# EDGAR Filing Document

**Accession Number:** 0000745463
**File Stem:** 0001410368-26-020595
**Filing Date:** 2026-2
**Character Count:** 379123
**Document Hash:** 1154cdb810b2bf5776e4feda1e87349c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020595.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001410368-26-020595

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Mutual Funds Trust
- **CENTRAL INDEX KEY:** 0000745463

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04015
- **FILM NUMBER:** 26696872

**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 MUTUAL FUNDS TRUST
- **DATE OF NAME CHANGE:** 19950711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE GOVERNMENT OBLIGATIONS TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Eaton Vance Total Return Bond Fund (Series ID: S000026932)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000081142 | Eaton Vance Total Return Bond Fund Class A  | EBABX           |
| C000081143 | Eaton Vance Total Return Bond Fund Class C  | ECBAX           |
| C000081144 | Eaton Vance Total Return Bond Fund Class I  | EIBAX           |
| C000243098 | Eaton Vance Total Return Bond Fund Class R6 | ERABX           |

## Nport-Ex

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited)

------

Affiliated Investment Funds — 2.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Eaton Vance Emerging Markets Debt Opportunities Fund, Class I<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4291962 | &nbsp;&nbsp;$35794960 |
| Eaton Vance Emerging Markets Local Income Fund, Class I<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9419966 | &nbsp;&nbsp;&nbsp;&nbsp; 33440881 |
| Eaton Vance Global Macro Absolute Return Fund, Class I<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2992346 | &nbsp;&nbsp;&nbsp;&nbsp; 26422417 |
| Total Affiliated Investment Funds<br> (identified cost $94,285,000) |  | &nbsp;&nbsp;**$95658258** |

---

Asset-Backed Securities — 11.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aaset Trust, Series 2019-2, Class B, 4.458%, 10/16/39<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;$591501 |
| Abry Liquid Credit CLO Ltd., Series 2025-1A, Class D, 7.20%, (3 mo. SOFR + 3.25%), 10/20/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4015192 |
| Acacia LLC, Series 2025-1, Class A, 5.24%, 11/15/37<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5521 | &nbsp;&nbsp;&nbsp;&nbsp; 5528434 |
| ACHV ABS Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-3AL, Class C, 5.68%, 12/26/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 | &nbsp;&nbsp;&nbsp;&nbsp; 1285482 |
| &nbsp;&nbsp;&nbsp;Series 2024-3AL, Class D, 6.75%, 12/26/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp; 3732191 |
| ACM Auto Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-2A, Class A, 6.06%, 2/20/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp; 480655 |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class A, 5.38%, 6/20/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627 | &nbsp;&nbsp;&nbsp;&nbsp; 1626125 |
| ALTDE Trust, Series 2025-1A, Class A, 5.90%, 8/15/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4777 | &nbsp;&nbsp;&nbsp;&nbsp; 4891543 |
| AMSR Trust, Series 2021-SFR2, Class F1, 3.275%, 8/17/38<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 493029 |
| Ballyrock CLO 16 Ltd., Series 2021-16A, Class C1R, 6.634%, (3 mo. SOFR + 2.75%), 4/20/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2968464 |
| Barings CLO Ltd., Series 2019-4A, Class D2R, 8.505%, (3 mo. SOFR + 4.60%), 7/15/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2516013 |
| Battalion CLO 18 Ltd., Series 2024-25A, Class D, 8.234%, (3 mo. SOFR + 4.35%), 3/13/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3016038 |
| Battalion CLO XXIX Ltd., Series 2025-29A, Class D1, 7.581%, (3 mo. SOFR + 3.30%), 3/31/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3523954 |
| Battalion CLO XXX Ltd., Series 2025-30A, Class D1, 6.629%, (3 mo. SOFR + 2.95%), 1/20/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3002394 |
| Benefit Street Partners CLO 41 Ltd., Series 2025-41A, Class D1, 7.068%, (3 mo. SOFR + 2.75%), 7/25/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3506041 |
| Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class D2R, 8.405%, (3 mo. SOFR + 4.50%), 7/15/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1006738 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Bridge Trust, Series 2025-SFR1, Class D, 4.20%, 9/17/42<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498 | &nbsp;&nbsp;$4230607 |
| Brookhaven Park CLO Ltd., Series 2024-1A, Class D, 7.484%, (3 mo. SOFR + 3.60%), 4/19/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2515650 |
| Bryant Park Funding Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-19A, Class D1R, 6.705%, (3 mo. SOFR + 2.80%), 4/15/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4006032 |
| &nbsp;&nbsp;&nbsp;Series 2023-20A, Class DR, 7.305%, (3 mo. SOFR + 3.40%), 4/15/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3515218 |
| &nbsp;&nbsp;&nbsp;Series 2023-21A, Class D1R, 6.661%, (3 mo. SOFR + 2.75%), 10/18/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2999373 |
| &nbsp;&nbsp;&nbsp;Series 2024-22A, Class D, 8.205%, (3 mo. SOFR + 4.30%), 4/15/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3018426 |
| Cajun Global LLC, Series 2025-2A, Class A2, 5.912%, 11/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12375 | &nbsp;&nbsp;&nbsp;&nbsp; 12451557 |
| Castlelake Aircraft Structured Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A, 3.967%, 4/15/39<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4382 | &nbsp;&nbsp;&nbsp;&nbsp; 4295709 |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class C, 7.75%, 2/15/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9401 | &nbsp;&nbsp;&nbsp;&nbsp; 9477359 |
| &nbsp;&nbsp;&nbsp;Series 2025-2A, Class B, 6.303%, 8/15/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010 | &nbsp;&nbsp;&nbsp;&nbsp; 3042124 |
| CIFC Funding Ltd., Series 2022-3A, Class D, 7.62%, (3 mo. SOFR + 3.75%), 4/21/35<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3006990 |
| Cloud Capital Holdco LP, Series 2024-2A, Class A2, 5.923%, 11/22/49<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055 | &nbsp;&nbsp;&nbsp;&nbsp; 9172389 |
| Coinstar Funding LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116 | &nbsp;&nbsp;&nbsp;&nbsp; 3565265 |
| Cologix Canadian Issuer LP, Series 2022-1CAN, Class C, 7.74%, 1/25/52<sup>(2)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2003115 |
| Cologix Data Centers U.S. Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 3.79%, 12/26/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4189834 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 5.99%, 12/26/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2857707 |
| DataBank Issuer II LLC, Series 2025-1A, Class B, 5.669%, 9/27/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3134 | &nbsp;&nbsp;&nbsp;&nbsp; 3070369 |
| Diamond Infrastructure Funding LLC, Series 2021-1A, Class C, 3.475%, 4/15/49<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp; 963460 |
| Diamond Issuer LLC, Series 2021-1A, Class B, 2.701%, 11/20/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 959948 |
| Driven Brands Funding LLC, Series 2019-2A, Class A2, 3.981%, 10/20/49<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10615 | &nbsp;&nbsp;&nbsp;&nbsp; 10550025 |
| Eldridge CLO Ltd., Series 2025-2A, Class D1, (3 mo. SOFR + 2.85%), 1/20/39<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2001576 |
| Elmwood CLO 32 Ltd., Series 2024-8A, Class D1, 6.734%, (3 mo. SOFR + 2.85%), 10/18/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2514615 |
| Elmwood CLO VI Ltd., Series 2020-3A, Class D2RR, 8.234%, (3 mo. SOFR + 4.35%), 7/18/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1004514 |
| Elmwood CLO VIII Ltd., Series 2021-1A, Class DR, 7.684%, (3 mo. SOFR + 3.80%), 4/20/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2512435 |
| Empower CLO Ltd., Series 2024-1A, Class D1, 7.608%, (3 mo. SOFR + 3.75%), 4/25/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3016074 |
| Falcon Aerospace Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1, Class A, 3.597%, 9/15/39<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp; 492069 |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Falcon Aerospace Ltd.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1, Class B, 4.791%, 9/15/39<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;$513058 |
| FirstKey Homes Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class F3, 3.686%, 8/17/38<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3615 | &nbsp;&nbsp;&nbsp;&nbsp; 3570968 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class G, 3.835%, 8/17/38<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4949 | &nbsp;&nbsp;&nbsp;&nbsp; 4878435 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR2, Class G, 3.406%, 9/17/38<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3907883 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR3, Class G, 3.981%, 12/17/38<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3885588 |
| FMC FMSR Issuer Trust, Series 2024-FT1, Class A, 6.559%, 9/25/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp;&nbsp;&nbsp; 9298958 |
| FMC GMSR Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-GT1, Class A, 3.62%, 7/25/26<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp; 2208995 |
| &nbsp;&nbsp;&nbsp;Series 2021-GT2, Class A, 3.85%, 10/25/26<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp; 1639378 |
| GAIA Aviation Ltd., Series 2019-1, Class A, 3.967% to 12/15/26, 12/15/44<sup>(2)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp; 510250 |
| Galaxy 31 CLO Ltd., Series 2023-31A, Class DR, 7.105%, (3 mo. SOFR + 3.20%), 7/15/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp; 2353760 |
| Galaxy 33 CLO Ltd., Series 2024-33A, Class D1, 7.434%, (3 mo. SOFR + 3.55%), 4/20/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1504185 |
| Goddard Funding LLC, Series 2024-1A, Class A2, 6.834%, 10/30/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp; 6743690 |
| Golub Capital Partners CLO 72 B Ltd., Series 2024-72A, Class D, 7.858%, (3 mo. SOFR + 4.00%), 4/25/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3019920 |
| Goto Foods Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II, 5.093%, 4/30/47<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2288 | &nbsp;&nbsp;&nbsp;&nbsp; 2284134 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A2, 7.206%, 7/30/52<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2182 | &nbsp;&nbsp;&nbsp;&nbsp; 2203462 |
| Harvest U.S. CLO Ltd., Series 2024-2A, Class D1, 7.155%, (3 mo. SOFR + 3.25%), 10/15/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2509370 |
| Home Partners of America Trust, Series 2021-2, Class F, 3.799%, 12/17/26<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6716 | &nbsp;&nbsp;&nbsp;&nbsp; 6586431 |
| Horizon Aircraft Finance II Ltd., Series 2019-1, Class A, 3.721%, 7/15/39<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp; 614776 |
| Horizon Aircraft Finance IV Ltd., Series 2024-1, Class A, 5.375%, 9/15/49<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7031 | &nbsp;&nbsp;&nbsp;&nbsp; 7116923 |
| LoanDepot GMSR Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-GT1, Class A, 6.584%, (1 mo. SOFR + 2.85%), 5/16/30<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp; 5042006 |
| &nbsp;&nbsp;&nbsp;Series 2025-GT1, Class B, 7.284%, (1 mo. SOFR + 3.55%), 5/16/30<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3962 | &nbsp;&nbsp;&nbsp;&nbsp; 3972396 |
| Loanpal Solar Loan Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2GF, Class C, 3.50%, 7/20/47<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4187 | &nbsp;&nbsp;&nbsp;&nbsp; 2636750 |
| &nbsp;&nbsp;&nbsp;Series 2020-3GS, Class C, 3.50%, 12/20/47<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp; 1945781 |
| &nbsp;&nbsp;&nbsp;Series 2021-1GS, Class C, 3.50%, 1/20/48<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp;&nbsp;&nbsp; 818686 |
| Lunar Aircraft Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 4.335%, 2/15/45<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp; 333807 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class C, 6.413%, 2/15/45<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp; 18698 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, 2.636%, 10/15/46<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4912 | &nbsp;&nbsp;$4691316 |
| Madison Park Funding LV Ltd., Series 2022-55A, Class D1R, 7.034%, (3 mo. SOFR + 3.15%), 7/18/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2514280 |
| Magnetite XXII Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-22A, Class DJ, 8.055%, (3 mo. SOFR + 4.15%), 7/15/36<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1001889 |
| &nbsp;&nbsp;&nbsp;Series 2019-22A, Class DRR, 6.805%, (3 mo. SOFR + 2.90%), 7/15/36<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2003992 |
| MFA Trust, Series 2024-NPL1, Class A1, 6.33% to 1/25/26, 9/25/54<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp;&nbsp;&nbsp; 5070282 |
| Mosaic Solar Loan Trust, Series 2019-2A, Class B, 3.28%, 9/20/40<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp; 897076 |
| MVW LLC, Series 2020-1A, Class A, 1.74%, 10/20/37<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp; 78388 |
| Navigator Aviation Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class A, 5.40%, 8/15/49<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp; 4959691 |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class B, 6.09%, 8/15/49<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2972 | &nbsp;&nbsp;&nbsp;&nbsp; 2980569 |
| Neighborly Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 3.584%, 4/30/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp; 3675125 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2, 3.695%, 1/30/52<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp; 5839716 |
| &nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2, 7.308%, 1/30/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4994 | &nbsp;&nbsp;&nbsp;&nbsp; 5066547 |
| New Mountain CLO 3 Ltd., Series CLO-3A, Class D1R, 6.834%, (3 mo. SOFR + 2.95%), 10/20/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4017784 |
| NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A, 6.545%, 3/25/32<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244 | &nbsp;&nbsp;&nbsp;&nbsp; 2291129 |
| NRM FNT1 Excess LLC, Series 2024-FNT1, Class A, 7.398%, 11/25/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5543 | &nbsp;&nbsp;&nbsp;&nbsp; 5647075 |
| NRZ Excess Spread-Collateralized Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-FHT1, Class A, 3.104%, 7/25/26<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp; 164498 |
| &nbsp;&nbsp;&nbsp;Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp; 1112032 |
| Oaktree CLO Ltd., Series 2019-4A, Class D2RR, 8.584%, (3 mo. SOFR + 4.70%), 7/20/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2008698 |
| OCP CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-24A, Class D2R, 8.284%, (3 mo. SOFR + 4.40%), 10/20/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1513463 |
| &nbsp;&nbsp;&nbsp;Series 2024-32A, Class D1, 7.61%, (3 mo. SOFR + 3.75%), 4/23/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3018561 |
| Oportun Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A, 1.47%, 5/8/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp; 1296078 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class C, 3.61%, 10/8/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp; 3095833 |
| Orion CLO Ltd., Series 2023-1A, Class D1R, 6.809%, (3 mo. SOFR + 2.90%), 10/25/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2005500 |
| Pagaya AI Debt Selection Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class C, 3.27%, 5/15/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp; 404180 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class C, 3.93%, 8/15/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp; 947106 |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Pagaya AI Technology in Housing Trust, Series 2023-1, Class F, 3.60%, 10/25/40<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;$1133323 |
| Palmer Square CLO Ltd., Series 2018-1A, Class CR, 7.784%, (3 mo. SOFR + 3.90%), 4/18/37<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3015381 |
| Pioneer Aircraft Finance Ltd., Series 2019-1, Class B, 4.948%, 6/15/44<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351 | &nbsp;&nbsp;&nbsp;&nbsp; 3327543 |
| Planet Fitness Master Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.858%, 12/5/49<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294 | &nbsp;&nbsp;&nbsp;&nbsp; 2200421 |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I, 5.765%, 6/5/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp; 6127371 |
| PNMAC GMSR Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-GT1, Class A, 6.932%, (1 mo. SOFR + 3.20%), 3/25/29<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2827892 |
| &nbsp;&nbsp;&nbsp;Series 2025-GT1, Class A, 6.182%, (1 mo. SOFR + 2.45%), 8/26/30<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp; 7955560 |
| Progress Residential Trust, Series 2022-SFR1, Class H, 5.25%, 2/17/41<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693 | &nbsp;&nbsp;&nbsp;&nbsp; 2615545 |
| Research-Driven Pagaya Motor Trust, Series 2025-6A, Class A3, 5.013%, 8/25/34<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp; 7165118 |
| Retained Vantage Data Centers Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2B, 5.25%, 9/15/48<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877 | &nbsp;&nbsp;&nbsp;&nbsp; 3542010 |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class B, 5.727%, 8/15/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp; 5517834 |
| ServiceMaster Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2I, 2.841%, 1/30/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp; 598539 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2II, 3.337%, 1/30/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581 | &nbsp;&nbsp;&nbsp;&nbsp; 4102202 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A2I, 2.865%, 7/30/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 | &nbsp;&nbsp;&nbsp;&nbsp; 4661198 |
| SERVPRO Master Issuer LLC, Series 2025-1A, Class A2, 5.525%, 10/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8505 | &nbsp;&nbsp;&nbsp;&nbsp; 8490644 |
| Sonic Capital LLC, Series 2020-1A, Class A2I, 3.845%, 1/20/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp;&nbsp;&nbsp; 3669022 |
| STAR Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class G, 7.066%, (1 mo. SOFR + 3.314%), 4/17/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4844 | &nbsp;&nbsp;&nbsp;&nbsp; 4841797 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class H, 8.316%, (1 mo. SOFR + 4.564%), 4/17/38<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1601233 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR2, Class F, 6.715%, (1 mo. SOFR + 2.964%), 1/17/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357 | &nbsp;&nbsp;&nbsp;&nbsp; 2361373 |
| &nbsp;&nbsp;&nbsp;Series 2024-SFR4, Class D, 6.70%, (1 mo. SOFR + 2.95%), 10/17/41<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp; 2422939 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR5, Class D, 6.201%, (1 mo. SOFR + 2.45%), 2/17/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5006553 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR6, Class D, 6.151%, (1 mo. SOFR + 2.40%), 8/17/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp; 7384940 |
| Subway Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2I, 5.246%, 7/30/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6993 | &nbsp;&nbsp;&nbsp;&nbsp; 6981155 |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2II, 5.566%, 7/30/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5266 | &nbsp;&nbsp;&nbsp;&nbsp; 5233821 |
| Sunnova Helios II Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-AA, Class C, 5.32%, 6/20/46<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp; 697747 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class B, 2.01%, 7/20/48<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp; 1500145 |
| Sunnova Helios IV Issuer LLC, Series 2020-AA, Class B, 7.25%, 6/20/47<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226 | &nbsp;&nbsp;&nbsp;&nbsp; 949874 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Sunnova Helios V Issuer LLC, Series 2021-A, Class B, 3.15%, 2/20/48<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2324 | &nbsp;&nbsp;$1040595 |
| Sunnova Sol Issuer LLC, Series 2020-1A, Class B, 5.54%, 2/1/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp; 5939516 |
| Vantage Data Centers Germany Borrower Lux SARL, Series 2025-1A, Class A2, 4.292%, 6/28/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8068 | &nbsp;&nbsp;&nbsp;&nbsp; 9587223 |
| Vantage Data Centers LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2, 1.992%, 9/15/45<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088 | &nbsp;&nbsp;&nbsp;&nbsp; 2941895 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 2.165%, 10/15/46<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3858 | &nbsp;&nbsp;&nbsp;&nbsp; 3780360 |
| VB-S1 Issuer LLC, Series 2024-1A, Class F, 8.871%, 5/15/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2581 | &nbsp;&nbsp;&nbsp;&nbsp; 2674058 |
| VINE Trust, Series 2023-SFR1, Class E1, 4.75%, 12/17/40<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4844891 |
| Willis Engine Structured Trust V: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class B, 4.212%, 3/15/45<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 | &nbsp;&nbsp;&nbsp;&nbsp; 1225622 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class C, 6.657%, 3/15/45<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp; 242693 |
| Willis Engine Structured Trust VII, Series 2023-A, Class A, 8.00%, 10/15/48<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp; 1222962 |
| Total Asset-Backed Securities<br> (identified cost $424,671,486) |  | &nbsp;&nbsp;**$429466325** |

---

Collateralized Mortgage Obligations — 4.2%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Brean Asset-Backed Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-SRM1, Class M4, 4.00%, 9/25/63<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 | &nbsp;&nbsp;$2321673 |
| &nbsp;&nbsp;&nbsp;Series 2023-SRM1, Class M5, 4.00%, 9/25/63<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 | &nbsp;&nbsp;&nbsp;&nbsp; 2046899 |
| Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 7/25/27, 8/25/54<sup>(2)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp; 1695714 |
| CFMT LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-HB11, Class M2, 4.00%, 2/25/37<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2472150 |
| &nbsp;&nbsp;&nbsp;Series 2024-HB13, Class M2, 3.00%, 5/25/34<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 484106 |
| &nbsp;&nbsp;&nbsp;Series 2024-HB13, Class M3, 3.00%, 5/25/34<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 670736 |
| Champs Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class A, 8.465%, 7/25/59<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp; 3187106 |
| &nbsp;&nbsp;&nbsp;Series 2024-2, Class A, 9.60%, 11/25/59<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp; 2288408 |
| &nbsp;&nbsp;&nbsp;Series 2024-3, Class A, 8.463%, 1/25/60<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4892 | &nbsp;&nbsp;&nbsp;&nbsp; 5082583 |
| &nbsp;&nbsp;&nbsp;Series 2025-2, Class A, 6.981%, 10/25/60<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10068 | &nbsp;&nbsp;&nbsp;&nbsp; 10460908 |
| EFMT, Series 2024-RM3, Class A1A, 5.00%, 12/25/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724 | &nbsp;&nbsp;&nbsp;&nbsp; 1685782 |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 5324, Class MZ, 6.00%, 7/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp; 277892 |
| &nbsp;&nbsp;&nbsp;Series 5402, Class BZ, 6.00%, 4/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 | &nbsp;&nbsp;&nbsp;&nbsp; 1320481 |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 5483, Class FB, 5.304%, (30-day SOFR Average + 1.43%), 12/25/54<sup>(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7541 | &nbsp;&nbsp;$7589451 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA2, Class B1, 7.274%, (30-day SOFR Average + 3.40%), 8/25/33<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp; 2394355 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA2, Class B2, 9.874%, (30-day SOFR Average + 6.00%), 8/25/33<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp; 5542344 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA7, Class B2, 11.674%, (30-day SOFR Average + 7.80%), 11/25/41<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp; 3149249 |
| &nbsp;&nbsp;&nbsp;Series 2021-HQA3, Class B2, 10.124%, (30-day SOFR Average + 6.25%), 9/25/41<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2890001 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class B2, 12.374%, (30-day SOFR Average + 8.50%), 2/25/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp; 8267128 |
| Federal National Mortgage Association Connecticut Avenue Securities: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-R01, Class 2B1, 8.339%, (30-day SOFR Average + 4.464%), 7/25/31<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp; 1181775 |
| &nbsp;&nbsp;&nbsp;Series 2019-R06, Class 2B1, 7.739%, (30-day SOFR Average + 3.864%), 9/25/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6295 | &nbsp;&nbsp;&nbsp;&nbsp; 6412771 |
| &nbsp;&nbsp;&nbsp;Series 2019-R07, Class 1B1, 7.389%, (30-day SOFR Average + 3.514%), 10/25/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp; 2470057 |
| &nbsp;&nbsp;&nbsp;Series 2020-R02, Class 2B1, 6.989%, (30-day SOFR Average + 3.114%), 1/25/40<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;&nbsp; 1641917 |
| &nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B2, 9.874%, (30-day SOFR Average + 6.00%), 10/25/41<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp; 2063970 |
| &nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2B1, 7.174%, (30-day SOFR Average + 3.30%), 11/25/41<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp; 596363 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class DL, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002 | &nbsp;&nbsp;&nbsp;&nbsp; 1044426 |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class MW, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp; 1090288 |
| &nbsp;&nbsp;&nbsp;Series 2023-98, Class BW, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp; 1241022 |
| &nbsp;&nbsp;&nbsp;Series 2023-99, Class AL, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp; 1241377 |
| &nbsp;&nbsp;&nbsp;Series 2023-102, Class SG, 7.946%, (22.546% - 30-day SOFR Average x 3.727), 7/20/53<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp; 1123056 |
| &nbsp;&nbsp;&nbsp;Series 2023-116, Class CY, 6.00%, 8/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp; 2888675 |
| &nbsp;&nbsp;&nbsp;Series 2023-133, Class S, 9.847%, (21.60% - 30-day SOFR Average x 3.00), 9/20/53<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2118 | &nbsp;&nbsp;&nbsp;&nbsp; 2375287 |
| &nbsp;&nbsp;&nbsp;Series 2023-164, Class EL, 6.00%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp; 1647307 |
| &nbsp;&nbsp;&nbsp;Series 2023-173, Class AX, 6.00%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2867165 |
| &nbsp;&nbsp;&nbsp;Series 2023-182, Class EL, 6.00%, 12/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3123999 |
| &nbsp;&nbsp;&nbsp;Series 2024-46, Class AL, 6.00%, 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp; 1674283 |
| Home Re Ltd., Series 2021-2, Class B1, 8.024%, (30-day SOFR Average + 4.15%), 1/25/34<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp; 3762173 |
| ICAP Trust, Series 2025-RTL1, Class A1, 6.472%, 7/25/30<sup>(2)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5075973 |
| JP Morgan Mortgage Trust, Series 2023-HE2, Class A1, 5.618%, (30-day SOFR Average + 1.70%), 3/20/54<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 | &nbsp;&nbsp;&nbsp;&nbsp; 1658897 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| JPM Lending Facility, 10.70%, (SOFR + 7.00%), 7/15/29<sup>(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;$1662017 |
| LHOME Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-RTL3, Class A1, 8.00% to 3/25/26, 8/25/28<sup>(2)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp; 970760 |
| &nbsp;&nbsp;&nbsp;Series 2023-RTL4, Class A1, 7.628% to 1/25/26, 11/25/28<sup>(2)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759 | &nbsp;&nbsp;&nbsp;&nbsp; 2770060 |
| &nbsp;&nbsp;&nbsp;Series 2024-RTL1, Class A1, 7.017% to 8/25/26, 1/25/29<sup>(2)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp; 4668495 |
| LoanDepot GMSR Trust, Series 2025-FT1, Class A, 6.591%, (1 mo. SOFR + 2.75%), 12/19/30<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637 | &nbsp;&nbsp;&nbsp;&nbsp; 3644183 |
| NYMT Loan Trust, Series 2024-BPL1, Class A1, 7.154% to 7/25/26, 2/25/29<sup>(2)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp; 3436630 |
| PRMI Securitization Trust, Series 2025-CMG1, Class A1, 5.428%, (30-day SOFR Average + 1.50%), 12/25/55<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8040 | &nbsp;&nbsp;&nbsp;&nbsp; 8029365 |
| Provident Funding Mortgage Trust, Series 2025-3, Class A3, 6.00%, 8/25/55<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6764 | &nbsp;&nbsp;&nbsp;&nbsp; 6862124 |
| Radian Mortgage Capital Trust, Series 2025-J3, Class A16, 6.00%, 12/25/55<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6393 | &nbsp;&nbsp;&nbsp;&nbsp; 6481629 |
| Rain City Mortgage Trust, Series 2024-RTL1, Class A1, 6.53%, 9/25/29<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4463886 |
| RMF Buyout Issuance Trust, Series 2020-HB1, Class M5, 6.00%, 10/25/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364 | &nbsp;&nbsp;&nbsp;&nbsp; 1087876 |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1, 7.50% to 7/25/26, 2/25/30<sup>(2)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3015278 |
| Total Collateralized Mortgage Obligations<br> (identified cost $153,500,474) |  | &nbsp;&nbsp;**$156100050** |

---

Commercial Mortgage-Backed Securities — 7.0%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| BAHA Trust, Series 2024-MAR, Class C, 7.516%, 12/10/41<sup>(2)(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11508 | &nbsp;&nbsp;$12080986 |
| BAMLL Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM, 3.719%, 11/5/32<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7255 | &nbsp;&nbsp;&nbsp;&nbsp; 6190454 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class FNM, 3.719%, 11/5/32<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7215 | &nbsp;&nbsp;&nbsp;&nbsp; 5845140 |
| BAMLL Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-BHP, Class A, 6.10%, (1 mo. SOFR + 2.35%), 8/15/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5864 | &nbsp;&nbsp;&nbsp;&nbsp; 5884542 |
| &nbsp;&nbsp;&nbsp;Series 2024-BHP, Class C, 7.35%, (1 mo. SOFR + 3.60%), 8/15/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1700510 |
| BBCMS Mortgage Trust, Series 2017-C1, Class D, 3.545%, 2/15/50<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2421493 |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| BFLD Commercial Mortgage Trust, Series 2025-660F, Class D, 6.50%, (1 mo. SOFR + 2.75%), 11/15/42<sup>(2)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;$6081390 |
| BFLD Trust, Series 2025-FPM, Class B, 5.593%, 10/10/40<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7975 | &nbsp;&nbsp;&nbsp;&nbsp; 8097466 |
| BX Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-CSMO, Class B, 6.891%, (1 mo. SOFR + 3.141%), 6/15/27<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4135 | &nbsp;&nbsp;&nbsp;&nbsp; 4152195 |
| &nbsp;&nbsp;&nbsp;Series 2022-CSMO, Class C, 7.639%, (1 mo. SOFR + 3.889%), 6/15/27<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp; 3510469 |
| BX Trust, Series 2025-GW, Class E, 7.40%, (1 mo. SOFR + 3.65%), 7/15/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp; 10996720 |
| Caister Finance DAC, Series 1A, Class C, 6.696%, (SONIA + 2.84%), 8/17/35<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5773 | &nbsp;&nbsp;&nbsp;&nbsp; 7823973 |
| CFCRE Commercial Mortgage Trust, Series 2016-C3, Class D, 3.052%, 1/10/48<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1423313 |
| COMM Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-CR11, Class D, 4.468%, 8/10/50<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773 | &nbsp;&nbsp;&nbsp;&nbsp; 2695175 |
| &nbsp;&nbsp;&nbsp;Series 2015-CR22, Class D, 3.699%, 3/10/48<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2324 | &nbsp;&nbsp;&nbsp;&nbsp; 1866698 |
| CSMC Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-NXSR, Class D, 4.397%, 12/15/49<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1809941 |
| &nbsp;&nbsp;&nbsp;Series 2021-BPNY, Class A, 7.58%, (1 mo. SOFR + 3.829%), 8/15/26<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11987 | &nbsp;&nbsp;&nbsp;&nbsp; 11638817 |
| &nbsp;&nbsp;&nbsp;Series 2022-CNTR, Class A, 7.695%, (1 mo. SOFR + 3.944%), 1/9/25<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3745 | &nbsp;&nbsp;&nbsp;&nbsp; 2484091 |
| DBC Mortgage Trust, Series 2025-DBC, Class C, 5.801%, (1 mo. SOFR + 2.05%), 11/15/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp; 3754681 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class D, 6.791%, 8/10/42<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7587 | &nbsp;&nbsp;&nbsp;&nbsp; 7854983 |
| Extended Stay America Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-ESH, Class E, 7.10%, (1 mo. SOFR + 3.35%), 10/15/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5358 | &nbsp;&nbsp;&nbsp;&nbsp; 5408497 |
| &nbsp;&nbsp;&nbsp;Series 2025-ESH, Class F, 7.85%, (1 mo. SOFR + 4.10%), 10/15/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3066 | &nbsp;&nbsp;&nbsp;&nbsp; 3104364 |
| Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-01, Class M10, 7.239%, (30-day SOFR Average + 3.364%), 10/25/49<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2228 | &nbsp;&nbsp;&nbsp;&nbsp; 2267696 |
| &nbsp;&nbsp;&nbsp;Series 2020-01, Class M10, 7.739%, (30-day SOFR Average + 3.864%), 3/25/50<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6187 | &nbsp;&nbsp;&nbsp;&nbsp; 6323466 |
| Fontainebleau Miami Beach Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-FBLU, Class B, 5.60%, (1 mo. SOFR + 1.85%), 12/15/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp; 2554572 |
| &nbsp;&nbsp;&nbsp;Series 2024-FBLU, Class D, 6.35%, (1 mo. SOFR + 2.60%), 12/15/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7045385 |
| &nbsp;&nbsp;&nbsp;Series 2024-FBLU, Class F, 8.00%, (1 mo. SOFR + 4.25%), 12/15/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp; 5538965 |
| FS Commercial Mortgage Trust, Series 2023-4SZN, Class A, 7.066%, 11/10/39<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143 | &nbsp;&nbsp;&nbsp;&nbsp; 2182560 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Great Wolf Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-WOLF, Class D, 6.64%, (1 mo. SOFR + 2.89%), 3/15/39<sup>(2)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 | &nbsp;&nbsp;$923308 |
| &nbsp;&nbsp;&nbsp;Series 2024-WOLF, Class F, 8.188%, (1 mo. SOFR + 4.438%), 3/15/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10029 | &nbsp;&nbsp;&nbsp;&nbsp; 10107519 |
| GWT Trust, Series 2024-WLF2, Class D, 6.69%, (1 mo. SOFR + 2.939%), 5/15/41<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5387 | &nbsp;&nbsp;&nbsp;&nbsp; 5424673 |
| HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class C, 6.29%, (1 mo. SOFR + 2.54%), 6/15/41<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp; 615351 |
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class F, 7.403%, 1/13/40<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1782717 |
| HYT Commercial Mortgage Trust, Series 2024-RGCY, Class B, 6.091%, (1 mo. SOFR + 2.341%), 9/15/41<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 | &nbsp;&nbsp;&nbsp;&nbsp; 1382159 |
| INTOWN Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-STAY, Class C, 6.00%, (1 mo. SOFR + 2.25%), 3/15/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668 | &nbsp;&nbsp;&nbsp;&nbsp; 2676741 |
| &nbsp;&nbsp;&nbsp;Series 2025-STAY, Class D, 6.60%, (1 mo. SOFR + 2.85%), 3/15/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668 | &nbsp;&nbsp;&nbsp;&nbsp; 4691246 |
| &nbsp;&nbsp;&nbsp;Series 2025-STAY, Class E, 7.60%, (1 mo. SOFR + 3.85%), 3/15/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp;&nbsp;&nbsp; 5100485 |
| JPMBB Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C22, Class D, 4.513%, 9/15/47<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp; 355335 |
| &nbsp;&nbsp;&nbsp;Series 2014-C23, Class D, 4.036%, 9/15/47<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2781656 |
| JPMorgan Chase Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-C16, Class D, 4.883%, 12/15/46<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp; 1016009 |
| &nbsp;&nbsp;&nbsp;Series 2014-DSTY, Class B, 3.771%, 6/10/27<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp; 58128 |
| Morgan Stanley Bank of America Merrill Lynch Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-C29, Class C, 4.713%, 5/15/49<sup>(6)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;&nbsp; 3890648 |
| &nbsp;&nbsp;&nbsp;Series 2016-C29, Class D, 3.00%, 5/15/49<sup>(2)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp; 2471229 |
| &nbsp;&nbsp;&nbsp;Series 2016-C32, Class D, 3.396%, 12/15/49<sup>(2)(6)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4304170 |
| NYC Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-3BP, Class D, 6.191%, (1 mo. SOFR + 2.441%), 2/15/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5612 | &nbsp;&nbsp;&nbsp;&nbsp; 5608954 |
| &nbsp;&nbsp;&nbsp;Series 2025-3BP, Class E, 7.29%, (1 mo. SOFR + 3.539%), 2/15/42<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp; 4319744 |
| ORL Trust, Series 2024-GLKS, Class F, 8.188%, (1 mo. SOFR + 4.438%), 12/15/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7980 | &nbsp;&nbsp;&nbsp;&nbsp; 8018441 |
| PENN Commercial Mortgage Trust, Series 2025-P11, Class B, 5.927%, 8/10/42<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4062 | &nbsp;&nbsp;&nbsp;&nbsp; 4190865 |
| SHR Trust, Series 2024-LXRY, Class A, 5.70%, (1 mo. SOFR + 1.95%), 10/15/41<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7527715 |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| SMRT Commercial Mortgage Trust, Series 2022-MINI, Class E, 6.451%, (1 mo. SOFR + 2.70%), 1/15/39<sup>(2)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;$9310552 |
| TX Trust, Series 2024-HOU, Class E, 8.137%, (1 mo. SOFR + 4.387%), 6/15/39<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5596 | &nbsp;&nbsp;&nbsp;&nbsp; 5643421 |
| VCC Trust, Series 2025-MC1, Class A1, 8.163% to 5/25/28, 5/25/55<sup>(2)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7763 | &nbsp;&nbsp;&nbsp;&nbsp; 7725616 |
| 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;5598 | &nbsp;&nbsp;&nbsp;&nbsp; 4959828 |
| &nbsp;&nbsp;&nbsp;Series 2015-NXS1, Class C, 3.848%, 5/15/48<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp; 435106 |
| &nbsp;&nbsp;&nbsp;Series 2016-C35, Class D, 3.142%, 7/15/48<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp; 2046876 |
| &nbsp;&nbsp;&nbsp;Series 2016-C36, Class D, 2.942%, 11/15/59<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 4600202 |
| &nbsp;&nbsp;&nbsp;Series 2025-1918, Class B, 6.013%, 9/15/40<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp; 2462519 |
| &nbsp;&nbsp;&nbsp;Series 2025-1918, Class C, 6.692%, 9/15/40<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp; 2618632 |
| Willowbrook Mall, Series 2025-WBRK, Class E, 6.075%, 3/5/35<sup>(2)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp; 3455782 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $265,326,278) |  | &nbsp;&nbsp;**$263244169** |

---

Common Stocks — 0.0%<sup>†</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Energy — 0.0%<sup>†</sup> | Energy — 0.0%<sup>†</sup> | Energy — 0.0%<sup>†</sup> |
| Enviva LLC<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106272 | &nbsp;&nbsp;$1679098 |
|  |  | &nbsp;&nbsp;**$1679098** |
| Oil, Gas & Consumable Fuels — 0.0%<sup>†</sup> | Oil, Gas & Consumable Fuels — 0.0%<sup>†</sup> | Oil, Gas & Consumable Fuels — 0.0%<sup>†</sup> |
| Frontera Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;$1428 |
|  |  | &nbsp;&nbsp;**$1428** |
| Total Common Stocks<br> (identified cost $638,168) |  | &nbsp;&nbsp;**$1680526** |

---

Convertible Bonds — 0.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Banks — 0.0%<sup>†</sup> | Banks — 0.0%<sup>†</sup> | Banks — 0.0%<sup>†</sup> |
| Barclays Bank PLC, 1.00%, 2/16/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;$934210 |
|  |  | &nbsp;&nbsp;**$934210** |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Biotechnology — 0.0%<sup>†</sup> | Biotechnology — 0.0%<sup>†</sup> | Biotechnology — 0.0%<sup>†</sup> |
| Ionis Pharmaceuticals, Inc., 0.00%, 12/1/30<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;$960750 |
|  |  | &nbsp;&nbsp;**$960750** |
| Commercial Services — 0.0%<sup>†</sup> | Commercial Services — 0.0%<sup>†</sup> | Commercial Services — 0.0%<sup>†</sup> |
| Shift4 Payments, Inc., 0.50%, 8/1/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;$770800 |
|  |  | &nbsp;&nbsp;**$770800** |
| Computers — 0.0%<sup>†</sup> | Computers — 0.0%<sup>†</sup> | Computers — 0.0%<sup>†</sup> |
| Parsons Corp., 2.625%, 3/1/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;$865620 |
|  |  | &nbsp;&nbsp;**$865620** |
| Electric — 0.1% | Electric — 0.1% | Electric — 0.1% |
| PPL Capital Funding, Inc., 2.875%, 3/15/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;$933937 |
| Southern Co., 3.25%, 6/15/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000500 |
|  |  | &nbsp;&nbsp;**$1934437** |
| Electronics — 0.0%<sup>†</sup> | Electronics — 0.0%<sup>†</sup> | Electronics — 0.0%<sup>†</sup> |
| Avnet, Inc., 1.75%, 9/1/30<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$988000 |
|  |  | &nbsp;&nbsp;**$988000** |
| Healthcare Products — 0.0%<sup>†</sup> | Healthcare Products — 0.0%<sup>†</sup> | Healthcare Products — 0.0%<sup>†</sup> |
| Exact Sciences Corp., 1.75%, 4/15/31<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;$735300 |
|  |  | &nbsp;&nbsp;**$735300** |
| Internet — 0.1% | Internet — 0.1% | Internet — 0.1% |
| Alibaba Group Holding Ltd., 0.50%, 6/1/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;$1244400 |
| Baidu, Inc., 0.00%, 3/12/32<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1018957 |
| JD.com, Inc., 0.25%, 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 803600 |
|  |  | &nbsp;&nbsp;**$3066957** |
| Lodging — 0.0%<sup>†</sup> | Lodging — 0.0%<sup>†</sup> | Lodging — 0.0%<sup>†</sup> |
| Wynn Macau Ltd., 4.50%, 3/7/29<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;$870371 |
|  |  | &nbsp;&nbsp;**$870371** |
| Media — 0.0%<sup>†</sup> | Media — 0.0%<sup>†</sup> | Media — 0.0%<sup>†</sup> |
| Liberty Media Corp.-Liberty Formula One, 2.25%, 8/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;$760500 |
|  |  | &nbsp;&nbsp;**$760500** |
| Oil and Gas — 0.0%<sup>†</sup> | Oil and Gas — 0.0%<sup>†</sup> | Oil and Gas — 0.0%<sup>†</sup> |
| XPLR Infrastructure LP, 2.50%, 6/15/26<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;$934610 |
|  |  | &nbsp;&nbsp;**$934610** |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Pharmaceuticals — 0.1% | Pharmaceuticals — 0.1% | Pharmaceuticals — 0.1% |
| Jazz Investments I Ltd., 3.125%, 9/15/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;$1193482 |
|  |  | &nbsp;&nbsp;**$1193482** |
| Real Estate Investment Trusts (REITs) — 0.1% | Real Estate Investment Trusts (REITs) — 0.1% | Real Estate Investment Trusts (REITs) — 0.1% |
| Digital Realty Trust LP, 1.875%, 11/15/29<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;$858942 |
| Federal Realty OP LP, 3.25%, 1/15/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp; 860200 |
|  |  | &nbsp;&nbsp;**$1719142** |
| Retail — 0.0%<sup>†</sup> | Retail — 0.0%<sup>†</sup> | Retail — 0.0%<sup>†</sup> |
| Anllian Capital 2 Ltd., 0.00%, 12/5/29<sup>(12)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;$941100 |
|  |  | &nbsp;&nbsp;**$941100** |
| Semiconductors — 0.0%<sup>†</sup> | Semiconductors — 0.0%<sup>†</sup> | Semiconductors — 0.0%<sup>†</sup> |
| ON Semiconductor Corp., 0.50%, 3/1/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;$853650 |
|  |  | &nbsp;&nbsp;**$853650** |
| Software — 0.1% | Software — 0.1% | Software — 0.1% |
| Akamai Technologies, Inc., 1.125%, 2/15/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;$891450 |
| Datadog, Inc., 0.00%, 12/1/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 901125 |
| DigitalOcean Holdings, Inc., 0.00%, 8/15/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 708500 |
|  |  | &nbsp;&nbsp;**$2501075** |
| Total Convertible Bonds<br> (identified cost $19,120,463) |  | &nbsp;&nbsp;**$20030004** |

---

Corporate Bonds — 24.8%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Advertising — 0.1% | Advertising — 0.1% | Advertising — 0.1% |
| Clear Channel Outdoor Holdings, Inc., 7.875%, 4/1/30<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;$5762819 |
|  |  | &nbsp;&nbsp;**$5762819** |
| Aerospace & Defense — 0.2% | Aerospace & Defense — 0.2% | Aerospace & Defense — 0.2% |
| Boeing Co.: |  |  |
| &nbsp;&nbsp;&nbsp;5.805%, 5/1/50 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5623 | &nbsp;&nbsp;$5539112 |
| &nbsp;&nbsp;&nbsp;5.93%, 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756 | &nbsp;&nbsp;&nbsp;&nbsp; 1724170 |
|  |  | &nbsp;&nbsp;**$7263282** |
| Airlines — 0.4% | Airlines — 0.4% | Airlines — 0.4% |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;$438349 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Airlines (continued) | Airlines (continued) | Airlines (continued) |
| AS Mileage Plan IP Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.021%, 10/20/29<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8087 | &nbsp;&nbsp;$8157005 |
| &nbsp;&nbsp;&nbsp;5.308%, 10/20/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp; 1968275 |
| VistaJet Malta Finance PLC/Vista Management Holding, Inc., 6.375%, 2/1/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp; 4733471 |
|  |  | &nbsp;&nbsp;**$15297100** |
| Auto Manufacturers — 0.9% | Auto Manufacturers — 0.9% | Auto Manufacturers — 0.9% |
| Aptiv Swiss Holdings Ltd., 3.10%, 12/1/51 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17949 | &nbsp;&nbsp;$11541514 |
| Clarios Global LP/Clarios U.S. Finance Co., 6.75%, 2/15/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5568 | &nbsp;&nbsp;&nbsp;&nbsp; 5827246 |
| Ford Motor Credit Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;5.303%, 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp; 1028484 |
| &nbsp;&nbsp;&nbsp;5.875%, 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp; 2813785 |
| New Flyer Holdings, Inc., 9.25%, 7/1/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3239676 |
| Stellantis Finance U.S., Inc., 6.45%, 3/18/35<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp; 8013422 |
|  |  | &nbsp;&nbsp;**$32464127** |
| Banks — 5.9% | Banks — 5.9% | Banks — 5.9% |
| African Export-Import Bank, 3.994%, 9/21/29<sup>(12)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;$2081288 |
| Banco Mercantil del Norte SA, 8.375% to 5/20/31<sup>(2)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp; 8646531 |
| Banco Santander SA, 9.625% to 11/21/28<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp; 3549379 |
| Bank of Montreal, 7.70% to 5/26/29, 5/26/84<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6349 | &nbsp;&nbsp;&nbsp;&nbsp; 6745519 |
| Bank of Nova Scotia, 8.00% to 1/27/29, 1/27/84<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15060 | &nbsp;&nbsp;&nbsp;&nbsp; 16189364 |
| Barclays PLC, 8.00% to 3/15/29<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7260 | &nbsp;&nbsp;&nbsp;&nbsp; 7776230 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico: |  |  |
| &nbsp;&nbsp;&nbsp;5.125% to 1/18/28, 1/18/33<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7145 | &nbsp;&nbsp;&nbsp;&nbsp; 7028358 |
| &nbsp;&nbsp;&nbsp;7.625% to 2/11/30, 2/11/35<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2691 | &nbsp;&nbsp;&nbsp;&nbsp; 2832278 |
| &nbsp;&nbsp;&nbsp;8.125% to 1/8/34, 1/8/39<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp; 4806247 |
| &nbsp;&nbsp;&nbsp;8.45% to 6/29/33, 6/29/38<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6461 | &nbsp;&nbsp;&nbsp;&nbsp; 7150018 |
| BNP Paribas SA, 7.75% to 8/16/29<sup>(2)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8482472 |
| CaixaBank SA, 6.84% to 9/13/33, 9/13/34<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731 | &nbsp;&nbsp;&nbsp;&nbsp; 5280158 |
| Canadian Imperial Bank of Commerce, 7.00% to 10/28/30, 10/28/85<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp; 9928279 |
| Deutsche Bank AG, 8.13% to 4/30/30<sup>(12)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp; 7912796 |
| ING Groep NV, 8.00% to 5/16/30<sup>(12)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp; 5080861 |
| Intesa Sanpaolo SpA: |  |  |
| &nbsp;&nbsp;&nbsp;4.95% to 6/1/41, 6/1/42<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 426809 |
| &nbsp;&nbsp;&nbsp;8.248% to 11/21/32, 11/21/33<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7358 | &nbsp;&nbsp;&nbsp;&nbsp; 8691984 |
| Nykredit Realkredit AS: |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 4/1/53<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222226 | &nbsp;&nbsp;&nbsp;&nbsp; 34014789 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/1/56<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122775 | &nbsp;&nbsp;&nbsp;&nbsp; 18574103 |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Banks (continued) | Banks (continued) | Banks (continued) |
| Societe Generale SA: |  |  |
| &nbsp;&nbsp;&nbsp;6.10% to 4/13/32, 4/13/33<sup>(2)(14)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;$1617517 |
| &nbsp;&nbsp;&nbsp;8.50% to 3/25/34<sup>(2)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5261 | &nbsp;&nbsp;&nbsp;&nbsp; 5767924 |
| &nbsp;&nbsp;&nbsp;10.00% to 11/14/28<sup>(2)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;&nbsp;&nbsp; 5138623 |
| Synovus Bank/Columbus, GA, 5.625%, 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4724 | &nbsp;&nbsp;&nbsp;&nbsp; 4827133 |
| Synovus Financial Corp., 6.168% to 11/1/29, 11/1/30<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4054 | &nbsp;&nbsp;&nbsp;&nbsp; 4214447 |
| Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393 | &nbsp;&nbsp;&nbsp;&nbsp; 3352994 |
| Toronto-Dominion Bank: |  |  |
| &nbsp;&nbsp;&nbsp;4.928%, 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7340 | &nbsp;&nbsp;&nbsp;&nbsp; 7337885 |
| &nbsp;&nbsp;&nbsp;8.125% to 10/31/27, 10/31/82<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7227 | &nbsp;&nbsp;&nbsp;&nbsp; 7626861 |
| UBS Group AG, 9.25% to 11/13/28<sup>(2)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp; 5401977 |
| UniCredit SpA: |  |  |
| &nbsp;&nbsp;&nbsp;5.459% to 6/30/30, 6/30/35<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp; 994415 |
| &nbsp;&nbsp;&nbsp;5.861% to 6/19/27, 6/19/32<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5038 | &nbsp;&nbsp;&nbsp;&nbsp; 5123813 |
| Westpac Banking Corp., 3.02% to 11/18/31, 11/18/36<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5867 | &nbsp;&nbsp;&nbsp;&nbsp; 5300410 |
|  |  | &nbsp;&nbsp;**$221901462** |
| Biotechnology — 0.1% | Biotechnology — 0.1% | Biotechnology — 0.1% |
| Royalty Pharma PLC, 5.20%, 9/25/35 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3192 | &nbsp;&nbsp;$3210811 |
|  |  | &nbsp;&nbsp;**$3210811** |
| Building Materials — 0.2% | Building Materials — 0.2% | Building Materials — 0.2% |
| Masterbrand, Inc., 7.00%, 7/15/32<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6198 | &nbsp;&nbsp;$6428751 |
|  |  | &nbsp;&nbsp;**$6428751** |
| Chemicals — 0.3% | Chemicals — 0.3% | Chemicals — 0.3% |
| Celanese U.S. Holdings LLC, 7.05%, 11/15/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;$7381477 |
| LYB International Finance III LLC, 5.125%, 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3414515 |
|  |  | &nbsp;&nbsp;**$10795992** |
| Commercial Services — 0.3% | Commercial Services — 0.3% | Commercial Services — 0.3% |
| Allied Universal Holdco LLC, 7.875%, 2/15/31<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3256 | &nbsp;&nbsp;$3433366 |
| NESCO Holdings II, Inc., 5.50%, 4/15/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp; 6274978 |
|  |  | &nbsp;&nbsp;**$9708344** |
| Computers — 0.1% | Computers — 0.1% | Computers — 0.1% |
| Seagate Data Storage Technology Pte. Ltd., 9.625%, 12/1/32<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4376 | &nbsp;&nbsp;$4970398 |
|  |  | &nbsp;&nbsp;**$4970398** |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Diversified Financial Services — 6.1% | Diversified Financial Services — 6.1% | Diversified Financial Services — 6.1% |
| Aircastle Ltd./Aircastle Ireland DAC, 5.75%, 10/1/31<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849 | &nbsp;&nbsp;$4013578 |
| Alpha Holding SA de CV, 9.00%, 2/10/25<sup>(2)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946 | &nbsp;&nbsp;&nbsp;&nbsp; 22095 |
| American AgCredit Corp., Series A, 5.25% to 6/15/26<sup>(2)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp; 1412669 |
| Apollo Debt Solutions BDC, 5.875%, 8/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7034 | &nbsp;&nbsp;&nbsp;&nbsp; 7126591 |
| Azorra Finance Ltd., 7.75%, 4/15/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp; 6464682 |
| Blue Owl Credit Income Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;6.60%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1424 | &nbsp;&nbsp;&nbsp;&nbsp; 1466720 |
| &nbsp;&nbsp;&nbsp;6.65%, 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076 | &nbsp;&nbsp;&nbsp;&nbsp; 2140805 |
| Brookfield Asset Management Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.298%, 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp; 884660 |
| &nbsp;&nbsp;&nbsp;5.795%, 4/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 786352 |
| &nbsp;&nbsp;&nbsp;6.077%, 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;&nbsp; 617097 |
| CI Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;&nbsp; 3568639 |
| &nbsp;&nbsp;&nbsp;7.50%, 5/30/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13458 | &nbsp;&nbsp;&nbsp;&nbsp; 14322064 |
| Citadel LP, 6.375%, 1/23/32<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp; 6759043 |
| Citadel Securities Global Holdings LLC, 6.20%, 6/18/35<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp; 4003651 |
| Enact Holdings, Inc., 6.25%, 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10725 | &nbsp;&nbsp;&nbsp;&nbsp; 11240222 |
| Focus Financial Partners LLC, 6.75%, 9/15/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3266 | &nbsp;&nbsp;&nbsp;&nbsp; 3359730 |
| HA Sustainable Infrastructure Capital, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17159 | &nbsp;&nbsp;&nbsp;&nbsp; 17487396 |
| &nbsp;&nbsp;&nbsp;8.00% to 3/1/31, 6/1/56<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 | &nbsp;&nbsp;&nbsp;&nbsp; 5665313 |
| Jefferies Financial Group, Inc., 6.20%, 4/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11368 | &nbsp;&nbsp;&nbsp;&nbsp; 12003137 |
| Jyske Realkredit AS, 3.50%, 10/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34888 | &nbsp;&nbsp;&nbsp;&nbsp; 5263975 |
| LPL Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 3/15/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp; 4879609 |
| &nbsp;&nbsp;&nbsp;4.375%, 5/15/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp; 2386887 |
| &nbsp;&nbsp;&nbsp;5.75%, 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7065 | &nbsp;&nbsp;&nbsp;&nbsp; 7276525 |
| Marex Group PLC, 6.404%, 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12284 | &nbsp;&nbsp;&nbsp;&nbsp; 12745090 |
| Midcap Financial Issuer Trust, 5.37%, 4/15/29<sup>(2)(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp;&nbsp;&nbsp; 6940000 |
| Nordea Kredit Realkreditaktieselskab: |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15662 | &nbsp;&nbsp;&nbsp;&nbsp; 2393738 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166247 | &nbsp;&nbsp;&nbsp;&nbsp; 25135942 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7339 | &nbsp;&nbsp;&nbsp;&nbsp; 1098369 |
| Nuveen LLC, 5.85%, 4/15/34<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063 | &nbsp;&nbsp;&nbsp;&nbsp; 4274929 |
| Oaktree Strategic Credit Fund: |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;&nbsp; 2085959 |
| &nbsp;&nbsp;&nbsp;8.40%, 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp; 4064106 |
| Raymond James Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 9/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp; 987701 |
| &nbsp;&nbsp;&nbsp;5.65%, 9/11/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902 | &nbsp;&nbsp;&nbsp;&nbsp; 2842698 |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Diversified Financial Services (continued) | Diversified Financial Services (continued) | Diversified Financial Services (continued) |
| Realkredit Danmark AS, 3.50%, 10/1/56<sup>(12)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149214 | &nbsp;&nbsp;$22525564 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 3.875%, 3/1/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4805 | &nbsp;&nbsp;&nbsp;&nbsp; 4566383 |
| Stellantis Financial Services U.S. Corp., 5.40%, 9/15/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp; 9448983 |
| UWM Holdings LLC, 6.25%, 3/15/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7086 | &nbsp;&nbsp;&nbsp;&nbsp; 7078105 |
|  |  | &nbsp;&nbsp;**$229339007** |
| Electric — 1.1% | Electric — 1.1% | Electric — 1.1% |
| Alpha Generation LLC, 6.75%, 10/15/32<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;$6214408 |
| American Electric Power Co., Inc., 5.80% to 12/15/30, 3/15/56<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10390 | &nbsp;&nbsp;&nbsp;&nbsp; 10319405 |
| Cometa Energia SA de CV, 6.375%, 4/24/35<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228 | &nbsp;&nbsp;&nbsp;&nbsp; 1288908 |
| Dominion Energy, Inc., 6.00% to 11/15/30, 2/15/56<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4056 | &nbsp;&nbsp;&nbsp;&nbsp; 4077232 |
| Minejesa Capital BV, 4.625%, 8/10/30<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp; 1505952 |
| Vistra Operations Co. LLC, 5.70%, 12/30/34<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7109 | &nbsp;&nbsp;&nbsp;&nbsp; 7342758 |
| VoltaGrid LLC, 7.375%, 11/1/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp; 5268391 |
| XPLR Infrastructure Operating Partners LP, 8.625%, 3/15/33<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp; 6158291 |
|  |  | &nbsp;&nbsp;**$42175345** |
| Electronics — 0.2% | Electronics — 0.2% | Electronics — 0.2% |
| TD SYNNEX Corp., 5.30%, 10/10/35 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9449 | &nbsp;&nbsp;$9360807 |
|  |  | &nbsp;&nbsp;**$9360807** |
| Energy - Alternate Sources — 0.1% | Energy - Alternate Sources — 0.1% | Energy - Alternate Sources — 0.1% |
| TerraForm Power Operating LLC, 4.75%, 1/15/30<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4319 | &nbsp;&nbsp;$4212454 |
|  |  | &nbsp;&nbsp;**$4212454** |
| Engineering and Construction — 0.1% | Engineering and Construction — 0.1% | Engineering and Construction — 0.1% |
| Artera Services LLC, 8.50%, 2/15/31<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;$3739910 |
|  |  | &nbsp;&nbsp;**$3739910** |
| Entertainment — 0.2% | Entertainment — 0.2% | Entertainment — 0.2% |
| Voyager Parent LLC, 9.25%, 7/1/32<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;$6476559 |
|  |  | &nbsp;&nbsp;**$6476559** |
| Environmental Control — 0.1% | Environmental Control — 0.1% | Environmental Control — 0.1% |
| Reworld Holding Corp., 4.875%, 12/1/29<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;$3617494 |
|  |  | &nbsp;&nbsp;**$3617494** |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Foods — 0.1% | Foods — 0.1% | Foods — 0.1% |
| Smithfield Foods, Inc., 5.20%, 4/1/29<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;$4462274 |
|  |  | &nbsp;&nbsp;**$4462274** |
| Healthcare Services — 0.6% | Healthcare Services — 0.6% | Healthcare Services — 0.6% |
| Centene Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11789 | &nbsp;&nbsp;$10187302 |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp; 912591 |
| Global Medical Response, Inc., 7.375%, 10/1/32<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 | &nbsp;&nbsp;&nbsp;&nbsp; 3609419 |
| LifePoint Health, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;9.875%, 8/15/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2155886 |
| &nbsp;&nbsp;&nbsp;10.00%, 6/1/32<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp; 4147003 |
| U.S. Acute Care Solutions LLC, 9.75%, 5/15/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822 | &nbsp;&nbsp;&nbsp;&nbsp; 2846452 |
|  |  | &nbsp;&nbsp;**$23858653** |
| Holding Company - Diversified — 0.1% | Holding Company - Diversified — 0.1% | Holding Company - Diversified — 0.1% |
| Inversiones La Construccion SA, 4.75%, 2/7/32<sup>(12)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;$2167720 |
|  |  | &nbsp;&nbsp;**$2167720** |
| Insurance — 2.7% | Insurance — 2.7% | Insurance — 2.7% |
| American International Group, Inc., 5.45%, 5/7/35 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;$1437037 |
| American National Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp; 1436837 |
| &nbsp;&nbsp;&nbsp;6.144%, 6/13/32<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5584 | &nbsp;&nbsp;&nbsp;&nbsp; 5826471 |
| &nbsp;&nbsp;&nbsp;7.00% to 12/1/30, 12/1/55<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7197 | &nbsp;&nbsp;&nbsp;&nbsp; 7236267 |
| ASR Nederland NV, 7.00% to 9/7/33, 12/7/43<sup>(12)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp; 3967831 |
| Athene Global Funding, 2.646%, 10/4/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826 | &nbsp;&nbsp;&nbsp;&nbsp; 1616081 |
| Athene Holding Ltd., 6.625%, 5/19/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13806 | &nbsp;&nbsp;&nbsp;&nbsp; 14071871 |
| Belrose Funding Trust II, 6.792%, 5/15/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp; 14592121 |
| Essent Group Ltd., 6.25%, 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739 | &nbsp;&nbsp;&nbsp;&nbsp; 1816310 |
| Fortitude Group Holdings LLC, 6.25%, 4/1/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp; 3557523 |
| Global Atlantic Fin Co.: |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 6/15/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5347 | &nbsp;&nbsp;&nbsp;&nbsp; 4841688 |
| &nbsp;&nbsp;&nbsp;6.75%, 3/15/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp; 8128851 |
| &nbsp;&nbsp;&nbsp;7.25% to 3/1/31, 3/1/56<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp; 5583677 |
| &nbsp;&nbsp;&nbsp;7.95% to 7/15/29, 10/15/54<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3324 | &nbsp;&nbsp;&nbsp;&nbsp; 3450515 |
| Liberty Mutual Group, Inc., 4.125% to 9/15/26, 12/15/51<sup>(2)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15241 | &nbsp;&nbsp;&nbsp;&nbsp; 15031465 |
| Marsh & McLennan Cos., Inc., 5.00%, 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp; 496559 |
| Panther Escrow Issuer LLC, 7.125%, 6/1/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6323 | &nbsp;&nbsp;&nbsp;&nbsp; 6556180 |
| Willis North America, Inc., 5.15%, 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 | &nbsp;&nbsp;&nbsp;&nbsp; 1032491 |
|  |  | &nbsp;&nbsp;**$100679775** |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Leisure Time — 0.1% | Leisure Time — 0.1% | Leisure Time — 0.1% |
| Beach Acquisition Bidco LLC, 10.00%, (10.00% cash or 10.75% PIK), 7/15/33<sup>(2)(17)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$2209266 |
| NCL Finance Ltd., 6.125%, 3/15/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 825332 |
|  |  | &nbsp;&nbsp;**$3034598** |
| Lodging — 0.2% | Lodging — 0.2% | Lodging — 0.2% |
| Las Vegas Sands Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 8/15/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3696 | &nbsp;&nbsp;$3862440 |
| &nbsp;&nbsp;&nbsp;6.00%, 6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp; 4459748 |
|  |  | &nbsp;&nbsp;**$8322188** |
| Media — 0.4% | Media — 0.4% | Media — 0.4% |
| Charter Communications Operating LLC/Charter Communications Operating Capital: |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 12/1/61 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;$2078751 |
| &nbsp;&nbsp;&nbsp;4.80%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11237 | &nbsp;&nbsp;&nbsp;&nbsp; 8449406 |
| McGraw-Hill Education, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;7.375%, 9/1/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp; 411770 |
| &nbsp;&nbsp;&nbsp;8.00%, 8/1/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp; 5359678 |
|  |  | &nbsp;&nbsp;**$16299605** |
| Mining — 0.2% | Mining — 0.2% | Mining — 0.2% |
| Compass Minerals International, Inc., 6.75%, 12/1/27<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 | &nbsp;&nbsp;$550251 |
| First Quantum Minerals Ltd., 8.00%, 3/1/33<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp; 6361722 |
|  |  | &nbsp;&nbsp;**$6911973** |
| Miscellaneous Manufacturing — 0.1% | Miscellaneous Manufacturing — 0.1% | Miscellaneous Manufacturing — 0.1% |
| Calderys Financing LLC, 11.25%, 6/1/28<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;$4220495 |
|  |  | &nbsp;&nbsp;**$4220495** |
| Oil and Gas — 0.6% | Oil and Gas — 0.6% | Oil and Gas — 0.6% |
| Occidental Petroleum Corp., 5.375%, 1/1/32 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;$9938746 |
| Raizen Fuels Finance SA, 5.70%, 1/17/35<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6109 | &nbsp;&nbsp;&nbsp;&nbsp; 4678368 |
| Sunoco LP, 7.875% to 9/18/30<sup>(2)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp; 8327124 |
|  |  | &nbsp;&nbsp;**$22944238** |
| Packaging & Containers — 0.2% | Packaging & Containers — 0.2% | Packaging & Containers — 0.2% |
| Clydesdale Acquisition Holdings, Inc., 8.75%, 4/15/30<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;$1526106 |
| Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC, 9.50%, 5/15/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6085 | &nbsp;&nbsp;&nbsp;&nbsp; 6082180 |
|  |  | &nbsp;&nbsp;**$7608286** |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Pipelines — 0.2% | Pipelines — 0.2% | Pipelines — 0.2% |
| Enbridge, Inc., Series NC5, 8.25% to 10/15/28, 1/15/84<sup>(14)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;$5889103 |
|  |  | &nbsp;&nbsp;**$5889103** |
| Private Equity — 0.4% | Private Equity — 0.4% | Private Equity — 0.4% |
| Brookfield Finance, Inc., 6.30% to 10/15/34, 1/15/55<sup>(14)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;$8467218 |
| KKR & Co., Inc., 5.10%, 8/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp; 7974101 |
|  |  | &nbsp;&nbsp;**$16441319** |
| Real Estate Investment Trusts (REITs) — 0.4% | Real Estate Investment Trusts (REITs) — 0.4% | Real Estate Investment Trusts (REITs) — 0.4% |
| American Assets Trust LP, 3.375%, 2/1/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 | &nbsp;&nbsp;$1151831 |
| EPR Properties: |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2509 | &nbsp;&nbsp;&nbsp;&nbsp; 2329552 |
| &nbsp;&nbsp;&nbsp;3.75%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 | &nbsp;&nbsp;&nbsp;&nbsp; 835449 |
| &nbsp;&nbsp;&nbsp;4.95%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp; 3157640 |
| Newmark Group, Inc., 7.50%, 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp; 7113287 |
|  |  | &nbsp;&nbsp;**$14587759** |
| Retail — 0.4% | Retail — 0.4% | Retail — 0.4% |
| Ferrellgas LP/Ferrellgas Finance Corp., 5.875%, 4/1/29<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6308 | &nbsp;&nbsp;$6066584 |
| PetSmart LLC/PetSmart Finance Corp., 7.50%, 9/15/32<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 | &nbsp;&nbsp;&nbsp;&nbsp; 3393920 |
| Sonic Automotive, Inc., 4.625%, 11/15/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp; 5736855 |
|  |  | &nbsp;&nbsp;**$15197359** |
| Semiconductors — 0.4% | Semiconductors — 0.4% | Semiconductors — 0.4% |
| Foundry JV Holdco LLC, 6.10%, 1/25/36<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8376 | &nbsp;&nbsp;$8766280 |
| Qorvo, Inc., 3.375%, 4/1/31<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp; 6081243 |
|  |  | &nbsp;&nbsp;**$14847523** |
| Software — 0.5% | Software — 0.5% | Software — 0.5% |
| Cloud Software Group, Inc., 9.00%, 9/30/29<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;$5419442 |
| Oracle Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10196 | &nbsp;&nbsp;&nbsp;&nbsp; 6358217 |
| &nbsp;&nbsp;&nbsp;3.95%, 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928 | &nbsp;&nbsp;&nbsp;&nbsp; 1928372 |
| &nbsp;&nbsp;&nbsp;6.00%, 8/3/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4328 | &nbsp;&nbsp;&nbsp;&nbsp; 3820150 |
|  |  | &nbsp;&nbsp;**$17526181** |
| Telecommunications — 0.7% | Telecommunications — 0.7% | Telecommunications — 0.7% |
| Bell Telephone Co. of Canada or Bell Canada, 6.875% to 6/15/30, 9/15/55<sup>(14)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;$5464257 |
| TELUS Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;6.375% to 3/9/31, 6/9/56<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636 | &nbsp;&nbsp;&nbsp;&nbsp; 8653998 |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Telecommunications (continued) | Telecommunications (continued) | Telecommunications (continued) |
| TELUS Corp.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;6.625% to 3/9/36, 6/9/56<sup>(14)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;$6241643 |
| Zegona Finance PLC, 8.625%, 7/15/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4538 | &nbsp;&nbsp;&nbsp;&nbsp; 4827170 |
|  |  | &nbsp;&nbsp;**$25187068** |
| Transportation — 0.1% | Transportation — 0.1% | Transportation — 0.1% |
| Seaspan Corp., 5.50%, 8/1/29<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4657 | &nbsp;&nbsp;$4426676 |
|  |  | &nbsp;&nbsp;**$4426676** |
| Total Corporate Bonds<br> (identified cost $911,284,025) |  | &nbsp;&nbsp;**$931337455** |

---

Exchange-Traded Funds — 1.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Fixed-Income Funds — 1.0% | Fixed-Income Funds — 1.0% | Fixed-Income Funds — 1.0% |
| Eaton Vance Floating-Rate ETF<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176186 | &nbsp;&nbsp;$8716344 |
| Eaton Vance Short Duration Income ETF<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp; 21091917 |
| Eaton Vance Ultra-Short Income ETF<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp; 7123200 |
| Total Exchange-Traded Funds<br> (identified cost $36,794,736) |  | &nbsp;&nbsp;**$36931461** |

---

Preferred Stocks — 0.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Electric Utilities — 0.0%<sup>†</sup> | Electric Utilities — 0.0%<sup>†</sup> | Electric Utilities — 0.0%<sup>†</sup> |
| PG&E Corp., Series A, 6.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;$738000 |
|  |  | &nbsp;&nbsp;**$738000** |
| Real Estate Management & Development — 0.1% | Real Estate Management & Development — 0.1% | Real Estate Management & Development — 0.1% |
| Brookfield Property Partners LP: |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.75% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187034 | &nbsp;&nbsp;$2487552 |
| &nbsp;&nbsp;&nbsp;Series A2, 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74772 | &nbsp;&nbsp;&nbsp;&nbsp; 1067744 |
|  |  | &nbsp;&nbsp;**$3555296** |
| Wireless Telecommunication Services — 0.2% | Wireless Telecommunication Services — 0.2% | Wireless Telecommunication Services — 0.2% |
| T-Mobile USA, Inc., 6.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338309 | &nbsp;&nbsp;$8474641 |
|  |  | &nbsp;&nbsp;**$8474641** |
| Total Preferred Stocks<br> (identified cost $15,873,037) |  | &nbsp;&nbsp;**$12767937** |

---

Senior Floating-Rate Loans — 0.8%<sup>(18)</sup>

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Commercial Services & Supplies — 0.0%<sup>†</sup> | Commercial Services & Supplies — 0.0%<sup>†</sup> | Commercial Services & Supplies — 0.0%<sup>†</sup> |
| 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;1286 | &nbsp;&nbsp;$1289612 |
|  |  | &nbsp;&nbsp;**$1289612** |
| Financial Services — 0.0%<sup>†</sup> | Financial Services — 0.0%<sup>†</sup> | Financial Services — 0.0%<sup>†</sup> |
| CPI Holdco B LLC, Term Loan, 5.716%, (1 mo. USD Term SOFR + 2.00%), 5/19/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724 | &nbsp;&nbsp;$1729389 |
|  |  | &nbsp;&nbsp;**$1729389** |
| Health Care Equipment & Supplies — 0.1% | Health Care Equipment & Supplies — 0.1% | Health Care Equipment & Supplies — 0.1% |
| Medline Borrower LP, Term Loan, 5.466%, (1 mo. USD Term SOFR + 1.75%), 10/23/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3439 | &nbsp;&nbsp;$3455762 |
|  |  | &nbsp;&nbsp;**$3455762** |
| Insurance — 0.3% | Insurance — 0.3% | Insurance — 0.3% |
| AmWINS Group, Inc., Term Loan, 5.966%, (1 mo. USD Term SOFR + 2.25%), 1/30/32 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3438 | &nbsp;&nbsp;$3451926 |
| HUB International Ltd., Term Loan, 6.12%, (3 mo. USD Term SOFR + 2.25%), 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp; 2958906 |
| USI, Inc., Term Loan, 5.922%, (3 mo. USD Term SOFR + 2.25%), 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3439 | &nbsp;&nbsp;&nbsp;&nbsp; 3450627 |
|  |  | &nbsp;&nbsp;**$9861459** |
| IT Services — 0.1% | IT Services — 0.1% | IT Services — 0.1% |
| Sedgwick Claims Management Services, Inc., Term Loan, 6.216%, (1 mo. USD Term SOFR + 2.50%), 7/31/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;$2967764 |
|  |  | &nbsp;&nbsp;**$2967764** |
| Machinery — 0.1% | Machinery — 0.1% | Machinery — 0.1% |
| TK Elevator Midco GmbH, Term Loan, 6.947%, (6 mo. USD Term SOFR + 2.75%), 4/30/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724 | &nbsp;&nbsp;$1736593 |
|  |  | &nbsp;&nbsp;**$1736593** |
| Professional Services — 0.0%<sup>†</sup> | Professional Services — 0.0%<sup>†</sup> | Professional Services — 0.0%<sup>†</sup> |
| Trans Union LLC, Term Loan, 5.466%, (1 mo. USD Term SOFR + 1.75%), 6/24/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;$1733386 |
|  |  | &nbsp;&nbsp;**$1733386** |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software — 0.2% | Software — 0.2% | Software — 0.2% |
| Epicor Software Corp., Term Loan, 6.216%, (1 mo. USD Term SOFR + 2.50%), 5/30/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;$1735729 |
| McAfee LLC, Term Loan, 6.716%, (1 mo. USD Term SOFR + 3.00%), 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp; 914582 |
| Open Text Corp., Term Loan, 5.466%, (1 mo. USD Term SOFR + 1.75%), 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3402 | &nbsp;&nbsp;&nbsp;&nbsp; 3408361 |
|  |  | &nbsp;&nbsp;**$6058672** |
| Specialty Retail — 0.0%<sup>†</sup> | Specialty Retail — 0.0%<sup>†</sup> | Specialty Retail — 0.0%<sup>†</sup> |
| Les Schwab Tire Centers, Term Loan, 6.216% - 6.322%, (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;1331 | &nbsp;&nbsp;$1334625 |
|  |  | &nbsp;&nbsp;**$1334625** |
| Total Senior Floating-Rate Loans<br> (identified cost $30,205,438) |  | &nbsp;&nbsp;**$30167262** |

---

Sovereign Government Bonds — 0.7%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Mexico — 0.3% | Mexico — 0.3% | Mexico — 0.3% | Mexico — 0.3% |
| Mexico Bonos, 7.00%, 9/3/26 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93200 | &nbsp;&nbsp;$5163976 |
| Mexico Udibonos, 4.00%, 11/30/28 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90912 | &nbsp;&nbsp;&nbsp;&nbsp; 5026373 |
|  |  |  | &nbsp;&nbsp;**$10190349** |
| Romania — 0.3% | Romania — 0.3% | Romania — 0.3% | Romania — 0.3% |
| Romania Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 4/14/33<sup>(12)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4807 | &nbsp;&nbsp;$4606924 |
| &nbsp;&nbsp;&nbsp;3.75%, 2/7/34<sup>(12)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8471 | &nbsp;&nbsp;&nbsp;&nbsp; 8995602 |
|  |  |  | &nbsp;&nbsp;**$13602526** |
| South Africa — 0.1% | South Africa — 0.1% | South Africa — 0.1% | South Africa — 0.1% |
| Republic of South Africa Government International Bonds, 5.875%, 4/20/32 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3118 | &nbsp;&nbsp;$3218314 |
|  |  |  | &nbsp;&nbsp;**$3218314** |
| Total Sovereign Government Bonds<br> (identified cost $25,904,987) |  |  | &nbsp;&nbsp;**$27011189** |

---

U.S. Government Agency Mortgage-Backed Securities — 19.8%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/1/54 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32134 | &nbsp;&nbsp;$32110616 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195364 | &nbsp;&nbsp;&nbsp;&nbsp; 198319153 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 | &nbsp;&nbsp;&nbsp;&nbsp; 713105 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100147 | &nbsp;&nbsp;&nbsp;&nbsp; 101669067 |
| Uniform Mortgage-Backed Security: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 30-Year, TBA<sup>(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27260 | &nbsp;&nbsp;&nbsp;&nbsp; 25860796 |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342892 | &nbsp;&nbsp;&nbsp;&nbsp; 342088347 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40704 | &nbsp;&nbsp;&nbsp;&nbsp; 41278303 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $738,687,626) |  | **$742039387** |

---

U.S. Treasury Obligations — 32.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;1.125%, 5/15/40 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;$288539 |
| &nbsp;&nbsp;&nbsp;3.375%, 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74899 | &nbsp;&nbsp;&nbsp;&nbsp; 59281389 |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp; 447123 |
| &nbsp;&nbsp;&nbsp;4.625%, 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165443 | &nbsp;&nbsp;&nbsp;&nbsp; 161694681 |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;1.125%, 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 | &nbsp;&nbsp;&nbsp;&nbsp; 646190 |
| &nbsp;&nbsp;&nbsp;1.25%, 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp; 816828 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476707 | &nbsp;&nbsp;&nbsp;&nbsp; 476241467 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254750 | &nbsp;&nbsp;&nbsp;&nbsp; 252222401 |
| &nbsp;&nbsp;&nbsp;4.00%, 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141366 | &nbsp;&nbsp;&nbsp;&nbsp; 140957365 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp; 275997 |
| &nbsp;&nbsp;&nbsp;4.25%, 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110128 | &nbsp;&nbsp;&nbsp;&nbsp; 111065808 |
| Total U.S. Treasury Obligations<br> (identified cost $1,203,571,379) |  | &nbsp;&nbsp;**$1203937788** |

---

Miscellaneous — 0.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Energy — 0.0% | Energy — 0.0% | Energy — 0.0% |
| Enviva LLC, Escrow Certificates<sup>(10)(20)</sup> | $3339000 | &nbsp;&nbsp;$0 |
| Total Miscellaneous<br> (identified cost $0) |  | &nbsp;&nbsp;**$0** |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

Short-Term Investments — 4.5%

Affiliated Fund – 4.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.69%<sup>(21)</sup> | 152224993 | &nbsp;&nbsp;$152224993 |
| Total Affiliated Fund<br> (identified cost $152,224,993) |  | &nbsp;&nbsp;**$152224993** |

---

Sovereign Government Securities –0.2%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Egypt — 0.2% | Egypt — 0.2% | Egypt — 0.2% | Egypt — 0.2% |
| Egypt Treasury Bills, 0.00%, 1/20/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;$7263615 |
| Total Sovereign Government Securities<br> (identified cost $7,302,177) |  |  | &nbsp;&nbsp;**$7263615** |

---

U.S. Treasury Obligations – 0.3%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 4/2/26<sup>(22)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7140 | &nbsp;&nbsp;$7076658 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/10/26<sup>(22)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp; 3065073 |
| Total U.S. Treasury Obligations<br> (identified cost $10,136,366) |  | &nbsp;&nbsp;**$10141731** |
| Total Short-Term Investments<br> (identified cost $169,663,536) |  | &nbsp;&nbsp;**$169630339** |
| Total Investments — 109.8%<br> (identified cost $4,089,526,633) |  | &nbsp;&nbsp;**$4120002150** |
| Other Assets, Less Liabilities — (9.8)% |  | &nbsp;&nbsp;**$(368282001)** |
| Net Assets — 100.0% |  | &nbsp;&nbsp;**$3751720149** |

---

---

| | |
|:---|:---|
| 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. |
| <sup>(1)</sup> | Affiliated fund. |
| <sup>(2)</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 December 31, 2025, the aggregate value of these securities is $1,243,381,873 or 33.1% of the Fund's net assets. |

---

<sup>(3)</sup> Variable rate security. The stated interest rate represents the rate in effect at December 31, 2025.

<sup>(4)</sup> Principal Amount is denominated in Canadian dollars.

<sup>(5)</sup> When-issued, variable rate security whose interest rate will be determined after December 31, 2025.

<sup>(6)</sup> Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at December 31, 2025.

<sup>(7)</sup> Step coupon security. Interest rate represents the rate in effect at December 31, 2025.

<sup>(8)</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 December 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> Restricted security. Total market value of restricted securities amounts to $1,679,098, which represents less than 0.05% of the net assets of the Fund as of December 31, 2025.

<sup>(12)</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 December 31, 2025, the aggregate value of these securities is $114,682,395 or 3.1% of the Fund's net assets.

<sup>(13)</sup> Perpetual security with no stated maturity date but may be subject to calls by the issuer.

<sup>(14)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(15)</sup> Issuer is in default with respect to interest and/or principal payments and is non-income producing.

<sup>(16)</sup> When-issued security.

<sup>(17)</sup> Represents a payment-in-kind security which may pay interest in additional principal at the issuer's discretion.

<sup>(18)</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>(19)</sup> TBA (To Be Announced) securities are purchased 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.

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

<sup>(20)</sup> Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy.

<sup>(21)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2025.

<sup>(22)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

---

| | | |
|:---|:---|:---|
| Country Concentration of Portfolio | Country Concentration of Portfolio | Country Concentration of Portfolio |
| **Country** | &nbsp;&nbsp;&nbsp;**Percentage of<br> Total Investments** | &nbsp;&nbsp;&nbsp;**Value** |
| United States | &nbsp;&nbsp;&nbsp;&nbsp;85.7% | &nbsp;&nbsp;&nbsp;$3530469838 |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115453156 |
| Denmark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109006480 |
| Cayman Islands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94547166 |
| Mexico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41964784 |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26282700 |
| France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25227031 |
| Italy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15237021 |
| Romania | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13602526 |
| Jersey | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10559631 |
| Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10135448 |
| Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9649389 |
| Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9587223 |
| Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9048692 |
| Spain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8829537 |
| Ireland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7823973 |
| Egypt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7263615 |
| Zambia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6361722 |
| Australia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300410 |
| Brazil | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4678368 |
| Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4426676 |
| China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4008057 |
| Bermuda | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3762173 |
| South Africa | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218314 |
| Chile | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167720 |
| Supranational | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081288 |
| Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0<sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505952 |
| Macau | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0<sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870371 |
| Colombia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0<sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36931461 |
| **Total Investments** | &nbsp;&nbsp;&nbsp;**100.0%** | &nbsp;&nbsp;&nbsp;**$4120002150** |

---

---

| | |
|:---|:---|
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| EGP | &nbsp;&nbsp; 500000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10166734 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/11/26 | &nbsp;&nbsp;$85601 | &nbsp;&nbsp;$— |
| BRL | &nbsp;&nbsp; 112413470 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 20249206 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (77972) |
| DKK | &nbsp;&nbsp; 221629702 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 35030577 | &nbsp;&nbsp;UBG AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12638) |
| HUF | &nbsp;&nbsp;4630266804 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 13954363 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;136139 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| INR | &nbsp;&nbsp; 612654134 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6763344 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8712 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KRW | &nbsp;&nbsp; 10373711 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7098 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 200031815 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10885354 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;144308 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SGD | &nbsp;&nbsp; 565 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 439 | &nbsp;&nbsp;UBG AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5547373 | &nbsp;&nbsp;CAD | &nbsp;&nbsp; 7650988 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45069) |
| USD | &nbsp;&nbsp; 145712283 | &nbsp;&nbsp;DKK | &nbsp;&nbsp; 929695364 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(1181455) |
| USD | &nbsp;&nbsp; 28430057 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 24302829 | &nbsp;&nbsp;UBG AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (226932) |
| USD | &nbsp;&nbsp; 7686793 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 5775586 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (96984) |
| USD | &nbsp;&nbsp; 13948099 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;4631545484 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (146294) |
| USD | &nbsp;&nbsp; 6698602 | &nbsp;&nbsp;INR | &nbsp;&nbsp; 612654134 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (73454) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$374867** | &nbsp;&nbsp;**$(1860798)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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;8458 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;$924499051 | &nbsp;&nbsp;&nbsp;&nbsp;$(2860019) |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97595750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62108) |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;2094 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242053313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2521026) |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216804453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1484093) |
| U.S. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(3789) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(791101756) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240490 |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;(1472) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(173696000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4161231 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(2525525)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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<sup>(1)</sup><br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate<sup>(3)</sup>** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| U.S. Land Banking | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;$7000 &nbsp;&nbsp;5.50%<br> (pays monthly)<sup>(4)</sup> | &nbsp;&nbsp;5.42% | &nbsp;&nbsp;10/10/29 | &nbsp;&nbsp;$52501 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$52501 |
| U.S. Single Family Rental | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 4311 &nbsp;&nbsp;7.85%<br> (pays monthly)<sup>(4)</sup> | &nbsp;&nbsp;7.61 | &nbsp;&nbsp; 3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 73154 | &nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp; 76849 |
| **Total** |  | &nbsp;&nbsp;**$11311** |  |  | &nbsp;&nbsp;**$125655** | &nbsp;&nbsp;**$3695** | &nbsp;&nbsp;**$129350** |

---

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

<sup>(1)</sup> 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 December 31, 2025, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $11,311,000.

<sup>(2)</sup> 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.

<sup>(3)</sup> 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>(4)</sup> Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon.

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| OTC | – Over-the-counter |
| PIK | – Payment In Kind |
| SOFR | – Secured Overnight Financing Rate |
| SONIA | – Sterling Overnight Interbank Average |
| STACR | – Structured Agency Credit Risk |
| TBA | – To Be Announced |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| BRL | – Brazilian Real |
| CAD | – Canadian Dollar |
| DKK | – Denmark Krone |
| EGP | – Egyptian Pound |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| HUF | – Hungarian Forint |

---

---

| | |
|:---|:---|
| INR | – Indian Rupee |
| KRW | – South Korean Won |
| MXN | – Mexican Peso |
| SGD | – Singapore Dollar |
| USD | – United States Dollar |

---

At December 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 objective, the Fund is subject to the following risks:

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

Interest Rate Risk: The Fund enters into interest rate futures contracts and options on futures contracts to seek to hedge against fluctuations in interest rates and/or to change the effective duration of its portfolio.

Foreign Exchange Risk: The Fund engages in forward foreign currency exchange contracts to enhance total return, to seek to hedge against fluctuations in currency exchange rates and/or as a substitute for the purchase or sale of securities or currencies.

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

Restricted Securities

At December 31, 2025, the Fund owned the following security (representing less than 0.05% of net assets) which was restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Fund has limited registration rights with respect to this security. The value of restricted securities is determined based on valuations provided by brokers when available, or if not available, they are valued by the investment adviser as the Trustees' valuation designee.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Date(s) of<br> Acquisition** | &nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| **Common Stocks** |  |  |  |  |
| Enviva LLC | &nbsp;&nbsp;&nbsp;&nbsp;12/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;106272 | &nbsp;&nbsp;&nbsp;&nbsp;$638168 | &nbsp;&nbsp;&nbsp;&nbsp;$1679098 |
| **Total Restricted Securities** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$638168** | &nbsp;&nbsp;&nbsp;&nbsp;**$1679098** |

---

Affiliated Investments

At December 31, 2025, the value of the Fund's investment in issuers and funds that may be deemed to be affiliated was $295,480,759, which represents 7.9% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended December 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** |
| **Affiliated Investment Funds** | **Affiliated Investment Funds** | **Affiliated Investment Funds** | **Affiliated Investment Funds** | **Affiliated Investment Funds** | **Affiliated Investment Funds** | **Affiliated Investment Funds** | **Affiliated Investment Funds** | **Affiliated Investment Funds** |
| Eaton Vance Emerging Markets Debt Opportunities Fund | $16185342 | $20000000 | $— | $— | $(390382) | $35794960 | $1411452 | &nbsp;&nbsp;&nbsp; 4291962 |
| Eaton Vance Emerging Markets Local Income Fund | &nbsp;&nbsp;&nbsp;32593084 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 847797 | &nbsp;&nbsp;&nbsp; 33440881 | &nbsp;&nbsp;&nbsp;1026776 | &nbsp;&nbsp;&nbsp; 9419966 |
| Eaton Vance Global Macro Absolute Return Fund | &nbsp;&nbsp;&nbsp;16258776 | &nbsp;&nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 163641 | &nbsp;&nbsp;&nbsp; 26422417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636312 | &nbsp;&nbsp;&nbsp; 2992346 |
| **Commercial Mortgage-Backed Securities** |  |  |  |  |  |  |  |  |
| Morgan Stanley Bank of America Merrill Lynch Trust: |  |  |  |  |  |  |  |  |
| Series 2016-C29, Class C, 4.713%, 5/15/49 | &nbsp;&nbsp;&nbsp; 3906564 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15916) | &nbsp;&nbsp;&nbsp; 3890648 | &nbsp;&nbsp;&nbsp; 49518 | &nbsp;&nbsp;$4198800 |
| Series 2016-C29, Class D, 3.00%, 5/15/49 | &nbsp;&nbsp;&nbsp; 2322088 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 145005 | &nbsp;&nbsp;&nbsp; 2471229 | &nbsp;&nbsp;&nbsp; 11823 | &nbsp;&nbsp;$3047635 |
| Series 2016-C32, Class D, 3.396%, 12/15/49 | &nbsp;&nbsp;&nbsp; 4139630 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 156350 | &nbsp;&nbsp;&nbsp; 4304170 | &nbsp;&nbsp;&nbsp; 50641 | &nbsp;&nbsp;$5000000 |
| **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** |
| Eaton Vance Floating-Rate ETF | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8744111 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27767) | &nbsp;&nbsp;&nbsp; 8716344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100329 | &nbsp;&nbsp;&nbsp; 176186 |
| Eaton Vance Short Duration Income ETF | &nbsp;&nbsp;&nbsp;13365300 | &nbsp;&nbsp;&nbsp; 7723500 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3117 | &nbsp;&nbsp;&nbsp; 21091917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198966 | &nbsp;&nbsp;&nbsp; 410000 |
| Eaton Vance Ultra-Short Income ETF | &nbsp;&nbsp;&nbsp; 1274125 | &nbsp;&nbsp;&nbsp; 5873050 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23975) | &nbsp;&nbsp;&nbsp; 7123200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48959 | &nbsp;&nbsp;&nbsp; 140000 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;13786757 | &nbsp;&nbsp;&nbsp;360600527 | &nbsp;&nbsp;&nbsp;(222162291) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;152224993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705502 | &nbsp;&nbsp;&nbsp;152224993 |
| **Total** |  |  |  | **$—** | &nbsp;&nbsp;**$857870** | **$295480759** | **$4240278** |  |

---

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

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

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 December 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** |
| Affiliated Investment Funds | &nbsp;&nbsp;$95658258 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$95658258 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 429466325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 429466325 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156100050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156100050 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263244169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263244169 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 1428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1679098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1680526 |
| Convertible Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20030004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20030004 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 931337455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 931337455 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 36931461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36931461 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 12767937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12767937 |
| Senior Floating-Rate Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30167262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30167262 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27011189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27011189 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742039387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742039387 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203937788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203937788 |
| 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;152224993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152224993 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7263615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7263615 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10141731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10141731 |
| **Total Investments** | &nbsp;&nbsp;**$297584077** | &nbsp;&nbsp;&nbsp;&nbsp;**$3822418073** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;&nbsp;&nbsp;**$4120002150** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$374867 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$374867 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 4401721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4401721 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125655 |
| **Total** | &nbsp;&nbsp;**$301985798** | &nbsp;&nbsp;&nbsp;&nbsp;**$3822918595** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;&nbsp;&nbsp;**$4124904393** |
| **Liability Description** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(1860798) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(1860798) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6927246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6927246) |
| **Total** | &nbsp;&nbsp;**$(6927246)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(1860798)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(8788044)** |

---

\* 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 December 31, 2025 is not presented.

------

Eaton Vance<br>

Total Return Bond Fund

December 31, 2025

Portfolio of Investments (Unaudited) — continued

------

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 Mutual Funds Trust

- **b. Investment Company Act file number:** 811-04015

- **c. CIK number of Registrant:** 0000745463

- **d. LEI of Registrant:** 549300C67AFHZKODE756

- **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 Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000026932

- **c. LEI of Series:** 5493006T2FYVRDJMYZ15

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $4165416090.69

**Total Liabilities:** $430803625.99

**Net Assets:** $3734612464.70

**Delayed Delivery Securities:** $408363935.51

**Cash Not Reported:** $24788739.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2482.58000000 | **1-Year:** -49206.14000000 | **5-Year:** -165789.99000000 | **10-Year:** -171256.81000000 | **30-Year:** -185288.24000000

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

- **3-Month:** -3225.54000000 | **1-Year:** -45072.14000000 | **5-Year:** -106595.26000000 | **10-Year:** -33578.79000000 | **30-Year:** -4188.71000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000081142 | 0.51%                | 0.88%                | -0.11%               |
| Class ID C000081143 | 0.54%                | 0.72%                | -0.08%               |
| Class ID C000081144 | 0.53%                | 0.90%                | -0.09%               |
| Class ID C000243098 | 0.53%                | 0.81%                | 0.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2503922.58              | $-3073637.43                               |
| Month 2  | $1669285.83              | $6973526.57                                |
| Month 3  | $9439150.48              | $-18563236.06                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AASET 2019-2 Trust                                                                  | Aaset 2019-2 Trust                                                              | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599146 | PA      | $591500.86    | 0.02%             | 2039-10-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                                      | ACHV ABS Trust 2024-3AL                                                         | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1269095 | PA      | $1285482.30   | 0.03%             | 2031-12-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                                      | ACHV ABS Trust 2024-3AL                                                         | CUSIP: 00092KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3679525 | PA      | $3732190.80   | 0.10%             | 2031-12-26      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                                                      | ACM Auto Trust 2025-1                                                           | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1626606 | PA      | $1626125.45   | 0.04%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                                                         | ALTDE 2025-1 Trust                                                              | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4776647 | PA      | $4891542.84   | 0.13%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR2 Trust                                                            | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $493028.60    | 0.01%             | 2038-08-17      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                              | AS Mileage Plan IP Ltd                                                          | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   8087000 | PA      | $8157004.39   | 0.22%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                              | AS Mileage Plan IP Ltd                                                          | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1950000 | PA      | $1968274.87   | 0.05%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    437500 | PA      | $438349.39    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abry Liquid Credit CLO Ltd                                                          | Abry Liquid Credit CLO 2025-1 Ltd                                               | CUSIP: 00383LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4015192.00   | 0.11%             | 2038-10-20      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Acacia LLC                                                                          | Acacia 2025-1 LLC                                                               | CUSIP: 00401PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5520974 | PA      | $5528433.60   | 0.15%             | 2037-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                                                      | ACM Auto Trust 2024-2                                                           | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480293 | PA      | $480654.68    | 0.01%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3849000 | PA      | $4013578.31   | 0.11%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                             | Akamai Technologies Inc                                                         | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891450.00    | 0.02%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                               | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $1244400.00   | 0.03%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                             | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   3256000 | PA      | $3433366.50   | 0.09%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27260000 | PA      | $25860795.99  | 0.69%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 342277000 | PA      | $341474788.28 | 9.14%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40098309 | PA      | $40663757.31  | 1.09%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                            | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6214408.08   | 0.17%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                                    | Alpha Holding SA de CV                                                          | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |   2946034 | PA      | $22095.26     | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMER AGCREDIT ACA                                                                   | American AgCredit Corp                                                          | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1412668.89   | 0.04%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   1263000 | PA      | $1151831.36   | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  10390000 | PA      | $10319404.52  | 0.28%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1436836.94   | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   7197000 | PA      | $7236266.83   | 0.19%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1437037.02   | 0.04%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                     | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   5584000 | PA      | $5826470.63   | 0.16%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                    | AmWINS Group Inc 2025 Term Loan B                                               | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   3438156 | PA      | $3451925.77   | 0.09%             | 2032-01-30      | Floating      | 5.97%                 | 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        |   1286114 | PA      | $1289612.14   | 0.03%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                            | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   7034000 | PA      | $7126590.86   | 0.19%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |  17949000 | PA      | $11541514.29  | 0.31%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                 | Artera Services LLC                                                             | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3739909.55   | 0.10%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                           | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1616080.81   | 0.04%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                  | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |  13806000 | PA      | $14071870.84  | 0.38%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                           | Avnet Inc                                                                       | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988000.00    | 0.03%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                              | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   6100000 | PA      | $6464682.40   | 0.17%             | 2030-04-15      | Fixed         | 7.75%                 | 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        |   7255000 | PA      | $6190453.54   | 0.17%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | 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        |   7215000 | PA      | $5845139.90   | 0.16%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Trust 2024-BHP                                                            | CUSIP: 05493WAA0<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   5864000 | PA      | $5884542.18   | 0.16%             | 2039-08-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Trust 2024-BHP                                                            | CUSIP: 05493WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1700510.34   | 0.05%             | 2039-08-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                             | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11508000 | PA      | $12080985.62  | 0.32%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   7145000 | PA      | $7028357.88   | 0.19%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Trust 2025-FPM                                                             | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7975000 | PA      | $8097466.49   | 0.22%             | 2040-10-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Commercial Mortgage Trust 2025-660F                                        | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6035000 | PA      | $6081389.84   | 0.16%             | 2042-11-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $8482472.00   | 0.23%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2022-CSMO                                          | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4135000 | PA      | $4152194.98   | 0.11%             | 2027-06-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2022-CSMO                                          | CUSIP: 05610MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3490000 | PA      | $3510468.85   | 0.09%             | 2027-06-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 16 Ltd                                                            | CUSIP: 05876KAS4<br>LEI: 2549003CI27B7ZDOMR46 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2968464.00   | 0.08%             | 2038-04-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                              | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3200000 | PA      | $3549379.20   | 0.10%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   8225000 | PA      | $8646531.41   | 0.23%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                    | Bank of Montreal                                                                | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6349000 | PA      | $6745519.18   | 0.18%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  15060000 | PA      | $16189364.46  | 0.43%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                    | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7260000 | PA      | $7776229.56   | 0.21%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                   | Barclays Bank PLC                                                               | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $934209.50    | 0.03%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                                      | Barings Clo Ltd 2019-IV                                                         | CUSIP: 06761VAY3<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2516012.50   | 0.07%             | 2037-07-15      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                                   | Battalion CLO XXX Ltd                                                           | CUSIP: 07131MAJ7<br>LEI: 254900M3SCK6UC92LY53 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002394.00   | 0.08%             | 2039-01-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                                   | BATTALION CLO LTD                                                               | CUSIP: 07134FAG5<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3016038.00   | 0.08%             | 2037-03-13      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                                   | Battalion CLO XXIX Ltd                                                          | CUSIP: 07135TAJ8<br>LEI: 254900BHK74DPDADPT35 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3523954.00   | 0.09%             | 2038-03-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2691000 | PA      | $2832277.50   | 0.08%             | 2035-02-11      | Fixed         | 7.62%                 | 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        |   3500000 | PA      | $2421492.85   | 0.06%             | 2050-02-15      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   6461000 | PA      | $7150018.29   | 0.19%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   4440000 | PA      | $4806246.72   | 0.13%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                             | Beach Acquisition Bidco LLC                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2209266.00   | 0.06%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   5275000 | PA      | $5464256.45   | 0.15%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                                            | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14592120.76  | 0.39%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO XV Ltd                                              | CUSIP: 08179MAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006738.00   | 0.03%             | 2037-07-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners Clo 41 Ltd                                              | CUSIP: 08186GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3506041.00   | 0.09%             | 2038-07-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1466720.37   | 0.04%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5623000 | PA      | $5539112.26   | 0.15%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1724169.32   | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                         | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9055000 | PA      | $9172389.02   | 0.25%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                                                 | Brean Asset Backed Securities Trust 2023-SRM1                                   | CUSIP: 10638RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2734118 | PA      | $2321672.76   | 0.06%             | 2063-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                                                 | Brean Asset Backed Securities Trust 2023-SRM1                                   | CUSIP: 10638RAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2734118 | PA      | $2046899.12   | 0.05%             | 2063-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                                                        | Bridge 2025-SFR1 Trust                                                          | CUSIP: 10807GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4497704 | PA      | $4230607.45   | 0.11%             | 2042-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    603000 | PA      | $617096.70    | 0.02%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                              | Brookfield Finance Inc                                                          | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   8515000 | PA      | $8467218.08   | 0.23%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $786352.49    | 0.02%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    885000 | PA      | $884660.43    | 0.02%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brookhaven Park CLO Ltd                                                             | Brookhaven Park CLO LTD                                                         | CUSIP: 113520AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2515650.00   | 0.07%             | 2037-04-19      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                                             | Bryant Park Funding 2023-21 Ltd                                                 | CUSIP: 117650AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999373.00   | 0.08%             | 2038-10-18      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                                             | Bryant Park Funding 2023-19 Ltd                                                 | CUSIP: 11765AAY5<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4006032.00   | 0.11%             | 2038-04-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                                             | Bryant Park Funding 2024-22 Ltd                                                 | CUSIP: 11766CAJ3<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3018426.00   | 0.08%             | 2037-04-15      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                                             | Bryant Park Funding 2023-20 Ltd                                                 | CUSIP: 117919AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3515218.00   | 0.09%             | 2038-04-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                | CUSIP: 12433GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10900000 | PA      | $10996720.06  | 0.29%             | 2042-07-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                      | CFMT 2023-H11 LLC                                                               | CUSIP: 12530KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2472150.25   | 0.07%             | 2037-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                      | CFMT 2024-HB13 LLC                                                              | CUSIP: 12530VAC9<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $484106.15    | 0.01%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                      | CFMT 2024-HB13 LLC                                                              | CUSIP: 12530VAD7<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $670736.43    | 0.02%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                     | CFCRE Commercial Mortgage Trust 2016-C3                                         | CUSIP: 12531WAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1423312.50   | 0.04%             | 2048-01-10      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                   | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   3937000 | PA      | $3568638.97   | 0.10%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                   | CI Financial Corp                                                               | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |  13458000 | PA      | $14322063.62  | 0.38%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2022-III Ltd                                                       | CUSIP: 12571KAG4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006990.00   | 0.08%             | 2035-04-21      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2015-CCRE22 Mortgage Trust                                                 | CUSIP: 12592XAG1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   2324000 | PA      | $1866698.39   | 0.05%             | 2048-03-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Trust 2016-NXSR                                                            | CUSIP: 12594PAG6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1809941.40   | 0.05%             | 2049-12-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                                    | CPI HOLDCO B LLC 2025 FUNGIBLE Add-On TERM LOAN                                 | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1732500 | PA      | $1738156.61   | 0.05%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2013-CCRE11 Mortgage Trust                                                 | CUSIP: 12626LAY8<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   2773364 | PA      | $2695174.87   | 0.07%             | 2050-08-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-BPNY                                                                  | CUSIP: 12659XAA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |  11987434 | PA      | $11638816.59  | 0.31%             | 2026-08-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2022-CNTR                                                                  | CUSIP: 12665CAA2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   3745000 | PA      | $2484091.46   | 0.07%             | 2025-01-09      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4731000 | PA      | $5280157.50   | 0.14%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                    | Cajun Global LLC                                                                | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12375000 | PA      | $12451556.70  | 0.33%             | 2055-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                                              | Calderys Financing LLC                                                          | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $4220495.09   | 0.11%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   9500000 | PA      | $9928279.00   | 0.27%             | 2085-10-28      | Fixed         | 7.00%                 | 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        |   1730179 | PA      | $1695714.39   | 0.05%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2019-1                                     | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   4382139 | PA      | $4295709.09   | 0.12%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-2                                     | CUSIP: 14855XAB0<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   3009847 | PA      | $3042123.84   | 0.08%             | 2050-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                     | CUSIP: 14856VAC1<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   9401251 | PA      | $9477359.42   | 0.25%             | 2050-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7381476.41   | 0.20%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    990000 | PA      | $912591.31    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11789000 | PA      | $10187301.43  | 0.27%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-1                                                             | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3089551 | PA      | $3187105.88   | 0.09%             | 2059-07-25      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-2                                                             | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2215312 | PA      | $2294083.62   | 0.06%             | 2059-11-25      | Variable      | 9.60%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | CHAMPS TRUST 2024-3                                                             | CUSIP: 15878CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5093795 | PA      | $5292480.09   | 0.14%             | 2060-01-25      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2025-2                                                             | CUSIP: 15878DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10085107 | PA      | $10478586.60  | 0.28%             | 2060-10-25      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11237000 | PA      | $8449405.72   | 0.23%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3175000 | PA      | $2078750.95   | 0.06%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                          | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   6365000 | PA      | $6759043.02   | 0.18%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                                            | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $4003650.63   | 0.11%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   5568000 | PA      | $5827246.08   | 0.16%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5762819.10   | 0.15%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5419442.03   | 0.15%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1526106.00   | 0.04%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC                                                               | Coinstar Funding LLC Series 2017-1                                              | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3116490 | PA      | $3565264.56   | 0.10%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Canadian Issuer LP                                                      | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   2800000 | PA      | $2003115.37   | 0.05%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4189834.00   | 0.11%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2857706.98   | 0.08%             | 2051-12-26      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                            | Compass Minerals International Inc                                              | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    548000 | PA      | $550251.02    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753WAE6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2420217 | PA      | $2470056.55   | 0.07%             | 2039-10-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754FAL6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1111238 | PA      | $1181775.40   | 0.03%             | 2031-07-25      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   6294946 | PA      | $6412770.72   | 0.17%             | 2039-09-25      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    583673 | PA      | $596363.16    | 0.02%             | 2041-11-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1995000 | PA      | $2063970.14   | 0.06%             | 2041-10-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1611620 | PA      | $1641917.01   | 0.04%             | 2040-01-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | Reworld Holding Corp                                                            | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3617494.50   | 0.10%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                         | DBC 2025-DBC Mortgage Trust                                                     | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3754681.13   | 0.10%             | 2042-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                             | DataBank Issuer II LLC                                                          | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3134167 | PA      | $3070368.84   | 0.08%             | 2055-09-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                                         | Datadog Inc                                                                     | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901125.00    | 0.02%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992000 | PA      | $963459.66    | 0.03%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                                  | Diamond Issuer LLC                                                              | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $959948.30    | 0.03%             | 2051-11-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                             | Digital Realty Trust LP                                                         | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    845000 | PA      | $858942.50    | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                                                               | DigitalOcean Holdings Inc                                                       | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $708500.00    | 0.02%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4056000 | PA      | $4077232.35   | 0.11%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |         1 | NC      | $-77972.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED EGP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |         1 | NC      | $85601.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |         1 | NC      | $104.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-45069.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD DKK                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-1181455.10  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $8711.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-96984.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-226932.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED HUF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |         1 | NC      | $136139.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $144307.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED SGD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |         1 | NC      | $2.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED USD / SOLD INR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-73453.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED DKK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |         1 | NC      | $-12638.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD HUF                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-146293.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10615126 | PA      | $10550024.95  | 0.28%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                                                     | Durst Commercial Mortgage Trust 2025-151                                        | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7587000 | PA      | $7854983.46   | 0.21%             | 2042-08-10      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-RM3                                                                   | CUSIP: 26845EAA1<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   1724049 | PA      | $1685781.82   | 0.05%             | 2054-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   3132000 | PA      | $3157640.53   | 0.08%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    861000 | PA      | $835448.64    | 0.02%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2509000 | PA      | $2329551.60   | 0.06%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Emerging Markets Local Income Fund                                      | Eaton Vance Emerging Markets Local Income Fund                                  | CUSIP: 277923447<br>LEI: 549300TX6IW7FQVQNZ22 | Long             | EC               | RF                | US        |   9419966 | NS      | $33440880.40  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Global Macro Absolute Return Fund                                       | Eaton Vance Global Macro Absolute Return Fund                                   | CUSIP: 277923728<br>LEI: 549300ME57K8CSQBY128 | Long             | EC               | RF                | US        |   2992346 | NS      | $26422417.24  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Emerging Markets Debt Opportunities Fund                                | Eaton Vance Emerging Markets Debt Opportunities Fund                            | CUSIP: 27827V402<br>LEI: 549300RCSLWCTPOHZZ51 | Long             | EC               | RF                | US        |   4291962 | NS      | $35794959.87  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldridge CLO Ltd                                                                    | Eldridge CLO 2025-2 Ltd                                                         | CUSIP: 28473AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001576.00   | 0.05%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                                                 | Elmwood CLO VI Ltd                                                              | CUSIP: 29001VBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004514.00   | 0.03%             | 2037-07-18      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                                                                | Elmwood CLO VIII Ltd                                                            | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2512435.00   | 0.07%             | 2037-04-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 32 Ltd                                                                  | Elmwood CLO 32 Ltd                                                              | CUSIP: 29003TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2514615.00   | 0.07%             | 2037-10-18      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2024-1 Ltd                                                          | CUSIP: 29244RAG0<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3016074.00   | 0.08%             | 2037-04-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                                  | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |  10725000 | PA      | $11240222.57  | 0.30%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5889103.00   | 0.16%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                                         | Epicor Software Corporation 2024 Term Loan F                                    | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1728125 | PA      | $1735728.75   | 0.05%             | 2031-05-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENVIVA PAR                                                              | ESC GCB144A ENVIVA PAR                                                          | CUSIP: 294ESCAA6<br>LEI: 549300WH5VXDEFM5KR81 | Long             | DBT              | CORP              | US        |   3339000 | PA      | $0.00         | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESSENT GROUP LTD                                                                    | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   1739000 | PA      | $1816310.29   | 0.05%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                                 | Exact Sciences Corp                                                             | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    600000 | PA      | $735300.00    | 0.02%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                               | FMC Issuer Trust-FMSR                                                           | CUSIP: 30191JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9220000 | PA      | $9298958.24   | 0.25%             | 2029-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5358000 | PA      | $5408497.01   | 0.14%             | 2042-10-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3066000 | PA      | $3104363.63   | 0.08%             | 2042-10-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                               | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2285000 | PA      | $2208994.50   | 0.06%             | 2026-07-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                               | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1690000 | PA      | $1639378.25   | 0.04%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                                              | FS Commercial Mortgage Trust 2023-4SZN                                          | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2143000 | PA      | $2182559.78   | 0.06%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                                                | Falcon 2019-1 Aerospace Ltd                                                     | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    494431 | PA      | $492069.28    | 0.01%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                                                | Falcon 2019-1 Aerospace Ltd                                                     | CUSIP: 30610GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    514318 | PA      | $513057.65    | 0.01%             | 2039-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12796848 | PA      | $13005364.13  | 0.35%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18876297 | PA      | $19183874.16  | 0.51%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32133831 | PA      | $32110615.60  | 0.86%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31794424 | PA      | $32272750.64  | 0.86%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25581097 | PA      | $25957953.80  | 0.70%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  56241061 | PA      | $57087171.08  | 1.53%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20208683 | PA      | $20506394.48  | 0.55%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                | Federal Realty OP LP                                                            | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    850000 | PA      | $860200.00    | 0.02%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HABQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267122 | PA      | $277891.88    | 0.01%             | 2053-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HC2Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1265879 | PA      | $1320480.71   | 0.04%             | 2054-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7540671 | PA      | $7589451.50   | 0.20%             | 2054-12-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XARZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    860861 | PA      | $713104.95    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Y7DY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13121093 | PA      | $13351293.91  | 0.36%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31283545 | PA      | $31754185.83  | 0.85%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25215578 | PA      | $25587050.43  | 0.69%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30526821 | PA      | $30976537.33  | 0.83%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29865668 | PA      | $30305644.98  | 0.81%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6308000 | PA      | $6066583.63   | 0.16%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                            | First Quantum Minerals Ltd                                                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   5950000 | PA      | $6361722.15   | 0.17%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                      | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3907883.20   | 0.10%             | 2038-09-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                      | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3615000 | PA      | $3570968.22   | 0.10%             | 2038-08-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                      | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4949000 | PA      | $4878435.18   | 0.13%             | 2038-08-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR3 Trust                                                      | FirstKey Homes 2021-SFR3 Trust                                                  | CUSIP: 33768JAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3885588.40   | 0.10%             | 2038-12-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                                            | Goto Foods Funding LLC                                                          | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2287500 | PA      | $2284134.40   | 0.06%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                                            | Goto Foods Funding LLC                                                          | CUSIP: 34417RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2181712 | PA      | $2203461.99   | 0.06%             | 2052-07-30      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                            | Focus Financial Partners LLC                                                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   3266000 | PA      | $3359729.66   | 0.09%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                              | CUSIP: 34461WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2545000 | PA      | $2554572.25   | 0.07%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                              | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7045385.20   | 0.19%             | 2039-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                              | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5490000 | PA      | $5538965.31   | 0.15%             | 2039-12-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1028484.36   | 0.03%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2813784.56   | 0.08%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                            | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   3413000 | PA      | $3557523.18   | 0.10%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   8376000 | PA      | $8766280.39   | 0.23%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA2                                         | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |   2165000 | PA      | $2394355.12   | 0.06%             | 2033-08-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA2                                         | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |   4490000 | PA      | $5542343.75   | 0.15%             | 2033-08-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2890001.52   | 0.08%             | 2041-09-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   2990000 | PA      | $3149249.49   | 0.08%             | 2041-11-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   7700000 | PA      | $8267128.10   | 0.22%             | 2042-02-25      | Floating      | 12.37%                | No            |                  2 | On Loan: No      |
| Frontera Energy Corp                                                                | Frontera Energy Corp                                                            | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |       324 | NS      | $1428.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wolf Trust                                                                    | GWT 2024-WLF2                                                                   | CUSIP: 362414AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5387000 | PA      | $5424672.91   | 0.15%             | 2041-05-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 31 Clo Ltd                                                               | CUSIP: 36320HAS8<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2353760.00   | 0.06%             | 2038-07-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 33 CLO Ltd                                                               | CUSIP: 36321EAL9<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504185.00   | 0.04%             | 2037-04-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   5347000 | PA      | $4841688.29   | 0.13%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   7950000 | PA      | $8128850.99   | 0.22%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3324000 | PA      | $3450514.76   | 0.09%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   5555000 | PA      | $5583676.63   | 0.15%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                             | Global Medical Response Inc                                                     | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   3466000 | PA      | $3609419.06   | 0.10%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goddard Funding LLC                                                                 | Goddard Funding LLC                                                             | CUSIP: 380241AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6574590 | PA      | $6743689.77   | 0.18%             | 2054-10-30      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                                     | Golub Capital Partners CLO 72 B Ltd                                             | CUSIP: 381941AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3019920.00   | 0.08%             | 2037-04-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384AF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1051000 | PA      | $1090287.54   | 0.03%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384AG64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1001512 | PA      | $1044425.89   | 0.03%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384BS69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1190000 | PA      | $1241377.30   | 0.03%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384BXQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1190000 | PA      | $1241022.20   | 0.03%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384BY39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1040931 | PA      | $1123055.78   | 0.03%             | 2053-07-20      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384D3W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1580000 | PA      | $1647306.89   | 0.04%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384EDD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2770000 | PA      | $2888675.11   | 0.08%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384ELZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2117501 | PA      | $2375286.74   | 0.06%             | 2053-09-20      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384GBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2750000 | PA      | $2867164.58   | 0.08%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384GQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $3123999.00   | 0.08%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384MAU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1605000 | PA      | $1674282.71   | 0.04%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                      | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917000 | PA      | $923307.77    | 0.02%             | 2039-03-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                      | CUSIP: 39152MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10029000 | PA      | $10107519.05  | 0.27%             | 2039-03-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN COMMERCIAL MORTGAGE TRUST                                                  | CUSIP: 40424UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612125 | PA      | $615351.39    | 0.02%             | 2041-06-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                              | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  17159000 | PA      | $17487395.98  | 0.47%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                              | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   5408000 | PA      | $5665312.64   | 0.15%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                                                  | Harvest US CLO 2024-2 Ltd                                                       | CUSIP: 41756YAJ4<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2509370.00   | 0.07%             | 2037-10-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                                         | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3670000 | PA      | $3762173.15   | 0.10%             | 2034-01-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                                      | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6716469 | PA      | $6586430.51   | 0.18%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                                  | Horizon Aircraft Finance IV Ltd                                                 | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7031250 | PA      | $7116922.97   | 0.19%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                                  | Horizon Aircraft Finance II Ltd                                                 | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |    625222 | PA      | $614775.99    | 0.02%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                           | HUB International Limited 2025 Term Loan B                                      | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   2940338 | PA      | $2958906.69   | 0.08%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1782717.30   | 0.05%             | 2040-01-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                                             | HYT Commercial Mortgage Trust 2024-RGCY                                         | CUSIP: 449173AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1377000 | PA      | $1382158.93   | 0.04%             | 2041-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| ICAP 2025-RTL1 Trust                                                                | ICAP 2025-RTL1 Trust                                                            | CUSIP: 45115QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5075973.00   | 0.14%             | 2030-07-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $426809.43    | 0.01%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7358000 | PA      | $8691983.55   | 0.23%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2668000 | PA      | $2676741.44   | 0.07%             | 2042-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4668000 | PA      | $4691245.71   | 0.13%             | 2042-03-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5059000 | PA      | $5100484.81   | 0.14%             | 2042-03-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                                            | Ionis Pharmaceuticals Inc                                                       | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $960750.00    | 0.03%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                   | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070751 | PA      | $1016009.13   | 0.03%             | 2046-12-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                  | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1384000 | PA      | $58128.00     | 0.00%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2014-C22                             | CUSIP: 46642NAJ5<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $355334.55    | 0.01%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2014-C23                             | CUSIP: 46643AAG8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2781656.10   | 0.07%             | 2047-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE2                                               | CUSIP: 46657FAA3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |   1651389 | PA      | $1658896.61   | 0.04%             | 2054-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                              | Jazz Investments I Ltd                                                          | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    895000 | PA      | $1193482.50   | 0.03%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                          | JD.com Inc                                                                      | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $803600.00    | 0.02%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  11368000 | PA      | $12003136.87  | 0.32%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                        | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   7970000 | PA      | $7974100.80   | 0.21%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL4                                                  | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2759000 | PA      | $2770059.73   | 0.07%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL1                                                  | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4645000 | PA      | $4668495.34   | 0.13%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL3                                                  | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965184 | PA      | $970759.90    | 0.03%             | 2028-08-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4879608.77   | 0.13%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2386886.65   | 0.06%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   7065000 | PA      | $7276524.62   | 0.19%             | 2035-06-15      | Fixed         | 5.75%                 | 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        |   1331191 | PA      | $1334625.08   | 0.04%             | 2031-04-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                 | LYB International Finance III LLC                                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3414515.35   | 0.09%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   3696000 | PA      | $3862439.38   | 0.10%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4459748.17   | 0.12%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  15241000 | PA      | $15031465.51  | 0.40%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                                  | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $760500.00    | 0.02%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2155886.00   | 0.06%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4147002.64   | 0.11%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                            | CUSIP: 53946TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5029750 | PA      | $5042005.49   | 0.14%             | 2030-05-16      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                            | CUSIP: 53946TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3962000 | PA      | $3972395.89   | 0.11%             | 2030-05-16      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                             | Loanpal Solar Loan 2020-2 Ltd                                                   | CUSIP: 53948KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4187256 | PA      | $2636750.07   | 0.07%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2020-3 Ltd                                                       | Loanpal Solar Loan Ltd                                                          | CUSIP: 53948NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3575348 | PA      | $1945781.09   | 0.05%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                             | Loanpal Solar Loan 2021-1 Ltd                                                   | CUSIP: 53948PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1278080 | PA      | $818685.74    | 0.02%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                            | CUSIP: 53949HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3637000 | PA      | $3644183.18   | 0.10%             | 2030-12-19      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                       | LUNAR AIRCRAFT 2020-1 LTD                                                       | CUSIP: 55037LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336671 | PA      | $333807.37    | 0.01%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                       | LUNAR AIRCRAFT 2020-1 LTD                                                       | CUSIP: 55037LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18877 | PA      | $18698.24     | 0.00%             | 2045-02-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79548 | PA      | $78387.55     | 0.00%             | 2037-10-20      | Fixed         | 1.74%                 | 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        |   2500000 | PA      | $2514280.00   | 0.07%             | 2037-07-18      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | Morgan Stanley Institutional Liquidity Funds - Government Portfolio             | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        | 152224993 | NS      | $152224993.05 | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XXII Ltd                                                              | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003992.00   | 0.05%             | 2036-07-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XXII Ltd                                                              | CUSIP: 55954HBE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001889.00   | 0.03%             | 2036-07-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                     | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |  12284000 | PA      | $12745090.01  | 0.34%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                            | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    490000 | PA      | $496559.34    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                     | Masterbrand Inc                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   6198000 | PA      | $6428751.54   | 0.17%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                       | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5359678.00   | 0.14%             | 2029-08-01      | Fixed         | 8.00%                 | 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        |    987525 | PA      | $914581.47    | 0.02%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2024-NPL1 Trust                                                             | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   5059407 | PA      | $5070281.71   | 0.14%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    390000 | PA      | $411770.58    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                 | Medline Borrower LP 2025 Incremental Term Loan B                                | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   3439099 | PA      | $3455761.80   | 0.09%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | CUSIP: 61691GAC4<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4304170.00   | 0.12%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EAL9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   3047635 | PA      | $2471229.09   | 0.07%             | 2049-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBK0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   4198800 | PA      | $3890647.55   | 0.10%             | 2049-05-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Ultra-Short Income ETF                                                  | Eaton Vance Ultra-Short Income ETF                                              | CUSIP: 61774R700<br>LEI: 254900V7QBF5XYWO0K24 | Long             | EC               | RF                | US        |    140000 | NS      | $7123200.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Short Duration Income ETF                                               | Eaton Vance Short Duration Income ETF                                           | CUSIP: 61774R825<br>LEI: 254900H1WCGW58VEGZ62 | Long             | EC               | RF                | US        |    410000 | NS      | $21091917.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Floating-Rate ETF                                                       | Eaton Vance Floating-Rate ETF                                                   | CUSIP: 61774R833<br>LEI: 254900BDISIY9SGE8S56 | Long             | EC               | RF                | US        |    176186 | NS      | $8716344.27   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2019-2                                                  | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999064 | PA      | $897075.94    | 0.02%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities                                           | Multifamily Connecticut Avenue Securities Trust 2019-01                         | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   2227838 | PA      | $2267696.41   | 0.06%             | 2049-10-25      | Floating      | 7.24%                 | No            |                  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        |   6186587 | PA      | $6323465.50   | 0.17%             | 2050-03-25      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                                     | NCL Finance Ltd                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    800000 | PA      | $825332.50    | 0.02%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166458 | PA      | $164497.68    | 0.00%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust Series 2024-BPL1                                                | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3425000 | PA      | $3436629.59   | 0.09%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FNT1 Excess LLC                                                             | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5543383 | PA      | $5647075.43   | 0.15%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                                   | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   4930048 | PA      | $4959690.98   | 0.13%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                                   | CUSIP: 63943DAB5<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   2972143 | PA      | $2980569.16   | 0.08%             | 2049-08-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer LLC                                                           | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3824775 | PA      | $3675125.32   | 0.10%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer 2022-1                                                        | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6160000 | PA      | $5839716.34   | 0.16%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer 2023-1                                                        | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4993788 | PA      | $5066546.98   | 0.14%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                               | NESCO Holdings II Inc                                                           | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   6365000 | PA      | $6274977.90   | 0.17%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                                                  | New Flyer Holdings Inc                                                          | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3239676.00   | 0.09%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                                                | New Mountain CLO 3 Ltd                                                          | CUSIP: 647550AY8<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4017784.00   | 0.11%             | 2038-10-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FHT1 Excess Owner LLC                                                       | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2243746 | PA      | $2291128.51   | 0.06%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                                   | Newmark Group Inc                                                               | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6625000 | PA      | $7113286.55   | 0.19%             | 2029-01-12      | Fixed         | 7.50%                 | 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        |   1130147 | PA      | $1112032.45   | 0.03%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                              | XPLR Infrastructure LP                                                          | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    950000 | PA      | $934610.00    | 0.03%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                    | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3455782.20   | 0.09%             | 2035-03-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                          | Nuveen LLC                                                                      | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4063000 | PA      | $4274929.57   | 0.11%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2022-24 Ltd                                                             | CUSIP: 67118YAY9<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1513462.50   | 0.04%             | 2037-10-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7980000 | PA      | $8018441.26   | 0.21%             | 2039-12-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5612000 | PA      | $5608953.81   | 0.15%             | 2042-02-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $4319743.88   | 0.12%             | 2042-02-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                                     | Oaktree CLO 2019-4 Ltd                                                          | CUSIP: 67402CBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008698.00   | 0.05%             | 2037-07-20      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $4064106.03   | 0.11%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $2085958.71   | 0.06%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9938746.10   | 0.27%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2024-32 Ltd                                                             | CUSIP: 67570CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3018561.00   | 0.08%             | 2037-04-23      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                               | ON Semiconductor Corp                                                           | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    900000 | PA      | $853650.00    | 0.02%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                               | Open Text Corporation 2023 Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   3401541 | PA      | $3408361.45   | 0.09%             | 2030-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1320256 | PA      | $1296078.36   | 0.03%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3130399 | PA      | $3095833.37   | 0.08%             | 2031-10-08      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10196000 | PA      | $6358217.14   | 0.17%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2928000 | PA      | $1928371.99   | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4328000 | PA      | $3820150.23   | 0.10%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                                      | Orion Clo 2023-1 Ltd                                                            | CUSIP: 68626CAS3<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2005500.00   | 0.05%             | 2038-10-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $2140805.47   | 0.06%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                           | PG&E Corp                                                                       | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     18000 | NS      | $738000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                             | PPL Capital Funding Inc                                                         | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    850000 | PA      | $933937.50    | 0.03%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2024-GT1                                                | CUSIP: 69354WAJ5<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2827891.92   | 0.08%             | 2029-03-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2025-GT1                                                | CUSIP: 69354WAK2<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |   7920000 | PA      | $7955560.01   | 0.21%             | 2030-08-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                                      | PENN Commercial Mortgage Trust 2025-P11                                         | CUSIP: 69382VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4062000 | PA      | $4190864.51   | 0.11%             | 2042-08-10      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-3                                           | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    409232 | PA      | $404180.19    | 0.01%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-5                                           | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    956502 | PA      | $947105.60    | 0.03%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housing Trust 2021-1                                        | Pagaya AI Technology in Housing Trust 2023-1                                    | CUSIP: 69547YAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1323000 | PA      | $1133323.21   | 0.03%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2018-1 Ltd                                                    | CUSIP: 69703PAS8<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3015381.00   | 0.08%             | 2037-04-18      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6323000 | PA      | $6556179.72   | 0.18%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                                        | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    840000 | PA      | $865620.00    | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                            | PetSmart LLC / PetSmart Finance Corp                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3331000 | PA      | $3393920.59   | 0.09%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Aircraft Finance Limited                                                    | Pioneer Aircraft Finance Ltd                                                    | CUSIP: 72353PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3351304 | PA      | $3327543.26   | 0.09%             | 2044-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2293600 | PA      | $2200421.12   | 0.06%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   6023750 | PA      | $6127370.55   | 0.16%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                                           | PRMI Securitization Trust 2025-CMG1                                             | CUSIP: 74291CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8040000 | PA      | $8029365.49   | 0.21%             | 2055-12-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR1 Trust                                            | CUSIP: 74333YAS7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2693000 | PA      | $2615544.74   | 0.07%             | 2041-02-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                    | Provident Funding Mortgage Trust 2025-3                                         | CUSIP: 74388PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6763709 | PA      | $6862124.38   | 0.18%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                           | Qorvo Inc                                                                       | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6081242.70   | 0.16%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  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        |   4805000 | PA      | $4566382.74   | 0.12%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                                                       | Radian Mortgage Capital Trust 2025-J3                                           | CUSIP: 75024RAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6393268 | PA      | $6481628.96   | 0.17%             | 2055-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                                            | Rain City Mortgage Trust 2024-RTL1                                              | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4463885.80   | 0.12%             | 2029-09-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   6109000 | PA      | $4678368.29   | 0.13%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                             | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    993000 | PA      | $987700.98    | 0.03%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                             | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2842698.07   | 0.08%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                                          | Research-Driven Pagaya Motor Trust 2025-6                                       | CUSIP: 76100JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7150000 | PA      | $7165117.96   | 0.19%             | 2034-08-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAN4<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   5610000 | PA      | $5517834.43   | 0.15%             | 2050-08-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                                           | RMF Buyout Issuance Trust 2020-HB1                                              | CUSIP: 76971EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1363728 | PA      | $1087875.80   | 0.03%             | 2050-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                  | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3192000 | PA      | $3210810.74   | 0.09%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                           | SHR Trust 2024-LXRY                                                             | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7527715.50   | 0.20%             | 2041-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                  | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9350000 | PA      | $9310552.35   | 0.25%             | 2039-01-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                 | STAR 2021-SFR2 Trust                                                            | CUSIP: 78474LAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2357355 | PA      | $2361373.14   | 0.06%             | 2039-01-17      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2024-RTL4                               | CUSIP: 79584CAA9<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3015277.80   | 0.08%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                                             | SEAGATE DATA STORAGE TECH                                                       | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   4376000 | PA      | $4970397.64   | 0.13%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                                                        | Seaspan Corp                                                                    | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   4657000 | PA      | $4426676.19   | 0.12%             | 2029-08-01      | Fixed         | 5.50%                 | 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        |   2955131 | PA      | $2967764.35   | 0.08%             | 2031-07-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    628433 | PA      | $598538.50    | 0.02%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4580719 | PA      | $4102202.18   | 0.11%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4966234 | PA      | $4661197.94   | 0.12%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                          | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8505000 | PA      | $8490643.56   | 0.23%             | 2055-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                                 | Shift4 Payments Inc                                                             | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $770800.00    | 0.02%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4462273.86   | 0.12%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1530000 | PA      | $1617516.72   | 0.04%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                             | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5261000 | PA      | $5767923.66   | 0.15%             | 2034-03-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                             | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4620000 | PA      | $5138622.72   | 0.14%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                                       | Lunar 2021-1 Structured Aircraft Portfolio Notes                                | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   4911611 | PA      | $4691315.62   | 0.13%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                | Sonic Automotive Inc                                                            | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   5840000 | PA      | $5736854.62   | 0.15%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |   3705253 | PA      | $3669022.29   | 0.10%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                         | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   3118000 | PA      | $3218313.86   | 0.09%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                 | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000500.00   | 0.03%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                                                                | STAR 2024-SFR4 Trust                                                            | CUSIP: 85520AAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2405000 | PA      | $2422939.38   | 0.06%             | 2041-10-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                                                                | STAR 2025-SFR5 Trust                                                            | CUSIP: 85520CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5006553.00   | 0.13%             | 2042-02-17      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                                                                | STAR 2025-SFR6 Trust                                                            | CUSIP: 85520EAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7350000 | PA      | $7384940.43   | 0.20%             | 2042-08-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Star Trust                                                                          | STAR 2021-SFR1 Trust                                                            | CUSIP: 85521DAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4844000 | PA      | $4841796.95   | 0.13%             | 2038-04-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Star Trust                                                                          | STAR 2021-SFR1 Trust                                                            | CUSIP: 85521DAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1601232.96   | 0.04%             | 2038-04-17      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   7705000 | PA      | $8013422.14   | 0.21%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                            | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9448983.58   | 0.25%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                              | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6993500 | PA      | $6981155.37   | 0.19%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                              | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5265810 | PA      | $5233820.73   | 0.14%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Helios Issuer VI, LLC                                                               | SUNNOVA HELIOS II ISSUER LLC 2021-B                                             | CUSIP: 86744TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2015430 | PA      | $1500145.05   | 0.04%             | 2048-07-20      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                                  | SUNNOVA HELIOS II ISSUER LLC 2019-A                                             | CUSIP: 86745LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    812615 | PA      | $697746.69    | 0.02%             | 2046-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                              | Sunnova Sol Issuer LLC                                                          | CUSIP: 86745NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6925345 | PA      | $5939516.45   | 0.16%             | 2055-02-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                                  | Sunnova Helios IV Issuer LLC                                                    | CUSIP: 86746CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225958 | PA      | $949873.81    | 0.03%             | 2047-06-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                                  | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2324402 | PA      | $1040595.08   | 0.03%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8327124.08   | 0.22%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                              | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   4054000 | PA      | $4214447.39   | 0.11%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                      | TD SYNNEX Corp                                                                  | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   9449000 | PA      | $9360807.19   | 0.25%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   4724000 | PA      | $4827133.38   | 0.13%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |    338309 | NS      | $8474640.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TLWND 2019-1                                                                        | GAIA Aviation Ltd                                                               | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    514778 | PA      | $510250.14    | 0.01%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                          | TELUS Corp                                                                      | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   8636000 | PA      | $8653998.20   | 0.23%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                          | TELUS Corp                                                                      | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   6245000 | PA      | $6241642.50   | 0.17%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   4319000 | PA      | $4212453.73   | 0.11%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                            | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   3393000 | PA      | $3352994.49   | 0.09%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7340000 | PA      | $7337884.61   | 0.20%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7227000 | PA      | $7626861.38   | 0.20%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                                             | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                       | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   6085000 | PA      | $6082179.60   | 0.16%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                     | Trans Union LLC 2024 Term Loan B9                                               | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1732522 | PA      | $1737762.80   | 0.05%             | 2031-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                                                     | TX Trust 2024-HOU                                                               | CUSIP: 90216DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5596000 | PA      | $5643420.50   | 0.15%             | 2039-06-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4910000 | PA      | $5401977.09   | 0.14%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                             | USI Inc 2024 Term Loan D                                                        | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   3438969 | PA      | $3450626.85   | 0.09%             | 2029-11-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                    | UWM Holdings LLC                                                                | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7086000 | PA      | $7078104.64   | 0.19%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                             | US Acute Care Solutions LLC                                                     | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2822000 | PA      | $2846452.15   | 0.08%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   5038000 | PA      | $5123813.31   | 0.14%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    975000 | PA      | $994414.94    | 0.03%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                             | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7140000 | PA      | $7076657.85   | 0.19%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                             | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3085000 | PA      | $3065073.35   | 0.08%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    433000 | PA      | $447123.24    | 0.01%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74899000 | PA      | $59281388.58  | 1.59%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 165443000 | PA      | $161694682.03 | 4.33%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 141366000 | PA      | $140957364.61 | 3.77%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110128000 | PA      | $111065808.20 | 2.97%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 476707000 | PA      | $476241467.01 | 12.75%            | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 254750000 | PA      | $252222401.07 | 6.75%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC - VBTEL                                                        | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2581000 | PA      | $2674058.47   | 0.07%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                              | VCC 2025-MC1 Trust                                                              | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7762979 | PA      | $7725615.66   | 0.21%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| VineBrook Homes                                                                     | VINE 2023-SFR1 Trust                                                            | CUSIP: 91825KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4844891.00   | 0.13%             | 2040-12-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                        | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   3088000 | PA      | $2941895.29   | 0.08%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   3858000 | PA      | $3780360.06   | 0.10%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                             | VistaJet Malta Finance PLC / Vista Management Holding Inc                       | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4970000 | PA      | $4733471.14   | 0.13%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7109000 | PA      | $7342758.14   | 0.20%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                       | VoltaGrid LLC                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5268391.38   | 0.14%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                  | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6476559.10   | 0.17%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                 | CUSIP: 94989HBJ8<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |    451580 | PA      | $435105.78    | 0.01%             | 2048-05-15      | Variable      | 3.85%                 | 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        |   5598000 | PA      | $4959828.00   | 0.13%             | 2048-11-15      | Fixed         | 3.85%                 | 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        |   2150000 | PA      | $2046875.68   | 0.05%             | 2048-07-15      | Fixed         | 3.14%                 | 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        |   6000000 | PA      | $4600202.40   | 0.12%             | 2059-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-1918                                 | CUSIP: 95004QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2450000 | PA      | $2462519.01   | 0.07%             | 2040-09-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-1918                                 | CUSIP: 95004QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2605000 | PA      | $2618631.70   | 0.07%             | 2040-09-15      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| JPM Lending Facility                                                                | JPM Lending Facility                                                            | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1662016.95   | 0.04%             | 2029-07-15      | Variable      | 10.70%                | No            |                  2 | On Loan: No      |
| ENVIVA LLC                                                                          | ENVIVA LLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    106272 | NS      | $1679097.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5867000 | PA      | $5300410.02   | 0.14%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                            | Willis North America Inc                                                        | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1032490.61   | 0.03%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust V                                                | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1263306 | PA      | $1225622.15   | 0.03%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust V                                                | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245379 | PA      | $242693.26    | 0.01%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VII                                              | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1189015 | PA      | $1222961.61   | 0.03%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                      | Wynn Macau Ltd                                                                  | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    850000 | PA      | $870370.65    | 0.02%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $6158290.91   | 0.16%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                              | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   4538000 | PA      | $4827170.44   | 0.13%             | 2029-07-15      | Fixed         | 8.62%                 | 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        |   4310644 | OU      | $48154.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | Long: BMIFNBTB4 CDS USD R F  5.50000 / Short: BMIFNBTB4 CDS USD P V 01MEVENT    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |   7000000 | OU      | $19348.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                    | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   7400000 | PA      | $7912795.95   | 0.21%             | 2030-04-30      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                                                    | Mexican Udibonos                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  90912041 | PA      | $5026372.65   | 0.13%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                            | African Export-Import Bank/The                                                  | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |   2200000 | PA      | $2081288.00   | 0.06%             | 2029-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   4807000 | PA      | $4606924.29   | 0.12%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   8471000 | PA      | $8995602.03   | 0.24%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                             | Nykredit Realkredit A/S                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        | 223550783 | PA      | $34217534.43  | 0.92%             | 2053-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                                                    | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |   2860000 | PA      | $3967831.51   | 0.11%             | 2043-12-07      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  93200000 | PA      | $5163975.81   | 0.14%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 000000000<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   4877000 | PA      | $3542009.94   | 0.09%             | 2048-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4680000 | PA      | $5080860.72   | 0.14%             | 2030-05-16      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ANLLIAN CAPITAL 2 LTD                                                               | Anllian Capital 2 Ltd                                                           | CUSIP: 000000000<br>LEI: 529900ESV3CEMDZ51067 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $941100.15    | 0.03%             | 2029-12-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                             | Nykredit Realkredit A/S                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        | 123007319 | PA      | $18609229.77  | 0.50%             | 2056-10-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                                 | Egypt Treasury Bills                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        | 350000000 | PA      | $7263614.86   | 0.19%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                           | Baidu Inc                                                                       | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1018956.54   | 0.03%             | 2032-03-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.                                  | Vantage Data Centers Germany Borrower Lux Sarl                                  | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |   8068000 | PA      | $9587222.91   | 0.26%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                                     | Caister Finance DAC                                                             | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   5773000 | PA      | $7823973.02   | 0.21%             | 2035-08-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2090 | NC      | $-2521271.40  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       865 | NC      | $-61967.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1471 | NC      | $4161263.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      8431 | NC      | $-2859470.76  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -3769 | NC      | $240813.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1881 | NC      | $-1484155.21  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                                            | Nordea Kredit Realkreditaktieselskab                                            | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |   7339000 | PA      | $1098369.08   | 0.03%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                                | Jyske Realkredit A/S                                                            | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |  34949329 | PA      | $5273245.65   | 0.14%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK                                                                  | Realkredit Danmark A/S                                                          | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        | 149543230 | PA      | $22575212.43  | 0.60%             | 2056-10-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                                            | Nordea Kredit Realkreditaktieselskab                                            | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |  15664596 | PA      | $2394096.64   | 0.06%             | 2053-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                                            | Nordea Kredit Realkreditaktieselskab                                            | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        | 166652220 | PA      | $25197231.39  | 0.67%             | 2056-10-01      | Fixed         | 3.50%                 | 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        |   1723914 | PA      | $1736592.89   | 0.05%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     74772 | NS      | $1067744.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    187034 | NS      | $2487552.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MINEJESA CAPITAL BV                                                                 | Minejesa Capital BV                                                             | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   1510320 | PA      | $1505952.46   | 0.04%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                                                   | Cometa Energia SA de CV                                                         | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |   1228185 | PA      | $1288907.69   | 0.03%             | 2035-04-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LA CONSTRUCCION SA                                                                  | Inversiones La Construccion SA                                                  | CUSIP: 000000000<br>LEI: 254900IMQ8BOPW9UKX13 | Long             | DBT              | CORP              | CL        |   2250000 | PA      | $2167720.00   | 0.06%             | 2032-02-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

**Name of Applicant:** Eaton Vance Mutual Funds Trust

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer