# EDGAR Filing Document

**Accession Number:** 0001928846
**File Stem:** 0001410368-26-034158
**Filing Date:** 2026-3
**Character Count:** 44390
**Document Hash:** f86c075ec7325538c3e20799df8f586f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034158.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001410368-26-034158

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Short Duration Inflation-Protected Income Portfolio
- **CENTRAL INDEX KEY:** 0001928846

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23803
- **FILM NUMBER:** 26818224

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 6174828260

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Eaton Vance Short Duration Inflation-Protected Income Portfolio
- **DATE OF NAME CHANGE:** 20220513

## Series and Classes Contracts Data

### Short Duration Inflation-Protected Income Portfolio (Series ID: S000077078)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000237224 | Short Duration Inflation-Protected Income Portfolio |  |

## Nport-Ex

Short Duration Inflation-Protected Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited)

------

Asset-Backed Securities — 0.8%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Acacia LLC, Series 2025-1, Class A, 5.24%, 11/15/37<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;$661767 |
| Coinstar Funding LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 | &nbsp;&nbsp;&nbsp;&nbsp; 798101 |
| MVW LLC, Series 2020-1A, Class A, 1.74%, 10/20/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp; 15776 |
| Saluda Grade Alternative Mortgage Trust, Series 2025-LOC5, Class A1A, 5.273%, (1 mo. SOFR + 1.60%), 10/25/55<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp; 734174 |
| SpringCastle America Funding LLC, Series 2020-AA, Class A, 1.97%, 9/25/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp; 275401 |
| Vantage Data Centers LLC, Series 2020-2A, Class A2, 1.992%, 9/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp; 1057318 |
| Total Asset-Backed Securities<br> (identified cost $3,511,627) |  | &nbsp;&nbsp;**$3542537** |

---

Commercial Mortgage-Backed Securities — 0.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| COMM Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-CR11, Class D, 4.468%, 8/10/50<sup>(1)(3)</sup> | $347 | &nbsp;&nbsp;$336132 |
| &nbsp;&nbsp;&nbsp;Series 2015-CR22, Class D, 3.699%, 3/10/48<sup>(1)(3)</sup> | &nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 800500 |
| DBC Mortgage Trust, Series 2025-DBC, Class A, 5.031%, (1 mo. SOFR + 1.35%), 11/15/42<sup>(1)(2)</sup> | &nbsp;&nbsp; 410 | &nbsp;&nbsp;&nbsp;&nbsp; 411336 |
| JP Morgan Mortgage Trust, Series 2023-HE2, Class A1, 5.402%, (30-day SOFR Average + 1.70%), 3/20/54<sup>(1)(2)</sup> | &nbsp;&nbsp; 631 | &nbsp;&nbsp;&nbsp;&nbsp; 633972 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $2,401,021) |  | &nbsp;&nbsp;**$2181940** |

---

Exchange-Traded Funds — 6.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Fixed-Income Funds — 6.4% | Fixed-Income Funds — 6.4% | Fixed-Income Funds — 6.4% |
| Eaton Vance Short Duration Income ETF<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;401000 | &nbsp;&nbsp;$20635460 |
| Eaton Vance Ultra-Short Income ETF<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;&nbsp; 6067810 |
| Total Exchange-Traded Funds<br> (identified cost $26,529,480) |  | &nbsp;&nbsp;**$26703270** |

---

U.S. Treasury Obligations — 90.6%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Inflation-Indexed Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 1/15/29<sup>(5)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;18119 | &nbsp;&nbsp;$18879270 |
| &nbsp;&nbsp;&nbsp;3.625%, 4/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22448 | &nbsp;&nbsp;&nbsp;&nbsp; 23730166 |
| &nbsp;&nbsp;&nbsp;3.875%, 4/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35741 | &nbsp;&nbsp;&nbsp;&nbsp; 38824446 |
| U.S. Treasury Inflation-Indexed Notes: |  |  |
| &nbsp;&nbsp;&nbsp;0.125%, 4/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp; 3564 |
| &nbsp;&nbsp;&nbsp;0.125%, 1/15/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14704 | &nbsp;&nbsp;&nbsp;&nbsp; 14110937 |
| &nbsp;&nbsp;&nbsp;0.125%, 7/15/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36388 | &nbsp;&nbsp;&nbsp;&nbsp; 34769854 |
| &nbsp;&nbsp;&nbsp;0.125%, 1/15/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37976 | &nbsp;&nbsp;&nbsp;&nbsp; 35829404 |
| &nbsp;&nbsp;&nbsp;0.25%, 7/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10645 | &nbsp;&nbsp;&nbsp;&nbsp; 10380784 |
| &nbsp;&nbsp;&nbsp;0.375%, 1/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp; 2152 |
| &nbsp;&nbsp;&nbsp;0.375%, 7/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21998 | &nbsp;&nbsp;&nbsp;&nbsp; 21933942 |
| &nbsp;&nbsp;&nbsp;0.75%, 7/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15497 | &nbsp;&nbsp;&nbsp;&nbsp; 15470285 |
| &nbsp;&nbsp;&nbsp;0.875%, 1/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20066 | &nbsp;&nbsp;&nbsp;&nbsp; 19966834 |
| &nbsp;&nbsp;&nbsp;1.125%, 10/15/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22198 | &nbsp;&nbsp;&nbsp;&nbsp; 22099582 |
| &nbsp;&nbsp;&nbsp;1.25%, 4/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21804 | &nbsp;&nbsp;&nbsp;&nbsp; 21916194 |
| &nbsp;&nbsp;&nbsp;1.625%, 10/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11961 | &nbsp;&nbsp;&nbsp;&nbsp; 12150761 |
| &nbsp;&nbsp;&nbsp;1.625%, 10/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17617 | &nbsp;&nbsp;&nbsp;&nbsp; 17975357 |
| &nbsp;&nbsp;&nbsp;1.625%, 4/15/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14257 | &nbsp;&nbsp;&nbsp;&nbsp; 14476260 |
| &nbsp;&nbsp;&nbsp;2.125%, 4/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23581 | &nbsp;&nbsp;&nbsp;&nbsp; 24317955 |
| &nbsp;&nbsp;&nbsp;2.375%, 10/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32809 | &nbsp;&nbsp;&nbsp;&nbsp; 34094256 |
| Total U.S. Treasury Obligations<br> (identified cost $376,167,889) |  | &nbsp;&nbsp;**$380932003** |

---

Short-Term Investments — 0.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.61%<sup>(6)</sup> | 1540930 | &nbsp;&nbsp;$1540930 |
| Total Short-Term Investments<br> (identified cost $1,540,930) |  | &nbsp;&nbsp;**$1540930** |
| Total Investments — 98.7%<br> (identified cost $410,150,947) |  | &nbsp;&nbsp;**$414900680** |
| Other Assets, Less Liabilities — 1.3% |  | &nbsp;&nbsp;**$5530703** |
| Net Assets — 100.0% |  | &nbsp;&nbsp;**$420431383** |

---

------

Short Duration Inflation-Protected Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| 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>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2026, the aggregate value of these securities is $5,724,477 or 1.4% of the Portfolio's net assets. |
| <sup>(2)</sup> | Variable rate security. The stated interest rate represents the rate in effect at January 31, 2026. |

---

<sup>(3)</sup> Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at January 31, 2026.

<sup>(4)</sup> Affiliated fund.

<sup>(5)</sup> Inflation-linked security whose principal is adjusted for inflation based on changes in the U.S. Consumer Price Index. Interest is calculated based on the inflation-adjusted principal.

<sup>(6)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2026.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;$20849219 | &nbsp;&nbsp;&nbsp;&nbsp;$(23209) |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16121594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23950 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$741** |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** |  |  |  |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/Receives<br> Return on<br> Reference<br> Index** | **Reference Index** | **Portfolio<br> Pays/Receives<br> Rate** | **Annual<br> Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | 20000 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.82%<br> (pays upon termination) | 2/11/27 | $894422 | $— | &nbsp;&nbsp;&nbsp;$894422 |
| USD | 30000 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 3.61%<br> (pays upon termination) | 3/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; (131049) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(131049) |
| USD | 10000 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.55%<br> (pays upon termination) | 4/19/27 | &nbsp;&nbsp;&nbsp;1083727 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;1083727 |
| USD | 15000 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 3.24%<br> (pays upon termination) | 11/19/27 | &nbsp;&nbsp;&nbsp; 477131 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477131 |
| USD | 11400 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.41%<br> (pays upon termination) | 1/22/28 | &nbsp;&nbsp;&nbsp; 25764 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25764 |
| USD | 15000 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.64%<br> (pays upon termination) | 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; (11369) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11369) |
| USD | 10000 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.51%<br> (pays upon termination) | 4/25/29 | &nbsp;&nbsp;&nbsp; 4373 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4373 |

---

------

Short Duration Inflation-Protected Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** |  |  |  |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/Receives<br> Return on<br> Reference<br> Index** | **Reference Index** | **Portfolio<br> Pays/Receives<br> Rate** | **Annual<br> Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | 20000 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.64%<br> (pays upon termination) | 2/13/30 | $(62114) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(62114) |
| USD | 15000 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.36%<br> (pays upon termination) | 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 103470 | &nbsp;&nbsp;&nbsp;&nbsp;(35754) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67716 |
|  |  |  |  |  |  |  | **$2384355** | **$(35754)** | **$2348601** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| CPI-U (NSA) | – Consumer Price Index All Urban Non-Seasonally Adjusted |
| SOFR | – Secured Overnight Financing Rate |

---

---

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

---

At January 31, 2026, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

The Portfolio is subject to interest rate risk in the normal course of pursuing its investment objective and its use of derivatives. The Portfolio entered into inflation swap contracts to swap nominal interest payments with respect to its investments in certain fixed or floating-rate debt (including floating-rate loans) for payments based on changes in the U.S. Consumer Price Index or other measures of inflation. The Portfolio utilized interest rate futures contracts to enhance total return, to seek to hedge against fluctuations in interest rates and/or to change the effective duration of its portfolio.

Affiliated Investments

At January 31, 2026, the value of the Portfolio's investments in funds that may be deemed to be affiliated was $28,244,200, which represents 6.8% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended January 31, 2026 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** | **Dividend<br> income** | **Shares,<br> end of period** |
| **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 Short Duration Income ETF | $21217875 | $— | $(617760) | $10920 | $24425 | $20635460 | $257115 | &nbsp;&nbsp;&nbsp;&nbsp;401000 |
| Eaton Vance Total Return Bond ETF | &nbsp;&nbsp;&nbsp; 4974575 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (4969750) | &nbsp;&nbsp;&nbsp;115231 | &nbsp;&nbsp;&nbsp;&nbsp;(120056) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;339338 | &nbsp;&nbsp; — |
| Eaton Vance Ultra-Short Income ETF | &nbsp;&nbsp;&nbsp; 6620900 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (559570) | &nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp; 6067810 | &nbsp;&nbsp;&nbsp;&nbsp;82223 | &nbsp;&nbsp;&nbsp;&nbsp;119000 |
| **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; 34202 | &nbsp;&nbsp;&nbsp;18261776 | &nbsp;&nbsp;&nbsp;(16755048) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1540930 | &nbsp;&nbsp;&nbsp;&nbsp;12175 | 1540930 |
| **Total** |  |  |  | **$127031** | &nbsp;&nbsp;**$(90031)** | **$28244200** | **$690851** |  |

---

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

Fair Value Measurements

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

• Level 1 – quoted prices in active markets for identical investments

• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

------

Short Duration Inflation-Protected Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

• Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At January 31, 2026, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at fair value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$3542537 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$3542537 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2181940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2181940 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;26703270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26703270 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380932003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380932003 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp; 1540930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1540930 |
| **Total Investments** | &nbsp;&nbsp;**$28244200** | &nbsp;&nbsp;&nbsp;&nbsp;**$386656480** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$414900680** |
| Futures Contracts | &nbsp;&nbsp;$23950 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$23950 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2588887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2588887 |
| **Total** | &nbsp;&nbsp;**$28268150** | &nbsp;&nbsp;&nbsp;&nbsp;**$389245367** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$417513517** |
| **Liability Description** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;$(23209) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(23209) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (204532) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (204532) |
| **Total** | &nbsp;&nbsp;**$(23209)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(204532)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(227741)** |

---

#### Derivatives . Futures contracts are valued at the closing settlement price established by the board of trade or exchange on which they are traded.
**Futures Contracts - Upon entering into a futures contract, the Fund is required to deposit with the broker, either in cash or securities, an amount equal to a certain percentage of the contract amount (initial margin). Subsequent payments, known as variation margin, are made or received by the Fund each business day, depending on the daily fluctuations in the value of the underlying security, and are recorded as unrealized gains or losses by the Fund. Gains (losses) are realized upon the expiration or closing of the futures contracts. Should market conditions change unexpectedly, the Fund may not achieve the anticipated benefits of the futures contracts and may realize a loss. Futures contracts have minimal counterparty risk as they are exchange traded and the clearinghouse for the exchange is substituted as the counterparty, guaranteeing counterparty performance.**

For additional information on the Portfolio's policy regarding the valuation of investments and other significant accounting policies, please refer to the Portfolio'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:** Short Duration Inflation-Protected Income Portfolio

- **b. Investment Company Act file number:** 811-23803

- **c. CIK number of Registrant:** 0001928846

- **d. LEI of Registrant:** 549300UOMB5ER6NIQJ37

- **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:** Short Duration Inflation-Protected Income Portfolio

- **b. EDGAR series identifier (if any):** S000077078

- **c. LEI of Series:** 549300UOMB5ER6NIQJ37

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $420725600.98

**Total Liabilities:** $269557.69

**Net Assets:** $420456043.29

**Cash Not Reported:** $1190692.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2.32000000 | **1-Year:** -307.34000000 | **5-Year:** -82.33000000 | **10-Year:** -0.26000000 | **30-Year:** 0.00000000

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

- **3-Month:** -1.50000000 | **1-Year:** -130.00000000 | **5-Year:** -162.67000000 | **10-Year:** -32.53000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000237224 | 0.14%                | -0.13%               | 0.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $319605.26               | $-626491.80                                |
| Month 2  | $59692.68                | $-1656296.31                               |
| Month 3  | $13084.03                | $3601550.59                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Acacia LLC                              | Acacia 2025-1 LLC                                                                                                                  | CUSIP: 00401PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660894 | PA      | $661766.73    | 0.16%             | 2037-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                     | COMM 2015-CCRE22 Mortgage Trust                                                                                                    | CUSIP: 12592XAG1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $800500.00    | 0.19%             | 2048-03-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                     | COMM 2013-CCRE11 Mortgage Trust                                                                                                    | CUSIP: 12626LAY8<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |    347109 | PA      | $336131.96    | 0.08%             | 2050-08-10      | Variable      | 4.47%                 | 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        |    702625 | PA      | $798101.20    | 0.19%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust             | DBC 2025-DBC Mortgage Trust                                                                                                        | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $411335.94    | 0.10%             | 2042-11-15      | Floating      | 5.03%                 | 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        |    631175 | PA      | $633972.67    | 0.15%             | 2054-03-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                          | MVW 2020-1 LLC                                                                                                                     | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15983 | PA      | $15775.56     | 0.00%             | 2037-10-20      | Fixed         | 1.74%                 | 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        |   1540930 | NS      | $1540930.25   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Ultra-Short Income ETF      | Eaton Vance Ultra-Short Income ETF                                                                                                 | CUSIP: 61774R700<br>LEI: 254900V7QBF5XYWO0K24 | Long             | EC               | RF                | US        |    119000 | NS      | $6067810.00   | 1.44%             |  |  |  | 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        |    401000 | NS      | $20635460.00  | 4.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust | Saluda Grade Alternative Mortgage Trust 2025-LOC5                                                                                  | CUSIP: 79581XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    729072 | PA      | $734174.00    | 0.17%             | 2055-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                        | SpringCastle America Funding LLC                                                                                                   | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291037 | PA      | $275401.18    | 0.07%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Bonds                                                                                              | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22447712 | PA      | $23730166.17  | 5.64%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Bonds                                                                                              | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35741050 | PA      | $38824446.47  | 9.23%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Bonds                                                                                              | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18118560 | PA      | $18879269.73  | 4.49%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21998486 | PA      | $21933942.22  | 5.22%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20066263 | PA      | $19966833.76  | 4.75%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10645404 | PA      | $10380783.63  | 2.47%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13811761 | PA      | $13752734.17  | 3.27%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15497160 | PA      | $15470284.83  | 3.68%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14703850 | PA      | $14110936.71  | 3.36%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36388281 | PA      | $34769854.15  | 8.27%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22962600 | PA      | $22733036.00  | 5.41%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11960918 | PA      | $12150761.40  | 2.89%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21804131 | PA      | $21916194.45  | 5.21%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32809160 | PA      | $34094255.75  | 8.11%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23581125 | PA      | $24317954.51  | 5.78%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17617104 | PA      | $17975357.50  | 4.28%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14256900 | PA      | $14476260.23  | 3.44%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22198066 | PA      | $22099581.78  | 5.26%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                | Vantage Data Centers LLC                                                                                                           | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1105000 | PA      | $1057318.03   | 0.25%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                | Long: BEV4L52J9 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV4L52J9 IRS USD P F  2.54500 2 CCPINFLATIONZERO                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1083727.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                | Long: BEV4Z2GN7 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV4Z2GN7 IRS USD P F  3.23900 2 CCPINFLATIONZERO                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $477130.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                | Long: BEV53C5Y5 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV53C5Y5 IRS USD P F  2.82250 2 CCPINFLATIONZERO                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20000000 | OU      | $894422.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                | Long: BEV55L8D6 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV55L8D6 IRS USD P F  3.60900 2 CCPINFLATIONZERO                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30000000 | OU      | $-131049.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                | Long: BMIEHCL38 IRS USD R V 12MUSCPI BMIEHCL53 CCPINFLATIONZERO / Short: BMIEHCL38 IRS USD P F  2.63850 BMIEHCL46 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20000000 | OU      | $-62114.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                | Long: BMIETKTH8 IRS USD R V 12MUSCPI BMIETKTK1 CCPINFLATIONZERO / Short: BMIETKTH8 IRS USD P F  2.36458 BMIETKTJ4 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $103470.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                | Long: BMIETRFE5 IRS USD R V 12MUSCPI BMIETRFG0 CCPINFLATIONZERO / Short: BMIETRFE5 IRS USD P F  2.51000 BMIETRFF2 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $4373.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                | Long: BMIF24GE1 IRS USD R V 12MUSCPI BMIF24GG6 CCPINFLATIONZERO / Short: BMIF24GE1 IRS USD P F  2.63900 BMIF24GF8 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $-11368.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                | Long: BMIG3KDU9 IRS USD R V 12MUSCPI BMIG3KDW5 CCPINFLATIONZERO / Short: BMIG3KDU9 IRS USD P F  2.40900 BMIG3KDV7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11400000 | OU      | $25764.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                  | US 5YR NOTE (CBT) MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       148 | NC      | $23950.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                  | US 2YR NOTE (CBT) MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       100 | NC      | $-23209.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** Short Duration Inflation-Protected Income Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer