%, (1 mo. USD Term SOFR + 2.25%), 2/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp; 320978 |
| Fertitta Entertainment LLC, Term Loan, 7.601%, (1 mo. USD Term SOFR + 3.25%), 1/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 222147 |
| Flutter Financing BV, Term Loan, 6.046%, (3 mo. USD Term SOFR + 1.75%), 11/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp; 442474 |
| Horizon U.S. Finco LP, Term Loan, 9.058%, (3 mo. USD Term SOFR + 4.75%), 10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp; 171886 |

---

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) |
| IRB Holding Corp., Term Loan, 6.856%, (1 mo. USD Term SOFR + 2.50%), 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;$240931 |
| Ontario Gaming GTA LP, Term Loan, 8.546%, (3 mo. USD Term SOFR + 4.25%), 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp; 197744 |
| SeaWorld Parks & Entertainment, Inc., Term Loan, 6.356%, (1 mo. USD Term SOFR + 2.00%), 12/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp; 120462 |
| Voyager Parent LLC, Term Loan, 7/1/32<sup>(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 100214 |
|  |  | &nbsp;&nbsp;**$2649831** |
| Household Durables — 0.5% | Household Durables — 0.5% | Household Durables — 0.5% |
| ACProducts, Inc., Term Loan, 8.807%, (3 mo. USD Term SOFR + 4.25%), 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;$200393 |
| PHRG Intermediate LLC, Term Loan, 8.333%, (3 mo. USD Term SOFR + 4.00%), 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 125104 |
| Serta Simmons Bedding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 11.91%, (3 mo. USD Term SOFR + 7.50%), 6/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 233925 |
| &nbsp;&nbsp;&nbsp;Term Loan, 11.94%, (3 mo. USD Term SOFR + 7.50%), 6/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp; 27195 |
| Somnigroup International, Inc., Term Loan, 6.55%, (1 mo. USD Term SOFR + 2.25%), 10/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp; 210636 |
|  |  | &nbsp;&nbsp;**$797253** |
| Household Products — 0.1% | Household Products — 0.1% | Household Products — 0.1% |
| Kronos Acquisition Holdings, Inc., Term Loan, 8.296%, (3 mo. USD Term SOFR + 4.00%), 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;$191304 |
|  |  | &nbsp;&nbsp;**$191304** |
| Independent Power and Renewable Electricity Producers — 0.2% | Independent Power and Renewable Electricity Producers — 0.2% | Independent Power and Renewable Electricity Producers — 0.2% |
| Calpine Construction Finance Co. LP, Term Loan, 6.356%, (1 mo. USD Term SOFR + 2.00%), 7/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;$159206 |
| Invenergy Thermal Operating I LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5/17/32<sup>(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp; 118535 |
| &nbsp;&nbsp;&nbsp;Term Loan, 5/17/32<sup>(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp; 7903 |
|  |  | &nbsp;&nbsp;**$285644** |
| Insurance — 1.4% | Insurance — 1.4% | Insurance — 1.4% |
| Alera Group, Inc., Term Loan, 7.606%, (1 mo. USD Term SOFR + 3.25%), 5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;$226252 |
| Alliant Holdings Intermediate LLC, Term Loan, 7.103%, (1 mo. USD Term SOFR + 2.75%), 9/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp; 120491 |
| AmWINS Group, Inc., Term Loan, 6.606%, (1 mo. USD Term SOFR + 2.25%), 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp; 598120 |
| Broadstreet Partners, Inc., Term Loan, 7.106%, (1 mo. USD Term SOFR + 2.75%), 6/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 148778 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Insurance (continued) | Insurance (continued) | Insurance (continued) |
| HUB International Ltd., Term Loan, 6.826%, (3 mo. USD Term SOFR + 2.50%), 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;$461508 |
| Ryan Specialty Group LLC, Term Loan, 6.606%, (1 mo. USD Term SOFR + 2.25%), 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp; 149623 |
| USI, Inc., Term Loan, 6.546%, (3 mo. USD Term SOFR + 2.25%), 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp; 369800 |
|  |  | &nbsp;&nbsp;**$2074572** |
| Interactive Media & Services — 0.2% | Interactive Media & Services — 0.2% | Interactive Media & Services — 0.2% |
| Twitter, Inc., Term Loan, 10.958%, (3 mo. USD Term SOFR + 6.50%), 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;$257837 |
|  |  | &nbsp;&nbsp;**$257837** |
| IT Services — 1.8% | IT Services — 1.8% | IT Services — 1.8% |
| Asurion LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.721%, (1 mo. USD Term SOFR + 3.25%), 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;$38338 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.456%, (1 mo. USD Term SOFR + 4.00%), 8/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp; 214848 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.606%, (1 mo. USD Term SOFR + 4.25%), 9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp; 471913 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 9.721%, (1 mo. USD Term SOFR + 5.25%), 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp; 48223 |
| Endure Digital, Inc., Term Loan, 7.942%, (1 mo. USD Term SOFR + 3.50%), 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp; 318600 |
| Gainwell Acquisition Corp., Term Loan, 8.396%, (3 mo. USD Term SOFR + 4.00%), 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp; 174015 |
| Go Daddy Operating Co. LLC, Term Loan, 6.106%, (1 mo. USD Term SOFR + 1.75%), 11/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp; 478651 |
| Informatica LLC, Term Loan, 6.606%, (1 mo. USD Term SOFR + 2.25%), 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp; 365307 |
| Iron Mountain, Inc., Term Loan, 6.356%, (1 mo. USD Term SOFR + 2.00%), 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp; 116179 |
| Rackspace Finance LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.711%, (1 mo. USD Term SOFR + 6.25%), 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp; 73710 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 7.211%, (1 mo. USD Term SOFR + 2.75%), 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp; 191275 |
| Sedgwick Claims Management Services, Inc., Term Loan, 6.856%, (1 mo. USD Term SOFR + 2.50%), 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp; 165044 |
|  |  | &nbsp;&nbsp;**$2656103** |
| Life Sciences Tools & Services — 0.1% | Life Sciences Tools & Services — 0.1% | Life Sciences Tools & Services — 0.1% |
| Sotera Health Holdings LLC, Term Loan, 7.546%, (3 mo. USD Term SOFR + 3.25%), 5/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;$99685 |
|  |  | &nbsp;&nbsp;**$99685** |

---

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Machinery — 1.3% | Machinery — 1.3% | Machinery — 1.3% |
| American Trailer World Corp., Term Loan, 8.206%, (1 mo. USD Term SOFR + 3.75%), 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;$28564 |
| Apex Tool Group LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 14.323%, (3 mo. USD Term SOFR + 10.00%), 7.50% cash, 6.823% PIK, 2/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp; 123007 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 9.708%, (3 mo. USD Term SOFR + 5.25%), 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp; 58323 |
| Conair Holdings LLC, Term Loan, 8.221%, (1 mo. USD Term SOFR + 3.75%), 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp; 161068 |
| CPM Holdings, Inc., Term Loan, 8.829%, (1 mo. USD Term SOFR + 4.50%), 9/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp; 45137 |
| Crown Equipment Corp., Term Loan, 6.579%, (1 mo. USD Term SOFR + 2.25%), 10/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp; 125036 |
| EMRLD Borrower LP: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.833%, (3 mo. USD Term SOFR + 2.50%), 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp; 115339 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.856%, (1 mo. USD Term SOFR + 2.50%), 8/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp; 124295 |
| Filtration Group Corp., Term Loan, 7.356%, (1 mo. USD Term SOFR + 3.00%), 10/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp; 96839 |
| Gates Global LLC, Term Loan, 6.106%, (1 mo. USD Term SOFR + 1.75%), 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp; 272882 |
| Icebox Holdco III, Inc., Term Loan, 8.057%, (3 mo. USD Term SOFR + 3.50%), 12/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp; 121686 |
| SPX Flow, Inc., Term Loan, 7.356%, (1 mo. USD Term SOFR + 3.00%), 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp; 140036 |
| Terex Corp., Term Loan, 6.308%, (3 mo. USD Term SOFR + 2.00%), 10/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp; 300185 |
| TK Elevator Midco GmbH, Term Loan, 7.197%, (6 mo. USD Term SOFR + 3.00%), 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;&nbsp; 315927 |
|  |  | &nbsp;&nbsp;**$2028324** |
| Media — 0.1% | Media — 0.1% | Media — 0.1% |
| Gray Television, Inc., Term Loan, 7.443%, (1 mo. USD Term SOFR + 3.00%), 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;$77720 |
| Hubbard Radio LLC, Term Loan, 8.856%, (1 mo. USD Term SOFR + 4.50%), 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp; 35722 |
| iHeartCommunications, Inc., Term Loan, 10.246%, (1 mo. USD Term SOFR + 5.78%), 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp; 52179 |
|  |  | &nbsp;&nbsp;**$165621** |
| Metals/Mining — 0.2% | Metals/Mining — 0.2% | Metals/Mining — 0.2% |
| American Consolidated Natural Resources, Inc., Term Loan - Second Lien, 13.00%, 12/11/29<sup>(20)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;$63002 |
| Navoi Mining & Metallurgical Co., Term Loan, 9.086%, (3 mo. USD Term SOFR + 4.76%), 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp; 25920 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Metals/Mining (continued) | Metals/Mining (continued) | Metals/Mining (continued) |
| PMHC II, Inc., Term Loan, 8.729%, (3 mo. USD Term SOFR + 4.25%), 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;$165830 |
| Zekelman Industries, Inc., Term Loan, 6.578%, (1 mo. USD Term SOFR + 2.25%), 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp; 117968 |
|  |  | &nbsp;&nbsp;**$372720** |
| Oil, Gas & Consumable Fuels — 0.4% | Oil, Gas & Consumable Fuels — 0.4% | Oil, Gas & Consumable Fuels — 0.4% |
| Freeport LNG Investments LLLP, Term Loan, 7.576%, (3 mo. USD Term SOFR + 3.25%), 12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;$92139 |
| Hilcorp Energy I LP, Term Loan, 6.343%, (1 mo. USD Term SOFR + 2.00%), 2/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 100155 |
| Matador Bidco SARL, Term Loan, 8.706%, (1 mo. USD Term SOFR + 4.25%), 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp; 132242 |
| Oryx Midstream Services Permian Basin LLC, Term Loan, 6.603%, (1 mo. USD Term SOFR + 2.25%), 10/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp; 144269 |
| UGI Energy Services LLC, Term Loan, 6.856%, (1 mo. USD Term SOFR + 2.50%), 2/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp; 215500 |
|  |  | &nbsp;&nbsp;**$684305** |
| Pharmaceuticals — 0.4% | Pharmaceuticals — 0.4% | Pharmaceuticals — 0.4% |
| Elanco Animal Health, Inc., Term Loan, 6.179%, (1 mo. USD Term SOFR + 1.75%), 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;$160596 |
| Jazz Financing Lux SARL, Term Loan, 6.606%, (1 mo. USD Term SOFR + 2.25%), 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp; 156111 |
| Mallinckrodt International Finance SA, Term Loan - Second Lien, 14.00%, (1 mo. USD Term SOFR + 9.50%), 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp; 245004 |
|  |  | &nbsp;&nbsp;**$561711** |
| Professional Services — 1.7% | Professional Services — 1.7% | Professional Services — 1.7% |
| AlixPartners LLP, Term Loan, 6.971%, (1 mo. USD Term SOFR + 2.50%), 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;$215781 |
| Amspec Parent LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.796%, (3 mo. USD Term SOFR + 3.50%), 12/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp; 130975 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.818%, (3 mo. USD Term SOFR + 3.50%), 12/22/31<sup>(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp; 20150 |
| Boots Group Bidco Ltd., Term Loan, 7/16/32<sup>(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp; 175110 |
| Camelot U.S. Acquisition LLC, Term Loan, 7.106%, (1 mo. USD Term SOFR + 2.75%), 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp; 321218 |
| Citrin Cooperman Advisors LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.296%, (3 mo. USD Term SOFR + 3.00%), 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp; 164805 |
| &nbsp;&nbsp;&nbsp;Term Loan, 4/1/32<sup>(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp; 10633 |
| CoreLogic, Inc., Term Loan, 7.971%, (1 mo. USD Term SOFR + 3.50%), 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp; 234732 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Professional Services (continued) | Professional Services (continued) | Professional Services (continued) | Professional Services (continued) |
| Deerfield Dakota Holding LLC, Term Loan, 8.046%, (3 mo. USD Term SOFR + 3.75%), 4/9/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;$306490 |
| Employbridge Holding Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.796%, (3 mo. USD Term SOFR + 5.50%), 1/19/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp; 99951 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 9.307%, (3 mo. USD Term SOFR + 4.75%), 1/19/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp; 52109 |
| First Advantage Holdings LLC, Term Loan, 7.108%, (1 mo. USD Term SOFR + 2.75%), 10/31/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp; 199098 |
| Galaxy Bidco Ltd., Term Loan, 6.042%, (6 mo. EURIBOR + 4.00%), 12/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp; 86375 |
| Grant Thornton Advisors LLC, Term Loan, 6.856%, (1 mo. USD Term SOFR + 2.50%), 6/2/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp; 174031 |
| Techem Verwaltungsgesellschaft 675 GmbH, Term Loan, 5.638%, (3 mo. EURIBOR + 3.50%), 7/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp; 127525 |
| Tempo Acquisition LLC, Term Loan, 6.106%, (1 mo. USD Term SOFR + 1.75%), 8/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 99955 |
| Trans Union LLC, Term Loan, 6.106%, (1 mo. USD Term SOFR + 1.75%), 6/24/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp; 181261 |
|  |  |  | &nbsp;&nbsp;**$2600199** |
| Real Estate Management & Development — 0.4% | Real Estate Management & Development — 0.4% | Real Estate Management & Development — 0.4% | Real Estate Management & Development — 0.4% |
| Cushman & Wakefield U.S. Borrower LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.106%, (1 mo. USD Term SOFR + 2.75%), 1/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;$406296 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.106%, (1 mo. USD Term SOFR + 2.75%), 1/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp; 159454 |
|  |  |  | &nbsp;&nbsp;**$565750** |
| Road & Rail — 0.2% | Road & Rail — 0.2% | Road & Rail — 0.2% | Road & Rail — 0.2% |
| Kenan Advantage Group, Inc., Term Loan, 7.606%, (1 mo. USD Term SOFR + 3.25%), 1/25/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;$334323 |
|  |  |  | &nbsp;&nbsp;**$334323** |
| Software — 4.6% | Software — 4.6% | Software — 4.6% | Software — 4.6% |
| Applied Systems, Inc., Term Loan, 6.796%, (3 mo. USD Term SOFR + 2.50%), 2/24/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 | &nbsp;&nbsp;$667266 |
| Astra Acquisition Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 0.00%, 2/25/28<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp; 23967 |
| &nbsp;&nbsp;&nbsp;Term Loan, 0.00%, 10/25/28<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp; 1457 |
| &nbsp;&nbsp;&nbsp;Term Loan, 0.00%, 10/25/29<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp; 5288 |
| Boost Newco Borrower LLC, Term Loan, 6.296%, (3 mo. USD Term SOFR + 2.00%), 1/31/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp; 424068 |
| Boxer Parent Co., Inc., Term Loan, 7.333%, (3 mo. USD Term SOFR + 3.00%), 7/30/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp; 339467 |
| Central Parent, Inc., Term Loan, 7.546%, (3 mo. USD Term SOFR + 3.25%), 7/6/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp; 261717 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software (continued) | Software (continued) | Software (continued) |
| Cloud Software Group, Inc., Term Loan, 7.796%, (3 mo. USD Term SOFR + 3.50%), 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;$164696 |
| Cloudera, Inc., Term Loan, 8.206%, (1 mo. USD Term SOFR + 3.75%), 10/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp; 513402 |
| Clover Holdings SPV III LLC, Term Loan, 15.00%, 12/9/27<sup>(20)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp; 23868 |
| Constant Contact, Inc., Term Loan, 8.579%, (3 mo. USD Term SOFR + 4.00%), 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp; 257804 |
| Cornerstone OnDemand, Inc., Term Loan, 8.221%, (1 mo. USD Term SOFR + 3.75%), 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp; 183293 |
| Dragon Buyer, Inc., Term Loan, 7.296%, (3 mo. USD Term SOFR + 3.00%), 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp; 174606 |
| Drake Software LLC, Term Loan, 8.546%, (3 mo. USD Term SOFR + 4.25%), 6/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp; 248263 |
| E2open LLC, Term Loan, 7.971%, (1 mo. USD Term SOFR + 3.50%), 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp; 120347 |
| ECI Macola Max Holding LLC, Term Loan, 7.068%, (3 mo. USD Term SOFR + 2.75%), 5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp; 216760 |
| Epicor Software Corp., Term Loan, 7.106%, (1 mo. USD Term SOFR + 2.75%), 5/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp; 245305 |
| GoTo Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.218%, (3 mo. USD Term SOFR + 4.75%), 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp; 125087 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 9.218%, (3 mo. USD Term SOFR + 4.75%), 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp; 35545 |
| Ivanti Software, Inc., Term Loan, 9.016% - 9.058%, (3 mo. USD Term SOFR + 4.75%), 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp; 93870 |
| Marcel LUX IV SARL, Term Loan, 7.31%, (1 mo. USD Term SOFR + 3.00%), 11/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp; 175211 |
| McAfee LLC, Term Loan, 7.327%, (1 mo. USD Term SOFR + 3.00%), 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp; 378030 |
| Open Text Corp., Term Loan, 6.106%, (1 mo. USD Term SOFR + 1.75%), 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp; 122101 |
| Polaris Newco LLC, Term Loan, 8.32%, (3 mo. USD Term SOFR + 3.75%), 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp; 354780 |
| Proofpoint, Inc., Term Loan, 7.356%, (1 mo. USD Term SOFR + 3.00%), 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp; 362999 |
| RealPage, Inc., Term Loan, 7.557%, (3 mo. USD Term SOFR + 3.00%), 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp; 385000 |
| Sabre GLBL, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.706%, (1 mo. USD Term SOFR + 4.25%), 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp; 15064 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.456%, (1 mo. USD Term SOFR + 6.00%), 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp; 84369 |
| SolarWinds Holdings, Inc., Term Loan, 8.34%, (1 mo. USD Term SOFR + 4.00%), 4/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 247500 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software (continued) | Software (continued) | Software (continued) | Software (continued) |
| UKG, Inc., Term Loan, 6.81%, (3 mo. USD Term SOFR + 2.50%), 2/10/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;$647162 |
| Veritas U.S., Inc., Term Loan, 16.796%, (3 mo. USD Term SOFR + 12.50%), 12.296% cash, 4.50% PIK, 12/9/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp; 68597 |
|  |  |  | &nbsp;&nbsp;**$6966889** |
| Specialty Retail — 0.8% | Specialty Retail — 0.8% | Specialty Retail — 0.8% | Specialty Retail — 0.8% |
| Apro LLC, Term Loan, 8.088%, (1 mo. USD Term SOFR + 3.75%), 7/9/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;$74453 |
| Great Outdoors Group LLC, Term Loan, 7.606%, (1 mo. USD Term SOFR + 3.25%), 1/23/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp; 383037 |
| Harbor Freight Tools USA, Inc., Term Loan, 6.606%, (1 mo. USD Term SOFR + 2.25%), 6/11/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp; 291044 |
| Hoya Midco LLC, Term Loan, 6.558%, (3 mo. USD Term SOFR + 2.25%), 2/3/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp; 42259 |
| Les Schwab Tire Centers, Term Loan, 6.833% - 6.856%, (1 mo. USD Term SOFR + 2.50%, 3 mo. USD Term SOFR + 2.50%), 4/23/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp; 233287 |
| Speedster Bidco GmbH: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.879%, (6 mo. EURIBOR + 3.50%), 12/10/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 143498 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.546%, (3 mo. USD Term SOFR + 3.25%), 12/10/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 100207 |
|  |  |  | &nbsp;&nbsp;**$1267785** |
| Trading Companies & Distributors — 0.9% | Trading Companies & Distributors — 0.9% | Trading Companies & Distributors — 0.9% | Trading Companies & Distributors — 0.9% |
| CD&R Hydra Buyer, Inc., Term Loan, 8.456%, (1 mo. USD Term SOFR + 4.00%), 3/25/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;$123457 |
| Foundation Building Materials Holding Co. LLC, Term Loan, 8.308%, (3 mo. USD Term SOFR + 4.00%), 1/29/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp; 119548 |
| Park River Holdings, Inc., Term Loan, 7.802%, (3 mo. USD Term SOFR + 3.25%), 12/28/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp; 94561 |
| Spin Holdco, Inc., Term Loan, 8.577%, (3 mo. USD Term SOFR + 4.00%), 3/4/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp; 509510 |
| White Cap Buyer LLC, Term Loan, 7.577%, (1 mo. USD Term SOFR + 3.25%), 10/19/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp; 336957 |
| Windsor Holdings III LLC, Term Loan, 7.103%, (1 mo. USD Term SOFR + 2.75%), 8/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp; 172369 |
|  |  |  | &nbsp;&nbsp;**$1356402** |
| Transportation Infrastructure — 0.1% | Transportation Infrastructure — 0.1% | Transportation Infrastructure — 0.1% | Transportation Infrastructure — 0.1% |
| Brown Group Holding LLC, Term Loan, 6.856%, (1 mo. USD Term SOFR + 2.50%), 7/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;$182062 |
|  |  |  | &nbsp;&nbsp;**$182062** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Wireless Telecommunication Services — 0.1% | Wireless Telecommunication Services — 0.1% | Wireless Telecommunication Services — 0.1% |
| Digicel International Finance Ltd., Term Loan, 14.106%, (3 mo. USD Term SOFR + 9.65%), 11.856% cash, 2.25% PIK, 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;$126210 |
|  |  | &nbsp;&nbsp;**$126210** |
| Total Senior Floating-Rate Loans<br> (identified cost $45,502,167) |  | &nbsp;&nbsp;**$44129704** |

---

Sovereign Government Bonds — 15.9%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 0.2% | Albania — 0.2% | Albania — 0.2% | Albania — 0.2% |
| Albania Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/23/31<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$111731 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/14/35<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp; 243952 |
|  |  |  | &nbsp;&nbsp;**$355683** |
| Angola — 0.2% | Angola — 0.2% | Angola — 0.2% | Angola — 0.2% |
| Angola Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.75%, 4/14/32<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;$200500 |
| &nbsp;&nbsp;&nbsp;9.125%, 11/26/49<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 159193 |
|  |  |  | &nbsp;&nbsp;**$359693** |
| Argentina — 0.6% | Argentina — 0.6% | Argentina — 0.6% | Argentina — 0.6% |
| Argentina Republic Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.75% to 7/9/27, 7/9/30<sup>(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;$192421 |
| &nbsp;&nbsp;&nbsp;3.50% to 7/9/29, 7/9/41<sup>(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 91650 |
| &nbsp;&nbsp;&nbsp;4.125% to 7/9/27, 7/9/35<sup>(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp; 278250 |
| &nbsp;&nbsp;&nbsp;5.00%, 1/9/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 141000 |
| Provincia de Cordoba, 9.75%, 7/2/32<sup>(1)(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp; 185150 |
|  |  |  | &nbsp;&nbsp;**$888471** |
| Azerbaijan — 0.1% | Azerbaijan — 0.1% | Azerbaijan — 0.1% | Azerbaijan — 0.1% |
| Republic of Azerbaijan International Bonds, 3.50%, 9/1/32<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;$136677 |
|  |  |  | &nbsp;&nbsp;**$136677** |
| Bahamas — 0.3% | Bahamas — 0.3% | Bahamas — 0.3% | Bahamas — 0.3% |
| Bahamas Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 5/15/33<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;$20042 |
| &nbsp;&nbsp;&nbsp;8.25%, 6/24/36<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 203500 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Bahamas (continued) | Bahamas (continued) | Bahamas (continued) | Bahamas (continued) |
| Bahamas Government International Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;8.95%, 10/15/32<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$213200 |
|  |  |  | &nbsp;&nbsp;**$436742** |
| Benin — 0.5% | Benin — 0.5% | Benin — 0.5% | Benin — 0.5% |
| Benin Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 1/22/35<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;$224695 |
| &nbsp;&nbsp;&nbsp;6.875%, 1/19/52<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 196124 |
| &nbsp;&nbsp;&nbsp;7.96%, 2/13/38<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 193908 |
| &nbsp;&nbsp;&nbsp;8.375%, 1/23/41<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 197782 |
|  |  |  | &nbsp;&nbsp;**$812509** |
| Bosnia and Herzegovina — 0.1% | Bosnia and Herzegovina — 0.1% | Bosnia and Herzegovina — 0.1% | Bosnia and Herzegovina — 0.1% |
| Federation of Bosnia & Herzegovina Eurobond, 5.50%, 7/17/30<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$117489 |
|  |  |  | &nbsp;&nbsp;**$117489** |
| Brazil — 0.3% | Brazil — 0.3% | Brazil — 0.3% | Brazil — 0.3% |
| Brazil Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 1/27/45 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$151360 |
| &nbsp;&nbsp;&nbsp;8.25%, 1/20/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 228680 |
|  |  |  | &nbsp;&nbsp;**$380040** |
| Bulgaria — 0.0%<sup>†</sup> | Bulgaria — 0.0%<sup>†</sup> | Bulgaria — 0.0%<sup>†</sup> | Bulgaria — 0.0%<sup>†</sup> |
| Bulgaria Government International Bonds, 5.00%, 3/5/37<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;$68377 |
|  |  |  | &nbsp;&nbsp;**$68377** |
| Cameroon — 0.2% | Cameroon — 0.2% | Cameroon — 0.2% | Cameroon — 0.2% |
| Republic of Cameroon Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 7/7/32<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$91239 |
| &nbsp;&nbsp;&nbsp;9.50%, 7/31/31<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 188453 |
|  |  |  | &nbsp;&nbsp;**$279692** |
| Chile — 0.4% | Chile — 0.4% | Chile — 0.4% | Chile — 0.4% |
| Chile Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 7/27/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;$463650 |
| &nbsp;&nbsp;&nbsp;3.50%, 1/25/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 141280 |
|  |  |  | &nbsp;&nbsp;**$604930** |
| Colombia — 0.6% | Colombia — 0.6% | Colombia — 0.6% | Colombia — 0.6% |
| Colombia Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 4/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;$179245 |
| &nbsp;&nbsp;&nbsp;4.125%, 5/15/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 119896 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Colombia (continued) | Colombia (continued) | Colombia (continued) |
| Colombia Government International Bonds: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 11/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;$616500 |
|  |  | &nbsp;&nbsp;**$915641** |
| Costa Rica — 0.1% | Costa Rica — 0.1% | Costa Rica — 0.1% |
| Costa Rica Government International Bonds, 6.55%, 4/3/34<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$209547 |
|  |  | &nbsp;&nbsp;**$209547** |
| Dominican Republic — 0.6% | Dominican Republic — 0.6% | Dominican Republic — 0.6% |
| Dominican Republic International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 9/23/32<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;$278340 |
| &nbsp;&nbsp;&nbsp;5.875%, 1/30/60<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp; 161118 |
| &nbsp;&nbsp;&nbsp;5.95%, 1/25/27<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 101125 |
| &nbsp;&nbsp;&nbsp;6.85%, 1/27/45<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 200500 |
| &nbsp;&nbsp;&nbsp;7.45%, 4/30/44<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 105515 |
|  |  | &nbsp;&nbsp;**$846598** |
| Ecuador — 0.3% | Ecuador — 0.3% | Ecuador — 0.3% |
| Ecuador Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 7/31/30<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;$115160 |
| &nbsp;&nbsp;&nbsp;6.90%, 7/31/30<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp; 202572 |
| &nbsp;&nbsp;&nbsp;6.90% to 7/31/25, 7/31/35<sup>(3)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp; 127543 |
|  |  | &nbsp;&nbsp;**$445275** |
| Egypt — 0.7% | Egypt — 0.7% | Egypt — 0.7% |
| Egypt Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;7.053%, 1/15/32<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;$254491 |
| &nbsp;&nbsp;&nbsp;7.903%, 2/21/48<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 155193 |
| &nbsp;&nbsp;&nbsp;8.50%, 1/31/47<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 163093 |
| &nbsp;&nbsp;&nbsp;8.625%, 2/4/30<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp; 274318 |
| &nbsp;&nbsp;&nbsp;8.70%, 3/1/49<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 164854 |
|  |  | &nbsp;&nbsp;**$1011949** |
| El Salvador — 0.2% | El Salvador — 0.2% | El Salvador — 0.2% |
| El Salvador Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;7.65%, 6/15/35<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;$48100 |
| &nbsp;&nbsp;&nbsp;8.25%, 4/10/32<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp; 112585 |
| &nbsp;&nbsp;&nbsp;9.65%, 11/21/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 155250 |
|  |  | &nbsp;&nbsp;**$315935** |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Ethiopia — 0.4% | Ethiopia — 0.4% | Ethiopia — 0.4% |
| Ethiopia Government International Bonds, 6.625%, 12/11/24<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;$622688 |
|  |  | &nbsp;&nbsp;**$622688** |
| Ghana — 0.3% | Ghana — 0.3% | Ghana — 0.3% |
| Ghana Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 1/3/30<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;$25758 |
| &nbsp;&nbsp;&nbsp;1.50%, 1/3/37<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp; 13108 |
| &nbsp;&nbsp;&nbsp;5.00% to 7/3/28, 7/3/29<sup>(3)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp; 103345 |
| &nbsp;&nbsp;&nbsp;5.00% to 7/3/28, 7/3/35<sup>(3)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp; 249854 |
|  |  | &nbsp;&nbsp;**$392065** |
| Guatemala — 0.3% | Guatemala — 0.3% | Guatemala — 0.3% |
| Guatemala Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 4/24/32<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$197010 |
| &nbsp;&nbsp;&nbsp;6.55%, 2/6/37<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 204516 |
|  |  | &nbsp;&nbsp;**$401526** |
| Honduras — 0.2% | Honduras — 0.2% | Honduras — 0.2% |
| Honduras Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;8.625%, 11/27/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;$156787 |
| &nbsp;&nbsp;&nbsp;8.625%, 11/27/34<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 156788 |
|  |  | &nbsp;&nbsp;**$313575** |
| Hungary — 0.4% | Hungary — 0.4% | Hungary — 0.4% |
| Hungary Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;2.125%, 9/22/31<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;$260322 |
| &nbsp;&nbsp;&nbsp;5.50%, 3/26/36<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 193697 |
| &nbsp;&nbsp;&nbsp;6.25%, 9/22/32<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 209681 |
|  |  | &nbsp;&nbsp;**$663700** |
| India — 0.2% | India — 0.2% | India — 0.2% |
| Export-Import Bank of India, 2.25%, 1/13/31<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;$323997 |
|  |  | &nbsp;&nbsp;**$323997** |
| Jamaica — 0.2% | Jamaica — 0.2% | Jamaica — 0.2% |
| Jamaica Government International Bonds, 8.00%, 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$235200 |
|  |  | &nbsp;&nbsp;**$235200** |
| Jordan — 0.1% | Jordan — 0.1% | Jordan — 0.1% |
| Jordan Government International Bonds, 5.85%, 7/7/30<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$194623 |
|  |  | &nbsp;&nbsp;**$194623** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Kazakhstan — 0.1% | Kazakhstan — 0.1% | Kazakhstan — 0.1% | Kazakhstan — 0.1% |
| Kazakhstan Government International Bonds, 4.714%, 4/9/35<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$194303 |
|  |  |  | &nbsp;&nbsp;**$194303** |
| Kenya — 0.1% | Kenya — 0.1% | Kenya — 0.1% | Kenya — 0.1% |
| Republic of Kenya Government International Bonds, 9.50%, 3/5/36<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$192917 |
|  |  |  | &nbsp;&nbsp;**$192917** |
| Lebanon — 0.2% | Lebanon — 0.2% | Lebanon — 0.2% | Lebanon — 0.2% |
| Lebanon Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 4/14/20<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;$57107 |
| &nbsp;&nbsp;&nbsp;6.00%, 1/27/23<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp; 24821 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/4/22<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp; 60887 |
| &nbsp;&nbsp;&nbsp;6.15%, 6/19/20<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp; 2057 |
| &nbsp;&nbsp;&nbsp;6.20%, 2/26/25<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp; 6928 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/27/22<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp; 5974 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/4/24<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp; 2621 |
| &nbsp;&nbsp;&nbsp;6.25%, 6/12/25<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp; 6956 |
| &nbsp;&nbsp;&nbsp;6.375%, 3/9/20<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp; 8772 |
| &nbsp;&nbsp;&nbsp;6.40%, 5/26/23<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp; 76866 |
| &nbsp;&nbsp;&nbsp;6.60%, 11/27/26<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp; 1123 |
| &nbsp;&nbsp;&nbsp;6.65%, 4/22/24<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp; 25602 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/3/28<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp; 3185 |
| &nbsp;&nbsp;&nbsp;6.85%, 3/23/27<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp; 2620 |
| &nbsp;&nbsp;&nbsp;6.85%, 5/25/29<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp; 40984 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/20/28<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp; 8460 |
| &nbsp;&nbsp;&nbsp;7.00%, 4/22/31<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp; 29029 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/23/32<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp; 1508 |
| &nbsp;&nbsp;&nbsp;7.25%, 3/23/37<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp; 6582 |
|  |  |  | &nbsp;&nbsp;**$372082** |
| Mexico — 0.5% | Mexico — 0.5% | Mexico — 0.5% | Mexico — 0.5% |
| Mexico Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 5/19/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;$423450 |
| &nbsp;&nbsp;&nbsp;5.00%, 4/27/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 310000 |
|  |  |  | &nbsp;&nbsp;**$733450** |
| Montenegro — 0.3% | Montenegro — 0.3% | Montenegro — 0.3% | Montenegro — 0.3% |
| Montenegro Government International Bonds, 4.875%, 4/1/32<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;$487592 |
|  |  |  | &nbsp;&nbsp;**$487592** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Morocco — 0.1% | Morocco — 0.1% | Morocco — 0.1% | Morocco — 0.1% |
| Morocco Government International Bonds, 3.00%, 12/15/32<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$170352 |
|  |  |  | &nbsp;&nbsp;**$170352** |
| Nigeria — 0.3% | Nigeria — 0.3% | Nigeria — 0.3% | Nigeria — 0.3% |
| Nigeria Government International Bonds, 10.375%, 12/9/34<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;$376797 |
|  |  |  | &nbsp;&nbsp;**$376797** |
| Oman — 0.6% | Oman — 0.6% | Oman — 0.6% | Oman — 0.6% |
| Oman Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 1/25/31<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$214807 |
| &nbsp;&nbsp;&nbsp;7.375%, 10/28/32<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp; 634396 |
|  |  |  | &nbsp;&nbsp;**$849203** |
| Pakistan — 0.1% | Pakistan — 0.1% | Pakistan — 0.1% | Pakistan — 0.1% |
| Pakistan Government International Bonds, 7.375%, 4/8/31<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$188075 |
|  |  |  | &nbsp;&nbsp;**$188075** |
| Paraguay — 0.2% | Paraguay — 0.2% | Paraguay — 0.2% | Paraguay — 0.2% |
| Paraguay Government International Bonds, 4.95%, 4/28/31<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;$257710 |
|  |  |  | &nbsp;&nbsp;**$257710** |
| Peru — 0.3% | Peru — 0.3% | Peru — 0.3% | Peru — 0.3% |
| Peru Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 1/15/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;$253737 |
| &nbsp;&nbsp;&nbsp;3.30%, 3/11/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp; 127447 |
|  |  |  | &nbsp;&nbsp;**$381184** |
| Philippines — 0.4% | Philippines — 0.4% | Philippines — 0.4% | Philippines — 0.4% |
| Philippines Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 7/17/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;$302244 |
| &nbsp;&nbsp;&nbsp;5.50%, 1/17/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp; 227383 |
|  |  |  | &nbsp;&nbsp;**$529627** |
| Romania — 1.2% | Romania — 1.2% | Romania — 1.2% | Romania — 1.2% |
| Romania Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 7/13/30<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;$31066 |
| &nbsp;&nbsp;&nbsp;2.00%, 4/14/33<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp; 19848 |
| &nbsp;&nbsp;&nbsp;2.625%, 12/2/40<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp; 31081 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/14/41<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp; 16451 |
| &nbsp;&nbsp;&nbsp;2.875%, 4/13/42<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp; 17896 |
| &nbsp;&nbsp;&nbsp;3.375%, 1/28/50<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp; 10907 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Romania (continued) | Romania (continued) | Romania (continued) | Romania (continued) |
| Romania Government International Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 10/29/35<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;$53712 |
| &nbsp;&nbsp;&nbsp;4.625%, 4/3/49<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp; 118911 |
| &nbsp;&nbsp;&nbsp;5.125%, 6/15/48<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp; 11032 |
| &nbsp;&nbsp;&nbsp;5.625%, 2/22/36<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp; 48093 |
| &nbsp;&nbsp;&nbsp;5.75%, 3/24/35<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp; 647860 |
| &nbsp;&nbsp;&nbsp;5.875%, 7/11/32<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp; 69563 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/25/34<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp; 13662 |
| &nbsp;&nbsp;&nbsp;6.00%, 9/24/44<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp; 136892 |
| &nbsp;&nbsp;&nbsp;6.25%, 9/10/34<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp; 33215 |
| &nbsp;&nbsp;&nbsp;6.75%, 7/11/39<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp; 174897 |
| &nbsp;&nbsp;&nbsp;7.50%, 2/10/37<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp; 355281 |
| &nbsp;&nbsp;&nbsp;7.625%, 1/17/53<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp; 29337 |
|  |  |  | &nbsp;&nbsp;**$1819704** |
| Serbia — 0.1% | Serbia — 0.1% | Serbia — 0.1% | Serbia — 0.1% |
| Serbia International Bonds, 2.125%, 12/1/30<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;$175771 |
|  |  |  | &nbsp;&nbsp;**$175771** |
| Sri Lanka — 0.6% | Sri Lanka — 0.6% | Sri Lanka — 0.6% | Sri Lanka — 0.6% |
| Sri Lanka Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.10% to 7/15/27, 1/15/30<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;$168141 |
| &nbsp;&nbsp;&nbsp;3.35% to 9/15/27, 3/15/33<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 164366 |
| &nbsp;&nbsp;&nbsp;3.60% to 12/15/27, 6/15/35<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp; 56894 |
| &nbsp;&nbsp;&nbsp;3.60% to 11/15/27, 5/15/36<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp; 144642 |
| &nbsp;&nbsp;&nbsp;3.60% to 8/15/27, 2/15/38<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 168394 |
| &nbsp;&nbsp;&nbsp;4.00%, 4/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp; 174954 |
|  |  |  | &nbsp;&nbsp;**$877391** |
| Suriname — 0.8% | Suriname — 0.8% | Suriname — 0.8% | Suriname — 0.8% |
| Suriname Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.95%, (4.95% cash and 3.00% PIK), 7/15/33<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;$671658 |
| &nbsp;&nbsp;&nbsp;9.00%, Oil-Linked, 12/31/50<sup>(1)(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp; 539395 |
|  |  |  | &nbsp;&nbsp;**$1211053** |
| Trinidad and Tobago — 0.1% | Trinidad and Tobago — 0.1% | Trinidad and Tobago — 0.1% | Trinidad and Tobago — 0.1% |
| Trinidad & Tobago Government International Bonds, 5.95%, 1/14/31<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$198972 |
|  |  |  | &nbsp;&nbsp;**$198972** |
| Ukraine — 1.0% | Ukraine — 1.0% | Ukraine — 1.0% | Ukraine — 1.0% |
| Ukraine Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00% to 2/1/27, 2/1/30<sup>(3)(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;$5049 |
| &nbsp;&nbsp;&nbsp;0.00% to 2/1/27, 2/1/34<sup>(3)(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 37714 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Ukraine (continued) | Ukraine (continued) | Ukraine (continued) |
| Ukraine Government International Bonds: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;0.00% to 2/1/27, 2/1/35<sup>(3)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$93325 |
| &nbsp;&nbsp;&nbsp;0.00% to 2/1/27, 2/1/36<sup>(3)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp; 83995 |
| &nbsp;&nbsp;&nbsp;0.00%, GDP-Linked, 8/1/41<sup>(13)(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp; 1005921 |
| &nbsp;&nbsp;&nbsp;1.75% to 8/1/25, 2/1/29<sup>(3)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp; 78597 |
| &nbsp;&nbsp;&nbsp;1.75% to 8/1/25, 2/1/34<sup>(3)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 76019 |
| &nbsp;&nbsp;&nbsp;1.75% to 8/1/25, 2/1/35<sup>(3)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp; 72286 |
| &nbsp;&nbsp;&nbsp;1.75% to 8/1/25, 2/1/36<sup>(3)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp; 67833 |
|  |  | &nbsp;&nbsp;**$1520739** |
| United Arab Emirates — 0.4% | United Arab Emirates — 0.4% | United Arab Emirates — 0.4% |
| Abu Dhabi Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 4/16/30<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;$288258 |
| &nbsp;&nbsp;&nbsp;3.875%, 4/16/50<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 157000 |
| &nbsp;&nbsp;&nbsp;5.00%, 4/30/34<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 208879 |
|  |  | &nbsp;&nbsp;**$654137** |
| Uruguay — 0.3% | Uruguay — 0.3% | Uruguay — 0.3% |
| Uruguay Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;5.10%, 6/18/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;$119608 |
| &nbsp;&nbsp;&nbsp;5.442%, 2/14/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 306300 |
|  |  | &nbsp;&nbsp;**$425908** |
| Uzbekistan — 0.3% | Uzbekistan — 0.3% | Uzbekistan — 0.3% |
| National Bank of Uzbekistan, 8.50%, 7/5/29<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;$254479 |
| Republic of Uzbekistan International Bonds, 5.375%, 2/20/29<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 197738 |
|  |  | &nbsp;&nbsp;**$452217** |
| Venezuela — 0.3% | Venezuela — 0.3% | Venezuela — 0.3% |
| Venezuela Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 12/9/20<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;$29004 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/1/18<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp; 10271 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/31/38<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp; 17209 |
| &nbsp;&nbsp;&nbsp;7.65%, 4/21/25<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp; 47756 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/13/19<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp; 35413 |
| &nbsp;&nbsp;&nbsp;8.25%, 10/13/24<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 46900 |
| &nbsp;&nbsp;&nbsp;9.00%, 5/7/23<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp; 26768 |
| &nbsp;&nbsp;&nbsp;9.25%, 9/15/27<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 66405 |
| &nbsp;&nbsp;&nbsp;9.25%, 5/7/28<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp; 40680 |
| &nbsp;&nbsp;&nbsp;9.375%, 1/13/34<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp; 11279 |
| &nbsp;&nbsp;&nbsp;11.75%, 10/21/26<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp; 22661 |
| &nbsp;&nbsp;&nbsp;11.95%, 8/5/31<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp; 34233 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Venezuela (continued) | Venezuela (continued) | Venezuela (continued) |
| Venezuela Government International Bonds: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;12.75%, 8/23/22<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;$45935 |
|  |  | &nbsp;&nbsp;**$434514** |
| Zambia — 0.1% | Zambia — 0.1% | Zambia — 0.1% |
| Zambia Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 12/31/53<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;$153287 |
| &nbsp;&nbsp;&nbsp;5.75% to 6/30/31, 6/30/33<sup>(3)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp; 33043 |
|  |  | &nbsp;&nbsp;**$186330** |
| Total Sovereign Government Bonds<br> (identified cost $22,701,551) |  | &nbsp;&nbsp;**$24022650** |

---

Sovereign Loans — 0.9%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Bahamas — 0.2% | Bahamas — 0.2% | Bahamas — 0.2% | Bahamas — 0.2% |
| Commonwealth of the Bahamas, Term Loan, 8.887%, (6 mo. EURIBOR + 6.85%), 11/24/28<sup>(2)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;$341549 |
|  |  |  | &nbsp;&nbsp;**$341549** |
| Tanzania — 0.7% | Tanzania — 0.7% | Tanzania — 0.7% | Tanzania — 0.7% |
| Government of the United Republic of Tanzania, Term Loan, 10.862%, (6 mo. USD Term SOFR + 6.30%), 4/28/31<sup>(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031 | &nbsp;&nbsp;$1037686 |
|  |  |  | &nbsp;&nbsp;**$1037686** |
| Total Sovereign Loans<br> (identified cost $1,345,499) |  |  | &nbsp;&nbsp;**$1379235** |

---

U.S. Government Agency Mortgage-Backed Securities — 13.8%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.388%, (COF + 1.254%), 1/1/35<sup>(22)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;$37523 |
| &nbsp;&nbsp;&nbsp;6.15%, 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp; 9337 |
| &nbsp;&nbsp;&nbsp;9.00%, 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(23)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 211 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, with various maturities to 2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 | &nbsp;&nbsp;&nbsp;&nbsp; 463523 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp; 258174 |
| &nbsp;&nbsp;&nbsp;6.155%, (6 mo. RFUCCT + 1.542%), 9/1/37<sup>(22)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp; 92925 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;6.353%, (COF + 2.004%), 7/1/32<sup>(22)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;$54044 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp; 81598 |
| &nbsp;&nbsp;&nbsp;5.00%, 6/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1671717 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp; 5436499 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1407981 |
| &nbsp;&nbsp;&nbsp;6.00%, with various maturities to 2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp; 689099 |
| &nbsp;&nbsp;&nbsp;6.50%, 1/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp; 420877 |
| &nbsp;&nbsp;&nbsp;7.00%, 2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp; 1183659 |
| &nbsp;&nbsp;&nbsp;7.50%, with various maturities to 2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp; 1131962 |
| &nbsp;&nbsp;&nbsp;8.00%, 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp; 86395 |
| Uniform Mortgage-Backed Security: |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1946641 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 596789 |
| &nbsp;&nbsp;&nbsp;6.00%, 30-Year, TBA<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp; 5373496 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $21,004,522) |  | &nbsp;&nbsp;**$20942450** |

---

Warrants — 0.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Health Care — 0.0% | Health Care — 0.0% | Health Care — 0.0% |
| Cano Health, Inc., Exp. 6/28/29<sup>(10)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;$0 |
| Total Warrants<br> (identified cost $0) |  | &nbsp;&nbsp;**$0** |

---

Miscellaneous — 0.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Pharmaceuticals — 0.0% | Pharmaceuticals — 0.0% | Pharmaceuticals — 0.0% |
| Endo Design LLC, Escrow Certificates<sup>(10)(12)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;$0 |
| Total Miscellaneous<br> (identified cost $0) |  | &nbsp;&nbsp;**$0** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

Short-Term Investments — 6.1%

Affiliated Fund — 5.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.22%<sup>(25)</sup> | 8294225 | &nbsp;&nbsp;$8294225 |
| Total Affiliated Fund<br> (identified cost $8,294,225) |  | &nbsp;&nbsp;**$8294225** |

---

U.S. Treasury Obligations — 0.6%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 8/14/25<sup>(26)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;$166742 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/4/25<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp; 168319 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp; 162665 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/12/25<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp; 444555 |
| Total U.S. Treasury Obligations<br> (identified cost $942,294) |  | &nbsp;&nbsp;**$942281** |
| Total Short-Term Investments<br> (identified cost $9,236,519) |  | &nbsp;&nbsp;**$9236506** |
| Total Investments — 123.9%<br> (identified cost $196,059,605) |  | &nbsp;&nbsp;**$187829894** |
| Less Unfunded Loan Commitments — (0.1)% |  | &nbsp;&nbsp;**$(92928)** |
| Net Investments — 123.8%<br> (identified cost $195,966,677) |  | &nbsp;&nbsp;**$187736966** |
| Other Assets, Less Liabilities — (23.8)% |  | &nbsp;&nbsp;**$(36192589)** |
| Net Assets — 100.0% |  | &nbsp;&nbsp;**$151544377** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| \* | In U.S. dollars unless otherwise indicated. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At July 31, 2025, the aggregate value of these securities is $56,126,879 or 37.0% of the Fund's net assets. |
| <sup>(2)</sup> | Variable rate security. The stated interest rate represents the rate in effect at July 31, 2025. |
| <sup>(3)</sup> | Step coupon security. Interest rate represents the rate in effect at July 31, 2025. |
| <sup>(4)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at July 31, 2025. |

---

<sup>(5)</sup> 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 July 31, 2025.

<sup>(6)</sup> 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.

<sup>(7)</sup> Principal only security that entitles the holder to receive only principal payments on the underlying mortgages.

<sup>(8)</sup> When-issued, variable rate security whose interest rate will be determined after July 31, 2025.

<sup>(9)</sup> Represents an investment in an issuer that may be deemed to be an affiliate.

<sup>(10)</sup> Non-income producing security.

<sup>(11)</sup> Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale.

<sup>(12)</sup> Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy.

<sup>(13)</sup> Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, 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, as amended. At July 31, 2025, the aggregate value of these securities is $18,236,725 or 12.0% of the Fund's net assets.

<sup>(14)</sup> Issuer is in default with respect to interest and/or principal payments or has declared bankruptcy and is non-income producing. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

<sup>(15)</sup> Perpetual security with no stated maturity date but may be subject to calls by the issuer.

<sup>(16)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(17)</sup> 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 Secured Overnight Financing Rate ("SOFR") 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. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

<sup>(18)</sup> Unfunded or partially unfunded loan commitments. The stated interest rate reflects the reference rate and spread for the funded portion, if any. At July 31, 2025, the total value of unfunded loan commitments is $92,725.

<sup>(19)</sup> This Senior Loan will settle after July 31, 2025, at which time the interest rate will be determined.

<sup>(20)</sup> Fixed-rate loan.

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

<sup>(21)</sup> Amounts payable in respect of the security are contingent upon and determined by reference to Ukraine's GDP and Real GDP Growth Rate. Principal amount represents the notional amount used to calculate payments due to the security holder and does not represent an entitlement for payment.

<sup>(22)</sup> 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 July 31, 2025.

<sup>(23)</sup> Principal amount is less than $500.

<sup>(24)</sup> TBA (To Be Announced) securities are purchased or sold on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount, which is not expected to differ significantly from the commitment amount, and maturity date are determined upon settlement.

<sup>(25)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of July 31, 2025.

<sup>(26)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;331076 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;281229 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9202 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;495055 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;424794 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8867 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;399862 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;343111 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7162 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;384582 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6888 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;382759 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;328435 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6855 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;364749 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;312981 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6533 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;346193 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;297060 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6200 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;257196 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;220693 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4606 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;249288 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;213908 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4465 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;156787 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;134535 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2808 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 96777 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 83042 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1733 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$65319** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp;464914 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;395203 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;$13909 | &nbsp;&nbsp;$— |
| EUR | &nbsp;&nbsp; 79000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 92458 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2280) |
| EUR | &nbsp;&nbsp;260292 | &nbsp;&nbsp;USD | &nbsp;&nbsp;305475 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8352) |
| EUR | &nbsp;&nbsp;220693 | &nbsp;&nbsp;USD | &nbsp;&nbsp;256156 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4235) |
| EUR | &nbsp;&nbsp;279643 | &nbsp;&nbsp;USD | &nbsp;&nbsp;328048 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8836) |
| USD | &nbsp;&nbsp;117174 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;100107 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2902 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 80428 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 68647 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2068 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 29088 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 33646 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (396) |
| EUR | &nbsp;&nbsp; 25261 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 29301 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (425) |
| USD | &nbsp;&nbsp; 67286 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 58220 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 21459 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 18807 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39) |
| USD | &nbsp;&nbsp; 23819 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 20967 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (148) |
| USD | &nbsp;&nbsp; 59293 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 52183 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (357) |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 69719 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 61350 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(410) |
| USD | &nbsp;&nbsp;453194 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;395203 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp;235379 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;200000 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6278 | &nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp;**$27212** | &nbsp;&nbsp;**$(25478)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;$9951813 | &nbsp;&nbsp;&nbsp;&nbsp;$13585 |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1130781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20547 |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1070628) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6665 |
| Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (740068) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5984 |
| Euro-Buxl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (267908) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8034 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(29) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3136984) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16549) |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(45) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4997813) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31645) |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (685125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24000) |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;(23) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2698188) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74980) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(92359)** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Colombia | &nbsp;&nbsp;$5000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.02% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;$(214751) | &nbsp;&nbsp;$243238 | &nbsp;&nbsp;$28487 |
| Croatia | &nbsp;&nbsp;&nbsp;&nbsp; 5000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.60 | &nbsp;&nbsp;&nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 94556 | &nbsp;&nbsp;&nbsp;&nbsp;(22770) | &nbsp;&nbsp;&nbsp;&nbsp; 71786 |
| Egypt | &nbsp;&nbsp;&nbsp;&nbsp; 180 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;4.00 | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; (15870) | &nbsp;&nbsp;&nbsp;&nbsp; 37075 | &nbsp;&nbsp;&nbsp;&nbsp; 21205 |
| Egypt | &nbsp;&nbsp;&nbsp;&nbsp; 72 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;4.67 | &nbsp;&nbsp;&nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (10472) | &nbsp;&nbsp;&nbsp;&nbsp; 17637 | &nbsp;&nbsp;&nbsp;&nbsp; 7165 |
| Hungary | &nbsp;&nbsp;&nbsp;&nbsp; 2200 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.98 | &nbsp;&nbsp;&nbsp;&nbsp;6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3936 | &nbsp;&nbsp;&nbsp;&nbsp; 25931 | &nbsp;&nbsp;&nbsp;&nbsp; 29867 |
| Indonesia | &nbsp;&nbsp;&nbsp;&nbsp; 3000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.72 | &nbsp;&nbsp;&nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 40113 | &nbsp;&nbsp;&nbsp;&nbsp;(13106) | &nbsp;&nbsp;&nbsp;&nbsp; 27007 |
| Mexico | &nbsp;&nbsp;&nbsp;&nbsp; 2500 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.07 | &nbsp;&nbsp;&nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (5310) | &nbsp;&nbsp;&nbsp;&nbsp; 37577 | &nbsp;&nbsp;&nbsp;&nbsp; 32267 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Peru | &nbsp;&nbsp;$2000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.77% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;$22630 | &nbsp;&nbsp;$(5733) | &nbsp;&nbsp;$16897 |
| **Total** | &nbsp;&nbsp;**$19952** |  |  | &nbsp;&nbsp;&nbsp;**$(85168)** | &nbsp;&nbsp;**$319849** | &nbsp;&nbsp;**$234681** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** |  |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Markit CDX Emerging Markets Index (CDX.EM.43.V1) | $50 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;$1094 | &nbsp;&nbsp;$(1707) | &nbsp;&nbsp;$(613) |
| **Total** |  |  | &nbsp;&nbsp;**$1094** | &nbsp;&nbsp;**$(1707)** | &nbsp;&nbsp;**$(613)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Brazil | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;$2518 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.49% | &nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;$(51070) | &nbsp;&nbsp;$94864 | &nbsp;&nbsp;$43794 |
| Brazil | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;1050 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.92 | &nbsp;&nbsp;12/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; (51239) | &nbsp;&nbsp;&nbsp;&nbsp; 97186 | &nbsp;&nbsp;&nbsp;&nbsp; 45947 |
| Ivory Coast | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;1369 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.34 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (31273) | &nbsp;&nbsp;&nbsp;&nbsp; 67027 | &nbsp;&nbsp;&nbsp;&nbsp; 35754 |
| Ivory Coast | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;1525 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.34 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (34844) | &nbsp;&nbsp;&nbsp;&nbsp; 74591 | &nbsp;&nbsp;&nbsp;&nbsp; 39747 |
| Mexico | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 688 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.40 | &nbsp;&nbsp;12/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; (14575) | &nbsp;&nbsp;&nbsp;&nbsp; 19637 | &nbsp;&nbsp;&nbsp;&nbsp; 5062 |
| Petroleos Mexicanos | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 95 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.55 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (2512) | &nbsp;&nbsp;&nbsp;&nbsp; 2984 | &nbsp;&nbsp;&nbsp;&nbsp; 472 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 46 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.20 | &nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (424) | &nbsp;&nbsp;&nbsp;&nbsp; 502 | &nbsp;&nbsp;&nbsp;&nbsp; 78 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 88 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.20 | &nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (810) | &nbsp;&nbsp;&nbsp;&nbsp; 2987 | &nbsp;&nbsp;&nbsp;&nbsp; 2177 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 35 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.55 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (863) | &nbsp;&nbsp;&nbsp;&nbsp; 904 | &nbsp;&nbsp;&nbsp;&nbsp; 41 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 36 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.55 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (953) | &nbsp;&nbsp;&nbsp;&nbsp; 964 | &nbsp;&nbsp;&nbsp;&nbsp; 11 |
| U.S. Single Family Rental | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 599 &nbsp;&nbsp;7.85%<br> (pays annually)<sup>(1)</sup> | &nbsp;&nbsp;7.98 | &nbsp;&nbsp; 3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 5910 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp; 6790 |
| **Total** |  | &nbsp;&nbsp;**$8049** |  |  | &nbsp;&nbsp;**$(182653)** | &nbsp;&nbsp;**$362526** | &nbsp;&nbsp;**$179873** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Ivory Coast | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;$2894 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/27 | &nbsp;&nbsp;$66116 | &nbsp;&nbsp;$(94448) | &nbsp;&nbsp;$(28332) |
| **Total** |  |  |  | &nbsp;&nbsp;**$66116** | &nbsp;&nbsp;**$(94448)** | &nbsp;&nbsp;**$(28332)** |

---

\* 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 July 31, 2025, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $28,001,000.

\*\* The contract annual fixed rate represents the fixed rate of interest received by the Fund (as a seller of protection) or paid by the Fund (as a buyer 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.

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

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| COF | – Cost of Funds 11th District |
| EURIBOR | – Euro Interbank Offered Rate |
| GDP | – Gross Domestic Product |
| OTC | – Over-the-counter |
| PCL | – Public Company Limited |
| PIK | – Payment In Kind |
| RFUCCT | – FTSE USD IBOR Consumer Cash Fallbacks Term |
| SOFR | – Secured Overnight Financing Rate |
| TBA | – To Be Announced |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| EUR | – Euro |
| USD | – United States Dollar |

---

At July 31, 2025, 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 futures contracts to manage the duration of its portfolio and to hedge against fluctuations in securities prices due to interest rates.

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

Affiliated Investments

At July 31, 2025, the value of the Fund's investment in issuers and funds that may be deemed to be affiliated was $10,010,021, which represents 6.6% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended July 31, 2025 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Interest/<br> Dividend<br> income** | **Principal amount ($)/<br> Shares, end<br> of period** |
| **Commercial Mortgage-Backed Securities** |  |  |  |  |  |  |  |  |
| Morgan Stanley Bank of America Merrill Lynch Trust: |  |  |  |  |  |  |  |  |
| Series 2014-C16, Class B, 4.305%, 6/15/47 | $83615 | $— | $(87615) | $2095 | &nbsp;&nbsp;&nbsp;&nbsp;$(3287) | $— | $6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Series 2016-C29, Class D, 3.00%, 5/15/49 | &nbsp;&nbsp;&nbsp; 858749 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(103244) | &nbsp;&nbsp;&nbsp; 759839 | &nbsp;&nbsp;&nbsp; 26834 | $1000000 |
| Series 2016-C32, Class D, 3.396%, 12/15/49 | &nbsp;&nbsp;&nbsp; 178800 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20946 | &nbsp;&nbsp;&nbsp; 200938 | &nbsp;&nbsp;&nbsp; 7559 | &nbsp;&nbsp;&nbsp;$250000 |
| Morgan Stanley Capital I Trust, Series 2016-UBS12, Class D, 3.312%, 12/15/49 | &nbsp;&nbsp;&nbsp; 546013 | &nbsp;&nbsp;&nbsp; 76725 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 124505 | &nbsp;&nbsp;&nbsp; 755019 | &nbsp;&nbsp;&nbsp; 21905 | $1227333 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;7221157 | &nbsp;&nbsp;&nbsp;58618792 | &nbsp;&nbsp;&nbsp;(57545724) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8294225 | &nbsp;&nbsp;&nbsp;218460 | &nbsp;&nbsp;&nbsp;&nbsp;8294225 |
| **Total** |  |  |  | **$2095** | &nbsp;&nbsp;&nbsp;**$38920** | **$10010021** | **$280758** |  |

---

<sup>(1)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

Fair Value Measurements

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 July 31, 2025, the hierarchy of inputs used in valuing the Fund's investments and open derivative instruments, which are carried at fair value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3\*** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$16200101 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$16200101 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33956871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33956871 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9796088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9796088 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 8342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 942230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1115034 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27017422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27017422 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33833 |
| Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43984015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44036776 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24022650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24022650 |
| Sovereign Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1379235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1379235 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3\*** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$20942450 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$20942450 |
| Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Miscellaneous | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;8294225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8294225 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 942281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 942281 |
| **Total Investments** | &nbsp;&nbsp;**$8302567** | &nbsp;&nbsp;&nbsp;&nbsp;**$179217176** | &nbsp;&nbsp;&nbsp;&nbsp;**$217223** | &nbsp;&nbsp;&nbsp;&nbsp;**$187736966** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$92531 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$92531 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 54815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54815 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234355 |
| **Total** | &nbsp;&nbsp;**$8357382** | &nbsp;&nbsp;&nbsp;&nbsp;**$179544062** | &nbsp;&nbsp;&nbsp;&nbsp;**$217223** | &nbsp;&nbsp;&nbsp;&nbsp;**$188118667** |
| **Liability Description** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(25478) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(25478) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (147174) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (147174) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (434966) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (434966) |
| **Total** | &nbsp;&nbsp;**$(147174)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(460444)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(607618)** |

---

\* 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 July 31, 2025 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 annual or semi-annual financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Eaton Vance Short Duration Diversified Income Fund

- **b. Investment Company Act file number:** 811-21563

- **c. CIK number of Registrant:** 0001287498

- **d. LEI of Registrant:** HAXBNTSIUT2SHF0XLJ46

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Post Office Square

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-482-8260

**Item A.2. Information about the Series.**

- **a. Name of Series:** Eaton Vance Short Duration Diversified Income Fund

- **c. LEI of Series:** HAXBNTSIUT2SHF0XLJ46

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $197450642.73

**Total Liabilities:** $45903925.38

**Net Assets:** $151546717.35

**Delayed Delivery Securities:** $14914595.67

**Cash Not Reported:** $6847204.59

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -32.33000000 | **1-Year:** -1147.27000000 | **5-Year:** -10019.48000000 | **10-Year:** -3994.61000000 | **30-Year:** -1092.76000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -303.15000000 | **1-Year:** -7411.57000000 | **5-Year:** -22694.89000000 | **10-Year:** -7524.83000000 | **30-Year:** -4283.62000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.49%                | 1.47%                | 0.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-66008.03               | $1084467.84                                |
| Month 2  | $-207605.61              | $1754289.80                                |
| Month 3  | $76750.34                | $-144649.49                                |

**Designated Index Information**

- **Index Name:** 33.33% S&P/LSTA Leveraged Loan/ 33.33% ICE BofA US MBS/ 33.34% JP Morgan EMBI Global Divers Spread

- **Index Identifier:** JSPLLIUSD

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2022 Term Loan B                                                                                            | CUSIP: 78571YBH2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     15086 | PA      | $15063.69     | 0.01%             | 2028-06-30      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    313847 | PA      | $315926.69    | 0.21%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    640800 | PA      | $89796.68     | 0.06%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $29269.05     | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc 2023 Term Loan B                                                                                         | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    116010 | PA      | $116179.11    | 0.08%             | 2031-01-31      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     30807 | PA      | $25757.52     | 0.02%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                       | Invenergy Thermal Operating I LLC 2025 Term Loan B                                                                         | CUSIP: 46123UAP3<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    117188 | PA      | $118535.16    | 0.08%             | 2032-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                                | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104930.70    | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                        | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    167000 | PA      | $166742.13    | 0.11%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $119896.00    | 0.08%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL INC                           | MONITRONICS INTERNATIONAL INC                                                                                              | CUSIP: 937BQB903<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | EC               | CORP              | US        |      2596 | NS      | $37642.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                     | Ivanti Software Inc 2025 1st Lien Term Loan                                                                                | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    110306 | PA      | $93870.53     | 0.06%             | 2029-06-01      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $4606.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2015-C31                                                                             | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    922000 | PA      | $804639.36    | 0.53%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    141000 | PA      | $72285.79     | 0.05%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384D3W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1027709.50   | 0.68%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $164366.35    | 0.11%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    235900 | PA      | $33143.95     | 0.02%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                | Broadstreet Partners Inc 2024 Term Loan B4                                                                                 | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    148500 | PA      | $148777.68    | 0.10%             | 2031-06-13      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| IMPRIVATA INC                                           | Imprivata Inc 2025 Term Loan B                                                                                             | CUSIP: 45323KAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192861 | PA      | $193618.79    | 0.13%             | 2027-12-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                       | Invenergy Thermal Operating I LLC 2025 Term Loan C                                                                         | CUSIP: 46123UAQ1<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |      7812 | PA      | $7902.34      | 0.01%             | 2032-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    443250 | PA      | $442474.31    | 0.29%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                             | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197111.46    | 0.13%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                                  | Ritchie Bros Holdings Inc                                                                                                  | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204978.26    | 0.14%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECI MACOLA MAX HOLDING LLC                              | ECI MACOLA MAX HOLDING LLC 2025 TERM LOAN                                                                                  | CUSIP: 26825UAN1<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |    215892 | PA      | $216760.48    | 0.14%             | 2030-05-09      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                               | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344208.20    | 0.23%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    682000 | PA      | $647860.38    | 0.43%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        10 | NC      | $20546.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     24000 | PA      | $17896.37     | 0.01%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                      | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $423450.00    | 0.28%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    455000 | PA      | $448031.08    | 0.30%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                              | Camelot US Acquisition LLC 2024 Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    320937 | PA      | $321217.72    | 0.21%             | 2031-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                        | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    170000 | PA      | $127447.30    | 0.08%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc 2021 Term Loan                                                                                                | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    533579 | PA      | $513402.14    | 0.34%             | 2028-10-08      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    183920 | PA      | $174953.76    | 0.12%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                              | Ciena Corp                                                                                                                 | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94605.86     | 0.06%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                          | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    200000 | PA      | $141000.00    | 0.09%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     35000 | PA      | $6582.24      | 0.00%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     59000 | PA      | $63694.56     | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC               | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                 | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    143864 | PA      | $144268.75    | 0.10%             | 2028-10-05      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BEV4V9AX0 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9AX0 CDS USD P V 03MEVENT 1 SOVEREIGN                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    688000 | OU      | $-15377.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                                | Raising Cane's Restaurants LLC                                                                                             | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    149000 | PA      | $157398.53    | 0.10%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                  | NRZ Excess Spread-Collateralized Notes                                                                                     | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228079 | PA      | $220992.72    | 0.15%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP                                | Renaissance Holding Corp 2024 1st Lien Term Loan                                                                           | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    147381 | PA      | $136353.61    | 0.09%             | 2030-04-05      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                  | Calderys Financing LLC                                                                                                     | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211555.34    | 0.14%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                        | Gloves Buyer Inc 2025 Term Loan                                                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    275000 | PA      | $269912.50    | 0.18%             | 2032-01-17      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53032 | PA      | $54043.51     | 0.04%             | 2032-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AKZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353387 | PA      | $66465.82     | 0.04%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $193907.50    | 0.13%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| INFORMATICA LLC                                         | Informatica LLC 2024 Term Loan B                                                                                           | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    362812 | PA      | $365306.84    | 0.24%             | 2028-10-27      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                | Genting New York LLC / GENNY Capital Inc                                                                                   | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $412116.74    | 0.27%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                           | PETROLEOS DE VENEZUELA SA TSA                                                                                              | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238200.00    | 0.16%             | 2027-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUKQ95 CDS USD R F  1.00000 Z92XUKQB0 CCPSOVEREIGN / Short: S92XUKQ95 CDS USD P V 03MEVENT Z92XUKQA2 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3000000 | OU      | $36612.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $209680.96    | 0.14%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AIR COMM CORPORATION LLC                                | AIR COMM CORPORATION LLC 2025 DELAYED DRAW TERM LOAN                                                                       | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     15385 | PA      | $15423.08     | 0.01%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                           | Freeport LNG Investments LLLP 2025 Term Loan B                                                                             | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     91871 | PA      | $92139.32     | 0.06%             | 2028-12-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc 2025 Term Loan B                                                                                     | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    175000 | PA      | $175437.50    | 0.12%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                 | SolarWinds Holdings Inc 2025 Term Loan                                                                                     | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    250000 | PA      | $247500.00    | 0.16%             | 2032-04-16      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                             | Kenan Advantage Group Inc 2024 Term Loan B4                                                                                | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    335265 | PA      | $334322.64    | 0.22%             | 2029-01-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     88000 | OU      | $-912.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENVISION PARENT INC                                     | ENVISION PARENT INC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10840 | NS      | $185635.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                                   | Heartland Dental LLC / Heartland Dental Finance Corp                                                                       | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $211076.20    | 0.14%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                  | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    833841 | PA      | $832995.07    | 0.55%             | 2030-09-20      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc                                    | CD&R Hydra Buyer Inc 2024 Term Loan B                                                                                      | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    123438 | PA      | $123457.25    | 0.08%             | 2031-03-25      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    200000 | PA      | $188452.90    | 0.12%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    276000 | PA      | $254491.53    | 0.17%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B                                                                              | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    422878 | PA      | $424068.06    | 0.28%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS MORTGAGE TRUST 2017-C1                                                                                               | CUSIP: 07332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $489969.97    | 0.32%             | 2050-02-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198487.68    | 0.13%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                        | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    169000 | PA      | $168318.50    | 0.11%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $170476.48    | 0.11%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PG Investment Company 59 Sa rl                          | PG Investment Company 59 Sa rl Term Loan B                                                                                 | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    148877 | PA      | $149546.83    | 0.10%             | 2031-03-26      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Teneo Holdings LLC                                      | Teneo Holdings LLC 2024 Term Loan B                                                                                        | CUSIP: 88033CAM1<br>LEI: 254900JYFK02V3OP5U96 | Long             | LON              | CORP              | US        |    148125 | PA      | $149353.70    | 0.10%             | 2031-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                       | POINTCLICKCARE TECHNOLOGI INC 2025 TERM LOAN B                                                                             | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     96032 | PA      | $96242.73     | 0.06%             | 2031-11-03      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                               | Creation Technologies Inc 2021 Term Loan                                                                                   | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    145125 | PA      | $144944.32    | 0.10%             | 2028-10-05      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                | Mavis Tire Express Services Topco Corp                                                                                     | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    241000 | PA      | $238345.12    | 0.16%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $8866.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 31401CYF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207288 | PA      | $212084.87    | 0.14%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                              | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                   | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    390057 | PA      | $378030.01    | 0.25%             | 2029-03-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                     | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155397.53    | 0.10%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Vue Entertainment International Limited                 | Vue Entertainment International Limited 2023 EUR Floating PIK Reinstated Term Loan B                                       | CUSIP: 000000000<br>LEI: 9845009F4EIBBC5BB612 | Long             | LON              | CORP              | GB        |     49665 | PA      | $35423.36     | 0.02%             | 2027-12-31      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| American Consolidated Natural Resources Inc             | American Consolidated Natural Resources Inc 2024 2nd Lien Term Loan                                                        | CUSIP: 02522YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63934 | PA      | $63001.69     | 0.04%             | 2029-12-11      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                     | Peer Holding III BV 2025 USD Term Loan B5B                                                                                 | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    174125 | PA      | $174805.83    | 0.12%             | 2031-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                            | National Mentor Holdings Inc 2021 Term Loan                                                                                | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    312923 | PA      | $305741.89    | 0.20%             | 2028-03-02      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383DB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3952515 | PA      | $542700.86    | 0.36%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AKORN HOLDING COMPANY LLC                               | AKORN HOLDING COMPANY LLC                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6053 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384DFS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    619438 | PA      | $684685.66    | 0.45%             | 2053-10-20      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                | Korn Ferry                                                                                                                 | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    286000 | PA      | $281532.91    | 0.19%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                        | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $632155.54    | 0.42%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136739.14    | 0.09%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GBVQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445068 | PA      | $457384.54    | 0.30%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31395NBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393427 | PA      | $31838.58     | 0.02%             | 2036-06-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                              | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69112.02     | 0.05%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                             | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                             | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |    288750 | PA      | $341548.88    | 0.23%             | 2028-11-24      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Apex Tool Group LLC                                     | Apex Tool Group LLC 2024 Super Priority 3rd Out Term Loan B                                                                | CUSIP: 03759DAP3<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |    159750 | PA      | $123007.49    | 0.08%             | 2030-02-08      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    187000 | PA      | $29003.70     | 0.02%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                  | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203462.40    | 0.13%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                        | Long: BMIF8GUW2 CDS USD R F  1.00000 BMIF8GUX0 CORPORATE / Short: BMIF8GUW2 CDS USD P V 03MEVENT BMIF8GUY8 CORPORATE       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     95000 | OU      | $-2622.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137FRWB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1548464 | PA      | $207755.23    | 0.14%             | 2050-04-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    130000 | PA      | $78597.17     | 0.05%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-148.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 31396HJJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183285 | PA      | $5506.45      | 0.00%             | 2030-09-15      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                      | Eldorado Gold Corp                                                                                                         | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150336.20    | 0.10%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31398NTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    644302 | PA      | $48518.25     | 0.03%             | 2040-10-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                             | Pacific Dental Services LLC 2024 Term Loan B                                                                               | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |    173186 | PA      | $174079.25    | 0.11%             | 2031-03-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                                                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $95195.84     | 0.06%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                        | Kronos Acquisition Holdings Inc 2024 Term Loan                                                                             | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    223312 | PA      | $191304.00    | 0.13%             | 2031-07-08      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                     | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96074.58     | 0.06%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                    | Bombardier Recreational Products Inc 2024 Term Loan B4                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    756942 | PA      | $758932.56    | 0.50%             | 2031-01-22      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384D7E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2094401.40   | 1.38%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                              | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245475.28    | 0.16%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $9201.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO/TVI INC                                 | Evergreen Acqco 1 LP / TVI Inc                                                                                             | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $81308.92     | 0.05%             | 2028-04-26      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LHS Borrower LLC                                        | LHS Borrower LLC 2022 Term Loan B                                                                                          | CUSIP: 50204EAB4<br>LEI: 2549000R2CJY3YBDDU14 | Long             | LON              | CORP              | US        |    120160 | PA      | $114803.06    | 0.08%             | 2029-02-16      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                              | MajorDrive Holdings IV LLC Term Loan B                                                                                     | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     72000 | PA      | $70931.16     | 0.05%             | 2028-06-01      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AAWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477777 | PA      | $342828.63    | 0.23%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                   | Chamberlain Group Inc Term Loan B                                                                                          | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    389907 | PA      | $390546.59    | 0.26%             | 2028-11-03      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                | CUSIP: 61766EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $759838.90    | 0.50%             | 2049-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    155323 | PA      | $156111.62    | 0.10%             | 2028-05-05      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     32000 | PA      | $5973.60      | 0.00%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PMHC II Inc                                             | PMHC II Inc 2022 Term Loan B                                                                                               | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    195477 | PA      | $165830.33    | 0.11%             | 2029-04-23      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                   | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148592.39    | 0.10%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                             | CUSIP: 95000MAC5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $374192.30    | 0.25%             | 2059-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                    | Speedster Bidco GmbH 2024 EUR Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    125000 | PA      | $143497.99    | 0.09%             | 2031-12-10      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194827.34    | 0.13%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                                                                | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    221709 | PA      | $222147.12    | 0.15%             | 2029-01-27      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                            | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202176.80    | 0.13%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $209547.00    | 0.14%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $13908.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX INC                                                 | WEX Inc 2025 Incremental Term Loan B                                                                                       | CUSIP: 96208UAX9<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     99750 | PA      | $99729.55     | 0.07%             | 2032-03-05      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ABV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177001 | PA      | $158503.41    | 0.10%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORPORATION                            | Filtration Group Corporation 2025 USD Term Loan B                                                                          | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     96500 | PA      | $96839.20     | 0.06%             | 2028-10-21      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-425.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC                                             | Asurion LLC 2024 Term Loan B12                                                                                             | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    478881 | PA      | $471913.53    | 0.31%             | 2030-09-19      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                     | CNT Holdings I Corp 2025 Term Loan                                                                                         | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     96037 | PA      | $96324.92     | 0.06%             | 2032-11-08      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31393YQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153177 | PA      | $5559.43      | 0.00%             | 2034-05-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    171489 | PA      | $144642.40    | 0.10%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618AE3P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171414 | PA      | $171065.76    | 0.11%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    100000 | PA      | $37714.55     | 0.02%             | 2034-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Navoi Mining and Metallurgical Company                  | Navoi Mining and Metallurgical Company 2024 Term Loan                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     26050 | PA      | $25919.86     | 0.02%             | 2027-04-23      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                  | Morocco Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $170352.36    | 0.11%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    233200 | PA      | $45934.57     | 0.03%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GALAXY BIDCO LIMITED                                    | Galaxy Bidco Limited 2024 EUR Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | LON              | CORP              | GB        |     75000 | PA      | $86374.82     | 0.06%             | 2029-12-19      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    200000 | PA      | $198972.00    | 0.13%             | 2031-01-14      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                           | Valvoline Inc                                                                                                              | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180224.44    | 0.12%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    164900 | PA      | $34233.24     | 0.02%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                        | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    450000 | PA      | $444554.95    | 0.29%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARTS EUROPE SA                                         | Parts Europe SA 1st Lien EUR Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |    200000 | PA      | $229841.00    | 0.15%             | 2031-02-03      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                                                           | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289257.63    | 0.19%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                               | Serta Simmons Bedding LLC 2023 New Term Loan                                                                               | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    250187 | PA      | $233924.93    | 0.15%             | 2028-06-29      | Floating      | 11.91%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                                | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    197000 | PA      | $186488.53    | 0.12%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146777.13    | 0.10%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                            | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102329.15    | 0.07%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ameriforge Group Inc.                                   | Ameriforge Group Inc.                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3122 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                  | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133586.42    | 0.09%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                           | Coherent Corp 2025 1st Lien Term Loan B2                                                                                   | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    112626 | PA      | $113076.83    | 0.07%             | 2029-07-02      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    234988 | PA      | $234732.28    | 0.15%             | 2028-06-02      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                     | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    419000 | PA      | $488135.00    | 0.32%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FIN LUXEMBOURG SA                             | Gategroup Fin Luxembourg SA USD Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | LON              | CORP              | US        |     75000 | PA      | $75398.63     | 0.05%             | 2032-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HJH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    691090 | PA      | $764671.65    | 0.50%             | 2055-02-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bonds                 | Romanian Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     59000 | PA      | $69563.48     | 0.05%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TWITTER INC                                             | Twitter Inc Term Loan                                                                                                      | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264131 | PA      | $257837.16    | 0.17%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $616500.00    | 0.41%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp                             | American Trailer World Corp Term Loan B                                                                                    | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |     34106 | PA      | $28564.19     | 0.02%             | 2028-03-03      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2022 Term Loan B10                                                                                             | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    216258 | PA      | $214848.36    | 0.14%             | 2028-08-19      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                                                                           | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $192916.84    | 0.13%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $2808.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AQDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867064 | PA      | $515352.26    | 0.34%             | 2045-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                          | Medical Solutions Holdings Inc 2021 1st Lien Term Loan                                                                     | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    193673 | PA      | $107569.09    | 0.07%             | 2028-11-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     50000 | OU      | $1152.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $-24000.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    160000 | PA      | $115160.00    | 0.08%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                                                                       | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204837.60    | 0.14%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                                                               | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    216000 | PA      | $195356.73    | 0.13%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31394CQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316609 | PA      | $26316.16     | 0.02%             | 2035-03-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| RANGE RED OPERATING INC                                 | Range Red Operating Inc First Out Term Loan                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26848 | PA      | $26758.90     | 0.02%             | 2029-10-01      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                                     | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    150000 | PA      | $156787.50    | 0.10%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                       | Elanco Animal Health Inc Term Loan B                                                                                       | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    160561 | PA      | $160595.89    | 0.11%             | 2027-08-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                        | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99827.53     | 0.07%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                                 | Zekelman Industries Inc 2024 Term Loan B                                                                                   | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    117763 | PA      | $117967.85    | 0.08%             | 2031-01-24      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3617W1W71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1700392 | PA      | $1671717.49   | 1.10%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POP BIDCO SAS                                           | POP Bidco SAS EUR Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 254900R1W5DBBQ780814 | Long             | LON              | CORP              | FR        |    150000 | PA      | $172223.26    | 0.11%             | 2031-11-26      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                              | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     90000 | PA      | $90854.37     | 0.06%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                        | Aretec Group Inc 2024 1st Lien Term Loan B                                                                                 | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    161910 | PA      | $162415.85    | 0.11%             | 2030-08-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                              | Azuria Water Solutions Inc 2025 Term Loan B                                                                                | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     72261 | PA      | $72615.36     | 0.05%             | 2028-05-17      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| FINCO I LLC                                             | FINCO I LLC 2025 REPRICED TERM LOAN B                                                                                      | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |    171948 | PA      | $172146.18    | 0.11%             | 2029-06-27      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                   | Walker & Dunlop Inc 2025 Term Loan B                                                                                       | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99750 | PA      | $100248.75    | 0.07%             | 2032-03-14      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                         | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26434.26     | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $196123.53    | 0.13%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    200000 | PA      | $213200.00    | 0.14%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    332700 | PA      | $51734.85     | 0.03%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                                                                       | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     52000 | PA      | $52611.00     | 0.03%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $93324.66     | 0.06%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $6200.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $-2279.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc                                                                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298497.70    | 0.20%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                                    | Pretzel Parent Inc 2024 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900X2H81QPLWW7G13 | Long             | LON              | CORP              | US        |    124688 | PA      | $124936.88    | 0.08%             | 2031-10-01      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                                    | Verifone Systems Inc 2025 Term Loan                                                                                        | CUSIP: 000000000<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     77206 | PA      | $74744.73     | 0.05%             | 2028-08-18      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241687.18    | 0.16%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                                     | Conair Holdings LLC Term Loan B                                                                                            | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    216562 | PA      | $161068.36    | 0.11%             | 2028-05-17      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    189000 | PA      | $175440.02    | 0.12%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    101800 | PA      | $22660.68     | 0.01%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    100000 | PA      | $91238.87     | 0.06%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BW NHHC Holdco Inc                                      | BW NHHC Holdco Inc 2022 1st Lien Second Out Term Loan                                                                      | CUSIP: 05606CAR1<br>LEI: 549300Y5ZHAEE7MHCH51 | Long             | LON              | CORP              | US        |    148435 | PA      | $135446.96    | 0.09%             | 2026-01-15      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                   | Jordan Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $194623.45    | 0.13%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ABAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1598197 | PA      | $168484.64    | 0.11%             | 2043-01-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AVNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33924 | PA      | $33242.09     | 0.02%             | 2046-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                                      | CUSIP: 31297PLR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       212 | PA      | $211.47       | 0.00%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $164853.77    | 0.11%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                          | Raven Acquisition Holdings LLC Delayed Draw Term Loan                                                                      | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13333 | PA      | $13344.00     | 0.01%             | 2031-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                                                                      | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    200000 | PA      | $203500.00    | 0.13%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO CORPORATION                                | Pregis TopCo Corporation 2025 Refinancing Term Loan                                                                        | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |     94513 | PA      | $95564.58     | 0.06%             | 2029-02-01      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Monitronics International Inc                           | Monitronics International Inc 2023 Exit Term Loan                                                                          | CUSIP: 60945HAG9<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | LON              | CORP              | US        |    140584 | PA      | $138651.34    | 0.09%             | 2028-06-30      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                               | HUB International Limited 2025 Term Loan B                                                                                 | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    460419 | PA      | $461508.38    | 0.30%             | 2030-06-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                 | CUSIP: 21H052686<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5450000 | PA      | $5436498.99   | 3.59%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $163092.77    | 0.11%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GBWP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    737203 | PA      | $741233.31    | 0.49%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                              | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205903.80    | 0.14%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $200500.00    | 0.13%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                 | Ethiopia International Bond                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    675000 | PA      | $622687.50    | 0.41%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                               | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $376345.39    | 0.25%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FED OF BOSNIA&HERZ                                      | Federation of Bosnia & Herzegovina Eurobond                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |    100000 | PA      | $117489.45    | 0.08%             | 2030-07-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KUEHG CORP                                              | KUEHG CORP 2025 TERM LOAN                                                                                                  | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    154014 | PA      | $154351.52    | 0.10%             | 2030-06-12      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $193697.02    | 0.13%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    309742 | PA      | $249854.49    | 0.16%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUBBARD RADIO LLC                                       | Hubbard Radio LLC 2024 PIK Term Loan B                                                                                     | CUSIP: 44344HAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62671 | PA      | $35722.45     | 0.02%             | 2027-09-30      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                      | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $151360.00    | 0.10%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARCEL LUX IV SARL                                      | MARCEL LUX IV SARL 2025 USD REPRICED TERM LOAN                                                                             | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |    173691 | PA      | $175210.57    | 0.12%             | 2030-11-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ABAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    644354 | PA      | $71559.27     | 0.05%             | 2043-01-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31397UJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102407 | PA      | $99190.02     | 0.07%             | 2041-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENDO DESIG                                  | ESC GCB144A ENDO DESIG                                                                                                     | CUSIP: 292ESCB17<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $0.00         | 0.00%             | 2024-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America NA                                      | Long: BMIEN91L0 CDS USD R F  1.00000 BMIEN91M8 SOVEREIGN / Short: BMIEN91L0 CDS USD P V 03MEVENT BMIEN91N6 SOVEREIGN       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |   2518000 | OU      | $-54008.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BEV4V9B43 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9B43 CDS USD P V 03MEVENT 1 SOVEREIGN                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   1050000 | OU      | $-52463.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                                                                      | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176161 | PA      | $174014.56    | 0.11%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INT FINANCE S.A.                           | MALLINCKRODT INT FINANCE S.A.                                                                                              | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | EC               | CORP              | US        |      5076 | NS      | $442119.60    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                  | Group 1 Automotive Inc                                                                                                     | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385926.40    | 0.25%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2025-1                                                                                                        | CUSIP: 158926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1861315 | PA      | $1939090.96   | 1.28%             | 2060-04-25      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FGEA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1124946 | PA      | $1183659.08   | 0.78%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                                                                 | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $51604.64     | 0.03%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc                                   | Icebox Holdco III Inc 2021 1st Lien Term Loan                                                                              | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    121042 | PA      | $121685.82    | 0.08%             | 2028-12-22      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                       | Amspec Parent LLC 2025 Term Loan                                                                                           | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    130000 | PA      | $130975.00    | 0.09%             | 2031-12-22      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                        | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    164000 | PA      | $162665.07    | 0.11%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     43000 | PA      | $48093.27     | 0.03%             | 2036-02-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                               | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247438.30    | 0.16%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 2nd Lien Term Loan B3                                                                                     | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     50000 | PA      | $48223.00     | 0.03%             | 2028-01-31      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 USD Term Loan                                                                          | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     95769 | PA      | $92327.30     | 0.06%             | 2027-11-24      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $6887.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL INC                                     | COHESITY GLOBAL INC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       870 | NS      | $20010.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                               | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100127.64    | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIF8QPV8 CDS USD R F  1.00000 BMIF8QPW6 CORPORATE / Short: BMIF8QPV8 CDS USD P V 03MEVENT BMIF8QPX4 CORPORATE       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     46000 | OU      | $-477.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                        | Insight Enterprises Inc                                                                                                    | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102368.56    | 0.07%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     37000 | PA      | $6956.00      | 0.00%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102300.80    | 0.07%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC USD Term Loan B                                                                                          | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    360938 | PA      | $354779.91    | 0.23%             | 2028-06-02      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| EnergySolutions LLC                                     | EnergySolutions LLC 2023 Term Loan B                                                                                       | CUSIP: 29276MAP2<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |    121473 | PA      | $122434.23    | 0.08%             | 2030-09-20      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                     | VM Consolidated Inc                                                                                                        | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    370000 | PA      | $363568.92    | 0.24%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $387978.91    | 0.26%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31397L3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604014 | PA      | $32879.07     | 0.02%             | 2038-07-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                                | Apro LLC 2024 Term Loan B                                                                                                  | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |     74438 | PA      | $74453.13     | 0.05%             | 2031-07-09      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                                                                   | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    189000 | PA      | $181076.80    | 0.12%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS, INC.(MURRAY)                             | ACNR HOLDINGS, INC.(MURRAY)                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1179 | NS      | $87393.38     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                           | INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156693 | PA      | $146704.11    | 0.10%             | 2029-04-02      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                  | Techem Verwaltungsgesellschaft 675 mbH 2024 EUR Term Loan B5                                                               | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |    110904 | PA      | $127525.40    | 0.08%             | 2029-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461866.85    | 0.30%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn                                      | WR Grace & Co-Conn 2021 Term Loan B                                                                                        | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    144750 | PA      | $145066.28    | 0.10%             | 2028-09-22      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                            | Employbridge Holding Company 2025 First Out Delayed Draw Term Loan                                                         | CUSIP: 29216HAC5<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |     38422 | PA      | $29552.56     | 0.02%             | 2030-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Endo Inc                                                | Endo Inc                                                                                                                   | CUSIP: 29290D117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $5826.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                                                                     | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    130000 | PA      | $119607.80    | 0.08%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     22000 | PA      | $19848.09     | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    270000 | PA      | $274317.71    | 0.18%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Park River Holdings Inc                                 | Park River Holdings Inc Term Loan                                                                                          | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |     95747 | PA      | $94560.65     | 0.06%             | 2027-12-28      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206431.40    | 0.14%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                          | Skillsoft Corp                                                                                                             | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |       585 | NS      | $8342.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                                                             | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $234824.15    | 0.15%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100170.30    | 0.07%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXII Ltd                                                                                                         | CUSIP: 55954HBE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501217.00    | 0.33%             | 2036-07-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                       | Amspec Parent LLC 2025 Delayed Draw Term Loan                                                                              | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     20000 | PA      | $20150.00     | 0.01%             | 2031-12-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance SA                   | Mallinckrodt International Finance SA 2023 Second Out Term Loan                                                            | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | LON              | CORP              | IE        |    238229 | PA      | $245004.02    | 0.16%             | 2028-11-14      | Floating      | 14.00%                | No            |                  2 | On Loan: No      |
| CHAMBERLAIN GROUP INC                                   | CHAMBERLAIN GROUP INC 2025 TERM LOAN B                                                                                     | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     25000 | PA      | $25020.75     | 0.02%             | 2032-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds                  | Jamaica Government International Bonds                                                                                     | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    200000 | PA      | $235200.00    | 0.16%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                        | AlixPartners LLP 2021 USD Term Loan B                                                                                      | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    215437 | PA      | $215781.40    | 0.14%             | 2028-02-04      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                                                                       | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206795.60    | 0.14%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ADAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420089 | PA      | $25588.19     | 0.02%             | 2033-03-25      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECH                               | SEAGATE DATA STORAGE TECH                                                                                                  | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $225409.17    | 0.15%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                | Great Outdoors Group LLC 2025 Term Loan B                                                                                  | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    382177 | PA      | $383036.92    | 0.25%             | 2032-01-23      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     80000 | PA      | $56893.77     | 0.04%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                            | Cars.com Inc                                                                                                               | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186771.00    | 0.12%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DRAKE SOFTWARE LLC                                      | Drake Software LLC 2024 Term Loan B                                                                                        | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |    248107 | PA      | $248263.15    | 0.16%             | 2031-06-26      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    412000 | PA      | $76866.33     | 0.05%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SMIENR7Z3 CDS USD R F  1.00000 BMIENR809 CCPCORPORATE / Short: SMIENR7Z3 CDS USD P V 03MEVENT BMIENR817 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5000000 | OU      | $88722.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     14000 | PA      | $2620.63      | 0.00%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| National Mentor Holdings Inc                            | National Mentor Holdings Inc 2021 Term Loan C                                                                              | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      9475 | PA      | $9257.76      | 0.01%             | 2028-03-02      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| WAYSTAR TECHNOLOGIES INC                                | Waystar Technologies Inc 2024 1st Lien Term Loan B                                                                         | CUSIP: 000000000<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    126976 | PA      | $127505.85    | 0.08%             | 2029-10-22      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                        | Long: BMID0RX99 CDS USD R V 03MEVENT / Short: BMID0RX99 CDS USD P F  1.00000                                               | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | US        |   2893731 | OU      | $69492.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AL5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288096 | PA      | $54890.05     | 0.04%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      6000 | PA      | $1123.05      | 0.00%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Realtruck Group Inc                                     | RealTruck Group Inc 2021 Term Loan B                                                                                       | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    191500 | PA      | $177403.69    | 0.12%             | 2028-01-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137AYTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    915897 | PA      | $54582.08     | 0.04%             | 2032-11-15      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                      | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $228680.00    | 0.15%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SERTA SSB EQUIPMENT COMPANY                             | SERTA SSB EQUIPMENT COMPANY                                                                                                | CUSIP: 948EFX908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17110 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    143498 | PA      | $143363.37    | 0.09%             | 2031-01-30      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Symplr Software Inc                                     | Symplr Software Inc 2020 Term Loan                                                                                         | CUSIP: 87190HAC3<br>LEI: 254900NR8M8HYDVR0M34 | Long             | LON              | CORP              | US        |    107276 | PA      | $97253.06     | 0.06%             | 2027-12-22      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                | Windsor Holdings III LLC 2025 USD Term Loan B                                                                              | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    172019 | PA      | $172368.76    | 0.11%             | 2030-08-01      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                       | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $141280.00    | 0.09%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds                | Venezuela Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     86000 | PA      | $17208.60     | 0.01%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2014-4-R Ltd                                                                          | CUSIP: 14314TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994111.00    | 0.66%             | 2030-07-15      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| LES SCHWAB TIRE CENTERS                                 | Les Schwab Tire Centers 2025 Term Loan B                                                                                   | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    232851 | PA      | $233287.33    | 0.15%             | 2031-04-23      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243218 | PA      | $244436.44    | 0.16%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2022-6 Ltd                                                                                                  | CUSIP: 14317GAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002549.00   | 0.66%             | 2036-10-25      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191525.38    | 0.13%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                                                                     | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $212251.60    | 0.14%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    416880 | PA      | $47941.20     | 0.03%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    175000 | PA      | $174195.00    | 0.11%             | 2029-01-31      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                        | CPM Holdings Inc 2023 Term Loan                                                                                            | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |     45820 | PA      | $45136.70     | 0.03%             | 2028-09-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2015-3 Ltd                                                                                                        | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1926970.00   | 1.27%             | 2031-10-20      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                   | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7314.03      | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    100000 | PA      | $111731.53    | 0.07%             | 2031-11-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31396WS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330691 | PA      | $330556.91    | 0.22%             | 2037-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2024-1                                                                                                        | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990860 | PA      | $1025772.05   | 0.68%             | 2059-07-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80883.67     | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $7161.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    300000 | PA      | $288258.35    | 0.19%             | 2030-04-16      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                                                                     | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382406.76    | 0.25%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    258000 | PA      | $47755.80     | 0.03%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BMID0L973 CDS USD R F  1.00000 BMID0L981 CORPORATE / Short: BMID0L973 CDS USD P V 03MEVENT BMID0L999 CORPORATE       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |   1525000 | OU      | $-36622.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RANGE RED OPERATING INC                                 | Range Red Operating Inc Second Out Term Loan                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112621 | PA      | $112249.67    | 0.07%             | 2029-10-01      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $101125.00    | 0.07%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    286532 | PA      | $284650.79    | 0.19%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                                                              | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138399.41    | 0.09%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                                                           | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    208000 | PA      | $218568.69    | 0.14%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC 2020 USD Term Loan B                                                                          | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    308750 | PA      | $306489.95    | 0.20%             | 2027-04-09      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2024-2                                                                                                        | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1076462 | PA      | $1121322.44   | 0.74%             | 2059-11-25      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     11000 | PA      | $2057.00      | 0.00%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AQR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361937 | PA      | $27794.27     | 0.02%             | 2045-08-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                       | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141515.43    | 0.09%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    137000 | PA      | $67832.85     | 0.04%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    218000 | PA      | $40984.00     | 0.03%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc Term Loan B                                                                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     61000 | PA      | $61045.45     | 0.04%             | 2029-04-13      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BJ6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159351 | PA      | $117649.95    | 0.08%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROJECT JUBILEE II VUE ENT                              | PROJECT JUBILEE II VUE ENT                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     63218 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    391000 | PA      | $353426.11    | 0.23%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                     | AssuredPartners Inc                                                                                                        | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199782.88    | 0.13%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds               | Kazakhstan Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $194302.54    | 0.13%             | 2035-04-09      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                    | New Mountain CLO 6 Ltd                                                                                                     | CUSIP: 647909AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006497.00   | 0.66%             | 2037-10-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    170000 | PA      | $127542.50    | 0.08%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2024-2 Ltd                                                                                                  | CUSIP: 41756YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505170.50   | 0.99%             | 2037-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc 2024 Term Loan                                                                                    | CUSIP: 000000000<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     62890 | PA      | $52178.61     | 0.03%             | 2029-05-01      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                       | Clarios Global LP 2024 USD Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    322567 | PA      | $323050.41    | 0.21%             | 2030-05-06      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                        | Gates Global LLC 2024 Term Loan B5                                                                                         | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    272938 | PA      | $272881.55    | 0.18%             | 2031-06-04      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Bayou Intermediate II LLC                               | Bayou Intermediate II LLC Term Loan B                                                                                      | CUSIP: 07301HAC7<br>LEI: 254900VZ9IQX23DFBM47 | Long             | LON              | CORP              | US        |    120781 | PA      | $121183.50    | 0.08%             | 2028-08-02      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                           | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186164.64    | 0.12%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                 | Standard Industries Inc 2021 Term Loan B                                                                                   | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |     51312 | PA      | $51532.37     | 0.03%             | 2028-09-22      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $155193.70    | 0.10%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    191000 | PA      | $161118.05    | 0.11%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    300000 | PA      | $66405.00     | 0.04%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $197010.00    | 0.13%             | 2032-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HCQQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2009298.00   | 1.33%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Realtruck Group Inc                                     | RealTruck Group Inc 2023 Incremental Term Loan                                                                             | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     98750 | PA      | $92405.31     | 0.06%             | 2028-01-31      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1946640.70   | 1.28%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                     | Planet US Buyer LLC 2024 Term Loan B                                                                                       | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |    173250 | PA      | $174246.26    | 0.11%             | 2031-02-07      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXI CLO Ltd                                                                                                         | CUSIP: 36320XAM6<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003585.00   | 0.66%             | 2031-04-20      | Floating      | 9.84%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2013-CCRE11 Mortgage Trust                                                                                            | CUSIP: 12626LAY8<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   2244112 | PA      | $2153865.87   | 1.42%             | 2050-08-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                            | Employbridge Holding Company 2025 Second Out Term Loan                                                                     | CUSIP: 29216HAE1<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |    204686 | PA      | $52108.99     | 0.03%             | 2030-01-19      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201940.25    | 0.13%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                                | Greystar Real Estate Partners LLC                                                                                          | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95235.75     | 0.06%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-395.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $197737.52    | 0.13%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                         | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502311.75    | 0.33%             | 2039-12-15      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                             | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46942.41     | 0.03%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                  | Montenegro Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    431000 | PA      | $487591.77    | 0.32%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                                                                         | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    540000 | PA      | $540007.88    | 0.36%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNATIONAL                          | PHOENIX SERVICES INTERNATIONAL                                                                                             | CUSIP: 937BQD909<br>LEI: 5493009O25GX6RO6AZ98 | Long             | EC               | CORP              | US        |      2365 | NS      | $9460.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    137000 | PA      | $25601.88     | 0.02%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383X2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1144152 | PA      | $1165751.84   | 0.77%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                              | Sotera Health Holdings LLC 2024 Term Loan B                                                                                | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |     99250 | PA      | $99684.72     | 0.07%             | 2031-05-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384BY62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1026177.70   | 0.68%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                                      | CUSIP: 31335PKP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9327 | PA      | $9337.08      | 0.01%             | 2027-07-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    550000 | PA      | $634395.95    | 0.42%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Lebanon Government International Bonds                  | Lebanon Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     14000 | PA      | $2619.75      | 0.00%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Brown Group Holding LLC                                 | Brown Group Holding LLC Term Loan B                                                                                        | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    181596 | PA      | $182062.02    | 0.12%             | 2031-07-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIDYNLX1 CDS USD R F  7.85000 / Short: BMIDYNLX1 CDS USD P V 01MEVENT                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    599450 | OU      | $1858.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corporation                                   | Open Text Corporation 2023 Term Loan B                                                                                     | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    121918 | PA      | $122100.60    | 0.08%             | 2030-01-31      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                          | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    420000 | PA      | $278250.00    | 0.18%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383DUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5201538 | PA      | $752089.32    | 0.50%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                        | Freddie Mac Strips                                                                                                         | CUSIP: 31325W4S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    867188 | PA      | $169140.26    | 0.11%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                 | UKG Inc 2024 Term Loan B                                                                                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    646496 | PA      | $647161.83    | 0.43%             | 2031-02-10      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    220000 | PA      | $224695.44    | 0.15%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PROOFPOINT INC                                          | Proofpoint Inc 2024 Term Loan                                                                                              | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    361980 | PA      | $362999.42    | 0.24%             | 2028-08-31      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                  | Rackspace Finance, LLC 2024 First Lien Second Out Term Loan                                                                | CUSIP: 75008UAD9<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |    364579 | PA      | $191274.80    | 0.13%             | 2028-05-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| ACProducts Inc                                          | ACProducts Inc 2021 Term Loan B                                                                                            | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    264000 | PA      | $200393.16    | 0.13%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 31393RTM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27134 | PA      | $162.02       | 0.00%             | 2033-06-15      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    230000 | PA      | $202572.50    | 0.13%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                     | LSF12 CROWN US COMRCL BDCO LLC 2025 TERM LOAN B                                                                            | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    275000 | PA      | $277006.13    | 0.18%             | 2031-12-02      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| RANGE RED ACQ LLC (ROBERTSHAW                           | RANGE RED ACQ LLC (ROBERTSHAW                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $164462.04    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                             | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    244000 | PA      | $173969.85    | 0.11%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                                                                       | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192501.62    | 0.13%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                            | Employbridge Holding Company 2025 First Out Term Loan                                                                      | CUSIP: 29216HAD3<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |     91526 | PA      | $70398.78     | 0.05%             | 2030-01-19      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -29 | NC      | $-16548.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-409.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                       | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197580.60    | 0.13%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                  | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193834.30    | 0.13%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                                                                      | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90286.20     | 0.06%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38380TU53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    666426 | PA      | $27837.27     | 0.02%             | 2047-08-20      | Floating      | 0.04%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    250000 | PA      | $219137.57    | 0.14%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205122.40    | 0.14%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31396YQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435599 | PA      | $36391.60     | 0.02%             | 2038-04-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    248000 | PA      | $192420.72    | 0.13%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos LLC 2024 Term Loan B                                                                                            | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |     85333 | PA      | $86250.66     | 0.06%             | 2029-04-16      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                             | Export-Import Bank of India                                                                                                | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    368000 | PA      | $323997.33    | 0.21%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNATIONAL                          | PHOENIX SERVICES INTERNATIONAL                                                                                             | CUSIP: 937BQC901<br>LEI: 5493009O25GX6RO6AZ98 | Long             | EC               | CORP              | US        |       216 | NS      | $864.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                     | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    393000 | PA      | $403588.60    | 0.27%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137F3E59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385511 | PA      | $79928.84     | 0.05%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL INC                                     | COHESITY GLOBAL INC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       601 | NS      | $13823.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWLY WEDS FOODS INC                                    | Newly Weds Foods Inc Term Loan B                                                                                           | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |    150000 | PA      | $150375.00    | 0.10%             | 2032-03-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                        | IRB Holding Corp 2024 1st Lien Term Loan B                                                                                 | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    240725 | PA      | $240930.39    | 0.16%             | 2027-12-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $-8835.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNECHRON INC                                           | Synechron Inc Term Loan B                                                                                                  | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |    124688 | PA      | $124843.36    | 0.08%             | 2031-10-03      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24229.01     | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $596789.07    | 0.39%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc 2025 Term Loan B                                                                                          | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    597013 | PA      | $598120.13    | 0.39%             | 2032-01-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3133TLC63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38997 | PA      | $39619.75     | 0.03%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                                    | Kohler Energy Co LLC USD Term Loan B                                                                                       | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |    297683 | PA      | $299497.68    | 0.20%             | 2031-05-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    220000 | PA      | $179245.00    | 0.12%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $170623.15    | 0.11%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XXI Ltd                                                                                                   | CUSIP: 83011PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003227.00   | 0.66%             | 2037-10-21      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                      | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                                                                       | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    120362 | PA      | $120462.05    | 0.08%             | 2031-12-04      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| City Brewing Company LLC                                | City Brewing Company LLC 2024 First Lien Second Out PIK TL                                                                 | CUSIP: 10756PAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47707 | PA      | $149.08       | 0.00%             | 2028-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     14000 | PA      | $13661.76     | 0.01%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383LCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217607 | PA      | $236335.62    | 0.16%             | 2052-11-20      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                              | Hanger Inc 2024 Term Loan B                                                                                                | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    154650 | PA      | $155310.78    | 0.10%             | 2031-10-23      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     17000 | PA      | $3184.95      | 0.00%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CANO HEALTH, INC.,                                      | CANO HEALTH, INC.,                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Garrett LX I SARL                                       | Garrett LX I SARL 2025 Term Loan B                                                                                         | CUSIP: 36649XAG3<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |     96508 | PA      | $96991.14     | 0.06%             | 2032-01-30      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                           | MRP BUYER LLC DELAYED DRAW TERM LOAN                                                                                       | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     28226 | PA      | $27793.67     | 0.02%             | 2032-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     27614 | PA      | $13107.95     | 0.01%             | 2037-01-03      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                  | Astra Acquisition Corp 2024 Term Loan C                                                                                    | CUSIP: 04629UAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192293 | PA      | $5288.06      | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332695.04    | 0.22%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     31000 | PA      | $31066.12     | 0.02%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                                                                    | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    920493 | PA      | $946043.61    | 0.62%             | 2050-03-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    133000 | PA      | $24821.13     | 0.02%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MRP BUYER LLC                                           | MRP Buyer LLC Term Loan                                                                                                    | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |    221774 | PA      | $218378.83    | 0.14%             | 2032-06-04      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| STRU 25 5310 MA                                         | STRU 25 5310 MA                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011054.00   | 0.67%             | 2054-12-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VIET NAM DEBT AND ASSET                                 | Viet Nam Debt & Asset Trading Corp                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VN        |   1060000 | PA      | $1044482.60   | 0.69%             | 2025-10-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3133TM7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79526 | PA      | $81799.58     | 0.05%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                        | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $253737.00    | 0.17%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136A6AK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5315 | PA      | $17.00        | 0.00%             | 2026-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3138EJAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90929 | PA      | $92924.69     | 0.06%             | 2037-09-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137F3NP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279227 | PA      | $57892.79     | 0.04%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                       | EMRLD Borrower LP Term Loan B                                                                                              | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    115117 | PA      | $115338.72    | 0.08%             | 2030-05-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                     | Horizon US Finco LP Term Loan B                                                                                            | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174341 | PA      | $172016.50    | 0.11%             | 2031-10-31      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| E2open LLC                                              | E2open LLC 2020 Term Loan B                                                                                                | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |    120005 | PA      | $120347.56    | 0.08%             | 2028-02-04      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                           | Citrin Cooperman Advisors LLC 2025 Delayed Draw Term Loan                                                                  | CUSIP: 17737EAD5<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |     10606 | PA      | $10632.58     | 0.01%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BMID2FBE6 CDS USD R F  1.00000 BMID2FBF3 CORPORATE / Short: BMID2FBE6 CDS USD P V 03MEVENT BMID2FBG1 CORPORATE       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |   1368731 | OU      | $-32869.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                        | CPI Holdco B LLC 2024 Term Loan                                                                                            | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148875 | PA      | $148886.91    | 0.10%             | 2031-05-19      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384B3M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1029530.40   | 0.68%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                            | SPX Flow Inc 2024 1st Lien Term Loan B                                                                                     | CUSIP: 78470DAV0<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    139500 | PA      | $140036.38    | 0.09%             | 2029-04-05      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUJX90 CDS USD R F  1.00000 Z92XUJXB5 CCPSOVEREIGN / Short: S92XUJX90 CDS USD P V 03MEVENT Z92XUJXA7 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5000000 | OU      | $-220584.65   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137AUJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30700 | PA      | $3317.37      | 0.00%             | 2041-12-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                          | Raven Acquisition Holdings LLC Term Loan B                                                                                 | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186200 | PA      | $186348.96    | 0.12%             | 2031-11-19      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                 | El Salvador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    110000 | PA      | $112585.00    | 0.07%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                | Boxer Parent Company Inc 2025 USD Term Loan B                                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    339070 | PA      | $339466.90    | 0.22%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                           | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201240.20    | 0.13%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Veritas US Inc                                          | Veritas US Inc 2024 Priority Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     67854 | PA      | $68596.77     | 0.05%             | 2029-12-09      | Floating      | 12.30%                | No            |                  2 | On Loan: No      |
| SAZERAC COMPANY INC                                     | SAZERAC COMPANY INC TERM LOAN B                                                                                            | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    150000 | PA      | $150703.50    | 0.10%             | 2032-07-09      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BA2V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1658827 | PA      | $249430.79    | 0.16%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-357.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $100464.10    | 0.07%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| City Brewing Company LLC                                | City Brewing Company LLC 2024 FLFO Roll Up Term Loan                                                                       | CUSIP: 10756PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46992 | PA      | $12922.78     | 0.01%             | 2028-04-05      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    168104 | PA      | $168326.86    | 0.11%             | 2029-02-01      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SMIERHF90 CDS USD R F  1.00000 BMIERHFA7 CCPSOVEREIGN / Short: SMIERHF90 CDS USD P V 03MEVENT BMIERHFB5 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     72000 | OU      | $-10556.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                         | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213200.00    | 0.14%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada Inc                                | Arterra Wines Canada Inc 2020 Term Loan                                                                                    | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |    143072 | PA      | $141580.98    | 0.09%             | 2027-11-24      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                        | Altice France SA 2023 USD Term Loan B14                                                                                    | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    202186 | PA      | $188507.35    | 0.12%             | 2028-08-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     35353 | PA      | $33043.54     | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TEREX CORPORATION                                       | Terex Corporation 2024 Term Loan B                                                                                         | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |    299250 | PA      | $300185.16    | 0.20%             | 2031-10-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                                                                       | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    131000 | PA      | $132539.25    | 0.09%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                   | Phoenix Guarantor Inc 2024 Term Loan B                                                                                     | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    227134 | PA      | $227636.69    | 0.15%             | 2031-02-21      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                         | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26744.93     | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE SEP25                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -5 | NC      | $5983.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                       | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    550000 | PA      | $463650.00    | 0.31%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5300000 | PA      | $5373495.90   | 3.55%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                            | Somnigroup International Inc Term Loan B                                                                                   | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    209849 | PA      | $210635.99    | 0.14%             | 2031-10-24      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                                                          | CUSIP: 36241KMJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        44 | PA      | $44.11        | 0.00%             | 2025-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                                                                     | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $221142.50    | 0.15%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CROWN EQUIPMENT CORPORATION                             | Crown Equipment Corporation 2025 Term Loan B                                                                               | CUSIP: 22834HAK4<br>LEI: V22E9B3P7BX1W5NNT053 | Long             | LON              | CORP              | US        |    124375 | PA      | $125036.05    | 0.08%             | 2031-10-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PROJECT JUBILEE II VUE ENT                              | PROJECT JUBILEE II VUE ENT                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        79 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                        | CUSIP: 05492PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1605000 | PA      | $1130535.36   | 0.75%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                    | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                                         | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     74624 | PA      | $68871.66     | 0.05%             | 2031-02-07      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| AEA International Holdings (Lux) S.a.r.l.               | AEA International Holdings (Lux) Sarl 2024 USD Term Loan B                                                                 | CUSIP: 46033XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    144802 | PA      | $145888.35    | 0.10%             | 2028-09-07      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                  | Astra Acquisition Corp 2024 Term Loan B                                                                                    | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118519 | PA      | $1456.60      | 0.00%             | 2028-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $204516.00    | 0.13%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Ensemble RCM LLC                                        | Ensemble RCM LLC 2024 Term Loan B                                                                                          | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    227614 | PA      | $228925.92    | 0.15%             | 2029-08-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 1st Lien Term Loan B                                                                         | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    164229 | PA      | $164695.73    | 0.11%             | 2029-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384D7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1028153.60   | 0.68%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                                                                | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    320938 | PA      | $320977.62    | 0.21%             | 2031-02-06      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $735.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $188075.04    | 0.12%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                          | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    150000 | PA      | $91650.00     | 0.06%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3133THV79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68712 | PA      | $69082.54     | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                         | Spin Holdco Inc 2021 Term Loan                                                                                             | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    574500 | PA      | $509509.69    | 0.34%             | 2028-03-04      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    220000 | PA      | $200500.49    | 0.13%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    250000 | PA      | $46900.00     | 0.03%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $686760.83    | 0.45%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $6855.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    145600 | PA      | $26768.56     | 0.02%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                        | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92337.22     | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HMLP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2050207.60   | 1.35%             | 2055-06-25      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                                | MI Windows and Doors LLC 2024 Term Loan B2                                                                                 | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    173250 | PA      | $173704.78    | 0.11%             | 2031-03-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                       | Advisor Group Inc 2024 Term Loan B                                                                                         | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    265773 | PA      | $266368.66    | 0.18%             | 2028-08-17      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS USA INC                            | Harbor Freight Tools USA Inc 2024 Term Loan B                                                                              | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    297000 | PA      | $291043.67    | 0.19%             | 2031-06-11      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 31394W3D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331378 | PA      | $30260.63     | 0.02%             | 2034-03-15      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                     | WEC US Holdings Ltd 2024 Term Loan                                                                                         | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    751356 | PA      | $752734.30    | 0.50%             | 2031-01-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                     | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    673341 | PA      | $671657.65    | 0.44%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     44000 | PA      | $11279.40     | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                                 | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178837.98    | 0.12%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C35                                                                             | CUSIP: 95000FAC0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $929969.90    | 0.61%             | 2048-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco plc                             | Vue International Bidco plc 2022 EUR Term Loan                                                                             | CUSIP: 000000000<br>LEI: 9845009F4EIBBC5BB612 | Long             | LON              | CORP              | JE        |     11875 | PA      | $13461.77     | 0.01%             | 2027-06-30      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                                                                       | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    139000 | PA      | $127260.96    | 0.08%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 31384U3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45707 | PA      | $46089.24     | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    134000 | PA      | $118910.52    | 0.08%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone OnDemand Inc                                | Cornerstone OnDemand Inc 2021 Term Loan                                                                                    | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    193500 | PA      | $183292.88    | 0.12%             | 2028-10-16      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                  | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    150000 | PA      | $155250.00    | 0.10%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AMYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    663238 | PA      | $106469.13    | 0.07%             | 2045-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                   | Ontario Gaming GTA LP Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    198489 | PA      | $197744.33    | 0.13%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $6532.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                      | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106775.60    | 0.07%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                 | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                   | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    164656 | PA      | $165044.34    | 0.11%             | 2031-07-31      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2016-UBS12                                                                                  | CUSIP: 61691EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227333 | PA      | $755019.06    | 0.50%             | 2049-12-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137B2EJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515974 | PA      | $37379.74     | 0.02%             | 2043-05-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $-4234.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXII Ltd                                                                                                         | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503001.50   | 0.99%             | 2036-07-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                    | Olympus Water US Holding Corporation 2024 USD Term Loan                                                                    | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    319721 | PA      | $319041.89    | 0.21%             | 2031-06-20      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                 | Paraguay Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    259000 | PA      | $257710.18    | 0.17%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   8294225 | NS      | $8294224.98   | 5.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBION FINANCING 3 SARL                                 | ALBION FINANCING 3 SARL 2025 USD TERM LOAN                                                                                 | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    217187 | PA      | $218571.30    | 0.14%             | 2031-05-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    385600 | PA      | $55719.20     | 0.04%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                               | Serta Simmons Bedding LLC 2024 Priority Term Loan                                                                          | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |     27161 | PA      | $27195.12     | 0.02%             | 2028-06-29      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    310000 | PA      | $260322.04    | 0.17%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                                                                       | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273771.75    | 0.18%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                      | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $232895.16    | 0.15%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Term Loan B9                                                                                              | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     38300 | PA      | $38337.53     | 0.03%             | 2027-07-31      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                              | Hanger Inc 2024 Delayed Draw Term Loan                                                                                     | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     19954 | PA      | $20039.70     | 0.01%             | 2031-10-23      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| City Brewing Company LLC                                | City Brewing Company LLC 2024 First Out New Money Term Loan                                                                | CUSIP: 10756PAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15234 | PA      | $4189.22      | 0.00%             | 2028-04-05      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384CN62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $513014.60    | 0.34%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -23 | NC      | $-74979.66    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                                                                | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90737.61     | 0.06%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                                                               | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    451473 | PA      | $452964.66    | 0.30%             | 2028-05-12      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $278340.00    | 0.18%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                   | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    151000 | PA      | $154940.50    | 0.10%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     28000 | PA      | $29336.65     | 0.02%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                  | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    191000 | PA      | $200350.41    | 0.13%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     15000 | PA      | $10907.48     | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    334000 | PA      | $355280.97    | 0.23%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                       | Imola Merger Corp                                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $379672.57    | 0.25%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                   | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                                                             | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    124064 | PA      | $124193.09    | 0.08%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382T5V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2650678 | PA      | $348754.95    | 0.23%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                          | Lonza Group AG USD Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    264564 | PA      | $237209.65    | 0.16%             | 2028-07-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 31397GE63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315968 | PA      | $252597.24    | 0.17%             | 2037-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    205000 | PA      | $175771.42    | 0.12%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                             | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $89534.05     | 0.06%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652886 | PA      | $109415.99    | 0.07%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Residential Services, LLC                      | American Residential Services LLC 2025 Repriced Term Loan B                                                                | CUSIP: 02927HAH1<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |     96000 | PA      | $96330.24     | 0.06%             | 2032-02-02      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     55000 | PA      | $53711.63     | 0.04%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $197782.24    | 0.13%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                                                           | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81946.74     | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BKJC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109117 | PA      | $3208.66      | 0.00%             | 2044-09-15      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     28000 | PA      | $33215.18     | 0.02%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                  | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94939.89     | 0.06%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                    | Constant Contact Inc Term Loan                                                                                             | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    266071 | PA      | $257803.91    | 0.17%             | 2028-02-10      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $159192.63    | 0.11%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31396V5N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347924 | PA      | $31692.24     | 0.02%             | 2037-06-25      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| GEE ACQUISITION HOLDINGS CORP                           | GEE ACQUISITION HOLDINGS CORP                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3588 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                                                                      | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208325.00    | 0.14%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    203300 | PA      | $40680.33     | 0.03%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    224000 | PA      | $224258.72    | 0.15%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                     | Hudbay Minerals Inc                                                                                                        | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148898.39    | 0.10%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHRG INTERMEDIATE LLC                                   | PHRG Intermediate LLC 2025 Term Loan B                                                                                     | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $125104.38    | 0.08%             | 2032-02-20      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                           | Adient US LLC 2024 Term Loan B2                                                                                            | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |     78383 | PA      | $78756.29     | 0.05%             | 2031-01-31      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    330100 | PA      | $52650.95     | 0.03%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $168393.48    | 0.11%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                           | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99370.91     | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $156999.63    | 0.10%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                                            | CUSIP: 14311QAN7<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001875.00   | 0.66%             | 2032-01-20      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| MATADOR BIDCO SARL                                      | Matador Bidco Sarl 2024 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 549300CNVJU6794GIZ49 | Long             | LON              | CORP              | LU        |    131034 | PA      | $132241.75    | 0.09%             | 2029-07-30      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     69000 | PA      | $10270.65     | 0.01%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     22000 | PA      | $20042.00     | 0.01%             | 2033-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382KWY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4893088 | PA      | $610343.31    | 0.40%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BSTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430558 | PA      | $78476.57     | 0.05%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                     | White Cap Buyer LLC 2024 Term Loan B                                                                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    337023 | PA      | $336957.11    | 0.22%             | 2029-10-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING INC                               | SERTA SIMMONS BEDDING INC                                                                                                  | CUSIP: 937BQA905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17110 | NS      | $160834.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan D                                                                                                   | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    369654 | PA      | $369800.07    | 0.24%             | 2029-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -45 | NC      | $-31645.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPM Lending Facility                                    | JPM Lending Facility                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1237500 | PA      | $1249547.06   | 0.82%             | 2029-07-15      | Variable      | 11.36%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $6277.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon 68 Ltd                                          | Octagon 68 Ltd                                                                                                             | CUSIP: 675949AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005170.00   | 0.66%             | 2036-10-20      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BLH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    592320 | PA      | $64088.84     | 0.04%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                                                                 | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $302244.19    | 0.20%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HADD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1022163.10   | 0.67%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                         | Cano Health LLC 2024 Exit Term Loan                                                                                        | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |     15418 | PA      | $13162.90     | 0.01%             | 2029-06-28      | Floating      | 13.80%                | No            |                  2 | On Loan: No      |
| Flame Newco LLC                                         | Flame Newco LLC 2023 Exit PIK Term Loan                                                                                    | CUSIP: 33848XAB0<br>LEI: 254900MNVAHG9TQCPA24 | Long             | LON              | CORP              | US        |     30014 | PA      | $29964.47     | 0.02%             | 2028-06-30      | Floating      | 12.50%                | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                           | Citrin Cooperman Advisors LLC 2025 Term Loan B                                                                             | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    164394 | PA      | $164804.92    | 0.11%             | 2032-04-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $208879.00    | 0.14%             | 2034-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                  | Cushman & Wakefield US Borrower LLC 2025 Term Loan B1                                                                      | CUSIP: 23340DAV4<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    403327 | PA      | $406295.37    | 0.27%             | 2030-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                   | Tempo Acquisition LLC 2025 Repriced Term Loan B                                                                            | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    100104 | PA      | $99955.08     | 0.07%             | 2028-08-31      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                      | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                               | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    207113 | PA      | $186608.89    | 0.12%             | 2031-09-30      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| AMERIFORGE GROUP INC                                    | Ameriforge Group Inc 2024 PIK Class A Delayed Draw Term Loan                                                               | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |     13649 | PA      | $1815.38      | 0.00%             | 2025-12-31      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BC7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15827 | PA      | $125.81       | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUM610 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92XUM610 CDS USD P V 03MEVENT 1 CCPSOVEREIGN                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2500000 | OU      | $-8226.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     14000 | PA      | $11032.06     | 0.01%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NOURYON FINANCE BV                                      | Nouryon Finance BV 2024 USD Term Loan B1                                                                                   | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    157487 | PA      | $157733.78    | 0.10%             | 2028-04-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                        | DexKo Global Inc 2021 USD Term Loan B                                                                                      | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    120938 | PA      | $115605.37    | 0.08%             | 2028-10-04      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                            | First Advantage Holdings LLC 2024 Term Loan B                                                                              | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    198127 | PA      | $199097.82    | 0.13%             | 2031-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANUVU HOLDINGS 2 LLC                                    | Anuvu Holdings 2 LLC 2024 Senior Priority Term Loan                                                                        | CUSIP: 03735KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33636 | PA      | $33636.24     | 0.02%             | 2027-09-27      | Floating      | 8.41%                 | No            |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     45000 | PA      | $8460.00      | 0.01%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                             | Clover Holdings SPV III LLC 2024 USD Term Loan                                                                             | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     23898 | PA      | $23867.88     | 0.02%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     37000 | PA      | $6928.25      | 0.00%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc 2025 Term Loan B                                                                                     | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    199500 | PA      | $199574.81    | 0.13%             | 2032-02-10      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIF95B55 CDS USD R F  1.00000 BMIF95B63 CORPORATE / Short: BMIF95B55 CDS USD P V 03MEVENT BMIF95B71 CORPORATE       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     36000 | OU      | $-993.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                      | Project Ruby Ultimate Parent Corp. 2025 Term Loan B                                                                        | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    168031 | PA      | $168450.70    | 0.11%             | 2028-03-10      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                        | CUSIP: 46642NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $327844.80    | 0.22%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                         | Trans Union LLC 2024 Term Loan B9                                                                                          | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    180887 | PA      | $181260.68    | 0.12%             | 2031-06-24      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                                     | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    147755 | PA      | $148724.05    | 0.10%             | 2028-12-12      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $-8352.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XII-B Ltd                                                                                      | CUSIP: 081917AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005002.00   | 0.66%             | 2037-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $2068.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                | Windsor Holdings III LLC                                                                                                   | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212240.40    | 0.14%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XVTUE9 CDS USD R F  1.00000 Z92XVTUG4 CCPSOVEREIGN / Short: S92XVTUE9 CDS USD P V 03MEVENT Z92XVTUF6 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    180000 | OU      | $-16079.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    212000 | PA      | $196683.49    | 0.13%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136B9EX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1212561 | PA      | $163678.22    | 0.11%             | 2050-02-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| NORTHSTAR GROUP SERVICES INC                            | Northstar Group Services Inc 2024 Term Loan B                                                                              | CUSIP: 66707RAF4<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |    223124 | PA      | $224719.40    | 0.15%             | 2030-05-31      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C6                                                                             | CUSIP: 90349GAS4<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    848384 | PA      | $734807.51    | 0.48%             | 2046-04-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited                   | Digicel International Finance Limited 2024 Term Loan                                                                       | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | BM        |    125576 | PA      | $126204.24    | 0.08%             | 2027-05-25      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $232574.58    | 0.15%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIR COMM CORPORATION LLC                                | AIR COMM CORPORATION LLC 2025 TERM LOAN                                                                                    | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    184154 | PA      | $184614.23    | 0.12%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                     | Peer Holding III BV 2025 USD Term Loan B4B                                                                                 | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    148125 | PA      | $148633.81    | 0.10%             | 2030-10-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                             | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $156818.40    | 0.10%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                  | CUSHMAN + WAKFELD US BORWR LLC 2025 TERM LOAN B3                                                                           | CUSIP: 000000000<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    158333 | PA      | $159454.30    | 0.11%             | 2030-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2021 Term Loan D                                                                                       | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     77698 | PA      | $77719.55     | 0.05%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $298855.56    | 0.20%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    370000 | PA      | $379717.78    | 0.25%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    212000 | PA      | $243951.60    | 0.16%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nvent Electric Public Limited Company                   | Nvent Electric Public Limited Company Term Loan B                                                                          | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |    150000 | PA      | $150984.75    | 0.10%             | 2032-01-30      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                                                                 | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    230000 | PA      | $227382.88    | 0.15%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings LP                             | Franklin Square Holdings LP 2024 Term Loan B                                                                               | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123750 | PA      | $124523.44    | 0.08%             | 2031-04-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31395DWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407022 | PA      | $29211.02     | 0.02%             | 2036-06-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    186564 | PA      | $168140.81    | 0.11%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                                                                       | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189913.58    | 0.13%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LV Ltd                                                                                                | CUSIP: 55819FAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505823.00   | 0.99%             | 2037-07-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    584022 | PA      | $82055.09     | 0.05%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                    | Speedster Bidco GmbH 2024 USD Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |     99750 | PA      | $100206.86    | 0.07%             | 2031-12-10      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                  | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    642000 | PA      | $647112.89    | 0.43%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC       | Foundation Building Materials Holding Company LLC 2024 Term Loan B2                                                        | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    123276 | PA      | $119245.49    | 0.08%             | 2031-01-29      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     44000 | PA      | $51260.00     | 0.03%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    327000 | PA      | $60886.58     | 0.04%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Tanzania                                                | Tanzania 10 Year Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |   1030588 | PA      | $1037685.91   | 0.68%             | 2031-04-28      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 31397JZ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    580912 | PA      | $44291.34     | 0.03%             | 2037-07-15      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| ANUVU HOLDINGS 2 LLC                                    | Anuvu Holdings 2 LLC 2024 Senior Takeback Term Loan                                                                        | CUSIP: 03735KAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86379 | PA      | $1589.38      | 0.00%             | 2026-03-23      | Floating      | 12.66%                | No            |                  3 | On Loan: No      |
| ALERA GROUP INC                                         | Alera Group Inc 2025 Term Loan                                                                                             | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    225000 | PA      | $226252.13    | 0.15%             | 2032-05-31      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HMNX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1026219.30   | 0.68%             | 2055-08-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136A93D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982619 | PA      | $187299.82    | 0.12%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $4464.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE SEP25                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -8 | NC      | $6664.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDURE DIGITAL INC                                      | Endure Digital Inc 2024 CoOp Term Loan                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    432000 | PA      | $318600.00    | 0.21%             | 2028-02-10      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                      | Alliant Holdings Intermediate LLC 2024 Term Loan B6                                                                        | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    120346 | PA      | $120490.81    | 0.08%             | 2031-09-19      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217934 | PA      | $219086.77    | 0.14%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FGEC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1070618 | PA      | $1131918.27   | 0.75%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                          | Bombardier Inc                                                                                                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14081.33     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                | Adtalem Global Education Inc                                                                                               | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247241.52    | 0.16%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                                                          | CUSIP: 3617AUBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85028 | PA      | $81597.68     | 0.05%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    306000 | PA      | $57107.25     | 0.04%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DRAGON BUYER INC                                        | Dragon Buyer Inc Term Loan B                                                                                               | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    174125 | PA      | $174606.46    | 0.12%             | 2031-09-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                 | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    322000 | PA      | $321765.65    | 0.21%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GBVS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    402264 | PA      | $420876.69    | 0.28%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100686.80    | 0.07%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                   | Fortress Intermediate 3 Inc                                                                                                | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157609.95    | 0.10%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $1733.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3617FLP33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    491003 | PA      | $495681.89    | 0.33%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERIFORGE GROUP INC                                    | Ameriforge Group Inc 2024 PIK Class A Initial Term Loan                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118198 | PA      | $15720.27     | 0.01%             | 2025-12-31      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    209000 | PA      | $153286.60    | 0.10%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31397QZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617520 | PA      | $22802.92     | 0.02%             | 2041-01-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    225600 | PA      | $35413.56     | 0.02%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AKBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163790 | PA      | $30541.20     | 0.02%             | 2044-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      8000 | PA      | $1508.00      | 0.00%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $105515.00    | 0.07%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $214807.14    | 0.14%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    276900 | PA      | $39181.35     | 0.03%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    180000 | PA      | $83994.56     | 0.06%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 Second Out Term Loan                                                                                   | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     93850 | PA      | $35545.50     | 0.02%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds              | Republic of Azerbaijan International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    150000 | PA      | $136677.36    | 0.09%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                             | Autokiniton US Holdings Inc 2024 Term Loan B                                                                               | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    168066 | PA      | $162843.84    | 0.11%             | 2028-04-06      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1351000 | PA      | $1005920.83   | 0.66%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     22000 | PA      | $16450.58     | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Apex Tool Group LLC                                     | Apex Tool Group LLC 2024 Super Priority 2nd Out Term Loan A                                                                | CUSIP: 03759DAN8<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |     67102 | PA      | $58322.61     | 0.04%             | 2029-02-08      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                             | Surgery Center Holdings Inc 2024 Term Loan B                                                                               | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    192684 | PA      | $193537.54    | 0.13%             | 2030-12-19      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                        | TTF Holdings LLC 2024 Term Loan                                                                                            | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171849 | PA      | $170775.26    | 0.11%             | 2031-07-18      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                              | MajorDrive Holdings IV LLC 2022 Incremental Term Loan B                                                                    | CUSIP: 56085UAC7<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    217688 | PA      | $216190.90    | 0.14%             | 2029-06-01      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | VOYAGER PARENT LLC TERM LOAN B                                                                                             | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    100000 | PA      | $100214.00    | 0.07%             | 2032-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137B02M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420242 | PA      | $25245.10     | 0.02%             | 2033-02-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136APHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332092 | PA      | $63249.75     | 0.04%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31394VX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286870 | PA      | $237086.34    | 0.16%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                                   | BOOTS GROUP BIDCO LTD USD TERM LOAN                                                                                        | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    175000 | PA      | $175110.25    | 0.12%             | 2032-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    350000 | PA      | $376796.58    | 0.25%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                     | Hilcorp Energy I LP Term Loan B                                                                                            | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |     99750 | PA      | $100155.48    | 0.07%             | 2030-02-11      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136APA44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1261480 | PA      | $209033.63    | 0.14%             | 2045-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137FCT20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322696 | PA      | $66831.63     | 0.04%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                                                                     | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    300000 | PA      | $306300.00    | 0.20%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings Inc                            | Victory Capital Holdings Inc 2021 Term Loan B                                                                              | CUSIP: 92645DAH2<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |    120427 | PA      | $120790.56    | 0.08%             | 2026-07-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31359PXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16876 | PA      | $17130.73     | 0.01%             | 2027-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                  | Rackspace Finance LLC 2024 First Lien First Out Term Loan                                                                  | CUSIP: 75008UAC1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |     72761 | PA      | $73709.67     | 0.05%             | 2028-05-15      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| Central Parent Inc                                      | Central Parent Inc 2024 Term Loan B                                                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320143 | PA      | $261717.12    | 0.17%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    302000 | PA      | $297123.27    | 0.20%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                | Proampac PG Borrower LLC 2024 Term Loan                                                                                    | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    172380 | PA      | $173134.61    | 0.11%             | 2028-09-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384GBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1027708.70   | 0.68%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                     | Momentive Performance Materials Inc 2023 Term Loan                                                                         | CUSIP: 60877JAG7<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | LON              | CORP              | US        |     79099 | PA      | $79420.40     | 0.05%             | 2028-03-29      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $2901.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOURNEY PERSONAL CARE CORP                              | Journey Personal Care Corp 2024 Term Loan B                                                                                | CUSIP: 48114NAF8<br>LEI: 5493000G9KGROJ41TP46 | Long             | LON              | CORP              | US        |    168028 | PA      | $165508.01    | 0.11%             | 2028-03-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                             | Grant Thornton Advisors LLC 2025 Term Loan B                                                                               | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    173690 | PA      | $174030.98    | 0.11%             | 2031-06-02      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                                                                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211588.20    | 0.14%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2 | NC      | $8034.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Acquisitionco LLC                                 | Oscar AcquisitionCo LLC Term Loan B                                                                                        | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |    121563 | PA      | $111023.65    | 0.07%             | 2029-04-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    108321 | PA      | $103344.55    | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                | National Bank of Uzbekistan                                                                                                | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |    240000 | PA      | $254479.03    | 0.17%             | 2029-07-05      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        92 | NC      | $13585.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyMiles IP Ltd                                         | SkyMiles IP Ltd 2020 Skymiles Term Loan B                                                                                  | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |     82789 | PA      | $83311.64     | 0.05%             | 2027-10-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    149000 | PA      | $174897.31    | 0.12%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-39.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                      | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $310000.00    | 0.20%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    126000 | PA      | $136891.69    | 0.09%             | 2044-09-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BVGL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223909 | PA      | $231714.21    | 0.15%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     10729 | PA      | $5049.10      | 0.00%             | 2030-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    934115 | PA      | $954138.88    | 0.63%             | 2054-06-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     50000 | PA      | $48100.00     | 0.03%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Applied Systems Inc                                     | Applied Systems Inc 2024 1st Lien Term Loan                                                                                | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    665924 | PA      | $667265.71    | 0.44%             | 2031-02-24      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                  | Astra Acquisition Corp 2024 New Money Term Loan A                                                                          | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84370 | PA      | $23966.63     | 0.02%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company LP                 | Calpine Construction Finance Company LP 2023 Refinancing Term Loan B                                                       | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    158911 | PA      | $159206.21    | 0.11%             | 2030-07-31      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| HOYA MIDCO LLC                                          | Hoya Midco LLC 2025 Term Loan B                                                                                            | CUSIP: 44325HAF5<br>LEI: 549300LK73TSUP0YKH27 | Long             | LON              | CORP              | US        |     22996 | PA      | $20247.63     | 0.01%             | 2029-02-03      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                  | Cascade MH Asset Trust 2022-MH1                                                                                            | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414809 | PA      | $401849.13    | 0.27%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                               | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $106152.00    | 0.07%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BUPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    337579 | PA      | $42835.26     | 0.03%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38657 | PA      | $37523.34     | 0.02%             | 2035-01-01      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| UGI ENERGY SERVICES LLC                                 | UGI Energy Services LLC 2024 Term Loan B                                                                                   | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    214256 | PA      | $215499.99    | 0.14%             | 2030-02-22      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59550.70     | 0.04%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30000.46     | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 31395U5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165527 | PA      | $9481.69      | 0.01%             | 2035-05-15      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                              | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    149250 | PA      | $149623.13    | 0.10%             | 2031-09-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    150000 | PA      | $76019.47     | 0.05%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ALU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815554 | PA      | $131814.39    | 0.09%             | 2044-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98026.75     | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                    | Berlin Packaging LLC 2024 Term Loan B7                                                                                     | CUSIP: 08511LBC1<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    169348 | PA      | $169944.89    | 0.11%             | 2031-06-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc 2024 Term Loan B1                                                                                           | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     84264 | PA      | $84369.31     | 0.06%             | 2029-11-15      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| RealPage Inc                                            | RealPage Inc 1st Lien Term Loan                                                                                            | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    385000 | PA      | $385000.00    | 0.25%             | 2028-04-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                                                          | CUSIP: 3622A2NS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84985 | PA      | $86395.27     | 0.06%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Electron BidCo Inc                                      | Electron BidCo Inc 2021 Term Loan                                                                                          | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121570 | PA      | $121988.51    | 0.08%             | 2028-11-01      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                          | Go Daddy Operating Company LLC 2024 Term Loan B8                                                                           | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    477775 | PA      | $478651.35    | 0.32%             | 2029-11-09      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137FCN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    413617 | PA      | $85444.62     | 0.06%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                             | Epicor Software Corporation 2024 Term Loan E                                                                               | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    244595 | PA      | $245304.57    | 0.16%             | 2031-05-30      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                       | EMRLD Borrower LP 2024 Term Loan B                                                                                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    124062 | PA      | $124295.12    | 0.08%             | 2031-08-04      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                              | Select Medical Corporation 2024 Term Loan B                                                                                | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    124375 | PA      | $124375.00    | 0.08%             | 2031-12-03      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XULET2 CDS USD R F  1.00000 Z92XULEV7 CCPSOVEREIGN / Short: S92XULET2 CDS USD P V 03MEVENT Z92XULEU9 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2000000 | OU      | $20296.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                                | CUSIP: 61691GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $200937.83    | 0.13%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384GQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1028762.70   | 0.68%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    154000 | PA      | $29029.00     | 0.02%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                                                                     | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245409.55    | 0.16%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH, INC.,                                      | CANO HEALTH, INC.,                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3285 | NS      | $12455.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     70000 | PA      | $68377.43     | 0.05%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS US Finance LLC                                    | Ineos US Finance LLC 2023 USD Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    264481 | PA      | $246379.86    | 0.16%             | 2030-02-18      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     42000 | PA      | $31080.85     | 0.02%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Octagon 60 Ltd                                          | Octagon 60 Ltd                                                                                                             | CUSIP: 675936AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1014910.00   | 0.67%             | 2037-10-20      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 First Out Term Loan                                                                                    | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    141341 | PA      | $125086.76    | 0.08%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    150000 | PA      | $156787.50    | 0.10%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                             | CHG Healthcare Services Inc 2024 Term Loan B1                                                                              | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    144409 | PA      | $144521.39    | 0.10%             | 2028-09-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     47000 | PA      | $8772.14      | 0.01%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92TF9ST0 CDS USD R F  1.00000 Z92TF9SV5 CCPSOVEREIGN / Short: S92TF9ST0 CDS USD P V 03MEVENT Z92TF9SU7 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2200000 | OU      | $1369.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-22

**Name of Applicant:** Eaton Vance Short Duration Diversified Income Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer